0000093751-21-000697.txt : 20211115 0000093751-21-000697.hdr.sgml : 20211115 20211115135156 ACCESSION NUMBER: 0000093751-21-000697 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211115 DATE AS OF CHANGE: 20211115 EFFECTIVENESS DATE: 20211115 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: 211408853 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 true false 0000093751 XXXXXXXX 09-30-2021 09-30-2021 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Sonia Shah 617-664-7797 Sonia Shah Boston MA 11-15-2021 10 4685 1891995453 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 19 0001520010 028-14459 State Street Global Advisors Europe Ltd 20 0001714343 028-18135 State Street Global Advisors Trust Co INFORMATION TABLE 2 InfoTable_100_FINAL.xml 1 800 FLOWERS COM INC CL A 68243Q106 23832 781137 SH DFND 19,2,20,5 724641 0 56496 1STDIBS COM INC COM 320551104 839 67689 SH DFND 2,20 64100 0 3589 AEGON N V NY REGISTRY SHS 007924103 67 13095 SH DFND 20 13095 0 0 CLEARFIELD INC COM 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47525768 987988 6736390 AGENUS INC COM NEW 00847G705 64643 12313018 SH DFND 19,2,20,5 11959629 0 353389 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 18503 15607000 PRN DFND 19,2 15607000 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 126132 799213 SH DFND 10,12,19,2,20,5,6,8 550089 22474 226650 CYBEROPTICS CORP COM 232517102 4289 120555 SH DFND 19,2,20 118855 0 1700 CYCLACEL PHARMACEUTICALS INC COM 23254L603 55 10510 SH DFND 20 10510 0 0 CYCLERION THERAPEUTICS INC COM 23255M105 275 89721 SH DFND 20,5 89721 0 0 CYCLO THERAPEUTICS INC COM NEW 23254X201 200 29600 SH DFND 20 29600 0 0 CYMABAY THERAPEUTICS INC COM 23257D103 4661 1276967 SH DFND 19,2,20 1188573 0 88394 CYRUSONE INC COM 23283R100 359425 4612542 SH DFND 10,12,19,2,20,5,8 3920954 24700 666888 CYTEIR THERAPEUTICS INC COM 23284P103 1613 91891 SH DFND 2,20 87700 0 4191 CYTEK BIOSCIENCES INC COM 23285D109 4441 207439 SH DFND 19,2,20 196154 0 11285 AGEX THERAPEUTICS INC COM 00848H108 25 26861 SH DFND 20 26861 0 0 CYTOKINETICS INC COM NEW 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2026677 SH DFND 19,2,20,5 1989566 600 36511 DESIGN THERAPEUTICS INC COM 25056L103 3109 211608 SH DFND 19,2,20 194748 0 16860 DESIGNER BRANDS INC CL A 250565108 38201 2742353 SH DFND 12,19,2,20,5,8 2624043 106 118204 DESKTOP METAL INC COM CL A 25058X105 21505 2999264 SH DFND 19,2,20,5 2792336 0 206928 DESPEGAR COM CORP ORD SHS G27358103 2888 240061 SH DFND 19,2,20,5 179349 0 60712 DEVON ENERGY CORP NEW COM 25179M103 1504315 42363141 SH DFND 1,10,11,12,19,2,20,5,6,8 39428829 422543 2511769 DEXCOM INC COM 252131107 2139996 3913243 SH DFND 10,11,12,19,2,20,5,6,8 3361371 54618 497254 AGILYSYS INC COM 00847J105 36968 706028 SH DFND 19,2,20,5 657435 0 48593 DEXCOM INC NOTE 0.250%11/1 252131AK3 44108 37025000 PRN DFND 19,2 37025000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 75873 22840000 PRN DFND 19,2 22840000 0 0 DHI GROUP INC COM 23331S100 775 162804 SH DFND 20 162804 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 16018 2452921 SH DFND 19,2,20 2310360 0 142561 DIAGEO PLC SPON ADR NEW 25243Q205 1607 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19,2,20,5 2205646 2012 175670 DIFFUSION PHARMACEUTICALS IN COM PAR 253748305 234 459615 SH DFND 20 459615 0 0 DIGI INTL INC COM 253798102 22144 1053453 SH DFND 19,2,20,5 1004600 0 48853 DIGIMARC CORP NEW COM 25381B101 11142 323517 SH DFND 19,2,20 310882 0 12635 DIGITAL ALLY INC COM NEW 25382P208 172 142485 SH DFND 20 142485 0 0 DIGITAL MEDIA SOLUTIONS INC COM CL A 25401G106 525 72428 SH DFND 2,20 70890 0 1538 23ANDME HOLDING CO CLASS A COM 90138Q108 2135 235697 SH DFND 20 235697 0 0 AGNC INVT CORP COM 00123Q104 249962 15736250 SH DFND 10,11,12,19,2,20,5,8 9389185 545515 5801550 DIGITAL RLTY TR INC COM 253868103 2379381 16472006 SH DFND 10,11,12,19,2,20,5,6,8 13493903 216931 2761172 DIGITAL TURBINE INC COM NEW 25400W102 190133 2765570 SH DFND 19,2,20,5 2574357 1200 190013 DIGITALBRIDGE GROUP INC CL A COM 25401T108 93944 15579458 SH DFND 10,12,19,2,20,5,8 12940583 94808 2544067 DIGITALOCEAN HLDGS INC COM 25402D102 56642 729638 SH DFND 19,2,20 678867 0 50771 DILLARDS INC CL A 254067101 29426 170351 SH DFND 19,2,20,5,8 155349 49 14953 DIME CMNTY BANCSHARES INC COM 25432X102 47843 1464870 SH DFND 19,2,20,5 1386525 566 77779 DINE BRANDS GLOBAL INC COM 254423106 42361 521621 SH DFND 19,2,20,5 482946 2047 36628 DIODES INC COM 254543101 153038 1689346 SH DFND 19,2,20,5 1595395 263 93688 DISCOVER FINL SVCS COM 254709108 1635048 13309304 SH DFND 10,11,12,19,2,20,5,6,8 11575900 220599 1512805 DISCOVERY INC COM SER A 25470F104 202934 7995834 SH DFND 10,11,12,19,2,20,5,6,8 6734539 184421 1076874 AGORA INC ADS 00851L103 24135 832246 SH DFND 10,12,19,2,20,5,8 652546 20800 158900 DISCOVERY INC COM SER C 25470F302 490434 20207399 SH DFND 10,11,12,19,2,20,5,6,8 14648101 365902 5193396 DISH NETWORK CORPORATION CL A 25470M109 492489 11332003 SH DFND 10,11,12,19,2,20,5,6,8 9898341 207654 1226008 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 31519 32222000 PRN DFND 19,2 32222000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 87832 83918000 PRN DFND 19,2 83918000 0 0 DISNEY 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COM 278642103 2012141 28881021 SH DFND 10,11,12,19,2,20,5,6,8 24085557 1081116 3714348 EBIX INC COM NEW 278715206 26605 987936 SH DFND 19,2,20,5 931994 500 55442 2U INC COM 90214J101 51414 1531545 SH DFND 19,2,20,5 1378861 500 152184 AIR PRODS & CHEMS INC COM 009158106 2781130 10796360 SH DFND 1,10,11,12,19,2,20,5,6,8 9521903 215393 1059064 ECHO GLOBAL LOGISTICS INC COM 27875T101 45206 947524 SH DFND 19,2,20,5 885580 0 61944 ECHOSTAR CORP CL A 278768106 25568 1002266 SH DFND 19,2,20,5,8 882953 307 119006 ECOARK HLDGS INC COM NEW 27888N307 373 71000 SH DFND 20 71000 0 0 ECOLAB INC COM 278865100 2360260 11287859 SH DFND 10,11,12,19,2,20,5,6,8 9717439 240948 1329472 ECOPETROL S A SPONSORED ADS 279158109 24099 1679360 SH DFND 1,10,19,2,20,5 1498983 106998 73379 ECOVYST INC COM 27923Q109 11214 961717 SH DFND 19,2,20,5 855666 0 106051 EDESA BIOTECH INC COM 27966L108 102 13875 SH DFND 20 13875 0 0 EDGEWELL PERS CARE CO COM 28035Q102 67078 1840305 SH DFND 12,19,2,20,5,8 1720299 850 119156 EDGEWISE THERAPEUTICS INC COM 28036F105 3305 199096 SH DFND 19,2,20 183601 0 15495 EDISON INTL COM 281020107 1474666 26273833 SH DFND 10,11,12,19,2,20,5,6,8 17983240 6214979 2075614 AIR TRANSPORT SERVICES GRP I COM 00922R105 36864 1428301 SH DFND 19,2,20,5 1341920 0 86381 EDITAS MEDICINE INC COM 28106W103 88651 2158018 SH DFND 19,2,20,5 2013525 600 143893 EDWARDS LIFESCIENCES CORP COM 28176E108 2940299 25972075 SH DFND 10,11,12,19,2,20,5,6,8 21892484 650461 3429130 EGAIN CORP COM NEW 28225C806 3884 380748 SH DFND 19,2,20 351769 0 28979 EHANG HLDGS LTD ADS 26853E102 3304 138184 SH DFND 1,19,2,20 76984 100 61100 EHEALTH INC COM 28238P109 41095 1014702 SH DFND 19,2,20,5 890604 300 123798 EIGER BIOPHARMACEUTICALS INC COM 28249U105 3712 555685 SH DFND 19,2,20 522693 0 32992 EKSO BIONICS HLDGS INC COM 282644301 100 21680 SH DFND 20 21680 0 0 EL POLLO LOCO HLDGS INC COM 268603107 10354 612660 SH DFND 19,2,20,5 572576 0 40084 ELANCO ANIMAL HEALTH INC COM 28414H103 382049 11980221 SH DFND 10,11,12,19,2,20,5,6,8 10017120 239608 1723493 ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 13134 263200 SH DFND 2 263200 0 0 AIRBNB INC COM CL A 009066101 342847 2043797 SH DFND 10,11,12,19,2,20,5,6,8 1683853 79054 280890 ELASTIC N V ORD SHS N14506104 151950 1019870 SH DFND 19,2,20,5 892090 500 127280 ELBIT SYS LTD ORD M3760D101 17917 123701 SH DFND 2 123701 0 0 ELECTRAMECCANICA VEHS CORP COM NEW 284849205 3977 1117204 SH DFND 2 1117204 0 0 ELECTRIC LAST MILE SOLUTNS I CLASS A COM 28489L104 1193 161500 SH DFND 20 161500 0 0 ELECTROCORE INC COM 28531P103 125 110200 SH DFND 20 110200 0 0 ELECTROMED INC COM 285409108 128 11787 SH DFND 20 11787 0 0 ELECTRONIC ARTS INC COM 285512109 2006165 14103096 SH DFND 10,11,12,19,2,20,5,6,8 11909172 467484 1726440 ELEDON PHARMACEUTICALS INC COM 28617K101 250 40435 SH DFND 20 40435 0 0 ELEMENT SOLUTIONS INC COM 28618M106 70066 3231847 SH DFND 19,2,20,5 2790822 1100 439925 ELEVATE CREDIT INC COM 28621V101 204 49447 SH DFND 20 49447 0 0 AIRGAIN INC COM 00938A104 476 37720 SH DFND 19,20 35420 0 2300 ELEVATION ONCOLOGY INC COM 28623U101 144 18500 SH DFND 20 18500 0 0 ELIEM THERAPEUTICS INC COM 28658R106 1548 86101 SH DFND 19,2,20 80724 0 5377 ELLINGTON FINANCIAL INC COM 28852N109 28178 1528174 SH DFND 19,2,20,5 1432971 0 95203 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 396 34571 SH DFND 20 34571 0 0 ELOXX PHARMACEUTICALS INC COM 29014R103 317 194403 SH DFND 20 194403 0 0 EMAGIN CORP COM NEW 29076N206 7532 3332939 SH DFND 2,20 3332939 0 0 EMBRAER S.A. SPONSORED ADS 29082A107 15823 930757 SH DFND 2,20 930757 0 0 EMCOR GROUP INC COM 29084Q100 192289 1666571 SH DFND 10,12,19,2,20,5,8 1537003 418 129150 EMCORE CORP COM NEW 290846203 4442 593806 SH DFND 2,20 529662 0 64144 EMERALD HOLDING INC COM 29103W104 1987 457825 SH DFND 2,20 431622 0 26203 AKAMAI TECHNOLOGIES INC COM 00971T101 728751 6967696 SH DFND 10,11,12,19,2,20,5,6,8 5742328 175336 1050032 EMERGENT BIOSOLUTIONS INC COM 29089Q105 120398 2404590 SH DFND 19,2,20,5 2298928 500 105162 EMERSON ELEC CO COM 291011104 2480732 26334735 SH DFND 1,10,11,12,19,2,20,5,6,8 22627560 664093 3043082 EMPIRE ST RLTY TR INC CL A 292104106 58658 5848227 SH DFND 10,19,2,20,5,8 4957120 30484 860623 EMPLOYERS HLDGS INC COM 292218104 41485 1050521 SH DFND 19,2,20,5 985849 0 64672 ENANTA PHARMACEUTICALS INC COM 29251M106 60911 1072182 SH DFND 19,2,20,5 1030321 0 41861 ENBRIDGE INC COM 29250N105 42696 1072767 SH DFND 1,10,12,19,2,20 847590 204037 21140 ENCOMPASS HEALTH CORP COM 29261A100 193792 2572955 SH DFND 12,19,2,20,5,8 2373841 1052 198062 ENCORE CAP GROUP INC COM 292554102 49670 1008127 SH DFND 19,2,20,5 942580 200 65347 ENCORE WIRE CORP COM 292562105 65324 688708 SH DFND 19,2,20,5,8 649685 400 38623 ENDO INTL PLC SHS G30401106 30300 9351996 SH DFND 19,2,20,5 8864517 6160 481319 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 41250 33926000 PRN DFND 19,2 33926000 0 0 ENDRA LIFE SCIENCES INC COM 29273B104 167 96500 SH DFND 20 96500 0 0 ENEL AMERICAS S A SPONSORED ADR 29274F104 21609 3689895 SH DFND 10,19,2,20,5 3495091 18600 176204 ENEL CHILE S.A. SPONSORED ADR 29278D105 8181 3385216 SH DFND 10,19,2,20,5 3319336 0 65880 ENERGIZER HLDGS INC NEW COM 29272W109 77435 1982963 SH DFND 19,2,20,5 1828711 650 153602 ENERGOUS CORP COM 29272C103 320 153659 SH DFND 20 153659 0 0 ENERGY FUELS INC COM NEW 292671708 15306 2180401 SH DFND 19,2,20 1974613 0 205788 ENERGY RECOVERY INC COM 29270J100 19802 1040560 SH DFND 19,2,20,5 964339 0 76221 ENERPAC TOOL GROUP CORP CL A COM 292765104 40549 1952297 SH DFND 19,2,20,5 1826074 271 125952 ENERSYS COM 29275Y102 95383 1281343 SH DFND 19,2,20,5 1189422 605 91316 ENGLOBAL CORP COM 293306106 148 55519 SH DFND 20 55519 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 35065 32057000 PRN DFND 19,2 32057000 0 0 ENI S P A SPONSORED ADR 26874R108 383 14137 SH DFND 1,20 6340 0 7797 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 5374 787976 SH DFND 10,19,20,5,8 521344 3325 263307 ENLIVEX THERAPEUTICS LTD COM M4130Y106 183 18492 SH DFND 2 18492 0 0 ENNIS INC COM 293389102 12666 671934 SH DFND 19,2,20,5 614420 1458 56056 ENOCHIAN BIOSCIENCES INC COM 29350E104 325 48291 SH DFND 20 48291 0 0 ENOVA INTL INC COM 29357K103 42100 1218529 SH DFND 19,2,20,5 1145630 0 72899 ENOVIX CORPORATION COM 293594107 5701 301800 SH DFND 20 301800 0 0 ENPHASE ENERGY INC COM 29355A107 758167 5055458 SH DFND 10,11,12,19,2,20,5,6,8 4317643 71584 666231 ENPRO INDS INC COM 29355X107 59335 681076 SH DFND 19,2,20,5 639902 43 41131 ENSIGN GROUP INC COM 29358P101 124140 1656477 SH DFND 19,2,20,5 1543990 300 112187 AKEBIA THERAPEUTICS INC COM 00972D105 45667 15856428 SH DFND 19,2,20,5 15523010 1272 332146 ENSTAR GROUP LIMITED SHS G3075P101 71880 306223 SH DFND 19,2,20,5 276339 100 29784 ENTASIS THERAPEUTICS HLDGS I COM 293614103 135 40305 SH DFND 20 40305 0 0 ENTEGRIS INC COM 29362U104 243322 1932661 SH DFND 19,2,20,5,8 1646387 1169 285105 ENTERGY CORP NEW COM 29364G103 1105280 11129599 SH DFND 10,11,12,19,2,20,5,6,8 9261645 138141 1729813 ENTERPRISE BANCORP INC MASS COM 293668109 5736 159567 SH DFND 19,2,20 150562 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EPIZYME INC COM 29428V104 30864 6028211 SH DFND 19,2,20,5 5841725 0 186486 EPLUS INC COM 294268107 49589 483278 SH DFND 19,2,20,5 443516 0 39762 EPR PPTYS COM SH BEN INT 26884U109 166646 3357916 SH DFND 10,12,19,2,20,5,8 2901683 14740 441493 EPSILON ENERGY LTD COM 294375209 395 61300 SH DFND 20 61300 0 0 AKERO THERAPEUTICS INC COM 00973Y108 25794 1154101 SH DFND 19,2,20,5 1118371 0 35730 EQT CORP COM 26884L109 270553 13223519 SH DFND 12,19,2,20,5,8 11074601 2922 2145996 EQT CORP NOTE 1.750% 5/0 26884LAK5 24761 15605000 PRN DFND 19,2 15605000 0 0 EQUIFAX INC COM 294429105 1230839 4856912 SH DFND 10,11,12,19,2,20,5,6,8 4164250 93337 599325 EQUILLIUM INC COM 29446K106 339 49656 SH DFND 20 49656 0 0 EQUINIX INC COM 29444U700 3566411 4513701 SH DFND 10,11,12,19,2,20,5,6,8 3697504 68933 747264 EQUINOR ASA SPONSORED ADR 29446M102 867 34010 SH DFND 1,20 4307 0 29703 EQUITABLE HLDGS INC COM 29452E101 304002 10256486 SH DFND 10,11,12,19,2,20,5,8 8411549 431715 1413222 EQUITRANS MIDSTREAM CORP 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154470 0 14260 ESCO TECHNOLOGIES INC COM 296315104 65796 853604 SH DFND 19,2,20,5 796056 521 57027 ESPERION THERAPEUTICS INC NE COM 29664W105 6956 577281 SH DFND 19,2,20,5 513018 300 63963 ESPORTS ENTMT GROUP INC COM 29667K306 308 45974 SH DFND 20 45974 0 0 AKOUSTIS TECHNOLOGIES INC COM 00973N102 6945 716028 SH DFND 19,2,20 671004 0 45024 ESPORTS TECHNOLOGIES INC COM 29667L106 4031 120070 SH DFND 19,2,20 113043 0 7027 ESQUIRE FINL HLDGS INC COM 29667J101 481 16769 SH DFND 20 16769 0 0 ESSA BANCORP INC COM 29667D104 607 36545 SH DFND 20 22033 0 14512 ESSA PHARMA INC COM NEW 29668H708 267 33410 SH DFND 19,2,20 31691 0 1719 ESSENT GROUP LTD COM G3198U102 178830 4063400 SH DFND 19,2,20,5 3831832 700 230868 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 163204 5793963 SH DFND 10,19,2,20,5,8 5108524 23200 662239 ESSENTIAL UTILS INC COM 29670G102 551566 11969751 SH DFND 10,11,12,19,2,20,5,6,8 10644639 129351 1195761 ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 10622 183300 SH DFND 2 183300 0 0 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BIOSCIENCES INC COM 299734103 3790 538343 SH DFND 19,2,20 486702 0 51641 ALAMO GROUP INC COM 011311107 42402 303892 SH DFND 19,2,20,5 283986 0 19906 EVENTBRITE INC COM CL A 29975E109 27578 1458382 SH DFND 19,2,20,5 1330161 0 128221 EVERBRIDGE INC COM 29978A104 88933 588801 SH DFND 19,2,20,5 505453 300 83048 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 17506 11917000 PRN DFND 19,2 11917000 0 0 EVERCOMMERCE INC COM 29977X105 3162 191770 SH DFND 2,20 183875 0 7895 EVERCORE INC CLASS A 29977A105 138696 1037602 SH DFND 19,2,20,5,8 954150 300 83152 EVEREST RE GROUP LTD COM G3223R108 483452 1927792 SH DFND 10,11,12,19,2,20,5,6,8 1582460 29051 316281 EVERGY INC COM 30034W106 772066 12412631 SH DFND 10,11,12,19,2,20,5,6,8 10897134 228655 1286842 EVERI HLDGS INC COM 30034T103 40146 1660282 SH DFND 19,2,20,5 1471412 0 188870 EVERQUOTE INC COM CL A 30041R108 7934 425893 SH DFND 19,2,20,5 395885 0 30008 EVERSOURCE ENERGY COM 30040W108 1779334 21762895 SH DFND 10,11,12,19,2,20,5,6,8 19188770 256799 2317326 ALARM COM HLDGS INC COM 011642105 121555 1554609 SH DFND 19,2,20,5 1449804 500 104305 EVERSPIN TECHNOLOGIES INC COM 30041T104 227 35027 SH DFND 20 35027 0 0 EVERTEC INC COM 30040P103 89577 1959247 SH DFND 19,2,20,5 1794867 900 163480 EVGO INC CL A COM 30052F100 1737 213100 SH DFND 20 213100 0 0 EVI INDS INC COM 26929N102 2089 76814 SH DFND 2,20 71948 0 4866 EVO PMTS INC CL A COM 26927E104 25089 1059520 SH DFND 19,2,20,5 974379 0 85141 EVOFEM BIOSCIENCES INC COM 30048L104 278 376049 SH DFND 20 376049 0 0 EVOKE PHARMA INC COM 30049G104 95 72800 SH DFND 20 72800 0 0 EVOLENT HEALTH INC CL A 30050B101 47568 1534467 SH DFND 19,2,20,5 1367302 0 167165 EVOLUS INC COM 30052C107 5169 678312 SH DFND 19,2,20 637512 0 40800 EVOLUTION PETE CORP COM 30049A107 581 102203 SH DFND 20 102203 0 0 ALASKA AIR GROUP INC COM 011659109 240022 4095942 SH DFND 10,12,19,2,20,5,6 3763355 951 331636 EVOLV TECHNOLOGIES HLDNGS IN COM CL A 30049H102 1006 167600 SH DFND 20 167600 0 0 EVOLVING SYS INC COM NEW 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INC NEW CL A 36269P104 500 52712 SH DFND 20 52712 0 0 GALECTIN THERAPEUTICS INC COM NEW 363225202 616 158759 SH DFND 20 158759 0 0 ALIGOS THERAPEUTICS INC COM 01626L105 5804 374232 SH DFND 19,2,20 341732 0 32500 GALECTO INC COM 36322Q107 154 43006 SH DFND 20 43006 0 0 GALERA THERAPEUTICS INC COM 36338D108 209 25864 SH DFND 20 25864 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1409519 9482132 SH DFND 10,11,12,19,2,20,5,6,8 8088615 141155 1252362 GAMCO INVS INC CL A COM 361438104 2840 107646 SH DFND 2,20 98503 0 9143 GAMESTOP CORP NEW CL A 36467W109 281554 1604569 SH DFND 12,19,2,20,5,8 1482994 432 121143 GAMIDA CELL LTD SHS M47364100 274 70016 SH DFND 2 70016 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 276737 5974455 SH DFND 10,12,19,2,20,5,8 4710167 58950 1205338 GAN LTD SHS G3728V109 10903 733206 SH DFND 19,2,20,5,1 689034 0 44172 GANNETT CO INC COM 36472T109 39024 5841941 SH DFND 19,2,20,5 5626879 0 215062 GAOTU TECHEDU INC SPONSORED ADS 36257Y109 7631 2485711 SH DFND 10,12,19,2,20,5,8 1763884 46800 675027 ALJ REGL HLDGS INC COM 001627108 15 13800 SH DFND 20 13800 0 0 GAP INC COM 364760108 164069 7227705 SH DFND 10,12,19,2,20,5,6,8 6481254 2266 744185 GARMIN LTD SHS H2906T109 1024164 6587924 SH DFND 10,11,12,19,2,20,5,6,8,1 5607075 227985 752864 GARRETT MOTION INC COM 366505105 713 96750 SH DFND 1,20 96750 0 0 GARTNER INC COM 366651107 973764 3204437 SH DFND 10,11,12,19,2,20,5,6,8 2757369 57588 389480 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 18398 1130785 SH DFND 19,2,20,5 996375 0 134410 GATOS SILVER INC COM 368036109 7350 631981 SH DFND 19,2,20 589651 0 42330 GATX CORP COM 361448103 98022 1094489 SH DFND 19,2,20,5,8 1014889 337 79263 GCM GROSVENOR INC COM CL A 36831E108 6580 571153 SH DFND 2,20 533519 0 37634 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 41335 1885721 SH DFND 19,2,20,5 1532956 1704 351061 GDS HLDGS LTD SPONSORED ADS 36165L108 101264 1788794 SH DFND 1,10,12,19,2,20,5,8 1265027 34900 488867 ALKALINE WTR CO INC COM NEW 01643A207 419 263400 SH DFND 20 263400 0 0 GEE GROUP INC COM 36165A102 108 231900 SH DFND 20 231900 0 0 GEMINI THERAPEUTICS INC COM 36870G105 1678 415311 SH DFND 19,2,20 394218 0 21093 GENASYS INC COM 36872P103 1911 368945 SH DFND 2,20 368945 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 21855 1085715 SH DFND 19,2,20 1033862 9100 42753 GENCOR INDS INC COM 368678108 162 14568 SH DFND 20 14568 0 0 GENERAC HLDGS INC COM 368736104 1050620 2570827 SH DFND 10,11,12,19,2,20,5,6,8 2180665 88572 301590 GENERAL DYNAMICS CORP COM 369550108 2154256 10989418 SH DFND 10,11,12,19,2,20,5,6,8 9804020 285519 899879 GENERAL ELECTRIC CO COM NEW 369604301 4458589 43241376 SH DFND 1,10,11,12,19,2,20,5,6,8 37265714 776177 5199485 GENERAL MLS INC COM 370334104 2041212 34122570 SH DFND 1,10,11,12,19,2,20,5,6,8 23254263 7429814 3438493 GENERAL MTRS CO COM 37045V100 3067285 58191713 SH DFND 10,11,12,19,2,20,5,6,8 50035474 1472041 6684198 ALKAMI TECHNOLOGY INC COM 01644J108 2099 85046 SH DFND 2,20 76933 0 8113 GENERATION BIO CO COM 37148K100 45441 1812552 SH DFND 19,2,20,5 1740746 0 71806 GENESCO INC COM 371532102 32290 559332 SH DFND 19,2,20,5 524740 4 34588 GENETRON HLDGS LTD ADS 37186H100 2133 153983 SH DFND 19,2,20 153983 0 0 GENIE ENERGY LTD CL B 372284208 669 102393 SH DFND 20 102393 0 0 GENIUS BRANDS INTL INC COM 37229T301 6867 5049003 SH DFND 19,2,20 4573526 0 475477 GENMAB A/S SPONSORED ADS 372303206 598 13679 SH DFND 1,20 3470 0 10209 GENOCEA BIOSCIENCES INC COM NEW 372427401 38 19684 SH DFND 20 19684 0 0 GENPACT LIMITED SHS G3922B107 193973 4082793 SH DFND 12,19,2,20,5,8 3890630 0 192163 GENPREX INC COM 372446104 294 109622 SH DFND 20 109622 0 0 GENTEX CORP COM 371901109 206088 6248866 SH DFND 12,19,2,20,5,8 5744415 5154 499297 3M CO COM 88579Y101 5355466 30529390 SH DFND 10,11,12,19,2,20,5,6,8 21219322 690739 8619329 ALKERMES PLC SHS G01767105 151778 4921476 SH DFND 19,2,20,5,8 4571828 1630 348018 GENTHERM INC COM 37253A103 89273 1103092 SH DFND 19,2,20,5 1036607 340 66145 GENUINE PARTS CO COM 372460105 951502 7796987 SH DFND 10,11,12,19,2,20,5,6,8 6960952 103043 732992 GENWORTH FINL INC COM CL A 37247D106 69822 18619189 SH DFND 12,19,2,20,5,8 17539999 2984 1076206 GEO GROUP INC NEW COM 36162J106 33983 4549223 SH DFND 12,19,2,20,5,8 4461211 814 87198 GEOPARK LTD USD SHS G38327105 440 34449 SH DFND 2 34449 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 494 51759 SH DFND 20,5 51759 0 0 GEOVAX LABS INC COM 373678507 94 21700 SH DFND 20 21700 0 0 GERDAU SA SPON ADR REP PFD 373737105 21643 4342084 SH DFND 1,10,2,20 3413811 425125 503148 GERMAN AMERN BANCORP INC COM 373865104 19667 509115 SH DFND 19,2,20,5 450163 0 58952 GERON CORP COM 374163103 17713 12929457 SH DFND 19,2,20,5 12273094 0 656363 ALLAKOS INC COM 01671P100 124558 1176517 SH DFND 19,2,20,5 1104834 300 71383 GETTY RLTY CORP NEW COM 374297109 61381 2066871 SH DFND 10,19,2,20,5,8 1828779 8509 229583 GEVO INC COM PAR 374396406 98717 14867078 SH DFND 19,2,20,5 14511749 3100 352229 GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 29972 351000 SH DFND 2 351000 0 0 GIBRALTAR INDS INC COM 374689107 70843 1017135 SH DFND 19,2,20,5 949495 170 67470 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 5157 573656 SH DFND 2,20 573656 0 0 GILEAD SCIENCES INC COM 375558103 3854471 55182125 SH DFND 10,11,12,19,2,20,5,6,8 47042914 932379 7206832 GLACIER BANCORP INC NEW COM 37637Q105 233190 4213012 SH DFND 19,2,20,5 3993345 1085 218582 GLADSTONE COMMERCIAL CORP COM 376536108 17739 843486 SH DFND 19,2,20,5 740458 9600 93428 GLADSTONE LD CORP COM 376549101 11760 516484 SH DFND 19,2,20,5 490687 0 25797 GLATFELTER CORPORATION COM 377320106 23069 1620050 SH DFND 19,2,20,5 1520873 8 99169 ALLEGHANY CORP MD COM 017175100 283511 454046 SH DFND 10,11,12,19,2,20,5,8 392607 9575 51864 GLAUKOS CORP COM 377322102 78828 1636455 SH DFND 19,2,20,5 1539091 700 96664 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 351772 9079035 SH DFND 1,20 19724 8828183 231128 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 79185 3107727 SH DFND 19,2,20,5 2972847 500 134380 GLOBAL INDUSTRIAL COMPANY COM 37892E102 9849 259940 SH DFND 19,2,20,5 234114 0 25826 GLOBAL MED REIT INC COM NEW 37954A204 24843 1666738 SH DFND 19,2,20,5,8 1497751 3300 165687 GLOBAL NET LEASE INC COM NEW 379378201 82087 5124020 SH DFND 10,19,2,20,5,8 4538328 30500 555192 GLOBAL PMTS INC COM 37940X102 1746669 11084334 SH DFND 10,11,12,19,2,20,5,6,8 9523049 167668 1393617 GLOBAL SELF STORAGE INC COM 37955N106 92 17800 SH DFND 20 17800 0 0 GLOBAL WTR RES INC COM 379463102 3808 203425 SH DFND 19,2,20 192369 0 11056 GLOBALSTAR INC COM 378973408 22817 13662931 SH DFND 19,2,20,5 12155720 0 1507211 ALLEGHENY TECHNOLOGIES INC COM 01741R102 148739 8943998 SH DFND 12,19,2,20,5,8 8670497 945 272556 GLOBANT S A COM L44385109 352761 1255333 SH DFND 10,12,19,2,20,5,8 824472 18900 411961 GLOBE LIFE INC COM 37959E102 398398 4474871 SH DFND 10,11,12,19,2,20,5,6,8 3770811 136400 567660 GLOBUS MED INC CL A 379577208 162206 2117014 SH DFND 19,2,20,5 1956822 600 159592 GLYCOMIMETICS INC COM 38000Q102 316 144265 SH DFND 20 144265 0 0 GMS INC COM 36251C103 61734 1409448 SH DFND 19,2,20,5,8 1321020 0 88428 GODADDY INC CL A 380237107 271391 3893708 SH DFND 10,11,12,19,2,20,5,6,8 2927000 174234 792474 GOGO INC COM 38046C109 21869 1264124 SH DFND 19,2,20,5 1158207 0 105917 GOHEALTH INC COM CL A 38046W105 3175 631291 SH DFND 19,2,20,5 556648 0 74643 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1051 137704 SH DFND 1,10,20 5347 0 132357 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 9666 9685000 PRN DFND 19,2 9685000 0 0 ALLEGIANCE BANCSHARES INC COM 01748H107 28936 758479 SH DFND 19,2,20,5 728551 0 29928 GOLAR LNG LTD SHS G9456A100 19237 1483156 SH DFND 19,2,20,5 1362007 0 121149 GOLD FIELDS LTD SPONSORED ADR 38059T106 4755 585598 SH DFND 1,19,20,8 232291 0 353307 GOLD RESOURCE CORP COM 38068T105 255 162191 SH DFND 20 162191 0 0 GOLDEN ENTMT INC COM 381013101 16617 338494 SH DFND 10,19,2,20 306828 0 31666 GOLDEN MINERALS CO COM 381119106 68 157379 SH DFND 20 157379 0 0 GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 10557 607752 SH DFND 19,2,20 551031 0 56721 GOLDEN STAR RES LTD CDA COM 38119T807 137 57426 SH DFND 2,5 57426 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7894703 20883800 SH DFND 1,10,12,19,2,20,5,6,8 12861732 756015 7266053 GOOD TIMES RESTAURANTS INC COM NEW 382140879 199 38919 SH DFND 20 38919 0 0 GOODRICH PETE CORP COM PAR 382410843 1004 42440 SH DFND 20 42440 0 0 ALLEGIANT TRAVEL CO COM 01748X102 100870 516012 SH DFND 19,2,20,5,8 494402 0 21610 GOODRX HLDGS INC COM CL A 38246G108 11822 288199 SH DFND 2,20 288199 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 152001 8587607 SH DFND 12,19,2,20,5,8 7968096 12651 606860 GOOSEHEAD INS INC COM CL A 38267D109 60863 399654 SH DFND 19,2,20,5 362124 0 37530 GOPRO INC CL A 38268T103 22522 2406148 SH DFND 19,2,20,5 2154303 0 251845 GORMAN RUPP CO COM 383082104 14919 416618 SH DFND 19,2,20,5 375100 0 41518 GOSSAMER BIO INC COM 38341P102 33471 2662766 SH DFND 19,2,20,5 2555424 0 107342 GP STRATEGIES CORP COM 36225V104 4861 234854 SH DFND 19,2,20 222424 0 12430 GRACELL BIOTECHNOLOGIES INC SPONSORED ADS 38406L103 200 14420 SH DFND 2 14420 0 0 GRACO INC COM 384109104 382720 5469771 SH DFND 19,2,20,5,6,8 5137435 1501 330835 GRAFTECH INTL LTD COM 384313508 36316 3518970 SH DFND 19,2,20,5 3136172 0 382798 ALLEGION PLC ORD SHS G0176J109 570570 4316608 SH DFND 10,11,12,19,2,20,5,6,8 3739895 93994 482719 GRAHAM CORP COM 384556106 427 34427 SH DFND 20 34427 0 0 GRAHAM HLDGS CO COM CL B 384637104 72326 122761 SH DFND 12,19,2,20,5,8 115264 0 7497 GRAINGER W W INC COM 384802104 879104 2236564 SH DFND 10,11,12,19,2,20,5,6,8 1910673 72588 253303 GRAND CANYON ED INC COM 38526M106 98385 1118524 SH DFND 19,2,20,5,8 1029612 600 88312 GRANITE CONSTR INC COM 387328107 61585 1552069 SH DFND 19,2,20,5,8 1456482 1209 94378 GRANITE PT MTG TR INC COM STK 38741L107 27361 2039017 SH DFND 19,2,20,5 1913374 606 125037 GRAPHIC PACKAGING HLDG CO COM 388689101 83257 4355287 SH DFND 12,19,2,20,5,8 3786640 4200 564447 GRAPHITE BIO INC COM 38870X104 3223 196641 SH DFND 19,2,20 185427 0 11214 GRAVITY CO LTD SPONSORED ADS NE 38911N206 3969 43876 SH DFND 2 43876 0 0 GRAY TELEVISION INC COM 389375106 44028 1929370 SH DFND 10,19,2,20,5,8 1756832 0 172538 ALLEGRO MICROSYSTEMS INC COM 01749D105 55704 1742926 SH DFND 19,2,20,5 1682312 0 60614 GRAYBUG VISION INC COM SHS 38942Q103 68 20548 SH DFND 20 20548 0 0 GREAT AJAX CORP COM 38983D300 5146 381431 SH DFND 19,2,20 357663 0 23768 GREAT ELM GROUP INC COM NEW 39037G109 159 69931 SH DFND 20 69931 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 19527 1294011 SH DFND 19,2,20,5 1170438 0 123573 GREAT SOUTHN BANCORP INC COM 390905107 11996 217437 SH DFND 19,2,20,5 188944 0 28493 GREAT WESTERN BANCORP INC COM 391416104 79062 2414857 SH DFND 19,2,20,5 2273100 300 141457 GREEN BRICK PARTNERS INC COM 392709101 22566 1099727 SH DFND 19,2,20,5 1020171 0 79556 GREEN DOT CORP CL A 39304D102 95048 1888501 SH DFND 19,2,20,5 1584520 900 303081 GREEN PLAINS INC COM 393222104 102599 3142389 SH DFND 19,2,20,5,8 3059232 0 83157 GREENBOX POS COM NEW 39366L208 3162 381481 SH DFND 19,2,20 356609 0 24872 ALLENA PHARMACEUTICALS COM 018119107 185 205058 SH DFND 20 205058 0 0 GREENBRIER COS INC COM 393657101 48242 1122178 SH DFND 19,2,20,5,8 1057912 0 64266 GREENE CNTY BANCORP INC COM 394357107 222 6100 SH DFND 20 6100 0 0 GREENHILL & CO INC COM 395259104 6736 460763 SH DFND 19,2,20,5 441460 0 19303 GREENLANE HLDGS INC CL A 395330103 937 395279 SH DFND 2,20 390092 0 5187 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3616 489267 SH DFND 19,2,20,1 456926 0 32341 GREENPOWER MTR CO INC COM NEW 39540E302 3428 230351 SH DFND 2 230351 0 0 GREENSKY INC CL A 39572G100 17363 1553022 SH DFND 19,2,20 1477277 0 75745 GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 248 30400 SH DFND 19,2,20 30400 0 0 GREENWICH LIFESCIENCES INC COM 396879108 2333 59714 SH DFND 19,2,20 55280 0 4434 GREIF INC CL A 397624107 54755 841623 SH DFND 19,2,20,5,8 780476 83 61064 ALLETE INC COM NEW 018522300 109325 1836776 SH DFND 12,19,2,20,5,8 1704577 600 131599 GREIF INC CL B 397624206 7553 115345 SH DFND 19,2,20 103629 1400 10316 GRID DYNAMICS HLDGS INC CL A 39813G109 22871 782712 SH DFND 19,2,20 733710 0 49002 GRIFFON CORP COM 398433102 46965 1909149 SH DFND 19,2,20,5 1825244 0 83905 GRIFOLS S A SP ADR REP B NVT 398438408 46423 3176981 SH DFND 1,10,19,2,20,5,8 347052 0 2829929 GRINDROD SHIPPING HOLDINGS L SHS Y28895103 178 11565 SH DFND 2 11565 0 0 GRITSTONE BIO INC COM 39868T105 8224 761474 SH DFND 19,2,20 718682 0 42792 GROCERY OUTLET HLDG CORP COM 39874R101 52416 2430029 SH DFND 19,2,20,5 2269507 1100 159422 GROUP 1 AUTOMOTIVE INC COM 398905109 126112 671238 SH DFND 12,19,2,20,5,8 634219 105 36914 GROUPON INC COM NEW 399473206 19918 873197 SH DFND 19,2,20,5 819948 90 53159 GROWGENERATION CORP COM 39986L109 25183 1020784 SH DFND 19,2,20,5 926269 600 93915 4D MOLECULAR THERAPEUTICS IN COM 35104E100 8621 319662 SH DFND 19,2,20 291636 0 28026 ALLIANCE DATA SYSTEMS CORP COM 018581108 130536 1293846 SH DFND 12,19,2,20,5,8 1198460 612 94774 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 14607 311773 SH DFND 19,2,20 311773 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 37997 203059 SH DFND 1,19,2,20 178304 0 24755 GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 46501 389371 SH DFND 1,19,2,20 315925 0 73446 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 6065 602288 SH DFND 19,2,20,5 489518 1500 111270 GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 1617 718871 SH DFND 2 718871 0 0 GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 119 10869 SH DFND 19,20 269 10600 0 GSI TECHNOLOGY INC COM 36241U106 219 41499 SH DFND 20 41499 0 0 GT BIOPHARMA INC COM NEW 36254L209 3161 469028 SH DFND 19,2,20 443865 0 25163 GTY TECHNOLOGY HOLDINGS INC COM 362409104 6492 863343 SH DFND 19,2,20 829291 0 34052 GUARANTY BANCSHARES INC TEX COM 400764106 5455 151325 SH DFND 2,20 142404 0 8921 ALLIANT ENERGY CORP COM 018802108 706654 12623324 SH DFND 10,11,12,19,2,20,5,6,8 11045535 193338 1384451 GUARANTY FED BANCSHARES INC COM 40108P101 285 11822 SH DFND 20 2800 0 9022 GUARDANT HEALTH INC COM 40131M109 163999 1311886 SH DFND 19,2,20,5 1144450 700 166736 GUARDION HEALTH SCIENCES INC COM 40145Q401 167 131112 SH DFND 20 131112 0 0 GUESS INC COM 401617105 35677 1698119 SH DFND 19,2,20,5,8 1608966 137 89016 GUIDEWIRE SOFTWARE INC COM 40171V100 204128 1717238 SH DFND 10,11,12,19,2,20,5,6,8 1378060 45611 293567 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 15895 13205000 PRN DFND 19,2 13205000 0 0 GUILD HLDGS CO CL A 40172N107 232 16890 SH DFND 20 16890 0 0 GULF IS FABRICATION INC COM 402307102 196 49452 SH DFND 20 49452 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 7509 91339 SH DFND 2,20 91339 0 0 GXO LOGISTICS INCORPORATED COMMON STOCK 36262G101 197700 2520396 SH DFND 12,19,2,20,5,8 2382606 1000 136790 ALLIED ESPORTS ENTMT INC COM 019170109 116 65548 SH DFND 20 65548 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 22499 648185 SH DFND 19,2,20,5 575895 0 72290 HACKETT GROUP INC COM 404609109 12756 646825 SH DFND 19,2,20,5 605175 0 41650 HAEMONETICS CORP MASS COM 405024100 117267 1661235 SH DFND 19,2,20,5 1551132 604 109499 HAIN CELESTIAL GROUP INC COM 405217100 92978 2173405 SH DFND 19,2,20,5,8 1946228 666 226511 HALL OF FAME RESORT & ENTMT COM 40619L102 2698 1018202 SH DFND 19,2,20 951707 0 66495 HALLADOR ENERGY COMPANY COM 40609P105 169 57036 SH DFND 20 57036 0 0 HALLIBURTON CO COM 406216101 1234213 57086614 SH DFND 10,11,12,19,2,20,5,6,8 51784076 594873 4707665 HALLMARK FINL SVCS INC COM NEW 40624Q203 123 33610 SH DFND 20 33610 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 226804 5575317 SH DFND 19,2,20,5 5254938 1000 319379 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2263 144405 SH DFND 19,2,20 136205 0 8200 ALLIED MOTION TECHNOLOGIES I COM 019330109 6248 199757 SH DFND 19,2,20 188516 0 11241 HAMILTON LANE INC CL A 407497106 57902 679859 SH DFND 19,2,20,5 613284 300 66275 HANCOCK JAFFE LABORATORIES I COM NEW 41015N304 186 17900 SH DFND 20 17900 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 187648 3982342 SH DFND 12,19,2,20,5 3802037 1000 179305 HANESBRANDS INC COM 410345102 287383 16747232 SH DFND 1,10,12,19,2,20,5,6,8 15566726 4964 1175542 HANGER INC COM NEW 41043F208 26957 1227553 SH DFND 19,2,20,5 1141292 0 86261 HANMI FINL CORP COM NEW 410495204 28091 1400328 SH DFND 19,2,20 1365556 0 34772 HANNON ARMSTRONG SUST INFR C COM 41068X100 82341 1529750 SH DFND 19,2,20,5 1356843 1200 171707 HANOVER INS GROUP INC COM 410867105 135505 1045404 SH DFND 12,19,2,20,5,8 950615 600 94189 HARBOR CUSTOM DEVELOPMENT IN COM 41150T108 36 15300 SH DFND 20 15300 0 0 HARBORONE BANCORP INC NEW COM NEW 41165Y100 22585 1608612 SH DFND 19,2,20,5,8 1495458 0 113154 ALLISON TRANSMISSION HLDGS I COM 01973R101 61238 1733817 SH DFND 12,19,2,20,5,8 1510058 900 222859 HARLEY DAVIDSON INC COM 412822108 139456 3809220 SH DFND 1,12,19,2,20,5,8 3506737 1284 301199 HARMONIC INC COM 413160102 28618 3270666 SH DFND 19,2,20,5 3044931 0 225735 HARMONY BIOSCIENCES HLDGS IN COM 413197104 15212 396858 SH DFND 19,2,20 359017 0 37841 HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 7128 2268862 SH DFND 1 0 0 2268862 HARPOON THERAPEUTICS INC COM 41358P106 3031 383724 SH DFND 19,2,20 355394 0 28330 HARROW HEALTH INC COM 415858109 748 82292 SH DFND 20 82292 0 0 HARSCO CORP COM 415864107 44930 2650742 SH DFND 19,2,20,5 2484095 381 166266 HARTFORD FINL SVCS GROUP INC COM 416515104 1422683 20150301 SH DFND 10,11,12,19,2,20,5,6,8 14714607 3633071 1802623 HARVARD BIOSCIENCE INC COM 416906105 4786 685695 SH DFND 2,20 638428 0 47267 HASBRO INC COM 418056107 450387 5048055 SH DFND 10,11,12,19,2,20,5,6,8 4310845 90647 646563 ALLOGENE THERAPEUTICS INC COM 019770106 90292 3513316 SH DFND 19,2,20,5 3387239 600 125477 HAVERTY FURNITURE COS INC COM 419596101 18983 563127 SH DFND 19,2,20,5 526626 0 36501 HAWAIIAN ELEC INDUSTRIES COM 419870100 124784 3056194 SH DFND 12,19,2,20,5,8 2699825 1256 355113 HAWAIIAN HOLDINGS INC COM 419879101 47157 2177125 SH DFND 19,2,20,5,8 2118643 0 58482 HAWKINS INC COM 420261109 21957 629496 SH DFND 19,2,20,5 585962 698 42836 HAWTHORN BANCSHARES INC COM 420476103 977 41911 SH DFND 2,20 23446 0 18465 HAYNES INTERNATIONAL INC COM NEW 420877201 15116 405795 SH DFND 19,2,20 391106 0 14689 HAYWARD HLDGS INC COM 421298100 10725 482245 SH DFND 2,20 440748 0 41497 HBT FINL INC. COM 404111106 2423 155809 SH DFND 2,20 146710 0 9099 HCA HEALTHCARE INC COM 40412C101 2541550 10471120 SH DFND 10,11,12,19,2,20,5,6,8 8813435 337703 1319982 HCI GROUP INC COM 40416E103 21365 192873 SH DFND 19,2,20,5 181353 0 11520 ALLOT LTD SHS M0854Q105 3690 248332 SH DFND 2 248332 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 55131 754293 SH DFND 1,12,20,5,8 325189 0 429104 HEALTH CATALYST INC COM 42225T107 45881 917427 SH DFND 19,2,20,5 841597 0 75830 HEALTHCARE RLTY TR COM 421946104 219048 7355557 SH DFND 10,19,2,20,5,8 6371711 29534 954312 HEALTHCARE SVCS GROUP INC COM 421906108 62945 2518825 SH DFND 19,2,20,5,8 2372463 1025 145337 HEALTHCARE TR AMER INC CL A NEW 42225P501 229050 7722518 SH DFND 10,12,19,2,20,5,8 6304670 44590 1373258 HEALTHEQUITY INC COM 42226A107 167038 2579346 SH DFND 19,2,20,5 2408582 600 170164 HEALTHPEAK PROPERTIES INC COM 42250P103 1113436 33256757 SH DFND 10,11,12,19,2,20,5,6,8 27764866 473480 5018411 HEALTHSTREAM INC COM 42222N103 28090 982842 SH DFND 19,2,20,5 929355 800 52687 HEARTLAND EXPRESS INC COM 422347104 31310 1892884 SH DFND 19,2,20,5 1779861 24 112999 HEARTLAND FINL USA INC COM 42234Q102 48196 1002416 SH DFND 19,2,20,5 930988 0 71428 ALLOVIR INC COM 019818103 30469 1215836 SH DFND 19,2,20,5 1157922 0 57914 HEAT BIOLOGICS INC COM 42237K409 588 98896 SH DFND 20 98896 0 0 HECLA MNG CO COM 422704106 130935 23806408 SH DFND 19,2,20,5 22651007 4581 1150820 HEICO CORP NEW CL A 422806208 198179 1673388 SH DFND 10,11,12,19,2,20,5,6,8 1324075 64059 285254 HEICO CORP NEW COM 422806109 206833 1568458 SH DFND 10,11,12,19,2,20,5,6,8 1254314 48031 266113 HEIDRICK & STRUGGLES INTL IN COM 422819102 29220 654715 SH DFND 19,2,20,5 607637 3600 43478 HELEN OF TROY LTD COM G4388N106 163663 728427 SH DFND 19,2,20,5,8 673790 288 54349 HELIOS TECHNOLOGIES INC COM 42328H109 51244 624094 SH DFND 19,2,20,5 550033 300 73761 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 27405 7063105 SH DFND 19,2,20,5 6752282 0 310823 HELLO GROUP INC ADS 423403104 44161 4176119 SH DFND 1,10,12,19,2,20,5,8 3171346 125500 879273 HELLO GROUP INC NOTE 1.250% 7/0 60879BAB3 13683 16172000 PRN DFND 19,2 16172000 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 54396 4068512 SH DFND 19,2,20,5 3756346 845 311321 HELMERICH & PAYNE INC COM 423452101 106899 3899994 SH DFND 12,19,2,20,5,8 3669561 1181 229252 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4082 335153 SH DFND 19,2,20 303538 0 31615 HENRY JACK & ASSOC INC COM 426281101 525982 3206036 SH DFND 10,11,12,19,2,20,5,6,8 2631300 105943 468793 HENRY SCHEIN INC COM 806407102 549193 7211039 SH DFND 10,11,12,19,2,20,5,6,8 5358529 223849 1628661 HEPION PHARMACEUTICALS INC COM 426897104 494 322716 SH DFND 20 322716 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 92625 2185575 SH DFND 19,2,20,5,8 1334768 1210 849597 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16588 16330000 PRN DFND 19,2 16330000 0 0 HERC HLDGS INC COM 42704L104 78488 480169 SH DFND 19,2,20,5 426343 323 53503 HERITAGE COMM CORP COM 426927109 21520 1850383 SH DFND 19,2,20,5 1700444 0 149939 HERITAGE CRYSTAL CLEAN INC COM 42726M106 8917 307709 SH DFND 19,2,20,5 274381 0 33328 ALLSTATE CORP COM 020002101 1918236 14971919 SH DFND 10,11,12,19,2,20,5,6,8 12714695 484797 1772427 HERITAGE FINL CORP WASH COM 42722X106 37601 1474530 SH DFND 19,2,20,5 1402308 0 72222 HERITAGE INSURANCE HLDGS INC COM 42727J102 3444 501203 SH DFND 19,2,20,5 458068 0 43135 HERON THERAPEUTICS INC COM 427746102 69398 6491907 SH DFND 19,2,20,5 6300459 900 190548 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 14900 1596998 SH DFND 19,2,20,5,8 1522183 0 74815 HERSHEY CO COM 427866108 1222381 7222340 SH DFND 10,11,12,19,2,20,5,6,8 5693208 198037 1331095 HESKA CORP COM RESTRC NEW 42805E306 88153 340964 SH DFND 19,2,20,5 322515 0 18449 HESS CORP COM 42809H107 1462252 18720424 SH DFND 10,11,12,19,2,20,5,6,8 17452768 184418 1083238 HEWLETT PACKARD ENTERPRISE C COM 42824C109 953426 66353564 SH DFND 1,10,11,12,19,2,20,5,6,8 52864470 5641995 7847099 HEXCEL CORP NEW COM 428291108 183539 3090399 SH DFND 19,2,20,5,8 2910224 671 179504 HF FOODS GROUP INC COM 40417F109 3823 631819 SH DFND 19,2,20 586122 0 45697 10X GENOMICS INC CL A COM 88025U109 242774 1667636 SH DFND 10,11,12,19,2,20,5,6,8 1353656 41102 272878 51JOB INC SPONSORED ADS 316827104 66377 954820 SH DFND 1,10,12,19,2,20,5,8 432634 14100 508086 ALLY FINL INC COM 02005N100 455470 8922039 SH DFND 10,11,12,19,2,20,5,6,8 7002640 443478 1475921 HIBBETT INC COM 428567101 41292 583722 SH DFND 19,2,20,5 548339 162 35221 HIGHPEAK ENERGY INC COM 43114Q105 322 35767 SH DFND 2,20 31467 0 4300 HIGHWOODS PPTYS INC COM 431284108 228041 5199299 SH DFND 10,12,19,2,20,5,8 4516738 20534 662027 HILL INTL INC COM 431466101 178 86162 SH DFND 20 86162 0 0 HILL-ROM HLDGS INC COM 431475102 261238 1741587 SH DFND 12,19,2,20,5,8 1605970 700 134917 HILLENBRAND INC COM 431571108 100431 2354761 SH DFND 19,2,20,5,8 2191564 595 162602 HILLMAN SOLUTIONS CORP COM 431636109 3682 308600 SH DFND 20 308600 0 0 HILLTOP HOLDINGS INC COM 432748101 128116 3921526 SH DFND 19,2,20,5 3782113 0 139413 HILTON GRAND VACATIONS INC COM 43283X105 79377 1668646 SH DFND 19,2,20,5,8 1485366 1690 181590 HILTON WORLDWIDE HLDGS INC COM 43300A203 1399163 10590891 SH DFND 10,11,12,19,2,20,5,6,8 9015589 227986 1347316 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 528824 2800825 SH DFND 10,11,12,19,2,20,5,6,8 2318257 66690 415878 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 7762 728404 SH DFND 1,19,2,20,8 707404 0 21000 HIMS & HERS HEALTH INC COM CL A 433000106 6082 806668 SH DFND 19,2,20,5 784495 0 22173 HINGHAM INSTN SVGS MASS COM 433323102 9120 27086 SH DFND 19,2,20 24895 0 2191 HIREQUEST INC COM 433535101 1188 61451 SH DFND 2,20 57230 0 4221 HISTOGEN INC COM 43358Y103 130 172200 SH DFND 20 172200 0 0 HMN FINL INC COM 40424G108 315 13467 SH DFND 20 7466 0 6001 HNI CORP COM 404251100 56603 1541474 SH DFND 19,2,20,5 1438700 6117 96657 HOLLYFRONTIER CORP COM 436106108 225612 6809898 SH DFND 12,19,2,20,5,8 6465857 5560 338481 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 3240 156592 SH DFND 2,5 156592 0 0 HOLOGIC INC COM 436440101 805162 10908578 SH DFND 10,11,12,19,2,20,5,6,8 9204495 307428 1396655 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26047 830310 SH DFND 19,2,20 807958 0 22352 HOME BANCORP INC COM 43689E107 5357 138503 SH DFND 19,2,20 119168 0 19335 HOME BANCSHARES INC COM 436893200 162986 6926749 SH DFND 19,2,20,5 6593892 1100 331757 HOME DEPOT INC COM 437076102 15567397 47423985 SH DFND 1,10,11,12,19,2,20,5,6,8 35697378 820782 10905825 HOME PT CAPITAL INCORPORATED COM 43734L106 291 70599 SH DFND 2,20 63000 0 7599 HOMESTREET INC COM 43785V102 29585 718957 SH DFND 19,2,20,5 668797 0 50160 HOMETRUST BANCSHARES INC COM 437872104 9391 335630 SH DFND 19,2,20 284152 0 51478 HOMOLOGY MEDICINES INC COM 438083107 6752 857995 SH DFND 19,2,20,5 780720 0 77275 HONDA MOTOR LTD AMERN SHS 438128308 4860 158447 SH DFND 1,2,20 158066 0 381 HONEST CO INC COM 438333106 4487 432250 SH DFND 19,2,20 391173 0 41077 HONEYWELL INTL INC COM 438516106 7263949 34218718 SH DFND 1,10,11,12,19,2,20,5,6,8 25106074 749156 8363488 ALPHA METALLURGICAL RESOUR I COM 020764106 21320 428191 SH DFND 2,20 428191 0 0 HOOKER FURNISHINGS CORPORATI COM 439038100 5456 202165 SH DFND 19,2,20,5 188826 0 13339 HOOKIPA PHARMA INC COM 43906K100 2125 360771 SH DFND 19,2,20 342019 0 18752 HOPE BANCORP INC COM 43940T109 98364 6811882 SH DFND 19,2,20,5,8 6560177 1800 249905 HORACE MANN EDUCATORS CORP N COM 440327104 58573 1472042 SH DFND 19,2,20,5 1385848 77 86117 HORIZON BANCORP INC COM 440407104 15994 880250 SH DFND 19,2,20,5,8 730110 0 150140 HORIZON GLOBAL CORP COM 44052W104 558 79370 SH DFND 20 79370 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 596119 5442017 SH DFND 10,11,12,19,2,20,5,6,8 4410801 233133 798083 HORMEL FOODS CORP COM 440452100 1150545 28062084 SH DFND 10,11,12,19,2,20,5,6,8 15187730 9232127 3642227 HOST HOTELS & RESORTS INC COM 44107P104 695466 42588263 SH DFND 10,11,12,19,2,20,5,6,8 34504784 531868 7551611 HOSTESS BRANDS INC CL A 44109J106 45444 2616234 SH DFND 19,2,20,5 2295569 0 320665 ALPHA PRO TECH LTD COM 020772109 313 46541 SH DFND 20 46541 0 0 HOTH THERAPEUTICS INC COM 44148G105 32 27100 SH DFND 20 27100 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 32551 2423743 SH DFND 19,2,20,5 2181185 0 242558 HOULIHAN LOKEY INC CL A 441593100 98273 1067022 SH DFND 19,2,20,5,8 942287 300 124435 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 9016 93538 SH DFND 19,2,20 81032 0 12506 HOWARD BANCORP INC COM 442496105 4684 230966 SH DFND 2,20 218678 0 12288 HOWARD HUGHES CORP COM 44267D107 52339 596048 SH DFND 19,2,20,5 522099 260 73689 HOWMET AEROSPACE INC COM 443201108 548215 17570986 SH DFND 10,11,12,19,2,20,5,6,8 15055888 305312 2209786 HP INC COM 40434L105 1593816 57849453 SH DFND 10,11,12,19,2,20,5,6,8 44194369 6771754 6883330 HSBC HLDGS PLC SPON ADR NEW 404280406 521 19933 SH DFND 20 19933 0 0 HTG MOLECULAR DIAGNOSTICS IN COM NEW 40434H203 80 14043 SH DFND 20 14043 0 0 ALPHA TEKNOVA INC COM 02080L102 2024 81328 SH DFND 2,20 76150 0 5178 HUANENG PWR INTL INC SPON ADR H SHS 443304100 604 28723 SH DFND 19,20 28723 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 14748 13040000 PRN DFND 19,2 13040000 0 0 HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 19085 14521000 PRN DFND 19,2 14521000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 154698 3373271 SH DFND 1,10,12,19,2,20,5,8 2277524 76900 1018847 HUB GROUP INC CL A 443320106 87621 1274480 SH DFND 12,19,2,20,5,8 1207677 55 66748 HUBBELL INC COM 443510607 253955 1405627 SH DFND 12,19,2,20,5,8 1293375 471 111781 HUBSPOT INC COM 443573100 651865 964169 SH DFND 10,11,12,19,2,20,5,6,8 762042 35247 166880 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 31824 13101000 PRN DFND 19,2 13101000 0 0 HUDSON GLOBAL INC COM NEW 443787205 190 11972 SH DFND 20 11972 0 0 HUDSON PAC PPTYS INC COM 444097109 181718 6917339 SH DFND 10,12,19,2,20,5,8 5919687 29204 968448 ALPHABET INC CAP STK CL A 02079K305 29664073 11095512 SH DFND 10,11,12,19,2,20,5,6,8 9325543 286332 1483637 HUDSON TECHNOLOGIES INC COM 444144109 469 132875 SH DFND 20 132875 0 0 HUMANA INC COM 444859102 2226029 5710030 SH DFND 10,11,12,19,2,20,5,6,8 4750450 151362 808218 HUMANIGEN INC COM NEW 444863203 52193 8801491 SH DFND 19,2,20,5 8718988 0 82503 HUNT J B TRANS SVCS INC COM 445658107 594455 3554930 SH DFND 10,11,12,19,2,20,5,6,8 3026530 124802 403598 HUNTINGTON BANCSHARES INC COM 446150104 1213916 77779104 SH DFND 10,12,19,2,20,5,6,8 69632984 1059135 7086985 HUNTINGTON INGALLS INDS INC COM 446413106 630511 3265879 SH DFND 1,10,11,12,19,2,20,5,6,8 1814696 1000088 451095 HUNTSMAN CORP COM 447011107 103299 3491018 SH DFND 12,19,2,20,5,8 3036294 10436 444288 HURCO CO COM 447324104 1851 57137 SH DFND 2,20,5 57137 0 0 HURON CONSULTING GROUP INC COM 447462102 23309 448242 SH DFND 19,2,20,5 396450 102 51690 HUTCHMED CHINA LTD SPONSORED ADS 44842L103 43587 1190574 SH DFND 10,12,19,2,20,5,8 897365 38100 255109 ALPHABET INC CAP STK CL C 02079K107 28117451 10549411 SH DFND 10,11,12,19,2,20,5,6,8 8799769 296449 1453193 HUTTIG BLDG PRODS INC COM 448451104 412 77500 SH DFND 20 77500 0 0 HUYA INC ADS REP SHS A 44852D108 11066 1326916 SH DFND 10,12,19,2,20,5,8 1032959 34400 259557 HYATT HOTELS CORP COM CL A 448579102 45031 584063 SH DFND 19,2,20,5 502204 300 81559 HYCROFT MINING HOLDING CORP COM CL A 44862P109 152 101913 SH DFND 20 101913 0 0 HYDROFARM HLDGS GROUP INC COM 44888K209 23649 624808 SH DFND 19,2,20,5 585559 0 39249 HYLIION HOLDINGS CORP COMMON STOCK 449109107 21295 2535088 SH DFND 19,2,20,5 2367229 0 167859 HYRECAR INC COM 44916T107 10602 1247280 SH DFND 19,2,20 1216519 0 30761 HYSTER YALE MATLS HANDLING I CL A 449172105 15242 303260 SH DFND 19,2,20,5 287467 536 15257 HYZON MOTORS INC COM CL A 44951Y102 1914 275800 SH DFND 20 275800 0 0 I MAB SPONSORED ADS 44975P103 39668 547222 SH DFND 1,10,12,19,2,20,5,8 390513 15900 140809 ALPHATEC HLDGS INC COM NEW 02081G201 24073 1974810 SH DFND 19,2,20,5 1843782 0 131028 I3 VERTICALS INC COM CL A 46571Y107 12382 511446 SH DFND 19,2,20 492405 0 19041 IAA INC COM 449253103 223866 4102361 SH DFND 19,2,20,5 3828256 1500 272605 IAC INTERACTIVECORP NEW COM NEW 44891N208 224333 1721799 SH DFND 10,11,12,19,2,20,5,8 1330580 54265 336954 IBEX LTD SHS NEW G4690M101 1123 66064 SH DFND 2,20 59346 0 6718 IBIO INC COM NEW 451033203 4861 4585809 SH DFND 19,2,20 4160792 0 425017 ICAD INC COM NEW 44934S206 3952 367632 SH DFND 19,2,20 343158 0 24474 ICF INTL INC COM 44925C103 32780 366552 SH DFND 19,2,20,5 322978 0 43574 ICHOR HOLDINGS SHS G4740B105 35987 875821 SH DFND 19,2,20,5 826385 300 49136 ICICI BANK LIMITED ADR 45104G104 316243 16759028 SH DFND 1,12,19,2,20,5,8 5486739 0 11272289 ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 1379 249345 SH DFND 19,2,20,5 230045 0 19300 ALPINE IMMUNE SCIENCES INC COM 02083G100 2110 197796 SH DFND 19,2,20 183825 0 13971 ICON PLC SHS G4705A100 20379 77775 SH DFND 10,19,2,20,5,6,8 75050 0 2725 ICOSAVAX INC COM 45114M109 5491 185583 SH DFND 19,2,20 176157 0 9426 ICU MED INC COM 44930G107 127889 547988 SH DFND 19,2,20,5 504332 300 43356 IDACORP INC COM 451107106 145569 1408096 SH DFND 12,19,2,20,5,8 1290198 790 117108 IDEAL PWR INC COM NEW 451622203 255 16728 SH DFND 20 16728 0 0 IDEANOMICS INC COM 45166V106 16009 8126381 SH DFND 19,2,20,5 7391990 8000 726391 IDEAYA BIOSCIENCES INC COM 45166A102 26502 1039701 SH DFND 19,2,20 1006772 0 32929 IDENTIV INC COM NEW 45170X205 6367 337970 SH DFND 19,2,20 313456 0 24514 IDERA PHARMACEUTICALS INC COM PAR 45168K405 113 109744 SH DFND 20 109744 0 0 IDEX CORP COM 45167R104 645790 3120512 SH DFND 10,11,12,19,2,20,5,6,8 2660028 101243 359241 89BIO INC COM 282559103 2888 147403 SH DFND 19,2,20 139304 0 8099 ALPINE INCOME PPTY TR INC COM 02083X103 573 31212 SH DFND 20 31212 0 0 IDEXX LABS INC COM 45168D104 2269482 3649272 SH DFND 10,11,12,19,2,20,5,6,8 3053369 117798 478105 IDT CORP CL B NEW 448947507 18860 449581 SH DFND 19,2,20 427277 0 22304 IEC ELECTRS CORP NEW COM 44949L105 490 31991 SH DFND 20 31991 0 0 IES HLDGS INC COM 44951W106 7695 168407 SH DFND 19,2,20,5 147217 0 21190 IGM BIOSCIENCES INC COM 449585108 43140 656023 SH DFND 19,2,20,5 640957 0 15066 IHEARTMEDIA INC COM CL A 45174J509 54465 2176877 SH DFND 12,19,2,20,5,8 1957700 1000 218177 IHS MARKIT LTD SHS G47567105 1806848 15493469 SH DFND 10,11,12,19,2,20,5,6,8 13267468 276559 1949442 IHUMAN INC ADS COMMON 45175B109 69 14700 SH DFND 2 14700 0 0 II-VI INC COM 902104108 188940 3182946 SH DFND 19,2,20,5,8 2956581 1013 225352 IKENA ONCOLOGY INC COM 45175G108 1672 132468 SH DFND 19,2,20 123050 0 9418 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 4279 311674 SH DFND 2,20 289918 0 21756 ILLINOIS TOOL WKS INC COM 452308109 2664930 12822155 SH DFND 1,10,11,12,19,2,20,5,6,8 10947477 335955 1538723 ILLUMINA INC COM 452327109 2414876 5953690 SH DFND 10,11,12,19,2,20,5,6,8 5050648 141602 761440 ILLUMINA INC NOTE 8/1 452327AK5 25021 21429000 PRN DFND 19,2 21429000 0 0 IMAGO BIOSCIENCES INC COM 45250K107 2196 109620 SH DFND 19,2,20 102798 0 6822 IMARA INC COM 45249V107 86 21198 SH DFND 20 21198 0 0 IMAX CORP COM 45245E109 17248 908743 SH DFND 19,2,20,5 761434 1600 145709 IMEDIA BRANDS INC COM CL A 452465206 213 37087 SH DFND 20 37087 0 0 IMMATICS N.V SHS N44445109 375 28838 SH DFND 2 28838 0 0 IMMERSION CORP COM 452521107 5888 860813 SH DFND 2,20 860813 0 0 IMMUNEERING CORP CLASS A COM 45254E107 2687 101202 SH DFND 19,2,20 95206 0 5996 ALTABANCORP COM 021347109 14742 333821 SH DFND 19,2,20,5 291604 0 42217 IMMUNIC INC COM 4525EP101 3902 440944 SH DFND 19,2,20 421245 0 19699 IMMUNITYBIO INC COM 45256X103 51795 5317780 SH DFND 19,2,20,5 5198219 1800 117761 IMMUNOCORE HLDGS PLC ADS 45258D105 230 6200 SH DFND 2 6200 0 0 IMMUNOGEN INC COM 45253H101 51403 9065857 SH DFND 19,2,20,5 8692704 0 373153 IMMUNOME INC COM 45257U108 309 12700 SH DFND 20 12700 0 0 IMMUNOVANT INC COM 45258J102 35731 4111794 SH DFND 19,2,20,5 4030609 0 81185 IMMUTEP LTD SPONSORED ADS 45257L108 202 52100 SH DFND 2 52100 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 72 50788 SH DFND 20 50788 0 0 IMPEL NEUROPHARMA INC COM 45258K109 1571 128974 SH DFND 19,2,20 123676 0 5298 IMPINJ INC COM 453204109 38040 665845 SH DFND 19,2,20,5 628604 0 37241 ALTAIR ENGR INC COM CL A 021369103 62998 913811 SH DFND 19,2,20,5 823249 400 90162 INARI MED INC COM 45332Y109 60178 742020 SH DFND 19,2,20,5 684559 0 57461 INCYTE CORP COM 45337C102 616226 8959372 SH DFND 10,11,12,19,2,20,5,6,8 7829657 172206 957509 INDEPENDENCE CONTRACT DRILLI COM 453415606 44 14762 SH DFND 20 14762 0 0 INDEPENDENCE HLDG CO NEW COM NEW 453440307 5154 103930 SH DFND 19,2,20,5 90017 0 13913 INDEPENDENCE RLTY TR INC COM 45378A106 111054 5425556 SH DFND 10,19,2,20,5,8 4767562 43300 614694 INDEPENDENT BANK GROUP INC COM 45384B106 124980 1759294 SH DFND 19,2,20,5 1689036 0 70258 INDEPENDENT BK CORP MASS COM 453836108 138546 1808145 SH DFND 19,2,20,5 1734512 247 73386 INDEPENDENT BK CORP MICH COM NEW 453838609 17780 827760 SH DFND 19,2,20,5 737676 0 90084 INDIA GLOBALIZATION CAP INC COM NEW 45408X308 251 169778 SH DFND 20 169778 0 0 INDIE SEMICONDUCTOR INC CLASS A COM 45569U101 1947 158200 SH DFND 20 158200 0 0 ALTERYX INC COM CL A 02156B103 68438 936224 SH DFND 19,2,20,5 818909 600 116715 INDUS REALTY TRUST INC COM 45580R103 4845 69117 SH DFND 2,20 65572 0 3545 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 89657 3528418 SH DFND 10,19,2,20,5,8 3131487 13204 383727 INFINERA CORP COM 45667G103 35114 4220482 SH DFND 19,2,20,5 3825055 2611 392816 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 11735 10565000 PRN DFND 19,2 10565000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 5839 1707221 SH DFND 19,2,20 1603939 0 103282 INFORMATION SVCS GROUP INC COM 45675Y104 732 101891 SH DFND 20 101891 0 0 INFOSYS LTD SPONSORED ADR 456788108 325158 14611092 SH DFND 1,10,12,19,2,20,5,8 10684733 0 3926359 INFRA AND ENERGY ALTRNTIVE I COM 45686J104 3749 328014 SH DFND 19,2,20 303143 0 24871 INFUSYSTEM HLDGS INC COM 45685K102 3733 286523 SH DFND 19,2,20 267610 0 18913 ING GROEP N.V. SPONSORED ADR 456837103 15256 1052849 SH DFND 2,20 1052849 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10534 11125000 PRN DFND 19,2 11125000 0 0 INGERSOLL RAND INC COM 45687V106 771603 15306556 SH DFND 10,11,12,19,2,20,5,6,8 13331275 237551 1737730 INGEVITY CORP COM 45688C107 85604 1199441 SH DFND 19,2,20,5 1108007 613 90821 INGLES MKTS INC CL A 457030104 26156 396128 SH DFND 19,2,20,5 360433 0 35695 INGREDION INC COM 457187102 197336 2217012 SH DFND 12,19,2,20,5,8 2082554 804 133654 INHIBRX INC COM 45720L107 17096 513252 SH DFND 19,2,20,5 462438 1000 49814 INMODE LTD SHS M5425M103 27058 169694 SH DFND 10,19,2,20,8 119490 0 50204 INMUNE BIO INC COM 45782T105 538 27716 SH DFND 20 27716 0 0 INNODATA INC COM NEW 457642205 723 75883 SH DFND 20 75883 0 0 INNOSPEC INC COM 45768S105 68085 808422 SH DFND 19,2,20,5 745059 400 62963 INNOVAGE HLDG CORP COM 45784A104 2011 304290 SH DFND 2,20 272404 0 31886 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 9495 10336000 PRN DFND 19,2 10336000 0 0 INNOVATE CORP COM 45784J105 3609 880169 SH DFND 2,20 843473 0 36696 INNOVATIVE INDL PPTYS INC COM 45781V101 281453 1209745 SH DFND 10,19,2,20,5,8 1055638 4700 149407 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 455 63593 SH DFND 20 63593 0 0 INNOVIVA INC COM 45781M101 37158 2223726 SH DFND 19,2,20,5 2086122 687 136917 INNOVIZ TECHNOLOGIES LTD SHS M5R635108 4070 706658 SH DFND 2 706658 0 0 INNSUITES HOSPITALITY TR SH BEN INT 457919108 79 19100 SH DFND 20 19100 0 0 INOGEN INC COM 45780L104 37422 868455 SH DFND 19,2,20,5,8 828066 200 40189 INOTIV INC COM 45783Q100 9903 338686 SH DFND 19,2,20 314972 0 23714 INOVALON HLDGS INC COM CL A 45781D101 59228 1470049 SH DFND 19,2,20,5 1317108 700 152241 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 78382 10947266 SH DFND 19,2,20,5 10510095 5000 432171 ALTICE USA INC CL A 02156K103 99365 4795612 SH DFND 10,11,12,19,2,20,5,6,8 3632982 175904 986726 INOZYME PHARMA INC COM 45790W108 2182 188267 SH DFND 19,2,20 174599 0 13668 INPIXON COM 45790J800 272 326799 SH DFND 20 326799 0 0 INSEEGO CORP COM 45782B104 11230 1686173 SH DFND 19,2,20,5 1529311 0 156862 INSIGHT ENTERPRISES INC COM 45765U103 109869 1219679 SH DFND 12,19,2,20,5,8 1117254 265 102160 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14842 10569000 PRN DFND 19,2 10569000 0 0 INSIGNIA SYS INC COM NEW 45765Y204 84 11452 SH DFND 20 11452 0 0 INSMED INC COM PAR $.01 457669307 114666 4163613 SH DFND 19,2,20,5 3924877 800 237936 INSMED INC NOTE 0.750% 6/0 457669AB5 18285 16600000 PRN DFND 19,2 16600000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 233 226000 PRN DFND 19 226000 0 0 INSPERITY INC COM 45778Q107 120684 1089798 SH DFND 19,2,20,5,8 1011565 500 77733 ALTIMAR ACQUISITION CORP II SHS CL A G03709105 177 18009 SH DFND 20 0 0 18009 INSPIRE MED SYS INC COM 457730109 120842 518903 SH DFND 19,2,20,5 463470 200 55233 INSPIRED ENTMT INC COM 45782N108 629 53786 SH DFND 20 53786 0 0 INSTALLED BLDG PRODS INC COM 45780R101 96454 900181 SH DFND 19,2,20,5 848314 200 51667 INSTEEL INDS INC COM 45774W108 23522 618178 SH DFND 19,2,20,5 585427 0 32751 INSTIL BIO INC COM 45783C101 5235 292893 SH DFND 19,2,20 272023 0 20870 INSTRUCTURE HLDGS INC COM 457790103 2195 97159 SH DFND 2,20 92100 0 5059 INSULET CORP COM 45784P101 402708 1416839 SH DFND 10,11,12,19,2,20,5,6,8 1141968 36529 238342 INSULET CORP NOTE 0.375% 9/0 45784PAK7 32380 23179000 PRN DFND 19,2 23179000 0 0 INTAPP INC COM 45827U109 2685 104226 SH DFND 2,20 97643 0 6583 INTEGER HLDGS CORP COM 45826H109 107303 1201060 SH DFND 19,2,20,5 1126421 343 74296 ALTIMMUNE INC COM NEW 02155H200 39857 3524018 SH DFND 19,2,20 3469621 0 54397 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 131875 1925748 SH DFND 19,2,20,5 1780451 574 144723 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 18311 16544000 PRN DFND 19,2 16544000 0 0 INTEGRAL AD SCIENCE HLDNG CO COM 45828L108 3692 178954 SH DFND 2,20 169279 0 9675 INTEL CORP COM 458140100 9102227 170837599 SH DFND 1,10,11,12,19,2,20,5,6,8 139704672 5257032 25875895 INTELLIA THERAPEUTICS INC COM 45826J105 222921 1661730 SH DFND 19,2,20,5 1520285 600 140845 INTELLICHECK INC COM NEW 45817G201 383 46759 SH DFND 20 46759 0 0 INTELLIGENT SYS CORP NEW COM 45816D100 5243 129103 SH DFND 19,2,20 119408 0 9695 INTER PARFUMS INC COM 458334109 43291 578986 SH DFND 19,2,20,5 542355 0 36631 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 133743 2145376 SH DFND 19,2,20,5,6 1998802 625 145949 INTERCEPT PHARMACEUTICALS IN COM 45845P108 46710 3145441 SH DFND 19,2,20,5 3076862 500 68079 8X8 INC NEW COM 282914100 85692 3663597 SH DFND 19,2,20,5 3438470 1000 224127 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 373 37767 SH DFND 20 37767 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1376 1521000 PRN DFND 2 1521000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2867316 24972267 SH DFND 10,11,12,19,2,20,5,6,8 21367084 387330 3217853 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 259 4033 SH DFND 20 4033 0 0 INTERCORP FINL SVCS INC SHS P5626F128 2995 134117 SH DFND 19,2,20 129817 0 4300 INTERDIGITAL INC COM 45867G101 77445 1141913 SH DFND 19,2,20,5 1053177 498 88238 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 13110 12078000 PRN DFND 19,2 12078000 0 0 INTERFACE INC COM 458665304 29692 1959841 SH DFND 19,2,20,5 1828125 2324 129392 INTERNATIONAL BANCSHARES COR COM 459044103 86390 2074692 SH DFND 19,2,20,5 1964589 270 109833 INTERNATIONAL BUSINESS MACHS COM 459200101 7135661 51361559 SH DFND 10,11,12,19,2,20,5,6,8 33482269 7794721 10084569 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1447427 10761359 SH DFND 10,11,12,19,2,20,5,6,8 9113776 142521 1505062 ALTO INGREDIENTS INC COM 021513106 30262 6125965 SH DFND 19,2,20,5 5952120 0 173845 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 43432 1650144 SH DFND 12,19,2,20,5,8 1544388 0 105756 INTERNATIONAL MNY EXPRESS IN COM 46005L101 11502 688733 SH DFND 19,2,20,5 645458 0 43275 INTERNATIONAL PAPER CO COM 460146103 1341898 23996741 SH DFND 10,11,12,19,2,20,5,6,8 16339436 5884564 1772741 INTERNATIONAL SEAWAYS INC COM Y41053102 16733 918373 SH DFND 19,2,20,5 840115 0 78258 INTERPUBLIC GROUP COS INC COM 460690100 765569 20877249 SH DFND 10,11,12,19,2,20,5,6,8 18187542 396938 2292769 INTERSECT ENT INC COM 46071F103 27737 1019732 SH DFND 19,2,20,5 954477 0 65255 INTEST CORP COM 461147100 372 32442 SH DFND 20 32442 0 0 INTEVAC INC COM 461148108 3847 804899 SH DFND 2,20,5 804899 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 58283 1563375 SH DFND 19,2,20,5 1424489 700 138186 INTREPID POTASH INC COM 46121Y201 6025 194971 SH DFND 19,2,20 186072 0 8899 ALTRA INDL MOTION CORP COM 02208R106 69628 1256143 SH DFND 19,2,20,5 1121173 599 134371 INTRICON CORP COM 46121H109 656 36108 SH DFND 20 36108 0 0 INTRUSION INC COM NEW 46121E205 214 52703 SH DFND 20 52703 0 0 INTUIT COM 461202103 5868162 10876837 SH DFND 10,11,12,19,2,20,5,6,8 9185451 319866 1371520 INTUITIVE SURGICAL INC COM NEW 46120E602 4766292 4794339 SH DFND 10,11,12,19,2,20,5,6,8 4121376 115527 557436 INUVO INC COM NEW 46122W204 198 283363 SH DFND 20 283363 0 0 INVACARE CORP COM 461203101 6779 1424191 SH DFND 19,2,20 1382570 0 41621 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 213277 10131911 SH DFND 19,2,20 9530055 0 601856 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 13072 647772 SH DFND 12 647772 0 0 INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 680 10138 SH DFND 20 0 0 10138 INVESCO LTD SHS G491BT108 405767 16829832 SH DFND 10,12,19,2,20,5,6,8 14036135 611468 2182229 ALTRIA GROUP INC COM 02209S103 3222402 69390974 SH DFND 10,12,19,2,20,5,6,8 63775866 1064399 4550709 INVESCO MORTGAGE CAPITAL INC COM 46131B100 28293 8982000 SH DFND 12,19,2,20,5,8 8405076 658 576266 INVESTAR HLDG CORP COM 46134L105 578 26148 SH DFND 19,20 24848 0 1300 INVESTORS BANCORP INC NEW COM 46146L101 215907 14289040 SH DFND 19,2,20,5 13775813 1600 511627 INVESTORS TITLE CO NC COM 461804106 4345 23794 SH DFND 2,20 22281 0 1513 INVITAE CORP COM 46185L103 157877 5553194 SH DFND 19,2,20,5 5162125 3200 387869 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 12239 10011000 PRN DFND 19,2 10011000 0 0 INVITATION HOMES INC COM 46187W107 901405 23516968 SH DFND 10,11,12,19,2,20,5,6,8 18785024 425269 4306675 INVIVO THERAPEUTICS HLDGS CO COM 46186M506 152 217726 SH DFND 20 217726 0 0 INVO BIOSCIENCE INC COM 44984F302 75 23081 SH DFND 20 23081 0 0 ION GEOPHYSICAL CORP COM NEW 462044207 44 32810 SH DFND 20 32810 0 0 ALTUS MIDSTREAM CO COM NEW CL A 02215L209 3399 49246 SH DFND 2,20 46239 0 3007 IONIS PHARMACEUTICALS INC COM 462222100 118105 3521314 SH DFND 19,2,20,5 3242009 1805 277500 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 15071 16475000 PRN DFND 19,2 16475000 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 108211 4388106 SH DFND 19,2,20,5 4123360 2700 262046 IPG PHOTONICS CORP COM 44980X109 223760 1412627 SH DFND 10,11,12,19,2,20,5,6,8 1182134 39886 190607 IQIYI INC NOTE 2.000% 4/0 46267XAD0 26422 29749000 PRN DFND 19,2 29749000 0 0 IQIYI INC NOTE 3.750%12/0 46267XAB4 22312 22364000 PRN DFND 19,2 22364000 0 0 IQIYI INC NOTE 4.000%12/1 46267XAE8 25171 29275000 SH DFND 19,2 29275000 0 0 IQIYI INC SPONSORED ADS 46267X108 51734 6442584 SH DFND 1,10,12,19,2,20,5,8 4138028 126300 2178256 IQVIA HLDGS INC COM 46266C105 1896641 7917847 SH DFND 10,11,12,19,2,20,5,6,8 6907653 113893 896301 IRADIMED CORP COM 46266A109 3342 99488 SH DFND 2,20 92285 0 7203 ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 1584 85941 SH DFND 1,19 32165 0 53776 IRHYTHM TECHNOLOGIES INC COM 450056106 51361 877064 SH DFND 19,2,20,5 814714 400 61950 IRIDEX CORP COM 462684101 203 26562 SH DFND 20 26562 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 165257 4146973 SH DFND 19,2,20,5,8 3797737 1700 347536 IROBOT CORP COM 462726100 72018 917424 SH DFND 19,2,20,5 858204 100 59120 IRON MTN INC NEW COM 46284V101 609648 13837484 SH DFND 10,11,12,19,2,20,5,6,8 11629149 227380 1980955 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 97075 7433009 SH DFND 19,2,20,5 7102210 3300 327499 ISHARES INC CORE MSCI EMKT 46434G103 308146 4989406 SH DFND 1,2,20 4989406 0 0 ISHARES INC MSCI CDA ETF 464286509 40233 1108339 SH DFND 2 1108339 0 0 ISHARES INC MSCI FRONTIER 464286145 1407 41500 SH DFND 10 0 0 41500 ISHARES INC MSCI GBL ETF NEW 46434G848 1240 30400 SH DFND 10 0 0 30400 ALX ONCOLOGY HLDGS INC COM 00166B105 63634 861555 SH DFND 19,2,20,5 831756 0 29799 ISHARES INC MSCI JPN ETF NEW 46434G822 21866 311261 SH DFND 12 0 0 311261 ISHARES INC MSCI PAC JP ETF 464286665 27481 563253 SH DFND 12 0 0 563253 ISHARES INC MSCI TAIWAN ETF 46434G772 14712 237250 SH DFND 12 237250 0 0 ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 4284 254100 SH DFND 10 0 0 254100 ISHARES TR 1 3 YR TREAS BD 464287457 169742 1970306 SH DFND 1,2 1970306 0 0 ISHARES TR 20 YR TR BD ETF 464287432 92944 644012 SH DFND 2 644012 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 28871 221796 SH DFND 1,2 221796 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 129396 1123035 SH DFND 1,2 1123035 0 0 ISHARES TR CORE INTL AGGR 46435G672 1980 35986 SH DFND 12 35986 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1721 23175 SH DFND 1 23175 0 0 AMALGAMATED FINANCIAL CORP COM 022671101 4799 303381 SH DFND 19,2,20,8 274138 0 29243 ISHARES TR CORE S&P MCP ETF 464287507 92850 352946 SH DFND 1,2 340076 12870 0 ISHARES TR CORE S&P SCP ETF 464287804 313053 2867049 SH DFND 1,2,20 2865730 1319 0 ISHARES TR CORE S&P500 ETF 464287200 15207 35297 SH DFND 1,12 35297 0 0 ISHARES TR CORE US AGGBD ET 464287226 2212 19262 SH DFND 1,20 3039 0 16223 ISHARES TR CRE U S REIT ETF 464288521 3091 52700 SH DFND 10 0 52700 0 ISHARES TR EAFE SML CP ETF 464288273 63959 859547 SH DFND 1,20,6 859547 0 0 ISHARES TR EUROPE ETF 464287861 5659 108573 SH DFND 12 108573 0 0 ISHARES TR FLTG RATE NT ETF 46429B655 15124 297490 SH DFND 1 297490 0 0 ISHARES TR INTRM GOV CR ETF 464288612 15950 138541 SH DFND 1 29998 108543 0 ISHARES TR ISHS 5-10YR INVT 464288638 1101 18336 SH DFND 1 18336 0 0 AMARIN CORP PLC SPONS ADR NEW 023111206 783 153602 SH DFND 19,2,20,5 147302 0 6300 ISHARES TR MSCI ACWI ETF 464288257 33478 335048 SH DFND 6 335048 0 0 ISHARES TR MSCI EAFE ETF 464287465 391305 5016092 SH DFND 1,2,20,6 4965824 814 49454 ISHARES TR MSCI EMG MKT ETF 464287234 23804 472482 SH DFND 1,6 472482 0 0 ISHARES TR MSCI INDIA ETF 46429B598 120811 2481229 SH DFND 12,19,5 760829 0 1720400 ISHARES TR MSCI USA MIN VOL 46429B697 489 6655 SH DFND 1 6655 0 0 ISHARES TR RUS 1000 ETF 464287622 2795 11565 SH DFND 1,6 10865 0 700 ISHARES TR RUS 1000 GRW ETF 464287614 11319 41303 SH DFND 1,19 41303 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 11740 75010 SH DFND 1,19 75010 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 594 3710 SH DFND 20 0 0 3710 ISHARES TR RUS MID CAP ETF 464287499 2429 31054 SH DFND 1,20 13405 0 17649 AMAZON COM INC COM 023135106 53620545 16322646 SH DFND 10,11,12,19,2,20,5,6,8 13830463 331585 2160598 ISHARES TR RUSSELL 2000 ETF 464287655 39484 180500 SH DFND 1,20,6 159498 149 20853 ISHARES TR RUSSELL 3000 ETF 464287689 22925 89956 SH DFND 1 89163 0 793 ISHARES TR SELECT DIVID ETF 464287168 2822 24595 SH DFND 1 24595 0 0 ISHARES TR SHORT TREAS BD 464288679 3173 28720 SH DFND 12 28720 0 0 ISHARES TR TIPS BD ETF 464287176 213243 1670007 SH DFND 1,2,20 1670007 0 0 ISORAY INC COM 46489V104 327 519042 SH DFND 20 519042 0 0 ISTAR INC COM 45031U101 64115 2556438 SH DFND 19,2,20,5 2379431 67 176940 ISUN INC COM 465246106 176 21258 SH DFND 20 21258 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 291 73650 SH DFND 20,5 73650 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 88803 16841915 SH DFND 10,19,2,20,5,8 13396567 2012084 1433264 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 8294 7365000 PRN DFND 2 7365000 0 0 AMBAC FINL GROUP INC COM NEW 023139884 21277 1485792 SH DFND 19,2,20,5 1389036 0 96756 ITEOS THERAPEUTICS INC COM 46565G104 8697 322107 SH DFND 19,2,20 294109 0 27998 ITERIS INC NEW COM 46564T107 7694 1457200 SH DFND 2,20 1411955 0 45245 ITRON INC COM 465741106 111996 1480839 SH DFND 19,2,20,5 1382040 343 98456 ITT INC COM 45073V108 183585 2133176 SH DFND 19,2,20,5,8 1961842 1092 170242 ITURAN LOCATION AND CONTROL SHS M6158M104 9805 384073 SH DFND 19,2,20,5 332248 0 51825 IVERIC BIO INC COM 46583P102 76969 4739458 SH DFND 19,2,20,5 4587535 0 151923 IZEA WORLDWIDE INC COM 46604H105 367 191131 SH DFND 20 191131 0 0 J & J SNACK FOODS CORP COM 466032109 74464 485207 SH DFND 19,2,20,5,8 444741 100 40366 J JILL INC COM 46620W201 293 16875 SH DFND 20 16875 0 0 J2 GLOBAL INC COM 48123V102 198989 1456516 SH DFND 12,19,2,20,5,8 1349322 382 106812 AMBARELLA INC SHS G037AX101 164467 1056036 SH DFND 19,2,20,5 972878 300 82858 JABIL INC COM 466313103 251760 4313170 SH DFND 12,19,2,20,5,8 4009800 1396 301974 JACK IN THE BOX INC COM 466367109 67527 693792 SH DFND 19,2,20,5,8 645222 161 48409 JACKSON FINANCIAL INC COM CL A 46817M107 7430 285752 SH DFND 10,19,2,20,5,6,8 241548 43608 596 JACOBS ENGR GROUP INC COM 469814107 1118219 8437477 SH DFND 10,11,12,19,2,20,5,6,8 4764777 3121494 551206 JAGUAR HEALTH INC COM NEW 47010C607 299 131838 SH DFND 20 131838 0 0 JAKKS PAC INC COM NEW 47012E403 227 19086 SH DFND 20 19086 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 693 19388 SH DFND 1,20 14160 0 5228 JAMES RIV GROUP LTD COM G5005R107 44141 1169923 SH DFND 19,2,20,5 1104379 0 65544 JAMF HLDG CORP COM 47074L105 28819 748148 SH DFND 19,2,20,5 689100 0 59048 JANONE INC COM 47089W104 109 15918 SH DFND 20 15918 0 0 AMBEV SA SPONSORED ADR 02319V103 51042 18493571 SH DFND 10,19,2,20,5,8 15103294 1872125 1518152 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 229247 5546737 SH DFND 10,12,19,2,20,5,8,1 5170710 27445 348582 JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 1996 163100 SH DFND 20 163100 0 0 JANUX THERAPEUTICS INC COM 47103J105 3778 174644 SH DFND 19,2,20 165127 0 9517 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 16546 16333000 PRN DFND 19,2 16333000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 33863 29200000 PRN DFND 19,2 29200000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 302923 2326421 SH DFND 10,11,12,19,2,20,5,8 1824339 77312 424770 JBG SMITH PPTYS COM 46590V100 159199 5376517 SH DFND 10,19,2,20,5,8 4567450 24777 784290 JD.COM INC SPON ADR CL A 47215P106 1209374 16741062 SH DFND 1,10,11,12,19,2,20,5,8 12114212 461806 4165044 JEFFERIES FINL GROUP INC COM 47233W109 203607 5483626 SH DFND 10,12,19,2,20,5,8 5037836 2434 443356 JELD-WEN HLDG INC COM 47580P103 40876 1633063 SH DFND 19,2,20,5 1477517 0 155546 AMC ENTMT HLDGS INC CL A COM 00165C104 499132 13114357 SH DFND 10,11,12,19,2,20,5,6,8 10995442 360961 1757954 JETBLUE AWYS CORP COM 477143101 121710 7960117 SH DFND 19,2,20,5,8 7566863 0 393254 JFROG LTD ORD SHS M6191J100 27629 824752 SH DFND 19,2,20,5,6 752909 0 71843 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 25210 550327 SH DFND 1,19,2,20,5 488223 0 62104 JOANN INC COM 47768J101 1966 176516 SH DFND 2,20 167231 0 9285 JOBY AVIATION INC COMMON STOCK G65163100 8301 825138 SH DFND 20 824000 0 1138 JOHN BEAN TECHNOLOGIES CORP COM 477839104 144365 1027144 SH DFND 19,2,20,5 957421 321 69402 JOHNSON & JOHNSON COM 478160104 22962923 142185280 SH DFND 1,10,11,12,19,2,20,5,6,8 93071473 30691999 18421808 JOHNSON CTLS INTL PLC SHS G51502105 2179230 31884511 SH DFND 10,11,12,19,2,20,5,6,8 26910708 912364 4061439 JOHNSON OUTDOORS INC CL A 479167108 12649 119556 SH DFND 19,2,20,5 107743 0 11813 JOINT CORP COM 47973J102 43777 446617 SH DFND 19,2,20,5 428693 0 17924 AMC NETWORKS INC CL A 00164V103 47824 1026482 SH DFND 12,19,2,20,5,8 966176 293 60013 JONES LANG LASALLE INC COM 48020Q107 314246 1266660 SH DFND 10,12,19,2,20,5,8 1160666 452 105542 JOUNCE THERAPEUTICS INC COM 481116101 3700 497985 SH DFND 19,2,20 479988 0 17997 JOYY INC ADS REPSTG COM A 46591M109 62458 1139118 SH DFND 1,10,12,19,2,20,5,8 877308 47537 214273 JOYY INC NOTE 0.750% 6/1 98426TAD8 12548 13340000 PRN DFND 19,2 13340000 0 0 JOYY INC NOTE 1.375% 6/1 98426TAF3 13615 14535000 PRN DFND 19,2 14535000 0 0 JPMORGAN CHASE & CO COM 46625H100 22825429 139443025 SH DFND 1,10,12,19,2,20,5,6,8 116551190 2421490 20470345 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 3149 169391 SH DFND 2,5 169391 0 0 JUNIPER NETWORKS INC COM 48203R104 399739 14525398 SH DFND 10,11,12,19,2,20,5,6,8 11854326 367354 2303718 JUST EAT TAKEAWAY COM N V SPONSORED ADS 48214T305 13738 945465 SH DFND 1,2,20 726268 29970 189227 KADANT INC COM 48282T104 48635 238289 SH DFND 19,2,20,5 201692 0 36597 AMCOR PLC ORD G0250X107 1294496 111690756 SH DFND 10,11,12,19,2,20,5,6,8,1 102909826 933596 7847334 KADMON HLDGS INC COM 48283N106 66910 7681990 SH DFND 19,2,20,5 7320290 0 361700 KAISER ALUMINUM CORP COM PAR $0.01 483007704 95557 876991 SH DFND 19,2,20,5,8 843235 100 33656 KALA PHARMACEUTICALS INC COM 483119103 2913 1111688 SH DFND 19,2,20,5 1014370 0 97318 KALEIDO BIOSCIENCES INC COM 483347100 2423 443804 SH DFND 19,2,20 418742 0 25062 KALEYRA INC COM 483379103 226 20561 SH DFND 2,20 18400 0 2161 KALTURA INC COM 483467106 1989 193276 SH DFND 2,20 185300 0 7976 KALVISTA PHARMACEUTICALS INC COM 483497103 18215 1043828 SH DFND 19,2,20 1019561 0 24267 KAMAN CORP COM 483548103 44761 1247886 SH DFND 19,2,20,5 1181662 0 66224 KANDI TECHNOLOGIES GROUP INC COM 483709101 3797 853247 SH DFND 2 853247 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1074984 3964223 SH DFND 10,11,12,19,2,20,5,6,8 3330987 109453 523783 AMDOCS LTD SHS G02602103 121296 1594535 SH DFND 12,19,2,20,5,8 1431291 0 163244 KAR AUCTION SVCS INC COM 48238T109 59250 3614985 SH DFND 19,2,20,5,8 3359776 1500 253709 KARAT PACKAGING INC COM 48563L101 1246 59269 SH DFND 2,20 56222 0 3047 KARUNA THERAPEUTICS INC COM 48576A100 105496 862389 SH DFND 19,2,20,5 823336 0 39053 KARYOPHARM THERAPEUTICS INC COM 48576U106 46676 8019999 SH DFND 19,2,20,5 7878319 0 141680 KATAPULT HOLDINGS INC COM 485859102 962 177200 SH DFND 20 177200 0 0 KB FINL GROUP INC SPONSORED ADR 48241A105 5617 121031 SH DFND 19,2,20,8 97309 7200 16522 KB HOME COM 48666K109 103046 2647628 SH DFND 19,2,20,5 2466170 909 180549 KBR INC COM 48242W106 169859 4299011 SH DFND 12,19,2,20,5,8 4011033 1104 286874 KBR INC NOTE 2.500%11/0 48242WAB2 16195 10013000 PRN DFND 19,2 10013000 0 0 KE HLDGS INC SPONSORED ADS 482497104 114464 6268559 SH DFND 10,12,19,2,20,5,8 4683283 165000 1420276 AMEDISYS INC COM 023436108 123319 827091 SH DFND 19,2,20,5 760383 374 66334 KEARNY FINL CORP MD COM 48716P108 19607 1577420 SH DFND 19,2,20,5 1406013 0 171407 KELLOGG CO COM 487836108 880960 13782220 SH DFND 10,11,12,19,2,20,5,6,8 10683373 156606 2942241 KELLY SVCS INC CL A 488152208 21871 1158399 SH DFND 19,2,20,5 1096800 453 61146 KEMPER CORP COM 488401100 109814 1644173 SH DFND 19,2,20,5,8 1516512 954 126707 KEMPHARM INC COM NEW 488445206 5099 546549 SH DFND 19,2,20 499191 0 47358 KENNAMETAL INC COM 489170100 84574 2470758 SH DFND 19,2,20,5 2289607 5460 175691 KENNEDY-WILSON HOLDINGS INC COM 489398107 72575 3433636 SH DFND 19,2,20,5,8 2920901 2500 510235 KEROS THERAPEUTICS INC COM 492327101 26793 677268 SH DFND 19,2,20,5 654089 0 23179 KEURIG DR PEPPER INC COM 49271V100 523178 15232945 SH DFND 10,11,12,19,2,20,5,6,8 12554890 392649 2285406 KEYCORP COM 493267108 1160814 53691691 SH DFND 10,12,19,2,20,5,6,8 47896099 900090 4895502 AMER SOFTWARE INC CL A 029683109 17704 745434 SH DFND 19,2,20,5 676754 0 68680 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1315170 8005171 SH DFND 10,11,12,19,2,20,5,6,8 6572900 249771 1182500 KEZAR LIFE SCIENCES INC COM 49372L100 5231 605404 SH DFND 19,2,20 572207 0 33197 KFORCE INC COM 493732101 26742 448390 SH DFND 10,19,2,20,5,8 403551 0 44839 KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 105 10293 SH DFND 20 0 0 10293 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 176 18009 SH DFND 20 0 0 18009 KILROY RLTY CORP COM 49427F108 333244 4994397 SH DFND 10,12,19,2,20,5,8 4242119 23555 728723 KIMBALL ELECTRONICS INC COM 49428J109 14854 576411 SH DFND 19,2,20,5 524101 44 52266 KIMBALL INTL INC CL B 494274103 10639 942351 SH DFND 19,2,20,5 872308 59 69984 KIMBERLY-CLARK CORP COM 494368103 2346495 17568308 SH DFND 1,10,11,12,19,2,20,5,6,8 15007046 245623 2315639 KIMCO RLTY CORP COM 49446R109 709891 34211633 SH DFND 10,12,19,2,20,5,6,8 29613527 139777 4458329 AMER STATES WTR CO COM 029899101 265808 3108139 SH DFND 19,2,20,5,6,8 2988906 200 119033 KINDER MORGAN INC DEL COM 49456B101 2312502 138224889 SH DFND 10,11,12,19,2,20,5,6,8 124889501 1620927 11714461 KINGSOFT CLOUD HLDGS LTD ADS 49639K101 33464 1181626 SH DFND 10,12,19,2,20,5,8 868676 25200 287750 KINGSTONE COS INC COM 496719105 190 28729 SH DFND 20 28729 0 0 KINGSWAY FINL SVCS INC COM NEW 496904202 76 14148 SH DFND 20 14148 0 0 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 23168 2034082 SH DFND 19,2,20,5 1985572 0 48510 KINNATE BIOPHARMA INC COM 49705R105 7656 332575 SH DFND 19,2,20 312540 0 20035 KINSALE CAP GROUP INC COM 49714P108 111959 692388 SH DFND 19,2,20,5 641462 200 50726 KINTARA THERAPEUTICS INC COM 49720K101 100 116074 SH DFND 20 116074 0 0 KIRBY CORP COM 497266106 76309 1591104 SH DFND 12,19,2,20,5 1517034 0 74070 KIRKLANDS INC COM 497498105 4239 220645 SH DFND 19,2,20 204097 0 16548 9 METERS BIOPHARMA INC COM 654405109 4528 3483157 SH DFND 19,2,20 3255758 0 227399 AMERANT BANCORP INC CL A 023576101 9444 381736 SH DFND 19,2,20,5 343475 0 38261 KIROMIC BIOPHARMA INC COM 497634105 51 16686 SH DFND 20 16686 0 0 KITE RLTY GROUP TR COM NEW 49803T300 92855 4521116 SH DFND 10,19,2,20,5,8 3981773 41712 497631 KKR & CO INC COM 48251W104 678464 11144276 SH DFND 10,12,19,2,20,5,6,8 9267120 290085 1587071 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 209 21424 SH DFND 20 0 0 21424 KKR REAL ESTATE FIN TR INC COM 48251K100 27550 1279723 SH DFND 19,2,20,5 1190986 11900 76837 KLA CORP COM NEW 482480100 2074792 6202481 SH DFND 10,11,12,19,2,20,5,6,8 5198508 210143 793830 KLX ENERGY SERVICS HOLDNGS I COM NEW 48253L205 84 17716 SH DFND 20 17716 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 309567 6052147 SH DFND 10,11,12,19,2,20,5,8 5001049 263112 787986 KNOWBE4 INC CL A 49926T104 4167 189745 SH DFND 2,20 189745 0 0 KNOWLES CORP COM 49926D109 56014 2989001 SH DFND 1,19,2,20,5 2819785 528 168688 AMERANT BANCORP INC CL B 023576200 448 19300 SH DFND 20 19300 0 0 KODIAK SCIENCES INC COM 50015M109 115897 1207509 SH DFND 19,2,20,5 1138547 800 68162 KOHLS CORP COM 500255104 228834 4859502 SH DFND 1,12,19,2,20,5,8 3818726 1410 1039366 KONINKLIJKE PHILIPS N V NY REGIS SHS NEW 500472303 4500 101254 SH DFND 2,20 101254 0 0 KONTOOR BRANDS INC COM 50050N103 89397 1789720 SH DFND 10,12,19,2,20,5,8 1551256 7798 230666 KOPIN CORP COM 500600101 34570 6738843 SH DFND 19,2,20 6644560 0 94283 KOPPERS HOLDINGS INC COM 50060P106 21292 681119 SH DFND 19,2,20,5 641615 0 39504 KOREA ELEC PWR CORP SPONSORED ADR 500631106 7121 721512 SH DFND 19,2,5 721512 0 0 KORN FERRY COM NEW 500643200 132935 1834140 SH DFND 10,19,2,20,5,8 1711740 513 121887 KORNIT DIGITAL LTD SHS M6372Q113 44496 307418 SH DFND 10,19,2,20,5,6,8 200919 600 105899 KOSMOS ENERGY LTD COM 500688106 59884 20231074 SH DFND 19,2,20,5 19629124 0 601950 AMERCO COM 023586100 176060 272526 SH DFND 10,11,12,19,2,20,5,6,8 198303 13379 60844 KOSS CORP COM 500692108 227 13874 SH DFND 20 13874 0 0 KRAFT HEINZ CO COM 500754106 1110435 30158473 SH DFND 10,11,12,19,2,20,5,6,8 26524860 512361 3121252 KRATON CORP COM 50077C106 51378 1125733 SH DFND 19,2,20,5 1056968 600 68165 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 104911 4702425 SH DFND 19,2,20,5 4468795 500 233130 KRISPY KREME INC COM 50101L106 3833 273803 SH DFND 2,20 259842 0 13961 KROGER CO COM 501044101 1501609 37140961 SH DFND 10,11,12,19,2,20,5,6,8 29429153 1071498 6640310 KRONOS BIO INC COM 50107A104 13667 652030 SH DFND 19,2,20 614320 0 37710 KRONOS WORLDWIDE INC COM 50105F105 7706 620912 SH DFND 19,2,20,5 569495 7594 43823 KRYSTAL BIOTECH INC COM 501147102 38482 737053 SH DFND 19,2,20,5 708429 0 28624 KT CORP SPONSORED ADR 48268K101 434 31794 SH DFND 1 0 0 31794 AMEREN CORP COM 023608102 1035565 12784756 SH DFND 10,11,12,19,2,20,5,6,8 11111245 306076 1367435 KUBIENT INC COM 50116V107 173 53600 SH DFND 20 53600 0 0 KULICKE & SOFFA INDS INC COM 501242101 118379 2026380 SH DFND 10,19,2,20,5,8 1887574 226 138580 KULR TECHNOLOGY GROUP INC COM 50125G109 329 158000 SH DFND 20 158000 0 0 KURA ONCOLOGY INC COM 50127T109 60107 3209109 SH DFND 19,2,20,5 3095974 0 113135 KURA SUSHI USA INC CL A COM 501270102 2813 64393 SH DFND 2,20 58978 0 5415 KVH INDS INC COM 482738101 2807 291509 SH DFND 2,20,5 272819 0 18690 KYMERA THERAPEUTICS INC COM 501575104 84572 1439776 SH DFND 19,2,20,5 1384506 0 55270 L&F ACQUISITION CORP SHS CL A G53702109 111 11117 SH DFND 20 0 0 11117 L3HARRIS TECHNOLOGIES INC COM 502431109 1843126 8368717 SH DFND 1,10,11,12,19,2,20,5,6,8 7374594 139808 854315 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 373 93479 SH DFND 20 93479 0 0 AMERESCO INC CL A 02361E108 32470 555713 SH DFND 19,2,20,5 493097 0 62616 LA Z BOY INC COM 505336107 47302 1467651 SH DFND 19,2,20,5,8 1372916 169 94566 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1211974 4306331 SH DFND 10,11,12,19,2,20,5,6,8 3674052 118726 513553 LADDER CAP CORP CL A 505743104 24990 2221622 SH DFND 19,2,20,5,8 2007633 2000 211989 LAIRD SUPERFOOD INC COM STK 50736T102 1597 83681 SH DFND 2,20 77103 0 6578 LAKELAND BANCORP INC COM 511637100 24685 1400186 SH DFND 19,2,20,5 1257096 0 143090 LAKELAND FINL CORP COM 511656100 77261 1084524 SH DFND 19,2,20,5 1034695 0 49829 LAKELAND INDS INC COM 511795106 587 27941 SH DFND 20 27941 0 0 LAM RESEARCH CORP COM 512807108 3340944 5854754 SH DFND 10,11,12,19,2,20,5,6,8 4885134 179217 790403 LAMAR ADVERTISING CO NEW CL A 512816109 252783 2228148 SH DFND 12,19,2,20,5,8 2049863 773 177512 LAMB WESTON HLDGS INC COM 513272104 358377 5839620 SH DFND 10,11,12,19,2,20,5,6,8 5056689 81029 701902 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 8139 460634 SH DFND 19,20,5,8 336624 54800 69210 LANCASTER COLONY CORP COM 513847103 226134 1339578 SH DFND 19,2,20,5,6,8 1282301 300 56977 LANDEC CORP COM 514766104 4727 512664 SH DFND 19,2,20,5 466547 1589 44528 LANDMARK BANCORP INC COM 51504L107 224 8086 SH DFND 20 8086 0 0 LANDOS BIOPHARMA INC COM 515069102 1570 107566 SH DFND 2,20 100472 0 7094 LANDS END INC NEW COM 51509F105 12588 534730 SH DFND 19,2,20,5,8 504163 422 30145 LANDSEA HOMES CORP COM 51509P103 819 94545 SH DFND 2,20 91445 0 3100 LANDSTAR SYS INC COM 515098101 171670 1087756 SH DFND 19,2,20,5,8 998489 292 88975 LANNET INC COM 516012101 407 135661 SH DFND 20,5 135661 0 0 LANTERN PHARMA INC COM 51654W101 286 25567 SH DFND 20 25567 0 0 LANTHEUS HLDGS INC COM 516544103 69981 2725135 SH DFND 19,2,20,5 2596269 0 128866 AMERICAN AIRLS GROUP INC COM 02376R102 425004 20711674 SH DFND 10,12,19,2,20,5,6,8 18991504 4783 1715387 LANTRONIX INC COM NEW 516548203 175 30107 SH DFND 20 30107 0 0 LAREDO PETROLEUM INC COM 516806205 116173 1432997 SH DFND 19,2,20,5 1415689 0 17308 LARIMAR THERAPEUTICS INC COM 517125100 450 39033 SH DFND 20 39033 0 0 LAS VEGAS SANDS CORP COM 517834107 476376 13015738 SH DFND 10,12,19,2,20,5,6,8 11049627 198574 1767537 LATCH INC COM 51818V106 3159 280300 SH DFND 20 280300 0 0 LATHAM GROUP INC COM 51819L107 6331 386058 SH DFND 19,2,20 350215 0 35843 LATTICE SEMICONDUCTOR CORP COM 518415104 296003 4578547 SH DFND 19,2,20,5,8 4277415 1881 299251 LAUDER ESTEE COS INC CL A 518439104 2849408 9500244 SH DFND 1,10,11,12,19,2,20,5,6,8 8222370 147571 1130303 LAUREATE EDUCATION INC CL A 518613203 33249 1956968 SH DFND 19,2,20,5 1762548 700 193720 LAWSON PRODS INC COM 520776105 4668 93341 SH DFND 2,20,5 88621 0 4720 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 45144 29125000 PRN DFND 19,2 29125000 0 0 LAZARD LTD SHS A G54050102 69115 1509063 SH DFND 12,19,2,20,5 1408303 0 100760 LAZYDAYS HLDGS INC COM 52110H100 2360 110595 SH DFND 2,20 105196 0 5399 LCI INDS COM 50189K103 102766 763324 SH DFND 19,2,20,5 709801 247 53276 LCNB CORP COM 50181P100 524 29712 SH DFND 20 29712 0 0 LEAD EDGE GROWTH OPRTUNTS LT COM G54085108 209 21611 SH DFND 20 0 0 21611 LEAP THERAPEUTICS INC COM 52187K101 532 132600 SH DFND 20 132600 0 0 LEAR CORP COM NEW 521865204 389201 2487223 SH DFND 10,11,12,19,2,20,5,6,8 2171434 80190 235599 LEE ENTERPRISES INC COM 523768406 344 15201 SH DFND 20 15201 0 0 LEGACY HOUSING CORP COM 52472M101 2036 113286 SH DFND 2,20 105087 0 8199 LEGALZOOM COM INC COM 52466B103 3536 133931 SH DFND 2,20 126996 0 6935 AMERICAN ASSETS TR INC COM 024013104 100796 2693631 SH DFND 10,19,2,20,5,8 2378779 10275 304577 LEGEND BIOTECH CORP SPONSORED ADS 52490G102 5670 112142 SH DFND 19,2 112142 0 0 LEGGETT & PLATT INC COM 524660107 535665 11836411 SH DFND 10,12,19,2,20,5,6,8 11384679 9252 442480 LEIDOS HOLDINGS INC COM 525327102 526199 5473827 SH DFND 10,11,12,19,2,20,5,6,8 4826945 93761 553121 LEMAITRE VASCULAR INC COM 525558201 40365 760309 SH DFND 19,2,20,5 725643 0 34666 LEMONADE INC COM 52567D107 44725 667445 SH DFND 19,2,20,5 589948 100 77397 LENDINGCLUB CORP COM NEW 52603A208 69716 2468690 SH DFND 19,2,20,5 2286991 0 181699 LENDINGTREE INC NEW COM 52603B107 49115 351246 SH DFND 19,2,20,5 327580 100 23566 LENDINGTREE INC NEW NOTE 0.500% 7/1 52603BAD9 14416 16884000 PRN DFND 19,2 16884000 0 0 LENNAR CORP CL A 526057104 1152776 12305464 SH DFND 10,11,12,19,2,20,5,6,8 10798357 205775 1301332 LENNAR CORP CL B 526057302 4881 62908 SH DFND 10,12,19,2,20,5,6,8 50944 0 11964 AMERICAN AXLE & MFG HLDGS IN COM 024061103 37683 4277292 SH DFND 12,19,2,20,5,8 4041039 3329 232924 LENNOX INTL INC COM 526107107 382399 1295883 SH DFND 10,11,12,19,2,20,5,8 1133090 37204 125589 LENSAR INC COM 52634L108 260 33094 SH DFND 20,5 33094 0 0 LESLIES INC COM 527064109 38532 1875951 SH DFND 19,2,20,5 1666777 0 209174 LEVEL ONE BANCORP INC COM 52730D208 321 10902 SH DFND 20 10902 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 10742 438271 SH DFND 19,2,20,5 371679 0 66592 LEXICON PHARMACEUTICALS INC COM NEW 528872302 5299 1101753 SH DFND 19,2,20 1044982 0 56771 LEXINFINTECH HLDGS LTD ADR 528877103 9269 1573714 SH DFND 19,2,20,5 1469514 0 104200 LEXINGTON REALTY TRUST COM 529043101 184080 14318028 SH DFND 10,19,2,20,5,8 12598469 54921 1664638 LG DISPLAY CO LTD SPONS ADR REP 50186V102 4348 546953 SH DFND 19,2 546953 0 0 LGI HOMES INC COM 50187T106 116590 821577 SH DFND 19,2,20,5 776576 200 44801 908 DEVICES INC COM 65443P102 12320 378847 SH DFND 19,2,20 368083 0 10764 AMERICAN CAMPUS CMNTYS INC COM 024835100 305265 6300627 SH DFND 10,12,19,2,20,5,8 5393915 27356 879356 LHC GROUP INC COM 50187A107 150402 958526 SH DFND 19,2,20,5 891991 300 66235 LI AUTO INC SPONSORED ADS 50202M102 248133 9438319 SH DFND 1,10,12,19,2,20,5,8 6891197 240600 2306522 LIBERTY BROADBAND CORP COM SER A 530307107 96503 573230 SH DFND 10,11,12,19,2,20,5,6,8 442820 16648 113762 LIBERTY BROADBAND CORP COM SER C 530307305 556101 3220038 SH DFND 10,11,12,19,2,20,5,6,8 2601797 87777 530464 LIBERTY GLOBAL PLC SHS CL A G5480U104 75907 2547221 SH DFND 10,11,12,19,2,20,5,6,8 1636894 140486 769841 LIBERTY GLOBAL PLC SHS CL C G5480U120 157857 5358345 SH DFND 10,11,12,19,2,20,5,6,8 3715758 309681 1332906 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 12494 955172 SH DFND 12,19,2,20,5 831531 0 123641 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 41039 3127970 SH DFND 12,19,2,20,5 2767525 2596 357849 LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 12389 12154000 PRN DFND 19,2 12154000 0 0 LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5720 212553 SH DFND 19,2,20 183069 370 29114 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 126313 4895846 SH DFND 12,19,2,20,5,8 4565503 1874 328469 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 101412 2149934 SH DFND 10,12,19,2,20,5,8 1543635 70320 535979 LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 20212 765044 SH DFND 19,2,20,5 645272 880 118892 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 183375 3862959 SH DFND 10,12,19,2,20,5,8 3100640 148648 613671 LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 15662 332884 SH DFND 12,19,2,20 309201 0 23683 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 202876 3946231 SH DFND 10,12,19,2,20,5,8 3144667 105893 695671 LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 7033 9050000 PRN DFND 2 9050000 0 0 LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 6005 7657000 PRN DFND 2 7657000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 20342 14332000 PRN DFND 19,2 14332000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 38398 28002000 PRN DFND 19,2 28002000 0 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 28800 2374240 SH DFND 19,2,20,5 2210638 0 163602 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 36224 11750000 PRN DFND 19,2 11750000 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 4041 1307652 SH DFND 19,2,20,5 1222313 0 85339 LIFE STORAGE INC COM 53223X107 407517 3551657 SH DFND 10,12,19,2,20,5,8 3032314 15441 503902 LIFEMD INC COM 53216B104 417 67123 SH DFND 20 67123 0 0 LIFESTANCE HEALTH GROUP INC COM 53228F101 9506 655554 SH DFND 19,2,20 619486 0 36068 LIFETIME BRANDS INC COM 53222Q103 3765 207003 SH DFND 2,20 191359 0 15644 LIFEVANTAGE CORP COM NEW 53222K205 291 42910 SH DFND 20 42910 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 127925 918213 SH DFND 19,2,20,5 881875 148 36190 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12046 11972000 PRN DFND 19,2 11972000 0 0 LIGHTBRIDGE CORP COM 53224K302 58 11979 SH DFND 20 11979 0 0 LIGHTNING EMOTORS INC COM 53228T101 761 89000 SH DFND 20 89000 0 0 AMERICAN ELEC PWR CO INC COM 025537101 2044164 25180631 SH DFND 10,11,12,19,2,20,5,6,8 22610608 342713 2227310 LIGHTPATH TECHNOLOGIES INC COM CL A 532257805 91 42909 SH DFND 20 42909 0 0 LILIUM N V CLASS A ORD SHS N52586109 114 10806 SH DFND 20 0 0 10806 LILLY ELI & CO COM 532457108 7651424 33115881 SH DFND 1,10,11,12,19,2,20,5,6,8 27775907 845912 4494062 LIMBACH HLDGS INC COM 53263P105 99 15000 SH DFND 20 15000 0 0 LIMELIGHT NETWORKS INC COM 53261M104 8935 3753996 SH DFND 19,2,20,5 3465929 0 288067 LIMONEIRA CO COM 532746104 4819 298037 SH DFND 19,2,20 278834 0 19203 LINCOLN EDL SVCS CORP COM 533535100 554 82788 SH DFND 20 82788 0 0 LINCOLN ELEC HLDGS INC COM 533900106 337684 2611737 SH DFND 19,2,20,5,8 2489408 695 121634 LINCOLN NATL CORP IND COM 534187109 620064 9019114 SH DFND 10,11,12,19,2,20,5,6,8 7583807 202080 1233227 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 8415 576789 SH DFND 19,2,20,5 517559 0 59230 AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 17997 378400 SH DFND 2 378400 0 0 LINDE PLC SHS G5494J103 5968196 20342885 SH DFND 10,11,12,19,2,20,5,6,8,1 17887642 214127 2241116 LINDSAY CORP COM 535555106 53990 355689 SH DFND 19,2,20,5 331978 0 23711 LINEAGE CELL THERAPEUTICS IN COM 53566P109 13755 5458451 SH DFND 19,2,20 5320661 0 137790 LIONS GATE ENTMNT CORP CL A VTG 535919401 16975 1196271 SH DFND 19,2,20,5 1024991 1200 170080 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 30158 2319856 SH DFND 19,2,20,5 2084491 612 234753 LIPOCINE INC NEW COM 53630X104 332 304617 SH DFND 20 304617 0 0 LIQTECH INTL INC COM 53632A201 226 41281 SH DFND 20 41281 0 0 LIQUIDIA CORPORATION COM NEW 53635D202 422 152956 SH DFND 20 152956 0 0 LIQUIDITY SVCS INC COM 53635B107 21020 972686 SH DFND 19,2,20 941387 0 31299 LITHIA MTRS INC COM 536797103 242260 764132 SH DFND 12,19,2,20,5,8 703565 235 60332 AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 19199 387000 SH DFND 2 387000 0 0 LITTELFUSE INC COM 537008104 166250 608372 SH DFND 19,2,20,5 557558 349 50465 LIVANOVA PLC SHS G5509L101 188765 2383700 SH DFND 19,2,20,5,1 2268826 2276 112598 LIVE NATION ENTERTAINMENT IN COM 538034109 555203 6092426 SH DFND 10,11,12,19,2,20,5,6,8 5313928 92262 686236 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 15540 13529000 PRN DFND 19,2 13529000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 21011 14520000 PRN DFND 19,2 14520000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 69545 1092965 SH DFND 19,2,20,5 1028901 0 64064 LIVENT CORP COM 53814L108 112510 4868475 SH DFND 19,2,20,5 4525390 1460 341625 LIVEPERSON INC COM 538146101 119625 2029270 SH DFND 19,2,20,5 1892878 636 135756 LIVERAMP HLDGS INC COM 53815P108 98481 2085140 SH DFND 19,2,20,5,8 1947228 665 137247 LIVEVOX HOLDING INC COM CL A 53838L100 481 73700 SH DFND 20 73700 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 88638 2997571 SH DFND 12,19,2,20,5 2827135 600 169836 LIVEXLIVE MEDIA INC COM NEW 53839L208 3200 1070378 SH DFND 19,2,20,5 1013937 0 56441 LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 20096 15200000 PRN DFND 19,2 15200000 0 0 LIXTE BIOTECHNOLOGY HLDGS IN COM 539319202 70 33600 SH DFND 20 33600 0 0 LKQ CORP COM 501889208 594637 11817113 SH DFND 10,11,12,19,2,20,5,6,8 9636026 427233 1753854 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 63 25804 SH DFND 20 25804 0 0 LMP AUTOMOTIVE HLDGS INC COM 53952P101 350 22744 SH DFND 20 22744 0 0 LOANDEPOT INC COM CL A 53946R106 122 18015 SH DFND 20 18015 0 0 LOCKHEED MARTIN CORP COM 539830109 13741525 39818965 SH DFND 1,10,11,12,19,2,20,5,6,8 9682293 29296433 840239 LOEWS CORP COM 540424108 517702 9599514 SH DFND 10,11,12,19,2,20,5,6,8 8235189 135460 1228865 LOGICBIO THERAPEUTICS INC COM 54142F102 155 33907 SH DFND 20 33907 0 0 AMERICAN EXPRESS CO COM 025816109 5688901 33957509 SH DFND 1,10,11,12,19,2,20,5,6,8 24616063 477951 8863495 LOGITECH INTL S A SHS H50430232 8706 98761 SH DFND 2,20,1 98761 0 0 LOMA NEGRA C I A S A MTN 14 SPONSORED ADS 54150E104 1528 214314 SH DFND 19,2,20 178685 0 35629 LOOP INDS INC COM 543518104 747 65343 SH DFND 20 65343 0 0 LORAL SPACE & COM INC COM 543881106 10406 241941 SH DFND 19,2,20,5 219159 562 22220 LORDSTOWN MOTORS CORP COM CL A 54405Q100 21148 2650087 SH DFND 19,2,20,5 2410209 0 239878 LOUISIANA PAC CORP COM 546347105 152692 2488058 SH DFND 19,2,20,5,8 2287541 1353 199164 LOVESAC COMPANY COM 54738L109 15382 232743 SH DFND 19,2,20,5 209631 0 23112 LOWES COS INC COM 548661107 6200338 30564617 SH DFND 1,10,11,12,19,2,20,5,6,8 26341663 568257 3654697 LPL FINL HLDGS INC COM 50212V100 187830 1198204 SH DFND 12,19,2,20,5,8 1027094 5800 165310 LSB INDS INC COM 502160104 800 78326 SH DFND 20 78326 0 0 AMERICAN FIN TR INC COM CLASS A 02607T109 37841 4706634 SH DFND 10,19,2,20,5,8 4012994 23000 670640 LSI INDS INC OHIO COM 50216C108 758 97796 SH DFND 20 97796 0 0 LTC PPTYS INC COM 502175102 81310 2565807 SH DFND 10,19,2,20,5,8 2320686 8027 237094 LUBYS INC COM 549282101 385 92187 SH DFND 20 92187 0 0 LUCID GROUP INC COM 549498103 43339 1707600 SH DFND 20 1707600 0 0 LUCIRA HEALTH INC COM 54948U105 376 49500 SH DFND 20 49500 0 0 LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 34801 4983933 SH DFND 1,10,12,19,2,20,5,8 3445081 95800 1443052 LULULEMON ATHLETICA INC COM 550021109 1126836 2784373 SH DFND 10,11,12,19,2,20,5,6,8 2117309 132157 534907 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 16436 879852 SH DFND 19,2,20,5 826201 0 53651 LUMEN TECHNOLOGIES INC COM 550241103 778312 62817761 SH DFND 1,10,11,12,19,2,20,5,6,8 46646174 779229 15392358 LUMENT FINANCE TRUST INC COM 55025L108 269 66321 SH DFND 20 20762 0 45559 AMERICAN FINL GROUP INC OHIO COM 025932104 361611 2787228 SH DFND 10,11,12,19,2,20,5,6,8 2207772 118355 461101 LUMENTUM HLDGS INC COM 55024U109 161803 1936827 SH DFND 19,2,20,5 1770448 671 165708 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20456 13918000 PRN DFND 19,2 13918000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 35341 32121000 PRN DFND 19,2 32121000 0 0 LUMINAR TECHNOLOGIES INC COM CL A 550424105 20744 1329732 SH DFND 19,2,20,5 1178966 0 150766 LUMOS PHARMA INC COM 55028X109 107 11237 SH DFND 20 11237 0 0 LUNA INNOVATIONS INC COM 550351100 6761 711726 SH DFND 2,20 683330 0 28396 LUOKUNG TECHNOLOGY CORP SHS G56981106 1032 889823 SH DFND 2 889823 0 0 LUTHER BURBANK CORP COM 550550107 5280 393752 SH DFND 19,2,20 351363 0 42389 LUXFER HOLDINGS PLC SHS G5698W116 13298 677442 SH DFND 19,2,20,5 609894 0 67548 LYDALL INC COM 550819106 32498 523394 SH DFND 19,2,20 504095 0 19299 9F INC SPONSORED ADS 65442R109 455 267516 SH DFND 2,20 267516 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 375977 9862977 SH DFND 10,12,19,2,20,5,8 7915696 56750 1890531 LYELL IMMUNOPHARMA INC COM 55083R104 4200 283802 SH DFND 2,20 268382 0 15420 LYFT INC CL A COM 55087P104 379642 7084198 SH DFND 10,11,12,19,2,20,5,6,8 5988414 142743 953041 LYFT INC NOTE 1.500% 5/1 55087PAB0 35722 22875000 PRN DFND 19,2 22875000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1104666 11770552 SH DFND 10,11,12,19,2,20,5,6,8 10277650 237422 1255480 M & T BK CORP COM 55261F104 1113810 7458217 SH DFND 10,12,19,2,20,5,6,8 6765206 98454 594557 M D C HLDGS INC COM 552676108 106451 2278485 SH DFND 19,2,20,5,8 2151508 0 126977 M/I HOMES INC COM 55305B101 69549 1203271 SH DFND 19,2,20,5 1146322 0 56949 MACATAWA BK CORP COM 554225102 3800 473247 SH DFND 19,2,20,5 420318 0 52929 MACERICH CO COM 554382101 176759 10578053 SH DFND 10,12,19,2,20,5,8 9361198 41267 1175588 MACK CALI RLTY CORP COM 554489104 75856 4430826 SH DFND 10,19,2,20,5,8 3904445 17128 509253 AMERICAN INTL GROUP INC COM NEW 026874784 2119380 38611409 SH DFND 10,11,12,19,2,20,5,6,8 33733910 602610 4274889 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 94902 1462956 SH DFND 19,2,20,5 1359394 527 103035 MACQUARIE INFRASTR HOLD LLC COMMON UNITS 55608B105 1854 45711 SH DFND 19,20,8 45711 0 0 MACROGENICS INC COM 556099109 61622 2942781 SH DFND 19,2,20,5 2832317 0 110464 MACYS INC COM 55616P104 299921 13182275 SH DFND 12,19,2,20,5,8 10468408 2513 2711354 MADDEN STEVEN LTD COM 556269108 103560 2578678 SH DFND 19,2,20,5,8 2400087 430 178161 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 35647 490535 SH DFND 19,2,20,5 438054 533 51948 MADISON SQUARE GRDN SPRT COR CL A 55825T103 50926 273869 SH DFND 19,2,20,5,8 228657 216 44996 MADRIGAL PHARMACEUTICALS INC COM 558868105 60530 758615 SH DFND 19,2,20,5 736051 0 22564 MAGELLAN HEALTH INC COM NEW 559079207 84425 892912 SH DFND 12,19,2,20,5,8 768268 0 124644 MAGENTA THERAPEUTICS INC COM 55910K108 3906 536483 SH DFND 19,2,20 505005 0 31478 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 36122 191091 SH DFND 19,2,20,5 178387 0 12704 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 727 36356 SH DFND 2 36356 0 0 MAGNA INTL INC COM 559222401 52242 694333 SH DFND 2 694333 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1843 103774 SH DFND 19,2,20,5 61474 0 42300 MAGNITE INC COM 55955D100 66804 2385861 SH DFND 19,2,20,5 2127587 900 257374 MAGNOLIA OIL & GAS CORP CL A 559663109 87641 4926394 SH DFND 19,2,20,5 4751730 0 174664 MAIDEN HOLDINGS LTD SHS G5753U112 2761 873878 SH DFND 2,20 836684 0 37194 MAINSTREET BANCSHARES INC COM 56064Y100 413 17227 SH DFND 20 17227 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1408 51788 SH DFND 2,20 51788 0 0 MALIBU BOATS INC COM CL A 56117J100 28005 400180 SH DFND 19,2,20,5 362791 0 37389 MALVERN BANCORP INC COM 561409103 855 50303 SH DFND 20 8984 0 41319 AMERICAN NATL BANKSHARES INC COM 027745108 6703 202864 SH DFND 19,2,20 182477 0 20387 MAMMOTH ENERGY SVCS INC COM 56155L108 206 70714 SH DFND 20 70714 0 0 MANCHESTER UTD PLC NEW ORD CL A G5784H106 369 19030 SH DFND 2 19030 0 0 MANHATTAN ASSOCIATES INC COM 562750109 251451 1643146 SH DFND 19,2,20,5,8 1512507 700 129939 MANHATTAN BRDG CAP INC COM 562803106 173 25500 SH DFND 20 25500 0 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385 129115 SH DFND 20 129115 0 0 MARCUS & MILLICHAP INC COM 566324109 30705 755903 SH DFND 19,2,20,5 709014 0 46889 MARCUS CORP DEL COM 566330106 13032 746837 SH DFND 19,2,20 719702 0 27135 MARIN SOFTWARE INC COM NEW 56804T205 218 23943 SH DFND 20 23943 0 0 MARINE PRODS CORP COM 568427108 2060 164656 SH DFND 19,2,20 150796 0 13860 MARINEMAX INC COM 567908108 40500 834714 SH DFND 19,2,20,5 786294 0 48420 AMERICAN PUB ED INC COM 02913V103 15020 586483 SH DFND 19,2,20,5 545310 0 41173 MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 8175 718354 SH DFND 19,2,20 681890 0 36464 MARKEL CORP COM 570535104 382872 320360 SH DFND 10,11,12,19,2,20,5,6,8 253925 9225 57210 MARKER THERAPEUTICS INC COM 57055L107 332 196651 SH DFND 20 196651 0 0 MARKETAXESS HLDGS INC COM 57060D108 764592 1817471 SH DFND 10,11,12,19,2,20,5,6,8 1499674 55452 262345 MARLIN BUSINESS SVCS CORP COM 571157106 3854 173385 SH DFND 2,20 160639 0 12746 MARQETA INC CLASS A COM 57142B104 5795 262000 SH DFND 20 262000 0 0 MARRIOTT INTL 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19,2,20,5,8 426704 200 48899 MASTEC INC COM 576323109 121952 1413443 SH DFND 12,19,2,20,5,8 1290449 487 122507 MASTECH DIGITAL INC COM 57633B100 240 14084 SH DFND 20 14084 0 0 MASTERCARD INCORPORATED CL A 57636Q104 11826893 34016603 SH DFND 10,11,12,19,2,20,5,6,8 28807976 935723 4272904 MASTERCRAFT BOAT HLDGS INC COM 57637H103 8214 327508 SH DFND 19,2,20 306776 0 20732 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 14683 1007037 SH DFND 19,2,20 974439 0 32598 MATADOR RES CO COM 576485205 223679 5880113 SH DFND 19,2,20,5 5734947 1200 143966 MATCH GROUP INC NEW COM 57667L107 1871396 11920481 SH DFND 10,11,12,19,2,20,5,6,8 10535203 175006 1210272 MATERIALISE NV SPONSORED ADS 57667T100 5123 254866 SH DFND 2,5 254866 0 0 MATERION CORP COM 576690101 64848 944759 SH DFND 19,2,20,5 900861 87 43811 MATINAS BIOPHARMA HLDGS INC COM 576810105 857 659574 SH DFND 20 659574 0 0 MATRIX SVC CO COM 576853105 8965 857111 SH DFND 19,2,20,5 825748 0 31363 MATSON INC COM 57686G105 112999 1400058 SH DFND 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A 579063108 23481 1057023 SH DFND 19,2,20,5 967045 0 89978 MCCORMICK & CO INC COM NON VTG 579780206 1076449 13284578 SH DFND 10,11,12,19,2,20,5,6,8 10864010 151069 2269499 AMERICAN VANGUARD CORP COM 030371108 13368 887066 SH DFND 19,2,20,5 832639 953 53474 MCDONALDS CORP COM 580135101 8665404 35939631 SH DFND 1,10,11,12,19,2,20,5,6,8 25982136 593547 9363948 MCEWEN MNG INC COM 58039P107 14691 14125771 SH DFND 19,2,20,5 13903646 0 222125 MCGRATH RENTCORP COM 580589109 35134 488314 SH DFND 19,2,20,5 436958 167 51189 MCKESSON CORP COM 58155Q103 1346997 6739749 SH DFND 10,11,12,19,2,20,5,6,8 5733419 123118 883212 MDU RES GROUP INC COM 552690109 399031 13354218 SH DFND 12,19,2,20,5,8 12924383 1690 428145 MECHANICAL TECHNOLOGY INC COM NEW 583543103 176 22000 SH DFND 20 22000 0 0 MECHEL PAO SPONSORED ADR NE 583840608 1200 295530 SH DFND 2,20,5 295530 0 0 MEDALIST DIVERSIFIED REIT IN COM 58403P105 32 25500 SH DFND 20 25500 0 0 MEDALLIA INC COM 584021109 53291 1573397 SH DFND 19,2,20,5 1383834 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HLDGS PLC COM G59665102 5551 421169 SH DFND 19,2,20,5 382256 0 38913 AMERICAN WOODMARK CORPORATIO COM 030506109 35032 535908 SH DFND 19,2,20,5 504104 261 31543 MELCO RESORTS AND ENTMNT LTD ADR 585464100 58449 5707900 SH DFND 1,10,12,19,2,20,5,6,8 2482739 309035 2916126 MEMBERSHIP COLLECTIVE GROUP COM CL A 586001109 1167 93800 SH DFND 20 93800 0 0 MERCADOLIBRE INC COM 58733R102 730531 434995 SH DFND 1,10,11,12,19,2,20,5,6,8 276663 31028 127304 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 49334 12826000 PRN DFND 19,2 12826000 0 0 MERCANTILE BK CORP COM 587376104 10249 319981 SH DFND 19,2,20,5 288670 0 31311 MERCER INTL INC COM 588056101 8970 769669 SH DFND 19,2,20,5,8 731800 0 37869 MERCHANTS BANCORP IND COM 58844R108 8824 223049 SH DFND 19,2,20,5 200802 0 22247 MERCK & CO INC COM 58933Y105 8752949 115536595 SH DFND 1,10,11,12,19,2,20,5,6,8 94202764 2749758 18584073 MERCURY GENL CORP NEW COM 589400100 59991 1077611 SH DFND 12,19,2,20,5,8 1025794 1634 50183 MERCURY SYS INC COM 589378108 108651 2291244 SH DFND 19,2,20,5 2167832 399 123013 AMERICAN WTR WKS CO INC NEW COM 030420103 1622955 9601012 SH DFND 10,11,12,19,2,20,5,6,8 8246133 116466 1238413 MEREDITH CORP COM 589433101 78224 1404379 SH DFND 12,19,2,20,5,8 1318047 462 85870 MEREO BIOPHARMA GROUP PLC ADS 589492107 1003 412768 SH DFND 1 0 0 412768 MERIDIAN BANCORP INC MD COM 58958U103 21645 1037655 SH DFND 19,2,20,5 914748 0 122907 MERIDIAN BIOSCIENCE INC COM 589584101 35279 1833610 SH DFND 19,2,20,5 1745171 500 87939 MERIDIAN CORPORATION COM 58958P104 309 10770 SH DFND 20 10770 0 0 MERIDIANLINK INC COMMON STOCK 58985J105 3569 159630 SH DFND 2,20 153803 0 5827 MERIT MED SYS INC COM 589889104 133230 1855565 SH DFND 19,2,20,5,8 1608804 372 246389 MERITAGE HOMES CORP COM 59001A102 116235 1198302 SH DFND 12,19,2,20,5,8 1117745 564 79993 MERITOR INC COM 59001K100 52548 2465865 SH DFND 19,2,20,5,8 2316922 303 148640 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 225 46556 SH DFND 20 46556 0 0 AMERICAS CAR-MART INC COM 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34770 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1622923 10573476 SH DFND 1,10,11,12,19,2,20,5,6,8 9135665 194064 1243747 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 17517 15442000 PRN DFND 2 15442000 0 0 MICROCHIP TECHNOLOGY INC. 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18150000 0 0 MIDDLEFIELD BANC CORP COM NEW 596304204 351 14577 SH DFND 20 14577 0 0 MIDDLESEX WTR CO COM 596680108 59388 577818 SH DFND 19,2,20,5 541145 200 36473 MIDLAND STS BANCORP INC ILL COM 597742105 17102 691558 SH DFND 19,2,20,5 624714 0 66844 MIDWESTONE FINL GROUP INC NE COM 598511103 8555 283657 SH DFND 19,2,20,5 261086 0 22571 MILESTONE PHARMACEUTICALS IN COM 59935V107 117 20448 SH DFND 2 20448 0 0 MILESTONE SCIENTIFIC INC COM NEW 59935P209 89 47700 SH DFND 20 47700 0 0 AMERISAFE INC COM 03071H100 37060 659893 SH DFND 19,2,20,5 619235 500 40158 MILLER HERMAN INC COM 600544100 86917 2296528 SH DFND 19,2,20,5,8 2126826 571 169131 MILLER INDS INC TENN COM NEW 600551204 8967 263424 SH DFND 19,2,20,5 250994 0 12430 MIMECAST LTD ORD SHS G14838109 129446 2035311 SH DFND 19,2,20,5,8 1901209 1100 133002 MIMEDX GROUP INC COM 602496101 19911 3285588 SH DFND 19,2,20 3128586 0 157002 MIND MEDICINE MINDMED INC COM SUB VTG 60255C109 13127 5634088 SH DFND 19,2,20 5086284 0 547804 MIND TECHNOLOGY INC COM 602566101 107 57001 SH DFND 20 57001 0 0 MINERALS TECHNOLOGIES INC COM 603158106 70611 1011039 SH DFND 19,2,20,5 942092 314 68633 MINERVA NEUROSCIENCES INC COM 603380106 192 110632 SH DFND 20 110632 0 0 MINISO GROUP HLDG LTD SPONSORED ADS 66981J102 2324 152500 SH DFND 19,20,5 64900 0 87600 MIRATI THERAPEUTICS INC COM 60468T105 161981 915613 SH DFND 19,2,20,5 839411 300 75902 AMERISERV FINL INC COM 03074A102 94 24154 SH DFND 20 24154 0 0 MIRUM PHARMACEUTICALS INC COM 604749101 2532 127089 SH DFND 2,20 122750 0 4339 MISONIX INC COM 604871103 5254 207682 SH DFND 19,2,20 194945 0 12737 MISSION ADVANCEMENT CORP CL A 60501L101 140 14407 SH DFND 20 0 0 14407 MISSION PRODUCE INC COM 60510V108 11371 618637 SH DFND 19,2,20 565252 0 53385 MISTER CAR WASH INC COM 60646V105 5917 324225 SH DFND 2,20 304623 0 19602 MISTRAS GROUP INC COM 60649T107 3274 322218 SH DFND 2,20 302174 0 20044 MITEK SYS INC COM NEW 606710200 22509 1216727 SH DFND 19,2,20,5 1115797 0 100930 MITSUBISHI UFJ 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19,2,20,5 579912 0 43283 MOLECULIN BIOTECH INC COM 60855D200 180 59900 SH DFND 20 59900 0 0 MOLINA HEALTHCARE INC COM 60855R100 522493 1925814 SH DFND 10,11,12,19,2,20,5,8 1603164 85510 237140 A10 NETWORKS INC COM 002121101 25644 1902401 SH DFND 19,2,20,5,8 1770145 0 132256 AMES NATL CORP COM 031001100 697 29954 SH DFND 20 29954 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 387165 8347664 SH DFND 10,12,19,2,20,5,6,8 7116670 125977 1105017 MOMENTIVE GLOBAL INC COM 60878Y108 51746 2640127 SH DFND 19,2,20,5 2357670 1100 281357 MOMENTUS INC COM CL A 60879E101 1711 161400 SH DFND 20 161400 0 0 MONARCH CASINO & RESORT INC COM 609027107 29263 436821 SH DFND 19,2,20,5 388927 0 47894 MONDELEZ INTL INC CL A 609207105 3717629 63519166 SH DFND 10,11,12,19,2,20,5,6,8 54899273 1161098 7458795 MONEYGRAM INTL INC COM NEW 60935Y208 13946 1738905 SH DFND 19,2,20 1651411 0 87494 MONGODB INC CL A 60937P106 612563 1299152 SH DFND 10,11,12,19,2,20,5,6,8 1033714 41653 223785 MONMOUTH REAL ESTATE INVT CO CL A 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BANCORP INC COM 666762109 5395 126902 SH DFND 19,2,20 120884 0 6018 NORTHROP GRUMMAN CORP COM 666807102 5439221 15102655 SH DFND 1,10,11,12,19,2,20,5,6,8 5415893 9314988 371774 NORTHWEST BANCSHARES INC MD COM 667340103 63247 4762595 SH DFND 19,2,20,5 4487280 1598 273717 NORTHWEST NAT HLDG CO COM 66765N105 58035 1261905 SH DFND 19,2,20,5,8 1186683 38 75184 NORTHWEST PIPE CO COM 667746101 4206 177482 SH DFND 19,2,20,5 167055 0 10427 NORTHWESTERN CORP COM NEW 668074305 92477 1613911 SH DFND 12,19,2,20,5,8 1479483 700 133728 NORTONLIFELOCK INC COM 668771108 632278 24991241 SH DFND 1,10,11,12,19,2,20,5,6,8 20394374 448553 4148314 111 INC ADS 68247Q102 721 116913 SH DFND 19,2,20 116913 0 0 AAR CORP COM 000361105 61929 1909627 SH DFND 19,2,20,5,8 1826081 786 82760 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 74769 4165420 SH DFND 19,2,20,5 4063267 1000 101153 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 311561 11664579 SH DFND 10,12,19,2,20,5,6,8 10480995 3537 1180047 NORWOOD FINL CORP COM 669549107 510 19855 SH DFND 20 19855 0 0 NOV INC COM 62955J103 172954 13192491 SH DFND 12,19,2,20,5,8 9368077 4563 3819851 NOVA LTD COM M7516K103 614 5999 SH DFND 2,20 5999 0 0 NOVAGOLD RES INC COM NEW 66987E206 23341 3392625 SH DFND 19,2,20 3107220 0 285405 NOVAN INC COM NEW 66988N205 408 50076 SH DFND 20 50076 0 0 NOVANTA INC COM 67000B104 105868 685232 SH DFND 19,2,20,5 606180 300 78752 NOVARTIS AG SPONSORED ADR 66987V109 164845 2015264 SH DFND 1,2,20 30154 0 1985110 NOVAVAX INC COM NEW 670002401 362093 1746627 SH DFND 10,11,12,19,2,20,5,6,8 1432800 50004 263823 NOVO-NORDISK A S ADR 670100205 371580 3870197 SH DFND 1,20 23874 0 3846323 ANDERSONS INC COM 034164103 33657 1085554 SH DFND 19,2,20,5 1014928 1437 69189 NOVOCURE LTD ORD SHS G6674U108 255986 2203547 SH DFND 10,11,12,19,2,20,5,8,1 1835323 53204 315020 NOW INC COM 67011P100 28499 3725390 SH DFND 12,19,2,20,5 3471188 290 253912 NRG ENERGY INC COM NEW 629377508 493625 12089773 SH DFND 10,11,12,19,2,20,5,6,8 10587747 302977 1199049 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 19710 16740000 PRN DFND 19,2 16740000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 63128 1559878 SH DFND 12,19,2,20,5,8 1447369 640 111869 NUANCE COMMUNICATIONS INC COM 67020Y100 222730 4046702 SH DFND 12,19,2,20,5,8 3459841 2633 584228 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 14938 6569000 PRN DFND 2 6569000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5525 1965000 PRN DFND 19,2 1965000 0 0 NUCANA PLC SPONSORED ADR 67022C106 170 65714 SH DFND 2 65714 0 0 NUCOR CORP COM 670346105 1558691 15761561 SH DFND 10,11,12,19,2,20,5,6,8 14002661 343013 1415887 ANGEL OAK MTG INC COM 03464Y108 1382 81640 SH DFND 2,20 78540 0 3100 NURIX THERAPEUTICS INC COM 67080M103 48929 1633131 SH DFND 19,2,20,5 1570057 0 63074 NUTANIX INC CL A 67059N108 112303 2978865 SH DFND 19,2,20,5 2597909 1400 379556 NUTRIEN LTD COM 67077M108 191036 2925940 SH DFND 10,2,20 1133175 1792765 0 NUVALENT INC COM 670703107 3132 138911 SH DFND 19,2,20 131465 0 7446 NUVASIVE INC COM 670704105 102581 1713965 SH DFND 19,2,20,5 1597579 761 115625 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 12766 13164000 PRN DFND 19,2 13164000 0 0 NUVASIVE INC NOTE 1.000% 6/0 670704AL9 14252 13964000 PRN DFND 19,2 13964000 0 0 NUVATION BIO INC COM CL A 67080N101 13947 1403136 SH DFND 19,2,20,5 1309516 0 93620 NUVVE HOLDING CORP COM 67079Y100 405 37500 SH DFND 20 37500 0 0 NUWELLIS INC COM 67113Y108 31 13900 SH DFND 20 13900 0 0 ANGI INC COM CL A NEW 00183L102 9567 775310 SH DFND 19,2,20,5 711120 0 64190 NV5 GLOBAL INC COM 62945V109 27512 279108 SH DFND 19,2,20,5 253713 0 25395 NVE CORP COM NEW 629445206 10328 161448 SH DFND 19,2,20 155889 0 5559 NVENT ELECTRIC PLC SHS G6700G107 145629 4504460 SH DFND 10,12,19,2,20,5,8 4156206 2864 345390 NVIDIA CORPORATION COM 67066G104 20256007 97779529 SH DFND 10,11,12,19,2,20,5,6,8 82481183 2679549 12618797 NVR INC COM 62944T105 706978 147469 SH DFND 10,11,12,19,2,20,5,6,8 127960 3711 15798 NXP SEMICONDUCTORS N V COM N6596X109 2081382 10595296 SH DFND 10,11,12,19,2,20,5,6,8 9058190 238599 1298507 NXT-ID INC COM NEW 67091J206 86 207000 SH DFND 20 207000 0 0 O-I GLASS INC COM 67098H104 76645 5371057 SH DFND 12,19,2,20,5,8 5028724 2286 340047 OAK STR HEALTH INC COM 67181A107 87599 2059699 SH DFND 10,11,12,19,2,20,5,8 1692431 53000 314268 OAK VY BANCORP OAKDALE CALIF COM 671807105 274 15418 SH DFND 20 15418 0 0 ANGIODYNAMICS INC COM 03475V101 49572 1911014 SH DFND 19,2,20,5 1843614 0 67400 OASIS PETROLEUM INC COM NEW 674215207 73912 743432 SH DFND 19,2,20,5,8 720082 0 23350 OBLONG INC COM 674434105 43 20366 SH DFND 20 20366 0 0 OBSEVA SA COM H5861P103 332 106912 SH DFND 2 106912 0 0 OCCIDENTAL PETE CORP COM 674599105 1753613 59265536 SH DFND 1,10,11,12,19,2,20,5,6,8 55272280 651704 3341552 OCEAN PWR TECHNOLOGIES INC COM NEW 674870506 292 125813 SH DFND 20 125813 0 0 OCEANEERING INTL INC COM 675232102 54769 4111757 SH DFND 12,19,2,20,5,8 3928987 2087 180683 OCEANFIRST FINL CORP COM 675234108 34692 1620342 SH DFND 19,2,20,5 1495563 0 124779 OCUGEN INC COM 67577C105 81260 11317516 SH DFND 19,2,20,5 10969559 4400 343557 OCULAR THERAPEUTIX INC COM 67576A100 16731 1673050 SH DFND 19,2,20,5 1537396 0 135654 OCUPHIRE PHARMA INC COM 67577R102 77 14973 SH DFND 20 14973 0 0 ANGION BIOMEDICA CORP COM 03476J107 1562 159873 SH DFND 19,2,20 144061 0 15812 OCWEN FINL CORP COM NEW 675746606 3469 123317 SH DFND 2,20,5 116318 0 6999 ODONATE THERAPEUTICS INC COM 676079106 301 103403 SH DFND 20 103403 0 0 ODYSSEY MARINE EXPL INC COM NEW 676118201 253 36112 SH DFND 20 36112 0 0 OFFERPAD SOLUTIONS INC COM CL A 67623L109 112 12857 SH DFND 20 0 0 12857 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 66180 2612723 SH DFND 10,19,2,20,5,8 2317843 10041 284839 OFG BANCORP COM 67103X102 54541 2152405 SH DFND 19,2,20,5 2050567 111 101727 OGE ENERGY CORP COM 670837103 180329 5471150 SH DFND 10,12,19,2,20,5,8 4941828 2420 526902 OHIO VY BANC CORP COM 677719106 265 9705 SH DFND 20 9705 0 0 OI SA SPONSORED ADR NE 670851500 642 710661 SH DFND 2 710661 0 0 OIL DRI CORP AMER COM 677864100 3601 102893 SH DFND 19,2,20 88220 0 14673 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 12693 793793 SH DFND 1,19,20,8 101519 0 692274 OIL STS INTL INC COM 678026105 18409 2880895 SH DFND 19,2,20,5 2801369 0 79526 OKTA INC CL A 679295105 640883 2700273 SH DFND 10,11,12,19,2,20,5,6,8 2195468 68825 435980 OKTA INC NOTE 0.125% 9/0 679295AD7 43459 30710000 PRN DFND 19,2 30710000 0 0 OKTA INC NOTE 0.375% 6/1 679295AF2 42483 34673000 PRN DFND 19,2 34673000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 1161168 4060312 SH DFND 10,11,12,19,2,20,5,6,8 3417469 149497 493346 OLD NATL BANCORP IND COM 680033107 176359 10404647 SH DFND 19,2,20,5 10028764 700 375183 OLD POINT FINL CORP COM 680194107 982 45809 SH DFND 20 6577 0 39232 OLD REP INTL CORP COM 680223104 534080 21698706 SH DFND 12,19,2,20,5,8 21090483 55486 552737 OLD SECOND BANCORP INC ILL COM 680277100 7046 539538 SH DFND 19,2,20 470498 0 69040 OLEMA PHARMACEUTICALS INC COM 68062P106 10633 385830 SH DFND 19,2,20 361438 0 24392 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1424 25263 SH DFND 1,20 3540 0 21723 OLIN CORP COM PAR $1 680665205 267675 5547673 SH DFND 12,19,2,20,5,8 3304638 2104752 138283 OLLIES BARGAIN OUTLET HLDGS COM 681116109 98974 1641902 SH DFND 19,2,20,5 1519195 400 122307 OLO INC CL A 68134L109 4955 165006 SH DFND 2,20 165006 0 0 OLYMPIC STEEL INC COM 68162K106 7453 305971 SH DFND 2,20 295515 0 10456 OMEGA FLEX INC COM 682095104 8438 59009 SH DFND 19,2,20,5 53170 0 5839 OMEGA HEALTHCARE INVS INC COM 681936100 365848 12211204 SH DFND 10,11,12,19,2,20,5,8 10158271 206073 1846860 OMEGA THERAPEUTICS INC COMMON STOCK 68217N105 1307 69327 SH DFND 2,20 65950 0 3377 OMEROS CORP COM 682143102 17947 1301462 SH DFND 19,2,20,5 1183986 0 117476 OMNICELL COM COM 68213N109 203876 1373549 SH DFND 19,2,20,5 1270262 602 102685 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 22441 14050000 PRN DFND 2 14050000 0 0 ANI PHARMACEUTICALS INC COM 00182C103 13490 411020 SH DFND 19,2,20,5 373224 0 37796 OMNICOM GROUP INC COM 681919106 869433 11886968 SH DFND 1,10,11,12,19,2,20,5,6,8 10570348 243541 1073079 ON SEMICONDUCTOR CORP COM 682189105 500833 10942389 SH DFND 10,11,12,19,2,20,5,6,8 8299926 528804 2113659 ON24 INC COM 68339B104 7078 354959 SH DFND 19,2,20,5 329594 0 25365 ONCOCYTE CORP COM 68235C107 4997 1403564 SH DFND 19,2,20 1318700 0 84864 ONCONOVA THERAPEUTICS INC COM NEW 68232V801 193 50390 SH DFND 20 50390 0 0 ONCORUS INC COM 68236R103 2775 297149 SH DFND 19,2,20 275951 0 21198 ONCOSEC MED INC COM 68234L306 93 43729 SH DFND 20 43729 0 0 ONCTERNAL THERAPEUTICS INC COM 68236P107 3368 807637 SH DFND 19,2,20 753741 0 53896 ONDAS HLDGS INC COM NEW 68236H204 532 58100 SH DFND 20 58100 0 0 ONE GAS INC COM 68235P108 108202 1707471 SH DFND 12,19,2,20,5,8 1547967 545 158959 ANIKA THERAPEUTICS INC COM 035255108 34532 811374 SH DFND 19,2,20,5 780477 0 30897 ONE LIBERTY PPTYS INC COM 682406103 15562 503108 SH DFND 19,2,20,5 459210 4365 39533 ONE STOP SYS INC COM 68247W109 206 40900 SH DFND 20 40900 0 0 ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 9888 2411801 SH DFND 10,12,19,2,20,5,8 1900301 48600 462900 ONEMAIN HLDGS INC COM 68268W103 85235 1540490 SH DFND 10,12,19,2,20,5,8 1343752 1100 195638 ONEOK INC NEW COM 682680103 1814680 31292975 SH DFND 10,11,12,19,2,20,5,6,8 28142908 467448 2682619 ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 232 472590 SH DFND 19,2,20 403522 0 69068 ONESPAN INC COM 68287N100 25696 1368267 SH DFND 19,2,20,5 1290771 1012 76484 ONESPAWORLD HOLDINGS LIMITED COM P73684113 10135 1016539 SH DFND 19,2,20,5 926002 0 90537 ONEWATER MARINE INC CL A COM 68280L101 9133 227139 SH DFND 2,20 216587 0 10552 ONTO INNOVATION INC COM 683344105 108544 1502334 SH DFND 19,2,20,5 1383353 709 118272 ABB LTD SPONSORED ADR 000375204 13392 401408 SH DFND 1,2,20 396249 0 5159 ANIXA BIOSCIENCES INC COM 03528H109 434 90887 SH DFND 20 90887 0 0 ONTRAK INC COM 683373104 1819 181187 SH DFND 19,2,20,5 162490 0 18697 OOMA INC COM 683416101 8939 480323 SH DFND 19,2,20 453071 0 27252 OP BANCORP COM 67109R109 275 26805 SH DFND 20 26805 0 0 OPEN LENDING CORP COM CL A 68373J104 82559 2288845 SH DFND 19,2,20,5 2090646 0 198199 OPENDOOR TECHNOLOGIES INC COM 683712103 108161 5268425 SH DFND 19,2,20,5 4778371 0 490054 OPERA LTD SPONSORED ADS 68373M107 207 23390 SH DFND 2,20 23390 0 0 OPGEN INC COM 68373L307 357 123900 SH DFND 20 123900 0 0 OPKO HEALTH INC COM 68375N103 85317 23374615 SH DFND 19,2,20,5 22467462 7225 899928 OPORTUN FINL CORP COM 68376D104 11735 468851 SH DFND 19,2,20 448253 0 20598 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 11802 260587 SH DFND 2,20,5 251437 0 9150 ANNALY CAPITAL MANAGEMENT IN COM 035710409 263178 30470721 SH DFND 10,11,12,19,2,20,5,8 24732217 952613 4785891 OPPFI INC COM CL A 68386H103 317 40300 SH DFND 20 40300 0 0 OPTIMIZERX CORP COM NEW 68401U204 26932 314814 SH DFND 19,2,20,5 288724 0 26090 OPTINOSE INC COM 68404V100 282 93995 SH DFND 20 93995 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 98620 4065148 SH DFND 19,2,20,5 3819454 0 245694 ORACLE CORP COM 68389X105 6057776 69525717 SH DFND 1,10,11,12,19,2,20,5,6,8 58490419 1524749 9510549 ORAGENICS INC COM PAR 684023302 291 458225 SH DFND 20 458225 0 0 ORAMED PHARMACEUTICALS INC COM NEW 68403P203 10726 487999 SH DFND 19,2,20 437345 0 50654 ORASURE TECHNOLOGIES INC COM 68554V108 35454 3134748 SH DFND 19,2,20,5 2990065 1058 143625 ORBITAL ENERGY GROUP INC COM 68559A109 295 95863 SH DFND 20 95863 0 0 ORBSAT CORP COM NEW 68557F209 80 15600 SH DFND 20 15600 0 0 ANNEXON INC COM 03589W102 9391 504643 SH DFND 19,2,20,5 455218 0 49425 ORCHARD THERAPEUTICS PLC ADS 68570P101 375 162948 SH DFND 2,5 162948 0 0 ORCHID IS CAP INC COM 68571X103 9358 1888826 SH DFND 19,2,20,5 1784134 0 104692 OREILLY AUTOMOTIVE INC COM 67103H107 1709277 2797232 SH DFND 10,11,12,19,2,20,5,6,8 2417137 48762 331333 ORGANOGENESIS HLDGS INC COM 68621F102 57806 4059410 SH DFND 19,2,20 4018410 0 41000 ORGANON & CO COMMON STOCK 68622V106 295694 9017819 SH DFND 1,10,12,19,2,20,5,6,8 8160833 4522 852464 ORGANOVO HLDGS INC COM NEW 68620A203 189 27831 SH DFND 20 27831 0 0 ORGENESIS INC COM NEW 68619K204 408 82500 SH DFND 20 82500 0 0 ORIC PHARMACEUTICALS INC COM 68622P109 22162 1059899 SH DFND 19,2,20,5 1009643 0 50256 ORIGIN BANCORP INC COM 68621T102 17958 424026 SH DFND 19,2,20,5 378715 0 45311 ORIGIN MATERIALS INC COM 68622D106 2476 363600 SH DFND 20 363600 0 0 ANNOVIS BIO INC COM 03615A108 521 16400 SH DFND 20 16400 0 0 ORION ENERGY SYS INC COM 686275108 2370 609283 SH DFND 2,20 609283 0 0 ORION ENGINEERED CARBONS S A COM L72967109 21740 1192564 SH DFND 19,2,20,5 1080196 0 112368 ORION GROUP HLDGS INC COM 68628V308 615 112971 SH DFND 20 112971 0 0 ORIX CORP SPONSORED ADR 686330101 9367 99096 SH DFND 1,2,20 97596 0 1500 ORMAT TECHNOLOGIES INC COM 686688102 70993 1065799 SH DFND 19,2,20,5 966709 700 98390 ORRSTOWN FINL SVCS INC COM 687380105 4760 203428 SH DFND 2,20 192793 0 10635 ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 44363 2400577 SH DFND 19,2,20,5 2205707 0 194870 ORTHOFIX MED INC COM 68752M108 30931 811408 SH DFND 19,2,20,5 772412 859 38137 ORTHOPEDIATRICS CORP COM 68752L100 25041 382254 SH DFND 19,2,20,5 351638 0 30616 OSCAR HEALTH INC CL A 687793109 2229 128200 SH DFND 20 128200 0 0 ANSYS INC COM 03662Q105 1166320 3425820 SH DFND 10,11,12,19,2,20,5,6,8 2949327 59528 416965 OSHKOSH CORP COM 688239201 177605 1734930 SH DFND 12,19,2,20,5,8 1595840 586 138504 OSI SYSTEMS INC COM 671044105 65201 687774 SH DFND 19,2,20,5 652358 0 35416 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 101 34184 SH DFND 20 34184 0 0 OTIS WORLDWIDE CORP COM 68902V107 1373010 16687040 SH DFND 10,11,12,19,2,20,5,6,8 14306829 318761 2061450 OTONOMY INC COM 68906L105 333 173400 SH DFND 20 173400 0 0 OTTER TAIL CORP COM 689648103 47494 848557 SH DFND 19,2,20,5 758457 0 90100 OUSTER INC COM 68989M103 4616 630598 SH DFND 19,2,20 577668 0 52930 OUTBRAIN INC COM 69002R103 1132 76499 SH DFND 2,20 73900 0 2599 OUTFRONT MEDIA INC COM 69007J106 72164 2863638 SH DFND 12,19,2,20,5,8 2542269 12802 308567 OUTLOOK THERAPEUTICS INC COM NEW 69012T206 3395 1564680 SH DFND 19,2,20 1464492 0 100188 ANTARES PHARMA INC COM 036642106 12608 3463675 SH DFND 19,2,20,5 3068866 0 394809 OUTSET MED INC COM 690145107 51144 1034464 SH DFND 19,2,20,5 950075 0 84389 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 427 205263 SH DFND 20 205263 0 0 OVERSTOCK COM INC DEL COM 690370101 82704 1061397 SH DFND 19,2,20,5 974914 500 85983 OVID THERAPEUTICS INC COM 690469101 487 144849 SH DFND 20 144849 0 0 OVINTIV INC COM 69047Q102 261005 7938107 SH DFND 12,19,2,20,5,8 7583550 2491 352066 OWENS & MINOR INC NEW COM 690732102 79541 2542054 SH DFND 12,19,2,20,5,8 2357735 900 183419 OWENS CORNING NEW COM 690742101 382788 4477054 SH DFND 10,11,12,19,2,20,5,6,8 3645497 170697 660860 OWLET INC COM CL A 69120X107 1231 220300 SH DFND 20 220300 0 0 OXFORD INDS INC COM 691497309 48350 536214 SH DFND 19,2,20,5 501547 41 34626 OYSTER PT PHARMA INC COM 69242L106 1928 162706 SH DFND 19,2,20 151151 0 11555 ANTERIX INC COM 03676C100 14502 238907 SH DFND 19,2,20,5 216545 0 22362 OZON HLDGS PLC SPONSORED ADS 69269L104 28838 571624 SH DFND 10,12,19,2,20,5,8 458233 17916 95475 P A M TRANSN SVCS INC COM 693149106 1430 31800 SH DFND 2,20 31000 0 800 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 11434 450169 SH DFND 19,2,20,5 373527 0 76642 PACCAR INC COM 693718108 1136593 14401839 SH DFND 10,11,12,19,2,20,5,6,8 12449958 246260 1705621 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 109114 4270607 SH DFND 19,2,20,5 3876273 1700 392634 PACIFIC MERCANTILE BANCORP COM 694552100 733 79534 SH DFND 20 46928 0 32606 PACIFIC PREMIER BANCORP COM 69478X105 179294 4326593 SH DFND 19,2,20,5 4128000 900 197693 PACIRA BIOSCIENCES INC COM 695127100 81882 1462177 SH DFND 19,2,20,5 1367675 1000 93502 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 13129 12200000 PRN DFND 19,2 12200000 0 0 PACKAGING CORP AMER COM 695156109 597804 4318328 SH DFND 10,11,12,19,2,20,5,6,8 3736044 109332 472952 ANTERO MIDSTREAM CORP COM 03676B102 92065 8835366 SH DFND 19,2,20,5,8 8263130 4900 567336 PACTIV EVERGREEN INC COM 69526K105 9538 761832 SH DFND 19,2,20 709536 0 52296 PACWEST BANCORP DEL COM 695263103 244780 5401154 SH DFND 12,19,2,20,5,8 5132483 31979 236692 PAE INC COM CL A 69290Y109 15213 2544053 SH DFND 19,2,20,5 2404859 0 139194 PAGERDUTY INC COM 69553P100 68253 1647833 SH DFND 19,2,20,5 1498072 600 149161 PAGSEGURO DIGITAL LTD COM CL A G68707101 21754 420619 SH DFND 10,19,2,20,8 420619 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 769092 31992169 SH DFND 10,11,12,19,2,20,5,6,8 26097138 981616 4913415 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 310 700015 SH DFND 20 700015 0 0 PALISADE BIO INC COM 696389105 75 28210 SH DFND 20 28210 0 0 PALO ALTO NETWORKS INC COM 697435105 1009501 2107517 SH DFND 10,11,12,19,2,20,5,6,8 1692692 65093 349732 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 99110 59770000 PRN DFND 19,2 59770000 0 0 ANTERO RESOURCES CORP COM 03674X106 205824 10942278 SH DFND 12,19,2,20,5,8 10580497 4100 357681 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 87145 47940000 PRN DFND 19,2 47940000 0 0 PALOMAR HLDGS INC COM 69753M105 58691 726099 SH DFND 19,2,20,5 680034 0 46065 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3116 178346 SH DFND 19,2,20,5 157402 900 20044 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 181 35856 SH DFND 20 35856 0 0 PAPA JOHNS INTL INC COM 698813102 143347 1128802 SH DFND 19,2,20,5,8 935999 458 192345 PAR PAC HOLDINGS INC COM NEW 69888T207 33076 2104094 SH DFND 19,2,20,5 2048313 0 55781 PAR TECHNOLOGY CORP COM 698884103 27060 439934 SH DFND 19,2,20,5 398333 0 41601 PARAMOUNT GROUP INC COM 69924R108 68495 7561570 SH DFND 10,19,2,20,5,8 6324916 36575 1200079 PARATEK PHARMACEUTICALS INC COM 699374302 3686 758435 SH DFND 19,2,20,5 714942 0 43493 PARK AEROSPACE CORP COM 70014A104 8991 652499 SH DFND 19,2,20,5 580040 0 72459 ANTHEM INC COM 036752103 3940473 10569938 SH DFND 10,11,12,19,2,20,5,6,8 8923412 360194 1286332 PARK CITY GROUP INC COM NEW 700215304 157 28774 SH DFND 20 28774 0 0 PARK HOTELS & RESORTS INC COM 700517105 210518 10998854 SH DFND 10,12,19,2,20,5,8 9450258 46846 1501750 PARK NATL CORP COM 700658107 65313 535568 SH DFND 19,2,20,5 504324 100 31144 PARK-OHIO HLDGS CORP COM 700666100 3885 152229 SH DFND 19,2,20 142356 0 9873 PARKE BANCORP INC COM 700885106 593 27031 SH DFND 20 27031 0 0 PARKER-HANNIFIN CORP COM 701094104 1706572 6103184 SH DFND 1,10,11,12,19,2,20,5,6,8 5283182 119191 700811 PARSONS CORP DEL COM 70202L102 55343 1639302 SH DFND 19,2,20,5 1586200 0 53102 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 8128 8100000 PRN DFND 2 8100000 0 0 PARTNERS BANCORP COM 70213Q108 116 13957 SH DFND 20 13957 0 0 PARTY CITY HOLDCO INC COM 702149105 21914 3086546 SH DFND 19,2,20,5 2937411 0 149135 ABBOTT LABS COM 002824100 8555635 72425589 SH DFND 1,10,11,12,19,2,20,5,6,8 62284129 1384211 8757249 AON PLC SHS CL A G0403H108 2840158 9938611 SH DFND 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4282904 3696 497660 PENN VA CORP COM 70788V102 15979 599150 SH DFND 19,2,20 579835 0 19315 PENNANT GROUP INC COM 70805E109 23446 834673 SH DFND 19,2,20,5 777050 300 57323 PENNS WOODS BANCORP INC COM 708430103 643 27050 SH DFND 20 27050 0 0 PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 426 219547 SH DFND 20 219547 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 87698 1434616 SH DFND 19,2,20,5 1333449 700 100467 PENNYMAC MTG INVT TR COM 70931T103 66073 3355680 SH DFND 19,2,20,5,8 3155456 500 199724 PENSKE AUTOMOTIVE GRP INC COM 70959W103 61651 612836 SH DFND 12,19,2,20,5,8 544630 217 67989 APELLIS PHARMACEUTICALS INC COM 03753U106 93151 2826195 SH DFND 19,2,20,5 2695051 600 130544 PENTAIR PLC SHS G7S00T104 666894 9182076 SH DFND 10,11,12,19,2,20,5,6,8,1 7863641 276691 1041744 PENUMBRA INC COM 70975L107 240188 901270 SH DFND 19,2,20,5 832823 300 68147 PEOPLES BANCORP INC COM 709789101 20579 651016 SH DFND 19,2,20,5 596703 0 54313 PEOPLES BANCORP N C INC COM 710577107 329 11603 SH DFND 20 11603 0 0 PEOPLES FINL SVCS CORP COM 711040105 5380 118067 SH DFND 19,2,20,5 111559 0 6508 PEOPLES UNITED FINANCIAL INC COM 712704105 966749 55337678 SH DFND 10,12,19,2,20,5,6,8 53939783 5418 1392477 PEPSICO INC COM 713448108 8744983 58140967 SH DFND 1,10,11,12,19,2,20,5,6,8 49819225 1019480 7302262 PERDOCEO ED CORP COM 71363P106 25810 2444136 SH DFND 19,2,20,5 2306487 0 137649 PERELLA WEINBERG PARTNERS CLASS A COM 71367G102 1414 106700 SH DFND 20 106700 0 0 PERFICIENT INC COM 71375U101 119374 1031752 SH DFND 19,2,20,5 966794 200 64758 API GROUP CORP COM STK 00187Y100 69291 3404976 SH DFND 19,2,20,5 3071627 0 333349 PERFORMANCE FOOD GROUP CO COM 71377A103 215720 4643138 SH DFND 12,19,2,20,5,8 4330140 988 312010 PERFORMANT FINL CORP COM 71377E105 421 106408 SH DFND 20 106408 0 0 PERION NETWORK LTD SHS NEW M78673114 481 27727 SH DFND 2,20 27727 0 0 PERKINELMER INC COM 714046109 776637 4481716 SH DFND 10,11,12,19,2,20,5,6,8 3842279 82495 556942 PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 386 58035 SH DFND 20 58035 0 0 PERPETUA RESOURCES CORP COM 714266103 1345 270067 SH DFND 2,20 248385 0 21682 PERRIGO CO PLC SHS G97822103 189393 4001542 SH DFND 12,19,2,20,5 3321256 1458 678828 PERSONALIS INC COM 71535D106 12410 645013 SH DFND 19,2,20,5 582130 0 62883 PETCO HEALTH & WELLNESS CO I COM 71601V105 28283 1340412 SH DFND 19,2,20,5 1212600 0 127812 PETIQ INC COM CL A 71639T106 14881 595958 SH DFND 19,2,20,5 547854 0 48104 APOGEE ENTERPRISES INC COM 037598109 48666 1288812 SH DFND 19,2,20,5,8 882840 328 405644 PETMED EXPRESS INC COM 716382106 26854 999399 SH DFND 19,2,20,5 953045 1400 44954 PETROCHINA CO LTD SPONSORED ADR 71646E100 867 18414 SH DFND 1,19 3504 0 14910 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 79027 7901581 SH DFND 1,10,19,2,20 6620112 887530 393939 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 87074 8414127 SH DFND 1,10,19,2,20,5 5704760 851825 1857542 PFIZER INC COM 717081103 12034335 279803181 SH DFND 1,10,11,12,19,2,20,5,6,8 198635162 5867641 75300378 PFSWEB INC COM NEW 717098206 812 62929 SH DFND 20 62929 0 0 PG&E CORP COM 69331C108 315891 32905316 SH DFND 1,10,11,12,19,2,20,5,6,8 26372511 826702 5706103 PG&E CORP UNIT 99/99/9999 69331C140 35693 372000 SH DFND 2 372000 0 0 PGT INNOVATIONS INC COM 69336V101 34639 1813561 SH DFND 19,2,20,5 1697769 0 115792 PHASEBIO PHARMACEUTICALS INC COM 717224109 246 79078 SH DFND 20 79078 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 70357 4635438 SH DFND 19,2,20,5,8 4303381 1600 330457 PHATHOM PHARMACEUTICALS INC COM 71722W107 11388 354764 SH DFND 19,2,20 321678 0 33086 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 16999 789206 SH DFND 19,2,20,5 715556 0 73650 PHILIP MORRIS INTL INC COM 718172109 5235024 54512604 SH DFND 10,12,19,2,20,5,6,8 49802890 1055107 3654607 PHILLIPS 66 COM 718546104 2093748 29897872 SH DFND 10,11,12,19,2,20,5,6,8 27722190 263105 1912577 PHILLIPS EDISON & CO INC COMMON STOCK 71844V201 6671 217036 SH DFND 2,20 206500 0 10536 PHOTRONICS INC COM 719405102 30740 2255301 SH DFND 19,2,20,5 2109930 140 145231 PHREESIA INC COM 71944F106 53679 870006 SH DFND 19,2,20,5 779207 0 90799 PHUNWARE INC COM 71948P100 256 275775 SH DFND 20 275775 0 0 PHX MINERALS INC CL A 69291A100 218 71103 SH DFND 20 71103 0 0 PHYSICIANS RLTY TR COM 71943U104 155624 8832246 SH DFND 10,19,2,20,5,8 7704981 43349 1083916 APOLLO ENDOSURGERY INC COM 03767D108 353 39000 SH DFND 20 39000 0 0 PIEDMONT LITHIUM INC COM 72016P105 781 14333 SH DFND 19,20,5 13304 0 1029 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 89203 5117802 SH DFND 10,12,19,2,20,5,8 4334878 26954 755970 PIERIS PHARMACEUTICALS INC COM 720795103 979 189387 SH DFND 20 189387 0 0 PILGRIMS PRIDE CORP COM 72147K108 34816 1197233 SH DFND 19,2,20,5 1106037 0 91196 PINDUODUO INC NOTE 10/0 722304AB8 2929 1350000 PRN DFND 19 1350000 0 0 PINDUODUO INC NOTE 12/0 722304AC6 53703 58060000 PRN DFND 19,2 58060000 0 0 PINDUODUO INC SPONSORED ADS 722304102 840977 9275149 SH DFND 1,10,12,19,2,20,5,8 6171869 195600 2907680 PING IDENTITY HLDG CORP COM 72341T103 22905 932251 SH DFND 19,2,20,5 840134 0 92117 PINNACLE FINL PARTNERS INC COM 72346Q104 270784 2878230 SH DFND 19,2,20,5,8 2726381 1000 150849 PINNACLE WEST CAP CORP COM 723484101 483979 6688494 SH DFND 10,11,12,19,2,20,5,6,8 5854709 119068 714717 APOLLO GLOBAL MGMT INC COM CL A 03768E105 224178 3639846 SH DFND 10,12,19,2,20,5,6,8 2961397 98127 580322 PINTEREST INC CL A 72352L106 595248 11682991 SH DFND 10,11,12,19,2,20,5,6,8 9460200 371095 1851696 PIONEER BANCORP INC MD COM 723561106 2469 195294 SH DFND 2,20 146588 0 48706 PIONEER NAT RES CO COM 723787107 2498046 14952797 SH DFND 10,11,12,19,2,20,5,6,8 13974815 168055 809927 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 61763 38228000 PRN DFND 19,2 38228000 0 0 PIONEER PWR SOLUTIONS INC COM NEW 723836300 59 17728 SH DFND 20 17728 0 0 PIPER SANDLER COMPANIES COM 724078100 75688 546639 SH DFND 19,2,20,5 510276 0 36363 PITNEY BOWES INC COM 724479100 42622 5911446 SH DFND 12,19,2,20,5,8 5509140 3874 398432 PIXELWORKS INC COM NEW 72581M305 691 144551 SH DFND 20 144551 0 0 PJT PARTNERS INC COM CL A 69343T107 40902 517029 SH DFND 19,2,20,5 465828 0 51201 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 5146 477612 SH DFND 19,20,5 312344 1200 164068 ABBVIE INC COM 00287Y109 8280169 76760629 SH DFND 10,11,12,19,2,20,5,6,8 66215994 1431191 9113444 APOLLO MED HLDGS INC COM NEW 03763A207 108013 1186309 SH DFND 19,2,20,5 1113872 200 72237 PLANET FITNESS INC CL A 72703H101 93506 1190397 SH DFND 19,2,20,5 1019968 800 169629 PLANTRONICS INC NEW COM 727493108 34174 1329211 SH DFND 19,2,20,5 1237333 211 91667 PLAYA HOTELS & RESORTS NV SHS N70544106 4726 570072 SH DFND 19,20,5 454680 0 115392 PLAYAGS INC COM 72814N104 4260 540632 SH DFND 19,2,20 502929 0 37703 PLAYSTUDIOS INC CLASS A COM 72815G108 1116 244800 SH DFND 20 244800 0 0 PLAYTIKA HLDG CORP COM 72815L107 34229 1238842 SH DFND 2,20 1155128 0 83714 PLBY GROUP INC COM 72814P109 9515 403684 SH DFND 19,2,20,5 368660 0 35024 PLDT INC SPONSORED ADR 69344D408 843 25891 SH DFND 19,2,20 25891 0 0 PLEXUS CORP COM 729132100 85055 951292 SH DFND 19,2,20,5,8 885802 186 65304 PLIANT THERAPEUTICS INC COM 729139105 7056 418003 SH DFND 19,2,20,5 380828 0 37175 APPFOLIO INC COM CL A 03783C100 48552 403259 SH DFND 19,2,20,5 364295 200 38764 PLUG POWER INC COM NEW 72919P202 333599 13061836 SH DFND 10,11,12,19,2,20,5,8 9007266 274187 3780383 PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 119 12280 SH DFND 20 0 0 12280 PLUMAS BANCORP COM 729273102 313 9985 SH DFND 20 9985 0 0 PLURISTEM THERAPEUTICS INC COM NEW 72940R300 204 76884 SH DFND 2 76884 0 0 PLUS THERAPEUTICS INC COM NEW 72941H400 66 34414 SH DFND 20 34414 0 0 PLX PHARMA INC COM 72942A107 1439 74540 SH DFND 20 74540 0 0 PLYMOUTH INDL REIT INC COM 729640102 11912 519036 SH DFND 19,2,20 487438 0 31598 PMV PHARMACEUTICALS INC COM 69353Y103 54187 1818342 SH DFND 19,2,20 1792603 0 25739 PNC FINL SVCS GROUP INC COM 693475105 3750098 19168359 SH DFND 10,12,19,2,20,5,6,8 16761025 307217 2100117 PNM RES INC COM 69349H107 127897 2584824 SH DFND 12,19,2,20,5,8 2330267 365 254192 APPHARVEST INC COM 03783T103 7527 1154445 SH DFND 19,2,20,5 1055575 0 98870 POINT BIOPHARMA GLOBAL INC COM 730541109 1741 226400 SH DFND 20 226400 0 0 POINTS INTL LTD COM NEW 730843208 397 23223 SH DFND 19,2 21523 0 1700 POLAR PWR INC COM 73102V105 180 32451 SH DFND 20 32451 0 0 POLARIS INC COM 731068102 392313 3278565 SH DFND 12,19,2,20,5 3166335 590 111640 POLARITYTE INC COM 731094108 178 274553 SH DFND 20 274553 0 0 POLYMET MNG CORP COM NEW 731916409 975 319562 SH DFND 2,20 297700 0 21862 POOL CORP COM 73278L105 715008 1645929 SH DFND 10,11,12,19,2,20,5,6,8 1384711 60258 200960 POPULAR INC COM NEW 733174700 235955 3021640 SH DFND 12,19,2,20,5,8 2851732 467 169441 PORCH GROUP INC COM 733245104 30443 1721912 SH DFND 19,2,20,5 1642913 0 78999 PORTAGE BIOTECH INC COM G7185A128 1418 69770 SH DFND 19,2,20 64855 0 4915 APPIAN CORP CL A 03782L101 74307 803229 SH DFND 19,2,20,5 722873 900 79456 PORTLAND GEN ELEC CO COM NEW 736508847 97627 2059208 SH DFND 10,12,19,2,20,5,8 1773102 1400 284706 POSCO SPONSORED ADR 693483109 45168 654785 SH DFND 1,19,2,20,5,8 629555 14418 10812 POSEIDA THERAPEUTICS INC COM 73730P108 3802 521513 SH DFND 19,2,20 486415 0 35098 POSHMARK INC COM CL A 73739W104 9957 419057 SH DFND 19,2,20,5 417257 0 1800 POST HLDGS INC COM 737446104 162152 1471972 SH DFND 12,19,2,20,5,8 1349728 623 121621 POSTAL REALTY TRUST INC CL A 73757R102 3458 185520 SH DFND 2,20 175321 0 10199 POTBELLY CORP COM 73754Y100 664 97876 SH DFND 20 97876 0 0 POTLATCHDELTIC CORPORATION COM 737630103 103808 2012561 SH DFND 19,2,20,5 1866776 653 145132 POWELL INDS INC COM 739128106 9057 368629 SH DFND 19,2,20 358838 0 9791 POWER INTEGRATIONS INC COM 739276103 217285 2195016 SH DFND 19,2,20,5 2063168 400 131448 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 133582 8486848 SH DFND 10,12,19,2,20,5,8 7188465 43158 1255225 POWER REIT COM 73933H101 375 7500 SH DFND 20 7500 0 0 POWERFLEET INC COM 73931J109 6876 1026335 SH DFND 2,20 1026335 0 0 POWERSCHOOL HOLDINGS INC COM CL A 73939C106 16077 653286 SH DFND 19,2,20 619398 0 33888 PPD INC COM 69355F102 127505 2725038 SH DFND 10,11,12,19,2,20,5,8 2255892 65036 404110 PPG INDS INC COM 693506107 1595995 11160026 SH DFND 10,11,12,19,2,20,5,6,8 9669380 252695 1237951 PPL CORP COM 69351T106 1163239 41109520 SH DFND 10,11,12,19,2,20,5,6,8 36429791 542945 4136784 PRA GROUP INC COM 69354N106 60308 1431139 SH DFND 19,2,20,5,8 1325915 634 104590 PRAXIS PRECISION MEDICINES I COM 74006W108 9391 507904 SH DFND 19,2,20 478012 0 29892 PRECIGEN INC COM 74017N105 24201 4849807 SH DFND 19,2,20,5 4672717 1500 175590 PRECIPIO INC COM 74019L503 299 105942 SH DFND 20 105942 0 0 APPLE INC COM 037833100 88036141 622163541 SH DFND 1,10,11,12,19,2,20,5,6,8 520945236 15426302 85792003 PRECISION BIOSCIENCES INC COM 74019P108 29238 2533637 SH DFND 19,2,20,5 2418477 0 115160 PREDICTIVE ONCOLOGY INC COM NEW 74039M200 316 237232 SH DFND 20 237232 0 0 PREFERRED APT CMNTYS INC COM 74039L103 14077 1134522 SH DFND 19,2,20 1083926 0 50596 PREFERRED BK LOS ANGELES CA COM NEW 740367404 38360 575281 SH DFND 19,2,20,5 544862 0 30419 PREFORMED LINE PRODS CO COM 740444104 3474 53245 SH DFND 2,20 50451 0 2794 PRELUDE THERAPEUTICS INC COM 74065P101 26578 850483 SH DFND 19,2,20 836413 0 14070 PREMIER FINANCIAL CORP COM 74052F108 24390 766028 SH DFND 19,2,20,5 655836 0 110192 PREMIER INC CL A 74051N102 80325 2072380 SH DFND 12,19,2,20,5,8 1780925 1400 290055 PRESIDIO PPTY TR INC COM CL A 74102L303 80 21299 SH DFND 20 21299 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 101877 1815666 SH DFND 19,2,20,5 1712185 300 103181 APPLIED DNA SCIENCES INC COM 03815U300 95 17561 SH DFND 20 17561 0 0 PRICE T ROWE GROUP INC COM 74144T108 2326731 11828833 SH DFND 10,12,19,2,20,5,6,8 10210801 395129 1222903 PRICESMART INC COM 741511109 63525 819143 SH DFND 19,2,20,5,8 772286 365 46492 PRIMERICA INC COM 74164M108 159581 1038739 SH DFND 12,19,2,20,5 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24679 714724 SH DFND 19,2,20,5 651039 0 63685 SEI INVTS CO COM 784117103 335324 5654705 SH DFND 10,12,19,2,20,5,8 4986996 175987 491722 SELECT BANCORP INC NEW COM 81617L108 788 45677 SH DFND 20 45677 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 6741 1298832 SH DFND 19,2,20,5 1182593 0 116239 SELECT INTERIOR CONCEPTS INC CL A 816120307 958 66448 SH DFND 20 66448 0 0 SELECT MED HLDGS CORP COM 81619Q105 129314 3575170 SH DFND 19,2,20,5,8 3346332 1100 227738 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 155779 1944565 SH DFND 12,2,20 1711112 0 233453 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 23819 634674 SH DFND 12,2 634674 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2831 552953 SH DFND 19,2,20,5 430423 0 122530 SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 2595 58386 SH DFND 12 58386 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3033 16903 SH DFND 2 16903 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 77866 1131113 SH DFND 1,12,2,20 997039 0 134074 SELECT SECTOR 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90791 1157160 SH DFND 19,2,20,5 1079474 400 77286 SHARECARE INC COM CL A 81948W104 7243 880100 SH DFND 20 880100 0 0 SHARPS COMPLIANCE CORP COM 820017101 1860 224934 SH DFND 2,20 206576 0 18358 SHATTUCK LABS INC COM 82024L103 8622 423057 SH DFND 19,2,20 395967 0 27090 ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 24827 1039213 SH DFND 19,2,20,5 981027 0 58186 SHENANDOAH TELECOMMUNICATION COM 82312B106 52356 1657897 SH DFND 19,2,20,5 1528903 900 128094 SHERWIN WILLIAMS CO COM 824348106 3047770 10895399 SH DFND 10,11,12,19,2,20,5,6,8 9314703 218627 1362069 SHIFT TECHNOLOGIES INC CL A 82452T107 13842 1994584 SH DFND 19,2,20 1898293 0 96291 SHIFT4 PMTS INC CL A 82452J109 50804 655370 SH DFND 19,2,20,5 581936 400 73034 SHIFTPIXY INC COM NEW 82452L203 105 94179 SH DFND 20 94179 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1657 49214 SH DFND 19,2,20,5,8 26514 0 22700 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 49169 1763592 SH DFND 19,2,20,5 1609677 0 153915 SHOCKWAVE MED INC COM 82489T104 141576 687663 SH DFND 19,2,20,5 623813 200 63650 SHOE CARNIVAL INC COM 824889109 24926 768849 SH DFND 19,2,20,5 727378 0 41471 SHOPIFY INC CL A 82509L107 34543 25478 SH DFND 2 25478 0 0 ARDAGH GROUP S A CL A L0223L101 4380 170808 SH DFND 2,20 151110 0 19698 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 34416 28175000 PRN DFND 19,2 28175000 0 0 SHORE BANCSHARES INC COM 825107105 917 51727 SH DFND 19,20 30294 0 21433 SHOTSPOTTER INC COM 82536T107 6042 166133 SH DFND 19,2,20,5 148438 0 17695 SHUTTERSTOCK INC COM 825690100 92388 815283 SH DFND 19,2,20,5,8 760547 0 54736 SHYFT GROUP INC COM 825698103 25053 659125 SH DFND 19,2,20,5 590836 0 68289 SI-BONE INC COM 825704109 21726 1014307 SH DFND 19,2,20,5 965008 0 49299 SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 1267 102646 SH DFND 1,19 735 0 101911 SIEBERT FINL CORP COM 826176109 101 30100 SH DFND 20 30100 0 0 SIENTRA INC COM 82621J105 5487 957555 SH DFND 19,2,20 907767 0 49788 SIERRA BANCORP COM 82620P102 7048 290282 SH DFND 19,2,20 242060 0 48222 ARDELYX INC COM 039697107 2663 2017648 SH DFND 19,2,20,5 1885165 0 132483 SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 71 21123 SH DFND 20 21123 0 0 SIGA TECHNOLOGIES INC COM 826917106 7773 1051890 SH DFND 19,2,20,5 950474 0 101416 SIGHT SCIENCES INC COM 82657M105 2953 130084 SH DFND 2,20 122666 0 7418 SIGILON THERAPEUTICS INC COM 82657L107 1281 226721 SH DFND 19,2,20 215772 0 10949 SIGMA LABS INC COM 826598500 60 19770 SH DFND 20 19770 0 0 SIGMATRON INTL INC COM 82661L101 153 17229 SH DFND 20 17229 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 539818 1982583 SH DFND 12,19,2,20,5,8 1868409 599 113575 SIGNET JEWELERS LIMITED SHS G81276100 147074 1862639 SH DFND 12,19,2,20,5,8 1746324 659 115656 SIGNIFY HEALTH INC CL A COM 82671G100 12511 700103 SH DFND 19,2,20,5 653049 0 47054 SILGAN HOLDINGS INC COM 827048109 82969 2162907 SH DFND 19,2,20,5,8 1970715 484 191708 ARENA PHARMACEUTICALS INC COM NEW 040047607 125174 2102000 SH DFND 19,2,20,5 1972496 890 128614 SILICOM LTD ORD M84116108 308 7118 SH DFND 2 7118 0 0 SILICON LABORATORIES INC COM 826919102 219639 1567058 SH DFND 19,2,20,5 1462122 505 104431 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 21688 16829000 PRN DFND 19,2 16829000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 6498 94200 SH DFND 1,10,19,2,20,5,8 59036 0 35164 SILK RD MED INC COM 82710M100 43993 799429 SH DFND 19,2,20,5 740337 0 59092 SILVERBACK THERAPEUTICS INC COM 82835W108 3045 305069 SH DFND 19,2,20 286070 0 18999 SILVERBOW RES INC COM 82836G102 1165 47538 SH DFND 20 47538 0 0 SILVERCREST ASSET MGMT GROUP CL A 828359109 243 15599 SH DFND 20 15599 0 0 SILVERGATE CAP CORP CL A 82837P408 195610 1693593 SH DFND 19,2,20,5 1644418 500 48675 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 145792 4899732 SH DFND 19,2,20,5 4685142 1400 213190 ARES CAPITAL CORP COM 04010L103 1729 85039 SH DFND 20 85039 0 0 SIMON PPTY GROUP INC NEW COM 828806109 2580500 19854582 SH DFND 10,11,12,19,2,20,5,6,8 16534784 301511 3018287 SIMPLY GOOD FOODS CO COM 82900L102 93253 2703764 SH DFND 19,2,20,5,8 2512512 0 191252 SIMPSON MFG INC COM 829073105 139467 1303793 SH DFND 19,2,20,5 1214843 680 88270 SIMULATIONS PLUS INC COM 829214105 21373 541097 SH DFND 19,2,20,5 511169 0 29928 SINCLAIR BROADCAST GROUP INC CL A 829226109 30248 954785 SH DFND 19,2,20,5,8 844499 10238 100048 SINGULAR GENOMICS SYSTEMS IN COM 82933R100 1292 115425 SH DFND 19,2,20 109192 0 6233 SINOVAC BIOTECH LTD SHS P8696W104 1822 281640 SH DFND 2,1 281640 0 0 SINTX TECHNOLOGIES INC COM NEW 829392307 153 119237 SH DFND 20 119237 0 0 SIO GENE THERAPIES INC COMMON 829399104 239 110000 SH DFND 20 110000 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 177892 29162656 SH DFND 10,11,12,19,2,20,5,6,8 18825738 724517 9612401 ABM INDS INC COM 000957100 261557 5811094 SH DFND 12,19,2,20,5,8 5660971 676 149447 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 9531 8800000 PRN DFND 19,2 8800000 0 0 SIRIUSPOINT LTD COM G8192H106 25904 2797407 SH DFND 19,2,20,5 2615871 0 181536 SITE CTRS CORP COM 82981J109 143400 9216395 SH DFND 10,12,19,2,20,5,8 8197083 35041 984271 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 124375 623527 SH DFND 19,2,20,5 534884 300 88343 SITIME CORP COM 82982T106 79968 391672 SH DFND 19,2,20,5 366735 0 24937 SIX FLAGS ENTMT CORP NEW COM 83001A102 86202 2028278 SH DFND 12,19,2,20,5,8 1876860 700 150718 SJW GROUP COM 784305104 40029 605942 SH DFND 19,2,20,5,8 518438 0 87504 SK TELECOM LTD SPONSORED ADR 78440P108 9798 327349 SH DFND 1,19,2,20 98731 0 228618 SKECHERS U S A INC CL A 830566105 196165 4657279 SH DFND 12,19,2,20,5 4391282 1936 264061 SKILLSOFT CORP CL A 83066P200 2363 202100 SH DFND 20 202100 0 0 SKILLZ INC COM 83067L109 42423 4320092 SH DFND 19,2,20,5 3926840 2100 391152 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 14427 13003000 PRN DFND 19,2 13003000 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 76234 1269290 SH DFND 19,2,20,5 1160981 0 108309 SKYWATER TECHNOLOGY INC COM 83089J108 3412 125459 SH DFND 19,2,20 116321 0 9138 SKYWEST INC COM 830879102 91612 1856751 SH DFND 19,2,20,5,8 1790084 0 66667 SKYWORKS SOLUTIONS INC COM 83088M102 1224062 7428461 SH DFND 10,11,12,19,2,20,5,6,8 6117206 296649 1014606 SL GREEN RLTY CORP COM 78440X804 230855 3245104 SH DFND 10,12,19,2,20,5,8 2786617 13501 444986 SLAM CORP CL A SHS G8210L105 211 21647 SH DFND 20 0 0 21647 SLEEP NUMBER CORP COM 83125X103 68019 727630 SH DFND 19,2,20,5 672499 300 54831 SLM CORP COM 78442P106 148587 8442467 SH DFND 1,10,19,2,20,5,8 7605509 4742 832216 SM ENERGY CO COM 78454L100 215461 8167587 SH DFND 12,19,2,20,5,8 8015956 0 151631 SMART GLOBAL HLDGS INC SHS G8232Y101 57026 1281485 SH DFND 19,2,20,5 1247625 0 33860 ARES COML REAL ESTATE CORP COM 04013V108 13125 850967 SH DFND 19,2,20,5 739341 1800 109826 SMART SAND INC COM 83191H107 233 94978 SH DFND 20 94978 0 0 SMARTFINANCIAL INC COM NEW 83190L208 5980 231340 SH DFND 19,2,20 220901 0 10439 SMARTSHEET INC COM CL A 83200N103 124363 1807077 SH DFND 19,2,20,5 1575085 1100 230892 SMILEDIRECTCLUB INC CL A COM 83192H106 12923 2429104 SH DFND 19,2,20,5 2363404 0 65700 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6781 195914 SH DFND 1,2,20 186053 0 9861 SMITH & WESSON BRANDS INC COM 831754106 19027 916541 SH DFND 19,2,20,5 889449 100 26992 SMITH A O CORP COM 831865209 498057 8155508 SH DFND 10,11,12,19,2,20,5,6,8 7357553 191254 606701 SMITH MICRO SOFTWARE INC COM NEW 832154207 3235 668452 SH DFND 2,20 622256 0 46196 SMITH MIDLAND CORP COM 832156103 141 10200 SH DFND 20 10200 0 0 SMUCKER J M CO COM NEW 832696405 896744 7470997 SH DFND 10,11,12,19,2,20,5,6,8 6397915 128744 944338 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 148436 2010512 SH DFND 19,2,20,5,8 1743224 3700 263588 SNAP INC CL A 83304A106 886824 12005198 SH DFND 10,11,12,19,2,20,5,6,8 9097049 546247 2361902 SNAP INC NOTE 0.250% 5/0 83304AAD8 32732 9600000 PRN DFND 19,2 9600000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 75396 23110000 PRN DFND 19,2 23110000 0 0 SNAP ON INC COM 833034101 510943 2445286 SH DFND 10,11,12,19,2,20,5,6,8 2012596 101270 331420 SNAP ONE HOLDINGS CORP COM 83303Y105 2777 166587 SH DFND 2,20 160950 0 5637 SNOWFLAKE INC CL A 833445109 1236601 4088882 SH DFND 10,11,12,19,2,20,5,6,8 3319177 128525 641180 SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 1509 354247 SH DFND 19,2,20 354247 0 0 SOC TELEMED INC COM CL A 78472F101 1543 682793 SH DFND 2,20 643026 0 39767 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 79078 1472038 SH DFND 1,19,2,20,5 1293496 0 178542 SOCKET MOBILE INC COM NEW 83368E200 142 22500 SH DFND 20 22500 0 0 ARGAN INC COM 04010E109 12850 294252 SH DFND 19,2,20,5 264573 0 29679 SOFI TECHNOLOGIES INC COM 83406F102 29237 1841119 SH DFND 2,20 1841119 0 0 SOHU COM LTD SPONSORED ADS 83410S108 6160 295575 SH DFND 19,2,20,5 263248 700 31627 SOLAREDGE TECHNOLOGIES INC COM 83417M104 339697 1280811 SH DFND 10,11,12,19,2,20,5,6,8 1070832 34733 175246 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 17880 14415000 PRN DFND 2 14415000 0 0 SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 5137 615903 SH DFND 19,2,20 584276 0 31627 SOLARWINDS CORP COM NEW 83417Q204 8644 516658 SH DFND 19,2,20,5 462982 0 53676 SOLENO THERAPEUTICS INC COM NEW 834203200 203 220100 SH DFND 20 220100 0 0 SOLID BIOSCIENCES INC COM 83422E105 2209 924384 SH DFND 19,2,20 872389 0 51995 SOLIGENIX INC COM 834223307 50 47370 SH DFND 20 47370 0 0 SOLITARIO ZINC CORP COM 8342EP107 6 11586 SH DFND 20 11586 0 0 ARGENX SE SPONSORED ADR 04016X101 557 1851 SH DFND 1,19,20 399 0 1452 SOLITON INC COM 834251100 2929 143844 SH DFND 2,20 135827 0 8017 SONIC AUTOMOTIVE INC CL A 83545G102 47510 901875 SH DFND 19,2,20,5,8 849803 0 52072 SONNET BIOTHERAPEUTC HLDNG I COM 83548R105 38 62688 SH DFND 20 62688 0 0 SONOCO PRODS CO COM 835495102 391270 6567144 SH DFND 12,19,2,20,5,8 6347621 864 218659 SONOS INC COM 83570H108 75046 2319113 SH DFND 19,2,20,5 2036582 1100 281431 SONY GROUP CORPORATION SPONSORED ADR 835699307 4453 40270 SH DFND 2,20 40270 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 93753 12287375 SH DFND 19,2,20,5 11690082 3500 593793 SOS LIMITED SPNSORD ADS NEW 83587W106 2828 1327514 SH DFND 1,19,2,20 923878 0 403636 SOTERA HEALTH CO COM 83601L102 31358 1199174 SH DFND 19,2,20,5 1049346 0 149828 SOUND FINL BANCORP INC COM 83607A100 377 8375 SH DFND 20 3801 0 4574 ARGO GROUP INTL HLDGS LTD COM G0464B107 36492 698818 SH DFND 19,2,20,5 629262 217 69339 SOUTH JERSEY INDS INC COM 838518108 464383 21542842 SH DFND 12,19,2,20,5,8 21366368 1376 175098 SOUTH PLAINS FINANCIAL INC COM 83946P107 4541 186270 SH DFND 2,20 172409 0 13861 SOUTHERN CO COM 842587107 3227201 52076835 SH DFND 1,10,11,12,19,2,20,5,6,8 46613045 755062 4708728 SOUTHERN CO UNIT 08/01/2022 842587602 41051 806500 SH DFND 2 806500 0 0 SOUTHERN COPPER CORP COM 84265V105 153958 2742390 SH DFND 10,12,19,2,20,5,6,8 1830943 40276 871171 SOUTHERN FIRST BANCSHARES COM 842873101 8190 153078 SH DFND 19,2,20 135728 0 17350 SOUTHERN MO BANCORP INC COM 843380106 6635 147811 SH DFND 2,20 125239 0 22572 SOUTHSIDE BANCSHARES INC COM 84470P109 50051 1307161 SH DFND 19,2,20,5 1238037 0 69124 SOUTHSTATE CORPORATION COM 840441109 217858 2917607 SH DFND 19,2,20,5 2748782 1110 167715 SOUTHWEST AIRLS CO COM 844741108 2076164 40368737 SH DFND 1,10,11,12,19,2,20,5,6,8 17713425 90668 22564644 ARIDIS PHARMACEUTICALS INC COM 040334104 97 26447 SH DFND 20 26447 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 95623 63855000 PRN DFND 19,2 63855000 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 118649 1774053 SH DFND 12,19,2,20,5 1656501 773 116779 SOUTHWESTERN ENERGY CO COM 845467109 210625 38018924 SH DFND 12,19,2,20,5 37086085 7172 925667 SP PLUS CORP COM 78469C103 13996 456338 SH DFND 19,2,20,5 411144 0 45194 SPARK NETWORKS SE SPONSORED ADR 846517100 445 126778 SH DFND 2 126778 0 0 SPARTANNASH CO COM 847215100 30445 1390179 SH DFND 19,2,20,5 1310660 1026 78493 SPDR GOLD TR GOLD SHS 78463V107 49465 301213 SH DFND 10,12,20 20 0 301193 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 162941 3191172 SH DFND 1,2 3186616 13 4543 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 47379 1334606 SH DFND 1,12,2,20 1327252 876 6478 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4566 100810 SH DFND 10 0 0 100810 ARISTA NETWORKS INC COM 040413106 733353 2134074 SH DFND 10,11,12,19,2,20,5,6,8 1816675 55281 262118 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 45161 359500 SH DFND 10 0 0 359500 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 23304 804412 SH DFND 1 801273 0 3139 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 155402 4291689 SH DFND 12,2,20 918227 0 3373462 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 90121 2119003 SH DFND 1,12,19,2,20,5 1226509 0 892494 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 6057 114843 SH DFND 5 114843 0 0 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 8803 133500 SH DFND 10 0 0 133500 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 439 11564 SH DFND 1 7010 0 4554 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 106035 2755220 SH DFND 1,2,20 2611974 35199 108047 SPDR S&P 500 ETF TR TR UNIT 78462F103 1553639 3608791 SH DFND 1,10,12,2,20 3028119 1083 579589 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 54539 113329 SH DFND 1,20 79931 1234 32164 ARKO CORP COM 041242108 17343 1717140 SH DFND 19,2,20,5 1589278 0 127862 SPDR SER TR BLOMBERG 1 10 YR 78468R861 546076 25880371 SH DFND 2 25880371 0 0 SPDR SER TR BLOMBERG BRC INV 78468R200 36885 1203021 SH DFND 20 0 0 1203021 SPDR SER TR BLOMBERG INTL TR 78464A516 1068 37182 SH DFND 1,20 2235 0 34947 SPDR SER TR BLOMBRG BRC EMRG 78464A391 5897 233094 SH DFND 1 233094 0 0 SPDR SER TR BLOMBRG BRC INTL 78464A151 1033 29248 SH DFND 20 0 0 29248 SPDR SER TR BLOOMBERG BRCLYS 78468R622 711879 6509498 SH DFND 19,2,20,5 5368934 0 1140564 SPDR SER TR BLOOMBERG SRT TR 78468R408 3364 122832 SH DFND 12,20 3 0 122829 SPDR SER TR DJ REIT ETF 78464A607 19731 187148 SH DFND 1,20 35190 3179 148779 SPDR SER TR FTSE INT GVT ETF 78464A490 9260 170182 SH DFND 20 170182 0 0 SPDR SER TR ICE PFD SEC ETF 78464A292 1191 27402 SH DFND 1 27402 0 0 ABSCI CORPORATION COM 00091E109 1902 163515 SH DFND 19,2,20 153052 0 10463 ARLINGTON ASSET INVST CORP CL A NEW 041356205 723 195417 SH DFND 20,5 195417 0 0 SPDR SER TR PORTFLI HIGH YLD 78468R606 2704 101000 SH DFND 10 0 0 101000 SPDR SER TR PORTFLI INTRMDIT 78464A672 262365 8120255 SH DFND 1,12,2 8120255 0 0 SPDR SER TR PORTFLI MORTGAGE 78464A383 25508 991759 SH DFND 2 991759 0 0 SPDR SER TR PORTFLI TIPS ETF 78464A656 125557 4037203 SH DFND 1,2,20 93885 0 3943318 SPDR SER TR PORTFOLIO AGRGTE 78464A649 404878 13563762 SH DFND 1,2,20 658204 5458 12900100 SPDR SER TR PORTFOLIO INTRMD 78464A375 62106 1700610 SH DFND 1,12,2,20 1539515 154692 6403 SPDR SER TR PORTFOLIO LN COR 78464A367 220802 7040868 SH DFND 12,2,20 5181783 0 1859085 SPDR SER TR PORTFOLIO LN TSR 78464A664 736169 17829244 SH DFND 12,2,20 16747173 0 1082071 SPDR SER TR PORTFOLIO S&P500 78464A854 32761 649245 SH DFND 12 649245 0 0 SPDR SER TR PORTFOLIO S&P600 78468R853 57711 1354707 SH DFND 12,2 105638 0 1249069 ARLO TECHNOLOGIES INC COM 04206A101 15876 2476772 SH DFND 19,2,20,5 2389324 0 87448 SPDR SER TR PORTFOLIO SH TSR 78468R101 196489 6414932 SH DFND 1,2 6414932 0 0 SPDR SER TR PORTFOLIO SHORT 78464A474 347473 11119135 SH DFND 1,2,20 1721641 0 9397494 SPDR SER TR PRTFLO S&P500 GW 78464A409 10890 170104 SH DFND 19 170104 0 0 SPDR SER TR PRTFLO S&P500 VL 78464A508 10435 267560 SH DFND 19 267560 0 0 SPDR SER TR S&P 600 SML CAP 78464A813 28309 298809 SH DFND 20 0 0 298809 SPDR SER TR S&P DIVID ETF 78464A763 9357 79603 SH DFND 1 75229 0 4374 SPDR SER TR SPDR BLOOMBERG 78468R663 29397 321420 SH DFND 12,2 321420 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 65070 680151 SH DFND 12,19,2,20,5,8 592652 271 87228 SPECTRUM PHARMACEUTICALS INC COM 84763A108 37358 17136619 SH DFND 19,2,20,5 16804686 0 331933 SPERO THERAPEUTICS INC COM 84833T103 14778 802691 SH DFND 19,2,20 776792 0 25899 ARMADA HOFFLER PPTYS INC COM 04208T108 38701 2860636 SH DFND 10,19,2,20,5,8 2523565 12600 324471 SPIRE INC COM 84857L101 101438 1640704 SH DFND 12,19,2,20,5,8 1449451 439 190814 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 128031 2896696 SH DFND 12,19,2,20,5,8 2661110 887 234699 SPIRIT AIRLS INC COM 848577102 57676 2223421 SH DFND 19,2,20,5 2095348 0 128073 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 13266 14000000 PRN DFND 19,2 14000000 0 0 SPIRIT OF TEX BANCSHARES INC COM 84861D103 5710 235967 SH DFND 2,20 219668 0 16299 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 247994 5313599 SH DFND 10,12,19,2,20,5,8 4562308 23853 727438 SPLUNK INC COM 848637104 709313 4901615 SH DFND 10,11,12,19,2,20,5,6,8 4190757 89677 621181 SPLUNK INC NOTE 0.500% 9/1 848637AC8 20648 17673000 PRN DFND 19,2 17673000 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 41768 41800000 PRN DFND 19,2 41800000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 30584 25076000 PRN DFND 19,2 25076000 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25757 2389323 SH DFND 19,2,20,5 2246746 1237 141340 SPOK HLDGS INC COM 84863T106 526 51512 SH DFND 20,5 51512 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 18578 1055569 SH DFND 19,2,20,5 981341 0 74228 SPOTIFY TECHNOLOGY S A SHS L8681T102 320345 1421609 SH DFND 10,12,19,2,20,5,6,8 1289243 0 132366 SPRINGWORKS THERAPEUTICS INC COM 85205L107 84338 1329418 SH DFND 19,2,20,5 1279675 0 49743 SPRINKLR INC CL A 85208T107 903 51600 SH DFND 20 51600 0 0 SPROUT SOCIAL INC COM CL A 85209W109 106986 877295 SH DFND 19,2,20,5,8 792700 0 84595 SPROUTS FMRS MKT INC COM 85208M102 91323 3941421 SH DFND 12,19,2,20,5,8 3631739 900 308782 SPRUCE BIOSCIENCES INC COM 85209E109 768 127817 SH DFND 2,20 118918 0 8899 SPS COMM INC COM 78463M107 186277 1154778 SH DFND 19,2,20,5 1055365 200 99213 SPX CORP COM 784635104 80455 1505246 SH DFND 19,2,20,5 1383575 951 120720 ARMSTRONG FLOORING INC COM 04238R106 304 97115 SH DFND 20 97115 0 0 SPX FLOW INC COM 78469X107 97784 1336041 SH DFND 19,2,20,5 1245899 551 89591 SQUARE INC CL A 852234103 2004704 8358504 SH DFND 10,11,12,19,2,20,5,6,8 6734445 231031 1393028 SQUARE INC NOTE 0.125% 3/0 852234AF0 58925 28974000 PRN DFND 19,2 28974000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 58620 19021000 PRN DFND 19,2 19021000 0 0 SQUARESPACE INC CLASS A 85225A107 3350 86700 SH DFND 20 86700 0 0 SQZ BIOTECHNOLOGIES CO COM 78472W104 4718 327212 SH DFND 19,2,20 304014 0 23198 SRAX INC CL A 78472M106 507 94900 SH DFND 20 94900 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 380183 5478138 SH DFND 10,11,12,19,2,20,5,6,8 4301050 220137 956951 SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 3866 84000 SH DFND 10 0 0 84000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 51583 1468884 SH DFND 1 1370092 49102 49690 ARMSTRONG WORLD INDS INC NEW COM 04247X102 65048 681345 SH DFND 19,2,20,5,8 589096 351 91898 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 783 27430 SH DFND 1 27430 0 0 ST JOE CO COM 790148100 42636 1012727 SH DFND 19,2,20,5 933699 300 78728 STAAR SURGICAL CO COM PAR $0.01 852312305 191263 1488081 SH DFND 19,2,20,5,8 1397348 297 90436 STAFFING 360 SOLUTIONS INC COM NEW 852387406 22 11143 SH DFND 20 11143 0 0 STAG INDL INC COM 85254J102 253086 6428513 SH DFND 10,19,2,20,5,8 5381344 32513 1014656 STAGWELL INC COM CL A 85256A109 7310 953042 SH DFND 19,2,20 881700 0 71342 STAMPS COM INC COM NEW 852857200 190012 576160 SH DFND 19,2,20,5 539600 400 36160 STANDARD MTR PRODS INC COM 853666105 32310 739184 SH DFND 19,2,20,5 695891 200 43093 STANDEX INTL CORP COM 854231107 43996 444808 SH DFND 19,2,20,5,8 415477 14 29317 STANLEY BLACK & DECKER INC COM 854502101 1250259 7131703 SH DFND 10,11,12,19,2,20,5,6,8 6231049 118305 782349 ARRAY TECHNOLOGIES INC COM SHS 04271T100 56076 3027856 SH DFND 19,2,20,5 2799673 0 228183 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 20047 190000 SH DFND 2 190000 0 0 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 1075 44719 SH DFND 2,8,1 44719 0 0 STAR GROUP L P UNIT LTD PARTNR 85512C105 840 82453 SH DFND 10,19,20,5,8 57139 0 25314 STARBUCKS CORP COM 855244109 5167595 46846120 SH DFND 1,10,11,12,19,2,20,5,6,8 39716789 828056 6301275 STARTEK INC COM 85569C107 1619 293812 SH DFND 2,20 278813 0 14999 STARWOOD PPTY TR INC COM 85571B105 108084 4342684 SH DFND 12,19,2,20,5,8 3772902 2400 567382 STATE AUTO FINL CORP COM 855707105 17972 352744 SH DFND 19,2,20,5 314879 0 37865 STATE STR CORP COM 857477103 1524513 17874961 SH DFND 1,10,12,19,2,20,5,6,8 13984812 2299458 1590691 STEEL CONNECT INC COM 858098106 408 201130 SH DFND 20 201130 0 0 STEEL DYNAMICS INC COM 858119100 487874 8305964 SH DFND 10,11,12,19,2,20,5,8 7083760 293738 928466 ARROW ELECTRS INC COM 042735100 339172 3020498 SH DFND 10,11,12,19,2,20,5,8 2259284 106272 654942 STEELCASE INC CL A 858155203 24216 1909802 SH DFND 19,2,20,5,8 1711686 1300 196816 STELLANTIS N.V SHS N82405106 8708 455934 SH DFND 2,6 455934 0 0 STEM INC COM 85859N102 27462 1149539 SH DFND 19,2,20 1081748 0 67791 STEPAN CO COM 858586100 170576 1510322 SH DFND 19,2,20,5,6 1456724 24 53574 STEPSTONE GROUP INC COM CL A 85914M107 31750 744606 SH DFND 19,2,20,5 693244 0 51362 STEREOTAXIS INC COM NEW 85916J409 7725 1435957 SH DFND 19,2,20 1379602 0 56355 STERICYCLE INC COM 858912108 154497 2273022 SH DFND 12,19,2,20,5,8 2087098 1151 184773 STERIS PLC SHS USD G8473T100 839312 4108549 SH DFND 10,11,12,19,2,20,5,6,8 3524783 116335 467431 STERLING BANCORP DEL COM 85917A100 273812 10970049 SH DFND 12,19,2,20,5 10593584 2059 374406 STERLING BANCORP INC COM 85917W102 464 89851 SH DFND 20 34313 0 55538 ARROW FINL CORP COM 042744102 11672 339709 SH DFND 19,2,20,5 284550 54 55105 STERLING CONSTR INC COM 859241101 12273 541388 SH DFND 19,2,20,5 486146 0 55242 STEWART INFORMATION SVCS COR COM 860372101 59992 948345 SH DFND 19,2,20,5,8 895904 200 52241 STIFEL FINL CORP COM 860630102 179571 2642301 SH DFND 19,2,20,5 2413717 1291 227293 STITCH FIX INC COM CL A 860897107 56166 1405895 SH DFND 19,2,20,5 1283316 500 122079 STMICROELECTRONICS N V NY REGISTRY 861012102 14915 341858 SH DFND 2,20 341858 0 0 STOCK YDS BANCORP INC COM 861025104 25198 427631 SH DFND 19,2,20,5 379612 591 47428 STOKE THERAPEUTICS INC COM 86150R107 23269 914671 SH DFND 19,2,20,5 886014 0 28657 STONECO LTD COM CL A G85158106 88315 2543640 SH DFND 10,12,19,2,20,5,8,1 2344439 0 199201 STONEMOR INC COM 86184W106 1667 675073 SH DFND 2,20 649076 0 25997 STONERIDGE INC COM 86183P102 10778 528598 SH DFND 19,2,20,5 466826 0 61772 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 245423 3931168 SH DFND 19,2,20,5 3717829 1000 212339 STONEX GROUP INC COM 861896108 35318 535938 SH DFND 19,2,20,5 496705 0 39233 STORE CAP CORP COM 862121100 357314 11024587 SH DFND 10,12,19,2,20,5,8 9445688 49145 1529754 STRATA SKIN SCIENCES INC COM NEW 86272A206 21 11450 SH DFND 20 11450 0 0 STRATASYS LTD SHS M85548101 7132 331420 SH DFND 2,20,5 331420 0 0 STRATEGIC ED INC COM 86272C103 56285 798371 SH DFND 19,2,20,5 748669 190 49512 STRATTEC SEC CORP COM 863111100 569 14629 SH DFND 20 14629 0 0 STRATUS PPTYS INC COM NEW 863167201 683 21178 SH DFND 20 21178 0 0 STREAMLINE HEALTH SOLUTIONS COM 86323X106 187 106819 SH DFND 20 106819 0 0 STRIDE INC COM 86333M108 28597 795675 SH DFND 19,2,20,5 711879 0 83796 STRIDE INC NOTE 1.125% 9/0 86333MAA6 8928 8950000 PRN DFND 2 8950000 0 0 17 ED & TECHNOLOGY GROUP INC ADS 81807M106 471 523129 SH DFND 19,2,20 496829 0 26300 AC IMMUNE SA SHS H00263105 371 55238 SH DFND 2,20 55238 0 0 ARTESIAN RES CORP CL A 043113208 6403 167741 SH DFND 19,2,20 151584 0 16157 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 281 137728 SH DFND 20 137728 0 0 STRYKER CORPORATION COM 863667101 3571022 13508832 SH DFND 1,10,11,12,19,2,20,5,6,8 11588795 243429 1676608 STURM RUGER & CO INC COM 864159108 40020 542427 SH DFND 19,2,20,5 534345 0 8082 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 98 13954 SH DFND 20 13954 0 0 SUMMIT FINL GROUP INC COM 86606G101 4688 191259 SH DFND 19,2,20 182265 0 8994 SUMMIT HOTEL PPTYS INC COM 866082100 55563 5769754 SH DFND 10,19,2,20,5,8 5131505 19706 618543 SUMMIT MATLS INC CL A 86614U100 72387 2264224 SH DFND 19,2,20,5 2023890 2052 238282 SUMMIT THERAPEUTICS INC COM 86627T108 1684 336198 SH DFND 19,2,20 307150 0 29048 SUMMIT WIRELESS TECH INC COM NEW 86633R203 85 30400 SH DFND 20 30400 0 0 SUMO LOGIC INC COM 86646P103 25246 1566105 SH DFND 19,2,20 1458801 0 107304 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 62435 1276271 SH DFND 19,2,20,5,8 1120449 19700 136122 SUN CMNTYS INC COM 866674104 877332 4718970 SH DFND 10,11,12,19,2,20,5,6,8 3771562 84040 863368 SUN CTRY AIRLS HLDGS INC COM 866683105 19109 569736 SH DFND 19,2,20 543981 0 25755 SUNCOKE ENERGY INC COM 86722A103 35551 5660930 SH DFND 19,2,20,5 5479537 26248 155145 SUNCOR ENERGY INC NEW COM 867224107 2793 134673 SH DFND 2 134673 0 0 SUNDIAL GROWERS INC COM 86730L109 1469 2166259 SH DFND 2,5 2166259 0 0 SUNLIGHT FINANCIAL HOLDINGS COM 86738J106 580 109200 SH DFND 20 109200 0 0 SUNLINK HEALTH SYS INC COM 86737U102 110 42300 SH DFND 20 42300 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 67057 2035717 SH DFND 19,2,20,5 1858854 500 176363 SUNOPTA INC COM 8676EP108 310 34753 SH DFND 2,5 34753 0 0 SUNPOWER CORP COM 867652406 81621 3598804 SH DFND 19,2,20,5 3399555 1000 198249 ARVINAS INC COM 04335A105 75413 917657 SH DFND 19,2,20,5 833911 300 83446 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 13007 10520000 PRN DFND 2 10520000 0 0 SUNRUN INC COM 86771W105 281601 6400025 SH DFND 10,11,12,19,2,20,5,8 5501861 97392 800772 SUNSTONE HOTEL INVS INC NEW COM 867892101 104432 8746379 SH DFND 10,12,19,2,20,5,8 7331765 43137 1371477 SUNWORKS INC COM NEW 86803X204 494 80490 SH DFND 20 80490 0 0 SUPER LEAGUE GAMING INC COM 86804F202 2513 808024 SH DFND 2,20 808024 0 0 SUPER MICRO COMPUTER INC COM 86800U104 33692 921292 SH DFND 19,2,20,5 832700 0 88592 SUPERIOR GROUP OF CO INC COM 868358102 4402 189021 SH DFND 19,2,20 178432 0 10589 SUPERIOR INDS INTL INC COM 868168105 736 104459 SH DFND 20 104459 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 48749 1827841 SH DFND 19,2,20,5,8 1721511 300 106030 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9754 9900000 PRN DFND 19,2 9900000 0 0 ASANA INC CL A 04342Y104 177388 1708282 SH DFND 19,2,20,5 1570984 0 137298 SURFACE ONCOLOGY INC COM 86877M209 3809 503233 SH DFND 19,2,20 468436 0 34797 SURGALIGN HOLDINGS INC COM 86882C105 5009 4595295 SH DFND 2,20 4595295 0 0 SURGERY PARTNERS INC COM 86881A100 29039 685846 SH DFND 19,2,20,5 625676 0 60170 SURMODICS INC COM 868873100 26889 483622 SH DFND 19,2,20,5 455035 0 28587 SUTRO BIOPHARMA INC COM 869367102 32157 1702350 SH DFND 19,2,20 1648195 0 54155 SUZANO S A SPON ADS 86959K105 21575 2157537 SH DFND 10,2,20 2097521 53792 6224 SVB FINANCIAL GROUP COM 78486Q101 1834413 2835786 SH DFND 10,12,19,2,20,5,6,8 2509935 58845 267006 SWITCH INC CL A 87105L104 41218 1623377 SH DFND 19,2,20,5 1429701 900 192776 SWK HLDGS CORP COM NEW 78501P203 550 30290 SH DFND 20 30290 0 0 SYNALLOY CORP COM 871565107 313 28982 SH DFND 20 28982 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 135729 689891 SH DFND 12,19,2,20,5,8 647771 159 41961 SYNAPTICS INC COM 87157D109 227713 1266970 SH DFND 19,2,20,5,8 1192174 224 74572 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 387 161189 SH DFND 20 161189 0 0 SYNCHRONY FINANCIAL COM 87165B103 1282230 26232207 SH DFND 10,11,12,19,2,20,5,6,8 22382216 613995 3235996 SYNDAX PHARMACEUTICALS INC COM 87164F105 40197 2103447 SH DFND 19,2,20,5 2021724 0 81723 SYNEOS HEALTH INC CL A 87166B102 220185 2516976 SH DFND 19,2,20,5 2326896 900 189180 SYNLOGIC INC COM 87166L100 263 86256 SH DFND 20 86256 0 0 SYNNEX CORP COM 87162W100 112530 1080979 SH DFND 12,19,2,20,5,8 991663 364 88952 SYNOPSYS INC COM 871607107 1870410 6246987 SH DFND 10,11,12,19,2,20,5,6,8 5272184 194311 780492 SYNOVUS FINL CORP COM NEW 87161C501 303840 6876372 SH DFND 12,19,2,20,5,8 6576609 1890 297873 SYNTHETIC BIOLOGICS INC COM NEW 87164U201 217 471920 SH DFND 20 471920 0 0 ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3508 22013 SH DFND 1,19,2,20,5 18811 0 3202 SYPRIS SOLUTIONS INC COM 871655106 68 18919 SH DFND 20 18919 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 4987 1115572 SH DFND 19,2,20 1062149 0 53423 SYSCO CORP COM 871829107 1888891 23920343 SH DFND 10,11,12,19,2,20,5,6,8 21001741 347742 2570860 T-MOBILE US INC COM 872590104 3375273 26418855 SH DFND 10,11,12,19,2,20,5,6,8 23030004 392803 2996048 T2 BIOSYSTEMS INC COM 89853L104 531 580448 SH DFND 20 580448 0 0 TABOOLA.COM LTD ORD SHS M8744T106 423 49979 SH DFND 2 49979 0 0 TABULA RASA HEALTHCARE INC COM 873379101 18055 688850 SH DFND 19,2,20,5 643929 0 44921 TACTILE SYS TECHNOLOGY INC COM 87357P100 33888 762394 SH DFND 19,2,20,5 717906 0 44488 TAILWIND ACQUISITION CORP COM CL A 87403Q102 106 10806 SH DFND 20 0 0 10806 TAITRON COMPONENTS INC CL A 874028103 116 30000 SH DFND 20 30000 0 0 ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 1520 194914 SH DFND 1,20,8 31460 35900 127554 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 236333 2110433 SH DFND 1,19,2,20,8 1046837 0 1063596 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 847258 5499176 SH DFND 10,11,12,19,2,20,5,6,8 4732804 134333 632039 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 800 48823 SH DFND 1,20 9838 0 38985 TAL EDUCATION GROUP SPONSORED ADS 874080104 40066 8278006 SH DFND 1,10,12,19,2,20,5,8 5385939 187200 2704867 TALARIS THERAPEUTICS INC COM 87410C104 1750 129077 SH DFND 2,20 121316 0 7761 TALIS BIOMEDICAL CORP COM 87424L108 1491 238587 SH DFND 19,2,20 225188 0 13399 TALKSPACE INC COM 87427V103 238 65300 SH DFND 20 65300 0 0 TALOS ENERGY INC COM 87484T108 36171 2626805 SH DFND 19,2,20,5 2583026 0 43779 TANDEM DIABETES CARE INC COM NEW 875372203 192492 1612427 SH DFND 19,2,20,5 1489042 600 122785 TANGER FACTORY OUTLET CTRS I COM 875465106 87865 5390462 SH DFND 10,12,19,2,20,5,8 4768592 20442 601428 ASENSUS SURGICAL INC COM 04367G103 21936 11857519 SH DFND 19,2,20 11502662 0 354857 TANGO THERAPEUTICS INC COM 87583X109 2561 198100 SH DFND 20 198100 0 0 TAPESTRY INC COM 876030107 380954 10290490 SH DFND 10,12,19,2,20,5,6,8 8055509 8055 2226926 TARGA RES CORP COM 87612G101 328331 6672041 SH DFND 10,12,19,2,20,5,8 6052614 2100 617327 TARGET CORP COM 87612E106 8174257 35731334 SH DFND 1,10,11,12,19,2,20,5,6,8 18536907 14279168 2915259 TARGET HOSPITALITY CORP COM 87615L107 2219 594982 SH DFND 19,2,20 550822 0 44160 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3259 51220 SH DFND 10,19,2,20,5,8 37172 0 14048 TARSUS PHARMACEUTICALS INC COM 87650L103 2733 126802 SH DFND 19,2,20 117212 0 9590 TASKUS INC CLASS A COM 87652V109 3126 47100 SH DFND 20 47100 0 0 TATA MTRS LTD SPONSORED ADR 876568502 58196 2596869 SH DFND 1,12,19,2,20,5,8 1261907 0 1334962 TATTOOED CHEF INC COM CL A 87663X102 15730 853523 SH DFND 19,2,20,5 777647 0 75876 ASGN INC COM 00191U102 183471 1621632 SH DFND 19,2,20,5 1504995 476 116161 TAYLOR MORRISON HOME CORP COM 87724P106 123259 4781201 SH DFND 12,19,2,20,5,8 4508814 1500 270887 TAYSHA GENE THERAPIES INC COM SHS 877619106 6558 352186 SH DFND 19,2,20 310197 0 41989 TC BANCSHARES INC COM 87224V108 206 14700 SH DFND 20 14700 0 0 TCR2 THERAPEUTICS INC COM 87808K106 12890 1514717 SH DFND 19,2,20,5 1454402 0 60315 TE CONNECTIVITY LTD REG SHS H84989104 1671937 12184141 SH DFND 10,11,12,19,2,20,5,6,8,1 10485266 251874 1447001 TEAM INC COM 878155100 1722 572061 SH DFND 19,2,20 537155 0 34906 TECHNIPFMC PLC COM G87110105 29342 3896686 SH DFND 12,19,2,20,5,8,1 3444199 4293 448194 TECHTARGET INC COM 87874R100 64640 784279 SH DFND 19,2,20,5 730206 0 54073 TECNOGLASS INC SHS G87264100 1384 63600 SH DFND 20 63600 0 0 TEEKAY CORPORATION COM Y8564W103 2816 769404 SH DFND 2,20,5 710110 0 59294 ASHFORD HOSPITALITY TR INC COM SHS 044103869 4862 330316 SH DFND 19,2,20,5 310077 0 20239 TEEKAY TANKERS LTD CL A Y8565N300 4503 309890 SH DFND 19,2,20 281092 0 28798 TEGNA INC COM 87901J105 198003 9995582 SH DFND 12,19,2,20,5,8 9533695 1629 460258 TEJON RANCH CO COM 879080109 7779 438030 SH DFND 19,2,20,5 401231 936 35863 TELA BIO INC COM 872381108 326 23898 SH DFND 20 23898 0 0 TELADOC HEALTH INC COM 87918A105 376992 2972890 SH DFND 10,11,12,19,2,20,5,6,8 2399978 76747 496165 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 29909 29591000 PRN DFND 19,2 29591000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 807845 1880546 SH DFND 10,11,12,19,2,20,5,6,8 1601717 44324 234505 TELEFLEX INCORPORATED COM 879369106 713876 1895833 SH DFND 10,11,12,19,2,20,5,6,8 1640912 31639 223282 TELEFONICA BRASIL SA NEW ADR 87936R205 8661 1032725 SH DFND 10,19,2,20,5 781659 194742 56324 TELEFONICA S A SPONSORED ADR 879382208 70 14800 SH DFND 20 14800 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 6482 954692 SH DFND 19,2,20 894746 0 59946 ASHLAND GLOBAL HLDGS INC COM 044186104 155689 1746962 SH DFND 12,19,2,20,5,8 1308161 899 437902 TELEPHONE & DATA SYS INC COM NEW 879433829 309986 15896708 SH DFND 12,19,2,20,5,8 15706128 647 189933 TELIGENT INC NEW COM NEW 87960W203 76 189664 SH DFND 20 189664 0 0 TELLURIAN INC NEW COM 87968A104 118462 30297308 SH DFND 19,2,20,5 29803514 6100 487694 TELOS CORP MD COM 87969B101 34459 1212495 SH DFND 19,2,20 1173461 0 39034 TEMPUR SEALY INTL INC COM 88023U101 225104 4850335 SH DFND 10,19,2,20,5,8 4472872 1488 375975 TENABLE HLDGS INC COM 88025T102 90605 1963708 SH DFND 19,2,20,5 1791361 500 171847 TENARIS S A SPONSORED ADS 88031M109 1933 91590 SH DFND 20,8 5490 0 86100 TENAX THERAPEUTICS INC COM NEW 88032L209 241 136404 SH DFND 20 136404 0 0 TENAYA THERAPEUTICS INC COM 87990A106 3765 182337 SH DFND 19,2,20 172454 0 9883 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 89233 12307944 SH DFND 1,10,12,19,2,20,5,8 8727893 299700 3280351 ASLAN PHARMACEUTICALS LTD ADS 04522R101 172 96629 SH DFND 2 96629 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 216614 3260288 SH DFND 1,12,19,2,20,5,8 3047075 681 212532 TENNANT CO COM 880345103 44336 599535 SH DFND 19,2,20,5 558863 278 40394 TENNECO INC CL A VTG COM STK 880349105 19724 1382167 SH DFND 12,19,2,20,5 1248733 623 132811 TERADATA CORP DEL COM 88076W103 173768 3029964 SH DFND 1,10,19,2,20,5,8 2781445 1664 246855 TERADYNE INC COM 880770102 723914 6631070 SH DFND 10,11,12,19,2,20,5,6,8 5550971 256517 823582 TEREX CORP NEW COM 880779103 88342 2098375 SH DFND 12,19,2,20,5,8 1946212 695 151468 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 76206 1828802 SH DFND 12,19,2,20,5,8 1573885 1400 253517 TERNIUM SA SPONSORED ADS 880890108 4981 117750 SH DFND 19,2,20,5 90250 0 27500 TERNS PHARMACEUTICALS INC COM 880881107 1567 150340 SH DFND 19,2,20 135969 0 14371 TERRENO RLTY CORP COM 88146M101 174760 2749336 SH DFND 10,19,2,20,5,8 2303810 13952 431574 ASML HOLDING N V N Y REGISTRY SHS N07059210 40155 53892 SH DFND 2,20,5,1 53892 0 0 TERRITORIAL BANCORP INC COM 88145X108 869 34243 SH DFND 19,20 32643 0 1600 TESLA INC COM 88160R101 24218350 31230141 SH DFND 10,11,12,19,2,20,5,6,8 26741953 620184 3868004 TESSCO TECHNOLOGIES INC COM 872386107 147 26261 SH DFND 20 26261 0 0 TETRA TECH INC NEW COM 88162G103 248508 1664043 SH DFND 19,2,20,5,8 1542557 472 121014 TETRA TECHNOLOGIES INC DEL COM 88162F105 11246 3604576 SH DFND 19,2,20,5 3397455 0 207121 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 170785 17533567 SH DFND 1,10,12,19,2,20,5,6,8 10985925 384775 6162867 TEXAS CAP BANCSHARES INC COM 88224Q107 186698 3110598 SH DFND 12,19,2,20,5 2999811 800 109987 TEXAS INSTRS INC COM 882508104 7512238 39083492 SH DFND 1,10,11,12,19,2,20,5,6,8 32752077 1404020 4927395 TEXAS PACIFIC LAND CORPORATI COM 88262P102 181824 150347 SH DFND 19,2,20,5,8 137195 0 13152 TEXAS ROADHOUSE INC COM 882681109 192713 2110069 SH DFND 19,2,20,5,8 1955349 800 153920 ASPEN AEROGELS INC COM 04523Y105 31859 692426 SH DFND 19,2,20,5 667279 0 25147 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 23370 669433 SH DFND 19,2,20 624885 0 44548 TEXTRON INC COM 883203101 677955 9708649 SH DFND 10,11,12,19,2,20,5,6,8 8516387 320555 871707 TFF PHARMACEUTICALS INC COM 87241J104 339 43878 SH DFND 20 43878 0 0 TFS FINL CORP COM 87240R107 15187 796816 SH DFND 19,2,20,5 658727 0 138089 TG THERAPEUTICS INC COM 88322Q108 142996 4296752 SH DFND 19,2,20,5 4027669 800 268283 THE AARONS COMPANY INC COM 00258W108 33722 1219943 SH DFND 19,2,20,5 1151182 402 68359 THE BEACHBODY COMPANY INC COM CL A 073463101 1663 300200 SH DFND 20 300200 0 0 THE BEAUTY HEALTH COMPANY COM CL A 88331L108 35343 1360923 SH DFND 19,2,20 1265639 0 95284 THE ODP CORP COM 88337F105 76476 1904271 SH DFND 12,19,2,20,5,8 1792829 874 110568 THE ONE GROUP HOSPITALITY IN COM 88338K103 3554 332503 SH DFND 19,2,20 310361 0 22142 ASPEN GROUP INC COM NEW 04530L203 304 54623 SH DFND 20 54623 0 0 THE ORIGINAL BARK COMPANY COM 68622E104 1683 245400 SH DFND 20 245400 0 0 THE REALREAL INC COM 88339P101 28101 2132090 SH DFND 19,2,20,5 1977294 0 154796 THE TRADE DESK INC COM CL A 88339J105 647705 9213437 SH DFND 10,11,12,19,2,20,5,6,8 7446343 364640 1402454 THERAPEUTICSMD INC COM 88338N107 5668 7645608 SH DFND 19,2,20,5 7110913 0 534695 THERAVANCE BIOPHARMA INC COM G8807B106 10155 1372247 SH DFND 19,2,20,5,1 1269128 882 102237 THERMO FISHER 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COM NEW 884903709 1198 10846 SH DFND 20 2125 8721 0 THOR INDS INC COM 885160101 169071 1377252 SH DFND 12,19,2,20,5,8 1265657 3845 107750 ASPEN TECHNOLOGY INC COM 045327103 211299 1720673 SH DFND 19,2,20,5 1579723 768 140182 THREDUP INC CL A 88556E102 1087 50100 SH DFND 20 50100 0 0 THRYV HLDGS INC COM NEW 886029206 3278 109131 SH DFND 2,20 101658 0 7473 TIDEWATER INC NEW COM 88642R109 9820 814224 SH DFND 19,2,20 766645 0 47579 TILE SHOP HLDGS INC COM 88677Q109 759 99000 SH DFND 20 99000 0 0 TILLYS INC CL A 886885102 5700 406841 SH DFND 2,20 383000 0 23841 TILRAY INC COM CL 2 88688T100 6167 546247 SH DFND 19,2,20,5 335492 4500 206255 TILRAY INC NOTE 5.000%10/0 88688TAB6 5536 5522000 PRN DFND 2 5522000 0 0 TIM S A SPONSORED ADR 88706T108 6870 639677 SH DFND 10,2 566148 64029 9500 TIMBER PHARMACEUTICALS INC COM 887080109 99 108500 SH DFND 20 108500 0 0 TIMBERLAND BANCORP INC COM 887098101 684 23641 SH DFND 20 23641 0 0 ASPIRA WOMENS HEALTH INC COM 04537Y109 4529 1393665 SH DFND 19,2,20 1293168 0 100497 TIMKEN CO COM 887389104 113190 1730205 SH DFND 12,19,2,20,5,8 1596771 691 132743 TIMKENSTEEL CORPORATION COM 887399103 46088 3523567 SH DFND 19,2,20,5 3467016 0 56551 TIPTREE INC COM 88822Q103 4214 420525 SH DFND 19,2,20 390327 0 30198 TITAN INTL INC ILL COM 88830M102 10781 1505661 SH DFND 19,2,20 1424749 0 80912 TITAN MACHY INC COM 88830R101 9040 348892 SH DFND 19,2,20 330304 0 18588 TIVITY HEALTH INC COM 88870R102 34030 1475720 SH DFND 19,2,20,5 1387767 0 87953 TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 414 283666 SH DFND 2 283666 0 0 TJX COS INC NEW COM 872540109 3097284 46942767 SH DFND 10,11,12,19,2,20,5,6,8 40237286 845501 5859980 TOLL BROTHERS INC COM 889478103 217060 3925849 SH DFND 12,19,2,20,5,8 3691172 1126 233551 TOMI ENVIRONMENTAL SOLUTIONS COM NEW 890023203 28 20474 SH DFND 20 20474 0 0 ASSEMBLY BIOSCIENCES INC COM 045396108 437 125623 SH DFND 20 125623 0 0 TOMPKINS FINL CORP COM 890110109 103507 1279289 SH DFND 19,2,20,5 469083 0 810206 TONIX PHARMACEUTICALS HLDG C COM 890260706 3993 6642486 SH DFND 19,2,20 6241713 0 400773 TOOTSIE ROLL INDS INC COM 890516107 16710 549113 SH DFND 19,2,20,5 509059 770 39284 TOPBUILD CORP COM 89055F103 216799 1058535 SH DFND 19,2,20,5 983666 340 74529 TORO CO COM 891092108 268988 2761403 SH DFND 19,2,20,5,8 2541717 972 218714 TORONTO DOMINION BK ONT COM NEW 891160509 535 8086 SH DFND 20 8086 0 0 TORRID HLDGS INC COM 89142B107 2186 141688 SH DFND 2,20 133000 0 8688 TOTALENERGIES SE SPONSORED ADS 89151E109 4852 101148 SH DFND 1,20 4800 0 96348 TOUGHBUILT INDS INC COM NEW 89157G504 157 306316 SH DFND 20 306316 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 42477 1356726 SH DFND 19,2,20,5 1194018 1500 161208 ASSERTIO HOLDINGS INC COM NEW 04546C205 158 174529 SH DFND 20 174529 0 0 TOWNSQUARE MEDIA INC CL A 892231101 293 22442 SH DFND 20 22442 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 20465 115136 SH DFND 2,20 115136 0 0 TPG RE FIN TR INC COM 87266M107 17817 1411905 SH DFND 19,2,20,5 1274366 0 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905931 0 52424 TRIUMPH GROUP INC NEW COM 896818101 66254 3556317 SH DFND 19,2,20,5 3418384 202 137731 TRONOX HOLDINGS PLC SHS G9087Q102 58705 2381555 SH DFND 19,2,20,5,8,1 2148720 1600 231235 TRUEBLUE INC COM 89785X101 32270 1191664 SH DFND 19,2,20,5 1097746 1702 92216 TRUECAR INC COM 89785L107 8921 2144469 SH DFND 19,2,20,5 1953245 0 191224 ASSURED GUARANTY LTD COM G0585R106 112031 2393310 SH DFND 12,19,2,20,5,8 2244361 806 148143 TRUIST FINL CORP COM 89832Q109 3636271 61999504 SH DFND 10,12,19,2,20,5,6,8 54625080 786060 6588364 TRUPANION INC COM 898202106 92919 1196330 SH DFND 19,2,20,5 1121949 200 74181 TRUSTCO BK CORP N Y COM NEW 898349204 21282 658595 SH DFND 19,2,20,5 615721 280 42594 TRUSTMARK CORP COM 898402102 91444 2838108 SH DFND 19,2,20,5 2702685 895 134528 TSCAN THERAPEUTICS INC COM 89854M101 102 12200 SH DFND 20 12200 0 0 TTEC HLDGS INC COM 89854H102 55230 590505 SH DFND 19,2,20,5 553058 0 37447 TTM TECHNOLOGIES INC COM 87305R109 44547 3543882 SH DFND 19,2,20,5 3363163 0 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3445507 SH DFND 10,11,12,19,2,20,5,6,8 2792259 92188 561060 TWIN DISC INC COM 901476101 349 32713 SH DFND 20 32713 0 0 ASTEC INDS INC COM 046224101 38322 712176 SH DFND 19,2,20,5 670817 463 40896 TWIST BIOSCIENCE CORP COM 90184D100 146528 1369805 SH DFND 19,2,20,5 1271957 600 97248 TWITTER INC COM 90184L102 2145473 35526966 SH DFND 10,11,12,19,2,20,5,6,8 30721988 593583 4211395 TWITTER INC NOTE 0.250% 6/1 90184LAF9 41133 32729000 PRN DFND 19,2 32729000 0 0 TWO HBRS INVT CORP COM NEW 90187B408 67097 10308086 SH DFND 12,19,2,20,5,8 9615861 2027 690198 TYLER TECHNOLOGIES INC COM 902252105 756864 1650200 SH DFND 10,11,12,19,2,20,5,6,8 1379264 41236 229700 TYME TECHNOLOGIES INC COM 90238J103 293 284630 SH DFND 20 284630 0 0 TYSON FOODS INC CL A 902494103 1083086 13720373 SH DFND 10,11,12,19,2,20,5,6,8 11231299 391119 2097955 U S GLOBAL INVS INC CL A 902952100 316 55475 SH DFND 20 55475 0 0 U S GOLD CORP COM NEW 90291C201 136 13300 SH DFND 20 13300 0 0 U S PHYSICAL THERAPY COM 90337L108 47702 431300 SH DFND 19,2,20,5 405487 300 25513 ASTRA SPACE INC COM CL A 04634X103 3356 386200 SH DFND 20 386200 0 0 U S SILICA HLDGS INC COM 90346E103 27016 3381275 SH DFND 19,2,20,5 3274957 0 106318 U S XPRESS ENTERPRISES INC COM CL A 90338N202 3339 386852 SH DFND 2,20 361531 0 25321 UBER TECHNOLOGIES INC COM 90353T100 1396724 31176884 SH DFND 10,11,12,19,2,20,5,6,8 25912631 680360 4583893 UBIQUITI INC COM 90353W103 27527 92164 SH DFND 12,19,2,20,5,6,8 83758 0 8406 UDR INC COM 902653104 885623 16716171 SH DFND 10,11,12,19,2,20,5,6,8 13795266 254473 2666432 UFP INDUSTRIES INC COM 90278Q108 132939 1955556 SH DFND 19,2,20,5,8 1826828 651 128077 UFP TECHNOLOGIES INC COM 902673102 7546 122527 SH DFND 19,2,20,5 115521 0 7006 UGI CORP NEW COM 902681105 560928 13057128 SH DFND 10,11,12,19,2,20,5,6,8 12010670 214891 831567 UIPATH INC CL A 90364P105 43583 828423 SH DFND 19,20,6,8 810223 0 18200 ULTA BEAUTY INC COM 90384S303 757247 2098103 SH DFND 10,11,12,19,2,20,5,6,8 1803206 36918 257979 ASTRAZENECA PLC SPONSORED ADR 046353108 93374 1554681 SH DFND 1,12,19,2,20 1109344 6871 438466 ULTRA CLEAN HLDGS INC COM 90385V107 61121 1434760 SH DFND 19,2,20,5 1350358 0 84402 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 132928 1473865 SH DFND 19,2,20,5 1341136 600 132129 ULTRALIFE CORP COM 903899102 265 37524 SH DFND 20 37524 0 0 ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 8485 3142655 SH DFND 10,19,2,20 2794671 288060 59924 UMB FINL CORP COM 902788108 183429 1888716 SH DFND 12,19,2,20,5,8 1785665 308 102743 UMH PPTYS INC COM 903002103 20402 890897 SH DFND 19,2,20,5 790047 0 100850 UMPQUA HLDGS CORP COM 904214103 211797 10459111 SH DFND 12,19,2,20,5 10004814 2162 452135 UNDER ARMOUR INC CL A 904311107 158032 7831111 SH DFND 10,12,19,2,20,5,6,8 5371601 2859 2456651 UNDER ARMOUR INC CL C 904311206 109861 6270610 SH DFND 10,12,19,2,20,5,6 5642079 2047 626484 UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 121 65000 PRN DFND 2 65000 0 0 ASTRONICS CORP COM 046433108 14150 1006434 SH 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UNITED FIRE GROUP INC COM 910340108 17115 740898 SH DFND 19,2,20,5 694559 0 46339 UNITED INS HLDGS CORP COM 910710102 1394 384065 SH DFND 19,2,20 360867 0 23198 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 36458 3189700 SH DFND 19,2,20 3189700 0 0 UNITED NAT FOODS INC COM 911163103 93821 1937655 SH DFND 12,19,2,20,5,8 1769989 256 167410 UNITED PARCEL SERVICE INC CL B 911312106 5319129 29209934 SH DFND 1,10,11,12,19,2,20,5,6,8 25144387 566771 3498776 UNITED RENTALS INC COM 911363109 1319269 3759350 SH DFND 10,11,12,19,2,20,5,6,8 3275751 87734 395865 UNITED SEC BANCSHARES CALIF COM 911460103 364 45555 SH DFND 20 32399 0 13156 UNITED STATES ANTIMONY CORP COM 911549103 296 326884 SH DFND 20 326884 0 0 UNITED STATES CELLULAR CORP COM 911684108 11985 375826 SH DFND 19,2,20,5 345902 0 29924 ACADIA HEALTHCARE COMPANY IN COM 00404A109 146773 2301234 SH DFND 12,19,2,20,5 2127218 1100 172916 ASTROTECH CORP COM NEW 046484200 164 155961 SH DFND 20 155961 0 0 UNITED STATES STL CORP NEW COM 912909108 216992 9876760 SH DFND 1,12,19,2,20,5,8 9332273 1861 542626 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 18664 9761000 PRN DFND 19,2 9761000 0 0 UNITED STS LIME & MINERALS I COM 911922102 4622 38262 SH DFND 19,2,20,5 33855 0 4407 UNITED THERAPEUTICS CORP DEL COM 91307C102 270004 1462803 SH DFND 12,19,2,20,5,8 1344019 457 118327 UNITEDHEALTH GROUP INC COM 91324P102 17462187 44690041 SH DFND 10,11,12,19,2,20,5,6,8 33425359 1040873 10223809 UNITI GROUP INC COM 91325V108 88180 7042247 SH DFND 12,19,2,20,5,8 6438627 3741 599879 UNITIL CORP COM 913259107 23404 547067 SH DFND 19,2,20,5 507107 0 39960 UNITY BANCORP INC COM 913290102 452 19334 SH DFND 20 19334 0 0 UNITY BIOTECHNOLOGY INC COM 91381U101 308 102740 SH DFND 20 102740 0 0 UNITY SOFTWARE INC COM 91332U101 296093 2345289 SH DFND 10,11,12,19,2,20,5,6,8 2046572 38001 260716 ASURE SOFTWARE INC COM 04649U102 513 56967 SH DFND 20 56967 0 0 UNIVAR SOLUTIONS INC COM 91336L107 99615 4181984 SH DFND 12,19,2,20,5 3801459 2000 378525 UNIVERSAL CORP VA COM 913456109 60096 1243444 SH DFND 19,2,20,5,8 1231978 112 11354 UNIVERSAL DISPLAY CORP COM 91347P105 215412 1260015 SH DFND 19,2,20,5 1169777 410 89828 UNIVERSAL ELECTRS INC COM 913483103 25624 520286 SH DFND 19,2,20,5 488328 436 31522 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 38233 691757 SH DFND 10,19,2,20,5,8 608601 3000 80156 UNIVERSAL HLTH SVCS INC CL B 913903100 458360 3312571 SH DFND 10,11,12,19,2,20,5,6,8 2776431 118073 418067 UNIVERSAL INS HLDGS INC COM 91359V107 12394 950489 SH DFND 19,2,20,5 876597 8300 65592 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2576 127611 SH DFND 2,20 123577 0 4034 UNIVERSAL SEC INSTRS INC COM NEW 913821302 94 16900 SH DFND 20 16900 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 218 21046 SH DFND 20 21046 0 0 AT&T INC COM 00206R102 8257447 305718127 SH DFND 1,10,11,12,19,2,20,5,6,8 265369034 5160712 35188381 UNIVERSAL TECHNICAL INST INC COM 913915104 556 82298 SH DFND 20 82298 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 21804 796044 SH DFND 19,2,20,5 716057 0 79987 UNUM GROUP COM 91529Y106 154170 6152032 SH DFND 12,19,2,20,5,8 5747409 1430 403193 UP FINTECH HLDG LTD SPONSORED ADS 91531W106 14066 1330680 SH DFND 1,10,12,19,2,20,5,8 910690 35000 384990 UPLAND SOFTWARE INC COM 91544A109 23292 696537 SH DFND 19,2,20,5 641784 0 54753 UPSTART HLDGS INC COM 91680M107 215137 679868 SH DFND 19,2,20,5 613217 100 66551 UPWORK INC COM 91688F104 101110 2245401 SH DFND 19,2,20,5 1986838 700 257863 UR-ENERGY INC COM 91688R108 4545 2642341 SH DFND 19,2,20 2441661 0 200680 URANIUM ENERGY CORP COM 916896103 44592 14620323 SH DFND 19,2,20 14388003 0 232320 URBAN EDGE PPTYS COM 91704F104 102425 5593914 SH DFND 10,19,2,20,5,8 4873609 22692 697613 ATARA BIOTHERAPEUTICS INC COM 046513107 67678 3780897 SH DFND 19,2,20,5 3613062 0 167835 URBAN ONE INC CL A 91705J105 86 10600 SH DFND 20 10600 0 0 URBAN ONE INC CL D NON VTG 91705J204 700 102756 SH DFND 20 102756 0 0 URBAN OUTFITTERS INC COM 917047102 77418 2607537 SH 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918090101 18951 1103104 SH DFND 19,2,20,5 983112 0 119992 UWM HOLDINGS CORPORATION COM CL A 91823B109 6713 953618 SH DFND 19,2,20,5 852767 0 100851 UXIN LTD ADS 91818X108 942 341336 SH DFND 2,20 341336 0 0 V F CORP COM 918204108 1093371 16321399 SH DFND 10,11,12,19,2,20,5,6,8 13628836 244631 2447932 VAALCO ENERGY INC COM NEW 91851C201 601 204501 SH DFND 20 204501 0 0 VACCINEX INC COM 918640103 146 67800 SH DFND 20 67800 0 0 ATERIAN INC COM 02156U101 5280 487528 SH DFND 19,2,20,5 455795 0 31733 VAIL RESORTS INC COM 91879Q109 340281 1018652 SH DFND 10,11,12,19,2,20,5,6,8 677156 23949 317547 VALARIS LIMITED CL A G9460G101 7204 206536 SH DFND 20 206536 0 0 VALE S A SPONSORED ADS 91912E105 223297 14583308 SH DFND 1,10,12,19,2,20,5,8 11564693 1458089 1560526 VALERO ENERGY CORP COM 91913Y100 2016692 28577190 SH DFND 10,11,12,19,2,20,5,6,8 26081572 419353 2076265 VALHI INC NEW COM 918905209 538 23040 SH DFND 2,20 21340 0 1700 VALLEY NATL BANCORP COM 919794107 254875 18985420 SH DFND 19,2,20,5,8 18142091 6253 837076 VALLON PHARMACEUTICALS INC COM 92023M101 81 11200 SH DFND 20 11200 0 0 VALMONT INDS INC COM 920253101 135219 573889 SH DFND 19,2,20,5,8 529057 216 44616 VALUE LINE INC COM 920437100 501 14635 SH DFND 2,20 13807 0 828 VALVOLINE INC COM 92047W101 147909 4743729 SH DFND 19,2,20,5,8 4358499 1813 383417 ATHENE HOLDING LTD CL A G0684D107 205490 2983737 SH DFND 10,11,12,19,2,20,5,8 2257530 199802 526405 VANDA PHARMACEUTICALS INC COM 921659108 58242 3398042 SH DFND 19,2,20,5 3286655 0 111387 VANECK ETF TRUST AGRIBUSINESS ETF 92189F700 1423 15600 SH DFND 10 0 0 15600 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 303935 3556871 SH DFND 1,12,2 3556871 0 0 VANGUARD CHARLOTTE FDS TOTAL INT BD ETF 92203J407 24835 436016 SH DFND 12 436016 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 227 960 SH DFND 1 960 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 67355 661770 SH DFND 1,10,2,20 584370 77400 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 20474 51912 SH DFND 1 51912 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 61936 283240 SH DFND 1,20 282009 0 1231 VANGUARD INDEX FDS TOTAL STK MKT 922908769 11798 53129 SH DFND 1 53129 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 14442 106682 SH DFND 20 106682 0 0 ATHENEX INC COM 04685N103 5214 1732387 SH DFND 19,2,20,5 1575070 0 157317 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 35925 718357 SH DFND 1,20 709586 8771 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 199772 3044844 SH DFND 2,20 2863748 0 181096 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1456 10894 SH DFND 20 10894 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1084 10649 SH DFND 1 10649 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23607 250052 SH DFND 1,20 250052 0 0 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 459340 6800000 SH DFND 2 6800000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 133075 1260420 SH DFND 12,2 1260420 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 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1591052 SH DFND 19,2,20,5 1497366 1747 91939 VEEVA SYS INC CL A COM 922475108 858944 2980684 SH DFND 10,11,12,19,2,20,5,6,8 2388721 122889 469074 ATHIRA PHARMA INC COM 04746L104 4552 485253 SH DFND 19,2,20 459356 0 25897 VELOCITY FINL INC COM 92262D101 1139 86555 SH DFND 2,20 83056 0 3499 VELODYNE LIDAR INC COM 92259F101 11016 1860808 SH DFND 19,2,20,5 1730705 0 130103 VENTAS INC COM 92276F100 1357206 24386612 SH DFND 10,11,12,19,2,20,5,6,8 20158150 464338 3764124 VENUS CONCEPT INC COM 92332W105 113 44941 SH DFND 20 44941 0 0 VEON LTD SPONSORED ADR 91822M106 4024 1932821 SH DFND 19,2,20,5,8 1601121 0 331700 VEONEER INC COM 92336X109 28048 823500 SH DFND 19,2,20,5 709674 1000 112826 VERA BRADLEY INC COM 92335C106 7382 784537 SH DFND 19,2,20 762436 0 22101 VERA THERAPEUTICS INC CL A 92337R101 1306 75255 SH DFND 19,2,20 69674 0 5581 VERACYTE INC COM 92337F107 113159 2436139 SH DFND 19,2,20,5 2292686 500 142953 VERASTEM INC COM 92337C104 32692 10614237 SH DFND 19,2,20 10403022 0 211215 ACADIA PHARMACEUTICALS INC COM 004225108 95147 5728323 SH DFND 19,2,20,5 5469897 2700 255726 ATI PHYSICAL THERAPY INC COM CL A 00216W109 582 153100 SH DFND 20 153100 0 0 VERB TECHNOLOGY CO INC COM 92337U104 329 171600 SH DFND 20 171600 0 0 VEREIT INC COM 92339V308 436825 9561728 SH DFND 10,11,12,19,2,20,5,8 7581610 205800 1774318 VERICEL CORP COM 92346J108 122093 2501905 SH DFND 19,2,20,5 2398934 0 102971 VERINT SYS INC COM 92343X100 61044 1362896 SH DFND 19,2,20,5 1212867 500 149529 VERISIGN INC COM 92343E102 792380 3865079 SH DFND 1,10,11,12,19,2,20,5,6,8 3304322 81688 479069 VERISK ANALYTICS INC COM 92345Y106 1369213 6836837 SH DFND 10,11,12,19,2,20,5,6,8 5570985 147967 1117885 VERITEX HLDGS INC COM 923451108 81030 2058696 SH DFND 19,2,20,5 1896530 0 162166 VERITIV CORP COM 923454102 42489 474415 SH DFND 19,2,20,5 456177 0 18238 VERITONE INC COM 92347M100 20647 864267 SH DFND 19,2,20,5,8 819430 0 44837 VERIZON COMMUNICATIONS INC COM 92343V104 8974907 166171209 SH DFND 1,10,11,12,19,2,20,5,6,8 135369104 3100667 27701438 ATKORE INC COM 047649108 79795 918027 SH DFND 19,2,20,5,8 814005 400 103622 VERRA MOBILITY CORP COM 92511U102 41612 2761229 SH DFND 19,2,20,5 2497950 1200 262079 VERRICA PHARMACEUTICALS INC COM 92511W108 2846 227646 SH DFND 2,20 210653 0 16993 VERSO CORP CL A 92531L207 13620 656403 SH DFND 19,2,20 609005 0 47398 VERTEX ENERGY INC COM 92534K107 451 86000 SH DFND 20 86000 0 0 VERTEX INC CL A 92538J106 5668 294894 SH DFND 19,2,20,5 273412 0 21482 VERTEX PHARMACEUTICALS INC COM 92532F100 2235344 12323416 SH DFND 10,11,12,19,2,20,5,6,8 10532851 255217 1535348 VERTIV HOLDINGS CO COM CL A 92537N108 92565 3842485 SH DFND 19,2,20,5 3337043 0 505442 VERU INC COM 92536C103 9225 1081492 SH DFND 19,2,20 1011648 0 69844 VERVE THERAPEUTICS INC COM 92539P101 11233 239009 SH DFND 19,2,20 225631 0 13378 VIA RENEWABLES INC CL A COM 92556D106 2457 241099 SH DFND 19,2,20 228428 0 12671 ATLANTIC CAP BANCSHARES INC COM 048269203 9634 363687 SH DFND 19,2,20 341152 0 22535 VIACOMCBS INC CL A 92556H107 2189 51754 SH DFND 19,2,20,6 33390 0 18364 VIACOMCBS INC CL B 92556H206 1296367 32612933 SH DFND 10,11,12,19,2,20,5,6,8 24442676 454759 7715498 VIAD CORP COM 92552R406 30047 661680 SH DFND 19,2,20,5 624613 478 36589 VIANT TECHNOLOGY INC COM CL A 92557A101 3291 269337 SH DFND 19,2,20 255667 0 13670 VIASAT INC COM 92552V100 102316 1857932 SH DFND 12,19,2,20,5 1739031 727 118174 VIATRIS INC COM 92556V106 716762 52897591 SH DFND 1,10,11,12,19,2,20,5,6,8 45913682 830530 6153379 VIAVI SOLUTIONS INC COM 925550105 114857 7297120 SH DFND 19,2,20,5 6691785 1657 603678 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 12632 9676000 PRN DFND 19,2 9676000 0 0 VICI PPTYS INC COM 925652109 549887 19118713 SH DFND 10,11,12,19,2,20,5,8 14831024 452011 3835678 VICOR CORP COM 925815102 85861 639986 SH DFND 19,2,20,5 598820 200 40966 ATLANTIC COASTAL ACQUISTN CO CLASS A COM 048453104 136 14027 SH DFND 20 0 0 14027 VICTORIAS SECRET AND CO COMMON STOCK 926400102 110148 1993277 SH DFND 12,19,2,20,5,6,8 1892302 736 100239 VICTORY CAP HLDGS INC COM CL A 92645B103 3877 110742 SH DFND 19,2,20,5,8 97462 0 13280 VIDLER WATER RESOUCES INC COM 92660E107 848 74534 SH DFND 20 74534 0 0 VIEMED HEALTHCARE INC COM 92663R105 2879 518686 SH DFND 19,2,20 479037 0 39649 VIEW INC COM CL A 92671V106 7457 1375837 SH DFND 19,2,20 1248444 0 127393 VIEWRAY INC COM 92672L107 29355 4071484 SH DFND 19,2,20,5 3843986 0 227498 VIKING THERAPEUTICS INC COM 92686J106 25385 4042251 SH DFND 19,2,20,5 3878977 0 163274 VILLAGE SUPER MKT INC CL A NEW 927107409 4025 185674 SH DFND 19,2,20,5 138558 0 47116 VIMEO INC COMMON STOCK 92719V100 62927 2142565 SH DFND 10,12,19,2,20,5,8 1810233 1730 330602 VINCERX PHARMA INC COM NEW 92731L106 2556 158095 SH DFND 19,2,20 148368 0 9727 ATLANTIC UN BANKSHARES CORP COM 04911A107 98665 2677487 SH DFND 19,2,20,5 2508358 500 168629 VINCI PARTNERS INVTS LTD COM CL A G9451V109 450 34507 SH DFND 2,20 34507 0 0 VINCO VENTURES INC COM 927330100 883 137700 SH DFND 20 137700 0 0 VINE ENERGY INC CL A 92735P103 5847 355018 SH DFND 19,2,20 330259 0 24759 VINTAGE WINE ESTATES INC COM 92747V106 937 91800 SH DFND 20 91800 0 0 VIOMI TECHNOLOGY CO LTD SPONSORED ADS 92762J103 7114 1560177 SH DFND 2 1560177 0 0 VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1567 71707 SH DFND 19,20,5 58483 0 13224 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 104772 9409098 SH DFND 1,10,11,12,19,2,20,5,8 6383345 316495 2709258 VIR BIOTECHNOLOGY INC COM 92764N102 99568 2287866 SH DFND 19,2,20,5 2155256 800 131810 VIRACTA THERAPEUTICS INC COM 92765F108 4632 577552 SH DFND 19,2,20 514242 0 63310 VIRCO MFG CO COM 927651109 57 16574 SH DFND 20 16574 0 0 ATLANTICA SUSTAINABLE INFR P SHS G0751N103 18849 546196 SH DFND 2,20,5,1 546196 0 0 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 117633 4649519 SH DFND 19,2,20,5 4333808 1700 314011 VIRGINIA NATL BANKSHARES COR COM 928031103 318 8804 SH DFND 20 8804 0 0 VIRIDIAN THERAPEUTICS INC COM 92790C104 392 23841 SH DFND 20 23841 0 0 VIRNETX HLDG CORP COM 92823T108 6498 1657736 SH DFND 19,2,20,5 1563762 0 93974 VIRTRA INC COM PAR 92827K301 233 23000 SH DFND 20 23000 0 0 VIRTU FINL INC CL A 928254101 34847 1426397 SH DFND 19,2,20,5 1261553 0 164844 VIRTUS INVT PARTNERS INC COM 92828Q109 77594 250045 SH DFND 10,19,2,20,5,8 232807 0 17238 VISA INC COM CL A 92826C839 16269040 73037217 SH DFND 10,11,12,19,2,20,5,6,8 57199166 1817414 14020637 VISHAY INTERTECHNOLOGY INC COM 928298108 84401 4201162 SH DFND 19,2,20,5,8 3910635 789 289738 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12671 12216000 PRN DFND 19,2 12216000 0 0 ATLANTICUS HOLDINGS CORP COM 04914Y102 4777 90027 SH DFND 19,2,20 83960 0 6067 VISHAY PRECISION GROUP INC COM 92835K103 8154 234525 SH DFND 19,2,20,5 211066 0 23459 VISLINK TECHNOLOGIES INC COM 92836Y300 316 174807 SH DFND 20 174807 0 0 VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 411 81659 SH DFND 2 81659 0 0 VISTA OUTDOOR INC COM 928377100 71264 1767894 SH DFND 19,2,20,5,8 1708920 586 58388 VISTAGEN THERAPEUTICS INC COM NEW 92840H202 21523 7855139 SH DFND 19,2,20 7529319 0 325820 VISTEON CORP COM NEW 92839U206 94559 1001786 SH DFND 12,19,2,20,5,8 938441 459 62886 VISTRA CORP COM 92840M102 169107 9889313 SH DFND 10,11,12,19,2,20,5,8 8587668 284218 1017427 VITAL FARMS INC COM 92847W103 7263 413356 SH DFND 19,2,20,5 376308 0 37048 VIVEVE MED INC COM NEW 92852W501 125 54708 SH DFND 20 54708 0 0 VIVINT SMART HOME INC COM CL A 928542109 20251 2142965 SH DFND 19,2,20,5 2034801 0 108164 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 88506 1083567 SH DFND 19,2,20,5,8 1047638 0 35929 VIVOS THERAPEUTICS INC COM 92859E108 74 18233 SH DFND 20 18233 0 0 VIZIO HLDG CORP CL A COM 92858V101 854 40200 SH DFND 20 40200 0 0 VMWARE INC CL A COM 928563402 320292 2153950 SH DFND 10,11,12,19,2,20,5,6,8 1458351 79775 615824 VOCERA COMMUNICATIONS INC COM 92857F107 30862 674431 SH DFND 19,2,20,5 599942 0 74489 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 8926 577673 SH DFND 1,2,20 571662 0 6011 VOLITIONRX LTD COM 928661107 325 104823 SH DFND 20 104823 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 208 58665 SH DFND 20 58665 0 0 VONAGE HLDGS CORP COM 92886T201 129779 8050819 SH DFND 19,2,20,5 7523199 4300 523320 VONTIER CORPORATION COM 928881101 153703 4574481 SH DFND 1,19,2,20,5 4198563 1199 374719 VOR BIOPHARMA INC COM 929033108 3702 236123 SH DFND 19,2,20 212289 0 23834 ATLAS CORP SHARES Y0436Q109 9406 619216 SH DFND 19,2,20,5 416550 1300 201366 VORNADO RLTY TR SH BEN INT 929042109 475649 11322280 SH DFND 10,11,12,19,2,20,5,6,8 9354942 143058 1824280 VOXX INTL CORP CL A 91829F104 3288 287186 SH DFND 19,2,20 270820 0 16366 VOYA FINANCIAL INC COM 929089100 213892 3484150 SH DFND 10,11,12,19,2,20,5,8 2761338 137857 584955 VOYAGER THERAPEUTICS INC COM 92915B106 223 84814 SH DFND 20 84814 0 0 VROOM INC COM 92918V109 40305 1826250 SH DFND 19,2,20,5 1654658 0 171592 VSE CORP COM 918284100 8748 181610 SH DFND 19,2,20 170520 0 11090 VTV THERAPEUTICS INC CL A 918385105 94 61687 SH DFND 20 61687 0 0 VULCAN MATLS CO COM 929160109 971560 5743440 SH DFND 10,11,12,19,2,20,5,6,8 4878960 91743 772737 VUZIX CORP COM NEW 92921W300 24518 2344023 SH DFND 19,2,20,5 2230115 1500 112408 VYANT BIO INC COM 92942V109 153 65671 SH DFND 20 65671 0 0 ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 2105 206962 SH DFND 2,20 195300 0 11662 VYNE THERAPEUTICS INC COM 92941V209 756 544013 SH DFND 2,20 544013 0 0 W & T OFFSHORE INC COM 92922P106 7154 1923128 SH DFND 19,2,20 1789738 0 133390 WABASH NATL CORP COM 929566107 25776 1703646 SH DFND 19,2,20,5 1588054 2200 113392 WABTEC COM 929740108 645793 7490927 SH DFND 1,10,11,12,19,2,20,5,6,8 6532341 123477 835109 WAITR HLDGS INC COM 930752100 318 358637 SH DFND 20 358637 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2149537 45686221 SH DFND 1,10,11,12,19,2,20,5,6,8 35923172 523501 9239548 WALKER & DUNLOP INC COM 93148P102 119258 1050730 SH DFND 19,2,20,5 984185 0 66545 WALMART INC COM 931142103 8918598 63987642 SH DFND 1,10,11,12,19,2,20,5,6,8 50384253 1822564 11780825 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 298 30511 SH DFND 20 0 0 30511 WARNER MUSIC GROUP CORP COM CL A 934550203 15046 352047 SH DFND 10,20,5,6,8 352047 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 96777 4707615 SH DFND 10,19,2,20,5,8 4180648 16956 510011 ATLASSIAN CORP PLC CL A G06242104 606024 1548836 SH DFND 10,12,19,2,20,5,6,8,1 1398488 0 150348 WARRIOR MET COAL INC COM 93627C101 41051 1764134 SH DFND 19,2,20,5,8 1653346 0 110788 WASHINGTON FED INC COM 938824109 92026 2682185 SH DFND 19,2,20,5 2523574 1029 157582 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 111362 4468929 SH DFND 10,12,19,2,20,5,8 3944959 16487 507483 WASHINGTON TR BANCORP INC COM 940610108 27398 512132 SH DFND 19,2,20,5 460707 0 51425 WASTE CONNECTIONS INC COM 94106B101 291809 2317235 SH DFND 10,11,12,19,2,20,5,6,8 1482051 151380 683804 WASTE MGMT INC DEL COM 94106L109 2921194 19558072 SH DFND 10,11,12,19,2,20,5,6,8 14961221 2259971 2336880 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RILEY FINANCIAL INC COM 05580M108 37263 631146 SH DFND 19,2,20,5 586806 3600 40740 BABCOCK & WILCOX ENTERPRISES COM 05614L209 6314 985046 SH DFND 19,2,20,5 890897 0 94149 BADGER METER INC COM 056525108 169500 1675897 SH DFND 19,2,20,5,6 1594061 120 81716 BAIDU INC SPON ADR REP A 056752108 849741 5526961 SH DFND 1,10,11,12,19,2,20,5,8 4013612 170402 1342947 BAKER HUGHES COMPANY CL A 05722G100 1442423 58326868 SH DFND 10,11,12,19,2,20,5,6,8 51742231 399154 6185483 BALCHEM CORP COM 057665200 143476 989015 SH DFND 19,2,20,5 917564 416 71035 ACCURAY INC COM 004397105 10506 2659767 SH DFND 19,2,20 2566407 0 93360 BALL CORP COM 058498106 1321184 14684721 SH DFND 10,11,12,19,2,20,5,6,8 12306004 184905 2193812 BALLANTYNE STRONG INC COM 058516105 83 27064 SH DFND 20 27064 0 0 BALLARD PWR SYS INC NEW COM 058586108 12233 870679 SH DFND 2 870679 0 0 BALLYS CORPORATION COM 05875B106 30508 608455 SH DFND 19,2,20,5 535944 0 72511 BANC OF CALIFORNIA INC COM 05990K106 41423 2233005 SH DFND 19,2,20,5 1925444 0 307561 BANCFIRST CORP COM 05945F103 49190 813340 SH DFND 19,2,20,5 769613 0 43727 BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1835 471698 SH DFND 19,2,20 439683 0 32015 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1255 189646 SH DFND 1,12,20 18954 0 170692 BANCO BRADESCO S A SP ADR PFD NEW 059460303 72150 18821232 SH DFND 10,19,2,20,5 15483530 2047751 1289951 BANCO DE CHILE SPONSORED ADS 059520106 1550 83850 SH DFND 19,2,20,5 76316 0 7534 ACELRX PHARMACEUTICALS INC COM 00444T100 443 434621 SH DFND 20,5 434621 0 0 BANCO MACRO SA SPON ADR B 05961W105 3308 194686 SH DFND 19,2,20,5 142431 700 51555 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 10869 1661873 SH DFND 10,19,2,20,5 1164836 166407 330630 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6739 340875 SH DFND 10,19,2,20,5,8 234965 59700 46210 BANCO SANTANDER S.A. 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32417 0 13162 BBQ HLDGS INC COM 05551A109 537 35582 SH DFND 20 35582 0 0 BCB BANCORP INC COM 055298103 1395 94540 SH DFND 19,20,5 54740 0 39800 ACLARIS THERAPEUTICS INC COM 00461U105 19047 1058164 SH DFND 19,2,20,5 978886 0 79278 BCE INC COM NEW 05534B760 5731 112887 SH DFND 2 112887 0 0 BEACON ROOFING SUPPLY INC COM 073685109 51799 1084563 SH DFND 19,2,20,5 959274 552 124737 BEAM GLOBAL COM 07373B109 8311 303666 SH DFND 19,2,20 292825 0 10841 BEAM THERAPEUTICS INC COM 07373V105 121964 1401720 SH DFND 19,2,20,5 1306543 200 94977 BEASLEY BROADCAST GROUP INC CL A 074014101 41 15375 SH DFND 20 15375 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 11310 655653 SH DFND 19,2,20 625887 0 29766 BECTON DICKINSON & CO COM 075887109 3005032 12224521 SH DFND 1,10,11,12,19,2,20,5,6,8 10626955 174024 1423542 BED BATH & BEYOND INC COM 075896100 64145 3713192 SH DFND 1,12,19,2,20,5,8 3451568 723 260901 BEIGENE LTD SPONSORED ADR 07725L102 328545 905082 SH DFND 1,10,12,19,2,20,5,8 603329 19700 282053 BEL 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09077A106 1489 124379 SH DFND 2,20 117189 0 7190 BIOMERICA INC COM NEW 09061H307 246 54631 SH DFND 20 54631 0 0 BIONANO GENOMICS INC COM 09075F107 41376 7522852 SH DFND 19,2,20,5 7022401 5100 495351 BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 175 79440 SH DFND 2 79440 0 0 BIONTECH SE SPONSORED ADS 09075V102 14075 51557 SH DFND 10,19,2,20,5,6,8 48257 0 3300 BIOSIG TECHNOLOGIES INC COM NEW 09073N201 309 103773 SH DFND 20 103773 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2811025 36322848 SH DFND 10,11,12,19,2,20,5,6,8 31059497 873819 4389532 BIOVENTUS INC COM CL A 09075A108 2108 148898 SH DFND 2,20 140028 0 8870 BIOXCEL THERAPEUTICS INC COM 09075P105 40323 1328599 SH DFND 19,2,20,5 1301258 0 27341 BIT DIGITAL INC SHS G1144A105 7680 1062188 SH DFND 19,2,20,5 1019788 0 42400 BIT MINING LIMITED SPON ADR REP A 055474100 7183 879216 SH DFND 19,2,20 861216 0 18000 BJS RESTAURANTS INC COM 09180C106 32468 777500 SH DFND 19,2,20,5 727982 0 49518 BJS WHSL CLUB HLDGS INC COM 05550J101 233154 4245340 SH DFND 12,19,2,20,5 3953542 1200 290598 BK OF AMERICA CORP COM 060505104 13898440 327407294 SH DFND 1,10,12,19,2,20,5,6,8 284362071 5928191 37117032 BK TECHNOLOGIES CORPORATION COM 05587G104 46 16130 SH DFND 20 16130 0 0 BLACK DIAMOND THERAPEUTICS I COM 09203E105 3009 355703 SH DFND 19,2,20,5 332529 0 23174 BLACK HILLS CORP COM 092113109 388113 6184079 SH DFND 12,19,2,20,5,8 6024010 480 159589 ACUITY BRANDS INC COM 00508Y102 161709 932742 SH DFND 12,19,2,20,5,8 859722 280 72740 BLACK KNIGHT INC COM 09215C105 253483 3520599 SH DFND 10,11,12,19,2,20,5,6,8 2748309 106298 665992 BLACKBAUD INC COM 09227Q100 106972 1520572 SH DFND 19,2,20,5 1417839 2629 100104 BLACKBERRY LTD COM 09228F103 3927 403612 SH DFND 2,20 403612 0 0 BLACKLINE INC COM 09239B109 126230 1069202 SH DFND 19,2,20,5 960564 700 107938 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 10912 6518000 PRN DFND 19,2 6518000 0 0 BLACKROCK INC COM 09247X101 5322462 6346388 SH DFND 10,12,19,2,20,5,6,8 5444498 159492 742398 BLACKSTONE 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HLDGS INC CL A NEW 09523Q200 354 48215 SH DFND 20 48215 0 0 BLUE BIRD CORP COM 095306106 9270 444389 SH DFND 19,2,20,5 412398 0 31991 BLUE FOUNDRY BANCORP COM 09549B104 4087 296400 SH DFND 2,20 284100 0 12300 ACUSHNET HLDGS CORP COM 005098108 30977 663321 SH DFND 19,2,20,5 592604 400 70317 BLUE OWL CAPITAL INC COM CL A 09581B103 12971 833600 SH DFND 20 833600 0 0 BLUE RIDGE BANKSHARES INC VA COM 095825105 4128 234697 SH DFND 2,20 221798 0 12899 BLUEBIRD BIO INC COM 09609G100 85420 4469936 SH DFND 19,2,20,5 4328115 900 140921 BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 7117 275842 SH DFND 19,2,20 257098 0 18744 BLUELINX HLDGS INC COM NEW 09624H208 7680 157129 SH DFND 19,2,20 141743 0 15386 BLUEPRINT MEDICINES CORP COM 09627Y109 173583 1688384 SH DFND 19,2,20,5 1569734 400 118250 BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 1546 119816 SH DFND 20,5 119816 0 0 BM TECHNOLOGIES INC CL A COM 05591L107 1718 193008 SH DFND 19,2,20,5 185334 0 7674 BOEING CO COM 097023105 5850352 26599764 SH DFND 1,10,11,12,19,2,20,5,6,8 18595884 326549 7677331 BOISE CASCADE CO DEL COM 09739D100 71689 1328065 SH DFND 10,19,2,20,5,8 1244300 100 83665 ACUTUS MED INC COM 005111109 2902 328256 SH DFND 19,2,20 309000 0 19256 BOK FINL CORP COM NEW 05561Q201 85936 959642 SH DFND 19,2,20,5 895349 306 63987 BOLT BIOTHERAPEUTICS INC COM 097702104 3550 280666 SH DFND 19,2,20 262667 0 17999 BONANZA CREEK ENERGY INC COM NEW 097793400 81232 1695856 SH DFND 19,2,20,5 1663693 0 32163 BOOKING HOLDINGS INC COM 09857L108 3804687 1602736 SH DFND 10,11,12,19,2,20,5,6,8 1377689 29269 195778 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 38060 25872000 PRN DFND 19,2 25872000 0 0 BOOT BARN HLDGS INC COM 099406100 89858 1011120 SH DFND 19,2,20,5 947425 200 63495 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 241931 3048914 SH DFND 10,11,12,19,2,20,5,6,8 2377744 153842 517328 BORGWARNER INC COM 099724106 426809 9877550 SH DFND 10,11,12,19,2,20,5,6,8 8411278 257130 1209142 BOSTON BEER INC CL A 100557107 151354 296919 SH DFND 10,12,19,2,20,5,6,8 252859 12921 31139 BOSTON OMAHA CORP COM 101044105 12170 313815 SH DFND 19,2,20,5 284583 0 29232 ACV AUCTIONS INC COM CL A 00091G104 2539 141900 SH DFND 20 141900 0 0 BOSTON PROPERTIES INC COM 101121101 1053125 9633744 SH DFND 1,10,11,12,19,2,20,5,6,8 7940715 132943 1560086 BOSTON SCIENTIFIC CORP COM 101137107 2714052 62550166 SH DFND 1,10,11,12,19,2,20,5,6,8 54494035 989443 7066688 BOTTOMLINE TECH DEL INC COM 101388106 55595 1415344 SH DFND 19,2,20,5 1317959 250 97135 BOX INC CL A 10316T104 86402 3650277 SH DFND 19,2,20,5 2853667 1500 795110 BOXLIGHT CORP COM CL A 103197109 4261 1893856 SH DFND 2,20 1893856 0 0 BOYD GAMING CORP COM 103304101 129357 2044840 SH DFND 19,2,20,5,8 1882889 532 161419 BP PLC SPONSORED ADR 055622104 715193 26168774 SH DFND 1,20 78989 25879870 209915 BRADY CORP CL A 104674106 193430 3815183 SH DFND 19,2,20,5 3715425 292 99466 BRAEMAR HOTELS & RESORTS INC COM 10482B101 3345 689660 SH DFND 2,20 649764 0 39896 BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 286 86703 SH DFND 20 86703 0 0 1LIFE HEALTHCARE INC COM 68269G107 45814 2262431 SH DFND 19,2,20,5 2067416 400 194615 ADAGIO THERAPEUTICS INC COM 00534A102 13351 316078 SH DFND 19,2,20 300207 0 15871 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 148960 11099814 SH DFND 10,19,2,20,5,8 10058089 35349 1006376 BRASKEM S A SP ADR PFD A 105532105 4016 183975 SH DFND 19,2,20,5 140475 23500 20000 BRF SA SPONSORED ADR 10552T107 9096 1812037 SH DFND 10,19,2,20,8 1545329 239216 27492 BRICKELL BIOTECH INC COM 10802T105 44 60847 SH DFND 20 60847 0 0 BRIDGE INVT GROUP HLDGS INC COM CL A 10806B100 1023 57900 SH DFND 20 57900 0 0 BRIDGEBIO PHARMA INC COM 10806X102 144540 3083859 SH DFND 19,2,20,5 2896777 500 186582 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 22954 16605000 PRN DFND 19,2 16605000 0 0 BRIDGELINE DIGITAL INC COM 10807Q700 75 18300 SH DFND 20 18300 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 7543 430785 SH DFND 19,2,20 403562 0 27223 BRIGHAM MINERALS INC CL A COM 10918L103 22407 1169474 SH DFND 19,2,20,5 1092930 3100 73444 ADAMAS PHARMACEUTICALS INC COM 00548A106 554 112859 SH DFND 20 112859 0 0 BRIGHT HEALTH GROUP INC COM 10920V107 4145 507905 SH DFND 19,2,20 472410 0 35495 BRIGHT HORIZONS FAM SOL IN D COM 109194100 120200 862144 SH DFND 19,2,20,5,8 743311 600 118233 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 66 23003 SH DFND 2 23003 0 0 BRIGHTCOVE INC COM 10921T101 8938 774530 SH DFND 19,2,20,5 727002 0 47528 BRIGHTHOUSE FINL INC COM 10922N103 106524 2355159 SH DFND 12,19,2,20,5,8 2173684 913 180562 BRIGHTSPHERE INVT GROUP INC COM 10948W103 51221 1960247 SH DFND 19,2,20,5,8 1807389 0 152858 BRIGHTSPIRE CAPITAL INC COM CL A 10949T109 14511 1520603 SH DFND 19,2,20,5 1317447 0 203156 BRIGHTVIEW HLDGS INC COM 10948C107 10819 732966 SH DFND 19,2,20,5 663013 0 69953 BRINKER INTL INC COM 109641100 74443 1517704 SH DFND 19,2,20,5,8 1413674 201 103829 BRINKS CO COM 109696104 92221 1456886 SH DFND 19,2,20,5 1346908 594 109384 ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 408 420205 SH DFND 20 420205 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 5525634 92625294 SH DFND 1,10,11,12,19,2,20,5,6,8 79698502 1680833 11245959 BRISTOW GROUP INC COM 11040G103 22690 712846 SH DFND 19,2,20,5 691938 0 20908 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 38545 1069984 SH DFND 10,12,2,20,5,8 980706 74746 14532 BRIXMOR PPTY GROUP INC COM 11120U105 304854 13788051 SH DFND 10,12,19,2,20,5,8 11781693 69350 1937008 BROADCOM INC COM 11135F101 7754448 15990860 SH DFND 10,11,12,19,2,20,5,6,8 13672181 307979 2010700 BROADMARK RLTY CAP INC COM 11135B100 28467 2866870 SH DFND 19,2,20,5 2610317 2200 254353 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 817941 4889737 SH DFND 1,10,11,12,19,2,20,5,6,8 4122649 116971 650117 BROADSTONE NET LEASE INC COM 11135E203 143467 5724538 SH DFND 10,19,2,20,5,8 4854461 30700 839377 BROADWAY FINL CORP DEL COM 111444105 126 38018 SH DFND 20 38018 0 0 BROADWIND INC COM NEW 11161T207 160 61895 SH DFND 20 61895 0 0 ADAMS RES & ENERGY INC COM NEW 006351308 319 10488 SH DFND 20 10488 0 0 BROOKDALE SR LIVING INC COM 112463104 29720 4717512 SH DFND 12,19,2,20,5,8 4334285 496 382731 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 41762 697432 SH DFND 19,2,20 647135 0 50297 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 45806 1180259 SH DFND 2,20 1053697 0 126562 BROOKLINE BANCORP INC DEL COM 11373M107 48562 3182296 SH DFND 19,2,20,5 2987034 0 195262 BROOKLYN IMMUNOTHERAPEUTICS COM 114082100 4649 499860 SH DFND 19,2,20,5 459395 0 40465 BROOKS AUTOMATION INC NEW COM 114340102 194709 1902380 SH DFND 19,2,20,5,8 1752469 459 149452 BROWN & BROWN INC COM 115236101 662603 11949554 SH DFND 10,11,12,19,2,20,5,6,8 10370291 257889 1321374 BROWN FORMAN CORP CL A 115637100 9180 145978 SH DFND 2,20,6 114769 0 31209 BROWN FORMAN CORP CL B 115637209 679948 10120092 SH DFND 10,12,19,2,20,5,6,8 8510240 321200 1288652 BRP GROUP INC COM CL A 05589G102 28713 862509 SH DFND 19,2,20,5 773567 0 88942 ADAPTHEALTH CORP COMMON STOCK 00653Q102 36245 1556231 SH DFND 19,2,20,5 1464253 0 91978 BRT APARTMENTS CORP COM 055645303 3674 188361 SH DFND 2,20 177062 0 11299 BRUKER CORP COM 116794108 162331 2078506 SH DFND 19,2,20,5,8 1844329 892 233285 BRUNSWICK CORP COM 117043109 193327 2029252 SH DFND 10,12,19,2,20,5,8 1881612 657 146983 BRYN MAWR BK CORP COM 117665109 25725 559840 SH DFND 19,2,20,5 514819 497 44524 BSQUARE CORP COM NEW 11776U300 135 55832 SH DFND 20 55832 0 0 BTRS HOLDINGS INC COM CL 1 11778X104 13559 1274305 SH DFND 19,2,20,5 1189456 0 84849 BUCKLE INC COM 118440106 48079 1214422 SH DFND 19,2,20,5,8 1155109 956 58357 BUILD-A-BEAR WORKSHOP INC COM 120076104 837 49435 SH DFND 20 49435 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 323753 6257310 SH DFND 12,19,2,20,5,8 5838290 1881 417139 BUMBLE INC COM CL A 12047B105 15871 317547 SH DFND 19,2,20,5 268067 0 49480 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 2941 567209 SH DFND 1,2,5 278351 0 288858 BUNGE LIMITED COM G16962105 316334 3889995 SH DFND 10,11,12,19,2,20,5,6,8 2897410 242921 749664 BURGERFI INTERNATIONAL INC COM 12122L101 248 28680 SH DFND 20 28680 0 0 BURLINGTON STORES INC COM 122017106 392173 1382985 SH DFND 10,11,12,19,2,20,5,6,8 1125576 38153 219256 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 28088 18920000 PRN DFND 19,2 18920000 0 0 BURNING ROCK BIOTECH LTD SPONSORED ADS 12233L107 10046 561833 SH DFND 10,12,19,2,20,5,8 424333 18300 119200 BUSINESS FIRST BANCSHARES IN COM 12326C105 8039 343680 SH DFND 19,2,20 323759 0 19921 BUTTERFLY NETWORK INC COM CL A 124155102 38376 3675862 SH DFND 19,2,20,5 3476393 0 199469 BWX TECHNOLOGIES INC COM 05605H100 117889 2188813 SH DFND 19,2,20,5,8 2005715 1259 181839 BYLINE BANCORP INC COM 124411109 13346 543411 SH DFND 19,2,20,5,8 501386 0 42025 BYRNA TECHNOLOGIES INC COM NEW 12448X201 4482 205023 SH DFND 19,2,20 188999 0 16024 ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 51861 1525758 SH DFND 19,2,20,5 1326438 800 198520 C & F FINL CORP COM 12466Q104 457 8545 SH DFND 20 8545 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 804848 9199854 SH DFND 10,11,12,19,2,20,5,6,8 7349099 228321 1622434 C3 AI INC CL A 12468P104 29280 631860 SH DFND 19,2,20,5 577973 400 53487 C4 THERAPEUTICS INC COM STK 12529R107 74108 1658630 SH DFND 19,2,20 1621446 0 37184 CABALETTA BIO INC COM 12674W109 511 42007 SH DFND 20 42007 0 0 CABLE ONE INC COM 12685J105 310049 171002 SH DFND 10,11,12,19,2,20,5,6,8 145771 3580 21651 CABOT CORP COM 127055101 89995 1795581 SH DFND 19,2,20,5,8 1670229 863 124489 CABOT OIL & GAS CORP COM 127097103 678872 31198160 SH DFND 10,11,12,19,2,20,5,6,8 29176919 431001 1590240 CACI INTL INC CL A 127190304 158478 604648 SH DFND 12,19,2,20,5,8 549336 310 55002 CACTUS INC CL A 127203107 45713 1211905 SH DFND 19,2,20,5 1107655 0 104250 ADDUS HOMECARE CORP COM 006739106 41318 518088 SH DFND 19,2,20,5 486463 0 31625 CADENCE BANCORPORATION CL A 12739A100 146165 6655981 SH DFND 19,2,20,5 6397835 11200 246946 CADENCE DESIGN SYSTEM INC COM 127387108 1742607 11506916 SH DFND 1,10,11,12,19,2,20,5,6,8 9617019 464415 1425482 CADIZ INC COM NEW 127537207 3603 511849 SH DFND 19,2,20,5 461266 0 50583 CAE INC COM 124765108 407 13628 SH DFND 8 0 0 13628 CAESARS ENTERTAINMENT INC NE COM 12769G100 870578 7753632 SH DFND 10,12,19,2,20,5,6,8 6690412 118509 944711 CAESARSTONE LTD ORD SHS M20598104 5736 461819 SH DFND 19,2,20 390679 0 71140 CAI INTERNATIONAL INC COM 12477X106 21407 382876 SH DFND 19,2,20,5 350899 0 31977 CAL MAINE FOODS INC COM NEW 128030202 81224 2246232 SH DFND 19,2,20,5,8 2174422 700 71110 CALADRIUS BIOSCIENCES INC COM NEW 128058203 265 217561 SH DFND 20 217561 0 0 CALAMP CORP COM 128126109 17165 1725142 SH DFND 19,2,20,5 1683765 0 41377 ADECOAGRO S A COM L00849106 17873 1979283 SH DFND 10,12,19,2,20,5,8 1010558 61100 907625 CALAVO GROWERS INC COM 128246105 21281 556521 SH DFND 19,2,20,5 521000 0 35521 CALERES INC COM 129500104 35824 1606953 SH DFND 19,2,20,5 1526161 0 80792 CALIFORNIA BANCORP INC COM 13005U101 329 19093 SH DFND 20 19093 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 59702 1456155 SH DFND 19,2,20,5 1352000 0 104155 CALIFORNIA WTR SVC GROUP COM 130788102 246642 4185343 SH DFND 19,2,20,5,6,8 4015827 600 168916 CALITHERA BIOSCIENCES INC COM 13089P101 471 216114 SH DFND 20 216114 0 0 CALIX INC COM 13100M509 55202 1116780 SH DFND 19,2,20,5 994586 0 122194 CALLAWAY GOLF CO COM 131193104 92769 3357531 SH DFND 19,2,20,5,8 3151808 1582 204141 CALLON PETE CO DEL COM 13123X508 188270 3835989 SH DFND 12,19,2,20,5 3780660 0 55329 CALYXT INC COM 13173L107 136 40332 SH DFND 20 40332 0 0 ADIAL PHARMACEUTICALS INC COM 00688A106 215 50154 SH DFND 20 50154 0 0 CAMBER ENERGY INC COM 13200M508 795 208007 SH DFND 20 208007 0 0 CAMBIUM NETWORKS CORP SHS G17766109 5441 150343 SH DFND 19,2,20 139946 0 10397 CAMBRIDGE BANCORP COM 132152109 11474 130384 SH DFND 19,2,20 118747 0 11637 CAMDEN NATL CORP COM 133034108 18288 381787 SH DFND 19,2,20,5,8 346930 0 34857 CAMDEN PPTY TR SH BEN INT 133131102 756867 5104031 SH DFND 10,11,12,19,2,20,5,8 4259690 83064 761277 CAMPBELL SOUP CO COM 134429109 428397 10246285 SH DFND 10,11,12,19,2,20,5,6,8 7445971 129927 2670387 CAMPING WORLD HLDGS INC CL A 13462K109 38238 983744 SH DFND 19,2,20,5 900126 0 83618 CANAAN INC SPONSORED ADS 134748102 3995 653821 SH DFND 19,2,20,5 546021 2400 105400 CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1071 30016 SH DFND 2,20,5 30016 0 0 CANADIAN IMP BK COMM COM 136069101 1549 13777 SH DFND 20 12872 538 367 1ST CONSTITUTION BANCORP COM 31986N102 581 24531 SH DFND 20 24531 0 0 ADICET BIO INC COM 007002108 2323 296247 SH DFND 19,2,20 278849 0 17398 CANADIAN NATL RY CO COM 136375102 15937 137803 SH DFND 20 200 0 137603 CANADIAN PAC RY LTD COM 13645T100 17029 261097 SH DFND 20,8 5797 0 255300 CANADIAN SOLAR INC COM 136635109 11068 319971 SH DFND 2,20,5,8 319971 0 0 CANDEL THERAPEUTICS INC COM 137404109 288 26600 SH DFND 20 26600 0 0 CANGO INC ADS 137586103 608 151368 SH DFND 19,2,20 151368 0 0 CANNAE HLDGS INC COM 13765N107 52704 1694128 SH DFND 19,2,20,5 1480613 392 213123 CANO HEALTH INC COM CL A 13781Y103 6537 515500 SH DFND 20 515500 0 0 CANON INC SPONSORED ADR 138006309 311 12750 SH DFND 20 12750 0 0 CANOO INC COM CL A 13803R102 14414 1874426 SH DFND 19,2,20,5 1732220 0 142206 CANTALOUPE INC COM 138103106 12593 1168203 SH DFND 19,2,20 1079820 0 88383 ADIENT PLC ORD SHS G0084W101 117518 2835167 SH DFND 12,19,2,20,5,8 2625158 974 209035 CAPITAL BANCORP INC MD COM 139737100 3283 136449 SH DFND 2,20 126236 0 10213 CAPITAL CITY BK GROUP INC COM 139674105 6949 280883 SH DFND 19,2,20,5 253356 0 27527 CAPITAL ONE FINL CORP COM 14040H105 3260742 20131764 SH DFND 10,11,12,19,2,20,5,6,8 17428639 392965 2310160 CAPITAL SR LIVING CORP COM 140475203 288 8173 SH DFND 20 8173 0 0 CAPITOL FED FINL INC COM 14057J101 51968 4522856 SH DFND 12,19,2,20,5 4147658 0 375198 CAPRI HOLDINGS LIMITED SHS G1890L107 203300 4199548 SH DFND 12,19,2,20,5,8,1 3396758 1700 801090 CAPRICOR THERAPEUTICS INC COM NEW 14070B309 288 71748 SH DFND 20 71748 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 6250 294279 SH DFND 19,2,20 275035 0 19244 CAPSTEAD MTG CORP COM NO PAR 14067E506 22688 3355138 SH DFND 19,2,20,5 3069490 16793 268855 CAPSTONE GREEN ENERGY CORP COM 14067D508 266 55369 SH DFND 20 55369 0 0 ADITXT INC COM 007025109 39 23028 SH DFND 20 23028 0 0 CARA THERAPEUTICS INC COM 140755109 23239 1504166 SH DFND 19,2,20,5 1403166 0 101000 CARDIFF ONCOLOGY INC COM 14147L108 4206 631556 SH DFND 19,2,20 591659 0 39897 CARDINAL HEALTH INC COM 14149Y108 949873 19018014 SH DFND 10,11,12,19,2,20,5,6,8 17036890 169034 1812090 CARDIOVASCULAR SYS INC DEL COM 141619106 50934 1551460 SH DFND 19,2,20,5 1470192 800 80468 CARDLYTICS INC COM 14161W105 51685 615739 SH DFND 19,2,20,5 550624 400 64715 CARECLOUD INC COM 14167R100 178 23363 SH DFND 20 23363 0 0 CAREDX INC COM 14167L103 113140 1785387 SH DFND 19,2,20,5 1676610 700 108077 CAREMAX INC COM CL A 14171W103 1836 190100 SH DFND 20 190100 0 0 CARETRUST REIT INC COM 14174T107 103160 5011976 SH DFND 10,19,2,20,5,8 4422545 19220 570211 CARGURUS INC COM CL A 141788109 59563 1896313 SH DFND 19,2,20,5 1711550 900 183863 ADMA BIOLOGICS INC COM 000899104 468 414244 SH DFND 19,20 404044 0 10200 CARIBOU BIOSCIENCES INC COM 142038108 6769 283589 SH DFND 19,2,20 269464 0 14125 CARLISLE COS INC COM 142339100 416455 2094950 SH DFND 10,12,19,2,20,5,8 1988548 647 105755 CARLOTZ INC COM CL A 142552108 3477 912639 SH DFND 19,2,20 848143 0 64496 CARLYLE GROUP INC COM 14316J108 168493 3563728 SH DFND 10,12,19,2,20,5,8 2587969 132026 843733 CARMAX INC COM 143130102 813814 6359912 SH DFND 10,11,12,19,2,20,5,6,8 5465262 112599 782051 CARNIVAL CORP UNIT 99/99/9999 143658300 768537 30729188 SH DFND 10,11,12,19,2,20,5,6,8 26331116 454444 3943628 CARPARTS COM INC COM 14427M107 20570 1317769 SH DFND 19,2,20,5 1241124 0 76645 CARPENTER TECHNOLOGY CORP COM 144285103 97526 2978803 SH DFND 19,2,20,5,8 2885762 314 92727 CARRIAGE SVCS INC COM 143905107 18127 406523 SH DFND 10,19,2,20,5,8 372581 0 33942 CARRIER GLOBAL CORPORATION COM 14448C104 1856127 35860260 SH DFND 10,11,12,19,2,20,5,6,8 31143906 670085 4046269 ADOBE SYSTEMS INCORPORATED COM 00724F101 10885662 18907910 SH DFND 10,11,12,19,2,20,5,6,8 15926420 545862 2435628 CARROLS RESTAURANT GROUP INC COM 14574X104 2562 629890 SH DFND 19,2,20 590681 0 39209 CARS COM INC COM 14575E105 18164 1435913 SH DFND 19,2,20,5 1294012 1676 140225 CARTER BANKSHARES INC COM NEW 146103106 6254 439784 SH DFND 19,2,20 410186 0 29598 CARTERS INC COM 146229109 107825 1108853 SH DFND 19,2,20,5,8 1021647 675 86531 CARVANA CO CL A 146869102 477061 1582081 SH DFND 10,11,12,19,2,20,5,6,8 1302462 40610 239009 CASA SYS INC COM 14713L102 4413 650894 SH DFND 19,2,20 578850 0 72044 CASELLA WASTE SYS INC CL A 147448104 74245 977680 SH DFND 19,2,20,5 868864 800 108016 CASEYS GEN STORES INC COM 147528103 250416 1328820 SH DFND 12,19,2,20,5,8 1253391 439 74990 CASI PHARMACEUTICALS INC COM 14757U109 395 332142 SH DFND 20 332142 0 0 CASPER SLEEP INC 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19,2,20,5 873635 0 55898 CITRIX SYS INC COM 177376100 564796 5260278 SH DFND 10,11,12,19,2,20,5,6,8 4372757 133984 753537 CITY HLDG CO COM 177835105 49522 635637 SH DFND 19,2,20,5 602553 0 33084 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 6097 766941 SH DFND 19,2,20 713117 0 53824 CITY OFFICE REIT INC COM 178587101 23864 1336162 SH DFND 19,2,20,5,8 1207427 0 128735 CIVEO CORP CDA COM NEW 17878Y207 200 8908 SH DFND 2,20 8908 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 5947 255985 SH DFND 19,2,20 241108 0 14877 CLARIVATE PLC ORD SHS G21810109 199711 9119225 SH DFND 10,11,12,19,2,20,5,6,8,1 7703948 187849 1227428 CLARUS CORP NEW COM 18270P109 11285 440294 SH DFND 19,2,20 430276 0 10018 CLEAN ENERGY FUELS CORP COM 184499101 108908 13362981 SH DFND 19,2,20,5 13021686 1400 339895 CLEAN HARBORS INC COM 184496107 131526 1266258 SH DFND 12,19,2,20,5 1152131 746 113381 CLEANSPARK INC COM NEW 18452B209 9958 859152 SH DFND 19,2,20,5 805355 0 53797 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 20314 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