The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if itis accurate and complete.

The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION OMB APPROVAL

Washington, D.C. 20549

FORM 13F

OMB Number: 3235-0006Expires: July 31, 2015Estimated average burden hours per response: 23.8

FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: 03-31-2021 Check here if Amendment: Amendment Number:  This Amendment (Check only one.): is a restatement.

adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name: STATE STREET CORP 

Address: ONE LINCOLN STREET 

BOSTON  MA  02111 

Form 13F File Number: 028-00399 

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report isauthorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items,statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Elizabeth Schaefer 

Title: SENIOR VICE PRESIDENT, DEPUTY CONTROLLER 

Phone: 617-664-5273 

Signature, Place, and Date of Signing:

Elizabeth Schaefer  Boston,  UNITED STATES 05-17-2021 

[Signature] [City, State] [Date]

Do you wish to provide information pursuant to Special Instruction 5?     Yes      X  No

Report Type (Check only one.):

X  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)

 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)

 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion arereported by other reporting manager(s).)

Form 13F Summary Page

Report Summary:

Number of Other Included Managers: 11 

Form 13F Information table Entry Total: 3965 

Form 13F Information table Value Total: 1,743,808,902  (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F number(s) of all institutional investement managers with respect to which this report is filed,other than the manager filing this report.

   No. Form 13F File Number Name CIK

1  028-00733  STATE STREET BANK & TRUST CO  0000093748 

2  028-11338  SSGA FUNDS MANAGEMENT INC  0001257442 

5  028-11326  State Street Global Advisors LTD  0001324602 

6  028-11327  State Street Global Advisors Ltd.  0001324601 

8  028-11330  State Street Global Advisors, Australia  0001324595 

10  028-11332  State Street Global Advisors (Japan) Co., Ltd.  0001324600 

11  028-18493  State Street Global Advisors Singapore LTD  0001324599 

12  028-11331  State Street Global Advisors Asia LTD  0001324598 

13  028-11334  State Street Global Advisors GmbH  0001324597 

19  028-14459  State Street Global Advisors Ireland Ltd  0001520010 

20  028-18135  State Street Global Advisors Trust Co  0001714343 

FORM 13F INFORMATION TABLE

NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(x$1000)

SHRS ORPRN AMT

SH /PRN

PUT /CALL

INVESTMENTDISCRETION

OTHERMANAGER

VOTING AUTHORITY

1 800 FLOWERS COM INC CL A 68243Q106 21,008 760,896 SH - DFND 2,20,5,8 666,700 0 94,196

3-D SYS CORP DEL COM NEW 88554D205 136,409 4,971,177 SH - DFND 2,20,5,8 4,536,457 3,366 431,354

AGNC INVT CORP COM 00123Q104 225,895 13,386,044 SH - DFND 10,11,12,13,19,2,20,5,6,88,642,639 250,785 4,492,620

CREE INC COM 225447101 307,348 2,842,396 SH - DFND 13,19,2,20,5,8 2,607,868 960 233,568

CREE INC NOTE 0.875% 9/0 225447AB7 19,393 10,572,000 PRN - DFND 2,5 10,572,000 0 0

CRH PLC ADR 12626K203 505 10,536 SH - DFND 20 10,536 0 0

CRINETICS PHARMACEUTICALS IN COM 22663K107 7,221 472,561 SH - DFND 2,20,5,8 398,503 0 74,058

CRISPR THERAPEUTICS AG NAMEN AKT H17182108 17,326 142,189 SH - DFND 13,19,2,20,5,8 88,995 1,200 51,994

CRITEO S A SPONS ADS 226718104 6,782 195,271 SH - DFND 1,2,20,5,8 46,774 0 148,497

CROCS INC COM 227046109 161,562 2,008,225 SH - DFND 2,20,5,8 1,769,287 968 237,970

CROSS CTRY HEALTHCARE INC COM 227483104 13,603 1,089,118 SH - DFND 2,20,5 1,003,173 0 85,945

CROSSFIRST BANKSHARES INC COM 22766M109 11,312 820,331 SH - DFND 19,2,20,5,8 697,810 0 122,521

CROWDSTRIKE HLDGS INC CL A 22788C105 582,549 3,191,876 SH - DFND 10,11,12,13,19,2,20,5,6,82,577,178 91,374 523,324

AGORA INC ADS 00851L103 5,696 113,304 SH - DFND 1,10,19,2,8 99,604 0 13,700

CROWN CASTLE INTL CORP NEW COM 22822V101 3,006,225 17,464,855 SH - DFND 10,11,12,13,19,2,20,5,6,813,904,215 207,198 3,353,442

CROWN HLDGS INC COM 228368106 256,742 2,645,730 SH - DFND 10,11,12,13,19,2,20,5,6,81,995,076 163,489 487,165

CRYOLIFE INC COM 228903100 32,870 1,455,733 SH - DFND 2,20,5,8 1,317,599 0 138,134

CRYOPORT INC COM PAR $0.001 229050307 46,570 895,414 SH - DFND 2,20,5,8 762,211 300 132,903

CSG SYS INTL INC COM 126349109 48,895 1,089,225 SH - DFND 19,2,20,5,8 979,538 20 109,667

CSW INDUSTRIALS INC COM 126402106 37,552 278,162 SH - DFND 2,20,5,8 231,543 0 46,619

CSX CORP COM 126408103 3,042,017 31,549,644 SH - DFND 10,11,12,13,19,2,20,5,6,827,393,452 525,184 3,631,008

CTI BIOPHARMA CORP COM 12648L601 62 21,152 SH - DFND 20 21,152 0 0

CTO REALTY GROWTH INC COM 22948Q101 5,616 107,976 SH - DFND 13,2,20,5 90,510 0 17,466

CTS CORP COM 126501105 31,472 1,011,965 SH - DFND 2,20,5,8 897,271 1,122 113,572

AGREE REALTY CORP COM 008492100 214,317 3,174,298 SH - DFND 10,19,2,20,5,8 2,775,706 14,900 383,692

CUBESMART COM 229663109 249,545 6,537,570 SH - DFND 10,12,13,19,2,20,5,85,454,559 46,994 1,036,017

CUBIC CORP COM 229669106 133,608 1,791,717 SH - DFND 19,2,20,5,8 1,677,379 566 113,772

CUE BIOPHARMA INC COM 22978P106 16,721 1,370,605 SH - DFND 2,20,5,8 1,301,242 0 69,363

CULLEN FROST BANKERS INC COM 229899109 552,088 5,076,201 SH - DFND 12,13,2,20,5,8 4,955,435 3,910 116,856

CULLINAN ONCOLOGY INC COM 230031106 8,118 194,815 SH - DFND 2,20,5 165,406 0 29,409

CUMMINS INC COM 231021106 1,794,996 6,927,543 SH - DFND 10,11,12,13,19,2,20,5,6,85,807,125 274,512 845,906

CUREVAC N V COM N2451R105 796 8,700 SH - DFND 10 8,700 0 0

CURIS INC COM NEW 231269200 51,470 4,546,824 SH - DFND 2,20 4,546,824 0 0

CURO GROUP HOLDINGS CORP COM 23131L107 4,015 275,163 SH - DFND 2,20 236,737 0 38,426

CURTISS WRIGHT CORP COM 231561101 162,409 1,367,441 SH - DFND 13,19,2,20,5,8 1,283,437 413 83,591

AGRIFY CORP COM 00853E107 580 46,500 SH - DFND 2,20 37,600 0 8,900

CUSHMAN WAKEFIELD PLC SHS G2717B108 34,161 2,093,191 SH - DFND 2,20,5,8 1,714,311 0 378,880

CUSTOMERS BANCORP INC COM 23204G100 41,958 1,318,614 SH - DFND 19,2,20,5,8 1,222,663 0 95,951

CUTERA INC COM 232109108 19,984 665,018 SH - DFND 2,20,5 623,276 0 41,742

CVB FINL CORP COM 126600105 124,172 5,576,088 SH - DFND 2,20,5,8 5,116,911 631 458,546

CVR ENERGY INC COM 12662P108 26,286 1,370,505 SH - DFND 2,20,5,8 1,267,481 0 103,024

CVS HEALTH CORP COM 126650100 4,000,168 53,172,515 SH - DFND 10,11,12,13,19,2,20,5,6,845,900,116 846,679 6,425,720

CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 14,956 13,857,000 PRN - DFND 2,5 13,857,000 0 0

CYBERARK SOFTWARE LTD SHS M2682V108 100,974 780,684 SH - DFND 10,12,13,19,2,20,5,6,8549,723 18,800 212,161

CYBEROPTICS CORP COM 232517102 4,626 178,114 SH - DFND 13,2,20,5 160,398 0 17,716

CYCLERION THERAPEUTICS INC COM 23255M105 1,116 400,146 SH - DFND 2,20,5 344,416 0 55,730

AGROFRESH SOLUTIONS INC COM 00856G109 921 460,626 SH - DFND 2,20 403,548 0 57,078

CYMABAY THERAPEUTICS INC COM 23257D103 5,860 1,290,846 SH - DFND 2,20,5,8 1,100,610 0 190,236

CYRUSONE INC COM 23283R100 282,391 4,139,035 SH - DFND 10,12,19,2,20,5,8 3,651,583 29,300 458,152

CYTOKINETICS INC COM NEW 23282W605 96,342 4,141,970 SH - DFND 19,2,20,5,8 3,924,791 0 217,179

CYTOMX THERAPEUTICS INC COM 23284F105 25,964 3,358,865 SH - DFND 19,2,20,5,8 3,182,585 0 176,280

CYTOSORBENTS CORP COM NEW 23283X206 5,710 657,786 SH - DFND 2,20,5 568,945 0 88,841

D R HORTON INC COM 23331A109 1,355,033 15,204,587 SH - DFND 10,11,12,13,19,2,20,5,6,812,776,272 595,435 1,832,880

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8

SOLE SHARED NONE

DADA NEXUS LTD ADS 23344D108 1,207 44,491 SH - DFND 10,19,2,20 16,791 0 27,700

DAILY JOURNAL CORP COM 233912104 6,132 19,378 SH - DFND 2,20 16,561 0 2,817

DAKTRONICS INC COM 234264109 7,344 1,171,357 SH - DFND 2,20,5 1,076,787 0 94,570

DANA INC COM 235825205 117,878 4,844,985 SH - DFND 12,13,19,2,20,5,8 4,325,084 2,077 517,824

AIR LEASE CORP CL A 00912X302 66,982 1,362,561 SH - DFND 12,13,2,20,5,8 1,143,727 900 217,934

DANAHER CORPORATION COM 235851102 5,583,895 24,785,456 SH - DFND 1,10,11,12,13,19,2,20,5,6,821,264,020 392,270 3,129,166

DANIMER SCIENTIFIC INC COM CL A 236272100 1,457 38,600 SH - DFND 20 38,600 0 0

DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 100,178 1,326,855 SH - DFND 1,10,12,13,19,2,20,5,81,045,385 27,200 254,270

DARDEN RESTAURANTS INC COM 237194105 751,658 5,293,368 SH - DFND 10,11,12,13,19,2,20,5,6,84,571,172 111,959 610,237

DARLING INGREDIENTS INC COM 237266101 357,956 4,864,856 SH - DFND 12,13,2,20,5,8 4,287,318 1,184 576,354

DASEKE INC COM 23753F107 6,688 787,776 SH - DFND 2,20,5 684,843 0 102,933

DATADOG INC CL A COM 23804L103 276,606 3,319,012 SH - DFND 10,11,12,13,19,2,20,5,6,82,653,476 140,417 525,119

DATTO HLDG CORP COM 23821D100 7,021 306,462 SH - DFND 2,20 292,766 0 13,696

DAVE & BUSTERS ENTMT INC COM 238337109 70,515 1,472,124 SH - DFND 2,20,5,8 1,318,120 400 153,604

DAVITA INC COM 23918K108 362,924 3,367,576 SH - DFND 10,11,12,13,19,2,20,5,6,82,756,780 104,347 506,449

AIR PRODS & CHEMS INC COM 009158106 2,957,838 10,458,248 SH - DFND 1,10,11,12,13,19,2,20,5,6,89,191,640 207,126 1,059,482

DAWSON GEOPHYSICAL CO NEW COM 239360100 25 10,036 SH - DFND 20 10,036 0 0

DBX ETF TR XTRACK HRVSTCSI 233051879 4,707 121,870 SH - DFND 5 121,870 0 0

DECIBEL THERAPEUTICS INC COM 24343R106 661 58,218 SH - DFND 2,20 47,900 0 10,318

DECIPHERA PHARMACEUTICALS IN COM 24344T101 83,359 1,859,037 SH - DFND 2,20,5,8 1,728,559 400 130,078

DECKERS OUTDOOR CORP COM 243537107 283,567 858,203 SH - DFND 12,13,19,2,20,5,8 757,134 293 100,776

DEERE & CO COM 244199105 4,653,182 12,407,492 SH - DFND 1,10,11,12,13,19,2,20,5,6,810,705,074 147,265 1,555,153

DEL TACO RESTAURANTS INC NEW COM 245496104 5,103 532,673 SH - DFND 2,20,5 447,976 0 84,697

DELEK US HLDGS INC NEW COM 24665A103 63,907 2,934,189 SH - DFND 12,2,20,5,8 2,693,601 1,400 239,188

DELL TECHNOLOGIES INC CL C 24703L202 502,742 5,703,252 SH - DFND 1,10,11,12,13,19,2,20,5,6,84,359,950 174,873 1,168,429

DELTA AIR LINES INC DEL COM NEW 247361702 1,050,522 21,758,955 SH - DFND 1,10,11,12,13,19,2,20,5,6,819,768,532 83,147 1,907,276

AIR TRANSPORT SERVICES GRP I COM 00922R105 45,191 1,544,469 SH - DFND 2,20,5,8 1,376,388 0 168,081

DELUXE CORP COM 248019101 61,236 1,459,389 SH - DFND 19,2,20,5,8 1,301,298 7,967 150,124

DENALI THERAPEUTICS INC COM 24823R105 115,152 2,016,667 SH - DFND 13,19,2,20,5,8 1,772,224 800 243,643

DENBURY INC COM 24790A101 35,544 742,204 SH - DFND 2,20 742,204 0 0

DENNYS CORP COM 24869P104 21,389 1,181,068 SH - DFND 2,20,5,8 949,891 0 231,177

DENTSPLY SIRONA INC COM 24906P109 609,735 9,540,678 SH - DFND 10,11,12,13,19,2,20,5,6,87,939,652 275,931 1,325,095

DERMTECH INC COM 24984K105 55,186 1,086,560 SH - DFND 2,20,5 1,064,681 0 21,879

DESIGNER BRANDS INC CL A 250565108 42,699 2,453,958 SH - DFND 12,2,20,5,8 2,274,388 106 179,464

DESKTOP METAL INC COM CL A 25058X105 1,088 73,000 SH - DFND 20 73,000 0 0

DESPEGAR COM CORP ORD SHS G27358103 3,021 221,614 SH - DFND 2,20,5 160,902 0 60,712

DEVON ENERGY CORP NEW COM 25179M103 872,287 39,921,603 SH - DFND 1,10,11,12,13,19,2,20,5,6,837,158,302 346,941 2,416,360

AIRBNB INC COM CL A 009066101 91,915 489,065 SH - DFND 10,11,12,13,19,20,5,6,8343,418 29,747 115,900

DEXCOM INC COM 252131107 1,355,651 3,772,089 SH - DFND 10,11,12,13,19,2,20,5,6,83,233,637 45,662 492,790

DEXCOM INC NOTE 0.750%12/0 252131AH0 52,774 23,840,000 PRN - DFND 2,5 23,840,000 0 0

DHI GROUP INC COM 23331S100 3,074 917,706 SH - DFND 2,20 800,647 0 117,059

DHT HOLDINGS INC SHS NEW Y2065G121 11,883 2,003,910 SH - DFND 2,20,5 1,724,920 0 278,990

DIAGEO PLC SPON ADR NEW 25243Q205 1,362 8,220 SH - DFND 20 8,220 0 0

DIAMOND HILL INVT GROUP INC COM NEW 25264R207 10,784 69,126 SH - DFND 2,20,5,8 58,657 0 10,469

DIAMOND S SHIPPING INC COM Y20676105 4,670 465,626 SH - DFND 2,20,5 397,695 0 67,931

DIAMONDBACK ENERGY INC COM 25278X109 801,406 10,904,963 SH - DFND 10,12,13,19,2,20,5,6,810,166,494 1,971 736,498

DIAMONDROCK HOSPITALITY CO COM 252784301 110,194 10,698,467 SH - DFND 10,13,19,2,20,5,8 9,477,081 47,508 1,173,878

DIANA SHIPPING INC COM Y2066G104 65 21,744 SH - DFND 2,20 21,744 0 0

AKAMAI TECHNOLOGIES INC COM 00971T101 695,351 6,823,857 SH - DFND 10,11,12,13,19,2,20,5,6,85,659,843 162,927 1,001,087

DICERNA PHARMACEUTICALS INC COM 253031108 77,875 3,045,557 SH - DFND 19,2,20,5,8 2,813,184 600 231,773

DICKS SPORTING GOODS INC COM 253393102 122,589 1,609,838 SH - DFND 12,13,19,2,20,5,8 1,469,952 457 139,429

DIEBOLD INC COM 253651103 33,272 2,354,711 SH - DFND 19,2,20,5,8 2,080,034 2,012 272,665

DIGI INTL INC COM 253798102 17,524 922,816 SH - DFND 2,20,5,8 851,923 0 70,893

DIGIMARC CORP NEW COM 25381B101 8,475 285,736 SH - DFND 2,20,5 256,033 0 29,703

DIGITAL RLTY TR INC COM 253868103 2,220,541 15,766,410 SH - DFND 10,11,12,13,19,2,20,5,6,813,331,907 208,834 2,225,669

DIGITAL TURBINE INC COM NEW 25400W102 139,588 1,737,030 SH - DFND 13,2,20,5,8 1,435,699 800 300,531

DIGITALOCEAN HLDGS INC COM 25402D102 506 12,000 SH - DFND 20 0 0 12,000

DILLARDS INC CL A 254067101 22,968 237,476 SH - DFND 13,2,20,5,8 211,118 349 26,009

DIME CMNTY BANCSHARES INC COM 25432X102 34,831 1,155,636 SH - DFND 2,20,5,8 1,037,893 566 117,177

360 DIGITECH INC AMERICAN DEP 88557W101 16,171 621,709 SH - DFND 13,2,20,5 478,878 0 142,831

AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 38,297 31,671,000 PRN - DFND 2,5 31,671,000 0 0

DINE BRANDS GLOBAL INC COM 254423106 43,647 484,808 SH - DFND 2,20,5,8 424,167 2,047 58,594

DIODES INC COM 254543101 126,611 1,585,812 SH - DFND 2,20,5,8 1,425,135 263 160,414

DISCOVER FINL SVCS COM 254709108 1,280,105 13,476,213 SH - DFND 10,11,12,13,19,2,20,5,6,811,854,481 181,926 1,439,806

DISCOVERY INC COM SER A 25470F104 325,373 7,486,718 SH - DFND 10,11,12,13,19,2,20,5,6,86,392,555 166,791 927,372

DISCOVERY INC COM SER C 25470F302 652,296 17,682,200 SH - DFND 10,11,12,13,19,2,20,5,6,813,665,697 326,933 3,689,570

DISH NETWORK CORPORATION CL A 25470M109 393,446 10,868,674 SH - DFND 10,11,12,13,19,2,20,5,6,89,568,693 159,366 1,140,615

DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 28,440 29,597,000 PRN - DFND 2,5 29,597,000 0 0

DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77,731 80,318,000 PRN - DFND 2,5 80,318,000 0 0

DISNEY WALT CO COM 254687106 13,019,602 70,559,302 SH - DFND 1,10,11,12,13,19,2,20,5,6,855,026,931 959,261 14,573,110

DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 59,751 12,500,247 SH - DFND 10,13,19,2,20,5,811,094,298 61,271 1,344,678

AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 35,498 32,645,000 PRN - DFND 2,5 32,645,000 0 0

DMC GLOBAL INC COM 23291C103 27,721 510,883 SH - DFND 2,20,5,8 459,551 0 51,332

DOCUSIGN INC COM 256163106 722,165 3,567,129 SH - DFND 10,11,12,13,19,2,20,5,6,82,896,920 82,956 587,253

DOLBY LABORATORIES INC COM CL A 25659T107 84,043 851,329 SH - DFND 13,19,2,20,5,8 700,672 562 150,095

DOLLAR GEN CORP NEW COM 256677105 2,075,911 10,245,343 SH - DFND 10,11,12,13,19,2,20,5,6,88,678,433 262,392 1,304,518

DOLLAR TREE INC COM 256746108 1,116,550 9,754,935 SH - DFND 10,11,12,13,19,2,20,5,6,88,291,561 164,021 1,299,353

DOMINION ENERGY INC COM 25746U109 3,065,786 40,360,537 SH - DFND 10,11,12,13,19,2,20,5,6,835,024,337 422,428 4,913,772

DOMINION ENERGY INC UNIT 99/99/9999 25746U133 31,238 315,500 SH - DFND 2 315,500 0 0

DOMINOS PIZZA INC COM 25754A201 604,800 1,644,417 SH - DFND 10,11,12,13,19,2,20,5,6,81,331,449 27,401 285,567

DOMO INC COM CL B 257554105 30,447 540,889 SH - DFND 2,20,5,8 453,605 0 87,284

DOMTAR CORP COM NEW 257559203 63,233 1,711,310 SH - DFND 12,13,2,20,5,8 1,511,979 2,050 197,281

AKEBIA THERAPEUTICS INC COM 00972D105 57,695 17,044,176 SH - DFND 2,20,5,8 16,542,003 1,272 500,901

DONALDSON INC COM 257651109 280,320 4,819,816 SH - DFND 13,19,2,20,5,8 4,567,929 1,096 250,791

DONEGAL GROUP INC CL A 257701201 3,068 206,487 SH - DFND 13,2,20,5,8 160,198 0 46,289

DONNELLEY FINL SOLUTIONS INC COM 25787G100 25,024 899,166 SH - DFND 2,20,5 820,251 0 78,915

DONNELLEY R R & SONS CO COM 257867200 280 69,044 SH - DFND 20,5 69,044 0 0

DOORDASH INC CL A 25809K105 13,070 99,671 SH - DFND 10,19,2,20,8 99,671 0 0

DORIAN LPG LTD SHS USD Y2106R110 15,149 1,153,798 SH - DFND 2,20,5,8 1,039,756 0 114,042

DORMAN PRODS INC COM 258278100 87,112 848,711 SH - DFND 19,2,20,5,8 731,883 100 116,728

DOUGLAS DYNAMICS INC COM 25960R105 20,644 447,329 SH - DFND 2,20,5,8 355,961 8,300 83,068

DOUGLAS EMMETT INC COM 25960P109 230,703 7,282,530 SH - DFND 10,12,13,19,2,20,5,86,422,286 40,366 819,878

DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 21,448 2,060,292 SH - DFND 10,12,13,19,2,20,5,81,714,592 41,200 304,500

AKERNA CORP COM 00973W102 1,460 295,601 SH - DFND 2,20,5 262,482 0 33,119

DOVER CORP COM 260003108 989,992 7,219,366 SH - DFND 1,10,11,12,13,19,2,20,5,6,86,228,926 223,002 767,438

DOW INC COM 260557103 2,411,753 37,719,005 SH - DFND 10,11,12,13,19,2,20,5,6,827,834,283 481,483 9,403,239

DR REDDYS LABS LTD ADR 256135203 55,374 902,000 SH - DFND 1,12,13,19,2,20,5,8 518,835 0 383,165

DRAFTKINGS INC COM CL A 26142R104 121,563 1,982,121 SH - DFND 10,12,13,19,2,20,5,6,81,400,340 106,735 475,046

DRIL-QUIP INC COM 262037104 44,159 1,328,897 SH - DFND 2,20,5,8 1,209,174 496 119,227

DRIVE SHACK INC COM 262077100 219 68,353 SH - DFND 20,5 68,353 0 0

DRIVEN BRANDS HLDGS INC COM 26210V102 6,271 246,690 SH - DFND 2,20 229,506 0 17,184

DROPBOX INC CL A 26210C104 146,565 5,497,571 SH - DFND 10,11,12,13,19,2,20,5,6,84,251,798 166,090 1,079,683

DSP GROUP INC COM 23332B106 13,364 937,852 SH - DFND 2,20,5,8 882,729 0 55,123

DTE ENERGY CO COM 233331107 1,260,352 9,390,478 SH - DFND 10,11,12,13,19,2,20,5,6,88,295,684 149,557 945,237

AKERO THERAPEUTICS INC COM 00973Y108 27,271 940,046 SH - DFND 2,20,5,8 901,698 0 38,348

DTE ENERGY CO UNIT 11/01/2022S 233331842 25,843 518,000 SH - DFND 2 518,000 0 0

DUCK CREEK TECHNOLOGIES INC SHS 264120106 29,910 662,605 SH - DFND 2,20 600,151 0 62,454

DUCOMMUN INC DEL COM 264147109 19,933 332,214 SH - DFND 2,20,5,8 297,610 0 34,604

DUKE ENERGY CORP NEW COM NEW 26441C204 3,671,303 38,032,772 SH - DFND 1,10,11,12,13,19,2,20,5,6,833,383,696 450,233 4,198,843

DUKE REALTY CORP COM NEW 264411505 891,137 21,252,964 SH - DFND 10,11,12,13,19,2,20,5,6,818,208,769 309,561 2,734,634

DULUTH HLDGS INC COM CL B 26443V101 3,202 189,034 SH - DFND 2,20,5,8 158,718 0 30,316

DUN & BRADSTREET HLDGS INC COM 26484T106 26,244 1,102,244 SH - DFND 19,2,20 1,017,575 0 84,669

DUPONT DE NEMOURS INC COM 26614N102 2,147,919 27,793,981 SH - DFND 10,11,12,13,19,2,20,5,6,819,448,176 329,385 8,016,420

DURECT CORP COM 266605104 7,891 3,985,308 SH - DFND 19,2,20,5,8 3,336,942 0 648,366

DXC TECHNOLOGY CO COM 23355L106 255,484 8,172,862 SH - DFND 1,10,12,13,19,2,20,5,6,87,256,489 3,884 912,489

AKOUOS INC COM 00973J101 4,682 337,539 SH - DFND 2,20,5 287,985 0 49,554

DXP ENTERPRISES INC COM NEW 233377407 16,217 537,530 SH - DFND 2,20,5,8 484,412 0 53,118

DYADIC INTL INC DEL COM 26745T101 1,769 322,215 SH - DFND 2,20 275,853 0 46,362

DYCOM INDS INC COM 267475101 85,328 918,990 SH - DFND 13,2,20,5,8 808,786 405 109,799

DYNATRACE INC COM NEW 268150109 169,867 3,521,292 SH - DFND 10,11,12,13,19,2,20,5,6,82,812,563 97,524 611,205

DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 69,633 7,083,764 SH - DFND 2,20,5,8 6,727,498 0 356,266

DYNE THERAPEUTICS INC COM 26818M108 3,532 227,404 SH - DFND 2,20 190,543 0 36,861

DYNEX CAP INC COM 26817Q886 13,527 710,632 SH - DFND 2,20,5,8 625,211 0 85,421

DZS INC COM 268211109 2,816 181,115 SH - DFND 2,20 153,053 0 28,062

E L F BEAUTY INC COM 26856L103 34,241 1,276,211 SH - DFND 2,20,5,8 1,118,197 0 158,014

EAGLE BANCORP INC MD COM 268948106 67,012 1,259,389 SH - DFND 2,20,5,8 1,148,401 800 110,188

AKOUSTIS TECHNOLOGIES INC COM 00973N102 7,450 558,447 SH - DFND 2,20,5 477,922 0 80,525

EAGLE BANCORP MONT INC COM 26942G100 2,513 103,319 SH - DFND 2,20 89,719 0 13,600

EAGLE BULK SHIPPING INC COM Y2187A150 3,740 103,546 SH - DFND 2,20 88,007 0 15,539

EAGLE MATLS INC COM 26969P108 129,652 964,604 SH - DFND 13,19,2,20,5 884,331 438 79,835

EAGLE PHARMACEUTICALS INC COM 269796108 33,500 802,584 SH - DFND 2,20,5,8 765,307 0 37,277

EARGO INC COM 270087109 14,356 287,408 SH - DFND 2,20,5 268,278 0 19,130

EARTHSTONE ENERGY INC CL A 27032D304 2,895 404,836 SH - DFND 2,20 340,123 0 64,713

EAST WEST BANCORP INC COM 27579R104 399,391 5,411,799 SH - DFND 12,13,2,20,5,8 5,122,502 1,680 287,617

EASTERLY GOVT PPTYS INC COM 27616P103 87,671 4,229,168 SH - DFND 10,19,2,20,5,8 3,714,520 21,300 493,348

EASTERN BANKSHARES INC COM 27627N105 140,847 7,301,571 SH - DFND 2,20,5 6,819,742 0 481,829

EASTERN CO COM 276317104 2,327 86,821 SH - DFND 2,20 73,801 0 13,020

ALAMO GROUP INC COM 011311107 45,826 293,474 SH - DFND 2,20,5,8 259,327 0 34,147

EASTGROUP PPTYS INC COM 277276101 286,211 1,986,606 SH - DFND 10,19,2,20,5,8 1,730,970 9,629 246,007

EASTMAN CHEM CO COM 277432100 698,586 6,305,836 SH - DFND 10,11,12,13,19,2,20,5,6,85,290,453 279,785 735,598

EASTMAN KODAK CO COM NEW 277461406 4,075 517,785 SH - DFND 2,20,5,8 459,285 0 58,500

EATON CORP PLC SHS G29183103 2,360,085 17,067,436 SH - DFND 10,11,12,13,19,2,20,5,6,814,590,037 501,803 1,975,596

EBANG INTL HLDGS INC CL A SHS G3R33A106 2,086 262,438 SH - DFND 2,20,5 248,638 0 13,800

EBAY INC. COM 278642103 1,819,403 29,709,395 SH - DFND 10,11,12,13,19,2,20,5,6,824,840,497 943,766 3,925,132

EBIX INC COM NEW 278715206 29,363 916,744 SH - DFND 2,20,5,8 821,925 500 94,319

ECHO GLOBAL LOGISTICS INC COM 27875T101 32,024 1,019,538 SH - DFND 2,20,5,8 921,361 0 98,177

ECHOSTAR CORP CL A 278768106 18,653 777,212 SH - DFND 13,2,20,5,8 685,734 307 91,171

ECOLAB INC COM 278865100 2,393,471 11,156,228 SH - DFND 10,11,12,13,19,2,20,5,6,89,617,327 224,737 1,314,164

ALARM COM HLDGS INC COM 011642105 129,643 1,500,841 SH - DFND 2,20,5,8 1,329,836 500 170,505

ECOPETROL S A SPONSORED ADS 279158109 22,763 1,775,547 SH - DFND 10,13,2,20,5 1,581,540 108,287 85,720

EDGEWELL PERS CARE CO COM 28035Q102 70,263 1,770,364 SH - DFND 12,13,19,2,20,5,8 1,577,786 850 191,728

EDISON INTL COM 281020107 1,574,369 26,569,880 SH - DFND 10,11,12,13,19,2,20,5,6,817,205,550 175,646 9,188,684

EDITAS MEDICINE INC COM 28106W103 97,596 2,323,718 SH - DFND 19,2,20,5,8 2,093,063 600 230,055

EDWARDS LIFESCIENCES CORP COM 28176E108 2,151,797 25,726,891 SH - DFND 10,11,12,13,19,2,20,5,6,821,798,260 577,690 3,350,941

EGAIN CORP COM NEW 28225C806 3,351 353,152 SH - DFND 2,20,5 304,844 0 48,308

EHANG HLDGS LTD ADS 26853E102 1,111 30,000 SH - DFND 1 0 0 30,000

EHEALTH INC COM 28238P109 65,110 895,234 SH - DFND 19,2,20,5,8 803,921 300 91,013

EIGER BIOPHARMACEUTICALS INC COM 28249U105 4,517 510,366 SH - DFND 2,20,5 443,589 0 66,777

EL POLLO LOCO HLDGS INC COM 268603107 9,263 574,650 SH - DFND 2,20,5,8 509,539 0 65,111

ALASKA AIR GROUP INC COM 011659109 291,272 4,208,531 SH - DFND 10,12,13,2,20,5,6,83,887,771 951 319,809

ELANCO ANIMAL HEALTH INC COM 28414H103 418,455 14,209,011 SH - DFND 10,11,12,13,19,2,20,5,6,812,546,105 189,490 1,473,416

ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 11,450 251,200 SH - DFND 2 251,200 0 0

ELASTIC N V ORD SHS N14506104 92,945 835,835 SH - DFND 13,19,2,20,5,8 708,897 500 126,438

ELBIT SYS LTD ORD M3760D101 10,667 74,592 SH - DFND 2 74,592 0 0

ELECTROMED INC COM 285409108 1,065 101,082 SH - DFND 2,20 87,293 0 13,789

ELECTRONIC ARTS INC COM 285512109 1,885,692 13,929,909 SH - DFND 10,11,12,13,19,2,20,5,6,811,717,686 508,682 1,703,541

ELEMENT SOLUTIONS INC COM 28618M106 48,926 2,675,040 SH - DFND 2,20,5,8 2,215,416 4,200 455,424

ELLINGTON FINANCIAL INC COM 28852N109 13,753 853,719 SH - DFND 2,20,5,8 706,241 0 147,478

ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 2,204 174,960 SH - DFND 2,20,5 155,760 0 19,200

ELOXX PHARMACEUTICALS INC COM 29014R103 1,453 437,719 SH - DFND 2,20,5 371,231 0 66,488

3M CO COM 88579Y101 5,953,263 30,897,152 SH - DFND 10,11,12,13,19,2,20,5,6,821,616,996 617,005 8,663,151

ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,847 876,151 SH - DFND 2,20 765,450 0 110,701

EMAGIN CORP COM NEW 29076N206 44 11,693 SH - DFND 20 11,693 0 0

EMBRAER S.A. SPONSORED ADS 29082A107 2,475 247,210 SH - DFND 2,20 247,210 0 0

EMCOR GROUP INC COM 29084Q100 186,490 1,662,711 SH - DFND 12,13,19,2,20,5,8 1,454,498 418 207,795

EMCORE CORP COM NEW 290846203 121 22,165 SH - DFND 20 22,165 0 0

EMERALD HOLDING INC COM 29103W104 2,300 416,742 SH - DFND 2,20 356,580 0 60,162

EMERGENT BIOSOLUTIONS INC COM 29089Q105 177,781 1,913,479 SH - DFND 13,19,2,20,5,8 1,747,102 500 165,877

EMERSON ELEC CO COM 291011104 2,431,255 26,948,074 SH - DFND 1,10,11,12,13,19,2,20,5,6,823,282,596 674,332 2,991,146

EMPIRE ST RLTY TR INC CL A 292104106 53,962 4,848,371 SH - DFND 10,19,2,20,5,8 4,177,787 38,784 631,800

EMPLOYERS HLDGS INC COM 292218104 43,389 1,007,644 SH - DFND 2,20,5,8 904,057 0 103,587

ENANTA PHARMACEUTICALS INC COM 29251M106 54,159 1,098,124 SH - DFND 2,20,5,8 1,029,184 0 68,940

ALBANY INTL CORP CL A 012348108 80,512 962,236 SH - DFND 2,20,5,8 854,347 136 107,753

ENBRIDGE INC COM 29250N105 43,035 1,182,177 SH - DFND 1,10,12,19,2,20 968,406 192,131 21,640

ENCOMPASS HEALTH CORP COM 29261A100 193,044 2,349,078 SH - DFND 12,13,2,20,5,8 2,147,883 1,052 200,143

ENCORE CAP GROUP INC COM 292554102 40,556 1,008,113 SH - DFND 19,2,20,5,8 897,793 200 110,120

ENCORE WIRE CORP COM 292562105 44,892 668,539 SH - DFND 2,20,5,8 601,653 400 66,486

ENDO INTL PLC SHS G30401106 58,815 7,937,228 SH - DFND 13,19,2,20,5,8 7,097,547 6,160 833,521

ENEL AMERICAS S A SPONSORED ADR 29274F104 39,790 4,692,269 SH - DFND 10,13,19,2,20,5 4,378,553 29,843 283,873

ENEL CHILE S.A. SPONSORED ADR 29278D105 10,593 2,702,279 SH - DFND 10,13,19,2,20,5 2,580,518 0 121,761

ENERGIZER HLDGS INC NEW COM 29272W109 68,892 1,451,580 SH - DFND 13,2,20,5,8 1,311,726 650 139,204

ENERGOUS CORP COM 29272C103 75 18,496 SH - DFND 20 18,496 0 0

ENERGY FUELS INC COM NEW 292671708 12,072 2,125,325 SH - DFND 2,20,5 1,816,850 0 308,475

ALBEMARLE CORP COM 012653101 775,325 5,292,883 SH - DFND 10,11,12,13,19,2,20,5,6,84,514,832 85,220 692,831

ENERGY RECOVERY INC COM 29270J100 15,404 839,888 SH - DFND 2,20,5,8 723,189 0 116,699

ENERPAC TOOL GROUP CORP CL A COM 292765104 47,576 1,821,446 SH - DFND 2,20,5,8 1,613,567 271 207,608

ENERSYS COM 29275Y102 116,135 1,279,023 SH - DFND 13,19,2,20,5,8 1,125,221 605 153,197

ENETI INC COM Y2294C107 2,759 131,196 SH - DFND 2,20,5 109,558 0 21,638

ENI S P A SPONSORED ADR 26874R108 348 14,097 SH - DFND 1,20 6,300 0 7,797

ENLINK MIDSTREAM LLC COM UNIT REPLTD 29336T100 2,596 605,117 SH - DFND 19,20,5,8 316,959 3,325 284,833

ENNIS INC COM 293389102 14,147 662,645 SH - DFND 2,20,5,8 572,263 1,458 88,924

ENOCHIAN BIOSCIENCES INC COM 29350E104 666 188,172 SH - DFND 2,20 159,667 0 28,505

ENOVA INTL INC COM 29357K103 40,383 1,138,197 SH - DFND 2,20,5,8 1,017,235 0 120,962

ENPHASE ENERGY INC COM 29355A107 758,083 4,674,906 SH - DFND 10,11,12,13,19,2,20,5,6,84,000,104 70,551 604,251

ALBERTSONS COS INC COMMON STOCK 013091103 33,143 1,737,978 SH - DFND 2,20 1,602,653 0 135,325

ENPRO INDS INC COM 29355X107 56,966 668,069 SH - DFND 2,20,5,8 597,535 43 70,491

ENSIGN GROUP INC COM 29358P101 148,760 1,584,359 SH - DFND 2,20,5,8 1,400,357 300 183,702

ENSTAR GROUP LIMITED SHS G3075P101 71,746 290,788 SH - DFND 19,2,20,5,8 242,581 100 48,107

ENTEGRIS INC COM 29362U104 184,552 1,650,736 SH - DFND 13,19,2,20,5,8 1,356,858 1,169 292,709

ENTERCOM COMMUNICATIONS CORP CL A 293639100 11,106 2,115,442 SH - DFND 13,2,20,5 1,828,806 0 286,636

ENTERGY CORP NEW COM 29364G103 1,060,593 10,662,436 SH - DFND 10,11,12,13,19,2,20,5,6,88,957,932 118,002 1,586,502

ENTERPRISE BANCORP INC MASS COM 293668109 5,175 159,126 SH - DFND 2,20,5 137,119 0 22,007

ENTERPRISE FINL SVCS CORP COM 293712105 36,839 745,124 SH - DFND 2,20,5,8 578,096 0 167,028

ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,663 1,154,199 SH - DFND 2,20,5 1,004,118 0 150,081

ENVELA CORP COM 29402E102 426 84,896 SH - DFND 2,20 68,177 0 16,719

ALBIREO PHARMA INC COM 01345P106 35,309 1,001,660 SH - DFND 2,20,5,8 961,139 0 40,521

ENVESTNET INC COM 29404K106 76,219 1,055,229 SH - DFND 19,2,20,5,8 862,205 400 192,624

ENVISTA HOLDINGS CORPORATION COM 29415F104 89,697 2,198,450 SH - DFND 12,2,20,5,8 1,912,082 1,700 284,668

ENZO BIOCHEM INC COM 294100102 2,746 798,318 SH - DFND 2,20,5 676,409 0 121,909

EOG RES INC COM 26875P101 2,683,001 36,991,603 SH - DFND 10,11,12,13,19,2,20,5,6,834,453,530 346,810 2,191,263

EOS ENERGY ENTERPRISES INC COM CL A 29415C101 459 23,300 SH - DFND 20 23,300 0 0

EPAM SYS INC COM 29414B104 439,550 1,108,045 SH - DFND 10,11,12,13,19,2,20,5,6,8878,888 56,271 172,886

EPIZYME INC COM 29428V104 49,411 5,672,854 SH - DFND 2,20,5,8 5,369,931 0 302,923

EPLUS INC COM 294268107 46,585 467,533 SH - DFND 2,20,5,8 408,788 0 58,745

EPR PPTYS COM SH BEN INT 26884U109 150,499 3,230,296 SH - DFND 10,12,13,19,2,20,5,82,893,287 17,940 319,069

EQT CORP COM 26884L109 256,721 13,817,069 SH - DFND 12,13,2,20,5,8 12,063,272 2,922 1,750,875

ALCOA CORP COM 013872106 204,265 6,287,005 SH - DFND 12,13,19,2,20,5,8 5,611,508 2,121 673,376

EQUIFAX INC COM 294429105 872,619 4,817,638 SH - DFND 10,11,12,13,19,2,20,5,6,84,216,426 57,392 543,820

EQUINIX INC COM 29444U700 2,273,638 3,345,602 SH - DFND 10,11,12,13,19,2,20,5,6,82,832,193 43,601 469,808

EQUITABLE HLDGS INC COM 29452E101 337,813 10,356,001 SH - DFND 10,11,12,13,19,2,20,5,6,88,619,115 410,649 1,326,237

EQUITRANS MIDSTREAM CORP COM 294600101 85,147 10,434,657 SH - DFND 12,13,2,20,5,8 9,604,641 2,337 827,679

EQUITY BANCSHARES INC COM CL A 29460X109 7,048 257,217 SH - DFND 2,20,5 213,563 0 43,654

EQUITY COMWLTH COM SH BEN INT 294628102 115,270 4,146,401 SH - DFND 10,13,19,2,20,5,8 3,498,697 28,949 618,755

EQUITY LIFESTYLE PPTYS INC COM 29472R108 447,993 6,999,621 SH - DFND 10,11,12,13,19,2,20,5,6,85,765,177 123,477 1,110,967

EQUITY RESIDENTIAL SH BEN INT 29476L107 1,525,882 21,126,599 SH - DFND 10,11,12,13,19,2,20,5,6,817,932,212 303,938 2,890,449

ERICSSON ADR B SEK 10 294821608 1,277 96,718 SH - DFND 1,20 10,710 0 86,008

ERIE INDTY CO CL A 29530P102 141,494 640,506 SH - DFND 10,11,12,13,19,2,20,5,6,8485,727 50,966 103,813

ALCON AG ORD SHS H01301128 430 6,123 SH - DFND 20 6,123 0 0

EROS STX GLOBAL CORPORATION SHS NEW G3788M114 4,498 2,485,210 SH - DFND 2,20,5 2,093,622 0 391,588

ESCALADE INC COM 296056104 3,606 172,448 SH - DFND 2,20,5 147,733 0 24,715

ESCO TECHNOLOGIES INC COM 296315104 89,408 820,482 SH - DFND 2,20,5,8 724,732 521 95,229

ESPERION THERAPEUTICS INC NE COM 29664W105 59,422 2,118,446 SH - DFND 19,2,20,5,8 2,021,539 300 96,607

ESQUIRE FINL HLDGS INC COM 29667J101 2,292 100,479 SH - DFND 2,20 85,149 0 15,330

ESSA BANCORP INC COM 29667D104 2,428 151,749 SH - DFND 2,20 126,349 0 25,400

ESSENT GROUP LTD COM G3198U102 215,252 4,532,568 SH - DFND 13,2,20,5,8 4,140,478 700 391,390

ESSENTIAL PPTYS RLTY TR INC COM 29670E107 117,004 5,071,678 SH - DFND 10,19,2,20,5,8 4,484,422 24,200 563,056

ESSENTIAL UTILS INC COM 29670G102 480,661 10,741,027 SH - DFND 10,11,12,13,19,2,20,5,6,89,606,074 116,178 1,018,775

ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 7,904 137,300 SH - DFND 2 137,300 0 0

ALDEYRA THERAPEUTICS INC COM 01438T106 28,786 2,423,024 SH - DFND 2,20 2,423,024 0 0

ESSEX PPTY TR INC COM 297178105 1,317,613 4,810,370 SH - DFND 10,11,12,13,19,2,20,5,6,84,280,111 54,034 476,225

ETHAN ALLEN INTERIORS INC COM 297602104 21,241 769,306 SH - DFND 2,20,5,8 690,989 1,000 77,317

ETON PHARMACEUTICALS INC COM 29772L108 1,949 266,295 SH - DFND 2,20 228,418 0 37,877

ETSY INC COM 29786A106 982,319 4,870,925 SH - DFND 10,11,12,13,19,2,20,5,6,84,141,251 76,987 652,687

ETSY INC NOTE 0.125%10/0 29786AAJ5 34,946 14,790,000 PRN - DFND 2,5 14,790,000 0 0

EURONET WORLDWIDE INC COM 298736109 86,915 628,452 SH - DFND 12,13,19,2,20,5,8 526,877 500 101,075

EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 14,827 13,006,000 PRN - DFND 2,5 13,006,000 0 0

EVANS BANCORP INC COM NEW 29911Q208 3,965 114,931 SH - DFND 2,20 68,211 0 46,720

EVELO BIOSCIENCES INC COM 299734103 3,440 321,518 SH - DFND 2,20,5 273,053 0 48,465

EVENTBRITE INC COM CL A 29975E109 27,838 1,256,243 SH - DFND 2,20,5,8 1,045,431 0 210,812

ALECTOR INC COM 014442107 54,642 2,713,096 SH - DFND 2,20,5,8 2,557,717 500 154,879

EVERBRIDGE INC COM 29978A104 58,300 481,102 SH - DFND 13,19,2,20,5,8 400,586 300 80,216

EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 16,457 12,917,000 PRN - DFND 2,5 12,917,000 0 0

EVERCORE INC CLASS A 29977A105 127,553 968,216 SH - DFND 13,2,20,5,8 884,456 300 83,460

EVEREST RE GROUP LTD COM G3223R108 468,236 1,889,497 SH - DFND 10,11,12,13,19,2,20,5,6,81,607,092 39,866 242,539

EVERGY INC COM 30034W106 693,035 11,641,784 SH - DFND 10,11,12,13,19,2,20,5,6,810,371,142 152,964 1,117,678

EVERI HLDGS INC COM 30034T103 22,117 1,567,466 SH - DFND 19,2,20,5,8 1,255,722 0 311,744

EVERQUOTE INC COM CL A 30041R108 14,560 401,221 SH - DFND 2,20,5,8 355,509 0 45,712

EVERSOURCE ENERGY COM 30040W108 1,739,779 20,092,149 SH - DFND 10,11,12,13,19,2,20,5,6,817,943,405 244,730 1,904,014

EVERTEC INC COM 30040P103 72,409 1,945,428 SH - DFND 19,2,20,5,8 1,683,946 900 260,582

EVI INDS INC COM 26929N102 2,088 72,569 SH - DFND 2,20 60,939 0 11,630

ALERUS FINL CORP COM 01446U103 7,691 256,887 SH - DFND 2,20,5 222,922 0 33,965

EVO PMTS INC CL A COM 26927E104 25,893 940,862 SH - DFND 2,20,5,8 796,964 0 143,898

EVOFEM BIOSCIENCES INC COM 30048L104 2,048 1,170,062 SH - DFND 2,20,5 1,002,446 0 167,616

EVOLENT HEALTH INC CL A 30050B101 29,379 1,454,405 SH - DFND 2,20,5,8 1,186,481 0 267,924

EVOLUS INC COM 30052C107 5,136 395,415 SH - DFND 13,2,20,5 336,621 0 58,794

EVOLUTION PETE CORP COM 30049A107 1,743 515,758 SH - DFND 2,20 431,863 0 83,895

EVOQUA WATER TECHNOLOGIES CO COM 30057T105 59,583 2,265,523 SH - DFND 2,20,5,8 1,852,515 1,100 411,908

EXACT SCIENCES CORP COM 30063P105 440,208 3,340,479 SH - DFND 10,11,12,13,19,2,20,5,6,82,753,705 75,198 511,576

EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48,308 37,638,000 PRN - DFND 2,5 37,638,000 0 0

EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 28,360 20,775,000 PRN - DFND 2,5 20,775,000 0 0

EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9,241 4,940,000 PRN - DFND 2,5 4,940,000 0 0

4D MOLECULAR THERAPEUTICS IN COM 35104E100 4,634 106,833 SH - DFND 2,20 90,869 0 15,964

ALEXANDER & BALDWIN INC NEW COM 014491104 42,386 2,502,103 SH - DFND 2,20,5,8 2,211,896 982 289,225

EXAGEN INC COM 30068X103 1,185 67,722 SH - DFND 2,20 58,252 0 9,470

EXELIXIS INC COM 30161Q104 208,742 9,240,463 SH - DFND 13,19,2,20,5,8 8,584,872 8,870 646,721

EXELON CORP COM 30161N101 2,608,256 59,630,914 SH - DFND 10,11,12,13,19,2,20,5,6,845,464,049 678,967 13,487,898

EXICURE INC COM 30205M101 2,215 1,015,888 SH - DFND 2,20,5 889,334 0 126,554

EXLSERVICE HOLDINGS INC COM 302081104 94,168 1,044,459 SH - DFND 19,2,20,5,8 901,301 200 142,958

EXONE CO COM 302104104 13,912 443,635 SH - DFND 2,20,5 409,809 0 33,826

EXP WORLD HLDGS INC COM 30212W100 44,731 982,020 SH - DFND 2,20,5,8 810,919 400 170,701

EXPEDIA GROUP INC COM NEW 30212P303 934,199 5,427,600 SH - DFND 10,11,12,13,19,2,20,5,6,84,595,837 90,157 741,606

EXPEDITORS INTL WASH INC COM 302130109 966,851 8,978,095 SH - DFND 10,11,12,13,19,2,20,5,6,87,543,312 248,646 1,186,137

EXPONENT INC COM 30214U102 151,750 1,557,204 SH - DFND 2,20,5,8 1,371,748 584 184,872

ALEXANDERS INC COM 014752109 18,287 65,948 SH - DFND 10,19,2,20,5,8 53,923 577 11,448

EXPRESS INC COM 30219E103 4,428 1,101,445 SH - DFND 2,20,5 973,481 0 127,964

EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 49,794 2,521,236 SH - DFND 12,2,20,5,8 2,143,321 12,200 365,715

EXTERRAN CORP COM 30227H106 1,753 521,802 SH - DFND 2,20,5 446,274 0 75,528

EXTRA SPACE STORAGE INC COM 30225T102 992,446 7,487,330 SH - DFND 10,11,12,13,19,2,20,5,6,86,388,079 90,396 1,008,855

EXTREME NETWORKS INC COM 30226D106 35,889 4,101,630 SH - DFND 13,2,20,5,8 3,607,369 0 494,261

EXXON MOBIL CORP COM 30231G102 13,822,131 247,575,341 SH - DFND 1,10,11,12,13,19,2,20,5,6,8231,534,605 2,664,249 13,376,487

EZCORP INC CL A NON VTG 302301106 7,783 1,565,914 SH - DFND 2,20,5 1,448,726 0 117,188

F N B CORP COM 302520101 205,237 16,160,362 SH - DFND 12,13,19,2,20,5,815,219,962 2,953 937,447

F5 NETWORKS INC COM 315616102 593,680 2,845,749 SH - DFND 10,11,12,13,19,2,20,5,6,82,427,041 81,327 337,381

FABRINET SHS G3323L100 103,619 1,146,352 SH - DFND 19,2,20,5,8 1,007,377 700 138,275

ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,209,201 7,311,543 SH - DFND 10,11,12,13,19,2,20,5,6,86,220,211 94,055 997,277

FACEBOOK INC CL A 30303M102 27,060,587 91,877,184 SH - DFND 10,11,12,13,19,2,20,5,6,878,014,222 2,292,859 11,570,103

FACTSET RESH SYS INC COM 303075105 446,610 1,447,260 SH - DFND 10,11,12,13,19,2,20,5,6,81,241,021 59,545 146,694

FAIR ISAAC CORP COM 303250104 426,678 877,847 SH - DFND 10,11,12,13,19,2,20,5,6,8755,743 26,106 95,998

FALCON MINERALS CORP CL A COM 30607B109 3,423 762,309 SH - DFND 2,20,5 659,415 0 102,894

FANHUA INC SPONSORED ADR 30712A103 5,199 367,403 SH - DFND 1,2,20,5 271,381 700 95,322

FARFETCH LTD ORD SH CL A 30744W107 134,804 2,542,521 SH - DFND 1,10,12,13,19,2,20,5,6,8277,448 0 2,265,073

FARMER BROS CO COM 307675108 2,825 270,577 SH - DFND 2,20 244,359 0 26,218

FARMERS & MERCHANTS BANCORP COM 30779N105 4,176 164,991 SH - DFND 2,20,5 141,677 0 23,314

FARMERS NATIONAL BANC CORP COM 309627107 8,075 483,506 SH - DFND 2,20,5 424,315 0 59,191

FARMLAND PARTNERS INC COM 31154R109 5,774 512,763 SH - DFND 2,20,5 449,033 0 63,730

ALEXION PHARMACEUTICALS INC COM 015351109 1,510,374 9,877,534 SH - DFND 10,11,12,13,19,2,20,5,6,88,183,007 355,260 1,339,267

FARO TECHNOLOGIES INC COM 311642102 49,642 573,435 SH - DFND 2,20,5,8 488,408 373 84,654

FASTENAL CO COM 311900104 1,390,897 27,663,029 SH - DFND 1,10,11,12,13,19,2,20,5,6,824,045,221 842,704 2,775,104

FASTLY INC CL A 31188V100 70,029 1,040,856 SH - DFND 13,19,2,20,5,8 864,163 1,900 174,793

FATE THERAPEUTICS INC COM 31189P102 163,515 1,983,196 SH - DFND 13,19,2,20,5,8 1,708,774 600 273,822

FATHOM HOLDINGS INC COM 31189V109 2,403 65,611 SH - DFND 2,20 55,643 0 9,968

FB FINL CORP COM 30257X104 56,028 1,260,200 SH - DFND 2,20,5,8 1,151,466 0 108,734

FBL FINL GROUP INC CL A 30239F106 12,577 224,906 SH - DFND 2,20,5,8 193,212 400 31,294

FEDERAL AGRIC MTG CORP CL C 313148306 17,859 177,310 SH - DFND 2,20,5,8 145,161 0 32,149

FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 839,728 8,193,030 SH - DFND 10,12,13,19,2,20,5,6,87,712,566 19,355 461,109

FEDERAL SIGNAL CORP COM 313855108 70,977 1,853,190 SH - DFND 2,20,5,8 1,609,918 300 242,972

ALGONQUIN PWR UTILS CORP COM 015857105 10,239 640,127 SH - DFND 2 640,127 0 0

FEDERATED HERMES INC CL B 314211103 92,249 2,947,245 SH - DFND 12,2,20,5,8 2,593,092 1,397 352,756

FEDEX CORP COM 31428X106 2,907,219 10,212,399 SH - DFND 10,11,12,13,19,2,20,5,6,88,804,620 259,912 1,147,867

FEDNAT HLDG CO COM 31431B109 941 203,254 SH - DFND 2,20 173,386 0 29,868

FENNEC PHARMACEUTICALS INC COM 31447P100 2,032 327,151 SH - DFND 2,20 274,159 0 52,992

FERRARI N V COM N3167Y103 1,088 5,201 SH - DFND 12,19,20,6 2,608 41 2,552

FERRO CORP COM 315405100 43,288 2,567,478 SH - DFND 2,20,5,8 2,279,605 317 287,556

FIBROGEN INC COM 31572Q808 104,859 3,021,009 SH - DFND 13,19,2,20,5,8 2,706,579 1,200 313,230

FIDELITY D & D BANCORP INC COM 31609R100 4,073 66,225 SH - DFND 2,20,5 57,882 0 8,343

FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 284,531 6,997,805 SH - DFND 10,11,12,13,19,2,20,5,6,85,278,179 499,630 1,219,996

FIDELITY NATL INFORMATION SV COM 31620M106 3,392,825 24,129,329 SH - DFND 10,11,12,13,19,2,20,5,6,820,468,772 298,684 3,361,873

ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,444,441 32,833,946 SH - DFND 1,10,11,12,13,19,2,20,5,825,411,680 964,347 6,457,919

FIESTA RESTAURANT GROUP INC COM 31660B101 7,261 576,702 SH - DFND 2,20,5 531,369 0 45,333

FIFTH THIRD BANCORP COM 316773100 1,407,416 37,313,887 SH - DFND 10,12,13,19,2,20,5,6,833,340,034 573,764 3,400,089

FINANCIAL INSTNS INC COM 317585404 10,739 352,056 SH - DFND 2,20,5 314,912 0 37,144

FINVOLUTION GROUP SPONSORED ADS 31810T101 13,666 1,949,555 SH - DFND 12,13,2,20,5 1,616,502 0 333,053

FIREEYE INC COM 31816Q101 62,211 3,178,876 SH - DFND 19,2,20,5,8 2,716,603 1,300 460,973

FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18,300 16,221,000 PRN - DFND 2,5 16,221,000 0 0

FIREEYE INC NOTE 1.625% 6/0 31816QAD3 11,305 11,355,000 PRN - DFND 2,5 11,355,000 0 0

FIRST AMERN FINL CORP COM 31847R102 159,970 2,823,833 SH - DFND 12,13,19,2,20,5,8 2,605,349 985 217,499

FIRST BANCORP INC ME COM 31866P102 5,477 187,639 SH - DFND 2,20,5 163,038 0 24,601

FIRST BANCORP N C COM 318910106 50,408 1,153,505 SH - DFND 2,20,5,8 1,050,914 0 102,591

ALICO INC COM 016230104 2,654 88,357 SH - DFND 2,20 76,032 0 12,325

FIRST BANCORP P R COM NEW 318672706 142,950 12,695,426 SH - DFND 2,20,5,8 11,943,117 2,000 750,309

FIRST BANCSHARES INC MS COM 318916103 13,675 373,543 SH - DFND 2,20,5,8 315,900 0 57,643

FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3,167 260,267 SH - DFND 2,20 221,623 0 38,644

FIRST BUS FINL SVCS INC WIS COM 319390100 3,420 138,274 SH - DFND 13,2,20 118,424 0 19,850

FIRST BUSEY CORP COM NEW 319383204 35,540 1,385,577 SH - DFND 2,20,5,8 1,207,803 0 177,774

FIRST CAPITAL INC COM 31942S104 2,653 54,474 SH - DFND 2,20,5 46,841 0 7,633

FIRST CHOICE BANCORP COM 31948P104 3,837 157,832 SH - DFND 2,20 134,713 0 23,119

FIRST CMNTY BANKSHARES INC V COM 31983A103 10,708 357,066 SH - DFND 2,20,5,8 297,851 0 59,215

FIRST CMNTY CORP S C COM 319835104 2,183 109,431 SH - DFND 2,20 94,466 0 14,965

FIRST COMWLTH FINL CORP PA COM 319829107 58,556 4,074,872 SH - DFND 2,20,5,8 3,730,994 0 343,878

ALIGN TECHNOLOGY INC COM 016255101 1,549,139 2,860,671 SH - DFND 10,11,12,13,19,2,20,5,6,82,468,820 48,894 342,957

FIRST CTZNS BANCSHARES INC N CL A 31946M103 193,565 231,517 SH - DFND 13,2,20,5,8 218,818 113 12,586

FIRST FINANCIAL NORTHWEST IN COM 32022K102 156 10,929 SH - DFND 20 7,824 0 3,105

FIRST FINL BANCORP OH COM 320209109 110,852 4,618,846 SH - DFND 2,20,5,8 4,267,146 1,282 350,418

FIRST FINL BANKSHARES COM 32020R109 254,129 5,424,401 SH - DFND 13,2,20,5,8 4,941,708 900 481,793

FIRST FINL CORP IND COM 320218100 16,604 368,896 SH - DFND 2,20,5,8 325,449 351 43,096

FIRST FNDTN INC COM 32026V104 22,607 963,654 SH - DFND 2,20,5,8 828,845 0 134,809

FIRST GTY BANCSHARES INC COM 32043P106 1,123 62,718 SH - DFND 2,20 53,895 0 8,823

FIRST HAWAIIAN INC COM 32051X108 154,440 5,642,662 SH - DFND 12,2,20,5,8 5,360,934 2,300 279,428

FIRST HORIZON CORPORATION COM 320517105 384,119 22,494,540 SH - DFND 12,13,19,2,20,5,821,293,604 15,379 1,185,557

FIRST INDL RLTY TR INC COM 32054K103 256,778 5,574,837 SH - DFND 10,19,2,20,5,8 4,922,426 31,965 620,446

ALIGOS THERAPEUTICS INC COM 01626L105 3,914 172,140 SH - DFND 2,20,5 146,379 0 25,761

FIRST INTERNET BANCORP COM 320557101 5,340 151,316 SH - DFND 2,20 132,401 0 18,915

FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 55,897 1,214,093 SH - DFND 2,20,5,8 1,038,081 0 176,012

FIRST LONG IS CORP COM 320734106 9,834 462,761 SH - DFND 2,20,5,8 386,157 0 76,604

FIRST MERCHANTS CORP COM 320817109 77,460 1,665,810 SH - DFND 2,20,5,8 1,422,687 300 242,823

FIRST MID ILL BANCSHARES INC COM 320866106 12,941 294,580 SH - DFND 2,20,5,8 243,876 0 50,704

FIRST MIDWEST BANCORP DEL COM 320867104 131,898 5,982,294 SH - DFND 2,20,5,8 5,589,768 1,700 390,826

FIRST NORTHWEST BANCORP COM 335834107 2,854 171,743 SH - DFND 2,20 149,525 0 22,218

FIRST REP BK SAN FRANCISCO C COM 33616C100 1,676,276 10,052,631 SH - DFND 10,12,13,19,2,20,5,6,89,149,427 81,046 822,158

FIRST SOLAR INC COM 336433107 219,140 2,510,194 SH - DFND 12,13,19,2,20,5,8 2,324,965 773 184,456

FIRST SVGS FINL GROUP INC COM 33621E109 1,998 29,761 SH - DFND 2,20 22,951 0 6,810

ALJ REGL HLDGS INC COM 001627108 20 13,800 SH - DFND 20 13,800 0 0

FIRST UTD CORP COM 33741H107 1,799 102,093 SH - DFND 2,20 87,893 0 14,200

FIRST WESTN FINL INC COM 33751L105 2,466 98,617 SH - DFND 2,20 76,028 0 22,589

FIRSTCASH INC COM 33767D105 81,171 1,236,048 SH - DFND 13,2,20,5,8 1,076,463 541 159,044

FIRSTENERGY CORP COM 337932107 1,346,587 38,817,725 SH - DFND 10,11,12,13,19,2,20,5,6,823,983,717 258,125 14,575,883

FISERV INC COM 337738108 2,629,858 22,092,218 SH - DFND 10,11,12,13,19,2,20,5,6,818,787,841 276,389 3,027,988

FISKER INC CL A COM STK 33813J106 1,505 87,400 SH - DFND 20 87,400 0 0

FIVE BELOW INC COM 33829M101 246,531 1,292,159 SH - DFND 13,19,2,20,5,8 1,178,325 700 113,134

FIVE POINT HOLDINGS LLC COM CL A 33833Q106 537 71,078 SH - DFND 20,5,8 46,912 0 24,166

FIVE PRIME THERAPEUTICS INC COM 33830X104 70,046 1,859,461 SH - DFND 2,20,5 1,788,268 0 71,193

FIVE STAR SENIOR LIVING INC COM NEW 33832D205 1,763 288,056 SH - DFND 2,20 247,256 0 40,800

500 COM LTD SPON ADR REP A 33829R100 632 29,579 SH - DFND 2 29,579 0 0

ALKERMES PLC SHS G01767105 83,959 4,494,601 SH - DFND 13,19,2,20,5,8 4,146,279 1,630 346,692

FIVE9 INC COM 338307101 121,809 779,179 SH - DFND 13,19,2,20,5,8 646,354 1,400 131,425

FIVERR INTL LTD ORD SHS M4R82T106 22,972 105,775 SH - DFND 10,13,2,20,5,6,8 78,875 0 26,900

FLAGSTAR BANCORP INC COM PAR .001 337930705 104,513 2,317,369 SH - DFND 2,20,5,8 2,137,540 500 179,329

FLEETCOR TECHNOLOGIES INC COM 339041105 824,912 3,070,813 SH - DFND 10,11,12,13,19,2,20,5,6,82,646,618 50,221 373,974

FLEX LTD ORD Y2573F102 74,391 4,062,878 SH - DFND 10,12,13,19,2,20,5,81,830,306 5,900 2,226,672

FLEXION THERAPEUTICS INC COM 33938J106 24,364 2,722,208 SH - DFND 2,20,5,8 2,593,693 0 128,515

FLEXSTEEL INDS INC COM 339382103 358 10,285 SH - DFND 20,5 10,285 0 0

FLIR SYS INC COM 302445101 241,353 4,273,999 SH - DFND 10,12,13,19,2,20,5,6,83,820,357 2,377 451,265

FLOOR & DECOR HLDGS INC CL A 339750101 159,637 1,671,939 SH - DFND 13,19,2,20,5,8 1,488,746 800 182,393

FLOTEK INDS INC DEL COM 343389102 100 59,678 SH - DFND 20 59,678 0 0

ALLAKOS INC COM 01671P100 102,467 892,725 SH - DFND 2,20,5,8 801,380 300 91,045

FLOWERS FOODS INC COM 343498101 113,893 4,785,435 SH - DFND 12,13,19,2,20,5,8 4,254,625 1,467 529,343

FLOWSERVE CORP COM 34354P105 119,070 3,052,406 SH - DFND 12,13,19,2,20,5,8 2,787,268 1,146 263,992

FLUENT INC COM 34380C102 2,864 698,482 SH - DFND 2,20 583,652 0 114,830

FLUIDIGM CORP DEL COM 34385P108 5,758 1,273,850 SH - DFND 2,20,5,8 1,092,702 0 181,148

FLUOR CORP NEW COM 343412102 99,492 4,308,896 SH - DFND 12,13,2,20,5,8 3,812,483 2,243 494,170

FLUSHING FINL CORP COM 343873105 17,545 826,435 SH - DFND 2,20,5,8 738,079 882 87,474

FLY LEASING LTD SPONSORED ADR 34407D109 844 50,117 SH - DFND 1,2 21,379 0 28,738

FMC CORP COM NEW 302491303 714,505 6,431,856 SH - DFND 10,11,12,13,19,2,20,5,6,85,590,425 60,401 781,030

FNCB BANCORP INC COM 302578109 2,167 287,414 SH - DFND 2,20,5 247,304 0 40,110

FOCUS FINL PARTNERS INC COM CL A 34417P100 29,944 719,451 SH - DFND 2,20,5,8 594,189 0 125,262

ALLEGHANY CORP DEL COM 017175100 276,961 442,225 SH - DFND 10,11,12,13,19,2,20,5,6,8384,745 8,428 49,052

FOGHORN THERAPEUTICS INC COM 344174107 1,438 109,099 SH - DFND 2,20 93,535 0 15,564

FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 14,177 188,202 SH - DFND 1,13,2,20,5 135,658 1,000 51,544

FONAR CORP COM NEW 344437405 2,009 111,076 SH - DFND 2,20 97,476 0 13,600

FOOT LOCKER INC COM 344849104 148,483 2,639,705 SH - DFND 12,13,2,20,5,8 2,416,946 1,255 221,504

FORD MTR CO DEL COM 345370860 2,023,084 165,149,702 SH - DFND 10,11,12,13,19,2,20,5,6,8141,663,992 2,405,410 21,080,300

FORESTAR GROUP INC COM 346232101 6,914 297,003 SH - DFND 2,20,5,8 248,192 203 48,608

FORMA THERAPEUTICS HLDGS INC SHS 34633R104 52,442 1,871,595 SH - DFND 2,20,5,8 1,804,454 0 67,141

FORMFACTOR INC COM 346375108 104,911 2,325,675 SH - DFND 2,20,5,8 2,039,264 1,294 285,117

FORRESTER RESH INC COM 346563109 14,097 331,849 SH - DFND 2,20,5,8 295,078 0 36,771

FORTERRA INC COM 34960W106 11,752 505,479 SH - DFND 2,20,5,8 419,101 0 86,378

ALLEGHENY TECHNOLOGIES INC COM 01741R102 167,264 7,942,281 SH - DFND 12,13,2,20,5,8 7,499,938 945 441,398

FORTINET INC COM 34959E109 957,196 5,190,303 SH - DFND 10,11,12,13,19,2,20,5,6,84,398,565 133,602 658,136

FORTIS INC COM 349553107 682 15,726 SH - DFND 20 15,490 0 236

FORTIVE CORP COM 34959J108 914,507 12,946,020 SH - DFND 1,10,11,12,13,19,2,20,5,6,811,427,412 181,842 1,336,766

FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31,091 30,549,000 PRN - DFND 2,5 30,549,000 0 0

FORTRESS BIOTECH INC COM 34960Q109 3,907 1,106,770 SH - DFND 2,20,5 940,716 0 166,054

FORTUNE BRANDS HOME & SEC IN COM 34964C106 621,419 6,485,275 SH - DFND 10,11,12,13,19,2,20,5,6,85,602,033 193,558 689,684

FORWARD AIR CORP COM 349853101 85,801 966,124 SH - DFND 2,20,5,8 868,543 84 97,497

FOSSIL GROUP INC COM 34988V106 28,933 2,333,301 SH - DFND 2,20,5 2,179,800 0 153,501

FOSTER L B CO COM 350060109 3,087 172,438 SH - DFND 2,20,5 150,655 0 21,783

FOUR CORNERS PPTY TR INC COM 35086T109 104,318 3,763,503 SH - DFND 10,19,2,20,5,8 3,336,705 18,470 408,328

ALLEGIANCE BANCSHARES INC COM 01748H107 31,084 766,755 SH - DFND 2,20,5,8 708,611 0 58,144

FOX CORP CL A COM 35137L105 547,518 15,063,958 SH - DFND 10,11,12,13,19,2,20,5,6,813,271,689 209,037 1,583,232

FOX CORP CL B COM 35137L204 249,202 7,086,508 SH - DFND 10,11,12,13,19,2,20,5,6,86,141,955 95,279 849,274

FOX FACTORY HLDG CORP COM 35138V102 155,915 1,227,097 SH - DFND 13,2,20,5,8 1,078,778 300 148,019

FRANCHISE GROUP INC COM 35180X105 15,374 421,423 SH - DFND 2,20,5,8 371,718 0 49,705

FRANKLIN COVEY CO COM 353469109 5,998 212,032 SH - DFND 2,20,5 180,261 0 31,771

FRANKLIN ELEC INC COM 353514102 173,617 2,199,350 SH - DFND 2,20,5,8 2,037,847 80 161,423

FRANKLIN FINL SVCS CORP COM 353525108 2,118 67,921 SH - DFND 2,20 58,475 0 9,446

FRANKLIN RESOURCES INC COM 354613101 813,545 27,231,612 SH - DFND 10,12,13,19,2,20,5,6,825,423,147 316,496 1,491,969

FRANKLIN STR PPTYS CORP COM 35471R106 30,039 5,511,727 SH - DFND 10,19,2,20,5,8 4,860,760 28,522 622,445

FRANKS INTL N V COM N33462107 11,795 3,319,668 SH - DFND 2,20,5,8 2,899,001 0 420,667

ALLEGIANT TRAVEL CO COM 01748X102 114,425 468,838 SH - DFND 2,20,5,8 431,219 0 37,619

FREEDOM HLDG CORP NEV COM 356390104 1,222 22,900 SH - DFND 20,5,8 10,900 0 12,000

FREEPORT-MCMORAN INC CL B 35671D857 2,123,122 64,473,808 SH - DFND 10,11,12,13,19,2,20,5,6,856,918,602 808,366 6,746,840

FREQUENCY THERAPEUTICS INC COM 35803L108 13,170 1,386,272 SH - DFND 2,20,5,8 1,322,380 0 63,892

FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 382 10,354 SH - DFND 20 10,354 0 0

FRESH DEL MONTE PRODUCE INC ORD G36738105 29,479 1,026,101 SH - DFND 2,20,5,8 901,442 38 124,621

FRESHPET INC COM 358039105 123,311 776,471 SH - DFND 13,2,20,5,8 629,986 600 145,885

FRONTDOOR INC COM 35905A109 54,583 1,015,506 SH - DFND 13,19,2,20,5,8 849,577 1,050 164,879

FRONTLINE LTD SHS NEW G3682E192 13,699 1,915,911 SH - DFND 2,20,5 1,613,308 0 302,603

FRP HLDGS INC COM 30292L107 6,768 137,514 SH - DFND 2,20,5,8 118,977 0 18,537

FS BANCORP INC COM 30263Y104 4,265 63,465 SH - DFND 2,20 54,327 0 9,138

ALLEGION PLC ORD SHS G0176J109 567,196 4,515,175 SH - DFND 10,11,12,13,19,2,20,5,6,83,936,660 84,038 494,477

FTI CONSULTING INC COM 302941109 116,290 829,994 SH - DFND 12,13,19,2,20,5,8 747,657 602 81,735

FUBOTV INC COM 35953D104 2,547 115,137 SH - DFND 2,20 115,137 0 0

FUELCELL ENERGY INC COM 35952H601 115,501 8,015,334 SH - DFND 13,19,2,20,5,8 6,888,317 2,900 1,124,117

FULCRUM THERAPEUTICS INC COM 359616109 2,998 254,497 SH - DFND 2,20,5 220,177 0 34,320

FULGENT GENETICS INC COM 359664109 44,360 459,117 SH - DFND 2,20,5,8 413,848 200 45,069

FULLER H B CO COM 359694106 213,603 3,395,368 SH - DFND 19,2,20,5,8 3,199,586 337 195,445

FULTON FINL CORP PA COM 360271100 136,359 7,941,873 SH - DFND 2,20,5,8 7,389,522 2,356 549,995

FUNKO INC COM CL A 361008105 7,221 366,921 SH - DFND 2,20,5 312,919 0 54,002

FUTU HLDGS LTD SPON ADS CL A 36118L106 37,007 233,013 SH - DFND 13,19,2,20,5,8 158,313 200 74,500

FUTUREFUEL CORP COM 36116M106 14,238 979,915 SH - DFND 2,20,5,8 898,150 0 81,765

ALLEGRO MICROSYSTEMS INC COM 01749D105 34,369 1,355,765 SH - DFND 2,20 1,312,802 0 42,963

FVCBANKCORP INC COM 36120Q101 3,159 182,392 SH - DFND 2,20 157,029 0 25,363

G III APPAREL GROUP LTD COM 36237H101 44,397 1,473,037 SH - DFND 2,20,5,8 1,328,281 660 144,096

G1 THERAPEUTICS INC COM 3621LQ109 65,706 2,730,936 SH - DFND 2,20,5,8 2,617,741 0 113,195

GAIA INC NEW CL A 36269P104 2,168 182,353 SH - DFND 2,20 153,357 0 28,996

GALECTIN THERAPEUTICS INC COM NEW 363225202 1,335 614,994 SH - DFND 2,20 520,520 0 94,474

GALERA THERAPEUTICS INC COM 36338D108 1,128 127,941 SH - DFND 2,20 108,461 0 19,480

GALLAGHER ARTHUR J & CO COM 363576109 1,119,214 8,970,219 SH - DFND 10,11,12,13,19,2,20,5,6,87,676,846 112,197 1,181,176

GAMCO INVS INC CL A COM 361438104 1,912 103,099 SH - DFND 2,20 86,792 0 16,307

GAMESTOP CORP NEW CL A 36467W109 352,787 1,858,535 SH - DFND 12,13,19,2,20,5,8 1,645,118 632 212,785

GAMIDA CELL LTD SHS M47364100 222 27,472 SH - DFND 2 27,472 0 0

ALLETE INC COM NEW 018522300 122,346 1,820,899 SH - DFND 12,13,2,20,5,8 1,647,823 600 172,476

GAMING & LEISURE PPTYS INC COM 36467J108 222,556 5,245,253 SH - DFND 10,12,13,19,2,20,5,84,324,282 69,650 851,321

GAN LTD ORD SHS G3728V109 8,481 465,964 SH - DFND 2,20,5 398,141 0 67,823

GANNETT CO INC COM 36472T109 23,388 4,347,187 SH - DFND 2,20,5 3,986,016 0 361,171

GAP INC COM 364760108 207,970 6,983,539 SH - DFND 10,12,13,19,2,20,5,6,86,219,372 2,266 761,901

GARMIN LTD SHS H2906T109 831,141 6,303,646 SH - DFND 10,11,12,13,19,2,20,5,6,85,413,339 194,997 695,310

GARTNER INC COM 366651107 601,370 3,294,273 SH - DFND 10,11,12,13,19,2,20,5,6,82,844,564 43,881 405,828

GASLOG LTD SHS G37585109 247 42,834 SH - DFND 2 42,834 0 0

GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 11,738 734,068 SH - DFND 19,2,20,5,8 615,200 0 118,868

GATOS SILVER INC COM 368036109 3,835 384,689 SH - DFND 2,20,5 326,451 0 58,238

GATX CORP COM 361448103 100,076 1,079,100 SH - DFND 19,2,20,5,8 953,080 337 125,683

ALLIANCE DATA SYSTEMS CORP COM 018581108 131,482 1,173,004 SH - DFND 12,13,2,20,5,8 1,070,307 612 102,085

GCP APPLIED TECHNOLOGIES INC COM 36164Y101 44,655 1,819,665 SH - DFND 13,2,20,5,8 1,350,679 1,704 467,282

GDS HLDGS LTD SPONSORED ADS 36165L108 206,737 2,549,475 SH - DFND 1,10,12,13,19,2,20,5,81,258,445 34,300 1,256,730

GEMINI THERAPEUTICS INC COM 36870G105 255 18,800 SH - DFND 20 18,800 0 0

GENASYS INC COM 36872P103 3,355 501,508 SH - DFND 2,20 431,182 0 70,326

GENCO SHIPPING & TRADING LTD SHS Y2685T131 3,037 301,251 SH - DFND 2,20,5 245,159 9,100 46,992

GENCOR INDS INC COM 368678108 1,925 143,577 SH - DFND 2,20 119,834 0 23,743

GENERAC HLDGS INC COM 368736104 822,103 2,510,621 SH - DFND 10,11,12,13,19,2,20,5,6,82,134,603 78,337 297,681

GENERAL DYNAMICS CORP COM 369550108 2,091,386 11,518,979 SH - DFND 10,11,12,13,19,2,20,5,6,810,384,763 223,139 911,077

GENERAL ELECTRIC CO COM 369604103 4,617,438 351,409,726 SH - DFND 1,10,11,12,13,19,2,20,5,6,8303,146,905 5,228,878 43,033,943

GENERAL FIN CORP DEL COM 369822101 2,020 166,220 SH - DFND 2,20 140,826 0 25,394

51JOB INC SPONSORED ADS 316827104 35,958 574,403 SH - DFND 1,10,12,13,19,2,20,5,8399,766 12,200 162,437

ALLIANT ENERGY CORP COM 018802108 670,856 12,386,556 SH - DFND 10,11,12,13,19,2,20,5,6,810,967,614 205,789 1,213,153

GENERAL MLS INC COM 370334104 1,984,968 32,370,651 SH - DFND 1,10,11,12,13,19,2,20,5,6,821,459,244 504,559 10,406,848

GENERAL MTRS CO COM 37045V100 3,070,128 53,430,707 SH - DFND 10,11,12,13,19,2,20,5,6,846,067,256 994,881 6,368,570

GENERATION BIO CO COM 37148K100 60,125 2,112,627 SH - DFND 2,20,5,8 2,011,788 0 100,839

GENESCO INC COM 371532102 26,288 553,430 SH - DFND 2,20,5,8 501,582 4 51,844

GENETRON HLDGS LTD ADS 37186H100 906 42,200 SH - DFND 2,20,5 42,200 0 0

GENIE ENERGY LTD CL B 372284208 1,829 288,445 SH - DFND 2,20 256,519 0 31,926

GENIUS BRANDS INTL INC COM 37229T301 210 108,000 SH - DFND 20 108,000 0 0

GENMAB A/S SPONSORED ADS 372303206 632 19,257 SH - DFND 1,20 3,470 0 15,787

GENMARK DIAGNOSTICS INC COM 372309104 42,439 1,775,671 SH - DFND 2,20,5,8 1,557,673 0 217,998

GENPACT LIMITED SHS G3922B107 84,989 1,984,800 SH - DFND 12,13,19,2,20,5,8 1,794,516 0 190,284

ALLIED MOTION TECHNOLOGIES I COM 019330109 6,385 124,326 SH - DFND 2,20,5 107,141 0 17,185

GENPREX INC COM 372446104 2,394 555,372 SH - DFND 2,20,5 491,060 0 64,312

GENTEX CORP COM 371901109 218,616 6,128,848 SH - DFND 12,13,19,2,20,5,8 5,599,405 7,354 522,089

GENTHERM INC COM 37253A103 83,942 1,132,665 SH - DFND 2,20,5,8 1,022,068 140 110,457

GENUINE PARTS CO COM 372460105 947,251 8,137,913 SH - DFND 10,11,12,13,19,2,20,5,6,87,364,815 89,515 683,583

GENWORTH FINL INC COM CL A 37247D106 59,267 17,851,485 SH - DFND 12,13,2,20,5,8 16,041,557 2,984 1,806,944

GEO GROUP INC NEW COM 36162J106 33,284 4,289,217 SH - DFND 12,13,2,20,5,8 4,027,315 814 261,088

GEOSPACE TECHNOLOGIES CORP COM 37364X109 201 22,004 SH - DFND 20,5 22,004 0 0

GERDAU SA SPON ADR REPPFD 373737105 21,769 4,036,621 SH - DFND 10,2,20 3,542,196 433,825 60,600

GERMAN AMERN BANCORP INC COM 373865104 22,731 491,806 SH - DFND 2,20,5,8 400,304 0 91,502

GERON CORP COM 374163103 26,267 16,624,380 SH - DFND 2,20,5,8 15,668,224 0 956,156

ALLISON TRANSMISSION HLDGS I COM 01973R101 66,989 1,640,693 SH - DFND 12,13,2,20,5,8 1,417,933 900 221,860

GETTY RLTY CORP NEW COM 374297109 53,216 1,853,303 SH - DFND 10,19,2,20,5,8 1,647,053 9,909 196,341

GEVO INC COM PAR 374396406 111,321 11,347,682 SH - DFND 2,20 11,347,682 0 0

GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 24,647 303,500 SH - DFND 2 303,500 0 0

GIBRALTAR INDS INC COM 374689107 89,504 978,076 SH - DFND 2,20,5,8 864,055 170 113,851

GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 4,895 467,977 SH - DFND 2,20 467,977 0 0

GILEAD SCIENCES INC COM 375558103 3,455,751 53,469,772 SH - DFND 10,11,12,13,19,2,20,5,6,845,656,374 824,932 6,988,466

GLACIER BANCORP INC NEW COM 37637Q105 217,108 3,803,574 SH - DFND 2,20,5,8 3,464,970 1,085 337,519

GLADSTONE COMMERCIAL CORP COM 376536108 15,088 771,350 SH - DFND 2,20,5,8 625,031 9,600 136,719

GLADSTONE LD CORP COM 376549101 7,332 400,650 SH - DFND 2,20,5 351,641 0 49,009

GLATFELTER CORPORATION COM 377320106 27,041 1,564,746 SH - DFND 19,2,20,5,8 1,403,275 8 161,463

ALLOGENE THERAPEUTICS INC COM 019770106 82,383 2,333,796 SH - DFND 19,2,20,5,8 2,148,765 600 184,431

GLAUKOS CORP COM 377322102 121,865 1,451,978 SH - DFND 2,20,5,8 1,296,525 700 154,753

GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 340,424 9,373,894 SH - DFND 1,20 41,572 0 9,332,322

GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 75,445 1,851,408 SH - DFND 13,2,20,5,8 1,723,549 500 127,359

GLOBAL MED REIT INC COM NEW 37954A204 12,808 962,081 SH - DFND 2,20,5,8 804,300 3,300 154,481

GLOBAL NET LEASE INC COM NEW 379378201 85,244 4,720,070 SH - DFND 10,19,2,20,5,8 4,181,249 36,400 502,421

GLOBAL PMTS INC COM 37940X102 2,213,837 10,982,424 SH - DFND 10,11,12,13,19,2,20,5,6,89,465,924 142,559 1,373,941

GLOBAL WTR RES INC COM 379463102 3,311 203,010 SH - DFND 2,20,5 173,165 0 29,845

GLOBALSTAR INC COM 378973408 4,170 3,088,538 SH - DFND 2,20,5,8 2,665,977 0 422,561

GLOBANT S A COM L44385109 300,090 1,445,449 SH - DFND 10,12,13,19,2,20,5,8793,143 15,800 636,506

GLOBE LIFE INC COM 37959E102 437,809 4,530,777 SH - DFND 10,11,12,13,19,2,20,5,6,83,833,427 132,580 564,770

ALLOT LTD SHS M0854Q105 747 46,775 SH - DFND 2 46,775 0 0

GLOBUS MED INC CL A 379577208 119,524 1,938,130 SH - DFND 13,19,2,20,5,8 1,781,652 600 155,878

GLU MOBILE INC COM 379890106 67,243 5,388,082 SH - DFND 19,2,20,5,8 4,870,412 0 517,670

GLYCOMIMETICS INC COM 38000Q102 1,969 654,162 SH - DFND 2,20,5 569,537 0 84,625

GMS INC COM 36251C103 56,110 1,343,944 SH - DFND 2,20,5,8 1,201,627 0 142,317

GODADDY INC CL A 380237107 289,437 3,728,903 SH - DFND 10,11,12,13,19,2,20,5,6,82,793,359 181,238 754,306

GOGO INC COM 38046C109 11,704 1,211,567 SH - DFND 2,20,5,8 1,067,180 0 144,387

GOHEALTH INC COM CL A 38046W105 4,618 395,009 SH - DFND 2,20,5,8 366,967 0 28,042

GOL LINHAS AEREAS INTELIGENT SPON ADR PFDNEW 38045R206 356 46,551 SH - DFND 1,10,20 5,300 0 41,251

GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 9,938 10,185,000 PRN - DFND 2,5 10,185,000 0 0

GOLAR LNG LTD SHS G9456A100 16,346 1,597,826 SH - DFND 2,20,5 1,340,453 0 257,373

ALLOVIR INC COM 019818103 36,605 1,564,335 SH - DFND 2,20,5,8 1,493,909 0 70,426

GOLD FIELDS LTD SPONSORED ADR 38059T106 9,077 956,468 SH - DFND 2,20,5,8 944,448 0 12,020

GOLD RESOURCE CORP COM 38068T105 2,920 1,105,968 SH - DFND 2,20,5 941,266 0 164,702

GOLDEN ENTMT INC COM 381013101 6,946 274,983 SH - DFND 2,20,5 236,617 0 38,366

GOLDEN MINERALS CO COM 381119106 19 28,779 SH - DFND 20 28,779 0 0

GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 273 20,200 SH - DFND 20 20,200 0 0

GOLDEN OCEAN GROUP LTD SHS NEW G39637205 229 34,119 SH - DFND 2,20,5 34,119 0 0

GOLDEN STAR RES LTD CDA COM 38119T807 193 65,274 SH - DFND 2,5 65,274 0 0

GOLDMAN SACHS GROUP INC COM 38141G104 6,875,136 21,024,882 SH - DFND 1,10,12,13,19,2,20,5,6,812,992,886 196,513 7,835,483

GOODRICH PETE CORP COM PAR 382410843 1,427 150,838 SH - DFND 2,20 127,105 0 23,733

GOODRX HLDGS INC COM CL A 38246G108 4,272 109,492 SH - DFND 2,20 109,492 0 0

ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 68,300 4,548,792 SH - DFND 19,2,20,5,8 3,987,051 845 560,896

GOODYEAR TIRE & RUBR CO COM 382550101 128,574 7,317,799 SH - DFND 12,13,19,2,20,5,8 6,448,206 12,259 857,334

GOOSEHEAD INS INC COM CL A 38267D109 32,990 307,798 SH - DFND 2,20,5,8 256,731 0 51,067

GOPRO INC CL A 38268T103 26,929 2,313,514 SH - DFND 19,2,20,5,8 1,841,762 0 471,752

GORMAN RUPP CO COM 383082104 11,681 352,780 SH - DFND 2,20,5,8 287,399 0 65,381

GOSSAMER BIO INC COM 38341P102 35,758 3,865,681 SH - DFND 2,20,5,8 3,681,241 0 184,440

GP STRATEGIES CORP COM 36225V104 3,822 219,024 SH - DFND 2,20,5 187,995 0 31,029

GRACE W R & CO DEL NEW COM 38388F108 42,770 714,497 SH - DFND 13,2,20,5,8 589,344 504 124,649

GRACO INC COM 384109104 353,778 4,939,655 SH - DFND 13,19,2,20,5,6,8 4,604,067 1,501 334,087

GRAFTECH INTL LTD COM 384313508 20,643 1,687,938 SH - DFND 2,20,5,8 1,433,565 0 254,373

GRAHAM CORP COM 384556106 2,223 156,105 SH - DFND 2,20,5 131,534 0 24,571

ALLSTATE CORP COM 020002101 1,750,755 15,133,024 SH - DFND 10,11,12,13,19,2,20,5,6,812,941,037 432,278 1,759,709

GRAHAM HLDGS CO COM CL B 384637104 54,558 97,002 SH - DFND 12,13,19,2,20,5,8 89,118 100 7,784

GRAINGER W W INC COM 384802104 899,117 2,242,579 SH - DFND 10,11,12,13,19,2,20,5,6,81,928,048 75,097 239,434

GRAND CANYON ED INC COM 38526M106 113,515 1,059,893 SH - DFND 13,19,2,20,5,8 969,804 600 89,489

GRANITE CONSTR INC COM 387328107 62,259 1,541,843 SH - DFND 19,2,20,5,8 1,370,111 1,209 170,523

GRANITE PT MTG TR INC COM STK 38741L107 23,662 1,936,477 SH - DFND 2,20,5,8 1,753,086 606 182,785

GRAPHIC PACKAGING HLDG CO COM 388689101 68,616 3,763,063 SH - DFND 12,13,2,20,5,8 3,197,441 4,200 561,422

GRAVITY CO LTD SPONSORED ADSNE 38911N206 5,130 44,610 SH - DFND 1,2 44,260 0 350

GRAY TELEVISION INC COM 389375106 34,996 1,901,930 SH - DFND 10,2,20,5,8 1,589,485 5,754 306,691

GRAYBUG VISION INC COM SHS 38942Q103 600 108,119 SH - DFND 2,20 95,267 0 12,852

GREAT AJAX CORP COM 38983D300 3,721 341,369 SH - DFND 2,20,5 295,252 0 46,117

ALLY FINL INC COM 02005N100 408,269 9,030,496 SH - DFND 10,11,12,13,19,2,20,5,6,86,567,918 462,562 2,000,016

GREAT LAKES DREDGE & DOCK CO COM 390607109 17,948 1,230,969 SH - DFND 2,20,5,8 1,013,992 0 216,977

GREAT SOUTHN BANCORP INC COM 390905107 12,570 220,545 SH - DFND 2,20,5,8 180,579 0 39,966

GREAT WESTERN BANCORP INC COM 391416104 72,409 2,390,537 SH - DFND 2,20,5,8 2,149,041 300 241,196

GREAT WESTN NATL BK PORTLAND COM 695263103 226,344 5,933,011 SH - DFND 12,13,2,20,5,8 5,642,444 33,879 256,688

GREEN BRICK PARTNERS INC COM 392709101 23,083 1,017,761 SH - DFND 19,2,20,5,8 929,662 0 88,099

GREEN DOT CORP CL A 39304D102 82,866 1,809,704 SH - DFND 13,2,20,5,8 1,435,593 900 373,211

GREEN PLAINS INC COM 393222104 52,283 1,931,401 SH - DFND 2,20,5,8 1,836,753 0 94,648

GREENBRIER COS INC COM 393657101 51,390 1,088,310 SH - DFND 2,20,5,8 975,637 0 112,673

GREENE COUNTY BANCORP INC COM 394357107 1,017 40,680 SH - DFND 2,20 33,792 0 6,888

GREENHILL & CO INC COM 395259104 7,202 437,036 SH - DFND 2,20,5 397,165 0 39,871

ALNYLAM PHARMACEUTICALS INC COM 02043Q107 371,451 2,630,856 SH - DFND 10,11,12,13,19,2,20,5,6,82,163,320 62,687 404,849

GREENLANE HLDGS INC CL A 395330103 807 152,084 SH - DFND 2,20 136,292 0 15,792

GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,352 500,224 SH - DFND 2,20,5 432,523 0 67,701

GREENSKY INC CL A 39572G100 6,154 994,171 SH - DFND 2,20,5 854,118 0 140,053

GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 592 44,984 SH - DFND 2,20,5 44,984 0 0

GREIF INC CL A 397624107 47,677 829,886 SH - DFND 19,2,20,5,8 731,193 83 98,610

GREIF INC CL B 397624206 6,544 113,012 SH - DFND 2,20,5 94,223 1,400 17,389

GRID DYNAMICS HLDGS INC CL A 39813G109 6,163 386,855 SH - DFND 2,20 327,952 0 58,903

GRIFFON CORP COM 398433102 43,045 1,584,288 SH - DFND 2,20,5,8 1,436,993 0 147,295

GRIFOLS S A SP ADR REP BNVT 398438408 5,634 325,846 SH - DFND 1,10,13,2,20,5,8 272,319 0 53,527

GRITSTONE ONCOLOGY INC COM 39868T105 5,131 544,122 SH - DFND 2,20,5 472,163 0 71,959

89BIO INC COM 282559103 2,883 121,748 SH - DFND 2,20,5 105,278 0 16,470

ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26,697 816,429 SH - DFND 2,20,5 768,146 0 48,283

GROCERY OUTLET HLDG CORP COM 39874R101 73,451 1,991,076 SH - DFND 2,20,5,8 1,847,562 1,100 142,414

GROUP 1 AUTOMOTIVE INC COM 398905109 99,679 631,721 SH - DFND 12,2,20,5,8 570,613 105 61,003

GROUPON INC COM NEW 399473206 29,246 578,611 SH - DFND 2,20,5,8 494,231 90 84,290

GROWGENERATION CORP COM 39986L109 40,246 809,950 SH - DFND 19,2,20,5,8 665,172 600 144,178

GRUBHUB INC COM 400110102 135,157 2,252,612 SH - DFND 13,19,2,20,5,8 2,070,220 1,000 181,392

GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 14,127 279,640 SH - DFND 19,2,20 279,640 0 0

GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 24,047 135,253 SH - DFND 19,2,20 135,253 0 0

GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 27,150 258,109 SH - DFND 19,2,20,5 256,269 700 1,140

GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8,476 1,113,665 SH - DFND 13,2,20,5 831,795 1,500 280,370

GRUPO TELEVISA SA SPON ADR REPORD 40049J206 117 13,212 SH - DFND 20,5 2,612 10,600 0

ALPHA PRO TECH LTD COM 020772109 1,980 202,895 SH - DFND 2,20,5 171,331 0 31,564

GSE SYS INC COM 36227K106 22 12,854 SH - DFND 20 12,854 0 0

GSI TECHNOLOGY COM 36241U106 1,803 269,444 SH - DFND 2,20 231,896 0 37,548

GSX TECHEDU INC SPONSORED ADS 36257Y109 53,759 1,586,747 SH - DFND 10,12,13,19,2,20,5,81,240,420 36,000 310,327

GTT COMMUNICATIONS INC COM 362393100 1,182 645,649 SH - DFND 2,20,5,8 546,355 0 99,294

GTY TECHNOLOGY HOLDINGS INC COM 362409104 4,971 777,964 SH - DFND 2,20,5 678,235 0 99,729

GUARANTY BANCSHARES INC TEX COM 400764106 5,309 143,637 SH - DFND 2,20 124,521 0 19,116

GUARANTY FED BANCSHARES INC COM 40108P101 243 12,541 SH - DFND 20 2,300 0 10,241

GUARDANT HEALTH INC COM 40131M109 151,771 994,245 SH - DFND 13,19,2,20,5,8 835,344 700 158,201

GUESS INC COM 401617105 35,835 1,524,877 SH - DFND 2,20,5,8 1,384,895 137 139,845

GUIDEWIRE SOFTWARE INC COM 40171V100 163,363 1,607,425 SH - DFND 10,11,12,13,19,2,20,5,6,81,286,315 40,748 280,362

ALPHABET INC CAP STK CL A 02079K305 22,863,913 11,085,426 SH - DFND 10,11,12,13,19,2,20,5,6,89,341,486 275,087 1,468,853

GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 11,233 9,955,000 PRN - DFND 2,5 9,955,000 0 0

GW PHARMACEUTICALS PLC ADS 36197T103 6,856 31,611 SH - DFND 1,13,19,2,20,5 14,529 0 17,082

GWG HLDGS INC COM 36192A109 230 32,859 SH - DFND 2,20 24,985 0 7,874

H & E EQUIPMENT SERVICES INC COM 404030108 23,355 614,610 SH - DFND 2,20,5,8 498,576 0 116,034

HACKETT GROUP INC COM 404609109 8,550 518,661 SH - DFND 2,20,5,8 445,842 0 72,819

HAEMONETICS CORP MASS COM 405024100 136,218 1,227,079 SH - DFND 13,19,2,20,5,8 1,122,859 604 103,616

HAIN CELESTIAL GROUP INC COM 405217100 85,129 1,952,496 SH - DFND 13,19,2,20,5,8 1,763,003 666 188,827

HALLIBURTON CO COM 406216101 1,176,802 54,837,003 SH - DFND 10,11,12,13,19,2,20,5,6,849,668,212 516,931 4,651,860

HALOZYME THERAPEUTICS INC COM 40637H109 209,835 5,033,216 SH - DFND 2,20,5,8 4,544,065 1,000 488,151

HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,394 132,063 SH - DFND 2,20,5 116,073 0 15,990

ALPHABET INC CAP STK CL C 02079K107 22,263,246 10,762,314 SH - DFND 10,11,12,13,19,2,20,5,6,89,006,331 288,756 1,467,227

HAMILTON LANE INC CL A 407497106 52,609 591,971 SH - DFND 2,20,5,8 485,778 300 105,893

HANCOCK WHITNEY CORPORATION COM 410120109 172,852 4,114,556 SH - DFND 12,13,19,2,20,5,8 3,785,332 1,000 328,224

HANESBRANDS INC COM 410345102 302,216 15,364,309 SH - DFND 1,10,12,13,19,2,20,5,6,814,206,947 4,964 1,152,398

HANGER INC COM NEW 41043F208 27,034 1,184,655 SH - DFND 2,20,5,8 1,050,788 0 133,867

HANMI FINL CORP COM NEW 410495204 27,031 1,370,032 SH - DFND 2,20,5 1,292,793 0 77,239

HANNON ARMSTRONG SUST INFR C COM 41068X100 80,149 1,428,683 SH - DFND 19,2,20,5,8 1,156,420 1,200 271,063

HANOVER INS GROUP INC COM 410867105 132,756 1,025,459 SH - DFND 12,13,19,2,20,5,8 925,002 600 99,857

HARBORONE BANCORP INC NEW COM NEW 41165Y100 18,387 1,365,067 SH - DFND 2,20,5,8 1,224,200 0 140,867

HARLEY DAVIDSON INC COM 412822108 142,805 3,561,216 SH - DFND 1,12,13,2,20,5,8 3,258,551 1,284 301,381

HARMONIC INC COM 413160102 24,556 3,132,194 SH - DFND 2,20,5,8 2,780,343 0 351,851

ALPHATEC HLDGS INC COM NEW 02081G201 23,650 1,497,773 SH - DFND 2,20,5,8 1,360,837 0 136,936

HARMONY BIOSCIENCES HLDGS IN COM 413197104 2,890 87,478 SH - DFND 2,20 74,526 0 12,952

HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 1,010 231,600 SH - DFND 1 0 0 231,600

HARPOON THERAPEUTICS INC COM 41358P106 4,282 204,667 SH - DFND 2,20,5 176,895 0 27,772

HARROW HEALTH INC COM 415858109 2,352 348,423 SH - DFND 2,20 300,516 0 47,907

HARSCO CORP COM 415864107 43,862 2,557,554 SH - DFND 2,20,5,8 2,280,351 381 276,822

HARTFORD FINL SVCS GROUP INC COM 416515104 1,382,398 20,592,453 SH - DFND 10,11,12,13,19,2,20,5,6,815,089,252 366,269 5,136,932

HARVARD BIOSCIENCE INC COM 416906105 3,254 596,034 SH - DFND 2,20 516,833 0 79,201

HASBRO INC COM 418056107 479,901 4,992,725 SH - DFND 10,11,12,13,19,2,20,5,6,84,291,290 78,976 622,459

HAVERTY FURNITURE COS INC COM 419596101 20,391 548,289 SH - DFND 2,20,5,8 491,051 0 57,238

HAWAIIAN ELEC INDUSTRIES COM 419870100 125,386 2,822,095 SH - DFND 12,13,19,2,20,5,8 2,533,606 1,256 287,233

ALPINE INCOME PPTY TR INC COM 02083X103 1,885 108,582 SH - DFND 2,20 94,282 0 14,300

HAWAIIAN HOLDINGS INC COM 419879101 58,196 2,182,059 SH - DFND 13,2,20,5,8 2,059,419 0 122,640

HAWKINS INC COM 420261109 20,435 609,649 SH - DFND 2,20,5,8 540,637 698 68,314

HAWTHORN BANCSHARES INC COM 420476103 2,467 115,147 SH - DFND 2,20 79,355 0 35,792

HAYNES INTERNATIONAL INC COM NEW 420877201 11,870 400,051 SH - DFND 2,20,5 367,809 0 32,242

HBT FINL INC. COM 404111106 2,580 150,683 SH - DFND 2,20 129,189 0 21,494

HC2 HLDGS INC COM 404139107 3,309 839,869 SH - DFND 2,20,5 750,053 0 89,816

HCA HEALTHCARE INC COM 40412C101 2,027,114 10,763,058 SH - DFND 10,11,12,13,19,2,20,5,6,89,069,110 347,270 1,346,678

HCI GROUP INC COM 40416E103 14,273 185,796 SH - DFND 2,20,5,8 166,213 0 19,583

HDFC BANK LTD SPONSORED ADS 40415F101 88,955 1,145,005 SH - DFND 1,12,20,5,8 363,101 0 781,904

HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 357 10,521 SH - DFND 2 10,521 0 0

ALSET EHOME INTERNATIONAL IN COM 02116A104 141 12,200 SH - DFND 2,20 9,100 0 3,100

HEALTH CATALYST INC COM 42225T107 31,573 675,077 SH - DFND 2,20,5,8 581,125 0 93,952

HEALTHCARE RLTY TR COM 421946104 213,060 7,027,044 SH - DFND 10,13,19,2,20,5,8 6,125,638 34,534 866,872

HEALTHCARE SVCS GROUP INC COM 421906108 62,486 2,229,253 SH - DFND 13,2,20,5,8 1,971,997 1,025 256,231

HEALTHCARE TR AMER INC CL A NEW 42225P501 198,776 7,124,472 SH - DFND 10,12,13,19,2,20,5,86,055,370 53,990 1,015,112

HEALTHEQUITY INC COM 42226A107 166,490 2,448,379 SH - DFND 13,2,20,5,8 2,169,395 600 278,384

HEALTHPEAK PROPERTIES INC COM 42250P103 1,006,339 31,705,714 SH - DFND 10,11,12,13,19,2,20,5,6,827,108,587 439,233 4,157,894

HEALTHSTREAM INC COM 42222N103 21,254 951,367 SH - DFND 2,20,5,8 861,872 800 88,695

HEARTLAND EXPRESS INC COM 422347104 38,104 1,944,069 SH - DFND 2,20,5,8 1,765,036 24 179,009

HEARTLAND FINL USA INC COM 42234Q102 49,101 976,947 SH - DFND 19,2,20,5,8 859,982 0 116,965

HEAT BIOLOGICS INC COM 42237K409 127 17,456 SH - DFND 20 17,456 0 0

ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 3,446 265,097 SH - DFND 2,20 229,235 0 35,862

HECLA MNG CO COM 422704106 128,229 22,535,768 SH - DFND 19,2,20,5,8 20,580,371 9,381 1,946,016

HEICO CORP NEW CL A 422806208 172,247 1,516,262 SH - DFND 10,11,12,13,19,2,20,5,6,81,197,966 55,967 262,329

HEICO CORP NEW COM 422806109 183,999 1,462,629 SH - DFND 10,11,12,13,19,2,20,5,6,81,168,895 47,409 246,325

HEIDRICK & STRUGGLES INTL IN COM 422819102 22,278 623,693 SH - DFND 2,20,5,8 554,182 5,400 64,111

HELEN OF TROY LTD COM G4388N106 156,581 743,288 SH - DFND 13,19,2,20,5,8 653,742 288 89,258

HELIOS TECHNOLOGIES INC COM 42328H109 43,229 593,233 SH - DFND 2,20,5,8 476,133 300 116,800

HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32,727 6,480,643 SH - DFND 19,2,20,5,8 5,948,598 3,985 528,060

HELMERICH & PAYNE INC COM 423452101 85,542 3,172,925 SH - DFND 12,13,2,20,5,8 2,959,289 1,181 212,455

HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4,035 346,388 SH - DFND 2,20 293,575 0 52,813

HENRY JACK & ASSOC INC COM 426281101 490,097 3,230,271 SH - DFND 10,11,12,13,19,2,20,5,6,82,669,405 100,208 460,658

ALTABANCORP COM 021347109 12,747 303,214 SH - DFND 2,20,5,8 254,824 0 48,390

HENRY SCHEIN INC COM 806407102 506,631 7,317,032 SH - DFND 10,11,12,13,19,2,20,5,6,85,441,534 281,632 1,593,866

HERBALIFE NUTRITION LTD COM SHS G4412G101 72,304 1,629,944 SH - DFND 13,2,20,5,8 978,898 1,210 649,836

HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16,833 16,100,000 PRN - DFND 2,5 16,100,000 0 0

HERC HLDGS INC COM 42704L104 47,108 464,892 SH - DFND 13,19,2,20,5,8 376,603 623 87,666

HERITAGE COMM CORP COM 426927109 21,939 1,795,340 SH - DFND 2,20,5,8 1,590,879 0 204,461

HERITAGE CRYSTAL CLEAN INC COM 42726M106 7,855 289,550 SH - DFND 2,20,5,8 235,527 0 54,023

HERITAGE FINL CORP WASH COM 42722X106 40,721 1,441,950 SH - DFND 2,20,5,8 1,317,161 0 124,789

HERITAGE INS HLDGS INC COM 42727J102 5,296 475,459 SH - DFND 2,20,5,8 399,398 0 76,061

HERON THERAPEUTICS INC COM 427746102 74,311 4,584,299 SH - DFND 2,20,5,8 4,280,472 900 302,927

HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 17,679 1,675,692 SH - DFND 2,20,5,8 1,561,850 0 113,842

ALTAIR ENGR INC COM CL A 021369103 53,637 857,224 SH - DFND 2,20,5,8 709,311 400 147,513

HERSHEY CO COM 427866108 1,065,427 6,736,385 SH - DFND 10,11,12,13,19,2,20,5,6,85,415,301 149,460 1,171,624

HESKA CORP COM RESTRCNEW 42805E306 49,011 290,938 SH - DFND 2,20,5,8 264,465 0 26,473

HESS CORP COM 42809H107 1,281,107 18,104,967 SH - DFND 10,11,12,13,19,2,20,5,6,816,905,099 126,680 1,073,188

HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,006,803 63,486,159 SH - DFND 1,10,11,12,13,19,2,20,5,6,850,271,433 1,351,943 11,862,783

HEXCEL CORP NEW COM 428291108 158,539 2,831,046 SH - DFND 13,19,2,20,5,8 2,642,431 671 187,944

HF FOODS GROUP INC COM 40417F109 4,310 597,007 SH - DFND 2,20,5 514,465 0 82,542

HIBBETT SPORTS INC COM 428567101 40,995 595,076 SH - DFND 2,20,5,8 533,674 162 61,240

HIGHWOODS PPTYS INC COM 431284108 209,316 4,874,606 SH - DFND 10,12,13,19,2,20,5,84,352,469 24,934 497,203

HILL ROM HLDGS INC COM 431475102 182,451 1,651,435 SH - DFND 12,13,19,2,20,5,8 1,513,922 700 136,813

HILLENBRAND INC COM 431571108 111,180 2,330,323 SH - DFND 2,20,5,8 2,048,913 595 280,815

8X8 INC NEW COM 282914100 114,134 3,518,321 SH - DFND 2,20,5,8 3,121,483 1,000 395,838

ALTERYX INC COM CL A 02156B103 61,861 745,677 SH - DFND 13,19,2,20,5,8 634,910 1,400 109,367

HILLTOP HOLDINGS INC COM 432748101 126,010 3,692,054 SH - DFND 2,20,5,8 3,458,208 0 233,846

HILTON GRAND VACATIONS INC COM 43283X105 60,882 1,623,943 SH - DFND 13,2,20,5,8 1,319,578 1,690 302,675

HILTON WORLDWIDE HLDGS INC COM 43300A203 1,263,379 10,448,059 SH - DFND 10,11,12,13,19,2,20,5,6,88,948,722 207,054 1,292,283

HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 9,099 666,564 SH - DFND 1,2,20 665,819 0 745

HINGHAM INSTN SVGS MASS COM 433323102 6,977 24,587 SH - DFND 13,2,20 20,562 0 4,025

HMS HLDGS CORP COM 40425J101 65,568 1,773,297 SH - DFND 19,2,20,5,8 1,427,488 519 345,290

HNI CORP COM 404251100 58,131 1,469,440 SH - DFND 19,2,20,5,8 1,307,655 6,117 155,668

HOLLYFRONTIER CORP COM 436106108 465,447 13,008,593 SH - DFND 10,12,13,19,2,20,5,6,811,630,634 5,993 1,371,966

HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1,657 132,362 SH - DFND 2,5 132,362 0 0

HOLOGIC INC COM 436440101 825,457 11,097,835 SH - DFND 10,11,12,13,19,2,20,5,6,89,223,586 337,546 1,536,703

ALTERYX INC NOTE 0.500% 8/0 02156BAD5 9,850 10,525,000 PRN - DFND 2,5 10,525,000 0 0

HOME BANCORP INC COM 43689E107 5,151 142,890 SH - DFND 2,20,5 112,666 0 30,224

HOME BANCSHARES INC COM 436893200 172,691 6,384,151 SH - DFND 13,2,20,5,8 5,801,861 1,100 581,190

HOME DEPOT INC COM 437076102 14,661,032 48,029,589 SH - DFND 1,10,11,12,13,19,2,20,5,6,836,255,767 760,017 11,013,805

HOME PT CAPITAL INCORPORATED COM 43734L106 423 45,500 SH - DFND 2,20 35,100 0 10,400

HOMESTREET INC COM 43785V102 31,619 717,482 SH - DFND 2,20,5,8 637,176 0 80,306

HOMETRUST BANCSHARES INC COM 437872104 7,648 314,075 SH - DFND 13,2,20,5 255,039 0 59,036

HOMOLOGY MEDICINES INC COM 438083107 6,430 683,360 SH - DFND 2,20,5,8 580,824 0 102,536

HONDA MOTOR LTD AMERN SHS 438128308 9,714 321,647 SH - DFND 2,20 321,647 0 0

HONEYWELL INTL INC COM 438516106 7,583,664 34,936,491 SH - DFND 1,10,11,12,13,19,2,20,5,6,825,690,977 717,396 8,528,118

HOOKER FURNITURE CORP COM 439038100 7,355 201,715 SH - DFND 13,2,20,5 171,617 0 30,098

ALTERYX INC NOTE 1.000% 8/0 02156BAF0 9,732 10,743,000 PRN - DFND 2,5 10,743,000 0 0

HOOKIPA PHARMA INC COM 43906K100 2,647 196,798 SH - DFND 2,20 165,793 0 31,005

HOPE BANCORP INC COM 43940T109 93,297 6,195,023 SH - DFND 13,2,20,5,8 5,784,926 1,800 408,297

HORACE MANN EDUCATORS CORP N COM 440327104 61,548 1,424,400 SH - DFND 2,20,5,8 1,285,533 77 138,790

HORIZON BANCORP INC COM 440407104 15,971 853,660 SH - DFND 2,20,5,8 638,386 0 215,274

HORIZON GLOBAL CORP COM 44052W104 189 18,292 SH - DFND 20 18,292 0 0

HORIZON THERAPEUTICS PUB L SHS G46188101 401,997 4,367,633 SH - DFND 10,11,12,13,19,2,20,5,6,83,416,808 240,565 710,260

HORMEL FOODS CORP COM 440452100 1,264,628 26,467,722 SH - DFND 10,11,12,13,19,2,20,5,6,814,200,537 434,789 11,832,396

HOST HOTELS & RESORTS INC COM 44107P104 697,608 41,401,078 SH - DFND 10,11,12,13,19,2,20,5,6,835,294,355 577,643 5,529,080

HOSTESS BRANDS INC CL A 44109J106 35,182 2,453,404 SH - DFND 19,2,20,5,8 1,954,608 0 498,796

HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 13,732 1,802,082 SH - DFND 2,20,5 1,534,815 0 267,267

ALTICE USA INC CL A 02156K103 163,064 5,012,717 SH - DFND 10,11,12,13,19,2,20,5,6,83,834,094 329,807 848,816

HOULIHAN LOKEY INC CL A 441593100 69,853 1,050,269 SH - DFND 19,2,20,5,8 844,788 300 205,181

HOVNANIAN ENTERPRISES INC CL A NEW 442487401 346 3,275 SH - DFND 20 3,275 0 0

HOWARD BANCORP INC COM 442496105 3,495 212,565 SH - DFND 2,20 181,603 0 30,962

HOWARD HUGHES CORP COM 44267D107 46,751 491,448 SH - DFND 13,2,20,5,8 412,076 260 79,112

HOWMET AEROSPACE INC COM 443201108 578,683 18,010,673 SH - DFND 10,11,12,13,19,2,20,5,6,815,524,817 277,775 2,208,081

HP INC COM 40434L105 1,892,242 59,219,979 SH - DFND 10,11,12,13,19,2,20,5,6,845,081,470 1,802,080 12,336,429

HSBC HLDGS PLC SPON ADR NEW 404280406 781 26,195 SH - DFND 20 26,195 0 0

HUANENG PWR INTL INC SPON ADR H SHS 443304100 491 34,361 SH - DFND 20,5 34,361 0 0

HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 15,289 11,690,000 PRN - DFND 2,5 11,690,000 0 0

HUAZHU GROUP LTD SPONSORED ADS 44332N106 171,140 3,117,305 SH - DFND 1,10,12,13,19,2,20,5,82,089,757 72,800 954,748

ALTIMMUNE INC COM NEW 02155H200 41,573 2,942,179 SH - DFND 2,20 2,942,179 0 0

HUB GROUP INC CL A 443320106 87,933 1,306,969 SH - DFND 12,2,20,5,8 1,194,310 55 112,604

HUBBELL INC COM 443510607 243,549 1,303,167 SH - DFND 12,13,19,2,20,5,8 1,191,100 691 111,376

HUBSPOT INC COM 443573100 368,573 811,459 SH - DFND 10,11,12,13,19,2,20,5,6,8645,740 20,586 145,133

HUDSON PAC PPTYS INC COM 444097109 179,332 6,610,114 SH - DFND 10,12,19,2,20,5,8 5,846,527 37,404 726,183

HUDSON TECHNOLOGIES INC COM 444144109 47 29,255 SH - DFND 20 29,255 0 0

HUMANA INC COM 444859102 2,296,261 5,468,063 SH - DFND 10,11,12,13,19,2,20,5,6,84,574,375 148,400 745,288

HUMANIGEN INC COM NEW 444863203 59,033 3,090,737 SH - DFND 2,20 3,090,737 0 0

HUNT J B TRANS SVCS INC COM 445658107 608,898 3,622,882 SH - DFND 10,11,12,13,19,2,20,5,6,83,101,984 118,882 402,016

HUNTINGTON BANCSHARES INC COM 446150104 902,674 56,852,498 SH - DFND 10,12,13,19,2,20,5,6,851,464,424 631,135 4,756,939

HUNTINGTON INGALLS INDS INC COM 446413106 656,284 3,188,168 SH - DFND 1,10,11,12,13,19,2,20,5,6,81,768,743 74,858 1,344,567

ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 916 99,667 SH - DFND 2,20 84,505 0 15,162

HUNTSMAN CORP COM 447011107 90,641 3,143,986 SH - DFND 10,12,13,2,20,5,8 2,688,893 14,815 440,278

HURCO COMPANIES INC COM 447324104 4,051 114,293 SH - DFND 2,20,5 98,277 0 16,016

HURON CONSULTING GROUP INC COM 447462102 21,716 431,038 SH - DFND 2,20,5,8 350,647 102 80,289

HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 30,621 1,083,946 SH - DFND 1,10,12,13,19,2,20,5,8820,047 30,600 233,299

HUYA INC ADS REP SHS A 44852D108 25,974 1,333,378 SH - DFND 10,12,13,19,2,20,5,81,056,921 34,400 242,057

HYATT HOTELS CORP COM CL A 448579102 35,414 428,221 SH - DFND 13,2,20,5,8 355,792 300 72,129

HYCROFT MINING HOLDING CORP COM CL A 44862P109 45 12,800 SH - DFND 20 12,800 0 0

HYDROFARM HLDGS GROUP INC COM 44888K209 7,990 132,464 SH - DFND 2,20,5 110,857 0 21,607

HYLIION HOLDINGS CORP COMMON STOCK 449109107 635 59,500 SH - DFND 20 59,500 0 0

HYSTER YALE MATLS HANDLING I CL A 449172105 28,912 331,865 SH - DFND 2,20,5,8 302,634 536 28,695

ALTRA INDL MOTION CORP COM 02208R106 67,801 1,224,302 SH - DFND 13,2,20,5,8 999,386 199 224,717

I MAB SPONSORED ADS 44975P103 852 17,587 SH - DFND 2 17,587 0 0

I3 VERTICALS INC COM CL A 46571Y107 15,227 489,207 SH - DFND 2,20,5 446,246 0 42,961

IAA INC COM 449253103 168,717 3,059,785 SH - DFND 13,19,2,20,5,8 2,790,010 1,500 268,275

IAC INTERACTIVECORP NEW COM 44891N109 338,598 1,565,336 SH - DFND 10,11,12,13,19,2,20,5,6,81,261,898 46,635 256,803

IBEX LTD SHS NEW G4690M101 1,530 69,529 SH - DFND 2,20 57,702 0 11,827

IBIO INC COM NEW 451033203 4,516 2,932,181 SH - DFND 2,20,5 2,459,282 0 472,899

ICAD INC COM NEW 44934S206 6,915 325,877 SH - DFND 2,20,5 280,600 0 45,277

ICF INTL INC COM 44925C103 31,133 355,648 SH - DFND 19,2,20,5,8 286,439 0 69,209

ICHOR HOLDINGS SHS G4740B105 43,461 807,822 SH - DFND 2,20,5,8 723,853 300 83,669

ICICI BANK LIMITED ADR 45104G104 291,245 18,168,726 SH - DFND 1,12,13,2,20,5,8 6,229,614 0 11,939,112

ALTRIA GROUP INC COM 02209S103 3,545,936 68,163,190 SH - DFND 10,12,13,19,2,20,5,6,862,343,564 1,021,875 4,797,751

ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 2,553 216,899 SH - DFND 2,20,5 198,399 0 18,500

ICON PLC SHS G4705A100 13,919 70,881 SH - DFND 10,13,19,2,20,5,6,8 68,898 0 1,983

ICU MED INC COM 44930G107 105,127 511,716 SH - DFND 19,2,20,5,8 469,082 300 42,334

IDACORP INC COM 451107106 126,881 1,269,191 SH - DFND 12,13,2,20,5,8 1,186,228 790 82,173

IDEANOMICS INC COM 45166V106 1,067 365,391 SH - DFND 2 365,391 0 0

IDEAYA BIOSCIENCES INC COM 45166A102 5,900 251,068 SH - DFND 2,20,5 212,834 0 38,234

IDERA PHARMACEUTICALS INC COM PAR 45168K405 27 20,410 SH - DFND 20 20,410 0 0

IDEX CORP COM 45167R104 659,787 3,152,051 SH - DFND 10,11,12,13,19,2,20,5,6,82,701,001 96,499 354,551

IDEXX LABS INC COM 45168D104 1,710,244 3,495,215 SH - DFND 10,11,12,13,19,2,20,5,6,82,944,146 80,679 470,390

IDT CORP CL B NEW 448947507 10,642 469,645 SH - DFND 2,20 424,042 0 45,603

ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 336 32,165 SH - DFND 5 32,165 0 0

IES HLDGS INC COM 44951W106 8,601 170,615 SH - DFND 2,20,5,8 139,256 0 31,359

IGM BIOSCIENCES INC COM 449585108 52,703 687,215 SH - DFND 2,20,5,8 665,765 0 21,450

IHEARTMEDIA INC COM CL A 45174J509 23,310 1,284,295 SH - DFND 2,20,5,8 1,076,168 0 208,127

IHS MARKIT LTD SHS G47567105 1,450,608 14,988,715 SH - DFND 10,11,12,13,19,2,20,5,6,812,924,600 182,974 1,881,141

II-VI INC COM 902104108 211,177 3,088,736 SH - DFND 13,19,2,20,5,8 2,718,916 1,013 368,807

ILLINOIS TOOL WKS INC COM 452308109 2,917,436 13,103,682 SH - DFND 1,10,11,12,13,19,2,20,5,6,811,241,544 313,267 1,548,871

ILLUMINA INC COM 452327109 2,215,035 5,767,420 SH - DFND 10,11,12,13,19,2,20,5,6,84,913,134 127,875 726,411

ILLUMINA INC NOTE 8/1 452327AK5 25,940 21,823,000 PRN - DFND 2,5 21,823,000 0 0

ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18,856 12,510,000 PRN - DFND 2,5 12,510,000 0 0

IMARA INC COM 45249V107 933 110,585 SH - DFND 2,20 93,859 0 16,726

ALX ONCOLOGY HLDGS INC COM 00166B105 68,389 927,439 SH - DFND 2,20,5,8 879,686 0 47,753

IMAX CORP COM 45245E109 19,973 993,704 SH - DFND 2,20,5,8 779,008 1,600 213,096

IMMERSION CORP COM 452521107 6,462 674,516 SH - DFND 2,20,5 628,638 0 45,878

IMMUNIC INC COM 4525EP101 3,969 249,019 SH - DFND 2,20 238,291 0 10,728

IMMUNITYBIO INC COM 45256X103 55,375 2,332,572 SH - DFND 2,20,5,8 2,243,106 0 89,466

IMMUNOGEN INC COM 45253H101 73,090 9,023,479 SH - DFND 2,20,5,8 8,421,781 0 601,698

IMMUNOME INC COM 45257U108 1,103 32,550 SH - DFND 2,20 28,500 0 4,050

IMMUNOVANT INC COM 45258J102 57,997 3,615,760 SH - DFND 19,2,20,5,8 3,482,893 0 132,867

IMPINJ INC COM 453204109 41,397 727,916 SH - DFND 2,20,5,8 673,938 0 53,978

INARI MED INC COM 45332Y109 40,294 376,581 SH - DFND 2,20,5,8 317,854 0 58,727

INCYTE CORP COM 45337C102 678,706 8,351,249 SH - DFND 10,11,12,13,19,2,20,5,6,87,294,251 134,026 922,972

8X8 INC NEW NOTE 0.500% 2/0 282914AB6 10,641 7,665,000 PRN - DFND 2 7,665,000 0 0

AMALGAMATED FINANCIAL CORP COM 022671101 4,222 254,505 SH - DFND 2,20,5,8 213,017 0 41,488

INDEPENDENCE CONTRACT DRILLI COM 453415606 72 21,944 SH - DFND 20 21,944 0 0

INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,784 94,955 SH - DFND 2,20,5 76,784 0 18,171

INDEPENDENCE RLTY TR INC COM 45378A106 77,380 5,051,022 SH - DFND 10,19,2,20,5,8 4,441,033 52,000 557,989

INDEPENDENT BANK CORP MASS COM 453836108 125,076 1,477,302 SH - DFND 2,20,5,8 1,358,345 247 118,710

INDEPENDENT BK CORP MICH COM NEW 453838609 18,427 779,494 SH - DFND 2,20,5,8 655,893 0 123,601

INDEPENDENT BK GROUP INC COM 45384B106 134,135 1,856,800 SH - DFND 2,20,5,8 1,714,571 0 142,229

INDUS REALTY TRUST INC COM 45580R103 2,997 49,815 SH - DFND 2,20 42,976 0 6,839

INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 79,244 3,426,024 SH - DFND 10,19,2,20,5,8 3,049,655 16,504 359,865

INFINERA CORP COM 45667G103 36,498 3,790,043 SH - DFND 19,2,20,5,8 3,170,328 2,611 617,104

INFINERA CORP NOTE 2.125% 9/0 45667GAC7 12,578 10,665,000 PRN - DFND 2,5 10,665,000 0 0

AMARIN CORP PLC SPONS ADR NEW 023111206 1,561 251,340 SH - DFND 1,13,19,2,20,5 139,640 0 111,700

INFINITY PHARMACEUTICALS INC COM 45665G303 186 57,589 SH - DFND 20 57,589 0 0

INFORMATION SVCS GROUP INC COM 45675Y104 2,426 551,393 SH - DFND 2,20 466,664 0 84,729

INFOSYS LTD SPONSORED ADR 456788108 308,669 16,488,723 SH - DFND 1,10,12,13,19,2,20,5,811,883,697 0 4,605,026

INFUSYSTEM HLDGS INC COM 45685K102 4,783 234,913 SH - DFND 2,20 201,899 0 33,014

ING GROEP N.V. SPONSORED ADR 456837103 10,387 849,304 SH - DFND 2,20 849,304 0 0

INGERSOLL RAND INC COM 45687V106 703,040 14,286,526 SH - DFND 10,11,12,13,19,2,20,5,6,812,488,774 213,906 1,583,846

INGEVITY CORP COM 45688C107 103,128 1,365,388 SH - DFND 13,19,2,20,5,8 1,205,420 613 159,355

INGLES MKTS INC CL A 457030104 23,305 378,020 SH - DFND 2,20,5,8 322,560 0 55,460

INGREDION INC COM 457187102 173,008 1,910,807 SH - DFND 10,12,13,19,2,20,5,81,775,668 1,104 134,035

INHIBRX INC COM 45720L107 3,211 160,007 SH - DFND 2,20,5,8 139,498 0 20,509

AMAZON COM INC COM 023135106 49,113,975 15,873,531 SH - DFND 10,11,12,13,19,2,20,5,6,813,542,753 275,840 2,054,938

INMODE LTD SHS M5425M103 7,651 105,723 SH - DFND 10,2,20,8 78,513 0 27,210

INNOSPEC INC COM 45768S105 81,488 793,535 SH - DFND 19,2,20,5,8 693,014 400 100,121

INNOVATIVE INDL PPTYS INC COM 45781V101 210,549 1,160,215 SH - DFND 10,19,2,20,5,8 1,014,546 5,700 139,969

INNOVIVA INC COM 45781M101 27,864 2,331,683 SH - DFND 19,2,20,5,8 2,088,227 687 242,769

INOGEN INC COM 45780L104 39,360 749,430 SH - DFND 2,20,5,8 687,817 200 61,413

INOVALON HLDGS INC COM CL A 45781D101 41,151 1,429,836 SH - DFND 19,2,20,5,8 1,173,528 0 256,308

INOVIO PHARMACEUTICALS INC COM NEW 45773H201 76,611 8,255,537 SH - DFND 19,2,20,5,8 7,602,451 5,000 648,086

INOZYME PHARMA INC COM 45790W108 2,618 132,219 SH - DFND 2,20,5 109,766 0 22,453

INPHI CORP COM 45772F107 131,087 734,751 SH - DFND 13,19,2,20,5,8 635,746 400 98,605

INSEEGO CORP COM 45782B104 14,976 1,497,610 SH - DFND 13,2,20,5,8 1,256,513 0 241,097

AMBAC FINL GROUP INC COM NEW 023139884 23,949 1,430,638 SH - DFND 2,20,5,8 1,270,178 0 160,460

INSIGHT ENTERPRISES INC COM 45765U103 113,331 1,187,711 SH - DFND 12,19,2,20,5,8 1,055,613 265 131,833

INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 14,122 9,619,000 PRN - DFND 2,5 9,619,000 0 0

INSMED INC COM PAR $.01 457669307 110,017 3,230,105 SH - DFND 19,2,20,5,8 2,844,623 800 384,682

INSMED INC NOTE 1.750% 1/1 457669AA7 14,421 12,890,000 PRN - DFND 2,5 12,890,000 0 0

INSPERITY INC COM 45778Q107 89,445 1,068,122 SH - DFND 19,2,20,5,8 934,275 500 133,347

INSPIRE MED SYS INC COM 457730109 102,347 494,455 SH - DFND 2,20,5,8 405,686 200 88,569

INSPIRED ENTMT INC COM 45782N108 96 10,300 SH - DFND 20 10,300 0 0

INSTALLED BLDG PRODS INC COM 45780R101 91,477 825,006 SH - DFND 2,20,5,8 742,242 200 82,564

INSTEEL INDS INC COM 45774W108 18,352 595,083 SH - DFND 2,20,5,8 542,810 0 52,273

INSULET CORP COM 45784P101 330,963 1,268,445 SH - DFND 10,11,12,13,19,2,20,5,6,81,032,517 30,186 205,742

AMBARELLA INC SHS G037AX101 113,951 1,135,085 SH - DFND 2,20,5,8 1,004,158 300 130,627

INSULET CORP NOTE 0.375% 9/0 45784PAK7 29,121 22,000,000 PRN - DFND 2,5 22,000,000 0 0

INSULET CORP NOTE 1.375%11/1 45784PAH4 29,933 10,725,000 PRN - DFND 2,5 10,725,000 0 0

INTEGER HLDGS CORP COM 45826H109 108,233 1,175,170 SH - DFND 19,2,20,5,8 1,051,852 343 122,975

INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 120,321 1,741,509 SH - DFND 13,2,20,5,8 1,603,831 574 137,104

INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17,950 16,071,000 PRN - DFND 2,5 16,071,000 0 0

INTEL CORP COM 458140100 10,971,590 171,431,095 SH - DFND 1,10,11,12,13,19,2,20,5,6,8140,089,335 5,184,006 26,157,754

INTELLIA THERAPEUTICS INC COM 45826J105 146,757 1,828,639 SH - DFND 19,2,20,5,8 1,634,797 600 193,242

INTELLICHECK INC COM NEW 45817G201 2,472 295,012 SH - DFND 2,20 257,252 0 37,760

INTELLIGENT SYS CORP NEW COM 45816D100 5,153 125,969 SH - DFND 2,20,5 107,874 0 18,095

INTER PARFUMS INC COM 458334109 39,991 563,812 SH - DFND 2,20,5,8 500,153 0 63,659

AMBEV SA SPONSORED ADR 02319V103 50,751 18,522,238 SH - DFND 10,13,19,2,20,5,815,031,936 1,881,752 1,608,550

INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 131,134 1,795,373 SH - DFND 13,2,20,5,6,8 1,656,414 625 138,334

INTERCEPT PHARMACEUTICALS IN COM 45845P108 65,440 2,835,342 SH - DFND 19,2,20,5,8 2,741,234 500 93,608

INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 8,864 10,663,000 PRN - DFND 2,5 10,663,000 0 0

INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,760,807 24,720,695 SH - DFND 10,11,12,13,19,2,20,5,6,821,349,145 345,884 3,025,666

INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 278 4,033 SH - DFND 20 4,033 0 0

INTERCORP FINL SVCS INC SHS P5626F128 2,503 83,702 SH - DFND 2,20,5 72,802 0 10,900

INTERDIGITAL INC COM 45867G101 65,742 1,036,119 SH - DFND 13,19,2,20,5,8 901,715 498 133,906

INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11,900 11,128,000 PRN - DFND 2,5 11,128,000 0 0

INTERFACE INC COM 458665304 23,608 1,890,129 SH - DFND 19,2,20,5,8 1,692,924 2,324 194,881

INTERNATIONAL BANCSHARES COR COM 459044103 90,477 1,949,087 SH - DFND 2,20,5,8 1,767,770 270 181,047

AMC ENTMT HLDGS INC CL A COM 00165C104 66,739 6,536,661 SH - DFND 2,20,5,8 5,497,918 320 1,038,423

INTERNATIONAL BUSINESS MACHS COM 459200101 6,903,124 51,801,919 SH - DFND 10,11,12,13,19,2,20,5,6,833,643,629 552,833 17,605,457

INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,447,429 10,311,688 SH - DFND 10,11,12,13,19,2,20,5,6,88,789,541 123,477 1,398,670

INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 16,201 331,250 SH - DFND 2 331,250 0 0

INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 30,232 1,883,592 SH - DFND 12,13,2,20,5,8 1,640,731 0 242,861

INTERNATIONAL MNY EXPRESS IN COM 46005L101 8,471 564,363 SH - DFND 2,20,5,8 491,372 0 72,991

INTERNATIONAL PAPER CO COM 460146103 1,309,501 24,218,627 SH - DFND 10,11,12,13,19,2,20,5,6,815,743,532 377,609 8,097,486

INTERNATIONAL SEAWAYS INC COM Y41053102 11,162 575,935 SH - DFND 19,2,20,5,8 491,303 0 84,632

INTERPUBLIC GROUP COS INC COM 460690100 572,586 19,609,093 SH - DFND 10,11,12,13,19,2,20,5,6,817,245,899 357,241 2,005,953

INTERSECT ENT INC COM 46071F103 19,572 937,376 SH - DFND 19,2,20,5,8 819,555 0 117,821

INTEVAC INC COM 461148108 2,610 364,971 SH - DFND 2,20,5 313,852 0 51,119

AMC NETWORKS INC CL A 00164V103 54,851 1,031,810 SH - DFND 12,13,2,20,5,8 917,562 293 113,955

INTRA CELLULAR THERAPIES INC COM 46116X101 50,341 1,483,659 SH - DFND 19,2,20,5,8 1,244,383 700 238,576

INTREPID POTASH INC COM 46121Y201 6,123 188,064 SH - DFND 2,20,5 166,164 0 21,900

INTRICON CORP COM 46121H109 3,413 133,103 SH - DFND 2,20 113,875 0 19,228

INTRUSION INC COM NEW 46121E205 290 12,400 SH - DFND 20 12,400 0 0

INTUIT COM 461202103 4,068,626 10,621,380 SH - DFND 10,11,12,13,19,2,20,5,6,89,048,195 284,389 1,288,796

INTUITIVE SURGICAL INC COM NEW 46120E602 3,424,730 4,634,652 SH - DFND 10,11,12,13,19,2,20,5,6,83,988,464 102,927 543,261

INUVO INC COM NEW 46122W204 15 14,252 SH - DFND 20 14,252 0 0

INVACARE CORP COM 461203101 10,842 1,351,922 SH - DFND 2,20,5 1,263,870 0 88,052

INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 254,199 14,749,012 SH - DFND 19,2,20 14,055,192 0 693,820

INVESCO DB COMMDY INDX TRCK UNIT 46138B103 15,625 940,719 SH - DFND 12,8 940,719 0 0

AMCOR PLC ORD G0250X107 1,085,660 92,950,333 SH - DFND 10,11,12,13,19,2,20,5,6,884,566,216 539,856 7,844,261

INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 711 11,486 SH - DFND 20 0 0 11,486

INVESCO LTD SHS G491BT108 498,765 19,776,547 SH - DFND 10,12,13,19,2,20,5,6,816,968,743 473,091 2,334,713

INVESCO MORTGAGE CAPITAL INC COM 46131B100 27,650 6,895,195 SH - DFND 12,13,2,20,5,8 6,120,408 658 774,129

INVESTAR HLDG CORP COM 46134L105 3,018 146,382 SH - DFND 13,2,20 122,963 0 23,419

INVESTORS BANCORP INC NEW COM 46146L101 226,212 15,399,081 SH - DFND 13,2,20,5,8 14,535,846 1,600 861,635

INVESTORS TITLE CO NC COM 461804106 3,689 22,221 SH - DFND 2,20 18,996 0 3,225

INVITAE CORP COM 46185L103 136,183 3,564,075 SH - DFND 13,2,20,5,8 3,102,500 3,200 458,375

INVITAE CORP NOTE 2.000% 9/0 46185LAB9 14,493 9,611,000 PRN - DFND 2,5 9,611,000 0 0

INVITATION HOMES INC COM 46187W107 708,569 22,149,716 SH - DFND 10,11,12,13,19,2,20,5,6,818,510,676 395,085 3,243,955

IOVANCE BIOTHERAPEUTICS INC COM 462260100 97,375 3,075,651 SH - DFND 13,19,2,20,5,8 2,817,442 2,700 255,509

AMDOCS LTD SHS G02602103 114,082 1,617,744 SH - DFND 12,13,19,2,20,5,8 1,459,031 0 158,713

IPG PHOTONICS CORP COM 44980X109 289,612 1,372,960 SH - DFND 10,11,12,13,19,2,20,5,6,81,153,386 37,089 182,485

IQIYI INC NOTE 2.000% 4/0 46267XAD0 29,765 31,774,000 PRN - DFND 2,5 31,774,000 0 0

IQIYI INC NOTE 3.750%12/0 46267XAB4 22,559 22,214,000 PRN - DFND 2,5 22,214,000 0 0

IQIYI INC NOTE 4.000%12/1 46267XAE8 26,113 24,975,000 SH - DFND 2,5 24,975,000 0 0

IQIYI INC SPONSORED ADS 46267X108 87,578 5,269,449 SH - DFND 1,10,12,13,19,2,20,5,83,843,615 120,700 1,305,134

IQVIA HLDGS INC COM 46266C105 1,568,014 8,118,536 SH - DFND 10,11,12,13,19,2,20,5,6,87,115,062 92,102 911,372

IRADIMED CORP COM 46266A109 2,357 91,445 SH - DFND 2,20 77,848 0 13,597

IRHYTHM TECHNOLOGIES INC COM 450056106 88,747 639,108 SH - DFND 13,2,20,5,8 538,590 800 99,718

IRIDIUM COMMUNICATIONS INC COM 46269C102 154,138 3,736,688 SH - DFND 2,20,5,8 3,312,438 1,700 422,550

IROBOT CORP COM 462726100 106,481 871,508 SH - DFND 2,20,5,8 770,976 100 100,432

908 DEVICES INC COM 65443P102 4,364 89,974 SH - DFND 2,20 75,120 0 14,854

AMEDISYS INC COM 023436108 200,320 756,523 SH - DFND 13,19,2,20,5,8 690,524 374 65,625

IRON MTN INC NEW COM 46284V101 474,585 12,615,525 SH - DFND 10,11,12,13,19,2,20,5,6,810,680,091 235,942 1,699,492

IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 82,509 7,380,026 SH - DFND 2,20,5,8 6,812,185 3,300 564,541

ISHARES INC CORE MSCI EMKT 46434G103 414,401 6,438,798 SH - DFND 1,2,20 6,438,798 0 0

ISHARES INC MSCI CDA ETF 464286509 40,779 1,197,616 SH - DFND 2 1,197,616 0 0

ISHARES INC MSCI FRONTIER 464286145 914 31,000 SH - DFND 10 0 0 31,000

ISHARES INC MSCI GBL ETFNEW 46434G848 1,517 36,000 SH - DFND 10 0 0 36,000

ISHARES INC MSCI JPN ETFNEW 46434G822 18,025 263,061 SH - DFND 12 0 0 263,061

ISHARES INC MSCI PAC JP ETF 464286665 22,772 453,353 SH - DFND 12 0 0 453,353

ISHARES INC MSCI TAIWANETF 46434G772 107,066 1,785,624 SH - DFND 20 0 0 1,785,624

ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 3,339 239,000 SH - DFND 10 0 0 239,000

AMER SOFTWARE INC CL A 029683109 14,496 700,298 SH - DFND 2,20,5,8 590,820 0 109,478

ISHARES TR 1 3 YR TREAS BD 464287457 169,836 1,969,114 SH - DFND 1,2 1,969,114 0 0

ISHARES TR 3 7 YR TREAS BD 464288661 28,731 221,212 SH - DFND 1,2 221,212 0 0

ISHARES TR BARCLAYS 7 10YR 464287440 126,784 1,122,678 SH - DFND 1,2 1,122,678 0 0

ISHARES TR CORE INTL AGGR 46435G672 1,026 18,695 SH - DFND 12 18,695 0 0

ISHARES TR CORE MSCI EAFE 46432F842 1,528 21,211 SH - DFND 1 21,211 0 0

ISHARES TR CORE MSCI PAC 46434V696 8,465 127,155 SH - DFND 12 127,155 0 0

ISHARES TR CORE S&P MCPETF 464287507 94,858 364,446 SH - DFND 1,2 351,612 12,834 0

ISHARES TR CORE S&P SCPETF 464287804 326,160 3,005,250 SH - DFND 1,2,20 3,003,848 1,402 0

ISHARES TR CORE S&P500 ETF 464287200 21,253 53,423 SH - DFND 1,12 53,423 0 0

ISHARES TR CORE US AGGBDET 464287226 2,170 19,067 SH - DFND 1,20 2,984 0 16,083

AMER STATES WTR CO COM 029899101 211,431 2,795,967 SH - DFND 19,2,20,5,6,8 2,643,966 200 151,801

ISHARES TR CRE U S REIT ETF 464288521 922 17,600 SH - DFND 10 0 17,600 0

ISHARES TR EAFE SML CP ETF 464288273 65,503 911,793 SH - DFND 1,20,6 911,793 0 0

ISHARES TR FLTG RATE NTETF 46429B655 14,300 281,615 SH - DFND 1 281,615 0 0

ISHARES TR INTRM GOV CRETF 464288612 14,486 126,115 SH - DFND 1 28,802 97,313 0

ISHARES TR ISHS 5-10YR INVT 464288638 1,048 17,701 SH - DFND 1 17,701 0 0

ISHARES TR MSCI ACWI ETF 464288257 37,922 398,552 SH - DFND 6 398,552 0 0

ISHARES TR MSCI EAFE ETF 464287465 461,950 6,088,701 SH - DFND 1,2,20,6 6,053,242 0 35,459

ISHARES TR MSCI EMG MKTETF 464287234 42,729 801,075 SH - DFND 1,6 801,075 0 0

ISHARES TR MSCI INDIA ETF 46429B598 97,530 2,312,229 SH - DFND 12,19,5 896,829 0 1,415,400

ISHARES TR MSCI USA MINVOL 46429B697 524 7,569 SH - DFND 1 7,569 0 0

AMERANT BANCORP INC CL A 023576101 7,461 401,775 SH - DFND 2,20,5,8 347,413 0 54,362

ISHARES TR RUS 1000 ETF 464287622 2,425 10,834 SH - DFND 1,6 10,134 0 700

ISHARES TR RUS 1000 GRWETF 464287614 408 1,680 SH - DFND 1 1,680 0 0

ISHARES TR RUS 1000 VAL ETF 464287598 1,331 8,783 SH - DFND 1 8,783 0 0

ISHARES TR RUS 2000 VAL ETF 464287630 2,296 14,395 SH - DFND 20 0 0 14,395

ISHARES TR RUS MID CAP ETF 464287499 2,724 36,845 SH - DFND 1,20 13,405 0 23,440

ISHARES TR RUSSELL 2000ETF 464287655 39,199 177,421 SH - DFND 1,20,6 154,759 0 22,662

ISHARES TR RUSSELL 3000ETF 464287689 22,766 95,966 SH - DFND 1 95,106 0 860

ISHARES TR SELECT DIVIDETF 464287168 3,057 26,789 SH - DFND 1 26,789 0 0

ISHARES TR SHORT TREAS BD 464288679 7,884 71,342 SH - DFND 12 71,342 0 0

ISHARES TR TIPS BD ETF 464287176 209,700 1,670,918 SH - DFND 1,2,20 1,670,918 0 0

AMERCO COM 023586100 131,802 215,152 SH - DFND 10,11,12,13,19,2,20,5,6,8155,194 8,883 51,075

ISIS PHARMACEUTICALS INC DEL COM 462222100 153,294 3,409,571 SH - DFND 10,11,12,13,19,2,20,5,6,82,904,405 67,202 437,964

ISIS PHARMACEUTICALS INC DEL NOTE 0.125%12/1 462222AB6 7,384 7,725,000 PRN - DFND 2,5 7,725,000 0 0

ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14,941 14,690,000 PRN - DFND 2,5 14,690,000 0 0

ISORAY INC COM 46489V104 12 10,577 SH - DFND 20 10,577 0 0

ISTAR INC COM 45031U101 45,047 2,533,605 SH - DFND 2,20,5,8 2,256,836 67 276,702

ITAU CORPBANCA SPONSORED ADR 45033E105 432 73,650 SH - DFND 20,5 73,650 0 0

ITAU UNIBANCO HLDG S A SPON ADR REPPFD 465562106 92,191 18,544,883 SH - DFND 10,13,19,2,20,5,814,982,435 2,051,384 1,511,064

ITEOS THERAPEUTICS INC COM 46565G104 24,029 703,010 SH - DFND 2,20,5,8 659,346 0 43,664

ITERIS INC NEW COM 46564T107 3,949 640,008 SH - DFND 2,20 535,714 0 104,294

ITRON INC COM 465741106 123,814 1,396,662 SH - DFND 19,2,20,5,8 1,238,753 343 157,566

AMEREN CORP COM 023608102 995,873 12,240,321 SH - DFND 10,11,12,13,19,2,20,5,6,810,777,331 310,981 1,152,009

ITT INC COM 45073V108 183,592 2,014,643 SH - DFND 13,19,2,20,5,8 1,830,992 1,092 182,559

ITURAN LOCATION AND CONTROL SHS M6158M104 3,153 145,004 SH - DFND 2,20,5,8 95,198 0 49,806

IVERIC BIO INC COM 46583P102 22,835 3,694,983 SH - DFND 2,20,5,8 3,497,081 0 197,902

J & J SNACK FOODS CORP COM 466032109 76,674 486,495 SH - DFND 19,2,20,5,8 422,945 100 63,450

J ALEXANDERS HLDGS INC COM 46609J106 100 10,382 SH - DFND 20 10,382 0 0

J2 GLOBAL INC COM 48123V102 168,448 1,405,377 SH - DFND 12,13,2,20,5,8 1,220,015 382 184,980

J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 20,711 11,644,000 PRN - DFND 2,5 11,644,000 0 0

JABIL INC COM 466313103 226,563 4,343,623 SH - DFND 12,13,19,2,20,5,8 4,039,663 1,396 302,564

JACK IN THE BOX INC COM 466367109 79,595 725,044 SH - DFND 10,2,20,5,8 639,344 3,849 81,851

JACOBS ENGR GROUP INC COM 469814107 1,099,987 8,509,222 SH - DFND 10,11,12,13,19,2,20,5,6,84,739,233 77,651 3,692,338

AMERESCO INC CL A 02361E108 21,684 445,888 SH - DFND 2,20,5,8 365,245 0 80,643

JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 443 14,160 SH - DFND 20 14,160 0 0

JAMES RIV GROUP LTD COM G5005R107 43,762 959,267 SH - DFND 2,20,5,8 856,485 0 102,782

JAMF HLDG CORP COM 47074L105 15,485 438,425 SH - DFND 2,20 398,661 0 39,764

JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 81,285 2,609,464 SH - DFND 10,12,13,19,2,20,5,82,351,893 66,820 190,751

JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 13,950 12,853,000 PRN - DFND 2,5 12,853,000 0 0

JAZZ PHARMACEUTICALS PLC SHS USD G50871105 361,829 2,201,311 SH - DFND 10,11,12,13,19,2,20,5,6,81,695,639 111,592 394,080

JBG SMITH PPTYS COM 46590V100 160,108 5,036,427 SH - DFND 10,13,19,2,20,5,8 4,428,757 29,577 578,093

JD.COM INC SPON ADR CL A 47215P106 1,515,195 17,967,444 SH - DFND 1,10,11,12,13,19,2,20,5,813,332,801 461,906 4,172,737

JEFFERIES FINL GROUP INC COM 47233W109 150,725 5,007,479 SH - DFND 12,13,2,20,5,8 4,545,868 2,434 459,177

JELD-WEN HLDG INC COM 47580P103 36,089 1,303,323 SH - DFND 2,20,5,8 1,061,359 0 241,964

AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15,726 1,158,000 SH - DFND 1,13,20,5,8 457,143 54,800 646,057

JETBLUE AWYS CORP COM 477143101 153,037 7,523,938 SH - DFND 13,2,20,5,8 7,145,184 0 378,754

JFROG LTD ORD SHS M6191J100 7,240 163,175 SH - DFND 2,20,6 155,693 0 7,482

JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 25,278 606,334 SH - DFND 1,13,2,20,5 495,730 0 110,604

JOHN BEAN TECHNOLOGIES CORP COM 477839104 132,454 993,354 SH - DFND 13,2,20,5,8 878,516 321 114,517

JOHNSON & JOHNSON COM 478160104 23,053,472 140,270,595 SH - DFND 1,10,11,12,13,19,2,20,5,6,890,075,871 2,662,189 47,532,535

JOHNSON CTLS INTL PLC SHS G51502105 1,928,409 32,173,654 SH - DFND 10,11,12,13,19,2,20,5,6,827,653,474 628,538 3,891,642

JOHNSON OUTDOORS INC CL A 479167108 15,675 109,806 SH - DFND 2,20,5,8 90,639 0 19,167

JOINT CORP COM 47973J102 11,330 234,228 SH - DFND 2,20,5 205,167 0 29,061

JONES LANG LASALLE INC COM 48020Q107 211,732 1,182,594 SH - DFND 12,13,19,2,20,5,8 1,070,696 452 111,446

JOUNCE THERAPEUTICS INC COM 481116101 3,145 306,279 SH - DFND 2,20 269,265 0 37,014

AMERICAN AIRLS GROUP INC COM 02376R102 479,756 20,073,471 SH - DFND 10,12,13,19,2,20,5,6,818,442,942 3,538 1,626,991

JPMORGAN CHASE & CO COM 46625H100 21,601,922 141,903,189 SH - DFND 1,10,12,13,19,2,20,5,6,8119,293,361 2,189,110 20,420,718

JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 5,179 146,045 SH - DFND 2,5 146,045 0 0

JUNIPER NETWORKS INC COM 48203R104 356,319 14,067,093 SH - DFND 10,11,12,13,19,2,20,5,6,811,704,078 372,900 1,990,115

KADANT INC COM 48282T104 43,194 233,471 SH - DFND 2,20,5,8 179,522 0 53,949

KADMON HLDGS INC COM 48283N106 50,299 12,930,224 SH - DFND 2,20,5,8 12,337,089 0 593,135

KAISER ALUMINUM CORP COM PAR $0.01 483007704 112,810 1,020,904 SH - DFND 13,2,20,5,8 963,451 100 57,353

KALA PHARMACEUTICALS INC COM 483119103 4,716 699,746 SH - DFND 2,20,5,8 603,034 0 96,712

KALEIDO BIOSCIENCES INC COM 483347100 1,625 200,664 SH - DFND 2,20,5 170,400 0 30,264

KALVISTA PHARMACEUTICALS INC COM 483497103 15,195 591,472 SH - DFND 2,20,5 551,820 0 39,652

KAMAN CORP COM 483548103 62,036 1,204,579 SH - DFND 2,20,5,8 1,103,747 0 100,832

AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 48,183 27,850,000 PRN - DFND 2,5 27,850,000 0 0

KANDI TECHNOLOGIES GROUP INC COM 483709101 7,098 1,135,699 SH - DFND 1,2 985,799 0 149,900

KANSAS CITY SOUTHERN COM NEW 485170302 1,086,631 4,108,941 SH - DFND 10,11,12,13,19,2,20,5,6,83,501,005 108,543 499,393

KAR AUCTION SVCS INC COM 48238T109 57,605 3,840,303 SH - DFND 13,2,20,5,8 3,374,421 1,500 464,382

KARUNA THERAPEUTICS INC COM 48576A100 85,009 707,052 SH - DFND 13,2,20,5,8 655,537 0 51,515

KARYOPHARM THERAPEUTICS INC COM 48576U106 56,096 5,332,280 SH - DFND 2,20,5,8 5,092,177 2,800 237,303

KB FINL GROUP INC SPONSORED ADR 48241A105 9,101 184,109 SH - DFND 1,2,20,5,8 107,098 16,900 60,111

KB HOME COM 48666K109 125,387 2,694,757 SH - DFND 19,2,20,5,8 2,370,387 909 323,461

KBR INC COM 48242W106 162,780 4,240,157 SH - DFND 12,19,2,20,5,8 3,737,007 1,104 502,046

KBR INC NOTE 2.500%11/0 48242WAB2 16,062 10,100,000 PRN - DFND 2,5 10,100,000 0 0

KE HLDGS INC SPONSORED ADS 482497104 122,720 2,153,734 SH - DFND 10,12,13,19,2,20,5,81,568,358 53,800 531,576

10X GENOMICS INC CL A COM 88025U109 204,607 1,130,423 SH - DFND 10,11,12,13,19,2,20,5,6,8891,454 36,233 202,736

A-MARK PRECIOUS METALS INC COM 00181T107 2,534 70,379 SH - DFND 2,20 59,578 0 10,801

AMERICAN ASSETS TR INC COM 024013104 84,072 2,591,625 SH - DFND 10,19,2,20,5,8 2,293,984 12,375 285,266

KEARNY FINL CORP MD COM 48716P108 19,235 1,592,301 SH - DFND 2,20,5,8 1,313,483 0 278,818

KELLOGG CO COM 487836108 784,957 12,400,577 SH - DFND 10,11,12,13,19,2,20,5,6,89,604,792 151,191 2,644,594

KELLY SVCS INC CL A 488152208 24,338 1,092,873 SH - DFND 2,20,5,8 983,390 453 109,030

KEMPER CORP COM 488401100 119,845 1,503,327 SH - DFND 13,2,20,5,8 1,378,505 954 123,868

KENNAMETAL INC COM 489170100 99,164 2,480,950 SH - DFND 2,20,5,8 2,170,211 5,460 305,279

KENNEDY-WILSON HOLDINGS INC COM 489398107 67,011 3,280,378 SH - DFND 19,2,20,5,8 2,763,823 2,500 514,055

KEROS THERAPEUTICS INC COM 492327101 44,551 723,823 SH - DFND 2,20,5,8 689,898 0 33,925

KEURIG DR PEPPER INC COM 49271V100 428,972 12,427,554 SH - DFND 10,11,12,13,19,2,20,5,6,810,347,435 263,311 1,816,808

KEYCORP COM 493267108 1,077,252 53,916,492 SH - DFND 10,12,13,19,2,20,5,6,848,093,477 897,685 4,925,330

KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,194,498 8,329,832 SH - DFND 10,11,12,13,19,2,20,5,6,86,964,845 231,693 1,133,294

AMERICAN AXLE & MFG HLDGS IN COM 024061103 47,262 4,892,588 SH - DFND 12,2,20,5,8 4,493,965 3,329 395,294

KEZAR LIFE SCIENCES INC COM 49372L100 2,808 471,141 SH - DFND 2,20,5 407,637 0 63,504

KFORCE INC COM 493732101 23,006 429,217 SH - DFND 10,2,20,5,8 352,880 5,164 71,173

KILROY RLTY CORP COM 49427F108 313,624 4,742,629 SH - DFND 10,12,13,19,2,20,5,84,176,109 28,655 537,865

KIMBALL ELECTRONICS INC COM 49428J109 14,104 546,655 SH - DFND 2,20,5,8 465,653 44 80,958

KIMBALL INTL INC CL B 494274103 12,704 902,900 SH - DFND 2,20,5,8 795,873 59 106,968

KIMBERLY-CLARK CORP COM 494368103 2,345,667 16,733,122 SH - DFND 1,10,11,12,13,19,2,20,5,6,813,970,684 490,892 2,271,546

KIMCO RLTY CORP COM 49446R109 439,704 23,450,858 SH - DFND 10,12,13,19,2,20,5,6,820,720,283 114,281 2,616,294

KINDER MORGAN INC DEL COM 49456B101 2,181,308 131,009,510 SH - DFND 10,11,12,13,19,2,20,5,6,8117,995,168 1,420,503 11,593,839

KINDRED BIOSCIENCES INC COM 494577109 3,314 666,846 SH - DFND 2,20,5 583,766 0 83,080

KINGSOFT CLOUD HLDGS LTD ADS 49639K101 37,323 949,201 SH - DFND 10,12,13,19,2,20,5,8690,751 41,400 217,050

AMERICAN CAMPUS CMNTYS INC COM 024835100 258,062 5,977,799 SH - DFND 10,12,13,19,2,20,5,85,298,816 33,356 645,627

KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 26,188 1,414,782 SH - DFND 2,20,5,8 1,341,108 0 73,674

KINNATE BIOPHARMA INC COM 49705R105 5,711 183,282 SH - DFND 2,20 152,991 0 30,291

KINSALE CAP GROUP INC COM 49714P108 113,502 688,728 SH - DFND 2,20,5,8 605,615 200 82,913

KINTARA THERAPEUTICS INC COM 49720K101 24 13,700 SH - DFND 20 13,700 0 0

KIRBY CORP COM 497266106 93,899 1,557,714 SH - DFND 12,13,2,20,5,8 1,486,360 0 71,354

KIRKLANDS INC COM 497498105 270 9,618 SH - DFND 20 9,618 0 0

KITE RLTY GROUP TR COM NEW 49803T300 85,085 4,410,842 SH - DFND 10,19,2,20,5,8 3,897,409 46,212 467,221

KKR & CO INC COM 48251W104 481,880 9,864,478 SH - DFND 10,12,13,19,2,20,5,6,88,138,048 234,488 1,491,942

KKR REAL ESTATE FIN TR INC COM 48251K100 19,768 1,048,529 SH - DFND 19,2,20,5,8 923,482 11,900 113,147

KLA CORP COM NEW 482480100 2,050,539 6,206,233 SH - DFND 10,11,12,13,19,2,20,5,6,85,222,551 213,825 769,857

AMERICAN EAGLE OUTFITTERS IN COM 02553E106 140,931 4,819,816 SH - DFND 12,13,2,20,5,8 4,250,193 1,874 567,749

KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 235,469 4,896,421 SH - DFND 10,11,12,13,19,2,20,5,6,83,939,229 266,201 690,991

KNOLL INC COM NEW 498904200 15,634 946,917 SH - DFND 19,2,20,5,8 773,454 700 172,763

KNOWLES CORP COM 49926D109 61,584 2,943,808 SH - DFND 1,2,20,5,8 2,626,779 528 316,501

KODIAK SCIENCES INC COM 50015M109 113,950 1,004,937 SH - DFND 19,2,20,5,8 886,753 800 117,384

KOHLS CORP COM 500255104 270,395 4,536,066 SH - DFND 1,12,13,19,2,20,5,83,550,090 1,410 984,566

KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5,743 100,705 SH - DFND 1,2,20 100,683 0 22

KONTOOR BRANDS INC COM 50050N103 84,280 1,736,661 SH - DFND 12,13,2,20,5,8 1,435,616 8,998 292,047

KOPIN CORP COM 500600101 24,283 2,314,825 SH - DFND 2,20 2,314,825 0 0

KOPPERS HOLDINGS INC COM 50060P106 23,221 668,049 SH - DFND 2,20,5,8 601,070 0 66,979

KOREA ELECTRIC PWR SPONSORED ADR 500631106 6,487 632,236 SH - DFND 2,5 632,236 0 0

AMERICAN ELEC PWR CO INC COM 025537101 2,054,996 24,262,051 SH - DFND 10,11,12,13,19,2,20,5,6,821,408,924 298,143 2,554,984

KORN FERRY COM NEW 500643200 107,550 1,721,623 SH - DFND 2,20,5,8 1,516,388 513 204,722

KORNIT DIGITAL LTD SHS M6372Q113 28,869 291,248 SH - DFND 10,2,20,5,6,8 183,221 600 107,427

KOSMOS ENERGY LTD COM 500688106 58,826 19,161,438 SH - DFND 19,2,20,5,8 18,046,956 0 1,114,482

KRAFT HEINZ CO COM 500754106 1,148,802 28,720,048 SH - DFND 10,11,12,13,19,2,20,5,6,825,220,987 471,827 3,027,234

KRATON CORPORATION COM 50077C106 40,150 1,097,306 SH - DFND 19,2,20,5,8 976,035 600 120,671

KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 119,590 4,383,780 SH - DFND 2,20,5,8 3,948,505 500 434,775

KROGER CO COM 501044101 1,381,698 38,391,169 SH - DFND 10,11,12,13,19,2,20,5,6,830,782,931 1,169,907 6,438,331

KRONOS BIO INC COM 50107A104 6,562 224,205 SH - DFND 2,20 188,620 0 35,585

KRONOS WORLDWIDE INC COM 50105F105 9,209 601,899 SH - DFND 2,20,5,8 516,893 11,494 73,512

KRYSTAL BIOTECH INC COM 501147102 50,766 658,958 SH - DFND 2,20,5,8 610,737 0 48,221

AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 14,684 300,400 SH - DFND 2 300,400 0 0

KULICKE & SOFFA INDS INC COM 501242101 47,820 970,962 SH - DFND 10,2,20,5,8 888,673 16,676 65,613

KURA ONCOLOGY INC COM 50127T109 80,107 2,833,650 SH - DFND 2,20,5,8 2,627,882 0 205,768

KURA SUSHI USA INC CL A COM 501270102 1,403 44,336 SH - DFND 2,20 36,376 0 7,960

KVH INDS INC COM 482738101 3,558 280,595 SH - DFND 2,20,5 237,925 0 42,670

KYMERA THERAPEUTICS INC COM 501575104 36,409 936,915 SH - DFND 2,20,5,8 912,395 0 24,520

L BRANDS INC COM 501797104 496,453 8,025,424 SH - DFND 10,12,13,19,2,20,5,6,86,707,514 3,864 1,314,046

L3HARRIS TECHNOLOGIES INC COM 502431109 1,767,856 8,722,399 SH - DFND 1,10,11,12,13,19,2,20,5,6,87,675,998 133,507 912,894

LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,677 395,520 SH - DFND 2,20,5 347,044 0 48,476

LA Z BOY INC COM 505336107 60,704 1,428,996 SH - DFND 2,20,5,8 1,270,989 169 157,838

LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,028,884 4,034,363 SH - DFND 10,11,12,13,19,2,20,5,6,83,493,687 72,374 468,302

AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 18,604 381,000 SH - DFND 2 381,000 0 0

LADDER CAP CORP CL A 505743104 24,623 2,052,296 SH - DFND 2,20,5,8 1,699,694 2,000 350,602

LAIRD SUPERFOOD INC COM STK 50736T102 1,591 42,453 SH - DFND 2,20 35,709 0 6,744

LAKELAND BANCORP INC COM 511637100 21,400 1,227,778 SH - DFND 2,20,5,8 1,057,492 0 170,286

LAKELAND FINL CORP COM 511656100 46,513 672,246 SH - DFND 2,20,5,8 588,559 0 83,687

LAKELAND INDS INC COM 511795106 3,182 114,210 SH - DFND 2,20,5 98,010 0 16,200

LAM RESEARCH CORP COM 512807108 3,530,119 5,917,849 SH - DFND 10,11,12,13,19,2,20,5,6,84,900,739 235,882 781,228

LAMAR ADVERTISING CO NEW CL A 512816109 193,940 2,064,948 SH - DFND 12,13,2,20,5,8 1,891,420 773 172,755

LAMB WESTON HLDGS INC COM 513272104 439,373 5,670,795 SH - DFND 10,11,12,13,19,2,20,5,6,84,903,609 69,885 697,301

LANCASTER COLONY CORP COM 513847103 228,945 1,305,572 SH - DFND 13,19,2,20,5,6,8 1,215,699 300 89,573

LANDEC CORP COM 514766104 5,165 487,224 SH - DFND 2,20,5,8 407,585 1,589 78,050

AMERICAN EQTY INVT LIFE HLD COM 025676206 102,714 3,257,669 SH - DFND 12,13,2,20,5,8 2,939,047 600 318,022

LANDMARK BANCORP INC COM 51504L107 1,471 55,686 SH - DFND 2,20 47,326 0 8,360

LANDOS BIOPHARMA INC COM 515069102 473 49,095 SH - DFND 2,20 40,000 0 9,095

LANDS END INC NEW COM 51509F105 9,537 384,418 SH - DFND 13,2,20,5,8 338,337 422 45,659

LANDSTAR SYS INC COM 515098101 174,317 1,056,082 SH - DFND 13,19,2,20,5,8 974,752 292 81,038

LANNET INC COM 516012101 5,711 1,081,665 SH - DFND 2,20,5 998,721 0 82,944

LANTHEUS HLDGS INC COM 516544103 58,344 2,730,200 SH - DFND 2,20,5,8 2,503,698 0 226,502

LAREDO PETROLEUM INC COM 516806205 4,184 139,173 SH - DFND 2,20,5 139,173 0 0

LAS VEGAS SANDS CORP COM 517834107 773,190 12,725,315 SH - DFND 10,12,13,19,2,20,5,6,810,904,446 203,462 1,617,407

LATTICE SEMICONDUCTOR CORP COM 518415104 140,942 3,130,643 SH - DFND 19,2,20,5,8 2,643,684 1,881 485,078

LAUDER ESTEE COS INC CL A 518439104 2,658,071 9,138,975 SH - DFND 1,10,11,12,13,19,2,20,5,6,87,854,841 185,379 1,098,755

AMERICAN EXPRESS CO COM 025816109 4,871,522 34,338,847 SH - DFND 1,10,11,12,13,19,2,20,5,6,824,969,948 406,703 8,962,196

LAUREATE EDUCATION INC CL A 518613203 27,122 1,995,700 SH - DFND 2,20,5,8 1,649,975 700 345,025

LAWSON PRODS INC COM 520776105 3,963 76,419 SH - DFND 2,20,5 65,864 0 10,555

LAZARD LTD SHS A G54050102 51,759 1,189,591 SH - DFND 12,13,2,20,5 1,091,123 0 98,468

LCI INDS COM 50189K103 98,724 746,329 SH - DFND 13,2,20,5,8 654,430 247 91,652

LCNB CORP COM 50181P100 3,634 207,648 SH - DFND 2,20,5 176,851 0 30,797

LEAR CORP COM NEW 521865204 433,200 2,390,067 SH - DFND 10,11,12,13,19,2,20,5,6,82,074,949 75,244 239,874

LEGACY HOUSING CORP COM 52472M101 1,902 107,299 SH - DFND 2,20 91,096 0 16,203

LEGEND BIOTECH CORP SPONSORED ADS 52490G102 2,635 90,811 SH - DFND 19,2 90,811 0 0

LEGGETT & PLATT INC COM 524660107 511,098 11,100,581 SH - DFND 10,12,13,2,20,5,6,810,646,759 10,939 442,883

LEIDOS HOLDINGS INC COM 525327102 517,204 5,371,877 SH - DFND 10,11,12,13,19,2,20,5,6,84,696,056 107,437 568,384

AMERICAN FIN TR INC COM CLASS A 02607T109 34,933 3,557,334 SH - DFND 10,19,2,20,5,8 3,000,144 25,100 532,090

LEMAITRE VASCULAR INC COM 525558201 33,137 679,320 SH - DFND 2,20,5,8 623,552 0 55,768

LEMONADE INC COM 52567D107 41,659 447,318 SH - DFND 2,20,5,8 390,236 100 56,982

LENDINGCLUB CORP COM NEW 52603A208 27,346 1,655,348 SH - DFND 2,20,5,8 1,430,556 0 224,792

LENDINGTREE INC NEW COM 52603B107 55,557 260,832 SH - DFND 2,20,5,8 237,230 100 23,502

LENNAR CORP CL A 526057104 1,249,018 12,338,417 SH - DFND 10,11,12,13,19,2,20,5,6,810,889,027 197,640 1,251,750

LENNAR CORP CL B 526057302 5,419 65,810 SH - DFND 10,12,13,2,20,5,6,8 51,345 0 14,465

LENNOX INTL INC COM 526107107 386,364 1,236,947 SH - DFND 10,11,12,13,19,2,20,5,6,81,089,410 21,360 126,177

LENSAR INC COM 52634L108 1,195 164,566 SH - DFND 2,20,5 139,912 0 24,654

LESLIES INC COM 527064109 23,537 961,097 SH - DFND 2,20 880,847 0 80,250

LEVEL ONE BANCORP INC COM 52730D208 2,002 77,474 SH - DFND 2,20 66,128 0 11,346

A10 NETWORKS INC COM 002121101 14,142 1,471,577 SH - DFND 2,20,5,8 1,266,043 0 205,534

AMERICAN FINL GROUP INC OHIO COM 025932104 307,405 2,694,168 SH - DFND 10,11,12,13,19,2,20,5,6,82,134,781 133,005 426,382

LEVI STRAUSS & CO NEW CL A COM STK 52736R102 4,391 183,644 SH - DFND 19,20,5,8 117,144 0 66,500

LEXICON PHARMACEUTICALS INC COM NEW 528872302 4,405 750,385 SH - DFND 2,20,5 634,508 0 115,877

LEXINFINTECH HLDGS LTD ADR 528877103 11,005 1,093,937 SH - DFND 2,20,5 978,637 0 115,300

LEXINGTON REALTY TRUST COM 529043101 157,477 14,038,557 SH - DFND 10,13,19,2,20,5,812,394,530 66,321 1,577,706

LG DISPLAY CO LTD SPONS ADR REP 50186V102 5,868 587,389 SH - DFND 1,2,5 565,262 0 22,127

LGI HOMES INC COM 50187T106 123,615 827,906 SH - DFND 2,20,5,8 752,406 200 75,300

LHC GROUP INC COM 50187A107 180,377 943,347 SH - DFND 13,19,2,20,5,8 832,966 300 110,081

LI AUTO INC SPONSORED ADS 50202M102 86,556 3,462,221 SH - DFND 10,12,13,19,2,20,5,82,473,021 72,400 916,800

LIBERTY BROADBAND CORP COM SER A 530307107 77,334 532,787 SH - DFND 10,11,12,13,19,2,20,5,6,8395,592 11,500 125,695

LIBERTY BROADBAND CORP COM SER C 530307305 486,261 3,238,504 SH - DFND 10,11,12,13,19,2,20,5,6,82,659,148 77,715 501,641

AMERICAN HOMES 4 RENT CL A 02665T306 299,654 8,987,819 SH - DFND 10,12,19,2,20,5,8 7,522,345 67,750 1,397,724

LIBERTY GLOBAL PLC SHS CL A G5480U104 53,348 2,079,041 SH - DFND 10,11,12,13,19,2,20,5,6,81,272,711 94,819 711,511

LIBERTY GLOBAL PLC SHS CL C G5480U120 119,942 4,696,250 SH - DFND 10,11,12,13,19,2,20,5,6,83,209,217 232,945 1,254,088

LIBERTY LATIN AMERICA LTD COM CL A G9001E102 12,512 975,205 SH - DFND 12,13,2,20,5,8 780,375 0 194,830

LIBERTY LATIN AMERICA LTD COM CL C G9001E128 40,534 3,122,826 SH - DFND 12,13,2,20,5,8 2,548,552 2,596 571,678

LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 9,597 9,684,000 PRN - DFND 2,5 9,684,000 0 0

LIBERTY MEDIA CORP DEL COM A BRAVESGRP 531229706 5,828 204,402 SH - DFND 13,2,20,5,8 162,113 370 41,919

LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 85,532 1,940,370 SH - DFND 10,12,13,19,2,20,5,6,81,381,622 47,249 511,499

LIBERTY MEDIA CORP DEL COM C BRAVESGRP 531229888 20,737 745,399 SH - DFND 13,19,2,20,5,8 575,192 880 169,327

LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 159,474 3,615,362 SH - DFND 10,12,13,19,2,20,5,6,82,945,025 113,711 556,626

LIBERTY MEDIA CORP DEL COM SER AFRMLA 531229870 9,914 259,400 SH - DFND 12,13,2,20 234,015 0 25,385

AMERICAN INTL GROUP INC COM NEW 026874784 1,846,390 39,956,502 SH - DFND 10,11,12,13,19,2,20,5,6,835,284,683 520,038 4,151,781

LIBERTY MEDIA CORP DEL COM SER CFRMLA 531229854 157,612 3,640,839 SH - DFND 10,12,13,19,2,20,5,6,82,893,842 92,348 654,649

LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6,936 9,039,203 PRN - DFND 2 9,039,203 0 0

LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 8,117 10,407,000 PRN - DFND 2 10,407,000 0 0

LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 14,615 11,482,000 PRN - DFND 2,5 11,482,000 0 0

LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 38,019 29,402,000 PRN - DFND 2,5 29,402,000 0 0

LIBERTY OILFIELD SVCS INC COM CL A 53115L104 24,154 2,139,425 SH - DFND 2,20,5,8 1,882,940 0 256,485

LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8,445 1,323,606 SH - DFND 2,20,5 1,159,701 0 163,905

LIFE STORAGE INC COM 53223X107 280,949 3,268,755 SH - DFND 10,12,13,19,2,20,5,82,884,765 17,941 366,049

LIFETIME BRANDS INC COM 53222Q103 2,949 200,744 SH - DFND 2,20 168,755 0 31,989

LIFEVANTAGE CORP COM NEW 53222K205 2,299 245,844 SH - DFND 2,20,5 211,734 0 34,110

AMERICAN NATIONAL GROUP INC COM NEW 02772A109 12,699 117,726 SH - DFND 2,20,5,8 104,996 0 12,730

LIGAND PHARMACEUTICALS INC COM NEW 53220K504 119,332 782,760 SH - DFND 13,2,20,5,8 724,663 148 57,949

LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 12,186 11,772,000 PRN - DFND 2,5 11,772,000 0 0

LILLY ELI & CO COM 532457108 6,072,790 32,506,101 SH - DFND 1,10,11,12,13,19,2,20,5,6,827,452,111 599,909 4,454,081

LIMELIGHT NETWORKS INC COM 53261M104 10,396 2,912,105 SH - DFND 19,2,20,5,8 2,452,966 0 459,139

LIMESTONE BANCORP INC COM 53262L105 1,193 75,252 SH - DFND 2,20 62,785 0 12,467

LIMONEIRA CO COM 532746104 4,958 283,340 SH - DFND 2,20,5 242,558 0 40,782

LINCOLN EDL SVCS CORP COM 533535100 74 11,584 SH - DFND 20 11,584 0 0

LINCOLN ELEC HLDGS INC COM 533900106 303,047 2,454,955 SH - DFND 13,19,2,20,5,8 2,329,944 695 124,316

LINCOLN NATL CORP IND COM 534187109 583,735 9,374,254 SH - DFND 10,11,12,13,19,2,20,5,6,88,229,173 123,999 1,021,082

LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,273 490,651 SH - DFND 2,20,5,8 411,136 0 79,515

AMERICAN NATL BANKSHARES INC COM 027745108 6,617 200,089 SH - DFND 13,2,20,5 160,845 0 39,244

LINDE PLC SHS G5494J103 5,930,859 21,171,053 SH - DFND 10,11,12,13,19,2,20,5,6,818,414,928 163,590 2,592,535

LINDSAY CORP COM 535555106 57,178 343,166 SH - DFND 2,20,5,8 303,665 400 39,101

LINEAGE CELL THERAPEUTICS IN COM 53566P109 154 65,654 SH - DFND 20 65,654 0 0

LIONS GATE ENTMNT CORP CL A VTG 535919401 12,112 810,190 SH - DFND 13,19,2,20,5,8 650,974 1,200 158,016

LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18,679 1,447,988 SH - DFND 13,19,2,20,5,8 1,238,313 612 209,063

LIPOCINE INC NEW COM 53630X104 19 12,400 SH - DFND 20 12,400 0 0

LIQUIDIA CORPORATION COM NEW 53635D202 1,362 506,279 SH - DFND 2,20 446,591 0 59,688

LIQUIDITY SERVICES INC COM 53635B107 19,255 1,036,329 SH - DFND 2,20,5 962,953 0 73,376

LITHIA MTRS INC CL A 536797103 316,527 811,421 SH - DFND 12,13,2,20,5,8 717,137 235 94,049

LITTELFUSE INC COM 537008104 146,855 555,343 SH - DFND 13,19,2,20,5,8 505,376 349 49,618

AMERICAN OUTDOOR BRANDS INC COM 02875D109 5,536 219,688 SH - DFND 2,20,5 193,680 0 26,008

LIVANOVA PLC SHS G5509L101 115,007 1,559,838 SH - DFND 13,2,20,5,8 1,371,197 2,276 186,365

LIVE NATION ENTERTAINMENT IN COM 538034109 530,906 6,271,783 SH - DFND 10,11,12,13,19,2,20,5,6,85,516,686 74,805 680,292

LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 10,554 9,608,000 PRN - DFND 2,5 9,608,000 0 0

LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22,511 16,170,000 PRN - DFND 2,5 16,170,000 0 0

LIVE OAK BANCSHARES INC COM 53803X105 73,536 1,073,671 SH - DFND 19,2,20,5,8 973,348 0 100,323

LIVENT CORP COM 53814L108 77,269 4,461,253 SH - DFND 19,2,20,5,8 3,918,399 1,460 541,394

LIVEPERSON INC COM 538146101 101,013 1,915,310 SH - DFND 2,20,5,8 1,694,065 636 220,609

LIVERAMP HLDGS INC COM 53815P108 105,473 2,033,009 SH - DFND 13,19,2,20,5,8 1,803,302 665 229,042

LIVEXLIVE MEDIA INC COM NEW 53839L208 2,964 682,941 SH - DFND 2,20,5 582,533 0 100,408

LKQ CORP COM 501889208 474,556 11,210,861 SH - DFND 10,11,12,13,19,2,20,5,6,89,519,928 193,896 1,497,037

AMERICAN PUBLIC EDUCATION IN COM 02913V103 18,233 511,725 SH - DFND 19,2,20,5,8 453,658 0 58,067

LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 50 21,454 SH - DFND 20 21,454 0 0

LOCKHEED MARTIN CORP COM 539830109 15,053,951 40,741,411 SH - DFND 1,10,11,12,13,19,2,20,5,6,88,668,915 189,898 31,882,598

LOEWS CORP COM 540424108 553,033 10,784,575 SH - DFND 10,11,12,13,19,2,20,5,6,89,309,366 155,412 1,319,797

LOGICBIO THERAPEUTICS INC COM 54142F102 1,700 233,539 SH - DFND 2,20,5 200,866 0 32,673

LOGITECH INTL S A SHS H50430232 5,292 50,643 SH - DFND 2,20 50,643 0 0

LOMA NEGRA CORP SPONSORED ADS 54150E104 1,357 214,314 SH - DFND 2,20,5 178,685 0 35,629

LORAL SPACE & COM INC COM 543881106 8,999 238,898 SH - DFND 2,20,5,8 199,825 562 38,511

LORDSTOWN MOTORS CORP COM CL A 54405Q100 767 65,200 SH - DFND 20 65,200 0 0

LOUISIANA PAC CORP COM 546347105 184,082 3,319,192 SH - DFND 13,19,2,20,5,8 2,925,967 1,353 391,872

LOVESAC COMPANY COM 54738L109 9,693 171,262 SH - DFND 2,20,5,8 140,513 0 30,749

AMERICAN RIV BANKSHARES COM 029326105 330 20,238 SH - DFND 20 2,233 0 18,005

LOWES COS INC COM 548661107 5,974,846 31,416,794 SH - DFND 1,10,11,12,13,19,2,20,5,6,827,148,496 525,419 3,742,879

LPL FINL HLDGS INC COM 50212V100 146,322 1,029,275 SH - DFND 12,13,19,2,20,5,8 862,200 6,300 160,775

LSB INDS INC COM 502160104 89 17,289 SH - DFND 20 17,289 0 0

LSI INDS INC COM 50216C108 3,417 400,598 SH - DFND 2,20 346,597 0 54,001

LTC PPTYS INC COM 502175102 101,466 2,432,078 SH - DFND 10,19,2,20,5,8 2,204,127 10,127 217,824

LUCIRA HEALTH INC COM 54948U105 982 81,191 SH - DFND 2,20 65,994 0 15,197

LUFAX HOLDING LTD ADS REP SHS CLA 54975P102 40,806 2,810,353 SH - DFND 10,12,13,19,2,20,5,82,000,553 92,100 717,700

LULULEMON ATHLETICA INC COM 550021109 830,328 2,707,208 SH - DFND 10,11,12,13,19,2,20,5,6,82,023,374 190,160 493,674

LUMBER LIQUIDATORS HLDGS INC COM 55003T107 20,730 825,238 SH - DFND 2,20,5,8 743,975 0 81,263

LUMEN TECHNOLOGIES INC COM 550241103 803,415 60,180,908 SH - DFND 1,10,11,12,13,19,2,20,5,6,843,930,962 705,784 15,544,162

AMERICAN RLTY INVS INC COM 029174109 139 15,794 SH - DFND 2,20 12,931 0 2,863

LUMENT FINANCE TRUST INC COM 55025L108 195 53,824 SH - DFND 20 2,209 0 51,615

LUMENTUM HLDGS INC COM 55024U109 161,261 1,765,314 SH - DFND 13,19,2,20,5,8 1,606,926 671 157,717

LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 21,624 13,488,000 PRN - DFND 2,5 13,488,000 0 0

LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 31,521 27,121,000 PRN - DFND 2,5 27,121,000 0 0

LUMINAR TECHNOLOGIES INC COM CL A 550424105 2,781 114,400 SH - DFND 20 114,400 0 0

LUMINEX CORP DEL COM 55027E102 49,089 1,534,050 SH - DFND 2,20,5,8 1,388,566 0 145,484

LUNA INNOVATIONS COM 550351100 4,791 455,015 SH - DFND 2,20 383,815 0 71,200

LUTHER BURBANK CORP COM 550550107 4,666 394,383 SH - DFND 2,20,5 323,265 0 71,118

LUXFER HOLDINGS PLC SHS G5698W116 15,658 735,821 SH - DFND 2,20,5,8 645,493 0 90,328

LYDALL INC DEL COM 550819106 16,757 496,655 SH - DFND 2,20,5 452,593 0 44,062

AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 18,219 960,911 SH - DFND 2,20,5 899,582 0 61,329

LYFT INC CL A COM 55087P104 248,058 3,926,208 SH - DFND 12,13,19,2,20,5,8 3,710,095 0 216,113

LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,193,587 11,471,279 SH - DFND 10,11,12,13,19,2,20,5,6,89,857,805 394,497 1,218,977

LYRA THERAPEUTICS INC COM 55234L105 1,115 96,246 SH - DFND 2,20 82,473 0 13,773

M & T BK CORP COM 55261F104 1,107,574 7,305,415 SH - DFND 10,12,13,19,2,20,5,6,86,580,657 98,904 625,854

M D C HLDGS INC COM 552676108 132,824 2,236,102 SH - DFND 2,20,5,8 2,029,322 0 206,780

M/I HOMES INC COM 55305B101 69,492 1,176,441 SH - DFND 2,20,5,8 1,082,159 0 94,282

MACATAWA BK CORP COM 554225102 5,026 505,112 SH - DFND 13,2,20,5 414,377 0 90,735

MACERICH CO COM 554382101 83,676 7,151,820 SH - DFND 10,12,13,19,2,20,5,86,337,312 36,267 778,241

MACK CALI RLTY CORP COM 554489104 69,819 4,510,255 SH - DFND 10,13,19,2,20,5,8 3,993,236 20,628 496,391

MACKINAC FINL CORP COM 554571109 2,204 157,233 SH - DFND 2,20 127,384 0 29,849

AAON INC COM PAR $0.004 000360206 86,823 1,240,145 SH - DFND 2,20,5,8 1,091,362 800 147,983

AMERICAN TOWER CORP NEW COM 03027X100 4,120,965 17,238,204 SH - DFND 10,11,12,13,19,2,20,5,6,814,804,682 219,532 2,213,990

MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 74,478 1,283,655 SH - DFND 2,20,5,8 1,111,094 527 172,034

MACQUARIE INFRASTRUCTURE COR COM 55608B105 65,918 2,072,231 SH - DFND 12,13,19,2,20,5,8 1,922,685 600 148,946

MACROGENICS INC COM 556099109 85,013 2,669,170 SH - DFND 19,2,20,5,8 2,486,891 0 182,279

MACYS INC COM 55616P104 220,684 13,630,859 SH - DFND 12,13,19,2,20,5,8 9,977,171 2,513 3,651,175

MADDEN STEVEN LTD COM 556269108 94,913 2,547,307 SH - DFND 2,20,5,8 2,256,280 430 290,597

MADISON SQUARE GRDN ENTERTNM CL A 55826T102 18,452 225,570 SH - DFND 13,2,20,5,8 188,818 216 36,536

MADISON SQUARE GRDN SPRT COR CL A 55825T103 43,549 242,665 SH - DFND 13,19,2,20,5,8 192,976 216 49,473

MADRIGAL PHARMACEUTICALS INC COM 558868105 68,515 585,750 SH - DFND 2,20,5,8 553,232 0 32,518

MAGELLAN HEALTH INC COM NEW 559079207 87,518 938,633 SH - DFND 12,19,2,20,5,8 753,706 98 184,829

MAGENTA THERAPEUTICS INC COM 55910K108 4,286 362,003 SH - DFND 2,20,5 312,296 0 49,707

AMERICAN VANGUARD CORP COM 030371108 17,306 847,100 SH - DFND 2,20,5,8 753,216 953 92,931

MAGIC SOFTWARE ENTERPRISES L ORD 559166103 574 36,981 SH - DFND 2,20 36,981 0 0

MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 7,263 291,671 SH - DFND 2,20,5,8 269,871 0 21,800

MAGNITE INC COM 55955D100 94,251 2,265,109 SH - DFND 13,2,20,5,8 1,868,369 900 395,840

MAGNOLIA OIL & GAS CORP CL A 559663109 53,539 4,663,656 SH - DFND 2,20,5 4,315,969 0 347,687

MAGYAR BANCORP INC COM 55977T109 462 33,479 SH - DFND 20 0 0 33,479

MAIDEN HOLDINGS LTD SHS G5753U112 175 53,087 SH - DFND 20 53,087 0 0

MAINSTREET BANCSHARES INC COM 56064Y100 2,228 107,307 SH - DFND 2,20 91,978 0 15,329

MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,973 94,142 SH - DFND 2,20 94,142 0 0

MALIBU BOATS INC COM CL A 56117J100 30,534 383,214 SH - DFND 2,20,5,8 316,504 0 66,710

MALVERN BANCORP INC COM 561409103 900 48,345 SH - DFND 20 2,000 0 46,345

AMERICAN WELL CORP CL A 03044L105 10,002 575,847 SH - DFND 2,20 513,514 0 62,333

MAMMOTH ENERGY SVCS INC COM 56155L108 58 10,900 SH - DFND 20 10,900 0 0

MANCHESTER UTD PLC NEW ORD CL A G5784H106 310 19,665 SH - DFND 2 19,665 0 0

MANHATTAN ASSOCIATES INC COM 562750109 179,629 1,530,324 SH - DFND 13,19,2,20,5,8 1,398,817 700 130,807

MANITOWOC CO INC COM NEW 563571405 12,984 629,690 SH - DFND 2,20,5,8 522,506 1,196 105,988

MANNKIND CORP COM NEW 56400P706 63,537 16,208,491 SH - DFND 2,20,5 15,693,654 0 514,837

MANPOWERGROUP INC COM 56418H100 160,360 1,621,438 SH - DFND 12,13,19,2,20,5,8 1,491,330 6,532 123,576

MANTECH INTERNATIONAL CORP CL A 564563104 79,811 917,901 SH - DFND 2,20,5,8 825,479 407 92,015

MARATHON DIGITAL HOLDINGS IN COM 565788106 5,732 119,358 SH - DFND 2,20 119,358 0 0

MARATHON OIL CORP COM 565849106 570,057 53,376,170 SH - DFND 1,10,12,13,2,20,5,6,849,333,525 9,667 4,032,978

MARATHON PETE CORP COM 56585A102 2,292,998 42,867,795 SH - DFND 1,10,11,12,13,19,2,20,5,6,839,340,019 365,269 3,162,507

AMERICAN WOODMARK CORPORATIO COM 030506109 51,289 520,281 SH - DFND 2,20,5,8 464,850 261 55,170

MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 23,114 648,529 SH - DFND 2,20 590,530 0 57,999

MARCHEX INC CL B 56624R108 45 16,014 SH - DFND 20 16,014 0 0

MARCUS & MILLICHAP INC COM 566324109 24,246 719,473 SH - DFND 2,20,5,8 641,333 0 78,140

MARCUS CORP DEL COM 566330106 14,824 741,559 SH - DFND 2,20,5 685,226 0 56,333

MARINE PRODS CORP COM 568427108 2,379 146,211 SH - DFND 2,20,5 127,760 0 18,451

MARINEMAX INC COM 567908108 37,645 762,665 SH - DFND 2,20,5,8 685,230 0 77,435

MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 7,910 510,950 SH - DFND 2,20,5 447,386 0 63,564

MARKEL CORP COM 570535104 342,330 300,390 SH - DFND 10,11,12,13,19,2,20,5,6,8239,719 7,833 52,838

MARKER THERAPEUTICS INC COM 57055L107 1,291 576,225 SH - DFND 2,20 501,328 0 74,897

MARKETAXESS HLDGS INC COM 57060D108 878,551 1,764,442 SH - DFND 10,11,12,13,19,2,20,5,6,81,491,036 53,977 219,429

AMERICAN WTR WKS CO INC NEW COM 030420103 1,389,072 9,265,424 SH - DFND 10,11,12,13,19,2,20,5,6,88,086,898 113,723 1,064,803

MARLIN BUSINESS SVCS CORP COM 571157106 2,019 148,004 SH - DFND 2,20 124,783 0 23,221

MARRIOTT INTL INC NEW CL A 571903202 1,671,270 11,283,981 SH - DFND 1,10,11,12,13,19,2,20,5,6,89,801,092 134,580 1,348,309

MARRIOTT VACTINS WORLDWID CO COM 57164Y107 213,492 1,225,695 SH - DFND 1,12,13,2,20,5,8 1,075,739 515 149,441

MARRONE BIO INNOVATIONS INC COM 57165B106 2,094 1,001,879 SH - DFND 2,20 854,884 0 146,995

MARSH & MCLENNAN COS INC COM 571748102 2,823,439 23,180,946 SH - DFND 10,11,12,13,19,2,20,5,6,819,753,930 448,073 2,978,943

MARTEN TRANS LTD COM 573075108 38,129 2,246,826 SH - DFND 2,20,5,8 2,027,180 0 219,646

MARTIN MARIETTA MATLS INC COM 573284106 1,103,872 3,287,093 SH - DFND 10,11,12,13,19,2,20,5,6,82,855,007 36,494 395,592

MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 690,356 14,094,656 SH - DFND 10,11,12,13,19,2,20,5,6,811,520,083 399,480 2,175,093

MASCO CORP COM 574599106 733,512 12,245,603 SH - DFND 10,11,12,13,19,2,20,5,6,810,471,172 387,680 1,386,751

MASIMO CORP COM 574795100 374,209 1,629,406 SH - DFND 10,11,12,13,19,2,20,5,6,81,409,410 52,714 167,282

AMERICAS CAR-MART INC COM 03062T105 31,686 207,957 SH - DFND 2,20,5,8 186,362 0 21,595

MASONITE INTL CORP COM 575385109 54,533 473,215 SH - DFND 2,20,5,8 389,635 200 83,380

MASTEC INC COM 576323109 158,172 1,688,067 SH - DFND 12,13,2,20,5,8 1,476,818 487 210,762

MASTECH DIGITAL INC COM 57633B100 1,024 58,144 SH - DFND 2,20 50,463 0 7,681

MASTERCARD INCORPORATED CL A 57636Q104 12,050,953 33,846,237 SH - DFND 10,11,12,13,19,2,20,5,6,828,681,675 894,426 4,270,136

MASTERCRAFT BOAT HLDGS INC COM 57637H103 8,376 315,014 SH - DFND 2,20,5 268,370 0 46,644

MATADOR RES CO COM 576485205 141,432 6,031,204 SH - DFND 2,20,5 5,728,222 2,200 300,782

MATCH GROUP INC NEW COM 57667L107 647,850 4,715,755 SH - DFND 10,11,12,13,19,2,20,5,6,83,812,317 149,965 753,473

MATERIALISE NV SPONSORED ADS 57667T100 2,990 83,181 SH - DFND 2,5 83,181 0 0

MATERION CORP COM 576690101 70,139 1,058,869 SH - DFND 2,20,5,8 985,154 87 73,628

MATINAS BIOPHARMA HLDGS INC COM 576810105 142 135,000 SH - DFND 20 135,000 0 0

AMERICOLD RLTY TR COM 03064D108 291,878 7,544,068 SH - DFND 10,19,2,20,5,8 6,394,333 58,000 1,091,735

MATRIX SVC CO COM 576853105 10,912 832,332 SH - DFND 2,20,5 764,853 0 67,479

MATSON INC COM 57686G105 98,177 1,471,919 SH - DFND 2,20,5,8 1,351,891 0 120,028

MATTEL INC COM 577081102 158,619 7,962,808 SH - DFND 12,13,19,2,20,5,8 7,284,108 3,270 675,430

MATTHEWS INTL CORP CL A 577128101 40,175 1,015,794 SH - DFND 2,20,5,8 906,792 71 108,931

MAUI LD & PINEAPPLE INC COM 577345101 1,147 99,312 SH - DFND 2,20 86,872 0 12,440

MAXAR TECHNOLOGIES INC COM 57778K105 93,916 2,483,241 SH - DFND 13,19,2,20,5,8 2,243,748 250 239,243

MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 25,097 795,209 SH - DFND 2,20,5 769,619 0 25,590

MAXIM INTEGRATED PRODS INC COM 57772K101 1,261,001 13,801,043 SH - DFND 1,10,11,12,13,19,2,20,5,6,811,596,538 402,605 1,801,900

MAXIMUS INC COM 577933104 222,031 2,493,613 SH - DFND 12,13,19,2,20,5,8 2,229,380 510 263,723

MAXLINEAR INC COM 57776J100 92,449 2,712,714 SH - DFND 2,20,5,8 2,464,331 500 247,883

AMERIPRISE FINL INC COM 03076C106 1,276,208 5,490,249 SH - DFND 1,10,12,13,19,2,20,5,6,84,659,417 176,632 654,200

MAYVILLE ENGINEERING CO INC COM 578605107 1,584 110,180 SH - DFND 2,20 93,751 0 16,429

MBIA INC COM 55262C100 10,598 1,101,714 SH - DFND 2,20,5,8 914,948 0 186,766

MCAFEE CORP COM CL A 579063108 10,152 444,144 SH - DFND 2,20 428,227 0 15,917

MCCORMICK & CO INC COM NON VTG 579780206 1,085,214 12,171,539 SH - DFND 10,11,12,13,19,2,20,5,6,810,147,350 150,184 1,874,005

MCDONALDS CORP COM 580135101 8,064,300 35,978,852 SH - DFND 1,10,11,12,13,19,2,20,5,6,826,050,871 502,812 9,425,169

MCEWEN MNG INC COM 58039P107 700 672,948 SH - DFND 2,20,5,8 492,749 0 180,199

MCGRATH RENTCORP COM 580589109 38,407 476,220 SH - DFND 2,20,5,8 391,321 167 84,732

MCKESSON CORP COM 58155Q103 1,358,830 6,951,842 SH - DFND 10,11,12,13,19,2,20,5,6,85,872,765 157,832 921,245

MDU RES GROUP INC COM 552690109 427,092 13,422,890 SH - DFND 12,13,2,20,5,8 12,987,623 1,690 433,577

MECHEL PAO SPONSORED ADRNE 583840608 1,826 1,055,236 SH - DFND 2,20,5 932,219 4,600 118,417

AMERIS BANCORP COM 03076K108 186,494 3,541,481 SH - DFND 2,20,5,8 3,250,491 1,400 289,590

MEDALLIA INC COM 584021109 31,887 1,143,325 SH - DFND 19,2,20,5,8 976,751 800 165,774

MEDIAALPHA INC CL A 58450V104 9,390 265,039 SH - DFND 2,20,5 229,319 0 35,720

MEDICAL PPTYS TRUST INC COM 58463J304 498,206 23,112,254 SH - DFND 10,11,12,13,19,2,20,5,6,819,824,618 450,015 2,837,621

MEDICINOVA INC COM NEW 58468P206 3,528 698,545 SH - DFND 2,20,5 601,896 0 96,649

MEDIFAST INC COM 58470H101 75,804 355,502 SH - DFND 2,20,5,8 310,971 4,418 40,113

MEDNAX INC COM 58502B106 78,945 3,099,547 SH - DFND 12,13,2,20,5,8 2,469,757 892 628,898

MEDPACE HLDGS INC COM 58506Q109 136,050 829,322 SH - DFND 2,20,5,8 732,105 400 96,817

MEDTRONIC PLC SHS G5960L103 6,495,493 54,718,621 SH - DFND 10,11,12,13,19,2,20,5,6,847,179,356 883,400 6,655,865

MEI PHARMA INC COM NEW 55279B202 6,071 1,770,116 SH - DFND 2,20,5 1,517,579 0 252,537

MEIRAGTX HLDGS PLC COM G59665102 5,322 368,849 SH - DFND 19,2,20,5,8 307,248 0 61,601

AMERISAFE INC COM 03071H100 40,340 630,312 SH - DFND 2,20,5,8 563,199 500 66,613

MELCO RESORTS AND ENTMNT LTD ADR 585464100 111,966 5,623,593 SH - DFND 1,10,12,13,19,2,20,5,6,82,675,874 309,408 2,638,311

MERCADOLIBRE INC COM 58733R102 683,703 464,428 SH - DFND 1,10,11,12,13,19,2,20,5,6,8312,009 23,716 128,703

MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 35,969 10,796,000 PRN - DFND 2,5 10,796,000 0 0

MERCANTILE BANK CORP COM 587376104 10,379 319,650 SH - DFND 2,20,5,8 266,486 0 53,164

MERCER INTL INC COM 588056101 9,409 650,904 SH - DFND 2,20,5,8 617,903 0 33,001

MERCHANTS BANCORP IND COM 58844R108 7,626 181,440 SH - DFND 19,2,20,5 151,199 0 30,241

MERCK & CO. INC COM 58933Y105 8,759,110 112,688,934 SH - DFND 1,10,11,12,13,19,2,20,5,6,891,484,818 2,628,900 18,575,216

MERCURY GENL CORP NEW COM 589400100 53,627 881,871 SH - DFND 12,2,20,5,8 828,355 2,734 50,782

MERCURY SYS INC COM 589378108 146,518 2,073,857 SH - DFND 13,19,2,20,5,8 1,950,234 399 123,224

MEREDITH CORP COM 589433101 41,077 1,379,340 SH - DFND 12,2,20,5,8 1,240,977 1,362 137,001

AAR CORP COM 000361105 70,590 1,694,842 SH - DFND 19,2,20,5,8 1,567,543 786 126,513

AMERISOURCEBERGEN CORP COM 03073E105 761,011 6,445,424 SH - DFND 10,11,12,13,19,2,20,5,6,85,365,748 98,281 981,395

MERIDIAN BANCORP INC MD COM 58958U103 18,365 991,569 SH - DFND 2,20,5,8 801,796 0 189,773

MERIDIAN BIOSCIENCE INC COM 589584101 44,057 1,678,375 SH - DFND 2,20,5,8 1,530,462 500 147,413

MERIDIAN CORPORATION COM 58958P104 2,043 78,590 SH - DFND 2,20 67,340 0 11,250

MERIT MED SYS INC COM 589889104 112,876 1,885,033 SH - DFND 19,2,20,5,8 1,520,380 372 364,281

MERITAGE HOMES CORP COM 59001A102 108,198 1,177,086 SH - DFND 12,2,20,5,8 1,037,187 564 139,335

MERITOR INC COM 59001K100 76,209 2,590,381 SH - DFND 2,20,5,8 2,342,243 303 247,835

MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 70 11,185 SH - DFND 20 11,185 0 0

MERSANA THERAPEUTICS INC COM 59045L106 60,610 3,746,000 SH - DFND 13,19,2,20,5,8 3,558,506 100 187,394

MERUS N V COM N5749R100 772 36,972 SH - DFND 19,2,20,5,8 20,372 0 16,600

MESA AIR GROUP INC COM NEW 590479135 10,480 779,195 SH - DFND 2,20,5 701,890 0 77,305

AMES NATL CORP COM 031001100 4,156 162,478 SH - DFND 2,20,5 141,168 0 21,310

MESA LABS INC COM 59064R109 43,830 180,001 SH - DFND 2,20,5,8 162,770 0 17,231

META FINL GROUP INC COM 59100U108 45,264 997,841 SH - DFND 2,20,5,8 881,998 0 115,843

METACRINE INC COM 59101E103 512 82,630 SH - DFND 2,20 73,027 0 9,603

METHODE ELECTRS INC COM 591520200 52,125 1,241,666 SH - DFND 2,20,5,8 1,108,425 108 133,133

METLIFE INC COM 59156R108 2,237,362 36,804,774 SH - DFND 10,11,12,13,19,2,20,5,6,831,707,090 879,746 4,217,938

METROCITY BANKSHARES INC COM 59165J105 4,299 279,488 SH - DFND 2,20,5 240,074 0 39,414

METROMILE INC COM 591697107 491 47,700 SH - DFND 20 47,700 0 0

METROPOLITAN BK HLDG CORP COM 591774104 5,863 116,424 SH - DFND 2,20,5 101,166 0 15,258

METTLER TOLEDO INTERNATIONAL COM 592688105 1,116,067 965,715 SH - DFND 10,11,12,13,19,2,20,5,6,8815,147 27,094 123,474

MFA FINL INC COM 55272X102 37,490 9,046,672 SH - DFND 12,13,2,20,5,8 7,262,071 3,263 1,781,338

AMETEK INC COM 031100100 1,190,019 9,316,677 SH - DFND 10,11,12,13,19,2,20,5,6,88,125,082 180,460 1,011,135

MGE ENERGY INC COM 55277P104 56,513 791,610 SH - DFND 2,20,5,8 648,906 548 142,156

MGIC INVT CORP WIS COM 552848103 170,434 12,305,738 SH - DFND 1,12,13,2,20,5,8 11,618,511 2,870 684,357

MGM GROWTH PPTYS LLC CL A COM 55303A105 17,312 522,802 SH - DFND 20,5,8 317,213 1,800 203,789

MGM RESORTS INTERNATIONAL COM 552953101 628,119 16,533,788 SH - DFND 10,12,13,19,2,20,5,6,814,067,269 290,293 2,176,226

MGP INGREDIENTS INC NEW COM 55303J106 25,165 425,436 SH - DFND 2,20,5,8 377,222 0 48,214

MICHAELS COS INC COM 59408Q106 58,605 2,671,171 SH - DFND 12,2,20,5,8 2,407,419 600 263,152

MICRO FOCUS INTL PLC SPON ADR NEW 594837403 495 63,179 SH - DFND 2,20 20,460 568 42,151

MICROCHIP TECHNOLOGY INC. COM 595017104 1,566,511 10,092,195 SH - DFND 1,10,11,12,13,19,2,20,5,6,88,752,274 161,975 1,177,946

MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 15,219 12,950,000 PRN - DFND 2 12,950,000 0 0

MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 21,506 9,459,000 PRN - DFND 2,5 9,459,000 0 0

AMGEN INC COM 031162100 7,387,936 29,693,084 SH - DFND 1,10,11,12,13,19,2,20,5,6,820,310,884 605,444 8,776,756

MICRON TECHNOLOGY INC COM 595112103 3,996,859 45,310,723 SH - DFND 10,11,12,13,19,2,20,5,6,838,630,094 1,166,018 5,514,611

MICROSOFT CORP COM 594918104 68,980,562 292,575,655 SH - DFND 1,10,11,12,13,19,2,20,5,6,8243,912,020 6,360,492 42,303,143

MICROSTRATEGY INC CL A NEW 594972408 154,590 227,740 SH - DFND 13,2,20,5,8 199,488 100 28,152

MICROVISION INC DEL COM NEW 594960304 32,226 1,737,239 SH - DFND 2,20,5 1,737,239 0 0

MID PENN BANCORP INC COM 59540G107 2,989 111,482 SH - DFND 2,20 94,354 0 17,128

MID-AMER APT CMNTYS INC COM 59522J103 939,146 6,505,582 SH - DFND 10,11,12,13,19,2,20,5,6,85,560,135 98,284 847,163

MIDDLEBY CORP COM 596278101 207,874 1,254,143 SH - DFND 12,13,19,2,20,5,8 1,145,686 479 107,978

MIDDLEFIELD BANC CORP COM NEW 596304204 1,896 90,477 SH - DFND 2,20 77,577 0 12,900

MIDDLESEX WTR CO COM 596680108 27,373 346,402 SH - DFND 19,2,20,5,8 285,747 200 60,455

MIDLAND STS BANCORP INC ILL COM 597742105 17,084 615,871 SH - DFND 2,20,5,8 519,922 0 95,949

AMICUS THERAPEUTICS INC COM 03152W109 94,225 9,536,942 SH - DFND 13,19,2,20,5,8 8,615,596 3,500 917,846

MIDWEST HLDG INC COM NEW 59833J206 270 5,400 SH - DFND 2,20 4,000 0 1,400

MIDWESTONE FINL GROUP INC NE COM 598511103 8,508 274,725 SH - DFND 2,20,5,8 231,343 0 43,382

MILESTONE PHARMACEUTICALS IN COM 59935V107 99 17,016 SH - DFND 2 17,016 0 0

MILESTONE SCIENTIFIC INC COM NEW 59935P209 2,262 633,505 SH - DFND 2,20 542,750 0 90,755

MILLER HERMAN INC COM 600544100 75,557 1,828,082 SH - DFND 19,2,20,5,8 1,610,211 347 217,524

MILLER INDS INC TENN COM NEW 600551204 11,657 252,373 SH - DFND 2,20,5 224,535 0 27,838

MIMECAST LTD ORD SHS G14838109 50,588 1,258,083 SH - DFND 19,2,20,5,8 1,046,093 1,100 210,890

MIMEDX GROUP INC COM 602496101 723 70,200 SH - DFND 20 70,200 0 0

MINERALS TECHNOLOGIES INC COM 603158106 75,712 1,005,211 SH - DFND 2,20,5,8 885,532 914 118,765

MINERVA NEUROSCIENCES INC COM 603380106 1,664 569,788 SH - DFND 2,20,5 491,271 0 78,517

AMKOR TECHNOLOGY INC COM 031652100 76,022 3,206,308 SH - DFND 2,20,5,8 2,852,474 432 353,402

MIRATI THERAPEUTICS INC COM 60468T105 181,265 1,058,171 SH - DFND 13,19,2,20,5,8 916,766 300 141,105

MIRUM PHARMACEUTICALS INC COM 604749101 1,796 90,618 SH - DFND 2,20 79,612 0 11,006

MISONIX INC COM 604871103 3,826 195,310 SH - DFND 2,20,5 169,400 0 25,910

MISSION PRODUCE INC COM 60510V108 1,896 99,743 SH - DFND 2,20 84,855 0 14,888

MISTRAS GROUP INC COM 60649T107 3,617 316,959 SH - DFND 2,20 272,444 0 44,515

MITEK SYS INC COM NEW 606710200 17,034 1,168,346 SH - DFND 2,20,5,8 1,020,507 0 147,839

MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 137 25,470 SH - DFND 20 25,470 0 0

MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 38 13,100 SH - DFND 20 13,100 0 0

MKS INSTRS INC COM 55306N104 235,627 1,270,776 SH - DFND 13,19,2,20,5,8 1,152,652 601 117,523

MMA CAPITAL HOLDINGS INC COM 55315D105 1,759 77,136 SH - DFND 2,20 66,223 0 10,913

AMN HEALTHCARE SVCS INC COM 001744101 111,690 1,515,471 SH - DFND 13,19,2,20,5,8 1,330,945 705 183,821

MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80,811 9,689,553 SH - DFND 10,12,13,19,2,20,5,86,874,754 308,393 2,506,406

MODEL N INC COM 607525102 24,950 708,203 SH - DFND 2,20,5,8 595,792 0 112,411

MODERNA INC COM 60770K107 786,862 6,008,874 SH - DFND 10,11,12,13,19,2,20,5,6,84,898,871 141,731 968,272

MODINE MFG CO COM 607828100 19,648 1,330,232 SH - DFND 2,20,5 1,208,592 0 121,640

MODIVCARE INC COM 60783X104 57,304 386,875 SH - DFND 2,20,5,8 345,831 0 41,044

MOELIS & CO CL A 60786M105 57,491 1,047,570 SH - DFND 2,20,5,8 849,838 600 197,132

MOHAWK INDS INC COM 608190104 525,247 2,731,254 SH - DFND 10,11,12,13,19,2,20,5,6,82,387,718 59,904 283,632

MOLECULAR TEMPLATES INC COM 608550109 5,741 454,933 SH - DFND 2,20,5,8 390,122 0 64,811

MOLINA HEALTHCARE INC COM 60855R100 435,671 1,863,752 SH - DFND 10,11,12,13,19,2,20,5,6,81,544,388 98,724 220,640

MOLSON COORS BEVERAGE CO CL B 60871R209 420,536 8,221,631 SH - DFND 10,12,13,19,2,20,5,6,87,017,490 110,591 1,093,550

AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 16,388 2,435,002 SH - DFND 13,2,20,5,8 2,072,815 2,533 359,654

MOMO INC ADR 60879B107 66,011 4,478,343 SH - DFND 1,10,12,13,19,2,20,5,83,088,171 109,800 1,280,372

MOMO INC NOTE 1.250% 7/0 60879BAB3 14,464 16,472,000 PRN - DFND 2,5 16,472,000 0 0

MONARCH CASINO & RESORT INC COM 609027107 25,190 415,547 SH - DFND 2,20,5,8 354,552 0 60,995

MONDELEZ INTL INC CL A 609207105 3,624,618 61,598,456 SH - DFND 10,11,12,13,19,2,20,5,6,853,140,487 1,040,477 7,417,492

MONEYGRAM INTL INC COM NEW 60935Y208 8,932 1,359,578 SH - DFND 2,20,5 1,218,076 0 141,502

MONGODB INC CL A 60937P106 274,251 1,025,507 SH - DFND 10,11,12,13,19,2,20,5,6,8821,433 26,453 177,621

MONMOUTH REAL ESTATE INVT CO CL A 609720107 65,347 3,694,009 SH - DFND 10,19,2,20,5,8 3,143,890 22,205 527,914

MONOLITHIC PWR SYS INC COM 609839105 596,467 1,685,861 SH - DFND 10,11,12,13,19,2,20,5,6,81,425,824 53,758 206,279

MONRO INC COM 610236101 77,276 1,174,403 SH - DFND 2,20,5,8 1,054,134 329 119,940

MONSTER BEVERAGE CORP NEW COM 61174X109 1,429,849 15,697,104 SH - DFND 10,11,12,13,19,2,20,5,6,813,094,241 562,727 2,040,136

AMPHASTAR PHARMACEUTICALS IN COM 03209R103 25,739 1,404,953 SH - DFND 19,2,20,5,8 1,219,467 0 185,486

MONTROSE ENVIRONMENTAL GROUP COM 615111101 16,495 328,647 SH - DFND 2,20,5,8 276,776 0 51,871

MOODYS CORP COM 615369105 2,144,287 7,180,896 SH - DFND 10,11,12,13,19,2,20,5,6,86,191,676 119,066 870,154

MOOG INC CL A 615394202 103,294 1,242,266 SH - DFND 13,2,20,5,8 1,138,503 288 103,475

MORGAN STANLEY COM NEW 617446448 10,277,377 132,338,102 SH - DFND 10,12,13,19,2,20,5,6,856,596,056 1,074,449 74,667,597

MORNINGSTAR INC COM 617700109 62,799 279,058 SH - DFND 19,2,20,5,8 231,172 126 47,760

MORPHIC HLDG INC COM 61775R105 15,284 241,527 SH - DFND 2,20,5,8 206,502 0 35,025

MOSAIC CO NEW COM 61945C103 535,397 16,937,592 SH - DFND 10,11,12,13,19,2,20,5,6,814,025,190 170,855 2,741,547

MOTORCAR PTS AMER INC COM 620071100 12,800 568,909 SH - DFND 2,20,5 526,755 0 42,154

MOTOROLA SOLUTIONS INC COM NEW 620076307 1,345,582 7,128,965 SH - DFND 10,11,12,13,19,2,20,5,6,85,793,824 143,143 1,191,998

MOVADO GROUP INC COM 624580106 14,244 500,667 SH - DFND 2,20,5 460,583 0 40,084

AMPHENOL CORP NEW CL A 032095101 1,674,055 25,321,485 SH - DFND 10,11,12,13,19,2,20,5,6,821,596,773 560,758 3,163,954

MP MATERIALS CORP COM CL A 553368101 1,373 38,200 SH - DFND 20 38,200 0 0

MR COOPER GROUP INC COM 62482R107 117,878 3,391,198 SH - DFND 2,20,5,8 3,126,266 500 264,432

MRC GLOBAL INC COM 55345K103 13,959 1,545,835 SH - DFND 2,20,5,8 1,256,023 200 289,612

MSA SAFETY INC COM 553498106 205,834 1,372,042 SH - DFND 13,19,2,20,5,6,8 1,295,914 326 75,802

MSC INDL DIRECT INC CL A 553530106 100,920 1,118,970 SH - DFND 13,19,2,20,5,8 1,023,632 748 94,590

MSCI INC COM 55354G100 1,529,761 3,648,542 SH - DFND 10,11,12,13,19,2,20,5,6,83,225,017 70,996 352,529

MSG NETWORK INC CL A 553573106 10,771 716,154 SH - DFND 2,20,5,8 582,831 1,848 131,475

MTS SYS CORP COM 553777103 36,321 624,079 SH - DFND 19,2,20,5,8 554,506 561 69,012

MUELLER INDS INC COM 624756102 75,060 1,809,468 SH - DFND 2,20,5,8 1,612,709 218 196,541

MUELLER WTR PRODS INC COM SER A 624758108 45,658 3,287,143 SH - DFND 2,20,5,8 2,722,701 2,315 562,127

ABB LTD SPONSORED ADR 000375204 24,348 776,878 SH - DFND 2,20 776,878 0 0

AMPIO PHARMACEUTICALS INC COM 03209T109 95 56,138 SH - DFND 20 56,138 0 0

MULTIPLAN CORPORATION COM 62548M100 936 168,700 SH - DFND 20 168,700 0 0

MURPHY OIL CORP COM 626717102 150,361 9,162,781 SH - DFND 12,13,2,20,5,8 8,961,771 1,579 199,431

MURPHY USA INC COM 626755102 125,271 866,567 SH - DFND 12,2,20,5,8 768,470 269 97,828

MUSTANG BIO INC COM 62818Q104 2,339 704,541 SH - DFND 2,20,5 592,804 0 111,737

MVB FINL CORP COM 553810102 4,926 145,752 SH - DFND 2,20 123,440 0 22,312

MYERS INDS INC COM 628464109 22,405 1,126,159 SH - DFND 2,20,5,8 1,017,435 0 108,724

MYOVANT SCIENCES LTD COM G637AM102 2,397 116,454 SH - DFND 19,2,20,5,8 73,237 0 43,217

MYR GROUP INC DEL COM 55405W104 36,676 511,731 SH - DFND 2,20,5,8 449,017 0 62,714

MYRIAD GENETICS INC COM 62855J104 122,855 4,034,657 SH - DFND 2,20,5,8 3,773,877 1,182 259,598

NABORS INDUSTRIES LTD SHS G6359F137 26,631 284,977 SH - DFND 12,13,2,20,5 266,877 0 18,100

AMPLIFY ENERGY CORP NEW COM 03212B103 547 196,675 SH - DFND 2,20 196,675 0 0

NABRIVA THERAPEUTICS PLC SHS G63637113 178 107,436 SH - DFND 2,5 107,436 0 0

NACCO INDS INC CL A 629579103 1,793 71,871 SH - DFND 2,20,5 59,719 0 12,152

NANO DIMENSION LTD SPONSORD ADSNEW 63008G203 24,127 2,808,714 SH - DFND 1,2,5 2,712,714 0 96,000

NANO X IMAGING LTD ORD SHS M70700105 2,130 51,389 SH - DFND 2,20,6,8 37,789 0 13,600

NANOSTRING TECHNOLOGIES INC COM 63009R109 55,684 847,416 SH - DFND 19,2,20,5,8 681,142 300 165,974

NANTHEALTH INC COM 630104107 1,406 438,054 SH - DFND 2,20 383,614 0 54,440

NAPCO SEC TECHNOLOGIES INC COM 630402105 7,718 221,587 SH - DFND 2,20,5,8 179,196 0 42,391

NASDAQ INC COM 631103108 796,468 5,401,249 SH - DFND 10,11,12,13,19,2,20,5,6,84,570,238 122,252 708,759

NATERA INC COM 632307104 193,865 1,909,243 SH - DFND 13,2,20,5,8 1,645,499 700 263,044

NATHANS FAMOUS INC NEW COM 632347100 3,207 50,826 SH - DFND 2,20 43,963 0 6,863

AMYRIS INC COM NEW 03236M200 42,398 2,219,780 SH - DFND 2,20,5,8 1,838,962 0 380,818

NATIONAL BANKSHARES INC VA COM 634865109 3,919 110,370 SH - DFND 2,20,5 93,160 0 17,210

NATIONAL BEVERAGE CORP COM 635017106 35,569 727,228 SH - DFND 2,20,5,8 639,891 0 87,337

NATIONAL BK HLDGS CORP CL A 633707104 46,663 1,175,982 SH - DFND 2,20,5,8 1,066,695 0 109,287

NATIONAL CINEMEDIA INC COM 635309107 5,465 1,170,298 SH - DFND 2,20,5 1,005,361 0 164,937

NATIONAL ENERGY SERVICES REU SHS G6375R107 4,190 338,728 SH - DFND 2,20 295,301 0 43,427

NATIONAL FUEL GAS CO COM 636180101 324,463 6,434,464 SH - DFND 12,13,19,2,20,5,8 6,340,103 1,287 93,074

NATIONAL GRID PLC SPONSORED ADRNE 636274409 3,034 51,222 SH - DFND 2,20 51,222 0 0

NATIONAL HEALTH INVS INC COM 63633D104 131,696 1,794,590 SH - DFND 10,19,2,20,5,8 1,524,883 10,398 259,309

NATIONAL HEALTHCARE CORP COM 635906100 23,077 294,315 SH - DFND 2,20,5,8 250,299 0 44,016

NATIONAL INSTRS CORP COM 636518102 133,874 3,100,004 SH - DFND 13,19,2,20,5,8 2,769,307 1,055 329,642

ANALOG DEVICES INC COM 032654105 1,950,561 12,577,774 SH - DFND 10,11,12,13,19,2,20,5,6,810,945,815 230,031 1,401,928

NATIONAL PRESTO INDS INC COM 637215104 25,057 245,491 SH - DFND 2,20,5 229,601 157 15,733

NATIONAL RESH CORP COM NEW 637372202 12,499 266,896 SH - DFND 2,20,5,8 216,228 0 50,668

NATIONAL RETAIL PROPERTIES I COM 637417106 743,359 16,867,681 SH - DFND 10,12,13,19,2,20,5,815,991,185 42,744 833,752

NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 127,551 3,194,363 SH - DFND 10,19,2,20,5,8 2,802,973 15,200 376,190

NATIONAL VISION HLDGS INC COM 63845R107 73,593 1,679,062 SH - DFND 13,19,2,20,5,8 1,387,801 900 290,361

NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,856 47,616 SH - DFND 2,20,5,8 38,463 0 9,153

NATURA &CO HLDG S A ADS 63884N108 1,360 80,052 SH - DFND 1,19,2,20,8 21,380 1,374 57,298

NATURAL GAS SVCS GROUP INC COM 63886Q109 128 13,599 SH - DFND 20 13,599 0 0

NATURAL GROCERS BY VITAMIN C COM 63888U108 3,117 177,622 SH - DFND 2,20 156,221 0 21,401

NATURES SUNSHINE PRODS INC COM 639027101 3,006 143,486 SH - DFND 2,20 120,822 0 22,664

ANAPLAN INC COM 03272L108 90,207 1,675,150 SH - DFND 13,19,2,20,5,8 1,431,040 1,000 243,110

NATUS MED INC DEL COM 639050103 34,289 1,338,896 SH - DFND 2,20,5,8 1,227,598 0 111,298

NAUTILUS INC COM 63910B102 8,129 519,731 SH - DFND 2,20,5,8 444,430 0 75,301

NAVIENT CORPORATION COM 63938C108 86,420 6,039,151 SH - DFND 1,12,13,19,2,20,5,85,343,340 2,877 692,934

NAVISTAR INTL CORP NEW COM 63934E108 41,824 949,893 SH - DFND 12,13,19,2,20,5,8 772,772 356 176,765

NBT BANCORP INC COM 628778102 68,572 1,718,605 SH - DFND 2,20,5,8 1,562,903 323 155,379

NCINO INC COM 63947U107 26,580 398,386 SH - DFND 2,20 359,963 0 38,423

NCR CORP NEW COM 62886E108 175,670 4,628,980 SH - DFND 1,12,13,19,2,20,5,84,347,501 1,952 279,527

NEENAH INC COM 640079109 29,018 564,766 SH - DFND 2,20,5,8 502,439 0 62,327

NEKTAR THERAPEUTICS COM 640268108 87,572 4,378,595 SH - DFND 13,19,2,20,5,8 4,009,062 1,889 367,644

NELNET INC CL A 64031N108 24,981 343,422 SH - DFND 2,20,5,8 271,512 60 71,850

ANAPTYSBIO INC COM 032724106 37,961 1,761,515 SH - DFND 2,20,5,8 1,683,270 0 78,245

NEMAURA MED INC COM NEW 640442208 810 105,981 SH - DFND 2,20 92,668 0 13,313

NEOGAMES S A SHS L6673X107 2,297 64,218 SH - DFND 2,20 56,250 0 7,968

NEOGEN CORP COM 640491106 151,031 1,699,080 SH - DFND 19,2,20,5,8 1,511,746 613 186,721

NEOGENOMICS INC COM NEW 64049M209 159,129 3,299,376 SH - DFND 19,2,20,5,8 2,917,162 1,700 380,514

NEOLEUKIN THERAPEUTICS INC COM 64049K104 19,438 1,579,068 SH - DFND 19,2,20,5,8 1,501,024 0 78,044

NEOPHOTONICS CORP COM 64051T100 30,669 2,566,414 SH - DFND 2,20,5,8 2,419,030 0 147,384

NESCO HLDGS INC COM 64083J104 1,736 185,642 SH - DFND 2,20 160,342 0 25,300

NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 593 105,944 SH - DFND 2 105,944 0 0

NETAPP INC COM 64110D104 669,031 9,206,425 SH - DFND 10,11,12,13,19,2,20,5,6,87,777,164 290,314 1,138,947

NETEASE INC SPONSORED ADS 64110W102 880,240 8,524,506 SH - DFND 1,10,12,13,19,2,20,5,86,250,542 232,480 2,041,484

ANAVEX LIFE SCIENCES CORP COM NEW 032797300 41,070 2,747,179 SH - DFND 2,20,5 2,619,738 0 127,441

NETFLIX INC COM 64110L106 8,264,523 15,842,738 SH - DFND 10,11,12,13,19,2,20,5,6,813,484,437 230,225 2,128,076

NETGEAR INC COM 64111Q104 45,994 1,119,067 SH - DFND 19,2,20,5,8 1,003,261 96 115,710

NETSCOUT SYS INC COM 64115T104 65,291 2,318,558 SH - DFND 13,19,2,20,5,8 1,992,578 1,165 324,815

NETSTREIT CORP COM 64119V303 4,960 268,228 SH - DFND 2,20 221,882 0 46,346

NEUBASE THERAPEUTICS INC COM 64132K102 1,908 258,126 SH - DFND 2,20 220,984 0 37,142

NEUROBO PHARMACEUTICALS INC COM 64132R107 326 74,062 SH - DFND 2,20 64,594 0 9,468

NEUROCRINE BIOSCIENCES INC COM 64125C109 317,749 3,267,343 SH - DFND 10,11,12,13,19,2,20,5,6,82,922,989 50,228 294,126

NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 13,095 9,637,000 PRN - DFND 2,5 9,637,000 0 0

NEVRO CORP COM 64157F103 99,080 710,251 SH - DFND 13,2,20,5,8 590,324 400 119,527

NEW FORTRESS ENERGY INC COM CL A 644393100 43,698 951,814 SH - DFND 2,20 951,814 0 0

ANDERSONS INC COM 034164103 28,599 1,037,928 SH - DFND 2,20,5,8 928,051 1,437 108,440

NEW FRONTIER HEALTH CORP ORD SHS G6461G106 687 60,800 SH - DFND 2 60,800 0 0

NEW HOME CO INC COM 645370107 62 11,900 SH - DFND 20 11,900 0 0

NEW JERSEY RES CORP COM 646025106 335,717 8,351,516 SH - DFND 12,13,19,2,20,5,8 8,003,419 1,356 346,741

NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 404,770 28,912,142 SH - DFND 1,10,11,12,13,19,2,20,5,821,318,202 687,130 6,906,810

NEW RELIC INC COM 64829B100 42,158 685,718 SH - DFND 13,19,2,20,5,8 571,934 800 112,984

NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12,792 13,070,000 PRN - DFND 2,5 13,070,000 0 0

NEW RESIDENTIAL INVT CORP COM NEW 64828T201 65,298 5,804,272 SH - DFND 12,13,2,20,5,8 4,915,213 3,500 885,559

NEW SR INVT GROUP INC COM 648691103 9,099 1,460,456 SH - DFND 2,20,5 1,253,754 0 206,702

NEW YORK CMNTY BANCORP INC COM 649445103 194,420 15,405,741 SH - DFND 12,13,2,20,5,8 14,436,357 15,517 953,867

NEW YORK MTG TR INC COM PAR $.02 649604501 57,004 12,472,219 SH - DFND 2,20,5,8 11,025,081 0 1,447,138

ANGI INC COM CL A NEW 00183L102 7,197 553,619 SH - DFND 2,20,5,8 494,043 0 59,576

NEW YORK TIMES CO CL A 650111107 177,540 3,507,308 SH - DFND 13,19,2,20,5,8 3,188,885 1,200 317,223

NEWAGE INC COM 650194103 4,488 1,569,090 SH - DFND 2,20,5 1,365,446 0 203,644

NEWATER TECHNOLOGY INC SHS G64335105 101 30,241 SH - DFND 2 30,241 0 0

NEWELL BRANDS INC COM 651229106 483,441 18,052,307 SH - DFND 10,11,12,13,19,2,20,5,6,814,574,770 257,138 3,220,399

NEWMARK GROUP INC CL A 65158N102 27,621 2,760,679 SH - DFND 13,2,20,5,8 2,254,586 36,443 469,650

NEWMARKET CORP COM 651587107 70,838 185,435 SH - DFND 13,19,2,20,5,8 163,371 83 21,981

NEWMONT CORP COM 651639106 2,215,359 36,757,248 SH - DFND 1,10,11,12,13,19,2,20,5,6,831,401,404 347,884 5,007,960

NEWPARK RES INC COM PAR$.01NEW 651718504 5,351 1,704,109 SH - DFND 2,20,5 1,494,227 0 209,882

NEWS CORP NEW CL A 65249B109 450,021 17,626,072 SH - DFND 10,11,12,13,19,2,20,5,6,815,175,044 223,049 2,227,979

NEWS CORP NEW CL B 65249B208 101,747 4,318,180 SH - DFND 10,12,13,19,2,20,5,63,954,087 1,000 363,093

ANGIODYNAMICS INC COM 03475V101 48,337 2,065,677 SH - DFND 2,20,5,8 1,959,081 0 106,596

NEXA RES S A COM L67359106 636 62,068 SH - DFND 13,2,5 52,520 0 9,548

NEXIMMUNE INC COM 65344D109 925 48,454 SH - DFND 2,20 39,240 0 9,214

NEXPOINT RESIDENTIAL TR INC COM 65341D102 52,723 1,143,906 SH - DFND 10,19,2,20,5,8 1,016,519 5,000 122,387

NEXSTAR MEDIA GROUP INC CL A 65336K103 73,707 524,865 SH - DFND 12,13,19,2,20,5,8 435,063 612 89,190

NEXTCURE INC COM 65343E108 2,746 274,279 SH - DFND 2,20,5,8 234,306 0 39,973

NEXTDECADE CORP COM 65342K105 895 335,223 SH - DFND 2,20 294,445 0 40,778

NEXTERA ENERGY INC COM 65339F101 7,340,432 97,082,826 SH - DFND 10,11,12,13,19,2,20,5,6,886,061,055 1,202,628 9,819,143

NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 36,754 638,650 SH - DFND 2 638,650 0 0

NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 41,092 829,300 SH - DFND 2 829,300 0 0

NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 50,345 1,013,800 SH - DFND 2 1,013,800 0 0

ABBOTT LABS COM 002824100 8,451,446 70,522,748 SH - DFND 1,10,11,12,13,19,2,20,5,6,860,566,362 1,251,455 8,704,931

ANGION BIOMEDICA CORP COM 03476J107 849 47,005 SH - DFND 2,20 38,606 0 8,399

NEXTERA ENERGY PARTNERS LP COM UNIT PARTIN 65341B106 9,605 131,798 SH - DFND 19,20,5,8 66,679 400 64,719

NEXTGEN HEALTHCARE INC COM 65343C102 31,777 1,755,655 SH - DFND 2,20,5,8 1,546,752 1,604 207,299

NEXTIER OILFIELD SOLUTIONS COM 65290C105 17,058 4,585,513 SH - DFND 19,2,20,5,8 4,044,051 0 541,462

NGM BIOPHARMACEUTICALS INC COM 62921N105 14,177 487,682 SH - DFND 2,20,5 428,447 0 59,235

NI HLDGS INC COM 65342T106 2,759 149,281 SH - DFND 2,20 127,876 0 21,405

NIC INC COM 62914B100 70,165 2,067,924 SH - DFND 2,20,5,8 1,836,213 1,718 229,993

NICE LTD SPONSORED ADR 653656108 59,019 270,767 SH - DFND 1,20 5,036 0 265,731

NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3,436 1,313,000 PRN - DFND 5 1,313,000 0 0

NICOLET BANKSHARES INC COM 65406E102 19,454 233,096 SH - DFND 2,20,5,8 203,064 0 30,032

NIELSEN HLDGS PLC SHS EUR G6518L108 304,681 12,114,571 SH - DFND 10,12,13,19,2,20,5,6,810,793,053 5,518 1,316,000

ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 10,243 456,559 SH - DFND 2,20,5,8 432,438 0 24,121

NIKE INC CL B 654106103 7,330,593 55,051,069 SH - DFND 1,10,11,12,13,19,2,20,5,6,841,944,860 1,183,489 11,922,720

NIKOLA CORP COM 654110105 11,154 803,045 SH - DFND 19,2,20,5,8 679,145 1,600 122,300

NINE ENERGY SERVICE INC COM 65441V101 32 13,990 SH - DFND 20 13,990 0 0

NIO INC SPON ADS 62914V106 993,370 25,484,086 SH - DFND 1,10,12,13,19,2,20,5,818,919,849 555,000 6,009,237

NISOURCE INC COM 65473P105 455,549 18,894,628 SH - DFND 10,11,12,13,19,2,20,5,6,816,563,139 272,468 2,059,021

NIU TECHNOLOGIES ADS 65481N100 22,542 615,072 SH - DFND 1,13,2,20,5 546,426 0 68,646

NKARTA INC COM 65487U108 39,953 1,214,390 SH - DFND 2,20,5,8 1,171,337 0 43,053

NL INDS INC COM NEW 629156407 995 133,580 SH - DFND 2,20 114,411 0 19,169

NLIGHT INC COM 65487K100 22,144 683,461 SH - DFND 2,20,5,8 543,171 0 140,290

NMI HLDGS INC CL A 629209305 86,309 3,650,993 SH - DFND 19,2,20,5,8 3,371,112 0 279,881

ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 222 3,540 SH - DFND 20 3,540 0 0

NN INC COM 629337106 5,031 711,605 SH - DFND 2,20,5 613,967 0 97,638

NOAH HLDGS LTD SPON ADS CL A 65487X102 25,857 582,362 SH - DFND 10,12,13,19,2,20,5,8438,671 19,100 124,591

NOKIA CORP SPONSORED ADR 654902204 43 10,898 SH - DFND 1,20 10,898 0 0

NOMAD FOODS LTD USD ORD SHS G6564A105 1,619 58,963 SH - DFND 12,2,20,5,8 58,963 0 0

NOODLES & CO COM CL A 65540B105 5,056 488,487 SH - DFND 2,20 409,568 0 78,919

NORDIC AMERICAN TANKERS LIMI COM G65773106 8,640 2,658,478 SH - DFND 2,20,5 2,300,389 0 358,089

NORDSON CORP COM 655663102 386,446 1,945,067 SH - DFND 10,11,12,13,19,2,20,5,6,81,717,868 45,470 181,729

NORDSTROM INC COM 655664100 129,441 3,418,038 SH - DFND 12,13,19,2,20,5,8 2,558,907 852 858,279

NORFOLK SOUTHN CORP COM 655844108 2,848,076 10,606,568 SH - DFND 10,11,12,13,19,2,20,5,6,89,223,391 178,810 1,204,367

NORTHEAST BK LEWISTON ME COM 66405S100 3,323 125,926 SH - DFND 2,20 107,829 0 18,097

ANI PHARMACEUTICALS INC COM 00182C103 14,275 394,992 SH - DFND 13,2,20,5,8 344,972 0 50,020

NORTHERN OIL AND GAS INC MN COM 665531307 21,261 1,759,992 SH - DFND 2,20 1,759,992 0 0

NORTHERN TR CORP COM 665859104 1,008,230 9,529,113 SH - DFND 10,12,13,19,2,20,5,6,88,437,698 118,879 972,536

NORTHFIELD BANCORP INC DEL COM 66611T108 24,867 1,561,989 SH - DFND 2,20,5,8 1,405,462 0 156,527

NORTHRIM BANCORP INC COM 666762109 5,511 129,648 SH - DFND 2,20,5 115,211 0 14,437

NORTHROP GRUMMAN CORP COM 666807102 5,111,667 15,794,300 SH - DFND 1,10,11,12,13,19,2,20,5,6,85,682,670 108,882 10,002,748

NORTHWEST BANCSHARES INC MD COM 667340103 66,684 4,614,777 SH - DFND 2,20,5,8 4,154,388 1,598 458,791

NORTHWEST NAT HLDG CO COM 66765N105 64,418 1,194,040 SH - DFND 19,2,20,5,8 1,095,542 38 98,460

NORTHWEST PIPE CO COM 667746101 5,701 170,596 SH - DFND 2,20,5 147,024 0 23,572

NORTHWESTERN CORP COM NEW 668074305 101,684 1,559,575 SH - DFND 12,13,19,2,20,5,8 1,393,387 700 165,488

NORTONLIFELOCK INC COM 668771108 549,273 25,835,962 SH - DFND 1,10,11,12,13,19,2,20,5,6,820,491,971 658,625 4,685,366

ANIKA THERAPEUTICS INC COM 035255108 38,398 941,353 SH - DFND 2,20,5,8 893,184 0 48,169

NORWEGIAN CRUISE LINE HLDG L SHS G66721104 306,278 11,101,064 SH - DFND 10,12,13,2,20,5,6,89,950,004 3,537 1,147,523

NORWOOD FINL CORP COM 669549107 2,545 95,652 SH - DFND 2,20 80,722 0 14,930

NOV INC COM 62955J103 318,889 23,242,657 SH - DFND 10,12,13,19,2,20,5,6,819,790,561 5,911 3,446,185

NOVA MEASURING INSTRUMENTS L COM M7516K103 457 5,026 SH - DFND 2 5,026 0 0

NOVAGOLD RES INC COM NEW 66987E206 34,230 3,907,508 SH - DFND 2,20,5 3,301,981 0 605,527

NOVAN INC COM 66988N106 101 64,500 SH - DFND 20 64,500 0 0

NOVANTA INC COM 67000B104 87,408 662,737 SH - DFND 13,19,2,20,5,8 534,114 300 128,323

NOVARTIS AG SPONSORED ADR 66987V109 171,535 2,006,725 SH - DFND 1,2,20 34,118 0 1,972,607

NOVAVAX INC COM NEW 670002401 261,440 1,441,953 SH - DFND 13,19,2,20,5,8 1,214,420 1,100 226,433

NOVO-NORDISK A S ADR 670100205 274,534 4,017,159 SH - DFND 20 23,874 0 3,993,285

ANNALY CAPITAL MANAGEMENT IN COM 035710409 272,095 30,861,439 SH - DFND 10,11,12,13,19,2,20,5,6,823,941,173 1,052,457 5,867,809

NOVOCURE LTD ORD SHS G6674U108 253,765 1,919,847 SH - DFND 10,11,12,13,19,2,20,5,6,81,521,390 85,558 312,899

NOW INC COM 67011P100 36,370 3,604,534 SH - DFND 12,2,20,5,8 3,210,460 290 393,784

NRG ENERGY INC COM NEW 629377508 459,139 12,169,074 SH - DFND 10,11,12,13,19,2,20,5,6,810,549,427 387,986 1,231,661

NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 17,186 14,640,000 PRN - DFND 2,5 14,640,000 0 0

NU SKIN ENTERPRISES INC CL A 67018T105 71,460 1,351,102 SH - DFND 10,12,13,2,20,5,8 1,219,613 21,934 109,555

NUANCE COMMUNICATIONS INC COM 67020Y100 155,007 3,551,954 SH - DFND 12,13,19,2,20,5,8 2,927,038 2,633 622,283

NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 43,023 23,244,000 PRN - DFND 2,5 23,244,000 0 0

NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,736 2,515,000 PRN - DFND 2,5 2,515,000 0 0

NUCOR CORP COM 670346105 1,512,896 18,754,220 SH - DFND 10,11,12,13,19,2,20,5,6,816,849,965 193,520 1,710,735

NURIX THERAPEUTICS INC COM 67080M103 42,838 1,377,862 SH - DFND 2,20,5,8 1,324,346 0 53,516

ANNEXON INC COM 03589W102 21,105 758,092 SH - DFND 2,20,5,8 699,314 0 58,778

NUTANIX INC CL A 67059N108 64,464 2,427,112 SH - DFND 13,19,2,20,5,8 2,060,524 1,400 365,188

NUTANIX INC NOTE 1/1 67059NAB4 13,405 13,755,000 PRN - DFND 2,5 13,755,000 0 0

NUTRIEN LTD COM 67077M108 162,996 2,998,899 SH - DFND 10,2,20 1,141,338 0 1,857,561

NUVASIVE INC COM 670704105 109,290 1,667,029 SH - DFND 13,2,20,5,8 1,476,996 761 189,272

NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 12,682 12,414,000 PRN - DFND 2 12,414,000 0 0

NUVATION BIO INC COM CL A 67080N101 444 42,500 SH - DFND 20 42,500 0 0

NV5 GLOBAL INC COM 62945V109 23,046 238,649 SH - DFND 2,20,5,8 199,164 0 39,485

NVE CORP COM NEW 629445206 9,182 130,986 SH - DFND 2,20,5 118,820 0 12,166

NVENT ELECTRIC PLC SHS G6700G107 108,418 3,884,545 SH - DFND 12,13,19,2,20,5,8 3,561,798 2,864 319,883

NVIDIA CORPORATION COM 67066G104 12,931,900 24,220,217 SH - DFND 10,11,12,13,19,2,20,5,6,820,528,828 599,622 3,091,767

ANSYS INC COM 03662Q105 1,162,031 3,422,168 SH - DFND 10,11,12,13,19,2,20,5,6,82,925,627 106,921 389,620

NVR INC COM 62944T105 721,281 153,108 SH - DFND 10,11,12,13,19,2,20,5,6,8131,908 4,969 16,231

NXP SEMICONDUCTORS N V COM N6596X109 2,036,462 10,105,131 SH - DFND 10,11,12,13,19,2,20,5,6,88,786,362 194,997 1,123,772

NYMOX PHARMACEUTICAL CORP COM P73398102 1,455 655,393 SH - DFND 2,20 578,916 0 76,477

O-I GLASS INC COM 67098H104 77,733 5,273,614 SH - DFND 12,13,2,20,5,8 4,719,592 2,286 551,736

OAK STR HEALTH INC COM 67181A107 42,944 791,309 SH - DFND 2,20 726,380 0 64,929

OAK VY BANCORP OAKDALE CALIF COM 671807105 1,820 106,099 SH - DFND 2,20 90,901 0 15,198

OASIS PETROLEUM INC COM NEW 674215207 778 13,100 SH - DFND 20 13,100 0 0

OBSEVA SA COM H5861P103 157 48,444 SH - DFND 2 48,444 0 0

OCCIDENTAL PETE CORP COM 674599105 1,440,847 54,106,385 SH - DFND 1,10,11,12,13,19,2,20,5,6,850,409,638 445,700 3,251,047

OCEANEERING INTL INC COM 675232102 46,836 4,101,241 SH - DFND 12,2,20,5,8 3,782,358 2,087 316,796

ANTARES PHARMA INC COM 036642106 19,362 4,710,985 SH - DFND 2,20,5,8 4,150,089 0 560,896

OCEANFIRST FINL CORP COM 675234108 38,920 1,625,738 SH - DFND 2,20,5,8 1,353,341 0 272,397

OCONEE FED FINL CORP COM 675607105 263 10,093 SH - DFND 2,20 8,593 0 1,500

OCUGEN INC COM 67577C105 34,180 5,033,935 SH - DFND 2,20 5,033,935 0 0

OCULAR THERAPEUTIX INC COM 67576A100 24,904 1,517,617 SH - DFND 19,2,20,5,8 1,328,035 0 189,582

OCWEN FINL CORP COM NEW 675746606 220 7,733 SH - DFND 20,5 7,733 0 0

ODONATE THERAPEUTICS INC COM 676079106 1,303 381,118 SH - DFND 2,20,5,8 332,347 0 48,771

OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 71,269 2,589,703 SH - DFND 10,19,2,20,5,8 2,309,450 11,941 268,312

OFG BANCORP COM 67103X102 46,666 2,055,781 SH - DFND 2,20,5,8 1,880,038 111 175,632

OGE ENERGY CORP COM 670837103 208,197 6,433,767 SH - DFND 10,11,12,13,19,2,20,5,6,85,570,641 198,535 664,591

OHIO VY BANC CORP COM 677719106 1,550 63,820 SH - DFND 2,20 54,267 0 9,553

ANTERIX INC COM 03676C100 11,049 234,288 SH - DFND 19,2,20,5,8 196,189 0 38,099

OI SA SPONSORED ADRNE 670851500 1,225 737,829 SH - DFND 2 737,829 0 0

OIL DRI CORP AMER COM 677864100 3,578 103,877 SH - DFND 13,2,20,5 87,822 0 16,055

OIL STS INTL INC COM 678026105 17,288 2,866,959 SH - DFND 2,20,5 2,703,084 0 163,875

OKTA INC CL A 679295105 520,684 2,362,129 SH - DFND 10,11,12,13,19,2,20,5,6,81,911,680 56,579 393,870

OKTA INC NOTE 0.125% 9/0 679295AD7 37,423 27,735,000 PRN - DFND 2,5 27,735,000 0 0

OLD DOMINION FREIGHT LINE IN COM 679580100 995,714 4,141,733 SH - DFND 10,11,12,13,19,2,20,5,6,83,523,179 150,363 468,191

OLD NATL BANCORP IND COM 680033107 148,668 7,687,048 SH - DFND 19,2,20,5,8 7,089,043 700 597,305

OLD POINT FINL CORP COM 680194107 1,007 42,820 SH - DFND 20 2,301 0 40,519

OLD REP INTL CORP COM 680223104 544,171 24,916,236 SH - DFND 12,13,2,20,5,8 24,294,930 58,786 562,520

OLD SECOND BANCORP INC ILL COM 680277100 7,105 537,861 SH - DFND 2,20,5 424,416 0 113,445

ABBVIE INC COM 00287Y109 8,170,171 75,495,948 SH - DFND 10,11,12,13,19,2,20,5,6,864,415,211 2,129,891 8,950,846

ANTERO MIDSTREAM CORP COM 03676B102 65,241 7,224,928 SH - DFND 19,2,20,5,8 6,714,048 4,900 505,980

OLEMA PHARMACEUTICALS INC COM 68062P106 5,768 173,846 SH - DFND 2,20,5 145,956 0 27,890

OLIN CORP COM PAR $1 680665205 215,080 5,664,472 SH - DFND 12,13,2,20,5,8 3,090,561 1,656 2,572,255

OLLIES BARGAIN OUTLET HLDGS COM 681116109 117,894 1,355,098 SH - DFND 19,2,20,5,8 1,242,074 400 112,624

OLYMPIC STEEL INC COM 68162K106 8,727 296,322 SH - DFND 2,20 273,166 0 23,156

OMEGA FLEX INC COM 682095104 8,629 54,658 SH - DFND 2,20,5,8 45,374 0 9,284

OMEGA HEALTHCARE INVS INC COM 681936100 420,859 11,489,467 SH - DFND 10,11,12,13,19,2,20,5,6,89,810,456 289,205 1,389,806

OMEROS CORP COM 682143102 23,021 1,293,301 SH - DFND 2,20,5,8 1,088,758 0 204,543

OMNICELL COM COM 68213N109 169,915 1,308,347 SH - DFND 2,20,5,8 1,143,794 602 163,951

OMNICOM GROUP INC COM 681919106 892,897 11,928,529 SH - DFND 1,10,11,12,13,19,2,20,5,6,810,436,043 290,824 1,201,662

ON SEMICONDUCTOR CORP COM 682189105 397,208 9,545,965 SH - DFND 10,11,12,13,19,2,20,5,6,87,327,700 256,044 1,962,221

ANTERO RESOURCES CORP COM 03674X106 164,075 16,085,819 SH - DFND 12,13,2,20,5,8 15,432,505 4,100 649,214

ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 32,679 15,742,000 PRN - DFND 2,5 15,742,000 0 0

ON24 INC COM 68339B104 5,841 120,416 SH - DFND 2,20 101,851 0 18,565

ONCOCYTE CORP COM 68235C107 5,758 1,109,356 SH - DFND 2,20,5 968,005 0 141,351

ONCONOVA THERAPEUTICS INC COM PAR 68232V405 93 92,900 SH - DFND 20 92,900 0 0

ONCORUS INC COM 68236R103 1,372 98,586 SH - DFND 2,20 81,328 0 17,258

ONCTERNAL THERAPEUTICS INC COM 68236P107 161 19,314 SH - DFND 20 19,314 0 0

ONE GAS INC COM 68235P108 127,456 1,657,206 SH - DFND 13,19,2,20,5,8 1,463,009 545 193,652

ONE LIBERTY PPTYS INC COM 682406103 10,812 477,945 SH - DFND 2,20,5,8 410,993 4,365 62,587

ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 5,944 402,178 SH - DFND 10,19,2,20 336,578 0 65,600

ONEMAIN HLDGS INC COM 68268W103 53,436 994,710 SH - DFND 10,12,13,2,20,5,8 818,489 11,598 164,623

ANTHEM INC COM 036752103 3,731,265 10,394,944 SH - DFND 10,11,12,13,19,2,20,5,6,88,789,353 345,028 1,260,563

ONEOK INC NEW COM 682680103 1,457,636 28,772,919 SH - DFND 10,11,12,13,19,2,20,5,6,826,292,713 274,038 2,206,168

ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 618 266,511 SH - DFND 2,20,5 205,343 0 61,168

ONESPAN INC COM 68287N100 28,211 1,151,479 SH - DFND 2,20,5,8 1,028,208 1,012 122,259

ONESPAWORLD HOLDINGS LIMITED COM P73684113 9,032 848,074 SH - DFND 2,20,5,8 722,779 0 125,295

ONEWATER MARINE INC CL A COM 68280L101 4,908 122,825 SH - DFND 2,20 101,372 0 21,453

ONTO INNOVATION INC COM 683344105 95,292 1,450,193 SH - DFND 2,20,5,8 1,250,747 709 198,737

ONTRAK INC COM 683373104 7,286 223,784 SH - DFND 2,20,5,8 198,303 0 25,481

OOMA INC COM 683416101 7,490 472,529 SH - DFND 2,20,5 417,044 0 55,485

OP BANCORP COM 67109R109 2,054 195,225 SH - DFND 2,20 166,841 0 28,384

OPEN LENDING CORP COM CL A 68373J104 13,720 387,349 SH - DFND 2,20,5,8 318,649 0 68,700

AON PLC SHS CL A G0403H108 2,135,495 9,280,319 SH - DFND 10,11,12,13,19,2,20,5,6,88,124,508 204,327 951,484

OPENDOOR TECHNOLOGIES INC COM 683712103 4,395 207,400 SH - DFND 20 207,400 0 0

OPERA LTD SPONSORED ADS 68373M107 258 25,806 SH - DFND 2,20 25,806 0 0

OPKO HEALTH INC COM 68375N103 82,835 19,308,756 SH - DFND 13,2,20,5,8 17,865,409 7,225 1,436,122

OPORTUN FINL CORP COM 68376D104 6,980 337,035 SH - DFND 2,20,5 295,118 0 41,917

OPPENHEIMER HLDGS INC CL A NON VTG 683797104 8,548 213,425 SH - DFND 2,20,5 193,383 0 20,042

OPTIMIZERX CORP COM NEW 68401U204 13,358 274,010 SH - DFND 2,20,5 238,276 0 35,734

OPTINOSE INC COM 68404V100 2,132 577,811 SH - DFND 2,20,5 493,828 0 83,983

OPTION CARE HEALTH INC COM NEW 68404L201 26,510 1,494,338 SH - DFND 2,20,5,8 1,265,817 0 228,521

ORACLE CORP COM 68389X105 5,364,186 76,445,578 SH - DFND 1,10,11,12,13,19,2,20,5,6,864,874,084 1,518,402 10,053,092

ORANGE SPONSORED ADR 684060106 262 21,280 SH - DFND 1,20 4,780 0 16,500

APA CORPORATION COM 03743Q108 449,269 25,098,815 SH - DFND 10,12,13,19,2,20,5,6,824,124,893 6,360 967,562

ORASURE TECHNOLOGIES INC COM 68554V108 34,936 2,993,684 SH - DFND 2,20,5,8 2,749,555 1,058 243,071

ORBCOMM INC COM 68555P100 17,855 2,340,147 SH - DFND 2,20,5 2,166,312 0 173,835

ORCHARD THERAPEUTICS PLC ADS 68570P101 1,530 210,740 SH - DFND 2,5 210,740 0 0

ORCHID IS CAP INC COM 68571X103 8,220 1,352,724 SH - DFND 2,20,5 1,148,546 0 204,178

OREILLY AUTOMOTIVE INC COM 67103H107 1,453,189 2,864,837 SH - DFND 10,11,12,13,19,2,20,5,6,82,482,628 43,998 338,211

ORGANOGENESIS HLDGS INC COM 68621F102 6,985 383,379 SH - DFND 2,20,5 330,572 0 52,807

ORGENESIS INC COM NEW 68619K204 1,636 285,441 SH - DFND 2,20 247,024 0 38,417

ORIC PHARMACEUTICALS INC COM 68622P109 33,456 1,365,565 SH - DFND 2,20,5,8 1,308,717 0 56,848

ORIGIN BANCORP INC COM 68621T102 17,162 404,673 SH - DFND 2,20,5,8 332,264 0 72,409

ORION ENERGY SYSTEMS INC COM 686275108 5,981 859,408 SH - DFND 2,20 791,700 0 67,708

APARTMENT INCOME REIT CORP COM 03750L109 276,839 6,474,242 SH - DFND 10,12,13,19,2,20,5,85,718,984 41,683 713,575

ORION ENGINEERED CARBONS S A COM L72967109 22,195 1,125,487 SH - DFND 2,20,5,8 930,997 0 194,490

ORION GROUP HLDGS INC COM 68628V308 87 14,324 SH - DFND 20 14,324 0 0

ORIX CORP SPONSORED ADR 686330101 7,716 91,004 SH - DFND 2,20 91,004 0 0

ORMAT TECHNOLOGIES INC COM 686688102 82,200 1,046,735 SH - DFND 13,19,2,20,5,8 884,895 700 161,140

ORRSTOWN FINL SVCS INC COM 687380105 3,856 172,911 SH - DFND 2,20 147,497 0 25,414

ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 24,128 1,250,469 SH - DFND 2,20,5 1,052,284 0 198,185

ORTHOFIX MED INC COM 68752M108 33,729 778,072 SH - DFND 2,20,5,8 712,213 859 65,000

ORTHOPEDIATRICS CORP COM 68752L100 21,429 439,567 SH - DFND 2,20,5,8 399,121 0 40,446

OSHKOSH CORP COM 688239201 192,035 1,618,366 SH - DFND 12,13,19,2,20,5,8 1,474,787 586 142,993

OSI SYSTEMS INC COM 671044105 53,439 556,081 SH - DFND 2,20,5,8 496,923 0 59,158

APARTMENT INVT & MGMT CO CL A 03748R747 33,405 5,440,565 SH - DFND 10,13,19,2,20,5,8 4,878,979 44,083 517,503

OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 680 208,703 SH - DFND 2,20 180,579 0 28,124

OTIS WORLDWIDE CORP COM 68902V107 1,818,820 26,571,516 SH - DFND 10,11,12,13,19,2,20,5,6,813,965,274 246,063 12,360,179

OTONOMY INC COM 68906L105 110 43,090 SH - DFND 20 43,090 0 0

OTTER TAIL CORP COM 689648103 36,849 798,114 SH - DFND 13,2,20,5 658,984 0 139,130

OUTFRONT MEDIA INC COM 69007J106 40,429 1,852,005 SH - DFND 12,13,2,20,5,8 1,525,818 12,802 313,385

OUTSET MED INC COM 690145107 18,572 341,456 SH - DFND 2,20,5 317,884 0 23,572

OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,107 1,022,946 SH - DFND 2,20 843,742 0 179,204

OVERSTOCK COM INC DEL COM 690370101 67,587 1,020,028 SH - DFND 2,20,5,8 882,432 500 137,096

OVID THERAPEUTICS INC COM 690469101 4,842 1,204,365 SH - DFND 2,20,5 1,098,091 0 106,274

OVINTIV INC COM 69047Q102 214,008 8,984,375 SH - DFND 12,13,2,20,5,8 8,269,377 2,491 712,507

APELLIS PHARMACEUTICALS INC COM 03753U106 94,341 2,198,573 SH - DFND 2,20,5,8 1,978,919 600 219,054

OWENS & MINOR INC NEW COM 690732102 90,448 2,406,160 SH - DFND 12,19,2,20,5,8 2,147,183 900 258,077

OWENS CORNING NEW COM 690742101 408,527 4,424,193 SH - DFND 10,11,12,13,19,2,20,5,6,83,712,789 142,482 568,922

OXFORD INDS INC COM 691497309 46,830 535,687 SH - DFND 2,20,5,8 475,416 41 60,230

OYSTER PT PHARMA INC COM 69242L106 1,975 108,033 SH - DFND 13,2,20 92,343 0 15,690

P A M TRANSN SVCS INC COM 693149106 1,706 27,654 SH - DFND 2,20 23,487 0 4,167

P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 12,121 512,719 SH - DFND 1,13,19,2,20,5 405,323 0 107,396

PACCAR INC COM 693718108 1,402,334 15,091,847 SH - DFND 10,11,12,13,19,2,20,5,6,812,952,717 320,089 1,819,041

PACIFIC BIOSCIENCES CALIF IN COM 69404D108 134,272 4,030,973 SH - DFND 13,2,20,5,8 3,409,815 1,700 619,458

PACIFIC PREMIER BANCORP COM 69478X105 184,905 4,256,556 SH - DFND 2,20,5,8 3,937,724 900 317,932

PACIRA BIOSCIENCES INC COM 695127100 100,358 1,431,840 SH - DFND 2,20,5,8 1,277,816 1,000 153,024

API GROUP CORP COM STK 00187Y100 48,723 2,356,032 SH - DFND 2,20,5,8 2,022,929 0 333,103

PACKAGING CORP AMER COM 695156109 571,990 4,222,365 SH - DFND 10,11,12,13,19,2,20,5,6,83,626,987 127,153 468,225

PACTIV EVERGREEN INC COM 69526K105 8,478 617,020 SH - DFND 2,20 525,281 0 91,739

PAE INC COM CL A 69290Y109 17,708 1,963,176 SH - DFND 19,2,20,5,8 1,776,340 0 186,836

PAGERDUTY INC COM 69553P100 36,223 900,404 SH - DFND 2,20,5,8 811,734 0 88,670

PAGSEGURO DIGITAL LTD COM CL A G68707101 16,057 346,800 SH - DFND 10,19,2,20,8 346,800 0 0

PALANTIR TECHNOLOGIES INC CL A 69608A108 8,661 371,883 SH - DFND 19,2,20,8 371,883 0 0

PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 48 69,822 SH - DFND 20 69,822 0 0

PALO ALTO NETWORKS INC COM 697435105 615,655 1,911,617 SH - DFND 10,11,12,13,19,2,20,5,6,81,519,627 59,941 332,049

PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 58,518 44,115,000 PRN - DFND 2,5 44,115,000 0 0

PALOMAR HLDGS INC COM 69753M105 40,983 611,326 SH - DFND 19,2,20,5,8 543,601 0 67,725

APOGEE ENTERPRISES INC COM 037598109 52,574 1,286,066 SH - DFND 2,20,5,8 831,886 328 453,852

PAMPA ENERGIA S A SPONS ADR LVL I 697660207 8,605 579,871 SH - DFND 13,2,20,5 395,027 900 183,944

PANDION THERAPEUTICS INC COM 698340106 11,393 189,721 SH - DFND 2,20,5 163,659 0 26,062

PANGAEA LOGISTICS SOLUTION L SHS G6891L105 361 114,300 SH - DFND 2,20 96,100 0 18,200

PAPA JOHNS INTL INC COM 698813102 86,190 972,355 SH - DFND 2,20,5,8 858,146 458 113,751

PAR PAC HOLDINGS INC COM NEW 69888T207 23,390 1,656,484 SH - DFND 19,2,20,5 1,548,004 0 108,480

PAR TECHNOLOGY CORP COM 698884103 22,879 349,779 SH - DFND 2,20,5,8 285,325 0 64,454

PARAMOUNT GROUP INC COM 69924R108 63,343 6,210,500 SH - DFND 10,13,19,2,20,5,8 5,329,256 44,475 836,769

PARATEK PHARMACEUTICALS INC COM 699374302 4,871 689,881 SH - DFND 2,20,5 586,125 0 103,756

PARK AEROSPACE CORP COM 70014A104 8,694 652,633 SH - DFND 13,2,20,5 553,500 0 99,133

PARK CITY GROUP INC COM NEW 700215304 1,175 192,267 SH - DFND 2,20 167,734 0 24,533

ABEONA THERAPEUTICS INC COM 00289Y107 2,715 1,444,090 SH - DFND 2,20,5 1,297,121 0 146,969

APOLLO COML REAL EST FIN INC COM 03762U105 64,031 4,471,848 SH - DFND 2,20,5,8 3,946,316 1,600 523,932

PARK HOTELS & RESORTS INC COM 700517105 229,137 10,618,034 SH - DFND 10,12,13,19,2,20,5,89,437,656 57,046 1,123,332

PARK NATL CORP COM 700658107 68,956 533,306 SH - DFND 2,20,5,8 481,814 0 51,492

PARK-OHIO HLDGS CORP COM 700666100 4,891 155,320 SH - DFND 2,20,5 133,361 0 21,959

PARKE BANCORP INC COM 700885106 3,314 165,782 SH - DFND 2,20 141,015 0 24,767

PARKER-HANNIFIN CORP COM 701094104 1,656,217 5,250,665 SH - DFND 1,10,11,12,13,19,2,20,5,6,84,495,340 112,955 642,370

PARSONS CORPORATION COM 70202L102 69,870 1,727,736 SH - DFND 19,2,20,5,8 1,642,544 0 85,192

PARTNERS BANCORP COM 70213Q108 1,059 144,316 SH - DFND 2,20 125,016 0 19,300

PARTY CITY HOLDCO INC COM 702149105 6,339 1,092,905 SH - DFND 2,20,5 1,092,905 0 0

PASSAGE BIO INC COM 702712100 31,206 1,785,237 SH - DFND 2,20,5,8 1,706,573 0 78,664

PATRICK INDS INC COM 703343103 55,748 655,853 SH - DFND 2,20,5,8 580,033 0 75,820

APOLLO GLOBAL MGMT INC COM CL A 03768E105 150,451 3,200,401 SH - DFND 10,12,13,19,2,20,5,6,82,587,927 85,024 527,450

PATTERSON COS INC COM 703395103 85,648 2,680,676 SH - DFND 12,13,2,20,5,8 2,363,695 3,564 313,417

PATTERSON-UTI ENERGY INC COM 703481101 53,825 7,549,089 SH - DFND 12,13,19,2,20,5,8 7,015,643 2,087 531,359

PAVMED INC COM 70387R106 3,693 831,703 SH - DFND 2,20,5 715,711 0 115,992

PAYA HOLDINGS INC COM CL A 70434P103 2,557 233,269 SH - DFND 2,20 233,269 0 0

PAYCHEX INC COM 704326107 1,284,499 13,104,462 SH - DFND 1,10,11,12,13,19,2,20,5,6,811,137,424 344,836 1,622,202

PAYCOM SOFTWARE INC COM 70432V102 700,589 1,893,177 SH - DFND 10,11,12,13,19,2,20,5,6,81,603,354 60,932 228,891

PAYLOCITY HLDG CORP COM 70438V106 157,785 877,414 SH - DFND 13,19,2,20,5,8 796,285 300 80,829

PAYPAL HLDGS INC COM 70450Y103 10,835,146 44,618,456 SH - DFND 10,11,12,13,19,2,20,5,6,837,992,704 1,093,832 5,531,920

PAYSIGN INC COM 70451A104 2,258 516,638 SH - DFND 2,20,5 442,564 0 74,074

PBF ENERGY INC CL A 69318G106 133,640 9,444,522 SH - DFND 12,13,2,20,5,8 9,077,613 1,000 365,909

APOLLO MED HLDGS INC COM NEW 03763A207 9,981 368,433 SH - DFND 2,20,5,8 302,832 0 65,601

PC CONNECTION INC COM 69318J100 19,661 423,813 SH - DFND 2,20,5,8 380,449 0 43,364

PCB BANCORP COM 69320M109 2,855 190,305 SH - DFND 2,20 161,185 0 29,120

PCSB FINL CORP COM 69324R104 4,710 283,551 SH - DFND 13,2,20,5 234,061 0 49,490

PCTEL INC COM 69325Q105 1,976 284,261 SH - DFND 2,20 247,061 0 37,200

PDC ENERGY INC COM 69327R101 145,188 4,220,578 SH - DFND 12,13,2,20,5 3,943,970 1,703 274,905

PDF SOLUTIONS INC COM 693282105 15,788 887,955 SH - DFND 2,20,5,8 784,610 0 103,345

PDL CMNTY BANCORP COM 69290X101 1,397 125,773 SH - DFND 2,20 110,059 0 15,714

PEABODY ENGR CORP COM 704551100 3,882 1,268,783 SH - DFND 13,2,20,5 1,142,851 0 125,932

PEAPACK-GLADSTONE FINL CORP COM 704699107 10,377 336,048 SH - DFND 2,20,5,8 281,429 0 54,619

PEARSON PLC SPONSORED ADR 705015105 221 20,530 SH - DFND 1,20 6,230 0 14,300

APPFOLIO INC COM CL A 03783C100 49,828 352,367 SH - DFND 2,20,5,8 293,449 200 58,718

PEBBLEBROOK HOTEL TR COM 70509V100 159,698 6,571,970 SH - DFND 10,12,13,19,2,20,5,85,786,930 31,746 753,294

PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 21,901 18,550,000 PRN - DFND 2,5 18,550,000 0 0

PEGASYSTEMS INC COM 705573103 58,361 510,280 SH - DFND 19,2,20,5,8 427,415 426 82,439

PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 16,463 14,905,000 PRN - DFND 2,5 14,905,000 0 0

PELOTON INTERACTIVE INC CL A COM 70614W100 545,019 4,847,196 SH - DFND 10,11,12,13,19,2,20,5,6,83,930,588 122,701 793,907

PENN NATL GAMING INC COM 707569109 593,739 5,663,286 SH - DFND 10,12,13,19,2,20,5,6,84,905,593 3,447 754,246

PENN VA CORP COM 70788V102 6,960 519,423 SH - DFND 2,20,5 482,374 0 37,049

PENNANT GROUP INC COM 70805E109 35,777 781,158 SH - DFND 19,2,20,5,8 687,553 300 93,305

PENNS WOODS BANCORP INC COM 708430103 2,764 114,742 SH - DFND 2,20 100,014 0 14,728

PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 21 10,987 SH - DFND 20 10,987 0 0

APPHARVEST INC COM 03783T103 714 39,000 SH - DFND 20 39,000 0 0

PENNYMAC FINL SVCS INC NEW COM 70932M107 117,156 1,751,995 SH - DFND 10,2,20,5,8 1,571,174 6,551 174,270

PENNYMAC MTG INVT TR COM 70931T103 63,943 3,262,388 SH - DFND 13,2,20,5,8 2,904,103 500 357,785

PENSKE AUTOMOTIVE GRP INC COM 70959W103 41,585 518,256 SH - DFND 12,13,2,20,5,8 452,376 217 65,663

PENTAIR PLC SHS G7S00T104 582,989 9,354,761 SH - DFND 10,11,12,13,19,2,20,5,6,88,036,239 297,312 1,021,210

PENUMBRA INC COM 70975L107 220,646 815,455 SH - DFND 13,19,2,20,5,8 745,576 300 69,579

PEOPLES BANCORP INC COM 709789101 12,484 376,350 SH - DFND 13,2,20,5,8 309,789 0 66,561

PEOPLES BANCORP N C INC COM 710577107 1,653 69,935 SH - DFND 2,20 59,832 0 10,103

PEOPLES FINL SVCS CORP COM 711040105 5,052 119,601 SH - DFND 2,20,5 102,518 0 17,083

PEOPLES UNITED FINANCIAL INC COM 712704105 1,019,048 56,930,031 SH - DFND 10,12,13,2,20,5,6,855,522,963 6,618 1,400,450

PEPSICO INC COM 713448108 8,149,677 57,615,246 SH - DFND 1,10,11,12,13,19,2,20,5,6,849,096,796 1,332,543 7,185,907

APPIAN CORP CL A 03782L101 94,643 711,870 SH - DFND 13,19,2,20,5,8 588,024 900 122,946

PERDOCEO ED CORP COM 71363P106 28,388 2,373,599 SH - DFND 2,20,5,8 2,134,650 0 238,949

PERFICIENT INC COM 71375U101 60,102 1,023,529 SH - DFND 2,20,5,8 912,103 0 111,426

PERFORMANCE FOOD GROUP CO COM 71377A103 146,149 2,536,866 SH - DFND 12,13,19,2,20,5,8 2,087,677 900 448,289

PERFORMANT FINL CORP COM 71377E105 32 14,799 SH - DFND 20 14,799 0 0

PERION NETWORK LTD SHS NEW M78673114 376 21,003 SH - DFND 2 21,003 0 0

PERKINELMER INC COM 714046109 560,790 4,371,270 SH - DFND 10,11,12,13,19,2,20,5,6,83,734,242 67,935 569,093

PERRIGO CO PLC SHS G97822103 202,668 5,007,864 SH - DFND 10,12,13,19,2,20,5,6,84,161,589 2,031 844,244

PERSONALIS INC COM 71535D106 11,501 467,348 SH - DFND 2,20,5,8 405,788 0 61,560

PERSPECTA INC COM 715347100 125,512 4,310,143 SH - DFND 1,12,13,19,2,20,5,83,787,932 2,838 519,373

PETCO HEALTH & WELLNESS CO I COM 71601V105 8,452 381,392 SH - DFND 2,20 332,787 0 48,605

APPLE HOSPITALITY REIT INC COM NEW 03784Y200 99,638 6,833,879 SH - DFND 10,12,13,19,2,20,5,85,915,198 50,558 868,123

PETIQ INC COM CL A 71639T106 16,572 470,008 SH - DFND 2,20,5,8 394,904 0 75,104

PETMED EXPRESS INC COM 716382106 29,309 833,233 SH - DFND 2,20,5,8 761,256 1,400 70,577

PETROCHINA CO LTD SPONSORED ADR 71646E100 1,391 38,482 SH - DFND 1,5 2,793 0 35,689

PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 68,937 8,072,271 SH - DFND 1,10,2,20,5 6,985,420 897,509 189,342

PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 60,843 7,174,887 SH - DFND 1,10,2,20,5 5,803,075 813,534 558,278

PFIZER INC COM 717081103 9,959,151 274,886,855 SH - DFND 1,10,11,12,13,19,2,20,5,6,8192,366,251 5,711,853 76,808,751

PFSWEB INC COM NEW 717098206 1,690 250,389 SH - DFND 2,20 219,230 0 31,159

PG&E CORP COM 69331C108 326,484 27,880,761 SH - DFND 1,10,11,12,13,19,2,20,5,6,822,742,128 703,584 4,435,049

PG&E CORP UNIT 99/99/9999 69331C140 37,777 331,000 SH - DFND 2 331,000 0 0

PGT INNOVATIONS INC COM 69336V101 43,926 1,739,637 SH - DFND 2,20,5,8 1,544,086 0 195,551

APPLE INC COM 037833100 76,098,747 622,994,241 SH - DFND 1,10,11,12,13,19,2,20,5,6,8523,061,877 14,342,451 85,589,913

PHASEBIO PHARMACEUTICALS INC COM 717224109 1,193 344,657 SH - DFND 2,20 304,731 0 39,926

PHATHOM PHARMACEUTICALS INC COM 71722W107 8,158 217,198 SH - DFND 19,2,20,5,8 189,665 0 27,533

PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 18,525 759,233 SH - DFND 2,20,5,8 656,370 0 102,863

PHILIP MORRIS INTL INC COM 718172109 4,829,061 53,689,829 SH - DFND 10,12,13,19,2,20,5,6,848,636,405 882,431 4,170,993

PHILLIPS 66 COM 718546104 2,371,357 29,082,129 SH - DFND 10,11,12,13,19,2,20,5,6,826,493,817 271,892 2,316,420

PHOTRONICS INC COM 719405102 28,159 2,189,655 SH - DFND 2,20,5,8 1,960,704 140 228,811

PHREESIA INC COM 71944F106 32,658 626,824 SH - DFND 2,20,5,8 512,256 0 114,568

PHX MINERALS INC CL A 69291A100 35 12,328 SH - DFND 20 12,328 0 0

PHYSICIANS RLTY TR COM 71943U104 148,785 8,313,357 SH - DFND 10,19,2,20,5,8 7,263,238 50,849 999,270

PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 86,338 4,970,523 SH - DFND 10,12,13,19,2,20,5,84,215,466 31,154 723,903

APPLIED GENETIC TECHNOLOGIES COM 03820J100 3,786 746,696 SH - DFND 2,20,5 670,095 0 76,601

PIERIS PHARMACEUTICALS INC COM 720795103 2,357 917,247 SH - DFND 2,20,5 772,026 0 145,221

PILGRIMS PRIDE CORP COM 72147K108 27,178 1,142,429 SH - DFND 13,2,20,5,8 1,036,542 0 105,887

PINDUODUO INC NOTE 10/0 722304AB8 23,397 7,465,000 PRN - DFND 2,5 7,465,000 0 0

PINDUODUO INC NOTE 12/0 722304AC6 56,586 53,550,000 PRN - DFND 2,5 53,550,000 0 0

PINDUODUO INC SPONSORED ADS 722304102 6,877,622 8,208,834 SH - DFND 1,10,12,13,19,2,20,5,85,587,669 179,100 2,442,065

PING IDENTITY HLDG CORP COM 72341T103 17,197 784,187 SH - DFND 2,20,5,8 661,404 0 122,783

PINNACLE FINL PARTNERS INC COM 72346Q104 262,489 2,960,624 SH - DFND 13,2,20,5,8 2,812,059 1,000 147,565

PINNACLE WEST CAP CORP COM 723484101 512,852 6,304,267 SH - DFND 10,11,12,13,19,2,20,5,6,85,513,596 117,527 673,144

PINTEREST INC CL A 72352L106 670,009 9,050,504 SH - DFND 10,11,12,13,19,2,20,5,6,87,189,171 301,394 1,559,939

PIONEER BANCORP INC COM 723561106 2,140 183,677 SH - DFND 2,20 132,128 0 51,549

APPLIED INDL TECHNOLOGIES IN COM 03820C105 110,626 1,213,405 SH - DFND 19,2,20,5,8 1,065,118 295 147,992

PIONEER NAT RES CO COM 723787107 2,147,488 13,474,358 SH - DFND 10,11,12,13,19,2,20,5,6,812,372,208 142,138 960,012

PIPER SANDLER COMPANIES COM 724078100 56,180 512,354 SH - DFND 2,20,5,8 451,132 0 61,222

PITNEY BOWES INC COM 724479100 47,740 5,793,688 SH - DFND 12,13,19,2,20,5,8 5,152,175 3,874 637,639

PIXELWORKS INC COM NEW 72581M305 2,039 616,143 SH - DFND 2,20 524,186 0 91,957

PJT PARTNERS INC COM CL A 69343T107 31,064 459,180 SH - DFND 2,20,5,8 375,659 0 83,521

PLAINS GP HLDGS L P LTD PARTNR INTA 72651A207 4,090 435,091 SH - DFND 20,5,8 249,730 1,200 184,161

PLANET FITNESS INC CL A 72703H101 77,077 997,120 SH - DFND 13,19,2,20,5,8 830,752 800 165,568

PLANTRONICS INC NEW COM 727493108 45,988 1,181,897 SH - DFND 19,2,20,5,8 1,039,606 211 142,080

PLAYA HOTELS & RESORTS NV SHS N70544106 1,293 177,074 SH - DFND 20,5,8 125,976 0 51,098

PLAYAGS INC COM 72814N104 3,707 458,847 SH - DFND 2,20,5 396,144 0 62,703

ABERCROMBIE & FITCH CO CL A 002896207 78,400 2,285,050 SH - DFND 12,2,20,5,8 2,051,575 11,030 222,445

APPLIED MATLS INC COM 038222105 5,381,585 40,281,324 SH - DFND 1,10,11,12,13,19,2,20,5,6,834,350,344 1,196,699 4,734,281

PLAYTIKA HLDG CORP COM 72815L107 19,173 704,631 SH - DFND 10,2,20 656,993 0 47,638

PLDT INC SPONSORED ADR 69344D408 667 24,766 SH - DFND 2,20,5 24,766 0 0

PLEXUS CORP COM 729132100 85,990 936,304 SH - DFND 19,2,20,5,8 830,889 186 105,229

PLIANT THERAPEUTICS INC COM 729139105 14,955 380,249 SH - DFND 2,20,5,8 326,358 0 53,891

PLUG POWER INC COM NEW 72919P202 433,141 12,085,398 SH - DFND 10,11,12,13,19,2,20,5,6,89,656,526 277,052 2,151,820

PLUMAS BANCORP COM 729273102 1,990 68,030 SH - DFND 2,20 58,230 0 9,800

PLURALSIGHT INC COM CL A 72941B106 31,852 1,425,797 SH - DFND 19,2,20,5,8 1,231,879 1,100 192,818

PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 12,702 12,959,000 PRN - DFND 2,5 12,959,000 0 0

PLURISTEM THERAPEUTICS INC COM NEW 72940R300 185 38,858 SH - DFND 2 38,858 0 0

PLYMOUTH INDL REIT INC COM 729640102 6,449 378,261 SH - DFND 2,20,5 319,449 0 58,812

APPLIED MOLECULAR TRANS INC COM 03824M109 23,719 538,940 SH - DFND 2,20,5,8 487,135 0 51,805

PMV PHARMACEUTICALS INC COM 69353Y103 20,067 610,120 SH - DFND 2,20,5 578,039 0 32,081

PNC FINL SVCS GROUP INC COM 693475105 3,385,137 19,298,427 SH - DFND 10,12,13,19,2,20,5,6,816,941,450 264,339 2,092,638

PNM RES INC COM 69349H107 128,239 2,614,453 SH - DFND 12,13,2,20,5,8 2,305,356 1,065 308,032

POINTS INTL LTD COM NEW 730843208 294 19,615 SH - DFND 13,2 17,915 0 1,700

POLARIS INC COM 731068102 463,872 3,474,694 SH - DFND 12,13,19,2,20,5,8 3,361,675 590 112,429

POLARITYTE INC COM 731094108 18 16,175 SH - DFND 20 16,175 0 0

POOL CORP COM 73278L105 556,828 1,612,872 SH - DFND 10,11,12,13,19,2,20,5,6,81,368,299 54,613 189,960

POPULAR INC COM NEW 733174700 204,357 2,892,817 SH - DFND 10,12,13,2,20,5,8 2,708,801 5,799 178,217

PORCH GROUP INC COM 733245104 738 41,700 SH - DFND 20 41,700 0 0

PORTLAND GEN ELEC CO COM NEW 736508847 91,832 1,918,587 SH - DFND 12,13,2,20,5,8 1,568,195 1,400 348,992

APPLIED OPTOELECTRONICS INC COM 03823U102 5,618 671,968 SH - DFND 2,20,5 617,911 0 54,057

POSCO SPONSORED ADR 693483109 43,120 597,229 SH - DFND 1,2,20,5 576,322 9,518 11,389

POSEIDA THERAPEUTICS INC COM 73730P108 4,314 451,678 SH - DFND 2,20,5 387,301 0 64,377

POST HLDGS INC COM 737446104 149,511 1,414,216 SH - DFND 12,13,2,20,5,8 1,287,491 623 126,102

POTBELLY CORP COM 73754Y100 178 30,138 SH - DFND 20 30,138 0 0

POTLATCHDELTIC CORPORATION COM 737630103 108,333 2,047,113 SH - DFND 19,2,20,5,8 1,796,034 653 250,426

POWELL INDS INC COM 739128106 11,889 351,008 SH - DFND 2,20,5 329,039 0 21,969

POWER INTEGRATIONS INC COM 739276103 172,373 2,115,521 SH - DFND 19,2,20,5,8 1,896,705 400 218,416

POWERFLEET INC COM 73931J109 3,661 445,382 SH - DFND 2,20 381,366 0 64,016

PPD INC COM 69355F102 99,631 2,632,956 SH - DFND 10,11,12,13,19,2,20,5,6,82,096,740 55,552 480,664

PPG INDS INC COM 693506107 1,653,190 11,002,198 SH - DFND 10,11,12,13,19,2,20,5,6,89,558,961 247,091 1,196,146

APPLIED THERAPEUTICS INC COM 03828A101 4,511 240,515 SH - DFND 19,2,20,5,8 204,861 0 35,654

PPL CORP COM 69351T106 1,190,847 40,714,097 SH - DFND 10,11,12,13,19,2,20,5,6,835,247,133 473,646 4,993,318

PQ GROUP HLDGS INC COM 73943T103 12,364 740,368 SH - DFND 2,20,5,8 591,066 0 149,302

PRA GROUP INC COM 69354N106 50,666 1,366,756 SH - DFND 2,20,5,8 1,205,703 634 160,419

PRA HEALTH SCIENCES INC COM 69354M108 223,752 1,459,285 SH - DFND 13,19,2,20,5,8 1,329,791 900 128,594

PRAXIS PRECISION MEDICINES I COM 74006W108 23,920 730,157 SH - DFND 2,20,5 704,059 0 26,098

PRECIGEN INC COM 74017N105 47,365 6,874,445 SH - DFND 2,20,5,8 6,644,092 1,500 228,853

PRECISION BIOSCIENCES INC COM 74019P108 53,290 5,148,759 SH - DFND 19,2,20,5,8 5,023,806 0 124,953

PREFERRED APT CMNTYS INC COM 74039L103 10,734 1,075,071 SH - DFND 2,20,5 957,216 0 117,855

PREFERRED BK LOS ANGELES CA COM NEW 740367404 36,406 571,703 SH - DFND 2,20,5,8 522,111 0 49,592

PREFORMED LINE PRODS CO COM 740444104 3,573 51,816 SH - DFND 2,20 44,849 0 6,967

APREA THERAPEUTICS INC COM 03836J102 635 124,592 SH - DFND 2,20,8 106,860 0 17,732

PRELUDE THERAPEUTICS INC COM 74065P101 37,843 873,376 SH - DFND 2,20,5 851,070 0 22,306

PREMIER FINANCIAL CORP COM 74052F108 25,013 752,047 SH - DFND 2,20,5,8 577,597 0 174,450

PREMIER FINL BANCORP INC COM 74050M105 3,973 213,732 SH - DFND 13,2,20,5 186,589 0 27,143

PREMIER INC CL A 74051N102 56,598 1,672,029 SH - DFND 12,19,2,20,5,8 1,382,930 1,400 287,699

PRESTIGE CONSMR HEALTHCARE I COM 74112D101 80,479 1,825,751 SH - DFND 2,20,5,8 1,647,369 300 178,082

PRICE T ROWE GROUP INC COM 74144T108 2,035,046 11,859,244 SH - DFND 10,12,13,19,2,20,5,6,810,292,033 380,736 1,186,475

PRICELINE GRP INC COM 09857L108 3,766,925 1,616,817 SH - DFND 10,11,12,13,19,2,20,5,6,81,382,859 40,763 193,195

PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 33,541 28,485,000 PRN - DFND 2,5 28,485,000 0 0

PRICESMART INC COM 741511109 76,747 793,246 SH - DFND 2,20,5,8 715,465 365 77,416

PRIMEENERGY RESOURCES CORP COM 74158E104 403 7,701 SH - DFND 2,20 6,289 0 1,412

APRIA INC COM 03836A101 1,704 61,010 SH - DFND 2,20 50,060 0 10,950

PRIMERICA INC COM 74164M108 141,587 957,837 SH - DFND 12,13,2,20,5,8 874,496 300 83,041

PRIMIS FINANCIAL CORP COM 74167B109 5,290 363,837 SH - DFND 2,20 283,116 0 80,721

PRIMO WATER CORPORATION COM 74167P108 41,045 2,524,292 SH - DFND 2,20,5 2,140,388 0 383,904

PRIMORIS SVCS CORP COM 74164F103 33,080 996,733 SH - DFND 10,2,20,5,8 813,414 6,143 177,176

PRINCIPAL FINANCIAL GROUP IN COM 74251V102 766,152 12,777,726 SH - DFND 10,11,12,13,19,2,20,5,6,811,310,881 183,905 1,282,940

PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 750 108,032 SH - DFND 2,20 90,975 0 17,057

PROASSURANCE CORP COM 74267C106 47,111 1,757,214 SH - DFND 13,2,20,5,8 1,559,464 648 197,102

PROCTER AND GAMBLE CO COM 742718109 14,120,375 104,263,273 SH - DFND 1,10,11,12,13,19,2,20,5,6,883,651,207 2,498,461 18,113,605

PROFESSIONAL HLDG CORP CL A COM 743139107 2,511 136,664 SH - DFND 2,20 107,194 0 29,470

PROG HOLDINGS INC COM NPV 74319R101 87,867 2,029,728 SH - DFND 19,2,20,5,8 1,786,396 804 242,528

APTARGROUP INC COM 038336103 301,360 2,127,197 SH - DFND 12,13,19,2,20,5,6,81,987,226 610 139,361

PROGENITY INC COM 74319F107 411 86,338 SH - DFND 2,20 60,812 0 25,526

PROGRESS SOFTWARE CORP COM 743312100 64,661 1,467,575 SH - DFND 10,2,20,5,8 1,296,562 7,963 163,050

PROGRESSIVE CORP COM 743315103 2,523,404 26,392,676 SH - DFND 10,11,12,13,19,2,20,5,6,822,966,392 565,757 2,860,527

PROGYNY INC COM 74340E103 23,666 531,691 SH - DFND 2,20,5,8 457,692 0 73,999

PROLOGIS INC. COM 74340W103 4,433,859 41,828,859 SH - DFND 10,11,12,13,19,2,20,5,6,835,611,581 615,644 5,601,634

PROOFPOINT INC COM 743424103 95,737 761,087 SH - DFND 13,19,2,20,5,8 644,223 500 116,364

PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 27,148 25,564,000 PRN - DFND 2,5 25,564,000 0 0

PROPETRO HLDG CORP COM 74347M108 34,858 3,270,014 SH - DFND 2,20,5,8 2,989,790 0 280,224

PROS HOLDINGS INC COM 74346Y103 34,613 814,422 SH - DFND 19,2,20,5,8 667,031 800 146,591

PROSIGHT GLOBAL INC COM 74349J103 1,881 149,297 SH - DFND 2,20,5 123,396 0 25,901

APTINYX INC COM 03836N103 1,448 482,580 SH - DFND 2,20 415,079 0 67,501

PROSPERITY BANCSHARES INC COM 743606105 492,827 6,541,126 SH - DFND 12,13,2,20,5,8 6,357,364 793 182,969

PROTAGONIST THERAPEUTICS INC COM 74366E102 44,358 1,712,683 SH - DFND 19,2,20,5,8 1,623,227 0 89,456

PROTARA THERAPEUTICS INC COM STK 74365U107 946 60,133 SH - DFND 2,20 53,216 0 6,917

PROTECTIVE INS CORP CL B 74368L203 3,748 163,900 SH - DFND 2,20,5 140,883 0 23,017

PROTHENA CORP PLC SHS G72800108 30,252 1,204,292 SH - DFND 19,2,20,5,8 1,101,223 94 102,975

PROTO LABS INC COM 743713109 100,048 821,748 SH - DFND 13,2,20,5,8 725,597 300 95,851

PROVENTION BIO INC COM 74374N102 11,393 1,085,609 SH - DFND 19,2,20,5,8 945,891 0 139,718

PROVIDENT BANCORP INC COM NEW 74383L105 3,177 220,613 SH - DFND 2,20 183,871 0 36,742

PROVIDENT FINL HLDGS INC COM 743868101 1,536 90,897 SH - DFND 2,20 74,022 0 16,875

PROVIDENT FINL SVCS INC COM 74386T105 66,162 2,969,586 SH - DFND 19,2,20,5,8 2,706,377 300 262,909

APTIV PLC SHS G6095L109 1,443,844 10,470,225 SH - DFND 10,11,12,13,19,2,20,5,6,88,987,733 186,295 1,296,197

PRUDENTIAL BANCORP INC NEW COM 74431A101 1,881 127,434 SH - DFND 2,20 108,695 0 18,739

PRUDENTIAL FINL INC COM 744320102 1,699,790 18,658,509 SH - DFND 10,11,12,13,19,2,20,5,6,816,163,386 394,304 2,100,819

PRUDENTIAL PLC ADR 74435K204 788 18,364 SH - DFND 20 18,364 0 0

PS BUSINESS PKS INC CALIF COM 69360J107 157,308 1,017,649 SH - DFND 10,19,2,20,5,8 893,757 4,948 118,944

PTC INC COM 69370C100 449,584 3,266,138 SH - DFND 10,11,12,13,19,2,20,5,6,82,815,277 65,682 385,179

PTC THERAPEUTICS INC COM 69366J200 96,208 2,031,858 SH - DFND 2,20,5,8 1,809,544 300 222,014

PUBLIC STORAGE COM 74460D109 2,368,861 9,599,860 SH - DFND 10,11,12,13,19,2,20,5,6,87,906,631 256,534 1,436,695

PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,562,381 25,948,867 SH - DFND 10,11,12,13,19,2,20,5,6,822,240,619 349,723 3,358,525

PULMONX CORP COM 745848101 15,487 338,581 SH - DFND 2,20,5 311,359 0 27,222

PULSE BIOSCIENCES INC COM 74587B101 5,436 229,569 SH - DFND 2,20,5 198,259 0 31,310

APYX MEDICAL CORPORATION COM 03837C106 4,977 515,263 SH - DFND 2,20 432,199 0 83,064

PULTE GROUP INC COM 745867101 664,011 12,628,088 SH - DFND 10,11,12,13,19,2,20,5,6,810,918,346 451,857 1,257,885

PUMA BIOTECHNOLOGY INC COM 74587V107 22,581 2,323,155 SH - DFND 13,19,2,20,5,8 2,217,366 1,000 104,789

PURE CYCLE CORP COM NEW 746228303 4,664 347,547 SH - DFND 2,20,5 299,328 0 48,219

PURE STORAGE INC CL A 74624M102 66,142 3,070,656 SH - DFND 19,2,20,5,8 2,571,958 2,000 496,698

PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 17,159 15,608,000 PRN - DFND 2,5 15,608,000 0 0

PURPLE INNOVATION INC COM 74640Y106 18,396 581,228 SH - DFND 19,2,20,5,8 472,354 0 108,874

PUXIN LTD ADS 74704P108 528 132,119 SH - DFND 2,20,5 132,119 0 0

PVH CORPORATION COM 693656100 237,003 2,242,221 SH - DFND 10,12,13,19,2,20,5,6,81,989,213 819 252,189

PZENA INVT MGMT INC CLASS A 74731Q103 3,166 300,619 SH - DFND 2,20 256,531 0 44,088

Q2 HLDGS INC COM 74736L109 99,507 993,086 SH - DFND 2,20,5,8 816,863 500 175,723

ABIOMED INC COM 003654100 605,222 1,898,855 SH - DFND 10,11,12,13,19,2,20,5,6,81,560,237 57,718 280,900

AQUA METALS INC COM 03837J101 124 30,700 SH - DFND 20 30,700 0 0

QAD INC CL A 74727D306 17,558 263,720 SH - DFND 2,20,5,8 221,407 0 42,313

QCR HOLDINGS INC COM 74727A104 18,545 392,286 SH - DFND 2,20,5,8 338,621 0 53,665

QIAGEN NV SHS NEW N72482123 104,443 2,145,052 SH - DFND 2,20,8 1,909,792 0 235,260

QIWI PLC SPON ADR REP B 74735M108 2,437 228,807 SH - DFND 1,2 222,646 0 6,161

QORVO INC COM 74736K101 867,097 4,746,016 SH - DFND 10,11,12,13,19,2,20,5,6,84,014,652 151,700 579,664

QTS RLTY TR INC COM CL A 74736A103 157,734 2,522,876 SH - DFND 10,19,2,20,5,8 2,112,572 15,774 394,530

QUAD / GRAPHICS INC COM CL A 747301109 2,243 635,377 SH - DFND 2,20,5 545,351 0 90,026

QUAKER CHEM CORP COM 747316107 97,683 400,717 SH - DFND 2,20,5,8 350,280 108 50,329

QUALCOMM INC COM 747525103 6,233,877 47,016,190 SH - DFND 10,11,12,13,19,2,20,5,6,840,329,838 841,261 5,845,091

QUALTRICS INTL INC COM CL A 747601201 4,308 130,917 SH - DFND 10,2,20 130,917 0 0

AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 176 26,229 SH - DFND 20 26,229 0 0

QUALYS INC COM 74758T303 114,270 1,090,568 SH - DFND 2,20,5,8 967,809 400 122,359

QUANEX BUILDING PRODUCTS COR COM 747619104 29,082 1,108,741 SH - DFND 2,20,5,8 1,000,954 0 107,787

QUANTA SVCS INC COM 74762E102 401,749 4,566,364 SH - DFND 10,12,13,2,20,5,6,84,089,684 1,698 474,982

QUANTERIX CORP COM 74766Q101 25,773 440,783 SH - DFND 2,20,5,8 361,499 0 79,284

QUANTUM CORP COM NEW 747906501 4,228 507,535 SH - DFND 2,20 418,010 0 89,525

QUANTUMSCAPE CORP COM CL A 74767V109 3,786 84,600 SH - DFND 20 84,600 0 0

QUDIAN INC ADR 747798106 4,167 1,827,445 SH - DFND 13,2,20,5 1,659,634 0 167,811

QUEST DIAGNOSTICS INC COM 74834L100 778,204 6,063,610 SH - DFND 1,10,11,12,13,19,2,20,5,6,85,153,594 163,506 746,510

QUIDEL CORP COM 74838J101 121,755 951,733 SH - DFND 13,19,2,20,5,8 873,069 905 77,759

QUINSTREET INC COM 74874Q100 30,466 1,500,765 SH - DFND 19,2,20,5,8 1,333,712 0 167,053

AQUESTIVE THERAPEUTICS INC COM 03843E104 1,683 323,643 SH - DFND 2,20,5 284,167 0 39,476

QUOTIENT LTD SHS G73268107 10,159 2,760,622 SH - DFND 2,20,5,8 2,561,851 0 198,771

QUOTIENT TECHNOLOGY INC COM 749119103 36,040 2,205,617 SH - DFND 2,20,5,8 1,914,051 0 291,566

QURATE RETAIL INC COM SER A 74915M100 74,955 6,373,759 SH - DFND 10,12,13,2,20,5,8 5,541,124 18,107 814,528

QUTOUTIAO INC ADS REP SHS A 74915J107 888 387,850 SH - DFND 2,20,5 369,350 0 18,500

R1 RCM INC COM 749397105 85,867 3,479,195 SH - DFND 2,20,5,8 3,103,617 0 375,578

RACKSPACE TECHNOLOGY INC COM 750102105 14,983 630,051 SH - DFND 2,20,5,8 545,546 0 84,505

RADA ELECTR INDS LTD COM PAR NEW M81863124 2,473 205,886 SH - DFND 2 205,886 0 0

RADIAN GROUP INC COM 750236101 137,660 5,920,876 SH - DFND 12,13,2,20,5,8 5,191,830 1,653 727,393

RADIANT LOGISTICS INC COM 75025X100 5,065 728,760 SH - DFND 2,20,5 633,688 0 95,072

RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 1,298 88,328 SH - DFND 2,20 88,328 0 0

ARAMARK COM 03852U106 168,265 4,453,818 SH - DFND 10,11,12,13,19,2,20,5,6,83,528,138 136,268 789,412

RADIUS HEALTH INC COM NEW 750469207 45,388 2,175,858 SH - DFND 2,20,5,8 2,020,578 0 155,280

RADNET INC COM 750491102 30,227 1,389,725 SH - DFND 2,20,5,8 1,241,503 0 148,222

RADWARE LTD ORD M81873107 10,503 402,737 SH - DFND 2,20,5,8 278,626 500 123,611

RAFAEL HLDGS INC COM CL B 75062E106 6,491 162,609 SH - DFND 2,20,5 138,540 0 24,069

RALPH LAUREN CORP CL A 751212101 230,156 1,868,758 SH - DFND 10,12,13,2,20,5,6,81,380,498 688 487,572

RAMBUS INC DEL COM 750917106 93,358 4,802,347 SH - DFND 2,20,5,8 4,412,269 485 389,593

RANDOLPH BANCORP INC COM 752378109 298 14,908 SH - DFND 20 2,000 0 12,908

RANGE RES CORP COM 75281A109 207,175 20,055,628 SH - DFND 12,13,2,20,5,8 16,858,153 5,410 3,192,065

RANPAK HOLDINGS CORP COM CL A 75321W103 10,172 507,089 SH - DFND 2,20,5,8 422,788 0 84,301

RAPID7 INC COM 753422104 79,563 1,066,379 SH - DFND 2,20,5,8 886,687 500 179,192

ARAVIVE INC COM 03890D108 1,360 206,349 SH - DFND 2,20 179,886 0 26,463

RAPT THERAPEUTICS INC COM 75382E109 4,310 194,166 SH - DFND 2,20,5,8 166,505 0 27,661

RAVEN INDS INC COM 754212108 42,826 1,117,300 SH - DFND 19,2,20,5,8 983,252 0 134,048

RAYMOND JAMES FINL INC COM 754730109 678,488 5,518,631 SH - DFND 10,12,13,19,2,20,5,6,84,813,479 124,310 580,842

RAYONIER ADVANCED MATLS INC COM 75508B104 17,692 1,950,579 SH - DFND 2,20,5 1,815,233 0 135,346

RAYONIER INC COM 754907103 106,308 3,296,372 SH - DFND 12,13,2,20,5,8 3,026,484 1,214 268,674

RAYTHEON TECHNOLOGIES CORP COM 75513E101 10,918,246 141,299,933 SH - DFND 1,10,11,12,13,19,2,20,5,6,853,117,955 922,159 87,259,819

RBB BANCORP COM 74930B105 5,070 250,115 SH - DFND 2,20,5 213,090 0 37,025

RBC BEARINGS INC COM 75524B104 92,259 468,866 SH - DFND 13,2,20,5,8 379,000 200 89,666

RCI HOSPITALITY HLDGS INC COM 74934Q108 9,698 152,501 SH - DFND 2,20,5 132,165 0 20,336

RE MAX HLDGS INC CL A 75524W108 22,230 564,348 SH - DFND 2,20,5,8 499,892 0 64,456

ARBOR REALTY TRUST INC COM 038923108 35,186 2,212,943 SH - DFND 2,20,5,8 1,804,735 1,900 406,308

READY CAPITAL CORP COM 75574U101 28,600 2,131,116 SH - DFND 2,20,5,8 1,931,800 0 199,316

REALNETWORKS INC COM NEW 75605L708 64 15,119 SH - DFND 20 15,119 0 0

REALOGY HLDGS CORP COM 75605Y106 58,333 3,855,463 SH - DFND 12,13,2,20,5,8 3,464,792 1,100 389,571

REALPAGE INC COM 75606N109 100,041 1,147,259 SH - DFND 19,2,20,5,8 965,321 1,300 180,638

REALTY INCOME CORP COM 756109104 1,710,671 26,842,199 SH - DFND 10,11,12,13,19,2,20,5,6,823,993,354 286,808 2,562,037

REATA PHARMACEUTICALS INC CL A 75615P103 37,925 380,389 SH - DFND 13,19,2,20,5,8 325,329 200 54,860

RECRO PHARMA INC COM 75629F109 1,024 367,159 SH - DFND 2,20 316,574 0 50,585

RED RIVER BANCSHARES INC COM 75686R202 4,603 82,174 SH - DFND 2,20,5 71,142 0 11,032

RED ROBIN GOURMET BURGERS IN COM 75689M101 19,612 491,645 SH - DFND 2,20,5 452,211 0 39,434

RED ROCK RESORTS INC CL A 75700L108 40,863 1,253,857 SH - DFND 2,20,5,8 1,016,472 400 236,985

ARBUTUS BIOPHARMA CORP COM 03879J100 189 56,610 SH - DFND 20 56,610 0 0

RED VIOLET INC COM 75704L104 1,865 101,270 SH - DFND 2,20 87,772 0 13,498

REDFIN CORP COM 75737F108 125,335 1,882,189 SH - DFND 2,20,5,8 1,538,042 900 343,247

REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 690 94,284 SH - DFND 1,2 24,284 0 70,000

REDWOOD TR INC COM 758075402 39,202 3,765,761 SH - DFND 2,20,5,8 3,319,846 2,059 443,856

REEDS INC COM 758338107 15 12,500 SH - DFND 20 12,500 0 0

REGAL BELOIT CORP COM 758750103 141,601 990,357 SH - DFND 10,13,19,2,20,5,8 894,345 9,250 86,762

REGENCY CTRS CORP COM 758849103 573,760 10,013,147 SH - DFND 10,11,12,13,19,2,20,5,6,88,576,152 137,429 1,299,566

REGENERON PHARMACEUTICALS COM 75886F107 2,151,510 4,547,301 SH - DFND 10,11,12,13,19,2,20,5,6,83,774,474 159,508 613,319

REGENXBIO INC COM 75901B107 78,309 2,295,787 SH - DFND 13,2,20,5,8 2,162,828 500 132,459

REGIONAL MGMT CORP COM 75902K106 5,139 148,265 SH - DFND 2,20,5 129,931 0 18,334

ARC DOCUMENT SOLUTIONS INC COM 00191G103 81 38,476 SH - DFND 20 38,476 0 0

REGIONS FINANCIAL CORP NEW COM 7591EP100 1,305,198 62,729,865 SH - DFND 10,12,13,19,2,20,5,6,856,754,722 682,593 5,292,550

REGIS CORP MINN COM 758932107 9,044 720,075 SH - DFND 2,20,5 654,614 0 65,461

REINSURANCE GRP OF AMERICA I COM NEW 759351604 308,524 2,447,630 SH - DFND 10,11,12,13,19,2,20,5,6,82,151,465 65,738 230,427

REKOR SYSTEMS INC COM 759419104 362 18,100 SH - DFND 20 18,100 0 0

RELAY THERAPEUTICS INC COM 75943R102 69,678 2,015,576 SH - DFND 2,20,5,8 1,900,203 0 115,373

RELIANCE STEEL & ALUMINUM CO COM 759509102 321,179 2,108,997 SH - DFND 12,13,19,2,20,5,8 1,969,686 552 138,759

RELIANT BANCORP INC COM 75956B101 7,221 251,441 SH - DFND 13,2,20,5 203,224 0 48,217

RELMADA THERAPEUTICS INC COM 75955J402 10,231 290,585 SH - DFND 19,2,20,5,8 249,386 0 41,199

RELX PLC SPONSORED ADR 759530108 1,130 44,910 SH - DFND 20 44,910 0 0

REMARK HLDGS INC COM 75955K102 106 46,600 SH - DFND 20 46,600 0 0

ARCBEST CORP COM 03937C105 73,316 1,041,864 SH - DFND 2,20,5,8 954,729 1,000 86,135

RENAISSANCERE HLDGS LTD COM G7496G103 389,934 2,433,286 SH - DFND 10,11,12,13,19,2,20,5,6,81,829,610 28,010 575,666

RENASANT CORP COM 75970E107 113,832 2,750,891 SH - DFND 2,20,5,8 2,564,927 385 185,579

RENESOLA LTD SPONSORED ADS 75971T301 38,926 3,157,018 SH - DFND 2 3,157,018 0 0

RENEWABLE ENERGY GROUP INC COM NEW 75972A301 178,352 2,700,662 SH - DFND 2,20,5,8 2,544,560 400 155,702

RENT A CTR INC NEW COM 76009N100 93,473 1,621,110 SH - DFND 10,2,20,5,8 1,428,169 17,809 175,132

REPAY HLDGS CORP COM CL A 76029L100 33,312 1,418,725 SH - DFND 2,20,5,8 1,207,001 0 211,724

REPLIGEN CORP COM 759916109 231,292 1,189,714 SH - DFND 13,19,2,20,5,8 1,082,858 1,100 105,756

REPLIMUNE GROUP INC COM 76029N106 57,232 1,875,832 SH - DFND 2,20,5,8 1,803,098 0 72,734

REPRO MED SYS INC COM 759910102 1,489 423,086 SH - DFND 2,20,5 360,486 0 62,600

REPUBLIC BANCORP INC KY CL A 760281204 9,178 205,701 SH - DFND 2,20,5,8 172,664 666 32,371

ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 12,550 430,232 SH - DFND 1,2,20 377,616 0 52,616

REPUBLIC FIRST BANCORP INC COM 760416107 2,864 759,564 SH - DFND 2,20,5 648,281 0 111,283

REPUBLIC SVCS INC COM 760759100 1,040,388 10,428,388 SH - DFND 10,11,12,13,19,2,20,5,6,88,594,663 242,209 1,591,516

RESEARCH FRONTIERS INC COM 760911107 1,189 418,548 SH - DFND 2,20 361,452 0 57,096

RESIDEO TECHNOLOGIES INC COM 76118Y104 182,393 6,456,389 SH - DFND 1,12,13,19,2,20,5,85,939,901 1,670 514,818

RESMED INC COM 761152107 1,198,259 6,175,956 SH - DFND 10,11,12,13,19,2,20,5,6,85,140,077 239,036 796,843

RESOLUTE FST PRODS INC COM 76117W109 872 79,603 SH - DFND 20,5,8 79,603 0 0

RESONANT INC COM 76118L102 3,472 818,813 SH - DFND 13,2,20,5 680,096 0 138,717

RESOURCES CONNECTION INC COM 76122Q105 16,536 1,221,299 SH - DFND 2,20,5,8 1,113,559 743 106,997

RESTAURANT BRANDS INTL INC COM 76131D103 2,154 32,877 SH - DFND 20,8 32,877 0 0

RETAIL OPPORTUNITY INVTS COR COM 76131N101 97,076 6,074,707 SH - DFND 10,19,2,20,5,8 5,394,602 30,054 650,051

111 INC ADS 68247Q102 1,023 74,155 SH - DFND 2,20,5 74,155 0 0

ABM INDS INC COM 000957100 283,079 5,529,236 SH - DFND 12,19,2,20,5,8 5,275,203 676 253,357

ARCH CAP GROUP LTD ORD G0450A105 308,560 8,041,702 SH - DFND 10,11,12,13,19,2,20,5,6,86,547,108 246,019 1,248,575

RETAIL PPTYS AMER INC CL A 76131V202 118,070 11,191,161 SH - DFND 10,12,13,19,2,20,5,89,939,305 61,390 1,190,466

RETAIL VALUE INC COM 76133Q102 8,625 460,982 SH - DFND 13,2,20,5 412,141 0 48,841

RETRACTABLE TECHNOLOGIES INC COM 76129W105 3,160 246,505 SH - DFND 2,20,5 219,981 0 26,524

REV GROUP INC COM 749527107 9,990 521,411 SH - DFND 2,20,5,8 429,613 0 91,798

REVANCE THERAPEUTICS INC COM 761330109 37,765 1,351,166 SH - DFND 19,2,20,5,8 1,137,122 0 214,044

REVLON INC CL A NEW 761525609 1,553 125,968 SH - DFND 2,20 104,362 0 21,606

REVOLUTION MEDICINES INC COM 76155X100 81,583 1,778,180 SH - DFND 2,20,5,8 1,650,935 0 127,245

REVOLVE GROUP INC CL A 76156B107 9,654 214,860 SH - DFND 2,20,5,8 202,860 0 12,000

REX AMERICAN RES CORP COM 761624105 17,591 208,995 SH - DFND 2,20,5,8 192,704 0 16,291

REXFORD INDL RLTY INC COM 76169C100 284,212 5,612,723 SH - DFND 10,19,2,20,5,8 4,978,235 32,475 602,013

ARCH RESOURCES INC CL A 03940R107 78,827 1,894,878 SH - DFND 2,20,5 1,862,961 0 31,917

REXNORD CORP COM 76169B102 108,008 2,293,660 SH - DFND 2,20,5,8 1,869,801 800 423,059

REYNOLDS CONSUMER PRODS INC COM 76171L106 15,098 506,978 SH - DFND 2,20,5 453,147 0 53,831

RGC RES INC COM 74955L103 3,077 138,751 SH - DFND 2,20,5 117,684 0 21,067

RH COM 74967X103 365,884 613,282 SH - DFND 13,19,2,20,5,8 555,376 100 57,806

RH NOTE 9/1 74967XAD5 22,060 7,819,000 PRN - DFND 2 7,819,000 0 0

RHYTHM PHARMACEUTICALS INC COM 76243J105 51,928 2,441,380 SH - DFND 2,20,5,8 2,327,541 0 113,839

RIBBON COMMUNICATIONS INC COM 762544104 12,341 1,503,112 SH - DFND 2,20,5,8 1,261,407 2,643 239,062

RICHMOND MUT BANCORPORATION COM 76525P100 2,684 197,953 SH - DFND 2,20 167,268 0 30,685

RIGEL PHARMACEUTICALS INC COM NEW 766559603 42,807 12,516,725 SH - DFND 19,2,20,5,8 11,920,332 0 596,393

RIGNET INC COM 766582100 112 12,867 SH - DFND 20 12,867 0 0

ARCHER DANIELS MIDLAND CO COM 039483102 1,759,489 30,868,235 SH - DFND 10,11,12,13,19,2,20,5,6,827,154,601 735,099 2,978,535

RIMINI STR INC DEL COM 76674Q107 3,312 369,273 SH - DFND 2,20 316,782 0 52,491

RING ENERGY INC COM 76680V108 258 111,643 SH - DFND 20 111,643 0 0

RINGCENTRAL INC CL A 76680R206 464,931 1,560,800 SH - DFND 10,11,12,13,19,2,20,5,6,81,234,375 35,321 291,104

RINGCENTRAL INC NOTE 3/0 76680RAF4 22,822 20,890,000 PRN - DFND 2 20,890,000 0 0

RIO TINTO PLC SPONSORED ADR 767204100 12,094 155,515 SH - DFND 1,20 4,603 0 150,912

RIOT BLOCKCHAIN INC COM 767292105 68,211 1,280,482 SH - DFND 2,20 1,280,482 0 0

RITE AID CORP COM 767754872 29,640 1,448,665 SH - DFND 12,13,2,20,5,8 1,246,292 1,202 201,171

RIVERVIEW BANCORP INC COM 769397100 2,859 412,609 SH - DFND 13,2,20 310,171 0 102,438

RLI CORP COM 749607107 509,535 4,566,957 SH - DFND 12,13,19,2,20,5,8 1,784,406 266 2,782,285

RLJ LODGING TR COM 74965L101 97,799 6,313,697 SH - DFND 10,13,19,2,20,5,8 5,373,685 40,083 899,929

ARCHROCK INC COM 03957W106 48,342 5,093,952 SH - DFND 2,20,5,8 4,645,692 2,651 445,609

RLX TECHNOLOGY INC SPONSORED ADS 74969N103 15,848 1,529,748 SH - DFND 10,12,13,19,2,20,5,81,263,248 47,400 219,100

RMR GROUP INC CL A 74967R106 12,402 303,893 SH - DFND 2,20,5,8 252,215 893 50,785

ROBERT HALF INTL INC COM 770323103 397,174 5,087,406 SH - DFND 10,11,12,13,19,2,20,5,6,84,140,358 207,441 739,607

ROCKET COS INC COM CL A 77311W101 90,186 3,905,833 SH - DFND 10,2,20,5,6,8 3,697,545 0 208,288

ROCKET PHARMACEUTICALS INC COM 77313F106 71,573 1,613,088 SH - DFND 2,20,5,8 1,477,246 0 135,842

ROCKWELL AUTOMATION INC COM 773903109 1,253,624 4,722,814 SH - DFND 1,10,11,12,13,19,2,20,5,6,84,079,983 74,334 568,497

ROCKWELL MED INC COM 774374102 1,283 1,106,218 SH - DFND 2,20 940,811 0 165,407

ROCKY BRANDS INC COM 774515100 6,676 123,488 SH - DFND 2,20 107,108 0 16,380

ROGERS COMMUNICATIONS INC CL B 775109200 5,115 110,022 SH - DFND 2,20 110,022 0 0

ROGERS CORP COM 775133101 110,090 584,931 SH - DFND 19,2,20,5,8 514,848 168 69,915

ARCIMOTO INC COM 039587100 159 12,000 SH - DFND 20 12,000 0 0

ROKU INC COM CL A 77543R102 685,705 2,104,875 SH - DFND 10,11,12,13,19,2,20,5,6,81,702,148 52,779 349,948

ROLLINS INC COM 775711104 379,609 11,028,732 SH - DFND 10,11,12,13,19,2,20,5,6,88,240,426 345,984 2,442,322

ROMEO POWER INC COM 776153108 476 57,200 SH - DFND 20 57,200 0 0

ROOT INC COM CL A 77664L108 257 20,200 SH - DFND 20 20,200 0 0

ROPER TECHNOLOGIES INC COM 776696106 1,763,716 4,372,778 SH - DFND 10,11,12,13,19,2,20,5,6,83,800,659 61,363 510,756

ROSS STORES INC COM 778296103 1,913,325 15,956,341 SH - DFND 10,11,12,13,19,2,20,5,6,813,860,618 306,794 1,788,929

ROYAL BK CDA COM 780087102 2,414 26,183 SH - DFND 12,2,20 25,916 0 267

ROYAL CARIBBEAN GROUP COM V7780T103 690,086 8,060,809 SH - DFND 10,11,12,13,19,2,20,5,6,86,976,975 109,920 973,914

ROYAL DUTCH SHELL PLC SPON ADR B 780259107 341 9,267 SH - DFND 20 9,267 0 0

ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 31,871 812,836 SH - DFND 1,2,20 93,943 0 718,893

ARCO PLATFORM LTD COM CL A G04553106 248 9,773 SH - DFND 2 9,773 0 0

ROYAL GOLD INC COM 780287108 246,598 2,285,026 SH - DFND 13,19,2,20,5,8 2,111,162 599 173,265

ROYALTY PHARMA PLC SHS CLASS A G7709Q104 204,397 4,685,863 SH - DFND 10,11,12,13,19,2,20,5,6,83,899,279 178,854 607,730

RPC INC COM 749660106 11,050 2,046,218 SH - DFND 2,20,5,8 1,835,067 0 211,151

RPM INTL INC COM 749685103 489,308 5,327,250 SH - DFND 10,11,12,13,19,2,20,5,6,84,748,185 77,177 501,888

RPT REALTY SH BEN INT 74971D101 50,600 4,405,545 SH - DFND 10,19,2,20,5,8 3,923,807 18,721 463,017

RUBIUS THERAPEUTICS INC COM 78116T103 17,010 641,886 SH - DFND 2,20,5,8 533,467 0 108,419

RUSH ENTERPRISES INC CL A 781846209 45,673 916,571 SH - DFND 10,2,20,5,8 755,408 24,416 136,747

RUSH ENTERPRISES INC CL B 781846308 6,926 153,596 SH - DFND 10,2,20,5 105,103 13,659 34,834

RUSH STREET INTERACTIVE INC COM 782011100 498 30,500 SH - DFND 20 30,500 0 0

RUTHS HOSPITALITY GROUP INC COM 783332109 26,214 1,055,729 SH - DFND 2,20,5,8 943,326 9,000 103,403

ARCONIC CORPORATION COM 03966V107 147,272 5,800,405 SH - DFND 12,13,19,2,20,5,8 5,424,981 891 374,533

RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 13,633 118,547 SH - DFND 1,2,20,6,8 68,477 0 50,070

RYDER SYS INC COM 783549108 120,581 1,593,929 SH - DFND 10,12,13,2,20,5,8 1,469,300 4,615 120,014

RYERSON HLDG CORP COM 783754104 4,570 268,199 SH - DFND 2,20 234,323 0 33,876

RYMAN HOSPITALITY PPTYS INC COM 78377T107 158,895 2,049,996 SH - DFND 10,13,19,2,20,5,8 1,707,877 15,179 326,940

S & T BANCORP INC COM 783859101 51,280 1,530,744 SH - DFND 2,20,5,8 1,392,982 536 137,226

S&P GLOBAL INC COM 78409V104 3,858,569 10,934,818 SH - DFND 10,11,12,13,19,2,20,5,6,89,590,646 147,568 1,196,604

S&W SEED CO COM 785135104 43 12,035 SH - DFND 20 12,035 0 0

SABINE ROYALTY TR UNIT BEN INT 785688102 632 20,806 SH - DFND 2 20,806 0 0

SABRA HEALTH CARE REIT INC COM 78573L106 145,878 8,403,095 SH - DFND 10,19,2,20,5,8 7,358,770 50,983 993,342

SABRE CORP COM 78573M104 109,229 7,375,382 SH - DFND 12,13,2,20,5,8 6,756,181 3,300 615,901

ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,628 516,279 SH - DFND 2,20,5 396,972 0 119,307

SACHEM CAP CORP COM 78590A109 56 10,700 SH - DFND 20 10,700 0 0

SAFE BULKERS INC COM Y7388L103 2,499 1,019,982 SH - DFND 2,20 899,368 0 120,614

SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,376 348,402 SH - DFND 2,20,5 299,194 0 49,208

SAFEHOLD INC COM 78645L100 48,005 683,239 SH - DFND 10,19,2,20,5,8 595,656 4,500 83,083

SAFETY INS GROUP INC COM 78648T100 41,838 496,588 SH - DFND 13,2,20,5,8 438,269 6,200 52,119

SAGA COMMUNICATIONS INC CL A NEW 786598300 1,405 64,307 SH - DFND 2,20 55,082 0 9,225

SAGE THERAPEUTICS INC COM 78667J108 94,116 1,257,390 SH - DFND 13,2,20,5,8 1,149,981 800 106,609

SAIA INC COM 78709Y105 201,420 873,537 SH - DFND 13,2,20,5,8 775,705 300 97,532

SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 136,488 2,695,252 SH - DFND 2,20,5,8 2,383,902 900 310,450

SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 18,478 9,933,000 PRN - DFND 2,5 9,933,000 0 0

ARCOSA INC COM 039653100 117,195 1,800,512 SH - DFND 13,2,20,5,8 1,616,941 786 182,785

SALESFORCE COM INC COM 79466L302 8,623,474 40,701,721 SH - DFND 10,11,12,13,19,2,20,5,6,830,158,651 457,903 10,085,167

SALISBURY BANCORP INC COM 795226109 1,649 37,132 SH - DFND 2,20 31,832 0 5,300

SALLY BEAUTY HLDGS INC COM 79546E104 81,234 4,035,457 SH - DFND 12,13,2,20,5,8 3,646,101 646 388,710

SANA BIOTECHNOLOGY INC COM 799566104 7,068 211,161 SH - DFND 2,20 198,192 0 12,969

SANDERSON FARMS INC COM 800013104 140,061 899,095 SH - DFND 12,19,2,20,5,8 815,869 144 83,082

SANDRIDGE ENERGY INC COM NEW 80007P869 117 30,043 SH - DFND 20 30,043 0 0

SANDY SPRING BANCORP INC COM 800363103 49,684 1,143,992 SH - DFND 2,20,5,8 996,332 0 147,660

SANFILIPPO JOHN B & SON INC COM 800422107 26,358 291,672 SH - DFND 2,20,5,8 257,084 0 34,588

SANGAMO THERAPEUTICS INC COM 800677106 81,980 6,542,667 SH - DFND 19,2,20,5,8 6,132,986 100 409,581

SANMINA CORPORATION COM 801056102 100,495 2,428,586 SH - DFND 12,2,20,5,8 2,197,384 833 230,369

ARCTURUS THERAPEUTICS HLDGS COM 03969T109 57,739 1,398,035 SH - DFND 19,2,20,5,8 1,323,153 300 74,582

SANOFI SPONSORED ADR 80105N105 5,154 104,227 SH - DFND 1,2,20 57,643 0 46,584

SANTANDER CONSUMER USA HLDGS COM 80283M101 22,048 814,765 SH - DFND 12,13,19,2,20,5,8 727,611 0 87,154

SAP SE SPON ADR 803054204 33,298 271,180 SH - DFND 1,2,20 60,445 0 210,735

SAPIENS INTL CORP N V SHS G7T16G103 13,809 434,397 SH - DFND 2,20,5 372,758 0 61,639

SAREPTA THERAPEUTICS INC COM 803607100 151,393 2,031,305 SH - DFND 10,11,12,13,19,2,20,5,6,81,726,587 36,854 267,864

SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 20,751 15,830,000 PRN - DFND 2,5 15,830,000 0 0

SATSUMA PHARMACEUTICALS INC COM 80405P107 1,134 191,887 SH - DFND 2,20 171,561 0 20,326

SAUL CTRS INC COM 804395101 16,788 418,539 SH - DFND 2,20,5,8 369,634 0 48,905

SAVARA INC COM 805111101 1,675 805,438 SH - DFND 2,20 702,230 0 103,208

SB FINL GROUP INC COM 78408D105 2,003 109,688 SH - DFND 2,20 94,463 0 15,225

AC IMMUNE SA SHS H00263105 215 28,314 SH - DFND 2,20 28,314 0 0

ARCUS BIOSCIENCES INC COM 03969F109 60,804 2,165,394 SH - DFND 19,2,20,5,8 2,014,752 0 150,642

SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,201,991 4,330,717 SH - DFND 10,11,12,13,19,2,20,5,6,83,558,756 53,920 718,041

SCANSOURCE INC COM 806037107 25,097 837,953 SH - DFND 2,20,5,8 747,002 1,058 89,893

SCHLUMBERGER LTD COM 806857108 2,390,205 87,530,462 SH - DFND 10,11,12,13,19,2,20,5,6,880,530,154 790,400 6,209,908

SCHNEIDER NATIONAL INC CL B 80689H102 38,075 1,520,676 SH - DFND 2,20,5,8 1,408,778 0 111,898

SCHNITZER STEEL INDS INC CL A 806882106 65,440 1,565,931 SH - DFND 19,2,20,5,8 1,476,048 314 89,569

SCHOLAR ROCK HLDG CORP COM 80706P103 62,263 1,229,027 SH - DFND 19,2,20,5,8 1,127,273 0 101,754

SCHOLASTIC CORP COM 807066105 29,185 969,263 SH - DFND 2,20,5,8 872,703 73 96,487

SCHRODINGER INC COM 80810D103 44,823 587,533 SH - DFND 2,20,5,8 474,080 400 113,053

SCHWAB CHARLES CORP COM 808513105 4,260,068 65,358,510 SH - DFND 10,12,13,19,2,20,5,6,857,560,058 735,600 7,062,852

SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 81,795 1,450,000 SH - DFND 2 1,450,000 0 0

ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 28,004 967,982 SH - DFND 2,20,5,8 908,528 0 59,454

SCHWAB STRATEGIC TR US REIT ETF 808524847 817 19,879 SH - DFND 1 19,879 0 0

SCHWEITZER-MAUDUIT INTL INC COM 808541106 61,390 1,253,622 SH - DFND 2,20,5 1,163,472 64 90,086

SCIENCE APPLICATIONS INTL CO COM 808625107 114,053 1,364,430 SH - DFND 1,12,13,2,20,5,8 1,252,809 833 110,788

SCIENTIFIC GAMES CORP COM 80874P109 65,195 1,692,496 SH - DFND 13,19,2,20,5,8 1,472,820 700 218,976

SCIPLAY CORPORATION CL A 809087109 2,745 169,665 SH - DFND 2,20 169,665 0 0

SCOPUS BIOPHARMA INC COM 809171101 344 40,754 SH - DFND 2,20 32,800 0 7,954

SCORPIO TANKERS INC SHS Y7542C130 14,880 806,061 SH - DFND 2,20,5 681,313 0 124,748

SCOTTS MIRACLE-GRO CO CL A 810186106 249,725 1,019,412 SH - DFND 13,19,2,20,5,8 934,461 385 84,566

SCPHARMACEUTICALS INC COM 810648105 692 104,119 SH - DFND 2,20 92,498 0 11,621

SCRIPPS E W CO OHIO CL A NEW 811054402 34,766 1,804,151 SH - DFND 2,20,5,8 1,618,787 1,039 184,325

ARDAGH GROUP S A CL A L0223L101 4,248 166,197 SH - DFND 2,20,5 152,997 0 13,200

SCULPTOR CAP MGMT COM CL A 811246107 6,588 301,086 SH - DFND 2,20,5 258,116 0 42,970

SEA LTD NOTE 1.000%12/0 81141RAD2 116,527 26,147,000 PRN - DFND 2,5 26,147,000 0 0

SEA LTD SPONSORD ADS 81141R100 672,187 3,011,187 SH - DFND 1,10,13,2,20,5,8 553,068 0 2,458,119

SEABOARD CORP DEL COM 811543107 11,686 3,167 SH - DFND 2,20,5,8 2,605 1 561

SEACHANGE INTL INC COM 811699107 843 543,637 SH - DFND 2,20 480,936 0 62,701

SEACOAST BKG CORP FLA COM NEW 811707801 78,220 2,158,383 SH - DFND 2,20,5,8 1,979,189 0 179,194

SEACOR HOLDINGS INC COM 811904101 25,008 613,700 SH - DFND 2,20,5,8 545,243 100 68,357

SEACOR MARINE HLDGS INC COM 78413P101 63 11,860 SH - DFND 20 11,860 0 0

SEAGATE TECHNOLOGY PLC SHS G7945M107 711,402 9,189,794 SH - DFND 10,11,12,13,19,2,20,5,6,87,554,273 299,711 1,335,810

SEAGEN INC COM 81181C104 404,667 2,914,205 SH - DFND 10,11,12,13,19,2,20,5,6,82,409,493 73,258 431,454

ARDELYX INC COM 039697107 24,926 3,765,222 SH - DFND 2,20,5,8 3,566,083 0 199,139

SEALED AIR CORP NEW COM 81211K100 337,951 7,375,619 SH - DFND 10,11,12,13,19,2,20,5,6,86,054,854 183,632 1,137,133

SEASPINE HLDGS CORP COM 81255T108 7,649 439,599 SH - DFND 2,20,5 383,664 0 55,935

SEAWORLD ENTMT INC COM 81282V100 48,986 986,224 SH - DFND 2,20,5,8 801,083 0 185,141

SECUREWORKS CORP CL A 81374A105 1,858 138,855 SH - DFND 2,20 120,194 0 18,661

SECURITY NATL FINL CORP CL A NEW 814785309 1,431 153,021 SH - DFND 2,20 134,386 0 18,635

SEER INC COM CL A 81578P106 11,292 225,759 SH - DFND 2,20,5 193,202 0 32,557

SEI INVTS CO COM 784117103 330,807 5,429,295 SH - DFND 10,12,13,19,2,20,5,6,84,763,596 172,717 492,982

SELECT BANCORP INC NEW COM 81617L108 2,906 262,510 SH - DFND 2,20 216,285 0 46,225

SELECT ENERGY SVCS INC CL A COM 81617J301 6,143 1,233,440 SH - DFND 2,20,5,8 1,055,908 0 177,532

SELECT INTERIOR CONCEPTS INC CL A 816120307 78 10,800 SH - DFND 20 10,800 0 0

ARDMORE SHIPPING CORP COM Y0207T100 2,550 561,698 SH - DFND 2,20,5 478,097 0 83,601

SELECT MED HLDGS CORP COM 81619Q105 120,084 3,521,514 SH - DFND 19,2,20,5,8 3,105,262 2,000 414,252

SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 49,466 674,663 SH - DFND 2 674,663 0 0

SELECT SECTOR SPDR TR ENERGY 81369Y506 94,089 1,917,835 SH - DFND 1,12,2,20 1,564,314 0 353,521

SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,179 29,864 SH - DFND 12 29,864 0 0

SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 20,573 122,405 SH - DFND 2 122,405 0 0

SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 118,192 3,471,127 SH - DFND 1,2,20 2,921,066 0 550,061

SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 15,053 191,029 SH - DFND 12,2 191,029 0 0

SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 174,860 1,316,621 SH - DFND 1,12,2,20 1,168,013 0 148,608

SELECTA BIOSCIENCES INC COM 816212104 5,433 1,200,760 SH - DFND 2,20,5 1,040,479 0 160,281

SELECTIVE INS GROUP INC COM 816300107 134,562 1,855,004 SH - DFND 12,13,2,20,5,8 1,645,121 741 209,142

ARENA PHARMACEUTICALS INC COM NEW 040047607 121,349 1,748,792 SH - DFND 19,2,20,5,8 1,542,485 890 205,417

SELECTQUOTE INC COM 816307300 63,458 2,150,377 SH - DFND 2,20,5,8 1,759,524 0 390,853

SEMPRA ENERGY COM 816851109 2,160,535 16,163,253 SH - DFND 10,11,12,13,19,2,20,5,6,814,438,713 185,089 1,539,451

SEMTECH CORP COM 816850101 159,776 2,315,599 SH - DFND 13,19,2,20,5,8 2,071,515 651 243,433

SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 3,619 278,375 SH - DFND 10,2,20 278,375 0 0

SENECA FOODS CORP NEW CL A 817070501 10,473 222,400 SH - DFND 2,20,5 202,839 0 19,561

SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 184,049 3,175,994 SH - DFND 10,11,12,13,19,2,20,5,6,82,522,153 88,259 565,582

SENSEI BIOTHERAPEUTICS INC COM 81728A108 854 58,771 SH - DFND 2,20 47,841 0 10,930

SENSEONICS HLDGS INC COM 81727U105 8,031 3,042,065 SH - DFND 2,20 3,042,065 0 0

SENSIENT TECHNOLOGIES CORP COM 81725T100 100,296 1,285,842 SH - DFND 13,2,20,5,8 1,125,701 760 159,381

SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 129 21,400 SH - DFND 2 21,400 0 0

ARES CAPITAL CORP COM 04010L103 1,592 85,087 SH - DFND 20 85,087 0 0

SERES THERAPEUTICS INC COM 81750R102 69,405 3,370,820 SH - DFND 19,2,20,5,8 3,194,860 1,000 174,960

SERITAGE GROWTH PPTYS CL A 81752R100 19,201 1,046,403 SH - DFND 2,20,5,8 868,782 300 177,321

SERVICE CORP INTL COM 817565104 206,767 4,050,277 SH - DFND 12,13,2,20,5,8 3,715,559 2,037 332,681

SERVICE PPTYS TR COM SH BEN INT 81761L102 100,572 8,479,959 SH - DFND 10,12,13,19,2,20,5,87,541,577 40,729 897,653

SERVICENOW INC COM 81762P102 3,752,310 7,502,970 SH - DFND 10,11,12,13,19,2,20,5,6,86,471,097 117,872 914,001

SERVICESOURCE INTL INC COM 81763U100 1,886 1,282,968 SH - DFND 2,20 1,102,553 0 180,415

SERVISFIRST BANCSHARES INC COM 81768T108 102,260 1,661,983 SH - DFND 2,20,5,8 1,496,886 0 165,097

SESEN BIO INC COM 817763105 305 117,300 SH - DFND 20 117,300 0 0

SFL CORPORATION LTD SHS G7738W106 13,419 1,673,247 SH - DFND 2,20,5 1,420,774 0 252,473

SHAKE SHACK INC CL A 819047101 119,406 1,058,843 SH - DFND 19,2,20,5,8 928,770 400 129,673

ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 10,680 10,300,000 PRN - DFND 2,5 10,300,000 0 0

SHARPS COMPLIANCE CORP COM 820017101 2,954 205,536 SH - DFND 2,20 175,277 0 30,259

SHATTUCK LABS INC COM 82024L103 22,287 762,225 SH - DFND 2,20,5 730,079 0 32,146

SHAW COMMUNICATIONS INC CL B CONV 82028K200 253 9,633 SH - DFND 20 9,633 0 0

SHENANDOAH TELECOMMUNICATION COM 82312B106 76,529 1,567,887 SH - DFND 19,2,20,5,8 1,369,758 900 197,229

SHERWIN WILLIAMS CO COM 824348106 2,582,301 3,499,006 SH - DFND 10,11,12,13,19,2,20,5,6,83,002,208 62,621 434,177

SHIFT TECHNOLOGIES INC CL A 82452T107 5,830 700,778 SH - DFND 2,20 700,778 0 0

SHIFT4 PMTS INC CL A 82452J109 13,736 167,489 SH - DFND 13,2,20,5,8 135,189 0 32,300

SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,132 63,569 SH - DFND 1,2,20,5 24,802 0 38,767

SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 27,099 779,159 SH - DFND 19,2,20 703,128 0 76,031

SHOCKWAVE MED INC COM 82489T104 80,515 618,110 SH - DFND 2,20,5,8 520,284 200 97,626

ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11,271 10,303,000 PRN - DFND 2,5 10,303,000 0 0

SHOE CARNIVAL INC COM 824889109 21,562 348,454 SH - DFND 19,2,20,5,8 315,227 0 33,227

SHOPIFY INC CL A 82509L107 26,147 23,630 SH - DFND 2 23,630 0 0

SHOPIFY INC NOTE 0.125%11/0 82509LAA5 27,843 24,525,000 PRN - DFND 2,5 24,525,000 0 0

SHORE BANCSHARES INC COM 825107105 3,961 232,709 SH - DFND 13,2,20,5 191,187 0 41,522

SHOTSPOTTER INC COM 82536T107 5,220 148,849 SH - DFND 2,20,5,8 125,492 0 23,357

SHUTTERSTOCK INC COM 825690100 64,930 729,220 SH - DFND 2,20,5,8 653,914 0 75,306

SHYFT GROUP INC COM 825698103 23,976 644,505 SH - DFND 2,20,5,8 528,892 0 115,613

SI BONE INC COM 825704109 25,474 800,830 SH - DFND 19,2,20,5,8 713,973 0 86,857

SIEBERT FINL CORP COM 826176109 574 141,809 SH - DFND 2,20 124,692 0 17,117

SIENTRA INC COM 82621J105 5,599 767,982 SH - DFND 2,20,5 658,872 0 109,110

ARES COML REAL ESTATE CORP COM 04013V108 8,867 629,895 SH - DFND 2,20,5,8 501,919 1,800 126,176

SIERRA BANCORP COM 82620P102 7,707 287,561 SH - DFND 13,2,20,5 219,391 0 68,170

SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 424 120,140 SH - DFND 20 120,140 0 0

SIGA TECHNOLOGIES INC COM 826917106 6,606 1,016,273 SH - DFND 2,20,5,8 868,107 0 148,166

SIGILON THERAPEUTICS INC COM 82657L107 1,706 76,334 SH - DFND 2,20 65,169 0 11,165

SIGNATURE BK NEW YORK N Y COM 82669G104 442,257 1,956,024 SH - DFND 12,13,2,20,5,8 1,842,707 599 112,718

SIGNET JEWELERS LIMITED SHS G81276100 109,592 1,890,162 SH - DFND 12,13,19,2,20,5,8 1,692,654 659 196,849

SIGNIFY HEALTH INC CL A COM 82671G100 4,265 145,754 SH - DFND 2,20 135,020 0 10,734

SILGAN HOLDINGS INC COM 827048109 77,201 1,836,809 SH - DFND 2,20,5,8 1,643,110 484 193,215

SILICOM LTD ORD M84116108 268 5,930 SH - DFND 2 5,930 0 0

SILICON LABORATORIES INC COM 826919102 216,130 1,532,075 SH - DFND 13,19,2,20,5,8 1,362,136 505 169,434

ACACIA RESH CORP ACACIA TCHCOM 003881307 5,838 877,843 SH - DFND 2,20,5 750,837 0 127,006

ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 68,123 1,215,839 SH - DFND 2,20,5,8 1,012,351 3,700 199,788

SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 6,569 110,606 SH - DFND 1,10,13,19,2,20,5 81,241 0 29,365

SILK RD MED INC COM 82710M100 35,181 694,587 SH - DFND 2,20,5,8 604,884 0 89,703

SILVERBACK THERAPEUTICS INC COM 82835W108 8,384 192,164 SH - DFND 2,20,5 163,657 0 28,507

SILVERBOW RES INC COM 82836G102 131 16,823 SH - DFND 20 16,823 0 0

SILVERCREST ASSET MGMT GROUP CL A 828359109 1,958 136,196 SH - DFND 2,20 113,078 0 23,118

SILVERGATE CAP CORP CL A 82837P408 212,436 1,494,237 SH - DFND 2,20,5 1,447,472 0 46,765

SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 154,340 5,173,726 SH - DFND 2,20,5,8 4,793,562 1,400 378,764

SIMON PPTY GROUP INC NEW COM 828806109 2,182,399 19,182,555 SH - DFND 10,11,12,13,19,2,20,5,6,816,464,796 271,562 2,446,197

SIMPLY GOOD FOODS CO COM 82900L102 80,487 2,645,864 SH - DFND 2,20,5,8 2,332,599 0 313,265

SIMPSON MFG INC COM 829073105 136,386 1,311,938 SH - DFND 2,20,5,8 1,157,540 680 153,718

ARGAN INC COM 04010E109 15,097 282,987 SH - DFND 2,20,5,8 232,408 0 50,579

SIMULATIONS PLUS INC COM 829214105 30,976 489,812 SH - DFND 2,20,5,8 440,035 0 49,777

SINCLAIR BROADCAST GROUP INC CL A 829226109 26,157 893,953 SH - DFND 2,20,5,8 723,070 10,238 160,645

SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH - DFND 2 160,875 0 0

SIRIUS XM HOLDINGS INC COM 82968B103 172,875 28,386,722 SH - DFND 10,11,12,13,19,2,20,5,6,820,070,422 665,606 7,650,694

SITE CTRS CORP COM 82981J109 113,515 8,303,493 SH - DFND 10,12,13,19,2,20,5,87,387,725 37,741 878,027

SITEONE LANDSCAPE SUPPLY INC COM 82982L103 142,244 833,105 SH - DFND 13,19,2,20,5,8 674,140 300 158,665

SITIME CORP COM 82982T106 43,595 442,145 SH - DFND 2,20,5,8 414,436 0 27,709

SIX FLAGS ENTMT CORP NEW COM 83001A102 87,484 1,882,584 SH - DFND 12,13,2,20,5,8 1,719,179 700 162,705

SJW GROUP COM 784305104 34,668 550,371 SH - DFND 13,19,2,20,5,8 446,960 0 103,411

SK TELECOM LTD SPONSORED ADR 78440P108 19,647 721,509 SH - DFND 1,10,2,20,5 670,680 0 50,829

ARGENX SE SPONSORED ADR 04016X101 15,376 55,833 SH - DFND 1,13,20 399 0 55,434

SKECHERS U S A INC CL A 830566105 192,494 4,615,048 SH - DFND 12,13,19,2,20,5,8 4,341,994 1,936 271,118

SKILLZ INC COM 83067L109 2,388 125,400 SH - DFND 20 125,400 0 0

SKYLINE CHAMPION CORPORATION COM 830830105 55,913 1,235,370 SH - DFND 2,20,5,8 1,052,763 0 182,607

SKYWEST INC COM 830879102 102,576 1,882,822 SH - DFND 13,19,2,20,5,8 1,752,773 0 130,049

SKYWORKS SOLUTIONS INC COM 83088M102 1,347,140 7,342,161 SH - DFND 10,11,12,13,19,2,20,5,6,86,058,215 322,997 960,949

SL GREEN RLTY CORP COM 78440X804 226,112 3,216,884 SH - DFND 10,12,13,19,2,20,5,82,846,371 17,201 353,312

SLACK TECHNOLOGIES INC COM CL A 83088V102 448,048 11,027,516 SH - DFND 10,11,12,13,19,2,20,5,6,88,785,849 220,816 2,020,851

SLEEP NUMBER CORP COM 83125X103 113,456 790,686 SH - DFND 2,20,5,8 691,789 300 98,597

SLM CORP COM 78442P106 144,653 8,049,672 SH - DFND 1,13,19,2,20,5,8 7,192,510 4,742 852,420

SM ENERGY CO COM 78454L100 137,918 8,425,055 SH - DFND 12,2,20,5,8 8,132,417 0 292,638

ARGO GROUP INTL HLDGS LTD COM G0464B107 33,726 670,228 SH - DFND 2,20,5,8 556,397 217 113,614

SMART GLOBAL HLDGS INC SHS G8232Y101 37,318 810,900 SH - DFND 2,20,5,8 766,055 0 44,845

SMART SAND INC COM 83191H107 43 16,800 SH - DFND 20 16,800 0 0

SMARTFINANCIAL INC COM NEW 83190L208 4,964 229,285 SH - DFND 2,20,5 197,929 0 31,356

SMARTSHEET INC COM CL A 83200N103 91,413 1,430,112 SH - DFND 13,19,2,20,5,8 1,206,694 1,100 222,318

SMILEDIRECTCLUB INC CL A COM 83192H106 9,584 929,570 SH - DFND 2,20,5,8 886,370 0 43,200

SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6,075 160,288 SH - DFND 2,20 160,288 0 0

SMITH & WESSON BRANDS INC COM 831754106 16,145 925,243 SH - DFND 2,20,5 821,204 100 103,939

SMITH A O CORP COM 831865209 597,335 8,835,010 SH - DFND 10,11,12,13,19,2,20,5,6,88,044,687 182,404 607,919

SMITH MICRO SOFTWARE INC COM NEW 832154207 2,898 526,345 SH - DFND 2,20 455,175 0 71,170

SMUCKER J M CO COM NEW 832696405 927,220 7,328,066 SH - DFND 10,11,12,13,19,2,20,5,6,86,357,011 129,953 841,102

ARISTA NETWORKS INC COM 040413106 630,767 2,089,394 SH - DFND 10,11,12,13,19,2,20,5,6,81,786,636 50,901 251,857

SNAP INC CL A 83304A106 499,853 9,559,250 SH - DFND 10,11,12,13,19,2,20,5,6,86,947,417 438,772 2,173,061

SNAP INC NOTE 0.750% 8/0 83304AAB2 82,253 34,850,000 PRN - DFND 2,5 34,850,000 0 0

SNAP ON INC COM 833034101 568,226 2,462,626 SH - DFND 10,11,12,13,19,2,20,5,6,82,026,037 103,744 332,845

SNOWFLAKE INC CL A 833445109 81,900 357,206 SH - DFND 10,11,12,13,19,2,20,5,6,8271,018 12,938 73,250

SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 3,647 369,513 SH - DFND 1,2,20,5 362,726 0 6,787

SOC TELEMED INC COM CL A 78472F101 194 30,800 SH - DFND 20 30,800 0 0

SOCIEDAD QUIMICA Y MINERA DE RIGHT 04/19/2021 833636111 620 199,910 SH - DFND 13,19,2,20,5,8 198,572 0 1,338

SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 55,847 1,052,319 SH - DFND 13,19,2,20,5,8 1,045,130 0 7,189

SOGOU INC ADR REPSTG A 83409V104 682 90,325 SH - DFND 1,2 46,766 0 43,559

SOHU COM LTD SPONSORED ADS 83410S108 8,246 524,537 SH - DFND 13,2,20,5 389,210 700 134,627

ARKO CORP COM 041242108 475 47,800 SH - DFND 20 47,800 0 0

SOLAREDGE TECHNOLOGIES INC COM 83417M104 470,350 1,636,342 SH - DFND 10,11,12,13,19,2,20,5,6,81,398,361 43,597 194,384

SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 7,293 594,341 SH - DFND 2,20,5 523,941 0 70,400

SOLARWINDS CORP COM 83417Q105 12,598 722,386 SH - DFND 2,20,5,8 631,974 0 90,412

SOLENO THERAPEUTICS INC COM NEW 834203200 1,066 846,387 SH - DFND 2,20 732,169 0 114,218

SOLID BIOSCIENCES INC COM 83422E105 2,590 468,364 SH - DFND 2,20,5 412,202 0 56,162

SOLITARIO ZINC CORP COM 8342EP107 10 11,586 SH - DFND 20 11,586 0 0

SOLITON INC COM 834251100 1,784 101,565 SH - DFND 2,20 87,785 0 13,780

SONIC AUTOMOTIVE INC CL A 83545G102 45,099 907,898 SH - DFND 2,20,5,8 822,705 0 85,193

SONOCO PRODS CO COM 835495102 376,405 5,946,361 SH - DFND 12,13,19,2,20,5,8 5,725,543 864 219,954

SONOS INC COM 83570H108 82,929 2,213,207 SH - DFND 19,2,20,5,8 1,781,636 0 431,571

ARLINGTON ASSET INVST CORP CL A NEW 041356205 3,257 806,274 SH - DFND 2,20,5 731,960 0 74,314

SONY CORP SPONSORED ADR 835699307 4,951 46,700 SH - DFND 2,20 46,700 0 0

SORRENTO THERAPEUTICS INC COM NEW 83587F202 80,937 9,786,760 SH - DFND 19,2,20,5,8 8,778,013 3,500 1,005,247

SOTERA HEALTH CO COM 83601L102 15,551 623,046 SH - DFND 2,20 561,559 0 61,487

SOUND FINL BANCORP INC COM 83607A100 241 5,792 SH - DFND 20 600 0 5,192

SOUTH JERSEY INDS INC COM 838518108 298,606 13,053,591 SH - DFND 12,19,2,20,5,8 12,733,469 1,376 318,746

SOUTH PLAINS FINANCIAL INC COM 83946P107 3,748 164,958 SH - DFND 2,20 134,449 0 30,509

SOUTH ST CORP COM 840441109 192,103 2,446,854 SH - DFND 13,2,20,5,8 2,172,595 1,110 273,149

SOUTHERN CO COM 842587107 3,225,273 51,886,632 SH - DFND 1,10,11,12,13,19,2,20,5,6,845,874,307 663,314 5,349,011

SOUTHERN CO UNIT 08/01/2022 842587602 36,921 724,500 SH - DFND 2 724,500 0 0

SOUTHERN COPPER CORP COM 84265V105 229,698 3,384,377 SH - DFND 10,12,13,19,2,20,5,6,81,895,396 36,076 1,452,905

ARLO TECHNOLOGIES INC COM 04206A101 13,989 2,227,508 SH - DFND 2,20,5 2,037,171 0 190,337

SOUTHERN FIRST BANCSHARES COM 842873101 6,556 139,848 SH - DFND 2,20,5 120,669 0 19,179

SOUTHERN MO BANCORP INC COM 843380106 5,553 140,859 SH - DFND 2,20 105,958 0 34,901

SOUTHSIDE BANCSHARES INC COM 84470P109 47,882 1,243,377 SH - DFND 2,20,5,8 1,129,450 0 113,927

SOUTHWEST AIRLS CO COM 844741108 2,512,936 41,155,199 SH - DFND 1,10,11,12,13,19,2,20,5,6,818,156,270 90,671 22,908,258

SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 111,340 64,600,000 PRN - DFND 2,5 64,600,000 0 0

SOUTHWEST GAS HLDGS INC COM 844895102 118,189 1,720,114 SH - DFND 12,13,19,2,20,5,8 1,517,193 773 202,148

SOUTHWESTERN ENERGY CO COM 845467109 213,193 45,847,969 SH - DFND 12,13,2,20,5 44,058,795 13,572 1,775,602

SP PLUS CORP COM 78469C103 14,092 429,779 SH - DFND 19,2,20,5,8 358,575 0 71,204

SPARK ENERGY INC CL A COM 846511103 2,428 227,382 SH - DFND 2,20,5 201,117 0 26,265

SPARTANNASH CO COM 847215100 26,600 1,355,046 SH - DFND 2,20,5,8 1,232,939 1,026 121,081

ARMADA HOFFLER PPTYS INC COM 04208T108 33,519 2,641,617 SH - DFND 10,19,2,20,5,8 2,338,372 13,900 289,345

SPDR GOLD TR GOLD SHS 78463V107 110,542 691,059 SH - DFND 10,12,20,8 346,148 0 344,911

SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 144,352 3,057,019 SH - DFND 1,2 3,052,570 7 4,442

SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15,020 436,002 SH - DFND 1,12,20 432,607 0 3,395

SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,857 109,120 SH - DFND 10 0 0 109,120

SPDR INDEX SHS FDS LOW CARBONETF 78463X194 37,716 315,600 SH - DFND 10 0 0 315,600

SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 25,767 891,290 SH - DFND 1 888,230 0 3,060

SPDR INDEX SHS FDS PORTFOLIODEVLPD 78463X889 164,444 4,650,552 SH - DFND 12,2,20 957,306 0 3,693,246

SPDR INDEX SHS FDS PORTFOLIO EMGMK 78463X509 84,372 1,927,185 SH - DFND 12,19,2,20,5 1,030,906 0 896,279

SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 7,955 154,640 SH - DFND 5 154,640 0 0

SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 8,826 133,500 SH - DFND 10 0 0 133,500

ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25,299 2,073,685 SH - DFND 2,20,5,8 1,844,099 1,237 228,349

SPDR INDEX SHS FDS S&P INTL ETF 78463X772 458 12,008 SH - DFND 1 7,454 0 4,554

SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 109,544 2,931,337 SH - DFND 1,2,20 2,783,592 35,201 112,544

SPDR S&P 500 ETF TR TR UNIT 78462F103 1,549,722 3,899,167 SH - DFND 1,10,12,2,20 3,356,899 1,288 540,980

SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 56,110 117,806 SH - DFND 1,20 83,239 1,274 33,293

SPDR SER TR BLOMBERG 1 10YR 78468R861 489,408 23,450,334 SH - DFND 2 23,450,334 0 0

SPDR SER TR BLOMBERG BRCINV 78468R200 33,239 1,084,816 SH - DFND 20 0 0 1,084,816

SPDR SER TR BLOMBERG INTLTR 78464A516 1,882 64,590 SH - DFND 1,20 2,235 0 62,355

SPDR SER TR BLOMBRG BRCEMRG 78464A391 5,139 197,514 SH - DFND 1 197,514 0 0

SPDR SER TR BLOMBRG BRCINTL 78464A151 1,812 50,579 SH - DFND 20 0 0 50,579

SPDR SER TR BLOOMBERGBRCLYS 78468R622 1,124,846 10,338,659 SH - DFND 19,2,20,5,8 8,760,576 0 1,578,083

ACADEMY SPORTS & OUTDOORS IN COM 00402L107 19,063 706,309 SH - DFND 2,20 638,572 0 67,737

ARMSTRONG FLOORING INC COM 04238R106 147 30,087 SH - DFND 20 30,087 0 0

SPDR SER TR BLOOMBERG SRTTR 78468R408 9,708 355,228 SH - DFND 12,20 196,371 0 158,857

SPDR SER TR DJ REIT ETF 78464A607 19,870 209,891 SH - DFND 1,2,20 92,890 0 117,001

SPDR SER TR FTSE INT GVTETF 78464A490 13,602 244,954 SH - DFND 20 244,954 0 0

SPDR SER TR PORTFLI HIGHYLD 78468R606 2,788 105,000 SH - DFND 10 0 0 105,000

SPDR SER TR PORTFLIINTRMDIT 78464A672 227,069 7,078,220 SH - DFND 1,12,2 7,078,220 0 0

SPDR SER TR PORTFLIMORTGAGE 78464A383 17,252 665,337 SH - DFND 2 665,337 0 0

SPDR SER TR PORTFLI TIPS ETF 78464A656 130,934 4,285,903 SH - DFND 1,2,20 93,797 0 4,192,106

SPDR SER TR PORTFOLIOAGRGTE 78464A649 295,679 9,972,323 SH - DFND 1,2,20 40,155 5,169 9,926,999

SPDR SER TR PORTFOLIOINTRMD 78464A375 133,417 3,680,456 SH - DFND 1,12,2,20 3,203,161 128,509 348,786

SPDR SER TR PORTFOLIO LNCOR 78464A367 140,241 4,648,343 SH - DFND 12,2,20 3,274,297 0 1,374,046

ARMSTRONG WORLD INDS INC NEW COM 04247X102 52,285 580,360 SH - DFND 19,2,20,5,8 486,855 351 93,154

SPDR SER TR PORTFOLIO LNTSR 78464A664 512,078 13,136,934 SH - DFND 12,2,20 12,657,995 0 478,939

SPDR SER TR PORTFOLIOS&P500 78464A854 25,630 549,873 SH - DFND 12 549,873 0 0

SPDR SER TR PORTFOLIOS&P600 78468R853 53,216 1,258,947 SH - DFND 2 0 0 1,258,947

SPDR SER TR PORTFOLIO SHTSR 78468R101 175,853 5,735,589 SH - DFND 1,2 5,735,589 0 0

SPDR SER TR PORTFOLIOSHORT 78464A474 380,864 12,164,283 SH - DFND 1,2,20 1,553,628 0 10,610,655

SPDR SER TR S&P 600 SML CAP 78464A813 26,628 283,340 SH - DFND 20 0 0 283,340

SPDR SER TR S&P DIVID ETF 78464A763 9,902 83,890 SH - DFND 1 79,230 0 4,660

SPDR SER TR SPDRBLOOMBERG 78468R663 15,691 171,483 SH - DFND 12,2 171,483 0 0

SPDR SER TR WELLS FG PFDETF 78464A292 1,178 27,114 SH - DFND 1 27,114 0 0

SPECTRUM BRANDS HLDGS INC NE COM 84790A105 48,841 574,599 SH - DFND 10,12,13,2,20,5,8 466,389 16,077 92,133

ARRAY TECHNOLOGIES INC COM SHS 04271T100 31,589 1,059,310 SH - DFND 19,2,20 965,949 0 93,361

SPECTRUM PHARMACEUTICALS INC COM 84763A108 42,793 13,126,592 SH - DFND 2,20,5,8 12,635,983 0 490,609

SPERO THERAPEUTICS INC COM 84833T103 19,968 1,356,543 SH - DFND 2,20,5 1,310,958 0 45,585

SPIRE INC COM 84857L101 119,621 1,604,921 SH - DFND 12,13,19,2,20,5,8 1,372,312 439 232,170

SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 113,509 2,332,627 SH - DFND 12,13,19,2,20,5,8 2,090,217 887 241,523

SPIRIT AIRLS INC COM 848577102 80,126 2,171,430 SH - DFND 13,2,20,5,8 1,919,022 0 252,408

SPIRIT OF TEX BANCSHARES INC COM 84861D103 4,710 211,095 SH - DFND 2,20 180,326 0 30,769

SPIRIT RLTY CAP INC NEW COM NEW 84860W300 213,389 4,948,435 SH - DFND 10,12,13,19,2,20,5,84,399,915 27,453 521,067

SPLUNK INC COM 848637104 470,530 3,473,058 SH - DFND 10,11,12,13,19,2,20,5,6,82,896,393 75,349 501,316

SPLUNK INC NOTE 0.500% 9/1 848637AC8 23,240 20,273,000 PRN - DFND 2,5 20,273,000 0 0

SPLUNK INC NOTE 1.125% 9/1 848637AD6 26,694 22,576,000 PRN - DFND 2,5 22,576,000 0 0

ARROW ELECTRS INC COM 042735100 337,982 3,049,828 SH - DFND 10,11,12,13,19,2,20,5,6,82,216,036 79,614 754,178

SPOK HLDGS INC COM 84863T106 5,942 566,418 SH - DFND 2,20,5 519,241 0 47,177

SPORTSMANS WHSE HLDGS INC COM 84920Y106 19,731 1,144,513 SH - DFND 2,20,5,8 1,037,666 0 106,847

SPOTIFY TECHNOLOGY S A SHS L8681T102 377,634 1,409,344 SH - DFND 10,12,13,19,2,20,5,6,81,286,007 0 123,337

SPRINGWORKS THERAPEUTICS INC COM 85205L107 79,424 1,079,568 SH - DFND 2,20,5,8 998,939 0 80,629

SPROUT SOCIAL INC COM CL A 85209W109 32,517 562,967 SH - DFND 19,2,20,5,8 469,796 0 93,171

SPROUTS FMRS MKT INC COM 85208M102 83,736 3,145,603 SH - DFND 12,13,19,2,20,5,8 2,823,524 900 321,179

SPRUCE BIOSCIENCES INC COM 85209E109 1,573 94,749 SH - DFND 2,20 80,489 0 14,260

SPS COMM INC COM 78463M107 110,964 1,117,354 SH - DFND 13,19,2,20,5,8 969,162 200 147,992

SPX CORP COM 784635104 81,761 1,403,145 SH - DFND 19,2,20,5,8 1,216,949 951 185,245

SPX FLOW INC COM 78469X107 84,032 1,325,016 SH - DFND 2,20,5,8 1,174,814 551 149,651

ARROW FINL CORP COM 042744102 10,557 316,933 SH - DFND 13,2,20,5,8 244,818 53 72,062

SQUARE INC CL A 852234103 1,676,566 7,384,128 SH - DFND 10,11,12,13,19,2,20,5,6,85,914,021 199,143 1,270,964

SQUARE INC NOTE 0.500% 5/1 852234AD5 71,039 24,321,000 PRN - DFND 2,5 24,321,000 0 0

SQZ BIOTECHNOLOGIES CO COM 78472W104 929 67,921 SH - DFND 2,20 58,527 0 9,394

SS&C TECHNOLOGIES HLDGS INC COM 78467J100 357,347 5,114,462 SH - DFND 10,11,12,13,19,2,20,5,6,83,994,806 174,659 944,997

SSGA ACTIVE ETF TR BLACKSTONESENR 78467V608 5,443 119,000 SH - DFND 10 0 0 119,000

SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 51,544 1,489,349 SH - DFND 1 1,388,713 51,330 49,306

SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 790 29,642 SH - DFND 1 29,642 0 0

ST JOE CO COM 790148100 41,545 968,425 SH - DFND 13,2,20,5,8 842,402 300 125,723

STAAR SURGICAL CO COM PAR $0.01 852312305 152,797 1,449,548 SH - DFND 2,20,5,8 1,296,608 297 152,643

STAG INDL INC COM 85254J102 206,598 6,125,111 SH - DFND 10,19,2,20,5,8 5,130,262 38,713 956,136

ARROWHEAD PHARMACEUTICALS IN COM 04280A100 247,609 3,734,120 SH - DFND 13,2,20,5,8 3,376,147 1,000 356,973

STAMPS COM INC COM NEW 852857200 113,295 567,866 SH - DFND 13,2,20,5,8 507,271 400 60,195

STANDARD AVB FINL CORP COM 85303B100 1,904 58,328 SH - DFND 2,20 49,928 0 8,400

STANDARD MTR PRODS INC COM 853666105 31,358 754,161 SH - DFND 2,20,5,8 679,847 200 74,114

STANDEX INTL CORP COM 854231107 40,910 428,064 SH - DFND 2,20,5,8 382,878 14 45,172

STANLEY BLACK & DECKER INC COM 854502101 1,431,163 7,167,642 SH - DFND 10,11,12,13,19,2,20,5,6,86,294,173 109,817 763,652

STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 18,687 161,500 SH - DFND 2 161,500 0 0

STAR BULK CARRIERS CORP. SHS PAR Y8162K204 1,457 99,234 SH - DFND 2 99,234 0 0

STAR GROUP L P UNIT LTDPARTNR 85512C105 655 61,838 SH - DFND 10,20,5,8 37,419 4,905 19,514

STARBUCKS CORP COM 855244109 5,081,410 46,503,246 SH - DFND 10,11,12,13,19,2,20,5,6,839,540,203 837,412 6,125,631

STARTEK INC COM 85569C107 2,187 275,125 SH - DFND 2,20 235,497 0 39,628

ARTESIAN RES CORP CL A 043113208 6,504 165,149 SH - DFND 13,2,20,5 137,680 0 27,469

STARWOOD PPTY TR INC COM 85571B105 94,077 3,730,412 SH - DFND 12,13,2,20,5,8 3,126,963 2,400 601,049

STATE AUTO FINL CORP COM 855707105 6,569 333,297 SH - DFND 2,20,5,8 278,623 0 54,674

STATE STR CORP COM 857477103 1,469,935 17,390,522 SH - DFND 1,10,12,13,19,2,20,5,6,813,508,089 361,441 3,520,992

STEEL CONNECT INC COM 858098106 55 27,998 SH - DFND 20 27,998 0 0

STEEL DYNAMICS INC COM 858119100 468,326 9,180,506 SH - DFND 10,11,12,13,19,2,20,5,6,87,431,029 238,638 1,510,839

STEELCASE INC CL A 858155203 26,855 1,866,235 SH - DFND 19,2,20,5,8 1,547,846 1,300 317,089

STELLANTIS N.V SHS N82405106 16,051 902,264 SH - DFND 19,2,20,6 893,859 0 8,405

STEPAN CO COM 858586100 165,744 1,303,939 SH - DFND 19,2,20,5,8 1,221,077 24 82,838

STEPSTONE GROUP INC COM CL A 85914M107 11,541 327,205 SH - DFND 2,20 282,214 0 44,991

STEREOTAXIS INC COM NEW 85916J409 4,875 725,455 SH - DFND 2,20,5 617,039 0 108,416

ARTISAN PARTNERS ASSET MGMT CL A 04316A108 60,808 1,165,577 SH - DFND 2,20,5,8 927,261 21,100 217,216

STERICYCLE INC COM 858912108 141,136 2,090,591 SH - DFND 12,13,2,20,5,8 1,907,337 1,151 182,103

STERIS PLC SHS USD G8473T100 672,806 3,532,072 SH - DFND 10,11,12,13,19,2,20,5,6,83,033,050 87,978 411,044

STERLING BANCORP DEL COM 85917A100 254,841 11,070,414 SH - DFND 12,13,2,20,5,8 10,673,893 2,059 394,462

STERLING BANCORP INC COM 85917W102 1,703 300,934 SH - DFND 2,20 236,837 0 64,097

STERLING CONSTR INC COM 859241101 11,742 506,137 SH - DFND 2,20,5,8 420,809 0 85,328

STEWART INFORMATION SVCS COR COM 860372101 46,218 888,296 SH - DFND 2,20,5,8 798,817 200 89,279

STIFEL FINL CORP COM 860630102 198,230 3,094,445 SH - DFND 13,2,20,5,8 2,711,836 1,291 381,318

STITCH FIX INC COM CL A 860897107 62,708 1,265,814 SH - DFND 2,20,5,8 1,056,321 500 208,993

STMICROELECTRONICS N V NY REGISTRY 861012102 22,715 592,626 SH - DFND 2,20 592,626 0 0

STOCK YDS BANCORP INC COM 861025104 20,976 408,584 SH - DFND 2,20,5,8 331,308 591 76,685

ARVINAS INC COM 04335A105 53,034 802,334 SH - DFND 19,2,20,5,8 679,079 300 122,955

STOKE THERAPEUTICS INC COM 86150R107 29,025 747,288 SH - DFND 2,20,5,8 707,637 0 39,651

STONECO LTD COM CL A G85158106 136,270 2,225,913 SH - DFND 10,12,19,2,20,5,8 2,012,696 0 213,217

STONEMOR INC COM 86184W106 84 44,403 SH - DFND 20 44,403 0 0

STONERIDGE INC COM 86183P102 16,065 505,032 SH - DFND 2,20,5,8 408,088 0 96,944

STONEX GROUP INC COM 861896108 32,397 495,516 SH - DFND 2,20,5,8 433,828 0 61,688

STORE CAP CORP COM 862121100 351,749 10,388,546 SH - DFND 10,12,19,2,20,5,8 9,199,011 59,045 1,130,490

STRATASYS LTD SHS M85548101 5,576 215,297 SH - DFND 2,20,5 215,297 0 0

STRATEGIC ED INC COM 86272C103 67,411 733,444 SH - DFND 19,2,20,5,8 650,619 190 82,635

STRATUS PPTYS INC COM NEW 863167201 2,789 91,441 SH - DFND 2,20 77,830 0 13,611

STRIDE INC COM 86333M108 23,462 779,218 SH - DFND 2,20,5,8 639,737 0 139,481

ASANA INC CL A 04342Y104 3,789 132,562 SH - DFND 2,20 132,562 0 0

STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 2,054 744,143 SH - DFND 2,20 646,899 0 97,244

STRYKER CORPORATION COM 863667101 3,163,988 12,956,381 SH - DFND 1,10,11,12,13,19,2,20,5,6,811,117,361 205,560 1,633,460

STURM RUGER & CO INC COM 864159108 33,968 514,118 SH - DFND 2,20,5 482,268 0 31,850

SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 101 13,954 SH - DFND 20 13,954 0 0

SUMMIT FINL GROUP INC COM 86606G101 5,206 196,097 SH - DFND 2,20,5 170,647 0 25,450

SUMMIT HOTEL PPTYS INC COM 866082100 56,991 5,609,309 SH - DFND 10,19,2,20,5,8 5,014,527 23,906 570,876

SUMMIT MATLS INC CL A 86614U100 61,701 2,202,050 SH - DFND 2,20,5,8 1,776,425 2,052 423,573

SUMO LOGIC INC COM 86646P103 8,941 474,077 SH - DFND 2,20 440,205 0 33,872

SUN CMNTYS INC COM 866674104 640,238 4,243,644 SH - DFND 10,11,12,13,19,2,20,5,6,83,543,255 73,280 627,109

SUNCOKE ENERGY INC COM 86722A103 44,801 6,390,958 SH - DFND 13,19,2,20,5 6,093,343 26,248 271,367

ACADIA HEALTHCARE COMPANY IN COM 00404A109 120,159 2,102,892 SH - DFND 12,13,2,20,5,8 1,933,360 1,100 168,432

ASBURY AUTOMOTIVE GROUP INC COM 043436104 132,804 675,848 SH - DFND 12,2,20,5,8 603,212 159 72,477

SUNCOR ENERGY INC NEW COM 867224107 4,027 192,661 SH - DFND 2 192,661 0 0

SUNNOVA ENERGY INTL INC. COM 86745K104 57,399 1,406,156 SH - DFND 19,2,20,5,8 1,209,568 500 196,088

SUNOPTA INC COM 8676EP108 431 29,209 SH - DFND 2,5 29,209 0 0

SUNPOWER CORP COM 867652406 97,304 2,908,933 SH - DFND 19,2,20,5,8 2,593,135 1,000 314,798

SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 12,658 8,020,000 PRN - DFND 2 8,020,000 0 0

SUNRUN INC COM 86771W105 346,470 5,728,674 SH - DFND 10,11,12,13,19,2,20,5,6,84,902,168 57,300 769,206

SUNSTONE HOTEL INVS INC NEW COM 867892101 103,875 8,336,676 SH - DFND 10,12,13,19,2,20,5,87,011,969 51,737 1,272,970

SUPER MICRO COMPUTER INC COM 86800U104 35,698 913,919 SH - DFND 19,2,20,5,8 764,963 0 148,956

SUPERIOR GROUP OF CO INC COM 868358102 4,580 180,167 SH - DFND 2,20,5 155,161 0 25,006

SUPERIOR INDS INTL INC COM 868168105 148 26,092 SH - DFND 20 26,092 0 0

ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3,082 23,917 SH - DFND 1,13,19,2,20,5 17,910 0 6,007

SUPERNUS PHARMACEUTICALS INC COM 868459108 46,539 1,777,662 SH - DFND 2,20,5,8 1,599,253 300 178,109

SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10,934 11,300,000 PRN - DFND 2,5 11,300,000 0 0

SURFACE ONCOLOGY INC COM 86877M209 140 18,000 SH - DFND 20 18,000 0 0

SURGALIGN HOLDINGS INC COM 86882C105 2,615 1,199,624 SH - DFND 2,20,5 998,194 0 201,430

SURGERY PARTNERS INC COM 86881A100 24,128 545,133 SH - DFND 2,20,5,8 450,669 0 94,464

SURMODICS INC COM 868873100 26,167 466,684 SH - DFND 2,20,5,8 420,006 0 46,678

SUTRO BIOPHARMA INC COM 869367102 57,222 2,514,164 SH - DFND 2,20,5 2,441,875 0 72,289

SUZANO S A SPON ADS 86959K105 3,353 274,373 SH - DFND 10,2,20 225,557 42,592 6,224

SVB FINANCIAL GROUP COM 78486Q101 1,319,048 2,671,977 SH - DFND 10,12,13,19,2,20,5,6,82,369,024 54,137 248,816

SVMK INC COM 78489X103 45,237 2,469,278 SH - DFND 19,2,20,5,8 2,039,539 1,100 428,639

ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 88 11,460 SH - DFND 20 11,460 0 0

SWITCH INC CL A 87105L104 16,163 994,006 SH - DFND 2,20,5,8 867,971 0 126,035

SWK HLDGS CORP COM NEW 78501P203 855 58,783 SH - DFND 2,20 50,883 0 7,900

SYKES ENTERPRISES INC COM 871237103 60,565 1,373,975 SH - DFND 2,20,5,8 1,247,306 129 126,540

SYNACOR INC COM 871561106 23 10,492 SH - DFND 20 10,492 0 0

SYNAPTICS INC COM 87157D109 171,646 1,267,505 SH - DFND 2,20,5,8 1,137,776 224 129,505

SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 22,629 12,308,000 PRN - DFND 2,5 12,308,000 0 0

SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 4,506 1,262,261 SH - DFND 2,20,5 1,168,938 0 93,323

SYNCHRONY FINANCIAL COM 87165B103 1,019,228 25,067,087 SH - DFND 10,11,12,13,19,2,20,5,6,821,432,045 585,437 3,049,605

SYNDAX PHARMACEUTICALS INC COM 87164F105 59,332 2,653,471 SH - DFND 2,20,5,8 2,582,272 0 71,199

SYNEOS HEALTH INC CL A 87166B102 138,842 1,830,487 SH - DFND 13,19,2,20,5,8 1,692,462 500 137,525

ASENSUS SURGICAL INC COM 04367G103 220 67,728 SH - DFND 20 67,622 0 106

SYNNEX CORP COM 87162W100 113,715 990,201 SH - DFND 12,13,2,20,5,8 902,197 364 87,640

SYNOPSYS INC COM 871607107 1,544,679 6,234,076 SH - DFND 10,11,12,13,19,2,20,5,6,85,261,206 200,705 772,165

SYNOVUS FINL CORP COM NEW 87161C501 284,869 6,182,758 SH - DFND 12,13,2,20,5,8 5,886,928 1,890 293,940

SYROS PHARMACEUTICALS INC COM 87184Q107 5,949 795,345 SH - DFND 2,20,5 687,489 0 107,856

SYSCO CORP COM 871829107 1,782,878 22,514,993 SH - DFND 10,11,12,13,19,2,20,5,6,819,744,497 294,082 2,476,414

SYSTEMAX INC COM 871851101 9,624 234,051 SH - DFND 2,20,5,8 191,545 0 42,506

T-MOBILE US INC COM 872590104 3,050,168 24,344,863 SH - DFND 10,11,12,13,19,2,20,5,6,821,370,965 294,746 2,679,152

T2 BIOSYSTEMS INC COM 89853L104 184 113,600 SH - DFND 20 113,600 0 0

TABULA RASA HEALTHCARE INC COM 873379101 29,260 635,406 SH - DFND 2,20,5,8 560,987 0 74,419

TACTILE SYS TECHNOLOGY INC COM 87357P100 40,288 739,369 SH - DFND 19,2,20,5,8 669,614 0 69,755

ASGN INC COM 00191U102 149,688 1,568,395 SH - DFND 13,19,2,20,5,8 1,380,795 476 187,124

TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 220,889 1,861,146 SH - DFND 1,10,13,19,2,20,8 1,246,264 0 614,882

TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 944,393 5,344,614 SH - DFND 10,11,12,13,19,2,20,5,6,84,575,145 135,559 633,910

TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,162 63,633 SH - DFND 1,20 24,648 0 38,985

TAL EDUCATION GROUP SPONSORED ADS 874080104 399,718 7,422,808 SH - DFND 10,11,12,13,19,2,20,5,85,530,513 172,300 1,719,995

TALEND S A ADS 874224207 7,838 123,166 SH - DFND 1,2,5 103,938 0 19,228

TALIS BIOMEDICAL CORP COM 87424L108 1,890 147,067 SH - DFND 2,20 128,001 0 19,066

TALOS ENERGY INC COM 87484T108 8,504 706,324 SH - DFND 2,20,5 663,828 0 42,496

TANDEM DIABETES CARE INC COM NEW 875372203 74,493 844,116 SH - DFND 13,19,2,20,5,8 724,561 600 118,955

TANGER FACTORY OUTLET CTRS I COM 875465106 72,505 4,792,130 SH - DFND 10,12,19,2,20,5,8 4,267,993 23,042 501,095

TAPESTRY INC COM 876030107 411,736 9,991,177 SH - DFND 10,12,13,19,2,20,5,6,87,812,434 8,840 2,169,903

ASHFORD HOSPITALITY TR INC COM SHS 044103877 150 51,000 SH - DFND 20 51,000 0 0

TARGA RES CORP COM 87612G101 133,945 4,218,735 SH - DFND 10,12,13,19,2,20,5,83,111,929 13,867 1,092,939

TARGET CORP COM 87612E106 7,247,170 36,588,931 SH - DFND 1,10,11,12,13,19,2,20,5,6,818,924,169 788,844 16,875,918

TARGET HOSPITALITY CORP COM 87615L107 1,298 517,100 SH - DFND 2,20,5 443,377 0 73,723

TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3,641 49,372 SH - DFND 10,2,20,5,8 39,072 0 10,300

TARSUS PHARMACEUTICALS INC COM 87650L103 3,235 100,384 SH - DFND 2,20 85,433 0 14,951

TATA MTRS LTD SPONSORED ADR 876568502 59,761 2,874,527 SH - DFND 1,12,13,19,2,20,5,81,661,732 0 1,212,795

TATTOOED CHEF INC COM CL A 87663X102 307 15,800 SH - DFND 20 15,800 0 0

TAYLOR MORRISON HOME CORP COM 87724P106 145,306 4,716,196 SH - DFND 12,19,2,20,5,8 4,236,757 1,500 477,939

TAYSHA GENE THERAPIES INC COM SHS 877619106 2,479 122,141 SH - DFND 2,20 105,034 0 17,107

TCF FINL CORP COM 872307103 314,153 6,761,796 SH - DFND 12,13,19,2,20,5,8 6,431,673 1,317 328,806

ASHLAND GLOBAL HLDGS INC COM 044186104 134,783 1,518,341 SH - DFND 1,12,13,2,20,5,8 1,194,383 899 323,059

TCR2 THERAPEUTICS INC COM 87808K106 48,319 2,188,354 SH - DFND 2,20,5,8 2,123,334 0 65,020

TE CONNECTIVITY LTD REG SHS H84989104 1,587,334 12,294,430 SH - DFND 10,11,12,13,19,2,20,5,6,810,427,757 365,312 1,501,361

TEAM INC COM 878155100 11,375 986,567 SH - DFND 2,20,5 909,232 0 77,335

TECHNIPFMC PLC COM G87110105 20,771 2,690,481 SH - DFND 12,13,2,20,5,8 2,183,093 4,293 503,095

TECHTARGET INC COM 87874R100 49,858 717,902 SH - DFND 2,20,5,8 630,359 0 87,543

TEGNA INC COM 87901J105 171,933 9,097,773 SH - DFND 10,12,13,19,2,20,5,88,251,740 25,600 820,433

TEJON RANCH CO COM 879080109 7,029 419,898 SH - DFND 2,20,5,8 355,501 936 63,461

TELA BIO INC COM 872381108 1,547 103,796 SH - DFND 2,20 89,646 0 14,150

TELADOC HEALTH INC COM 87918A105 392,611 2,160,169 SH - DFND 10,11,12,13,19,2,20,5,6,81,733,740 55,273 371,156

TELECOM ARGENTINA S A SPON ADR REP B 879273209 13,580 2,460,188 SH - DFND 10,12,13,19,2,20,5,8984,931 92,000 1,383,257

ASLAN PHARMACEUTICALS LTD ADS 04522R101 108 32,379 SH - DFND 2 32,379 0 0

TELEDYNE TECHNOLOGIES INC COM 879360105 703,490 1,700,690 SH - DFND 10,11,12,13,19,2,20,5,6,81,465,338 30,987 204,365

TELEFLEX INCORPORATED COM 879369106 761,384 1,832,630 SH - DFND 10,11,12,13,19,2,20,5,6,81,589,547 26,683 216,400

TELEFONICA BRASIL SA NEW ADR 87936R205 12,338 1,530,568 SH - DFND 1,10,13,19,2,20,5 1,077,969 191,542 261,057

TELEFONICA S A SPONSORED ADR 879382208 67 14,800 SH - DFND 20 14,800 0 0

TELEPHONE & DATA SYS INC COM NEW 879433829 234,606 10,218,029 SH - DFND 12,2,20,5,8 10,031,015 647 186,367

TELLURIAN INC NEW COM 87968A104 54,947 23,481,581 SH - DFND 2,20,5 23,056,876 0 424,705

TELOS CORP MD COM 87969B101 8,626 227,475 SH - DFND 2,20 189,138 0 38,337

TEMPUR SEALY INTL INC COM 88023U101 202,188 5,530,302 SH - DFND 10,13,2,20,5,8 5,125,656 5,699 398,947

TENABLE HLDGS INC COM 88025T102 54,131 1,495,962 SH - DFND 2,20,5,8 1,244,652 0 251,310

TENARIS S A SPONSORED ADS 88031M109 1,927 84,916 SH - DFND 1,20 5,200 0 79,716

ASML HOLDING N V N Y REGISTRYSHS N07059210 20,795 33,684 SH - DFND 2,20,5 33,684 0 0

TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 153,248 7,479,141 SH - DFND 1,10,12,13,19,2,20,5,85,547,345 170,300 1,761,496

TENET HEALTHCARE CORP COM NEW 88033G407 168,526 3,240,876 SH - DFND 1,12,13,19,2,20,5,82,880,706 681 359,489

TENNANT CO COM 880345103 45,704 572,091 SH - DFND 19,2,20,5,8 505,720 278 66,093

TENNECO INC CL A VTG COMSTK 880349105 11,139 1,039,073 SH - DFND 12,13,19,2,20,5,8 852,219 623 186,231

TERADATA CORP DEL COM 88076W103 107,412 2,787,028 SH - DFND 1,13,19,2,20,5,8 2,506,997 1,664 278,367

TERADYNE INC COM 880770102 817,914 6,721,843 SH - DFND 10,11,12,13,19,2,20,5,6,85,627,991 239,076 854,776

TERADYNE INC NOTE 1.250%12/1 880770AG7 42,129 10,969,000 PRN - DFND 2,5 10,969,000 0 0

TEREX CORP NEW COM 880779103 94,215 2,045,037 SH - DFND 12,13,2,20,5,8 1,806,541 695 237,801

TERMINIX GLOBAL HOLDINGS INC COM 88087E100 76,436 1,603,431 SH - DFND 12,13,19,2,20,5,8 1,357,721 1,400 244,310

TERNIUM SA SPONSORED ADS 880890108 4,674 120,350 SH - DFND 13,2,20,5 96,750 0 23,600

ASPEN AEROGELS INC COM 04523Y105 10,662 524,197 SH - DFND 2,20,5 475,120 0 49,077

TERNS PHARMACEUTICALS INC COM 880881107 2,170 98,647 SH - DFND 2,20 86,075 0 12,572

TERRENO RLTY CORP COM 88146M101 152,243 2,622,328 SH - DFND 10,19,2,20,5,8 2,209,974 16,552 395,802

TERRITORIAL BANCORP INC COM 88145X108 3,955 149,461 SH - DFND 13,2,20,5 127,815 0 21,646

TESLA INC COM 88160R101 19,657,572 29,430,587 SH - DFND 10,11,12,13,19,2,20,5,6,825,358,544 503,217 3,568,826

TESLA INC NOTE 2.000% 5/1 88160RAG6 130,761 12,142,000 PRN - DFND 2,5 12,142,000 0 0

TESLA INC NOTE 2.375% 3/1 88160RAD3 87,176 8,570,000 PRN - DFND 2,5 8,570,000 0 0

TETRA TECH INC NEW COM 88162G103 225,847 1,664,065 SH - DFND 13,19,2,20,5,8 1,464,733 472 198,860

TETRA TECHNOLOGIES INC DEL COM 88162F105 304 126,484 SH - DFND 20,5 126,484 0 0

TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 191,071 16,557,283 SH - DFND 1,10,12,13,19,2,20,5,6,811,586,261 399,619 4,571,403

TEXAS CAP BANCSHARES INC COM 88224Q107 194,222 2,738,605 SH - DFND 12,13,2,20,5,8 2,548,470 800 189,335

ACADIA PHARMACEUTICALS INC COM 004225108 82,783 3,208,638 SH - DFND 13,19,2,20,5,8 2,972,146 2,700 233,792

ASPEN GROUP INC COM NEW 04530L203 1,991 331,846 SH - DFND 2,20,5 278,581 0 53,265

TEXAS INSTRS INC COM 882508104 7,257,444 38,401,207 SH - DFND 1,10,11,12,13,19,2,20,5,6,832,326,908 1,338,722 4,735,577

TEXAS PACIFIC LAND CORPORATI COM 88262P102 31,166 19,608 SH - DFND 19,20,5,8 12,322 100 7,186

TEXAS ROADHOUSE INC COM 882681109 191,810 1,999,273 SH - DFND 13,2,20,5,8 1,754,356 800 244,117

TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 23,033 803,938 SH - DFND 2,20,5 689,540 0 114,398

TEXTRON INC COM 883203101 557,213 9,932,497 SH - DFND 10,11,12,13,19,2,20,5,6,88,929,507 140,520 862,470

TFS FINL CORP COM 87240R107 13,271 651,521 SH - DFND 2,20,5,8 510,353 0 141,168

TG THERAPEUTICS INC COM 88322Q108 157,097 3,259,281 SH - DFND 13,2,20,5,8 2,834,121 800 424,360

THE AARONS COMPANY INC COM 00258W108 30,525 1,184,422 SH - DFND 19,2,20,5,8 1,084,172 402 99,848

THE ODP CORP COM 88337F105 87,432 2,019,680 SH - DFND 12,13,2,20,5,8 1,827,531 874 191,275

THE REALREAL INC COM 88339P101 32,670 1,443,648 SH - DFND 2,20,5,8 1,259,735 0 183,913

ASPEN TECHNOLOGY INC COM 045327103 122,896 851,490 SH - DFND 13,19,2,20,5,8 711,352 768 139,370

THE TRADE DESK INC COM CL A 88339J105 533,152 818,145 SH - DFND 10,11,12,13,19,2,20,5,6,8661,018 19,762 137,365

THERAPEUTICSMD INC COM 88338N107 9,626 7,183,617 SH - DFND 2,20,5,8 6,224,628 0 958,989

THERAVANCE BIOPHARMA INC COM G8807B106 20,267 993,003 SH - DFND 2,20,5,8 832,101 882 160,020

THERMO FISHER SCIENTIFIC INC COM 883556102 6,956,774 15,234,728 SH - DFND 10,11,12,13,19,2,20,5,6,813,080,252 262,266 1,892,210

THERMON GROUP HLDGS INC COM 88362T103 12,031 617,310 SH - DFND 19,2,20,5,8 506,675 0 110,635

THIRD PT REINS LTD COM G8192H106 27,874 2,740,855 SH - DFND 2,20,5,8 2,446,036 0 294,819

THOMSON REUTERS CORP. COM NEW 884903709 1,021 11,657 SH - DFND 20 2,125 9,532 0

THOR INDS INC COM 885160101 169,460 1,253,871 SH - DFND 12,13,2,20,5,8 1,144,748 3,845 105,278

TIDEWATER INC NEW COM 88642R109 10,528 840,262 SH - DFND 2,20,5 737,200 0 103,062

TILLYS INC CL A 886885102 3,996 353,045 SH - DFND 2,20 296,831 0 56,214

ASPIRA WOMENS HEALTH INC COM 04537Y109 14,559 2,156,885 SH - DFND 2,20,5 1,974,075 0 182,810

TILRAY INC COM CL 2 88688T100 7,703 338,896 SH - DFND 19,2,20,5 216,305 0 122,591

TILRAY INC NOTE 5.000%10/0 88688TAB6 6,769 7,022,000 PRN - DFND 2 7,022,000 0 0

TIM S A SPONSORED ADR 88706T108 8,735 769,646 SH - DFND 1,10,2,20 588,382 64,969 116,295

TIMBERLAND BANCORP INC COM 887098101 3,209 115,385 SH - DFND 2,20 97,022 0 18,363

TIMKEN CO COM 887389104 133,947 1,650,207 SH - DFND 10,12,2,20,5,8 1,503,214 15,943 131,050

TIMKENSTEEL CORPORATION COM 887399103 15,092 1,284,454 SH - DFND 2,20,5 1,167,522 0 116,932

TIPTREE INC COM 88822Q103 3,628 405,395 SH - DFND 2,20 346,411 0 58,984

TITAN INTL INC ILL COM 88830M102 6,240 672,433 SH - DFND 2,20 672,433 0 0

TITAN MACHY INC COM 88830R101 8,256 323,764 SH - DFND 2,20,5 277,608 0 46,156

TIVITY HEALTH INC COM 88870R102 30,120 1,349,472 SH - DFND 19,2,20,5,8 1,202,033 0 147,439

ASSEMBLY BIOSCIENCES INC COM 045396108 2,819 612,736 SH - DFND 19,2,20,5,8 491,944 0 120,792

TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 574 207,158 SH - DFND 2 207,158 0 0

TJX COS INC NEW COM 872540109 3,094,259 46,776,407 SH - DFND 10,11,12,13,19,2,20,5,6,840,149,091 735,700 5,891,616

TOLL BROTHERS INC COM 889478103 217,242 3,829,407 SH - DFND 12,13,2,20,5,8 3,585,095 1,126 243,186

TOMPKINS FINL CORP COM 890110109 109,809 1,327,798 SH - DFND 2,20,5,8 455,457 0 872,341

TONIX PHARMACEUTICALS HLDG C COM 890260706 99 77,600 SH - DFND 20 77,600 0 0

TOOTSIE ROLL INDS INC COM 890516107 17,576 530,517 SH - DFND 2,20,5,8 467,039 770 62,708

TOPBUILD CORP COM 89055F103 254,849 1,216,870 SH - DFND 13,19,2,20,5,8 1,092,905 340 123,625

TORCHLIGHT ENERGY RES INC COM 89102U103 36 19,900 SH - DFND 20 19,900 0 0

TORO CO COM 891092108 263,494 2,554,722 SH - DFND 13,19,2,20,5,8 2,335,620 972 218,130

TORONTO DOMINION BK ONT COM NEW 891160509 527 8,086 SH - DFND 20 8,086 0 0

ASSERTIO HOLDINGS INC COM STK 04546C106 32 46,559 SH - DFND 20,5 46,559 0 0

TOTAL SE SPONSORED ADS 89151E109 6,036 129,621 SH - DFND 1,20 4,800 0 124,821

TOWER SEMICONDUCTOR LTD SHS NEW M87915274 252 8,977 SH - DFND 20 8,977 0 0

TOWNEBANK PORTSMOUTH VA COM 89214P109 40,789 1,334,015 SH - DFND 2,20,5,8 1,075,773 1,500 256,742

TOYOTA MOTOR CORP SP ADR REP2COM 892331307 17,878 114,557 SH - DFND 2,20 114,557 0 0

TPG RE FIN TR INC COM 87266M107 15,203 1,337,490 SH - DFND 2,20,5,8 1,121,049 0 216,441

TPI COMPOSITES INC COM 87266J104 52,125 923,718 SH - DFND 19,2,20,5,8 816,567 0 107,151

TRACTOR SUPPLY CO COM 892356106 851,493 4,808,523 SH - DFND 10,11,12,13,19,2,20,5,6,84,089,439 171,192 547,892

TRADEWEB MKTS INC CL A 892672106 142,213 1,921,804 SH - DFND 10,11,12,13,19,2,20,5,6,81,543,944 86,739 291,121

TRANE TECHNOLOGIES PLC SHS G8994E103 1,936,658 11,697,623 SH - DFND 10,11,12,13,19,2,20,5,6,810,270,029 173,975 1,253,619

TRANSCAT INC COM 893529107 5,520 112,462 SH - DFND 2,20,5 97,090 0 15,372

ASSETMARK FINL HLDGS INC COM 04546L106 7,142 305,994 SH - DFND 2,20,5,8 253,295 0 52,699

TRANSCONTINENTAL RLTY INVS COM NEW 893617209 440 20,462 SH - DFND 2,20 17,676 0 2,786

TRANSDIGM GROUP INC COM 893641100 1,301,048 2,212,968 SH - DFND 10,11,12,13,19,2,20,5,6,81,944,690 28,575 239,703

TRANSLATE BIO INC COM 89374L104 54,365 3,296,834 SH - DFND 19,2,20,5,8 3,084,402 0 212,432

TRANSMEDICS GROUP INC COM 89377M109 21,671 522,320 SH - DFND 2,20,5 464,915 0 57,405

TRANSOCEAN LTD REG SHS H8817H100 54,247 15,280,933 SH - DFND 12,13,19,2,20,5,812,994,242 0 2,286,691

TRANSPORTADORA DE GAS SUR SPONSORED ADSB 893870204 1,557 322,286 SH - DFND 2,20,5 222,344 0 99,942

TRANSUNION COM 89400J107 332,743 3,697,140 SH - DFND 10,11,12,13,19,2,20,5,6,82,961,279 108,760 627,101

TRAVEL PLUS LEISURE CO COM 894164102 131,572 2,151,281 SH - DFND 12,13,19,2,20,5,8 1,953,870 4,995 192,416

TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 2,596 95,689 SH - DFND 2,20 95,689 0 0

TRAVELERS COMPANIES INC COM 89417E109 2,617,506 17,403,630 SH - DFND 10,11,12,13,19,2,20,5,6,810,251,938 153,817 6,997,875

ASSOCIATED BANC CORP COM 045487105 170,983 8,012,310 SH - DFND 12,13,2,20,5,8 7,643,535 1,561 367,214

TRAVERE THERAPEUTICS INC COM 89422G107 60,915 2,439,527 SH - DFND 2,20,5,8 2,235,400 0 204,127

TREAN INS GROUP INC COM 89457R101 2,635 163,184 SH - DFND 2,20 137,915 0 25,269

TRECORA RES COM 894648104 3,092 397,924 SH - DFND 2,20,5 338,032 0 59,892

TREDEGAR CORP COM 894650100 12,868 850,489 SH - DFND 2,20,5,8 753,243 1,576 95,670

TREEHOUSE FOODS INC COM 89469A104 67,279 1,287,889 SH - DFND 12,13,2,20,5,8 1,177,136 871 109,882

TREVENA INC COM 89532E109 155 86,731 SH - DFND 20 86,731 0 0

TREX CO INC COM 89531P105 291,157 3,180,651 SH - DFND 13,19,2,20,5,8 2,937,424 1,200 242,027

TRI POINTE HOMES INC COM 87265H109 104,795 5,147,084 SH - DFND 10,12,2,20,5,8 4,643,765 59,334 443,985

TRIBUNE PUBG CO NEW COM 89609W107 5,836 324,408 SH - DFND 2,20,5 264,771 8,800 50,837

TRICIDA INC COM 89610F101 2,818 532,616 SH - DFND 19,2,20,5,8 438,193 0 94,423

ASSOCIATED CAP GROUP INC CL A 045528106 1,379 38,451 SH - DFND 2,20 31,456 0 6,995

TRICO BANCSHARES COM 896095106 33,177 700,377 SH - DFND 2,20,5,8 555,278 0 145,099

TRIMAS CORP COM NEW 896215209 24,584 810,826 SH - DFND 2,20,5,8 654,824 200 155,802

TRIMBLE INC COM 896239100 758,458 9,750,077 SH - DFND 10,11,12,13,19,2,20,5,6,88,174,161 145,778 1,430,138

TRINET GROUP INC COM 896288107 64,259 824,256 SH - DFND 2,20,5,8 666,713 600 156,943

TRINITY INDS INC COM 896522109 67,480 2,368,560 SH - DFND 13,2,20,5,8 1,990,960 658 376,942

TRINSEO S A SHS L9340P101 83,461 1,310,842 SH - DFND 12,2,20,5,8 1,173,788 2,400 134,654

TRIP COM GROUP LTD ADS 89677Q107 358,148 9,037,296 SH - DFND 10,12,13,19,2,20,5,86,683,744 274,571 2,078,981

TRIPADVISOR INC COM 896945201 121,969 2,267,507 SH - DFND 13,19,2,20,5,8 2,055,054 1,093 211,360

TRIPLE-S MGMT CORP CL B 896749108 13,970 536,688 SH - DFND 2,20,5,8 463,723 0 72,965

TRISTATE CAP HLDGS INC COM 89678F100 16,102 698,279 SH - DFND 2,20,5,8 608,399 0 89,880

ASSURANT INC COM 04621X108 422,459 2,979,887 SH - DFND 10,11,12,13,19,2,20,5,6,82,346,717 36,422 596,748

TRITON INTL LTD CL A G9078F107 72,350 1,315,691 SH - DFND 10,2,20,5,8 1,062,253 21,468 231,970

TRIUMPH BANCORP INC COM 89679E300 71,482 923,657 SH - DFND 2,20,5,8 842,229 0 81,428

TRIUMPH GROUP INC NEW COM 896818101 66,058 3,594,007 SH - DFND 2,20,5,8 3,408,144 202 185,661

TRONOX HOLDINGS PLC SHS G9087Q102 39,670 2,167,782 SH - DFND 2,20,5,8 1,789,512 1,600 376,670

TRUEBLUE INC COM 89785X101 25,508 1,158,418 SH - DFND 19,2,20,5,8 1,015,029 1,702 141,687

TRUECAR INC COM 89785L107 9,769 2,041,501 SH - DFND 2,20,5,8 1,716,390 0 325,111

TRUIST FINL CORP COM 89832Q109 3,612,625 61,944,875 SH - DFND 10,12,13,19,2,20,5,6,854,931,563 656,449 6,356,863

TRUPANION INC COM 898202106 77,973 1,023,136 SH - DFND 19,2,20,5,8 913,036 200 109,900

TRUSTCO BK CORP N Y COM 898349105 23,519 3,161,905 SH - DFND 2,20,5,8 2,837,639 1,400 322,866

TRUSTMARK CORP COM 898402102 88,181 2,619,742 SH - DFND 2,20,5,8 2,399,734 895 219,113

ASSURED GUARANTY LTD COM G0585R106 97,246 2,300,056 SH - DFND 12,13,19,2,20,5,8 2,134,699 806 164,551

TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 374 39,505 SH - DFND 2,20 13,705 0 25,800

TTEC HLDGS INC COM 89854H102 55,871 556,209 SH - DFND 2,20,5,8 493,681 0 62,528

TTM TECHNOLOGIES INC COM 87305R109 50,121 3,456,590 SH - DFND 2,20,5,8 3,125,519 700 330,371

TUCOWS INC COM NEW 898697206 14,137 182,410 SH - DFND 2,20,5,8 151,585 0 30,825

TUFIN SOFTWARE TECHNOLOGIE SHS M8893U102 160 15,230 SH - DFND 2 15,230 0 0

TUPPERWARE BRANDS CORP COM 899896104 41,711 1,579,356 SH - DFND 13,2,20,5,8 1,423,657 800 154,899

TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,360 291,242 SH - DFND 2,20 291,242 0 0

TURNING POINT THERAPEUTICS I COM 90041T108 108,737 1,149,563 SH - DFND 13,2,20,5,8 1,013,063 300 136,200

TURNING PT BRANDS INC COM 90041L105 10,478 200,634 SH - DFND 2,20,5 178,884 0 21,750

TURTLE BEACH CORP COM NEW 900450206 5,825 218,406 SH - DFND 2,20,5 186,606 0 31,800

ACADIA RLTY TR COM SH BEN INT 004239109 87,092 4,555,221 SH - DFND 10,19,2,20,5,8 4,048,656 20,056 486,509

ASTEC INDS INC COM 046224101 51,501 682,858 SH - DFND 2,20,5,8 609,434 463 72,961

TUTOR PERINI CORP COM 901109108 14,297 754,466 SH - DFND 2,20,5,8 614,627 800 139,039

TWILIO INC CL A 90138F102 945,493 2,774,660 SH - DFND 10,11,12,13,19,2,20,5,6,82,259,103 68,341 447,216

TWILIO INC NOTE 0.250% 6/0 90138FAB8 33,850 7,038,000 PRN - DFND 2,5 7,038,000 0 0

TWIST BIOSCIENCE CORP COM 90184D100 149,659 1,208,290 SH - DFND 13,19,2,20,5,8 1,057,517 400 150,373

TWITTER INC COM 90184L102 2,193,240 34,468,642 SH - DFND 10,11,12,13,19,2,20,5,6,829,889,047 510,251 4,069,344

TWITTER INC NOTE 0.250% 6/1 90184LAF9 42,616 32,014,000 PRN - DFND 2,5 32,014,000 0 0

TWITTER INC NOTE 1.000% 9/1 90184LAD4 27,223 26,230,000 PRN - DFND 2,5 26,230,000 0 0

TWO HBRS INVT CORP COM NEW 90187B408 42,847 5,714,550 SH - DFND 12,13,2,20,5,8 4,688,782 2,027 1,023,741

TYLER TECHNOLOGIES INC COM 902252105 688,868 1,622,660 SH - DFND 10,11,12,13,19,2,20,5,6,81,371,199 26,571 224,890

TYME TECHNOLOGIES INC COM 90238J103 2,014 1,131,596 SH - DFND 2,20 977,178 0 154,418

ASTRAZENECA PLC SPONSORED ADR 046353108 14,447 290,566 SH - DFND 1,20 30,374 0 260,192

TYSON FOODS INC CL A 902494103 967,860 13,026,374 SH - DFND 10,11,12,13,19,2,20,5,6,810,840,103 312,724 1,873,547

U S CONCRETE INC COM 90333L201 38,139 520,172 SH - DFND 2,20,5,8 468,756 0 51,416

U S PHYSICAL THERAPY INC COM 90337L108 42,941 411,112 SH - DFND 2,20,5,8 366,237 300 44,575

U S SILICA HLDGS INC COM 90346E103 37,467 3,048,600 SH - DFND 13,2,20,5 2,854,681 0 193,919

U S XPRESS ENTERPRISES INC COM CL A 90338N202 3,958 336,890 SH - DFND 2,20 288,036 0 48,854

UBER TECHNOLOGIES INC COM 90353T100 1,316,206 24,146,142 SH - DFND 10,11,12,13,19,2,20,5,6,819,966,818 458,167 3,721,157

UBIQUITI INC COM 90353W103 28,082 94,140 SH - DFND 12,19,2,20,5,6,8 85,991 0 8,149

UDR INC COM 902653104 727,685 16,591,084 SH - DFND 10,11,12,13,19,2,20,5,6,814,156,376 239,912 2,194,796

UFP INDUSTRIES INC COM 90278Q108 147,237 1,941,411 SH - DFND 2,20,5,8 1,718,309 651 222,451

UFP TECHNOLOGIES INC COM 902673102 5,971 119,851 SH - DFND 2,20,5 102,500 0 17,351

ASTRONICS CORP COM 046433108 7,879 436,730 SH - DFND 2,20,5 367,626 0 69,104

UGI CORP NEW COM 902681105 585,563 14,166,933 SH - DFND 10,11,12,13,19,2,20,5,6,813,276,279 180,575 710,079

ULTA BEAUTY INC COM 90384S303 668,832 2,163,314 SH - DFND 10,11,12,13,19,2,20,5,6,81,849,473 68,153 245,688

ULTRA CLEAN HLDGS INC COM 90385V107 74,183 1,278,130 SH - DFND 2,20,5,8 1,140,996 0 137,134

ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 183,410 1,610,839 SH - DFND 13,19,2,20,5,8 1,381,728 600 228,511

ULTRALIFE CORP COM 903899102 1,089 131,478 SH - DFND 2,20 113,578 0 17,900

ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 10,026 2,624,681 SH - DFND 10,13,2,20 2,276,697 288,060 59,924

UMB FINL CORP COM 902788108 176,178 1,902,022 SH - DFND 12,13,2,20,5,8 1,728,746 308 172,968

UMH PPTYS INC COM 903002103 15,356 801,066 SH - DFND 2,20,5,8 652,036 0 149,030

UMPQUA HLDGS CORP COM 904214103 182,937 10,423,789 SH - DFND 12,13,2,20,5,8 9,927,271 2,162 494,356

UNDER ARMOUR INC CL A 904311107 166,808 7,527,417 SH - DFND 10,12,13,19,2,20,5,6,85,194,104 2,010 2,331,303

ASURE SOFTWARE INC COM 04649U102 1,690 221,204 SH - DFND 2,20 189,004 0 32,200

UNDER ARMOUR INC CL C 904311206 111,405 6,034,917 SH - DFND 10,12,13,19,2,20,5,6,85,372,452 2,047 660,418

UNIFI INC COM NEW 904677200 12,269 445,167 SH - DFND 2,20,5 414,614 0 30,553

UNIFIRST CORP MASS COM 904708104 106,908 477,885 SH - DFND 2,20,5,8 422,011 143 55,731

UNILEVER PLC SPON ADR NEW 904767704 2,151 38,521 SH - DFND 1,20 38,521 0 0

UNION PAC CORP COM 907818108 6,169,016 27,988,821 SH - DFND 1,10,11,12,13,19,2,20,5,6,824,113,352 685,456 3,190,013

UNIQURE NV SHS N90064101 52,531 1,559,236 SH - DFND 2,20,5,8 1,524,386 700 34,150

UNISYS CORP COM NEW 909214306 52,336 2,058,869 SH - DFND 19,2,20,5,8 1,830,451 1,550 226,868

UNITED AIRLS HLDGS INC COM 910047109 567,022 9,854,394 SH - DFND 10,12,13,19,2,20,5,6,89,195,997 952 657,445

UNITED BANKSHARES INC WEST V COM 909907107 419,204 10,772,926 SH - DFND 12,13,2,20,5,8 10,328,132 1,845 442,949

UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 149,431 4,358,675 SH - DFND 2,20,5,8 4,075,697 529 282,449

AT HOME GROUP INC COM 04650Y100 28,006 975,816 SH - DFND 2,20,5,8 821,673 0 154,143

UNITED FIRE GROUP INC COM 910340108 25,126 722,019 SH - DFND 2,20,5,8 642,779 0 79,240

UNITED INS HLDGS CORP COM 910710102 4,565 633,188 SH - DFND 2,20,5 581,911 0 51,277

UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 31,653 3,474,531 SH - DFND 2,20,5 3,474,531 0 0

UNITED NAT FOODS INC COM 911163103 60,251 1,829,101 SH - DFND 12,19,2,20,5,8 1,610,575 256 218,270

UNITED PARCEL SERVICE INC CL B 911312106 5,036,985 29,631,069 SH - DFND 1,10,11,12,13,19,2,20,5,6,825,661,296 510,086 3,459,687

UNITED RENTALS INC COM 911363109 1,340,556 4,070,804 SH - DFND 10,11,12,13,19,2,20,5,6,83,562,586 108,979 399,239

UNITED SEC BANCSHARES CALIF COM 911460103 1,740 212,404 SH - DFND 2,20 181,862 0 30,542

UNITED STATES ANTIMONY CORP COM 911549103 29 24,057 SH - DFND 20 24,057 0 0

UNITED STATES CELLULAR CORP COM 911684108 10,110 277,151 SH - DFND 2,20,5,8 252,608 0 24,543

UNITED STATES STL CORP NEW COM 912909108 293,637 11,220,348 SH - DFND 1,12,13,2,20,5,8 10,300,280 1,861 918,207

AT&T INC COM 00206R102 8,718,758 288,032,979 SH - DFND 1,10,11,12,13,19,2,20,5,6,8248,904,678 4,571,163 34,557,138

UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 21,847 10,011,000 PRN - DFND 2,5 10,011,000 0 0

UNITED STS LIME & MINERALS I COM 911922102 5,058 37,831 SH - DFND 2,20,5 30,307 0 7,524

UNITED THERAPEUTICS CORP DEL COM 91307C102 230,847 1,380,087 SH - DFND 12,13,2,20,5,8 1,288,587 457 91,043

UNITEDHEALTH GROUP INC COM 91324P102 16,256,331 43,691,594 SH - DFND 10,11,12,13,19,2,20,5,6,832,477,470 950,033 10,264,091

UNITI GROUP INC COM 91325V108 74,225 6,639,503 SH - DFND 12,13,2,20,5,8 5,924,156 3,741 711,606

UNITIL CORP COM 913259107 14,743 322,668 SH - DFND 13,19,2,20,5,8 262,491 0 60,177

UNITY BANCORP INC COM 913290102 2,961 134,598 SH - DFND 2,20 115,271 0 19,327

UNITY BIOTECHNOLOGY INC COM 91381U101 3,577 596,179 SH - DFND 2,20,5 518,008 0 78,171

UNITY SOFTWARE INC COM 91332U101 27,086 270,025 SH - DFND 19,2,20,5,6 248,325 0 21,700

UNIVAR SOLUTIONS USA INC COM 91336L107 82,389 3,824,909 SH - DFND 12,13,19,2,20,5,8 3,432,249 2,000 390,660

ATARA BIOTHERAPEUTICS INC COM 046513107 63,367 4,412,774 SH - DFND 2,20,5,8 4,138,478 0 274,296

UNIVERSAL CORP VA COM 913456109 68,835 1,166,888 SH - DFND 2,20,5,8 1,120,696 112 46,080

UNIVERSAL DISPLAY CORP COM 91347P105 263,913 1,114,637 SH - DFND 13,19,2,20,5,8 1,025,538 410 88,689

UNIVERSAL ELECTRS INC COM 913483103 27,234 495,430 SH - DFND 13,2,20,5,8 443,797 436 51,197

UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 45,293 668,229 SH - DFND 10,19,2,20,5,8 589,127 3,200 75,902

UNIVERSAL HLTH SVCS INC CL B 913903100 422,902 3,170,416 SH - DFND 10,11,12,13,19,2,20,5,6,82,725,097 79,511 365,808

UNIVERSAL INS HLDGS INC COM 91359V107 13,883 968,154 SH - DFND 2,20,5,8 856,040 8,300 103,814

UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,531 133,652 SH - DFND 2,20 117,586 0 16,066

UNIVERSAL TECHNICAL INST INC COM 913915104 2,755 471,700 SH - DFND 2,20,5 397,335 0 74,365

UNIVEST FINANCIAL CORPORATIO COM 915271100 22,343 781,503 SH - DFND 2,20,5,8 662,598 0 118,905

UNUM GROUP COM 91529Y106 271,957 9,772,093 SH - DFND 10,12,13,19,2,20,5,6,89,099,397 3,261 669,435

ATEA PHARMACEUTICALS INC COM 04683R106 17,569 284,523 SH - DFND 2,20,5 252,390 0 32,133

UNUM THERAPEUTICS INC COM 19240Q201 177 20,200 SH - DFND 20 20,200 0 0

UP FINTECH HLDG LTD SPONSORED ADS 91531W106 1,350 75,871 SH - DFND 2 75,871 0 0

UPLAND SOFTWARE INC COM 91544A109 29,629 627,872 SH - DFND 2,20,5,8 536,366 0 91,506

UPSTART HLDGS INC COM 91680M107 15,601 121,072 SH - DFND 2,20 112,991 0 8,081

UPWORK INC COM 91688F104 78,152 1,745,640 SH - DFND 19,2,20,5,8 1,409,879 700 335,061

URANIUM ENERGY CORP COM 916896103 53,999 18,880,893 SH - DFND 2,20,5 18,415,355 0 465,538

URBAN EDGE PPTYS COM 91704F104 91,543 5,541,356 SH - DFND 10,13,19,2,20,5,8 4,849,162 29,192 663,002

URBAN ONE INC CL D NON VTG 91705J204 30 17,372 SH - DFND 20 17,372 0 0

URBAN OUTFITTERS INC COM 917047102 94,789 2,548,781 SH - DFND 12,2,20,5,8 1,981,906 1,466 565,409

UROGEN PHARMA LTD COM M96088105 8,597 441,339 SH - DFND 2,20,5,8 349,226 300 91,813

ATHENE HOLDING LTD CL A G0684D107 138,436 2,746,750 SH - DFND 10,11,12,13,19,2,20,5,6,82,050,171 189,635 506,944

URSTADT BIDDLE PPTYS INC CL A 917286205 17,319 1,031,520 SH - DFND 2,20,5,8 917,968 0 113,552

US BANCORP DEL COM NEW 902973304 3,401,996 61,049,917 SH - DFND 1,10,12,13,19,2,20,5,6,853,580,248 826,601 6,643,068

US ECOLOGY INC COM 91734M103 40,716 977,807 SH - DFND 2,20,5,8 874,343 400 103,064

US FOODS HLDG CORP COM 912008109 107,642 2,823,759 SH - DFND 12,13,19,2,20,5,8 2,386,313 1,900 435,546

US WELL SERVICES INC CL A 91274U101 11 11,000 SH - DFND 20 11,000 0 0

USA TECHNOLOGIES INC COM 90328S500 377 32,200 SH - DFND 20 32,200 0 0

USANA HEALTH SCIENCES INC COM 90328M107 35,366 362,357 SH - DFND 2,20,5,8 322,153 0 40,204

UTAH MED PRODS INC COM 917488108 6,008 69,141 SH - DFND 2,20,5 60,239 0 8,902

UTZ BRANDS INC COM CL A 918090101 1,948 78,584 SH - DFND 20,5,8 65,384 0 13,200

UWM HOLDINGS CORPORATION COM CL A 91823B109 212 26,700 SH - DFND 20 26,700 0 0

ATHENEX INC COM 04685N103 43,513 10,119,332 SH - DFND 2,20,5,8 9,880,834 0 238,498

UXIN LTD ADS 91818X108 554 473,520 SH - DFND 2,20,5 473,520 0 0

V F CORP COM 918204108 1,250,525 15,647,205 SH - DFND 10,11,12,13,19,2,20,5,6,812,848,079 235,337 2,563,789

VAALCO ENERGY INC COM NEW 91851C201 62 27,558 SH - DFND 20 27,558 0 0

VAIL RESORTS INC COM 91879Q109 268,983 922,250 SH - DFND 10,11,12,13,19,2,20,5,6,8628,263 20,250 273,737

VALE S A SPONSORED ADS 91912E105 221,937 12,769,660 SH - DFND 1,10,2,20,5,8 11,016,605 1,394,889 358,166

VALERO ENERGY CORP COM 91913Y100 1,979,563 27,647,531 SH - DFND 10,11,12,13,19,2,20,5,6,825,130,020 420,228 2,097,283

VALLEY NATL BANCORP COM 919794107 253,968 18,355,646 SH - DFND 19,2,20,5,8 16,948,096 6,253 1,401,297

VALMONT INDS INC COM 920253101 132,248 555,273 SH - DFND 13,19,2,20,5,8 510,289 216 44,768

VALUE LINE INC COM 920437100 283 10,036 SH - DFND 2,20 8,236 0 1,800

VALVOLINE INC COM 92047W101 113,253 4,344,193 SH - DFND 13,19,2,20,5,8 3,955,370 1,813 387,010

ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 9,260 847,197 SH - DFND 19,2,20,5,8 701,764 0 145,433

ATHERSYS INC NEW COM 04744L106 22,296 12,386,510 SH - DFND 2,20,5,8 11,814,006 0 572,504

VANDA PHARMACEUTICALS INC COM 921659108 49,751 3,312,339 SH - DFND 2,20,5,8 3,114,689 0 197,650

VANECK VECTORS ETF TR AGRIBUSINESSETF 92189F700 1,570 17,900 SH - DFND 10 0 0 17,900

VANGUARD BD INDEX FDS TOTAL BNDMRKT 921937835 302,740 3,573,421 SH - DFND 1,12,2 3,573,421 0 0

VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 12,682 222,029 SH - DFND 12 222,029 0 0

VANGUARD INDEX FDS MID CAP ETF 922908629 224 1,014 SH - DFND 1 1,014 0 0

VANGUARD INDEX FDS REAL ESTATEETF 922908553 47,855 520,955 SH - DFND 1,10,2,20 472,855 48,100 0

VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 6,741 18,504 SH - DFND 1 18,504 0 0

VANGUARD INDEX FDS SMALL CP ETF 922908751 25,340 118,367 SH - DFND 1,20 118,367 0 0

VANGUARD INDEX FDS TOTAL STK MKT 922908769 12,316 59,589 SH - DFND 1 59,589 0 0

VANGUARD INDEX FDS VALUE ETF 922908744 32,875 250,077 SH - DFND 20 250,077 0 0

ATHIRA PHARMA INC COM 04746L104 3,907 212,351 SH - DFND 2,20,5 180,318 0 32,033

VANGUARD INTL EQUITY INDEX F FTSE EMR MKTETF 922042858 38,940 748,125 SH - DFND 1,20 736,588 7,856 3,681

VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 217,054 2,658,017 SH - DFND 2,20 2,248,318 0 409,699

VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,086 11,165 SH - DFND 1 11,165 0 0

VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23,190 249,279 SH - DFND 1,20 249,279 0 0

VANGUARD SCOTTSDALE FDS INTER TERMTREAS 92206C706 457,164 6,800,000 SH - DFND 2 6,800,000 0 0

VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 55,965 552,740 SH - DFND 12,2 552,740 0 0

VANGUARD SCOTTSDALE FDS SHORT TERMTREAS 92206C102 461,400 7,500,000 SH - DFND 2 7,500,000 0 0

VANGUARD TAX-MANAGED INTL FD FTSE DEV MKTETF 921943858 9,953 202,670 SH - DFND 1,20 52,091 112,208 38,371

VAPOTHERM INC COM 922107107 16,851 701,541 SH - DFND 19,2,20,5,8 640,198 0 61,343

VAREX IMAGING CORP COM 92214X106 34,518 1,684,605 SH - DFND 13,19,2,20,5,8 1,541,823 1,161 141,621

ATKORE INC COM 047649108 66,953 931,200 SH - DFND 2,20,5,8 760,432 0 170,768

VARIAN MED SYS INC COM 92220P105 664,651 3,765,087 SH - DFND 10,11,12,13,19,2,20,5,6,83,228,174 117,543 419,370

VARONIS SYS INC COM 922280102 104,726 2,039,850 SH - DFND 2,20,5,8 1,681,986 900 356,964

VAXART INC COM NEW 92243A200 51,342 8,486,301 SH - DFND 2,20,5,8 8,249,251 1,300 235,750

VAXCYTE INC COM 92243G108 34,999 1,772,076 SH - DFND 2,20,5,8 1,712,659 0 59,417

VBI VACCINES INC CDA COM NEW 91822J103 58,099 18,681,256 SH - DFND 2,20,5,8 18,170,632 0 510,624

VECTOR GROUP LTD COM 92240M108 55,868 4,004,884 SH - DFND 2,20,5 3,743,786 1,706 259,392

VECTRUS INC COM 92242T101 20,749 388,272 SH - DFND 19,2,20,5,8 347,538 0 40,734

VEDANTA LIMITED SPONSORED ADR 92242Y100 43,788 3,483,566 SH - DFND 1,12,13,2,20,5,8 1,351,425 0 2,132,141

VEECO INSTRS INC DEL COM 922417100 31,176 1,503,200 SH - DFND 2,20,5,8 1,342,276 1,747 159,177

VEEVA SYS INC CL A COM 922475108 714,031 2,733,237 SH - DFND 10,11,12,13,19,2,20,5,6,82,164,684 122,603 445,950

ATLANTIC CAP BANCSHARES INC COM 048269203 8,697 360,892 SH - DFND 2,20,5 310,362 0 50,530

VELODYNE LIDAR INC COM 92259F101 335 29,400 SH - DFND 20 29,400 0 0

VENATOR MATLS PLC SHS G9329Z100 187 40,300 SH - DFND 20 40,300 0 0

VENTAS INC COM 92276F100 1,202,924 22,364,115 SH - DFND 10,11,12,13,19,2,20,5,6,819,122,358 454,468 2,787,289

VENUS CONCEPT INC COM 92332W105 735 312,819 SH - DFND 2,20 266,685 0 46,134

VEON LTD SPONSORED ADR 91822M106 7,845 4,430,490 SH - DFND 13,2,20,5,8 2,618,290 0 1,812,200

VEONEER INC COM 92336X109 22,309 911,324 SH - DFND 13,2,20,5,8 793,154 1,000 117,170

VERA BRADLEY INC COM 92335C106 6,689 662,293 SH - DFND 2,20,5 612,819 0 49,474

VERACYTE INC COM 92337F107 116,365 2,164,933 SH - DFND 2,20,5,8 1,928,582 500 235,851

VERASTEM INC COM 92337C104 6,950 2,813,752 SH - DFND 2,20,5 2,417,752 0 396,000

VEREIT INC COM 92339V308 353,477 9,045,592 SH - DFND 10,11,12,13,19,2,20,5,6,87,293,418 174,694 1,577,480

ATLANTIC POWER CORP COM NEW 04878Q863 4,863 1,682,571 SH - DFND 2,20,5 1,480,566 0 202,005

VERICEL CORP COM 92346J108 134,985 2,429,979 SH - DFND 2,20,5,8 2,265,611 0 164,368

VERICITY INC COM 92347D100 197 19,950 SH - DFND 2,20 17,250 0 2,700

VERINT SYS INC COM 92343X100 59,993 1,318,812 SH - DFND 19,2,20,5,8 1,073,241 500 245,071

VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 9,460 8,385,000 PRN - DFND 2,5 8,385,000 0 0

VERISIGN INC COM 92343E102 775,078 3,899,565 SH - DFND 1,10,11,12,13,19,2,20,5,6,83,348,731 78,687 472,147

VERISK ANALYTICS INC COM 92345Y106 1,208,232 6,838,144 SH - DFND 10,11,12,13,19,2,20,5,6,85,706,621 92,220 1,039,303

VERITEX HLDGS INC COM 923451108 70,057 2,141,108 SH - DFND 2,20,5,8 1,898,233 0 242,875

VERITIV CORP COM 923454102 17,704 416,162 SH - DFND 2,20,5 383,147 0 33,015

VERITONE INC COM 92347M100 12,248 510,741 SH - DFND 2,20,5 453,446 0 57,295

VERIZON COMMUNICATIONS INC COM 92343V104 9,292,038 159,794,293 SH - DFND 1,10,11,12,13,19,2,20,5,6,8129,733,107 2,912,985 27,148,201

ATLANTIC UN BANKSHARES CORP COM 04911A107 88,246 2,300,472 SH - DFND 2,20,5,8 2,018,385 500 281,587

VERRA MOBILITY CORP COM 92511U102 35,843 2,648,161 SH - DFND 2,20,5,8 2,202,473 0 445,688

VERRICA PHARMACEUTICALS INC COM 92511W108 3,308 218,350 SH - DFND 2,20 186,622 0 31,728

VERSO CORP CL A 92531L207 10,028 687,301 SH - DFND 2,20,5 603,537 0 83,764

VERTEX INC CL A 92538J106 3,139 142,792 SH - DFND 2,20,5,8 137,492 0 5,300

VERTEX PHARMACEUTICALS INC COM 92532F100 2,401,404 11,175,038 SH - DFND 10,11,12,13,19,2,20,5,6,89,540,283 171,909 1,462,846

VERTIV HOLDINGS CO COM CL A 92537N108 54,405 2,720,232 SH - DFND 2,20,5,8 2,312,681 0 407,551

VERU INC COM 92536C103 9,397 872,075 SH - DFND 2,20,5 756,501 0 115,574

VIACOMCBS INC CL A 92556H107 2,893 61,014 SH - DFND 2,20,6 45,693 0 15,321

VIACOMCBS INC CL B 92556H206 1,388,340 30,619,438 SH - DFND 10,11,12,13,19,2,20,5,6,822,789,062 353,954 7,476,422

VIAD CORP COM NEW 92552R406 26,322 630,457 SH - DFND 2,20,5,8 571,352 478 58,627

ATLANTICA SUSTAINABLE INFR P SHS G0751N103 18,065 493,166 SH - DFND 2,20,5 493,166 0 0

VIANT TECHNOLOGY INC COM CL A 92557A101 8,107 153,281 SH - DFND 2,20,5 129,146 0 24,135

VIASAT INC COM 92552V100 70,278 1,461,993 SH - DFND 12,13,2,20,5,8 1,351,406 727 109,860

VIATRIS INC COM 92556V106 736,920 52,750,213 SH - DFND 1,10,11,12,13,19,2,20,5,6,845,704,342 1,242,446 5,803,425

VIAVI SOLUTIONS INC COM 925550105 114,023 7,262,624 SH - DFND 19,2,20,5,8 6,224,641 1,657 1,036,326

VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15,900 12,076,000 PRN - DFND 2,5 12,076,000 0 0

VICI PPTYS INC COM 925652109 471,328 16,498,169 SH - DFND 10,11,12,13,19,2,20,5,6,813,437,938 364,530 2,695,701

VICOR CORP COM 925815102 49,977 587,762 SH - DFND 19,2,20,5,8 520,962 0 66,800

VICTORY CAP HLDGS INC COM CL A 92645B103 932 36,468 SH - DFND 20,5,8 24,958 0 11,510

VIDLER WATER RESOUCES INC COM 92660E107 3,159 354,970 SH - DFND 2,20,5 299,871 0 55,099

VIEMED HEALTHCARE INC COM 92663R105 5,349 528,510 SH - DFND 2,20,5 447,142 0 81,368

ATLANTICUS HOLDINGS CORP COM 04914Y102 2,255 74,358 SH - DFND 2,20 63,416 0 10,942

VIEWRAY INC COM 92672L107 17,381 3,995,594 SH - DFND 2,20,5,8 3,647,293 0 348,301

VIKING THERAPEUTICS INC COM 92686J106 42,912 6,784,444 SH - DFND 2,20,5,8 6,537,979 0 246,465

VILLAGE SUPER MKT INC CL A NEW 927107409 3,919 164,468 SH - DFND 2,20,5,8 133,158 0 31,310

VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,055 72,492 SH - DFND 20,5 59,268 0 13,224

VIPSHOP HOLDINGS LIMITED SPONSORED ADSA 92763W103 264,693 8,864,482 SH - DFND 1,10,12,13,19,2,20,5,86,354,145 302,595 2,207,742

VIR BIOTECHNOLOGY INC COM 92764N102 96,322 1,878,727 SH - DFND 19,2,20,5 1,744,201 0 134,526

VIRGIN GALACTIC HOLDINGS INC COM 92766K106 77,243 2,521,798 SH - DFND 19,2,20,5,8 2,314,217 1,700 205,881

VIRNETX HLDG CORP COM 92823T108 11,826 2,123,195 SH - DFND 13,2,20,5,8 1,939,042 0 184,153

VIRTU FINL INC CL A 928254101 25,677 826,960 SH - DFND 2,20,5,8 704,478 0 122,482

VIRTUS INVT PARTNERS INC COM 92828Q109 54,421 231,086 SH - DFND 10,2,20,5,8 201,285 2,683 27,118

ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 73,696 1,219,320 SH - DFND 2,20,5,8 1,148,042 0 71,278

VISA INC COM CL A 92826C839 15,413,442 72,797,628 SH - DFND 10,11,12,13,19,2,20,5,6,857,036,183 1,735,257 14,026,188

VISHAY INTERTECHNOLOGY INC COM 928298108 99,974 4,151,761 SH - DFND 2,20,5,8 3,670,194 789 480,778

VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 15,761 14,395,000 PRN - DFND 2,5 14,395,000 0 0

VISHAY PRECISION GROUP INC COM 92835K103 6,861 222,703 SH - DFND 2,20,5,8 183,124 0 39,579

VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 92 35,799 SH - DFND 2 35,799 0 0

VISTA OUTDOOR INC COM 928377100 52,989 1,652,303 SH - DFND 2,20,5 1,540,619 586 111,098

VISTEON CORP COM NEW 92839U206 123,729 1,014,585 SH - DFND 12,13,19,2,20,5,8 909,082 459 105,044

VISTRA CORP COM 92840M102 164,866 9,324,976 SH - DFND 10,11,12,13,19,2,20,5,6,88,063,760 242,580 1,018,636

VITAL FARMS INC COM 92847W103 6,823 312,426 SH - DFND 2,20,5,8 261,574 0 50,852

VIVINT SMART HOME INC COM CL A 928542109 22,025 1,538,033 SH - DFND 2,20,5 1,334,800 0 203,233

ATLAS CORP SHARES Y0436Q109 9,437 691,360 SH - DFND 2,20,5,8 467,060 1,300 223,000

VMWARE INC CL A COM 928563402 284,804 1,893,015 SH - DFND 10,11,12,13,19,2,20,5,6,81,301,958 48,287 542,770

VOCERA COMMUNICATIONS INC COM 92857F107 24,017 624,472 SH - DFND 19,2,20,5,8 506,660 0 117,812

VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 3,418 185,457 SH - DFND 1,2,20 178,323 0 7,134

VOLITIONRX LTD COM 928661107 1,614 427,092 SH - DFND 2,20 369,792 0 57,300

VONAGE HLDGS CORP COM 92886T201 89,789 7,596,340 SH - DFND 2,20,5,8 6,714,050 4,300 877,990

VONTIER CORPORATION COM 928881101 124,921 4,126,902 SH - DFND 1,10,12,13,19,2,20,5,83,780,999 1,539 344,364

VOR BIOPHARMA INC COM 929033108 7,307 169,531 SH - DFND 2,20,5 143,937 0 25,594

VORNADO RLTY TR SH BEN INT 929042109 470,674 10,369,557 SH - DFND 10,11,12,13,19,2,20,5,6,88,908,674 138,656 1,322,227

VOXELJET AG ADS 92912L206 303 19,410 SH - DFND 1 0 0 19,410

VOXX INTL CORP CL A 91829F104 5,776 303,036 SH - DFND 2,20,5 261,969 0 41,067

ACCELERATE DIAGNOSTICS INC COM 00430H102 6,683 803,236 SH - DFND 19,2,20,5,8 704,139 0 99,097

ATLASSIAN CORP PLC CL A G06242104 318,132 1,509,451 SH - DFND 10,12,13,19,2,20,5,6,81,365,450 0 144,001

VOYA FINANCIAL INC COM 929089100 244,361 3,839,733 SH - DFND 10,11,12,13,19,2,20,5,6,82,932,077 133,898 773,758

VOYAGER THERAPEUTICS INC COM 92915B106 2,310 490,470 SH - DFND 2,20,5,8 411,241 0 79,229

VROOM INC COM 92918V109 47,300 1,213,130 SH - DFND 2,20,5,8 1,051,204 0 161,926

VSE CORP COM 918284100 6,273 158,817 SH - DFND 2,20,5 134,323 0 24,494

VTV THERAPEUTICS INC CL A 918385105 786 278,766 SH - DFND 2,20 264,411 0 14,355

VULCAN MATLS CO COM 929160109 943,556 5,591,444 SH - DFND 10,11,12,13,19,2,20,5,6,84,805,664 78,767 707,013

VUZIX CORP COM NEW 92921W300 119,054 4,679,808 SH - DFND 2,20,5 4,679,808 0 0

VYNE THERAPEUTICS INC COM 92941V209 6,566 959,198 SH - DFND 2,20,5 878,044 0 81,154

W & T OFFSHORE INC COM 92922P106 6,320 1,760,458 SH - DFND 2,20,5 1,500,370 0 260,088

WABASH NATL CORP COM 929566107 32,376 1,722,140 SH - DFND 2,20,5,8 1,533,349 2,200 186,591

ATMOS ENERGY CORP COM 049560105 907,743 9,183,031 SH - DFND 10,11,12,13,19,2,20,5,6,87,721,392 101,901 1,359,738

WABTEC COM 929740108 581,602 7,347,166 SH - DFND 1,10,11,12,13,19,2,20,5,6,86,435,385 106,846 804,935

WADDELL & REED FINL INC CL A 930059100 54,190 2,163,271 SH - DFND 2,20,5,8 1,933,107 2,643 227,521

WAITR HLDGS INC COM 930752100 3,995 1,363,497 SH - DFND 2,20,5 1,175,540 0 187,957

WALGREENS BOOTS ALLIANCE INC COM 931427108 2,462,929 44,862,094 SH - DFND 1,10,11,12,13,19,2,20,5,6,835,141,578 463,560 9,256,956

WALKER & DUNLOP INC COM 93148P102 119,141 1,159,633 SH - DFND 2,20,5,8 1,054,317 0 105,316

WALMART INC COM 931142103 8,430,913 61,820,260 SH - DFND 1,10,11,12,13,19,2,20,5,6,848,337,591 1,795,192 11,687,477

WARNER MUSIC GROUP CORP COM CL A 934550203 3,302 96,189 SH - DFND 10,20,5,6,8 96,189 0 0

WARRIOR MET COAL INC COM 93627C101 95,373 5,567,577 SH - DFND 2,20,5,8 5,385,139 0 182,438

WASHINGTON FED INC COM 938824109 90,070 2,924,354 SH - DFND 2,20,5,8 2,648,195 1,029 275,130

WASHINGTON PRIME GROUP NEW COM 93964W405 499 223,569 SH - DFND 13,2,20,5,8 206,896 0 16,673

ATN INTL INC COM 00215F107 22,160 449,588 SH - DFND 13,2,20,5,8 409,054 0 40,534

WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 96,985 4,329,778 SH - DFND 10,12,13,19,2,20,5,83,825,382 19,987 484,409

WASHINGTON TR BANCORP COM 940610108 24,482 469,432 SH - DFND 13,2,20,5,8 393,583 0 75,849

WASTE CONNECTIONS INC COM 94106B101 265,047 2,454,597 SH - DFND 10,11,12,13,19,2,20,5,6,81,658,710 149,766 646,121

WASTE MGMT INC DEL COM 94106L109 2,649,814 20,538,008 SH - DFND 10,11,12,13,19,2,20,5,6,815,877,302 298,681 4,362,025

WATERS CORP COM 941848103 730,589 2,570,959 SH - DFND 10,11,12,13,19,2,20,5,6,82,196,302 52,262 322,395

WATERSTONE FINL INC MD COM 94188P101 10,372 507,924 SH - DFND 2,20,5,8 421,329 0 86,595

WATFORD HLDGS LTD SHS G94787101 10,955 316,536 SH - DFND 2,20,5,8 263,970 0 52,566

WATSCO INC COM 942622200 203,970 782,245 SH - DFND 12,13,19,2,20,5,8 715,701 987 65,557

WATTS WATER TECHNOLOGIES INC CL A 942749102 102,001 858,524 SH - DFND 19,2,20,5,8 753,977 144 104,403

WAVE LIFE SCIENCES LTD SHS Y95308105 3,283 585,191 SH - DFND 19,2,20,5,8 491,952 0 93,239

ATOMERA INC COM 04965B100 6,974 284,673 SH - DFND 2,20,5 245,627 0 39,046

WAYFAIR INC CL A 94419L101 433,357 1,376,828 SH - DFND 10,11,12,13,19,2,20,5,6,81,109,832 43,445 223,551

WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 60,775 27,300,000 PRN - DFND 2,5 27,300,000 0 0

WAYFAIR INC NOTE 1.125%11/0 94419LAD3 41,194 15,024,000 PRN - DFND 2,5 15,024,000 0 0

WD-40 CO COM 929236107 130,686 426,826 SH - DFND 2,20,5,8 374,557 235 52,034

WEBSTER FINL CORP CONN COM 947890109 215,212 3,905,133 SH - DFND 12,13,2,20,5,8 3,716,773 1,374 186,986

WEC ENERGY GROUP INC COM 92939U106 1,539,093 16,445,057 SH - DFND 10,11,12,13,19,2,20,5,6,814,050,067 219,291 2,175,699

WEIBO CORP NOTE 1.250%11/1 948596AC5 23,331 23,819,000 PRN - DFND 2,5 23,819,000 0 0

WEIBO CORP SPONSORED ADR 948596101 62,739 1,243,334 SH - DFND 10,12,13,19,2,20,5,8952,817 30,330 260,187

WEINGARTEN RLTY INVS SH BEN INT 948741103 142,339 5,289,441 SH - DFND 10,12,13,19,2,20,5,84,742,408 36,444 510,589

WEIS MKTS INC COM 948849104 17,759 314,214 SH - DFND 2,20,5,8 268,307 370 45,537

ATRECA INC CL A COM 04965G109 17,269 1,126,500 SH - DFND 2,20,5,8 1,061,947 0 64,553

WELBILT INC COM 949090104 40,435 2,488,317 SH - DFND 2,20,5,8 2,007,948 886 479,483

WELLS FARGO CO NEW COM 949746101 6,877,325 176,025,734 SH - DFND 1,10,12,13,19,2,20,5,6,8155,679,474 2,365,163 17,981,097

WELLTOWER INC COM 95040Q104 1,714,412 23,934,274 SH - DFND 10,11,12,13,19,2,20,5,6,820,507,241 353,837 3,073,196

WENDYS CO COM 95058W100 88,065 4,346,735 SH - DFND 2,20,5,8 3,955,976 1,941 388,818

WERNER ENTERPRISES INC COM 950755108 104,228 2,209,620 SH - DFND 2,20,5,8 1,993,072 242 216,306

WESBANCO INC COM 950810101 68,163 1,874,949 SH - DFND 2,20,5,8 1,645,986 137 228,826

WESCO INTL INC COM 95082P105 85,773 991,251 SH - DFND 12,19,2,20,5,8 803,897 491 186,863

WEST BANCORPORATION INC CAP STK 95123P106 8,329 345,757 SH - DFND 13,2,20,5 261,696 0 84,061

WEST PHARMACEUTICAL SVSC INC COM 955306105 928,488 3,295,082 SH - DFND 10,11,12,13,19,2,20,5,6,82,746,259 133,116 415,707

WESTAMERICA BANCORPORATION COM 957090103 66,269 1,055,569 SH - DFND 2,20,5,8 962,786 10 92,773

ATRICURE INC COM 04963C209 64,824 989,384 SH - DFND 19,2,20,5,8 823,731 500 165,153

WESTERN ALLIANCE BANCORP COM 957638109 267,986 2,837,636 SH - DFND 13,2,20,5,8 2,646,207 1,500 189,929

WESTERN ASSET MTG CAP CORP COM 95790D105 3,652 1,124,046 SH - DFND 2,20,5 976,974 0 147,072

WESTERN DIGITAL CORP. COM 958102105 787,218 11,793,527 SH - DFND 10,11,12,13,19,2,20,5,6,810,160,237 174,722 1,458,568

WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 30,094 29,398,000 PRN - DFND 2,5 29,398,000 0 0

WESTERN NEW ENG BANCORP INC COM 958892101 3,545 420,492 SH - DFND 2,20,5 367,506 0 52,986

WESTERN UN CO COM 959802109 511,367 20,736,715 SH - DFND 1,10,11,12,13,19,2,20,5,6,817,033,338 435,903 3,267,474

WESTLAKE CHEM CORP COM 960413102 40,278 453,632 SH - DFND 12,13,19,2,20,5,8 371,264 500 81,868

WESTPAC BANKING CORP SPONSORED ADR 961214301 722 38,921 SH - DFND 20 38,921 0 0

WESTROCK CO COM 96145D105 595,532 11,441,536 SH - DFND 10,11,12,13,19,2,20,5,6,810,022,172 258,822 1,160,542

WESTWOOD HLDGS GROUP INC COM 961765104 2,121 145,676 SH - DFND 2,20,5 126,572 0 19,104

ATRION CORP COM 049904105 25,386 39,584 SH - DFND 2,20,5,8 34,482 0 5,102

WEX INC COM 96208T104 212,597 1,016,142 SH - DFND 13,2,20,5,8 929,823 427 85,892

WEYCO GROUP INC COM 962149100 2,272 105,062 SH - DFND 2,20 89,873 0 15,189

WEYERHAEUSER CO MTN BE COM NEW 962166104 1,001,009 28,118,219 SH - DFND 10,11,12,13,19,2,20,5,6,823,846,733 560,184 3,711,302

WHIRLPOOL CORP COM 963320106 660,583 2,997,882 SH - DFND 10,11,12,13,19,2,20,5,6,82,549,638 103,792 344,452

WHITE MTNS INS GROUP LTD COM G9618E107 53,381 47,880 SH - DFND 13,19,2,20,5,8 38,759 51 9,070

WHITESTONE REIT COM 966084204 14,945 1,540,771 SH - DFND 2,20,5 1,442,849 0 97,922

WHITING PETE CORP NEW COM NEW 966387508 30,869 870,764 SH - DFND 2,20,5 867,827 0 2,937

WHOLE EARTH BRANDS INC COM CL A 96684W100 189 14,493 SH - DFND 20 14,493 0 0

WIDEOPENWEST INC COM 96758W101 13,035 959,153 SH - DFND 19,2,20,5,8 799,292 0 159,861

WILEY JOHN & SONS INC CL A 968223206 177,155 3,268,535 SH - DFND 19,2,20,5,6,8 3,171,966 435 96,134

AUBURN NATL BANCORP COM 050473107 1,398 36,422 SH - DFND 2,20 31,922 0 4,500

WILLDAN GROUP INC COM 96924N100 7,694 187,420 SH - DFND 2,20,5,8 155,731 0 31,689

WILLIAMS COS INC COM 969457100 1,853,341 78,233,042 SH - DFND 10,11,12,13,19,2,20,5,6,871,144,285 744,788 6,343,969

WILLIAMS SONOMA INC COM 969904101 424,831 2,370,709 SH - DFND 10,12,13,19,2,20,5,82,197,157 6,445 167,107

WILLIS LEASE FIN CORP COM 970646105 2,007 46,172 SH - DFND 2,20 38,945 0 7,227

WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,457,735 6,349,491 SH - DFND 10,11,12,13,19,2,20,5,6,85,542,402 76,771 730,318

WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 90,782 3,271,407 SH - DFND 2,20,5,8 2,654,863 596 615,948

WIMI HOLOGRAM CLOUD INC SPON ADS CL B 97264L100 396 60,000 SH - DFND 1 0 0 60,000

WINGSTOP INC COM 974155103 112,276 882,881 SH - DFND 2,20,5,8 776,779 200 105,902

WINMARK CORP COM 974250102 12,754 68,411 SH - DFND 2,20,5,8 56,132 0 12,279

WINNEBAGO INDS INC COM 974637100 77,442 1,009,540 SH - DFND 2,20,5,8 900,592 0 108,948

AUDIOCODES LTD ORD M15342104 371 13,762 SH - DFND 2 13,762 0 0

WINTRUST FINL CORP COM 97650W108 199,397 2,630,571 SH - DFND 12,13,2,20,5,8 2,513,403 539 116,629

WIPRO LTD SPON ADR 1 SH 97651M109 72,496 11,434,631 SH - DFND 1,12,13,19,2,20,5,86,931,587 0 4,503,044

WISDOMTREE INVTS INC COM 97717P104 25,425 4,068,012 SH - DFND 2,20,5,8 3,575,789 3,600 488,623

WIX COM LTD NOTE 7/0 92940WAB5 21,739 10,838,000 PRN - DFND 2,5 10,838,000 0 0

WIX COM LTD SHS M98068105 291,637 1,044,472 SH - DFND 10,12,13,19,2,20,5,6,8737,153 26,100 281,219

WNS HLDGS LTD SPON ADR 92932M101 3,654 50,437 SH - DFND 19,2,20 50,437 0 0

WOLVERINE WORLD WIDE INC COM 978097103 99,789 2,597,320 SH - DFND 2,20,5,8 2,289,127 828 307,365

WOODWARD INC COM 980745103 156,353 1,296,135 SH - DFND 13,19,2,20,5,8 1,182,645 449 113,041

WORKDAY INC CL A 98138H101 887,562 3,572,684 SH - DFND 10,11,12,13,19,2,20,5,6,82,869,347 87,407 615,930

WORKDAY INC NOTE 0.250%10/0 98138HAF8 52,899 30,751,000 PRN - DFND 2,5 30,751,000 0 0

AUTODESK INC COM 052769106 2,345,286 8,462,155 SH - DFND 10,11,12,13,19,2,20,5,6,87,138,699 188,060 1,135,396

WORKHORSE GROUP INC COM NEW 98138J206 32,367 2,350,518 SH - DFND 2,20,5,8 1,992,816 1,100 356,602

WORKIVA INC COM CL A 98139A105 68,553 776,717 SH - DFND 19,2,20,5,8 633,158 500 143,059

WORLD ACCEP CORPORATION COM 981419104 17,636 135,915 SH - DFND 2,20,5,8 119,839 0 16,076

WORLD FUEL SVCS CORP COM 981475106 91,434 2,588,786 SH - DFND 10,12,13,2,20,5,8 2,332,913 30,723 225,150

WORLD GOLD TR SPDR GLD MINIS 98149E204 2,692 158,354 SH - DFND 20 158,354 0 0

WORLD WRESTLING ENTMT INC CL A 98156Q108 57,117 1,052,654 SH - DFND 19,2,20,5,8 949,349 6,700 96,605

WORTHINGTON INDS INC COM 981811102 147,513 2,198,733 SH - DFND 2,20,5,8 2,072,498 200 126,035

WP CAREY INC COM 92936U109 498,620 6,944,174 SH - DFND 10,11,12,13,19,2,20,5,6,85,784,774 141,214 1,018,186

WRAP TECHNOLOGIES INC COM 98212N107 1,046 188,040 SH - DFND 2,20 166,988 0 21,052

WSFS FINL CORP COM 929328102 103,228 2,073,272 SH - DFND 2,20,5,8 1,862,342 662 210,268

ACCELERON PHARMA INC COM 00434H108 135,194 996,933 SH - DFND 13,19,2,20,5,8 890,723 1,400 104,810

AUTOHOME INC SP ADS RP CL A 05278C107 125,061 1,340,847 SH - DFND 1,10,12,13,19,2,20,5,8992,449 36,300 312,098

WW INTL INC COM 98262P101 43,016 1,375,194 SH - DFND 13,2,20,5,8 1,208,048 336 166,810

WYNDHAM HOTELS & RESORTS INC COM 98311A105 154,582 2,215,278 SH - DFND 12,13,19,2,20,5,8 2,023,612 1,795 189,871

WYNN RESORTS LTD COM 983134107 486,537 3,880,806 SH - DFND 10,12,13,19,2,20,5,6,83,346,408 45,667 488,731

X4 PHARMACEUTICALS INC COM 98420X103 2,384 276,840 SH - DFND 2,20 238,874 0 37,966

XBIOTECH INC COM 98400H102 6,616 385,340 SH - DFND 2,20,5,8 349,664 0 35,676

XCEL ENERGY INC COM 98389B100 1,783,355 26,634,296 SH - DFND 10,11,12,13,19,2,20,5,6,823,585,666 362,192 2,686,438

XENCOR INC COM 98401F105 111,390 2,586,846 SH - DFND 2,20,5,8 2,395,976 1,200 189,670

XENIA HOTELS & RESORTS INC COM 984017103 114,946 5,894,662 SH - DFND 10,12,13,19,2,20,5,85,228,781 26,912 638,969

XENON PHARMACEUTICALS INC COM 98420N105 1,756 98,088 SH - DFND 2,20,5,8 96,388 0 1,700

XERIS PHARMACEUTICALS INC COM 98422L107 3,538 784,539 SH - DFND 2,20,5 676,832 0 107,707

AUTOLIV INC COM 052800109 90,516 975,389 SH - DFND 10,11,12,13,19,2,20,5,6,8635,646 89,930 249,813

XEROX HOLDINGS CORP COM NEW 98421M106 102,200 4,168,822 SH - DFND 1,12,13,19,2,20,5,83,723,913 2,277 442,632

XILINX INC COM 983919101 1,209,427 9,761,319 SH - DFND 10,11,12,13,19,2,20,5,6,88,306,724 334,815 1,119,780

XL FLEET CORP COM CL A 9837FR100 553 61,600 SH - DFND 20 61,600 0 0

XOMA CORP DEL COM NEW 98419J206 4,324 105,949 SH - DFND 2,20 89,773 0 16,176

XP INC CL A G98239109 7,179 190,579 SH - DFND 10,2,20,8 190,579 0 0

XPEL INC COM 98379L100 13,938 268,391 SH - DFND 2,20,5,8 226,979 0 41,412

XPENG INC ADS 98422D105 109,582 3,001,428 SH - DFND 1,10,12,13,19,2,20,5,82,186,896 72,300 742,232

XPERI HOLDING CORP COM 98390M103 84,126 3,864,322 SH - DFND 2,20,5,8 3,486,878 866 376,578

XPO LOGISTICS INC COM 983793100 379,164 3,075,135 SH - DFND 10,11,12,13,19,2,20,5,6,82,677,419 62,550 335,166

XUNLEI LTD SPONSORED ADR 98419E108 1,946 297,619 SH - DFND 2 297,619 0 0

AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 129 22,534 SH - DFND 2 22,534 0 0

XYLEM INC COM 98419M100 867,153 8,244,469 SH - DFND 10,11,12,13,19,2,20,5,6,87,107,470 103,549 1,033,450

Y-MABS THERAPEUTICS INC COM 984241109 51,693 1,709,421 SH - DFND 2,20,5,8 1,609,634 0 99,787

YAMANA GOLD INC COM 98462Y100 75 17,098 SH - DFND 20 17,098 0 0

YANDEX N V SHS CLASS A N97284108 214,003 3,340,670 SH - DFND 10,12,13,19,2,20,5,82,991,738 125,550 223,382

YATRA ONLINE INC ORD SHS G98338109 216 92,731 SH - DFND 20 92,731 0 0

YELP INC CL A 985817105 97,229 2,493,058 SH - DFND 13,2,20,5,8 2,235,460 600 256,998

YETI HLDGS INC COM 98585X104 165,175 2,287,427 SH - DFND 13,2,20,5,8 2,009,142 400 277,885

YEXT INC COM 98585N106 33,377 2,305,071 SH - DFND 2,20,5,8 1,967,636 0 337,435

YORK WTR CO COM 987184108 12,416 252,589 SH - DFND 19,2,20,5,8 208,104 0 44,485

YOUDAO INC SPONSORED ADS 98741T104 223 9,380 SH - DFND 19,2 9,380 0 0

AUTOMATIC DATA PROCESSING IN COM 053015103 3,413,792 18,025,450 SH - DFND 1,10,11,12,13,19,2,20,5,6,815,296,492 488,852 2,240,106

YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 21,566 5,247,251 SH - DFND 10,12,13,19,2,20,5,81,896,757 581,040 2,769,454

YUM BRANDS INC COM 988498101 1,327,452 12,270,774 SH - DFND 10,11,12,13,19,2,20,5,6,810,160,828 197,221 1,912,725

YUM CHINA HLDGS INC COM 98850P109 649,254 10,965,270 SH - DFND 1,10,11,12,13,19,2,20,5,6,88,960,166 204,171 1,800,933

YY INC ADS REPSTG COMA 46591M109 116,438 1,242,274 SH - DFND 1,10,12,13,19,2,20,5,8949,928 49,837 242,509

YY INC NOTE 0.750% 6/1 98426TAD8 17,030 14,140,000 PRN - DFND 2,5 14,140,000 0 0

YY INC NOTE 1.375% 6/1 98426TAF3 15,487 13,035,000 PRN - DFND 2,5 13,035,000 0 0

ZAI LAB LTD ADR 98887Q104 183,905 1,378,291 SH - DFND 1,10,12,13,19,2,20,5,8973,929 33,800 370,562

ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 980,893 2,021,710 SH - DFND 10,11,12,13,19,2,20,5,6,81,697,087 62,684 261,939

ZENDESK INC COM 98936J101 294,872 2,223,439 SH - DFND 10,11,12,13,19,2,20,5,6,81,774,173 55,436 393,830

ZENTALIS PHARMACEUTICALS INC COM 98943L107 63,748 1,469,191 SH - DFND 2,20,5,8 1,387,973 0 81,218

AUTONATION INC COM 05329W102 139,063 1,491,775 SH - DFND 10,12,13,2,20,5,8 1,358,058 15,598 118,119

ZEPP HEALTH CORPORATION SPONSORED ADS 98945L105 4,385 407,105 SH - DFND 2,20,5 398,390 0 8,715

ZILLOW GROUP INC CL A 98954M101 156,294 1,189,632 SH - DFND 10,11,12,13,19,2,20,5,6,8954,545 29,689 205,398

ZILLOW GROUP INC CL C CAP STK 98954M200 374,673 2,890,104 SH - DFND 10,11,12,13,19,2,20,5,6,82,291,369 68,515 530,220

ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 57,962 19,550,000 PRN - DFND 2,5 19,550,000 0 0

ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 41,519 13,860,000 PRN - DFND 2,5 13,860,000 0 0

ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 12,820 7,655,000 PRN - DFND 2,5 7,655,000 0 0

ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 28,931 14,000,000 PRN - DFND 2,5 14,000,000 0 0

ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,336,167 8,334,460 SH - DFND 10,11,12,13,19,2,20,5,6,87,257,271 121,298 955,891

ZIONS BANCORPORATION N A COM 989701107 485,932 8,841,551 SH - DFND 10,12,13,19,2,20,5,6,88,259,240 2,177 580,134

ZIOPHARM ONCOLOGY INC COM 98973P101 43,925 12,201,348 SH - DFND 2,20,5,8 11,492,574 0 708,774

AUTOZONE INC COM 053332102 1,277,438 909,662 SH - DFND 10,11,12,13,19,2,20,5,6,8765,125 14,459 130,078

ZIX CORP COM 98974P100 9,610 1,272,830 SH - DFND 2,20,5 1,144,799 0 128,031

ZOETIS INC CL A 98978V103 2,989,256 18,981,811 SH - DFND 10,11,12,13,19,2,20,5,6,816,238,956 418,416 2,324,439

ZOGENIX INC COM NEW 98978L204 25,677 1,315,403 SH - DFND 19,2,20,5,8 1,125,001 0 190,402

ZOMEDICA PHARMACEUTICALS COR COM 98980M109 8,490 5,373,337 SH - DFND 2,20 5,373,337 0 0

ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,261,953 3,927,768 SH - DFND 10,11,12,13,19,2,20,5,6,83,092,823 182,256 652,689

ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 17,980 367,692 SH - DFND 10,19,2,20,5,6,8 292,592 400 74,700

ZOVIO INC COM 98979V102 130 32,094 SH - DFND 20 32,094 0 0

ZSCALER INC COM 98980G102 258,245 1,504,311 SH - DFND 10,11,12,13,19,2,20,5,6,81,213,762 42,047 248,502

ZTO EXPRESS CAYMAN INC SPONSORED ADSA 98980A105 256,792 8,809,345 SH - DFND 1,10,12,13,19,2,20,5,86,142,171 187,000 2,480,174

ZUMIEZ INC COM 989817101 35,480 827,033 SH - DFND 2,20,5,8 748,151 0 78,882

AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 1,091 120,693 SH - DFND 1,2 17,278 0 103,415

ZUORA INC COM CL A 98983V106 32,214 2,176,601 SH - DFND 2,20,5,8 1,814,954 0 361,647

ZYMEWORKS INC COM 98985W102 3,445 109,091 SH - DFND 2,20,5,8 73,891 0 35,200

ZYNERBA PHARMACEUTICALS INC COM 98986X109 54 11,600 SH - DFND 20 11,600 0 0

ZYNEX INC COM 98986M103 7,916 518,400 SH - DFND 2,20,5,8 476,435 0 41,965

ZYNGA INC CL A 98986T108 127,533 12,490,990 SH - DFND 13,19,2,20,5,8 10,621,432 8,800 1,860,758

ZYNGA INC NOTE 0.250% 6/0 98986TAB4 26,365 19,313,000 PRN - DFND 2,5 19,313,000 0 0

AVALARA INC COM 05338G106 201,817 1,512,530 SH - DFND 10,11,12,13,19,2,20,5,6,81,235,335 36,624 240,571

AVALON GLOBOCARE CORP COM 05344R104 306 286,145 SH - DFND 2,20 236,514 0 49,631

AVALONBAY CMNTYS INC COM 053484101 1,544,653 8,301,360 SH - DFND 10,11,12,13,19,2,20,5,6,87,116,544 115,073 1,069,743

1LIFE HEALTHCARE INC COM 68269G107 59,926 1,533,421 SH - DFND 19,2,20,5,8 1,278,899 400 254,122

ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,953,298 25,170,168 SH - DFND 10,11,12,13,19,2,20,5,6,821,154,434 703,759 3,311,975

AVANGRID INC COM 05351W103 49,464 984,453 SH - DFND 10,12,13,19,2,20,5,6,8894,260 0 90,193

AVANOS MED INC COM 05350V106 73,782 1,686,825 SH - DFND 1,19,2,20,5,8 1,515,121 257 171,447

AVANTOR INC COM 05352A100 273,709 9,461,091 SH - DFND 10,11,12,13,19,2,20,5,6,87,604,178 240,341 1,616,572

AVAYA HLDGS CORP COM 05351X101 56,806 2,026,602 SH - DFND 12,19,2,20,5,8 1,704,929 400 321,273

AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 10,389 8,333,000 PRN - DFND 2,5 8,333,000 0 0

AVENUE THERAPEUTICS INC COM NEW 05360L205 873 143,801 SH - DFND 2,20 130,533 0 13,268

AVEO PHARMACEUTICALS INC COM NEW 053588307 2,307 315,187 SH - DFND 2,20,5 273,493 0 41,694

AVERY DENNISON CORP COM 053611109 692,478 3,770,641 SH - DFND 10,11,12,13,19,2,20,5,6,83,067,042 90,367 613,232

AVIAT NETWORKS INC COM NEW 05366Y201 208 2,932 SH - DFND 20 2,932 0 0

AVID BIOSERVICES INC COM 05368M106 17,713 971,659 SH - DFND 2,20,5 830,805 0 140,854

ACCO BRANDS CORP COM 00081T108 17,926 2,123,970 SH - DFND 19,2,20,5,8 1,792,523 77 331,370

AVID TECHNOLOGY INC COM 05367P100 12,183 577,115 SH - DFND 2,20,5 505,236 0 71,879

AVIDITY BIOSCIENCES INC COM 05370A108 29,415 1,348,673 SH - DFND 2,20,5,8 1,282,941 0 65,732

AVIENT CORPORATION COM 05368V106 130,341 2,745,052 SH - DFND 2,20,5,8 2,418,396 1,060 325,596

AVIS BUDGET GROUP COM 053774105 164,037 2,261,328 SH - DFND 12,13,2,20,5,8 2,057,884 588 202,856

AVISTA CORP COM 05379B107 114,116 2,389,874 SH - DFND 12,13,19,2,20,5,8 2,076,549 920 312,405

AVITA MEDICAL INC COM 05380C102 8,815 444,749 SH - DFND 2,20 444,749 0 0

AVNET INC COM 053807103 168,393 4,056,682 SH - DFND 12,13,19,2,20,5,8 3,829,949 429 226,304

AVROBIO INC COM 05455M100 29,007 2,285,801 SH - DFND 2,20,5,8 2,182,792 0 103,009

AXALTA COATING SYS LTD COM G0750C108 146,296 4,945,780 SH - DFND 10,11,12,13,19,2,20,5,6,83,506,749 272,362 1,166,669

AXCELIS TECHNOLOGIES INC COM NEW 054540208 42,201 1,027,042 SH - DFND 2,20,5,8 907,600 0 119,442

ACCOLADE INC COM 00437E102 25,596 564,164 SH - DFND 2,20,5,8 486,716 0 77,448

AXCELLA HEALTH INC COM 05454B105 1,067 224,102 SH - DFND 2,20 195,268 0 28,834

AXIS CAP HLDGS LTD SHS G0692U109 61,820 1,236,781 SH - DFND 12,13,19,2,20,5,8 1,043,577 1,101 192,103

AXOGEN INC COM 05463X106 19,924 983,435 SH - DFND 2,20,5,8 871,799 0 111,636

AXON ENTERPRISE INC COM 05464C101 251,307 1,764,546 SH - DFND 13,19,2,20,5,8 1,633,655 500 130,391

AXONICS MODULATION TECHNOLOG COM 05465P101 43,486 726,098 SH - DFND 2,20,5,8 625,784 0 100,314

AXOS FINANCIAL INC COM 05465C100 98,055 2,085,843 SH - DFND 2,20,5,8 1,884,736 1,600 199,507

AXSOME THERAPEUTICS INC COM 05464T104 35,623 629,168 SH - DFND 19,2,20,5,8 530,797 500 97,871

AXT INC COM 00246W103 7,657 656,648 SH - DFND 2,20,5 545,334 0 111,314

AYTU BIOPHARMA INC COM NEW 054754874 1,348 177,311 SH - DFND 2,20,5 144,571 0 32,740

AZEK CO INC CL A 05478C105 44,530 1,058,971 SH - DFND 2,20,5,8 896,510 0 162,461

ACCURAY INC COM 004397105 9,047 1,827,759 SH - DFND 2,20,5 1,612,444 0 215,315

AZIYO BIOLOGICS INC COM CL A 05479K106 214 15,467 SH - DFND 2,20 12,267 0 3,200

AZUL S A SPONSR ADR PFD 05501U106 596 29,507 SH - DFND 1,10 8,900 0 20,607

AZURE PWR GLOBAL LTD SHS V0393H103 8,620 317,018 SH - DFND 2,20 317,018 0 0

AZZ INC COM 002474104 39,992 794,285 SH - DFND 2,20,5,8 700,640 94 93,551

B & G FOODS INC NEW COM 05508R106 87,927 2,791,022 SH - DFND 12,2,20,5,8 2,543,699 13,700 233,623

B. RILEY FINANCIAL INC COM 05580M108 21,778 386,273 SH - DFND 2,20,5,8 314,503 4,600 67,170

BABCOCK & WILCOX ENTERPRISES COM 05614L209 310 32,743 SH - DFND 20,5 32,743 0 0

BADGER METER INC COM 056525108 143,177 1,538,385 SH - DFND 19,2,20,5,8 1,411,463 120 126,802

BAIDU INC SPON ADR REP A 056752108 1,238,285 5,691,958 SH - DFND 1,10,11,12,13,19,2,20,5,84,146,031 178,602 1,367,325

BAKER HUGHES COMPANY CL A 05722G100 1,046,343 48,419,371 SH - DFND 10,11,12,13,19,2,20,5,6,843,039,469 336,021 5,043,881

ACELRX PHARMACEUTICALS INC COM 00444T100 2,319 1,364,020 SH - DFND 2,20,5 1,175,599 0 188,421

BALCHEM CORP COM 057665200 121,346 967,593 SH - DFND 13,2,20,5,8 847,878 416 119,299

BALL CORP COM 058498106 1,206,791 14,241,106 SH - DFND 10,11,12,13,19,2,20,5,6,812,058,647 154,332 2,028,127

BALLARD PWR SYS INC NEW COM 058586108 29,228 1,200,829 SH - DFND 2 1,200,829 0 0

BALLYS CORPORATION COM 05875B106 21,641 333,034 SH - DFND 2,20,5,8 274,615 0 58,419

BANC OF CALIFORNIA INC COM 05990K106 36,972 2,038,519 SH - DFND 2,20,5,8 1,643,723 0 394,796

BANCFIRST CORP COM 05945F103 53,152 748,326 SH - DFND 2,20,5,8 681,730 0 66,596

BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 1,517 555,505 SH - DFND 13,2,20,5 371,490 0 184,015

BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 95 18,223 SH - DFND 12,20 14,834 0 3,389

BANCO BRADESCO S A SP ADR PFD NEW 059460303 86,629 18,418,975 SH - DFND 10,13,19,2,20,5 15,170,188 1,878,739 1,370,048

BANCO DE CHILE SPONSORED ADS 059520106 2,403 99,288 SH - DFND 10,13,2,20,5 87,449 840 10,999

ACI WORLDWIDE INC COM 004498101 155,182 4,078,367 SH - DFND 13,2,20,5,8 3,201,204 1,265 875,898

BANCO MACRO SA SPON ADR B 05961W105 2,612 195,671 SH - DFND 2,20,5 144,216 700 50,755

BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13,862 1,966,191 SH - DFND 10,13,2,20,5 1,327,754 169,707 468,730

BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,374 256,688 SH - DFND 1,10,13,2,20 205,535 0 51,153

BANCO SANTANDER S.A. ADR 05964H105 7,400 2,157,292 SH - DFND 12,2,20 2,154,018 0 3,274

BANCOLOMBIA S A SPON ADR PREF 05968L102 29,630 926,214 SH - DFND 1,10,13,19,2,20,5 745,705 65,305 115,204

BANCORP INC DEL COM 05969A105 33,328 1,608,498 SH - DFND 19,2,20,5,8 1,419,986 0 188,512

BANCORPSOUTH BK TUPELO MISS COM 05971J102 140,908 4,315,528 SH - DFND 2,20,5,8 3,936,350 672 378,506

BANDWIDTH INC COM CL A 05988J103 49,729 392,369 SH - DFND 2,20,5,8 320,770 100 71,499

BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 13,746 9,024,000 PRN - DFND 2,5 9,024,000 0 0

BANK COMM HLDGS COM 06424J103 3,467 270,629 SH - DFND 2,20 231,128 0 39,501

ACLARIS THERAPEUTICS INC COM 00461U105 4,862 192,942 SH - DFND 2,20 192,942 0 0

BANK FIRST CORP COM 06211J100 9,365 124,554 SH - DFND 2,20,5,8 105,973 0 18,581

BANK HAWAII CORP COM 062540109 160,969 1,798,733 SH - DFND 13,19,2,20,5,8 1,675,920 566 122,247

BANK MARIN BANCORP COM 063425102 10,553 269,496 SH - DFND 2,20,5,8 225,939 0 43,557

BANK MONTREAL QUE COM 063671101 904 10,148 SH - DFND 12,20 7,496 0 2,652

BANK NEW YORK MELLON CORP COM 064058100 1,792,472 37,903,829 SH - DFND 1,10,12,13,19,2,20,5,6,833,266,720 494,338 4,142,771

BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 31,389 821,269 SH - DFND 2,20,5 692,547 0 128,722

BANK OZK COM 06417N103 484,361 11,857,072 SH - DFND 12,13,2,20,5,8 11,620,750 1,000 235,322

BANK PRINCETON NEW JERSEY COM 064520109 2,395 83,667 SH - DFND 2,20 70,654 0 13,013

BANK7 CORP COM 06652N107 1,113 62,792 SH - DFND 2,20 48,458 0 14,334

BANKFINANCIAL CORP COM 06643P104 3,379 327,397 SH - DFND 13,2,20,5 226,326 0 101,071

ACM RESEARCH INC COM CL A 00108J109 6,160 76,245 SH - DFND 19,2,20,5,8 68,445 0 7,800

BANKUNITED INC COM 06652K103 208,641 4,747,231 SH - DFND 12,13,2,20,5,8 4,397,103 1,400 348,728

BANKWELL FINL GROUP INC COM 06654A103 2,689 99,789 SH - DFND 13,2,20 84,434 0 15,355

BANNER CORP COM NEW 06652V208 94,079 1,764,083 SH - DFND 19,2,20,5,8 1,631,329 0 132,754

BAOZUN INC SPONSORED ADR 06684L103 30,567 801,445 SH - DFND 10,12,13,19,2,20,5,8611,886 23,500 166,059

BAR HBR BANKSHARES COM 066849100 8,383 284,952 SH - DFND 2,20,5,8 238,906 0 46,046

BARCLAYS BANK PLC DJUBS CMDTETN36 06738C778 26,771 1,131,480 SH - DFND 1,20 1,070,546 84 60,850

BARNES & NOBLE ED INC COM 06777U101 3,459 424,879 SH - DFND 2,20,5 424,879 0 0

BARNES GROUP INC COM 067806109 77,921 1,572,886 SH - DFND 2,20,5,8 1,413,120 388 159,378

BARRETT BUSINESS SVCS INC COM 068463108 10,537 152,367 SH - DFND 2,20,5,8 121,783 2,500 28,084

BARRICK GOLD CORP COM 067901108 19,962 1,008,203 SH - DFND 2,20,8 1,008,203 0 0

ACNB CORP COM 000868109 4,266 145,601 SH - DFND 2,20,5 126,961 0 18,640

BASSETT FURNITURE INDS INC COM 070203104 371 15,270 SH - DFND 20 15,270 0 0

BAUSCH HEALTH COS INC COM 071734107 3,978 125,331 SH - DFND 20 817 0 124,514

BAXTER INTL INC COM 071813109 1,735,851 20,521,987 SH - DFND 1,10,11,12,13,19,2,20,5,6,817,625,307 331,053 2,565,627

BAYCOM CORP COM 07272M107 3,422 189,893 SH - DFND 2,20 150,227 0 39,666

BCB BANCORP INC COM 055298103 4,172 302,283 SH - DFND 13,2,20,5 215,885 0 86,398

BEACON ROOFING SUPPLY INC COM 073685109 54,872 1,048,781 SH - DFND 13,19,2,20,5,8 846,616 552 201,613

BEAM GLOBAL COM 07373B109 243 5,600 SH - DFND 20 5,600 0 0

BEAM THERAPEUTICS INC COM 07373V105 97,510 1,218,271 SH - DFND 2,20,5,8 1,092,272 200 125,799

BEAZER HOMES USA INC COM NEW 07556Q881 12,882 615,764 SH - DFND 2,20,5 544,382 0 71,382

BECTON DICKINSON & CO COM 075887109 2,905,639 11,949,984 SH - DFND 1,10,11,12,13,19,2,20,5,6,810,384,329 154,896 1,410,759

ACTIVISION BLIZZARD INC COM 00507V109 3,117,181 33,518,078 SH - DFND 10,11,12,13,19,2,20,5,6,828,739,975 637,449 4,140,654

BED BATH & BEYOND INC COM 075896100 124,253 4,262,537 SH - DFND 1,12,13,2,20,5,8 3,791,489 723 470,325

BEIGENE LTD SPONSORED ADR 07725L102 287,684 826,489 SH - DFND 1,10,12,13,19,2,20,5,8580,082 19,200 227,207

BEL FUSE INC CL B 077347300 6,260 314,711 SH - DFND 2,20,5 289,964 0 24,747

BELDEN INC COM 077454106 58,817 1,324,114 SH - DFND 13,2,20,5,8 1,163,795 791 159,528

BELLEROPHON THERAPEUTICS INC COM NEW 078771300 296 56,996 SH - DFND 2,20 49,895 0 7,101

BELLRING BRANDS INC COM CL A 079823100 17,309 733,114 SH - DFND 19,2,20,5,8 621,331 0 111,783

BENCHMARK ELECTRS INC COM 08160H101 40,790 1,312,555 SH - DFND 2,20,5,8 1,177,196 115 135,244

BENEFITFOCUS INC COM 08180D106 9,801 709,720 SH - DFND 2,20,5,8 618,971 0 90,749

BERKELEY LTS INC COM 084310101 11,780 234,529 SH - DFND 2,20 209,018 0 25,511

BERKLEY W R CORP COM 084423102 529,850 7,031,854 SH - DFND 10,11,12,13,19,2,20,5,6,85,592,739 83,034 1,356,081

1ST CONSTITUTION BANCORP COM 31986N102 2,301 130,638 SH - DFND 2,20 109,187 0 21,451

ACUITY BRANDS INC COM 00508Y102 149,899 908,477 SH - DFND 10,12,13,19,2,20,5,8833,337 680 74,460

BERKSHIRE HATHAWAY INC DEL CL A 084670108 81,769 212 SH - DFND 1,12,19,20,5 194 0 18

BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 20,054,624 78,500,895 SH - DFND 1,10,11,12,13,19,2,20,5,6,869,136,685 1,017,012 8,347,198

BERKSHIRE HILLS BANCORP INC COM 084680107 48,709 2,182,311 SH - DFND 19,2,20,5,8 2,024,479 500 157,332

BERRY CORP COM 08579X101 8,990 1,619,835 SH - DFND 2,20,5 1,463,005 0 156,830

BERRY GLOBAL GROUP INC COM 08579W103 100,955 1,644,212 SH - DFND 12,13,2,20,5,8 1,378,186 1,400 264,626

BEST BUY INC COM 086516101 1,196,336 10,358,005 SH - DFND 10,11,12,13,19,2,20,5,6,88,653,944 410,446 1,293,615

BEST INC SPONSORED ADS 08653C106 2,290 1,218,210 SH - DFND 2,20,5 1,023,819 2,900 191,491

BEYOND AIR INC COM 08862L103 1,290 234,465 SH - DFND 2,20 207,162 0 27,303

BEYOND MEAT INC COM 08862E109 76,241 585,930 SH - DFND 13,19,2,20,5,8 506,006 300 79,624

BEYONDSPRING INC SHS G10830100 3,397 306,893 SH - DFND 2,20,5 266,165 0 40,728

ACUSHNET HOLDINGS CORP COM 005098108 27,049 654,476 SH - DFND 2,20,5,8 539,386 400 114,690

BGC PARTNERS INC CL A 05541T101 29,507 6,109,114 SH - DFND 13,2,20,5,8 4,998,707 5,482 1,104,925

BGSF INC COM 05601C105 2,246 160,436 SH - DFND 2,20 136,815 0 23,621

BHP GROUP LTD SPONSORED ADS 088606108 7,989 115,129 SH - DFND 1,20 8,874 0 106,255

BHP GROUP PLC SPONSORED ADR 05545E209 681 11,766 SH - DFND 1,20 1,060 0 10,706

BIG 5 SPORTING GOODS CORP COM 08915P101 386 24,606 SH - DFND 20,5 24,606 0 0

BIG LOTS INC COM 089302103 85,529 1,246,246 SH - DFND 12,2,20,5,8 1,118,118 421 127,707

BIGCOMMERCE HLDGS INC COM SER 1 08975P108 25,646 443,694 SH - DFND 2,20,5,8 394,997 0 48,697

BIGLARI HLDGS INC COM STK CL A 08986R408 723 1,071 SH - DFND 2,20 961 0 110

BIGLARI HLDGS INC COM STK CL B 08986R309 2,200 16,569 SH - DFND 2,20 14,124 0 2,445

BILIBILI INC NOTE 1.375% 4/0 090040AB2 53,821 12,525,000 PRN - DFND 2,5 12,525,000 0 0

ACUTUS MED INC COM 005111109 2,421 181,111 SH - DFND 2,20,8 149,600 0 31,511

BILIBILI INC SPONS ADS REP Z 090040106 658,935 6,154,853 SH - DFND 1,10,12,13,19,2,20,5,82,179,703 67,100 3,908,050

BILL COM HLDGS INC COM 090043100 127,720 877,800 SH - DFND 13,2,20,5,8 757,398 1,400 119,002

BIO RAD LABS INC CL A 090572207 555,028 971,739 SH - DFND 10,11,12,13,19,2,20,5,6,8803,388 32,345 136,006

BIO-TECHNE CORP COM 09073M104 342,268 896,154 SH - DFND 13,19,2,20,5,8 817,094 414 78,646

BIOATLA INC COM 09077B104 8,647 170,082 SH - DFND 2,20,5 144,116 0 25,966

BIOCRYST PHARMACEUTICALS INC COM 09058V103 74,331 7,308,816 SH - DFND 19,2,20,5,8 6,649,974 1,700 657,142

BIODELIVERY SCIENCES INTL IN COM 09060J106 7,749 1,981,817 SH - DFND 2,20,5,8 1,720,825 0 260,992

BIODESIX INC COM 09075X108 788 38,781 SH - DFND 2,20 33,023 0 5,758

BIOGEN INC COM 09062X103 1,866,641 6,672,533 SH - DFND 10,11,12,13,19,2,20,5,6,85,657,395 230,498 784,640

BIOHAVEN PHARMACTL HLDG CO L COM G11196105 104,900 1,534,744 SH - DFND 19,2,20,5,8 1,356,806 800 177,138

ADAMAS PHARMACEUTICALS INC COM 00548A106 78 16,183 SH - DFND 20 16,183 0 0

BIOLASE INC COM NEW 090911207 10 12,171 SH - DFND 20 12,171 0 0

BIOLIFE SOLUTIONS INC COM NEW 09062W204 18,007 500,197 SH - DFND 2,20,5,8 460,896 0 39,301

BIOMARIN PHARMACEUTICAL INC COM 09061G101 352,964 4,674,402 SH - DFND 10,11,12,13,19,2,20,5,6,83,945,790 102,300 626,312

BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 13,568 13,225,000 PRN - DFND 2,5 13,225,000 0 0

BIONANO GENOMICS INC COM 09075F107 904 111,860 SH - DFND 20 111,860 0 0

BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 296 77,911 SH - DFND 2 77,911 0 0

BIONTECH SE SPONSORED ADS 09075V102 849 7,779 SH - DFND 10,2,5,6 7,779 0 0

BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,621 376,153 SH - DFND 2,20,5 324,715 0 51,438

BIOVENTUS INC COM CL A 09075A108 963 63,043 SH - DFND 2,20 52,020 0 11,023

BIOXCEL THERAPEUTICS INC COM 09075P105 55,068 1,275,906 SH - DFND 19,2,20,5,8 1,237,008 0 38,898

ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 42 44,900 SH - DFND 20 44,900 0 0

BJS RESTAURANTS INC COM 09180C106 42,829 737,422 SH - DFND 2,20,5,8 658,047 0 79,375

BJS WHSL CLUB HLDGS INC COM 05550J101 191,359 4,265,697 SH - DFND 12,13,2,20,5,8 3,775,554 1,200 488,943

BK OF AMERICA CORP COM 060505104 12,969,639 335,219,414 SH - DFND 1,10,12,13,19,2,20,5,6,8292,871,284 5,280,134 37,067,996

BLACK DIAMOND THERAPEUTICS I COM 09203E105 43,538 1,794,638 SH - DFND 2,20,5,8 1,753,691 0 40,947

BLACK HILLS CORP COM 092113109 395,952 5,930,090 SH - DFND 12,13,2,20,5,8 5,727,545 480 202,065

BLACK KNIGHT INC COM 09215C105 255,569 3,454,107 SH - DFND 10,11,12,13,19,2,20,5,6,82,662,416 155,189 636,502

BLACKBAUD INC COM 09227Q100 112,187 1,578,325 SH - DFND 13,19,2,20,5,8 1,391,961 3,629 182,735

BLACKLINE INC COM 09239B109 109,996 1,014,726 SH - DFND 2,20,5,8 836,263 700 177,763

BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 17,422 11,018,000 PRN - DFND 2,5 11,018,000 0 0

BLACKROCK INC COM 09247X101 4,788,363 6,350,951 SH - DFND 10,12,13,19,2,20,5,6,85,468,521 144,031 738,399

ADAMS RES & ENERGY INC COM NEW 006351308 938 33,487 SH - DFND 2,20 28,587 0 4,900

BLACKSTONE GROUP INC COM 09260D107 514,026 6,896,907 SH - DFND 10,12,13,19,2,20,5,6,84,802,913 495,032 1,598,962

BLACKSTONE MTG TR INC COM CL A 09257W100 84,506 2,673,071 SH - DFND 12,13,2,20,5,8 2,151,462 1,900 519,709

BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 9,317 8,950,000 PRN - DFND 2,5 8,950,000 0 0

BLINK CHARGING CO COM 09354A100 42,216 1,027,159 SH - DFND 2,20,5 1,027,159 0 0

BLOCK H & R INC COM 093671105 151,628 6,877,469 SH - DFND 12,13,19,2,20,5,8 4,421,114 1,596 2,454,759

BLOOM ENERGY CORP COM CL A 093712107 53,690 1,984,845 SH - DFND 19,2,20,5,8 1,665,133 900 318,812

BLOOMIN BRANDS INC COM 094235108 75,795 2,802,039 SH - DFND 2,20,5,8 2,497,753 9,100 295,186

BLUCORA INC COM 095229100 25,670 1,542,655 SH - DFND 2,20,5,8 1,366,166 1,243 175,246

BLUE BIRD CORP COM 095306106 7,173 286,564 SH - DFND 2,20,5 239,799 0 46,765

BLUEBIRD BIO INC COM 09609G100 73,016 2,421,753 SH - DFND 13,19,2,20,5,8 2,279,035 900 141,818

ADAPTHEALTH CORP COM CL A 00653Q102 47,363 1,288,438 SH - DFND 2,20,5 1,105,209 0 183,229

BLUEGREEN VACATIONS CORP COM 09629F108 1,144 106,106 SH - DFND 2,20 92,411 0 13,695

BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 4,116 222,016 SH - DFND 2,20,5 193,272 0 28,744

BLUELINX HLDGS INC COM NEW 09624H208 245 6,260 SH - DFND 20 6,260 0 0

BLUEPRINT MEDICINES CORP COM 09627Y109 147,547 1,517,505 SH - DFND 13,19,2,20,5,8 1,322,744 400 194,361

BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 4,246 413,189 SH - DFND 2,20,5 362,175 0 51,014

BM TECHNOLOGIES INC CL A COM 05591L107 2,099 180,166 SH - DFND 19,2,20,5 164,261 0 15,905

BOEING CO COM 097023105 6,855,367 26,913,345 SH - DFND 1,10,11,12,13,19,2,20,5,6,818,829,668 261,225 7,822,452

BOGOTA FINL CORP COM 097235105 838 81,694 SH - DFND 2,20 69,894 0 11,800

BOINGO WIRELESS INC COM 09739C102 12,378 879,745 SH - DFND 2,20,5,8 729,234 0 150,511

BOISE CASCADE CO DEL COM 09739D100 77,401 1,293,685 SH - DFND 10,2,20,5,8 1,152,963 3,928 136,794

ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 2,164 407,487 SH - DFND 1,2,5 362,713 0 44,774

BOK FINL CORP COM NEW 05561Q201 97,113 1,087,247 SH - DFND 2,20,5,8 1,022,541 306 64,400

BOLT BIOTHERAPEUTICS INC COM 097702104 5,692 172,964 SH - DFND 2,20 144,490 0 28,474

BONANZA CREEK ENERGY INC COM NEW 097793400 34,962 978,501 SH - DFND 2,20,5 926,418 0 52,083

BOOT BARN HLDGS INC COM 099406100 61,625 989,003 SH - DFND 19,2,20,5,8 882,610 0 106,393

BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 255,252 3,169,646 SH - DFND 10,11,12,13,19,2,20,5,6,82,326,941 229,469 613,236

BORGWARNER INC COM 099724106 473,500 10,213,548 SH - DFND 10,11,12,13,19,2,20,5,6,88,626,214 357,049 1,230,285

BOSTON BEER INC CL A 100557107 255,858 212,105 SH - DFND 13,2,20,5,8 192,953 111 19,041

BOSTON OMAHA CORP COM 101044105 6,901 233,447 SH - DFND 2,20,5,8 196,681 0 36,766

BOSTON PRIVATE FINL HLDGS IN COM 101119105 61,858 4,643,988 SH - DFND 2,20,5,8 4,339,194 1,448 303,346

BOSTON PROPERTIES INC COM 101121101 931,267 9,110,905 SH - DFND 1,10,11,12,13,19,2,20,5,6,87,727,891 125,000 1,258,014

ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 38,390 953,543 SH - DFND 19,2,20,5,8 802,271 800 150,472

BOSTON SCIENTIFIC CORP COM 101137107 2,459,557 63,636,651 SH - DFND 1,10,11,12,13,19,2,20,5,6,855,698,915 848,409 7,089,327

BOTTOMLINE TECH DEL INC COM 101388106 61,184 1,352,124 SH - DFND 2,20,5,8 1,195,333 250 156,541

BOX INC CL A 10316T104 77,029 3,354,939 SH - DFND 13,19,2,20,5,8 2,334,540 1,500 1,018,899

BOYD GAMING CORP COM 103304101 142,222 2,412,179 SH - DFND 2,20,5,8 2,119,290 532 292,357

BP PLC SPONSORED ADR 055622104 663,719 27,257,468 SH - DFND 1,2,20 228,169 0 27,029,299

BRADY CORP CL A 104674106 213,543 3,995,188 SH - DFND 19,2,20,5,8 3,821,925 292 172,971

BRAEMAR HOTELS & RESORTS INC COM 10482B101 118 19,515 SH - DFND 20 19,515 0 0

BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 1,982 517,363 SH - DFND 2,20,5 452,663 0 64,700

BRANDYWINE RLTY TR SH BEN INT NEW 105368203 121,622 9,420,738 SH - DFND 10,13,19,2,20,5,8 8,679,126 44,449 697,163

BRASKEM S A SP ADR PFD A 105532105 2,716 190,997 SH - DFND 13,2 187,897 0 3,100

ADDUS HOMECARE CORP COM 006739106 48,653 465,178 SH - DFND 2,20,5,8 412,867 0 52,311

BRF SA SPONSORED ADR 10552T107 8,207 1,827,951 SH - DFND 10,2,20,5,8 1,566,696 233,763 27,492

BRIDGEBIO PHARMA INC COM 10806X102 145,707 2,365,372 SH - DFND 13,2,20,5,8 2,095,791 500 269,081

BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 18,948 11,480,000 PRN - DFND 2 11,480,000 0 0

BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 6,520 403,712 SH - DFND 2,20,5 352,851 0 50,861

BRIDGFORD FOODS CORP COM 108763103 431 27,837 SH - DFND 2,20 24,029 0 3,808

BRIGHAM MINERALS INC CL A COM 10918L103 21,792 1,488,514 SH - DFND 2,20,5 1,384,115 3,100 101,299

BRIGHT HORIZONS FAM SOL IN D COM 109194100 125,113 729,732 SH - DFND 13,19,2,20,5,8 608,221 600 120,911

BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 497 85,605 SH - DFND 2,20,5 61,274 0 24,331

BRIGHTCOVE INC COM 10921T101 14,263 708,895 SH - DFND 2,20,5 612,154 0 96,741

BRIGHTHOUSE FINL INC COM 10922N103 102,113 2,307,648 SH - DFND 12,13,2,20,5,8 2,095,123 913 211,612

1ST SOURCE CORP COM 336901103 21,995 462,281 SH - DFND 2,20,5,8 405,507 0 56,774

ADECOAGRO S A COM L00849106 3,439 437,566 SH - DFND 2,20,5 325,241 0 112,325

BRIGHTSPHERE INVT GROUP INC COM 10948W103 38,374 1,882,930 SH - DFND 10,2,20,5,8 1,629,690 7,449 245,791

BRIGHTVIEW HLDGS INC COM 10948C107 11,627 689,219 SH - DFND 2,20,5,8 576,950 0 112,269

BRINKER INTL INC COM 109641100 104,270 1,467,348 SH - DFND 2,20,5,8 1,300,549 201 166,598

BRINKS CO COM 109696104 116,356 1,468,580 SH - DFND 13,19,2,20,5,8 1,288,676 594 179,310

BRISTOL-MYERS SQUIBB CO COM 110122108 5,785,605 90,948,913 SH - DFND 1,10,11,12,13,19,2,20,5,6,878,295,296 1,513,462 11,140,155

BRISTOW GROUP INC COM 11040G103 12,921 499,267 SH - DFND 2,20,5 482,464 0 16,803

BRITISH AMERN TOB PLC SPONSORED ADR 110448107 54,473 1,379,588 SH - DFND 10,12,2,20,5,8 1,260,831 109,106 9,651

BRIXMOR PPTY GROUP INC COM 11120U105 267,803 13,237,896 SH - DFND 10,12,13,19,2,20,5,811,700,132 82,250 1,455,514

BROADCOM INC COM 11135F101 7,257,385 15,652,386 SH - DFND 10,11,12,13,19,2,20,5,6,813,433,725 252,023 1,966,638

BROADMARK RLTY CAP INC COM 11135B100 28,968 2,753,160 SH - DFND 2,20,5,8 2,323,057 2,200 427,903

ADICET BIO INC COM 007002108 137 10,510 SH - DFND 20 10,510 0 0

BROADRIDGE FINL SOLUTIONS IN COM 11133T103 742,110 4,829,706 SH - DFND 1,10,11,12,13,19,2,20,5,6,84,081,545 108,743 639,418

BROADSTONE NET LEASE INC COM 11135E203 10,097 544,332 SH - DFND 2,20 462,107 0 82,225

BROOKDALE SR LIVING INC COM 112463104 25,967 4,291,992 SH - DFND 12,19,2,20,5,8 3,652,415 496 639,081

BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHSA 11275Q107 40,760 533,722 SH - DFND 19,2,20,5 453,469 0 80,253

BROOKFIELD PPTY REIT INC CL A 11282X103 18,970 1,056,807 SH - DFND 10,19,2,20,5,8 990,427 10,090 56,290

BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 95,755 2,046,046 SH - DFND 2,20,5 1,722,692 0 323,354

BROOKLINE BANCORP INC DEL COM 11373M107 48,502 3,233,437 SH - DFND 2,20,5,8 2,919,382 0 314,055

BROOKS AUTOMATION INC NEW COM 114340102 181,880 2,227,557 SH - DFND 2,20,5,8 1,967,517 459 259,581

BROWN & BROWN INC COM 115236101 421,154 9,213,607 SH - DFND 10,11,12,13,19,2,20,5,6,87,986,516 246,496 980,595

BROWN FORMAN CORP CL A 115637100 8,686 136,041 SH - DFND 2,20,6 109,428 0 26,613

ADIENT PLC ORD SHS G0084W101 125,345 2,835,860 SH - DFND 12,13,19,2,20,5,8 2,476,655 974 358,231

BROWN FORMAN CORP CL B 115637209 665,272 9,620,995 SH - DFND 10,12,13,19,2,20,5,6,88,095,733 294,159 1,231,103

BRP GROUP INC COM CL A 05589G102 20,330 746,066 SH - DFND 2,20,5,8 622,779 0 123,287

BRT APARTMENTS CORP COM 055645303 2,791 163,532 SH - DFND 2,20 141,083 0 22,449

BRUKER CORP COM 116794108 96,990 1,508,866 SH - DFND 13,19,2,20,5,8 1,272,680 892 235,294

BRUNSWICK CORP COM 117043109 174,075 1,825,264 SH - DFND 12,13,19,2,20,5,8 1,675,090 657 149,517

BRYN MAWR BK CORP COM 117665109 23,723 521,280 SH - DFND 2,20,5,8 449,491 497 71,292

BTRS HOLDINGS INC COM CL 1 11778X104 577 39,900 SH - DFND 20 39,900 0 0

BUCKLE INC COM 118440106 44,376 1,129,726 SH - DFND 2,20,5,8 1,023,378 956 105,392

BUILD-A-BEAR WORKSHOP INC COM 120076104 87 12,665 SH - DFND 20 12,665 0 0

BUILDERS FIRSTSOURCE INC COM 12008R107 345,219 7,444,874 SH - DFND 12,13,2,20,5,8 6,697,306 2,681 744,887

ADMA BIOLOGICS INC COM 000899104 1,771 1,006,531 SH - DFND 13,2,20,5 844,239 0 162,292

BUMBLE INC COM CL A 12047B105 3,172 50,844 SH - DFND 2,20 50,844 0 0

BUNGE LIMITED COM G16962105 302,234 3,812,721 SH - DFND 10,11,12,13,19,2,20,5,6,82,721,179 226,033 865,509

BURLINGTON STORES INC COM 122017106 373,144 1,248,810 SH - DFND 10,11,12,13,19,2,20,5,6,81,005,032 39,510 204,268

BUSINESS FIRST BANCSHARES IN COM 12326C105 6,792 283,824 SH - DFND 2,20,5 241,209 0 42,615

BWX TECHNOLOGIES INC COM 05605H100 130,551 1,979,844 SH - DFND 13,19,2,20,5,8 1,797,349 1,259 181,236

BYLINE BANCORP INC COM 124411109 9,417 445,244 SH - DFND 2,20,5,8 368,397 0 76,847

C & F FINL CORP COM 12466Q104 2,269 50,796 SH - DFND 2,20 42,752 0 8,044

C H ROBINSON WORLDWIDE INC COM NEW 12541W209 834,322 8,697,463 SH - DFND 10,11,12,13,19,2,20,5,6,87,239,910 240,471 1,217,082

C3 AI INC CL A 12468P104 8,650 131,236 SH - DFND 2,20 126,036 0 5,200

C4 THERAPEUTICS INC COM STK 12529R107 31,931 863,233 SH - DFND 2,20,5 837,650 0 25,583

ADOBE SYSTEMS INCORPORATED COM 00724F101 8,956,029 18,840,122 SH - DFND 10,11,12,13,19,2,20,5,6,815,949,815 480,353 2,409,954

CABALETTA BIO INC COM 12674W109 2,268 204,316 SH - DFND 2,20 176,192 0 28,124

CABLE ONE INC COM 12685J105 303,010 165,728 SH - DFND 10,11,12,13,19,2,20,5,6,8143,778 2,709 19,241

CABOT CORP COM 127055101 71,665 1,366,606 SH - DFND 13,2,20,5 1,245,710 863 120,033

CABOT OIL & GAS CORP COM 127097103 602,841 32,100,147 SH - DFND 10,11,12,13,19,2,20,5,6,828,846,528 405,202 2,848,417

CACI INTL INC CL A 127190304 149,822 607,403 SH - DFND 12,13,19,2,20,5,8 543,887 310 63,206

CACTUS INC CL A 127203107 34,720 1,133,888 SH - DFND 2,20,5,8 973,865 0 160,023

CADENCE BANCORPORATION CL A 12739A100 174,878 8,436,006 SH - DFND 2,20,5,8 8,001,523 11,200 423,283

CADENCE DESIGN SYSTEM INC COM 127387108 1,601,138 11,687,992 SH - DFND 1,10,11,12,13,19,2,20,5,6,89,732,786 472,995 1,482,211

CADIZ INC COM NEW 127537207 3,928 409,559 SH - DFND 2,20,5,8 359,614 0 49,945

CAE INC COM 124765108 388 13,628 SH - DFND 8 0 0 13,628

ADT INC DEL COM 00090Q103 22,070 2,604,179 SH - DFND 19,2,20,5,8 2,346,150 0 258,029

CAESARS ENTERTAINMENT CORP NOTE 5.000%10/0 127686AA1 23,029 9,181,020 PRN - DFND 2,5 9,181,020 0 0

CAESARS ENTERTAINMENT INC NE COM 12769G100 656,525 7,507,437 SH - DFND 10,12,13,19,2,20,5,6,86,563,004 3,932 940,501

CAESARSTONE LTD ORD SHS M20598104 7,358 535,870 SH - DFND 2,20,5,8 432,591 0 103,279

CAI INTERNATIONAL INC COM 12477X106 17,153 376,828 SH - DFND 2,20,5,8 321,120 0 55,708

CAL MAINE FOODS INC COM NEW 128030202 81,246 2,114,681 SH - DFND 19,2,20,5,8 1,989,570 700 124,411

CALAMP CORP COM 128126109 16,467 1,517,709 SH - DFND 2,20,5 1,431,112 0 86,597

CALAVO GROWERS INC COM 128246105 40,177 517,477 SH - DFND 2,20,5,8 459,005 0 58,472

CALEDONIA MNG CORP PLC SHS NEW G1757E113 2,537 177,543 SH - DFND 2,20,5 150,565 0 26,978

CALERES INC COM 129500104 30,010 1,372,068 SH - DFND 2,20,5 1,277,648 0 94,420

CALIFORNIA BANCORP INC COM 13005U101 1,925 108,077 SH - DFND 2,20 92,177 0 15,900

ADTALEM GLOBAL ED INC COM 00737L103 61,971 1,567,297 SH - DFND 2,20,5,8 1,395,656 394 171,247

CALIFORNIA WTR SVC GROUP COM 130788102 198,231 3,518,484 SH - DFND 13,19,2,20,5,8 3,314,703 600 203,181

CALITHERA BIOSCIENCES INC COM 13089P101 2,915 1,204,561 SH - DFND 19,2,20,5,8 1,021,519 0 183,042

CALIX INC COM 13100M509 36,438 1,051,308 SH - DFND 2,20,5,8 873,985 0 177,323

CALLAWAY GOLF CO COM 131193104 75,848 2,835,429 SH - DFND 19,2,20,5,8 2,534,414 1,582 299,433

CALLON PETE CO DEL COM 13123X508 133,481 3,462,547 SH - DFND 12,2,20,5 3,462,547 0 0

CALYXT INC COM 13173L107 1,118 185,687 SH - DFND 2,20,5 166,005 0 19,682

CAMBIUM NETWORKS CORP SHS G17766109 4,822 103,218 SH - DFND 2,20,5 87,167 0 16,051

CAMBRIDGE BANCORP COM 132152109 10,100 119,781 SH - DFND 2,20,5 100,459 0 19,322

CAMDEN NATL CORP COM 133034108 17,807 372,072 SH - DFND 2,20,5,8 314,940 0 57,132

CAMDEN PPTY TR SH BEN INT 133131102 544,080 4,913,216 SH - DFND 10,11,12,13,19,2,20,5,6,84,201,172 119,148 592,896

ADTRAN INC COM 00738A106 27,402 1,642,802 SH - DFND 2,20,5,8 1,445,348 1,818 195,636

CAMPBELL SOUP CO COM 134429109 487,052 9,688,730 SH - DFND 10,11,12,13,19,2,20,5,6,87,406,792 148,719 2,133,219

CAMPING WORLD HLDGS INC CL A 13462K109 28,544 784,603 SH - DFND 2,20,5,8 665,389 0 119,214

CAMTEK LTD ORD M20791105 6,935 231,954 SH - DFND 2 231,954 0 0

CANAAN INC SPONSORED ADS 134748102 612 29,600 SH - DFND 1 0 0 29,600

CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1,126 28,678 SH - DFND 2,20,5 28,678 0 0

CANADIAN IMP BK COMM COM 136069101 1,364 13,777 SH - DFND 20 12,872 538 367

CANADIAN NATL RY CO COM 136375102 14,458 124,662 SH - DFND 20 200 0 124,462

CANADIAN PAC RY LTD COM 13645T100 26,592 69,970 SH - DFND 20,8 3,034 0 66,936

CANADIAN SOLAR INC COM 136635109 21,922 441,707 SH - DFND 2,20,5,8 441,707 0 0

CANGO INC ADS 137586103 670 79,626 SH - DFND 13,2,5 44,726 0 34,900

ADVANCE AUTO PARTS INC COM 00751Y106 518,354 2,821,132 SH - DFND 10,11,12,13,19,2,20,5,6,82,274,684 40,216 506,232

CANNAE HLDGS INC COM 13765N107 66,727 1,684,175 SH - DFND 19,2,20,5,8 1,345,590 392 338,193

CANON INC SPONSORED ADR 138006309 290 12,750 SH - DFND 20 12,750 0 0

CANOO INC COM CL A 13803R102 807 89,400 SH - DFND 20 89,400 0 0

CANTEL MED CORP COM 138098108 99,939 1,251,735 SH - DFND 13,19,2,20,5,8 1,106,412 500 144,823

CAPITAL BANCORP INC MD COM 139737100 2,508 130,011 SH - DFND 2,20 109,854 0 20,157

CAPITAL CITY BK GROUP INC COM 139674105 7,075 271,917 SH - DFND 2,20,5 227,374 0 44,543

CAPITAL ONE FINL CORP COM 14040H105 2,604,185 20,468,327 SH - DFND 10,11,12,13,19,2,20,5,6,817,767,859 324,836 2,375,632

CAPITOL FED FINL INC COM 14057J101 58,902 4,447,080 SH - DFND 12,19,2,20,5,8 3,866,794 0 580,286

CAPRI HOLDINGS LIMITED SHS G1890L107 196,440 3,851,758 SH - DFND 12,13,2,20,5,8 3,038,200 1,700 811,858

CAPSTAR FINL HLDGS INC COM 14070T102 4,251 246,439 SH - DFND 13,2,20 205,839 0 40,600

ADVANCED DRAIN SYS INC DEL COM 00790R104 109,584 1,059,906 SH - DFND 19,2,20,5,8 860,767 500 198,639

CAPSTEAD MTG CORP COM NO PAR 14067E506 20,851 3,267,810 SH - DFND 13,2,20,5,8 2,855,737 16,793 395,280

CARA THERAPEUTICS INC COM 140755109 19,992 920,885 SH - DFND 19,2,20,5,8 763,969 0 156,916

CARDIFF ONCOLOGY INC COM 14147L108 101 10,956 SH - DFND 20 10,956 0 0

CARDINAL HEALTH INC COM 14149Y108 1,070,925 17,490,396 SH - DFND 10,11,12,13,19,2,20,5,6,815,343,446 234,295 1,912,655

CARDIOVASCULAR SYS INC DEL COM 141619106 55,346 1,443,566 SH - DFND 19,2,20,5,8 1,309,581 800 133,185

CARDLYTICS INC COM 14161W105 61,283 558,645 SH - DFND 19,2,20,5,8 455,309 400 102,936

CARDTRONICS PLC SHS CL A G1991C105 47,941 1,235,597 SH - DFND 2,20,5,8 1,104,874 200 130,523

CAREDX INC COM 14167L103 113,316 1,664,206 SH - DFND 2,20,5,8 1,489,879 700 173,627

CARETRUST REIT INC COM 14174T107 113,910 4,836,963 SH - DFND 10,19,2,20,5,8 4,269,960 23,120 543,883

CARGURUS INC COM CL A 141788109 43,964 1,844,881 SH - DFND 19,2,20,5,8 1,533,482 900 310,499

21VIANET GROUP INC SPONSORED ADSA 90138A103 55,253 1,710,614 SH - DFND 1,10,12,19,2,20,5,8 977,606 39,600 693,408

ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,529 277,956 SH - DFND 2,20 232,535 0 45,421

CARLISLE COS INC COM 142339100 315,054 1,914,288 SH - DFND 12,13,19,2,20,5,8 1,801,441 647 112,200

CARLOTZ INC COM CL A 142552108 297 41,700 SH - DFND 20 41,700 0 0

CARLYLE GROUP INC COM 14316J108 90,988 2,475,177 SH - DFND 10,12,13,19,2,20,5,6,81,865,811 66,004 543,362

CARMAX INC COM 143130102 835,775 6,300,130 SH - DFND 10,11,12,13,19,2,20,5,6,85,431,037 98,667 770,426

CARNIVAL CORP UNIT 99/99/9999 143658300 771,789 29,080,233 SH - DFND 10,11,12,13,19,2,20,5,6,825,251,455 434,900 3,393,878

CARPARTS COM INC COM 14427M107 15,326 1,073,243 SH - DFND 2,20,5,8 994,363 0 78,880

CARPENTER TECHNOLOGY CORP COM 144285103 136,677 3,321,440 SH - DFND 2,20,5,8 3,152,610 314 168,516

CARRIAGE SVCS INC COM 143905107 11,474 326,060 SH - DFND 2,20,5,8 271,779 0 54,281

CARRIER GLOBAL CORPORATION COM 14448C104 2,372,503 56,193,808 SH - DFND 10,11,12,13,19,2,20,5,6,831,042,274 1,144,388 24,007,146

CARROLS RESTAURANT GROUP INC COM 14574X104 3,683 615,350 SH - DFND 2,20,5 527,066 0 88,284

ADVANCED ENERGY INDS COM 007973100 124,424 1,139,726 SH - DFND 19,2,20,5,8 999,987 400 139,339

CARS COM INC COM 14575E105 18,114 1,397,689 SH - DFND 13,2,20,5,8 1,167,796 1,676 228,217

CARTER BANKSHARES INC COM NEW 146103106 5,412 387,714 SH - DFND 2,20,5 334,489 0 53,225

CARTERS INC COM 146229109 93,713 1,053,789 SH - DFND 13,19,2,20,5,8 964,505 675 88,609

CARVANA CO CL A 146869102 301,976 1,150,822 SH - DFND 10,11,12,13,19,2,20,5,6,8931,405 29,814 189,603

CASA SYS INC COM 14713L102 5,806 609,185 SH - DFND 2,20,5,8 497,853 0 111,332

CASELLA WASTE SYS INC CL A 147448104 60,133 945,932 SH - DFND 2,20,5,8 764,108 800 181,024

CASEYS GEN STORES INC COM 147528103 259,745 1,201,465 SH - DFND 12,13,2,20,5,8 1,126,519 439 74,507

CASI PHARMACEUTICALS INC COM 14757U109 2,495 1,039,742 SH - DFND 2,20,5 899,539 0 140,203

CASPER SLEEP INC COM 147626105 2,747 379,487 SH - DFND 2,20 326,793 0 52,694

CASS INFORMATION SYS INC COM 14808P109 18,053 390,168 SH - DFND 2,20,5,8 340,767 0 49,401

ADVANCED MICRO DEVICES INC COM 007903107 3,596,243 45,812,012 SH - DFND 10,11,12,13,19,2,20,5,6,839,377,760 738,722 5,695,530

CASSAVA SCIENCES INC COM 14817C107 30,850 686,310 SH - DFND 2,20,5 601,518 0 84,792

CASTLE BIOSCIENCES INC COM 14843C105 20,913 305,479 SH - DFND 2,20,5,8 258,625 0 46,854

CASTLIGHT HEALTH INC CL B 14862Q100 87 57,830 SH - DFND 20 57,830 0 0

CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 1,586 548,880 SH - DFND 2,20,5 513,884 0 34,996

CATALENT INC COM 148806102 671,123 6,372,835 SH - DFND 10,11,12,13,19,2,20,5,6,85,535,593 82,223 755,019

CATALYST BIOSCIENCES INC COM NEW 14888D208 1,906 378,234 SH - DFND 2,20 321,833 0 56,401

CATALYST PHARMACEUTICALS INC COM 14888U101 41,186 8,933,983 SH - DFND 2,20,5,8 8,635,980 0 298,003

CATCHMARK TIMBER TR INC CL A 14912Y202 9,826 965,227 SH - DFND 2,20,5,8 804,154 0 161,073

CATERPILLAR INC COM 149123101 9,494,372 40,946,961 SH - DFND 10,11,12,13,19,2,20,5,6,819,757,456 340,045 20,849,460

CATHAY GEN BANCORP COM 149150104 142,179 3,486,491 SH - DFND 2,20,5,8 3,208,006 454 278,031

ADVANSIX INC COM 00773T101 24,483 912,878 SH - DFND 1,13,2,20,5,8 820,455 785 91,638

CATO CORP NEW CL A 149205106 7,443 620,275 SH - DFND 2,20,5 566,575 0 53,700

CAVCO INDS INC DEL COM 149568107 68,383 303,104 SH - DFND 2,20,5,8 271,937 31 31,136

CB FINL SVCS INC COM 12479G101 1,608 72,674 SH - DFND 2,20 62,274 0 10,400

CBDMD INC COM 12482W101 48 11,700 SH - DFND 20 11,700 0 0

CBIZ INC COM 124805102 32,304 989,111 SH - DFND 2,20,5,8 806,827 0 182,284

CBOE GLOBAL MKTS INC COM 12503M108 469,750 4,759,852 SH - DFND 10,11,12,13,19,2,20,5,6,84,172,820 52,792 534,240

CBRE GROUP INC CL A 12504L109 1,054,388 13,328,123 SH - DFND 10,11,12,13,19,2,20,5,6,811,123,335 308,164 1,896,624

CBTX INC COM 12481V104 10,723 347,607 SH - DFND 2,20,5,8 284,956 0 62,651

CDK GLOBAL INC COM 12508E101 158,403 2,930,139 SH - DFND 1,13,2,20,5,8 2,674,985 7,735 247,419

CDW CORP COM 12514G108 879,200 5,304,376 SH - DFND 10,11,12,13,19,2,20,5,6,84,569,514 86,453 648,409

ADVANTAGE SOLUTIONS INC COM CL A 00791N102 849 71,900 SH - DFND 20 71,900 0 0

CECO ENVIRONMENTAL CORP COM 125141101 4,423 557,770 SH - DFND 2,20,5 480,974 0 76,796

CEL-SCI CORP COM PAR NEW 150837607 42,503 2,794,436 SH - DFND 19,2,20,5,8 2,677,416 0 117,020

CELANESE CORP DEL COM 150870103 796,004 5,313,422 SH - DFND 10,11,12,13,19,2,20,5,6,84,221,717 128,065 963,640

CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 38,666 1,876,977 SH - DFND 19,2,20,5,8 1,846,977 0 30,000

CELLECTIS S A SPON ADS 15117K103 764 37,803 SH - DFND 2 37,803 0 0

CELSIUS HLDGS INC COM NEW 15118V207 46,140 960,250 SH - DFND 2,20,5,8 846,497 0 113,753

CEMEX SAB DE CV SPON ADR NEW 151290889 86 12,364 SH - DFND 20,5 12,364 0 0

CENTENE CORP DEL COM 15135B101 1,530,060 23,940,861 SH - DFND 10,11,12,13,19,2,20,5,6,820,812,089 338,426 2,790,346

CENTENNIAL RESOURCE DEV INC CL A 15136A102 26,890 6,402,479 SH - DFND 13,2,20,5 6,395,479 0 7,000

CENTERPOINT ENERGY INC COM 15189T107 627,964 27,724,699 SH - DFND 10,11,12,13,19,2,20,5,6,823,714,470 239,298 3,770,931

ADVENT TECHNOLOGIES HOLDNG I COM CL A 00788A105 230 17,200 SH - DFND 20 17,200 0 0

CENTERSPACE COM 15202L107 44,754 651,465 SH - DFND 10,19,2,20,5,8 576,435 3,397 71,633

CENTOGENE N V COM N1976T109 1,087 89,634 SH - DFND 2,20 73,367 0 16,267

CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 2,141 355,104 SH - DFND 10,2,20 243,768 102,836 8,500

CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 4,983 816,830 SH - DFND 2,20 816,830 0 0

CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 66,719 1,285,786 SH - DFND 10,2,20,5,8 1,112,132 27,242 146,412

CENTRAL GARDEN & PET CO COM 153527106 19,481 335,818 SH - DFND 2,20,5,8 304,417 0 31,401

CENTRAL PAC FINL CORP COM NEW 154760409 35,076 1,314,683 SH - DFND 2,20,5,8 1,215,391 0 99,292

CENTRAL PUERTO S A SPONSORED ADR 155038201 810 358,539 SH - DFND 2,20,5 311,413 0 47,126

CENTRAL VY CMNTY BANCORP COM 155685100 3,666 199,130 SH - DFND 2,20,5 175,127 0 24,003

CENTRUS ENERGY CORP CL A 15643U104 249 10,517 SH - DFND 20 10,517 0 0

ADVERUM BIOTECHNOLOGIES INC COM 00773U108 51,998 5,273,650 SH - DFND 19,2,20,5,8 4,982,561 600 290,489

CENTURY ALUM CO COM 156431108 90,597 5,130,048 SH - DFND 2,20,5,8 4,960,341 2,024 167,683

CENTURY BANCORPORATION INC CL A NON VTG 156432106 5,227 56,018 SH - DFND 2,20,5 45,837 0 10,181

CENTURY CASINOS INC COM 156492100 4,738 461,317 SH - DFND 2,20,5 401,276 0 60,041

CENTURY CMNTYS INC COM 156504300 69,045 1,144,641 SH - DFND 2,20,5,8 1,045,390 0 99,251

CERAGON NETWORKS LTD ORD M22013102 156 41,423 SH - DFND 2 41,423 0 0

CERECOR INC COM 15671L109 1,776 587,928 SH - DFND 2,20 503,789 0 84,139

CERENCE INC COM 156727109 69,663 777,662 SH - DFND 13,19,2,20,5,8 641,993 329 135,340

CEREVEL THERAPEUTICS HLDNG I COM 15678U128 12,798 932,136 SH - DFND 2,20 932,136 0 0

CERIDIAN HCM HLDG INC COM 15677J108 313,949 3,725,516 SH - DFND 10,11,12,13,19,2,20,5,6,83,229,713 63,463 432,340

CERNER CORP COM 156782104 985,132 13,705,236 SH - DFND 10,11,12,13,19,2,20,5,6,811,307,592 351,514 2,046,130

AECOM COM 00766T100 242,055 3,775,620 SH - DFND 12,13,2,20,5,8 3,132,783 1,595 641,242

CERTARA INC COM 15687V109 7,804 285,865 SH - DFND 2,20 270,502 0 15,363

CERUS CORP COM 157085101 27,401 4,559,218 SH - DFND 19,2,20,5,8 4,010,793 1,700 546,725

CEVA INC COM 157210105 61,034 1,086,981 SH - DFND 2,20,5,8 1,003,539 0 83,442

CF INDS HLDGS INC COM 125269100 429,221 9,458,369 SH - DFND 10,11,12,13,19,2,20,5,6,87,892,143 159,718 1,406,508

CHAMPIONS ONCOLOGY INC COM NEW 15870P307 1,147 101,463 SH - DFND 2,20 87,039 0 14,424

CHAMPIONX CORPORATION COM 15872M104 129,990 5,982,053 SH - DFND 1,13,2,20,5,8 5,316,049 1,331 664,673

CHANGE HEALTHCARE INC COM 15912K100 76,562 3,464,345 SH - DFND 13,19,2,20,5,8 2,919,863 2,511 541,971

CHANNELADVISOR CORP COM 159179100 14,974 635,826 SH - DFND 2,20,5,8 534,307 0 101,519

CHARLES RIV LABS INTL INC COM 159864107 333,462 1,150,543 SH - DFND 13,19,2,20,5,8 1,037,503 526 112,514

CHART INDS INC COM 16115Q308 152,132 1,068,717 SH - DFND 19,2,20,5,8 939,211 246 129,260

AEGION CORP COM 00770F104 30,716 1,068,388 SH - DFND 19,2,20,5,8 946,757 1,063 120,568

CHARTER COMMUNICATIONS INC N CL A 16119P108 3,858,338 6,253,181 SH - DFND 1,10,11,12,13,19,2,20,5,6,85,180,501 68,156 1,004,524

CHASE CORP COM 16150R104 17,849 153,359 SH - DFND 2,20,5,8 124,400 0 28,959

CHATHAM LODGING TR COM 16208T102 28,287 2,149,480 SH - DFND 2,20,5,8 1,920,996 0 228,484

CHECK POINT SOFTWARE TECH LT ORD M22465104 290,675 2,596,012 SH - DFND 10,12,13,19,2,20,5,6,81,862,456 109,275 624,281

CHECKMATE PHARMACEUTICALS IN COM 162818108 1,011 83,259 SH - DFND 2,20 68,014 0 15,245

CHECKPOINT THERAPEUTICS INC COM 162828107 2,678 852,987 SH - DFND 2,20,5 737,413 0 115,574

CHEESECAKE FACTORY INC COM 163072101 81,037 1,385,008 SH - DFND 2,20,5,8 1,236,015 294 148,699

CHEETAH MOBILE INC ADR 163075104 72 31,783 SH - DFND 2 31,783 0 0

CHEFS WHSE INC COM 163086101 31,509 1,034,444 SH - DFND 2,20,5,8 933,431 0 101,013

CHEGG INC COM 163092109 136,582 1,594,468 SH - DFND 13,19,2,20,5,8 1,328,607 1,200 264,661

AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5,690 718,475 SH - DFND 2,20,5 614,627 0 103,848

CHEGG INC NOTE 0.125% 3/1 163092AD1 36,856 21,338,000 PRN - DFND 2,5 21,338,000 0 0

CHEMBIO DIAGNOSTICS INC COM NEW 163572209 1,003 285,880 SH - DFND 2,20 243,404 0 42,476

CHEMED CORP NEW COM 16359R103 180,091 391,656 SH - DFND 13,19,2,20,5,8 354,962 147 36,547

CHEMOCENTRYX INC COM 16383L106 92,558 1,806,368 SH - DFND 19,2,20,5,8 1,622,508 1,400 182,460

CHEMOURS CO COM 163851108 110,934 3,974,692 SH - DFND 12,13,2,20,5,8 3,623,149 11,943 339,600

CHEMUNG FINL CORP COM 164024101 2,181 51,810 SH - DFND 2,20 45,674 0 6,136

CHENIERE ENERGY INC COM NEW 16411R208 417,632 5,799,638 SH - DFND 10,11,12,13,19,2,20,5,6,84,362,241 219,612 1,217,785

CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 10,845 13,331,000 PRN - DFND 2,5 13,331,000 0 0

CHERRY HILL MTG INVT CORP COM 164651101 3,343 347,660 SH - DFND 2,20,5 304,550 0 43,110

CHESAPEAKE UTILS CORP COM 165303108 63,962 548,952 SH - DFND 19,2,20,5,8 491,084 36 57,832

22ND CENTY GROUP INC COM 90137F103 246 74,800 SH - DFND 20 74,800 0 0

AEGON N V NY REGISTRYSHS 007924103 62 13,095 SH - DFND 20 13,095 0 0

CHEVRON CORP NEW COM 166764100 14,439,678 137,796,337 SH - DFND 1,10,11,12,13,19,2,20,5,6,8110,046,199 1,180,207 26,569,931

CHEWY INC CL A 16679L109 74,791 882,911 SH - DFND 10,11,12,13,19,2,20,5,6,8632,930 60,965 189,016

CHIASMA INC COM 16706W102 2,518 804,339 SH - DFND 2,20,5 694,035 0 110,304

CHICOS FAS INC COM 168615102 13,162 3,976,579 SH - DFND 2,20,5 3,678,105 0 298,474

CHILDRENS PL INC NEW COM 168905107 37,940 544,334 SH - DFND 2,20,5,8 495,383 137 48,814

CHIMERA INVT CORP COM NEW 16934Q208 53,970 4,152,405 SH - DFND 12,13,2,20,5,8 3,305,669 3,113 843,623

CHIMERIX INC COM 16934W106 27,869 2,890,962 SH - DFND 2,20,5 2,753,143 0 137,819

CHINA BIOLOGIC PRODS HLDGS I COM G21515104 11,129 93,985 SH - DFND 10,19,2,20,5 64,105 0 29,880

CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 429 197,008 SH - DFND 2 197,008 0 0

CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 150 14,454 SH - DFND 5 14,454 0 0

AERCAP HOLDINGS NV SHS N00985106 57,486 978,646 SH - DFND 12,13,2,20,5,6,8 676,137 1,106 301,403

CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 388 19,067 SH - DFND 2,20,5 19,067 0 0

CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 6,548 124,187 SH - DFND 1,20,5,8 62,681 1,700 59,806

CHINA YUCHAI INTL LTD COM G21082105 2,617 169,065 SH - DFND 13,2,20,5 119,121 0 49,944

CHINOOK THERAPEUTICS INC COM 16961L106 4,117 264,900 SH - DFND 2,20,5 232,683 0 32,217

CHIPOTLE MEXICAN GRILL INC COM 169656105 1,540,888 1,084,506 SH - DFND 10,11,12,13,19,2,20,5,6,8925,754 17,534 141,218

CHOICE HOTELS INTL INC COM 169905106 79,370 739,769 SH - DFND 19,2,20,5,8 666,867 274 72,628

CHOICEONE FINL SVCS INC COM 170386106 2,870 119,336 SH - DFND 2,20,5 100,346 0 18,990

CHROMADEX CORP COM NEW 171077407 6,804 728,436 SH - DFND 2,20,5 636,122 0 92,314

CHUBB LIMITED COM H1467J104 3,497,208 22,031,234 SH - DFND 10,11,12,13,19,2,20,5,6,819,479,488 273,496 2,278,250

CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 7,136 182,327 SH - DFND 1,13,2,20,5 119,968 6,800 55,559

AERIE PHARMACEUTICALS INC COM 00771V108 14,930 835,459 SH - DFND 19,2,20,5,8 693,216 0 142,243

CHURCH & DWIGHT INC COM 171340102 1,008,863 11,549,659 SH - DFND 10,11,12,13,19,2,20,5,6,89,962,036 222,566 1,365,057

CHURCHILL DOWNS INC COM 171484108 246,586 1,084,277 SH - DFND 13,2,20,5,8 948,257 501 135,519

CHUYS HLDGS INC COM 171604101 26,044 587,634 SH - DFND 2,20,5 541,007 0 46,627

CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 10,960 4,729,986 SH - DFND 10,2,20 4,287,535 383,423 59,028

CIDARA THERAPEUTICS INC COM 171757107 1,752 658,711 SH - DFND 2,20,5 594,284 0 64,427

CIENA CORP COM NEW 171779309 202,556 3,701,677 SH - DFND 12,13,19,2,20,5,8 3,306,692 1,603 393,382

CIGNA CORP NEW COM 125523100 3,573,615 14,782,887 SH - DFND 10,11,12,13,19,2,20,5,6,812,639,849 250,343 1,892,695

CIM COML TR CORP COM NEW 125525584 2,635 204,441 SH - DFND 2,20,5 179,177 0 25,264

CIMAREX ENERGY CO COM 171798101 279,184 4,700,866 SH - DFND 12,13,2,20,5,8 3,997,309 1,047 702,510

CIMPRESS PLC SHS EURO G2143T103 34,442 343,972 SH - DFND 13,19,2,20,5,8 278,301 200 65,471

AEROJET ROCKETDYNE HLDGS INC COM 007800105 157,535 3,354,670 SH - DFND 13,2,20,5,8 3,097,197 555 256,918

CINCINNATI BELL INC NEW COM NEW 171871502 23,581 1,536,245 SH - DFND 19,2,20,5,8 1,373,046 0 163,199

CINCINNATI FINL CORP COM 172062101 940,694 9,070,518 SH - DFND 10,11,12,13,19,2,20,5,6,88,224,734 102,268 743,516

CINEMARK HLDGS INC COM 17243V102 65,951 3,231,316 SH - DFND 12,13,2,20,5,8 2,845,393 800 385,123

CINTAS CORP COM 172908105 1,355,463 3,971,354 SH - DFND 1,10,11,12,13,19,2,20,5,6,83,431,336 82,626 457,392

CIRCOR INTL INC COM 17273K109 21,327 612,507 SH - DFND 2,20,5,8 549,616 0 62,891

CIRRUS LOGIC INC COM 172755100 140,805 1,660,636 SH - DFND 13,19,2,20,5,8 1,542,813 424 117,399

CISCO SYS INC COM 17275R102 9,162,725 177,194,442 SH - DFND 1,10,11,12,13,19,2,20,5,6,8145,044,632 4,437,125 27,712,685

CIT GROUP INC COM NEW 125581801 297,807 5,781,531 SH - DFND 12,13,2,20,5,8 5,422,751 1,388 357,392

CITI TRENDS INC COM 17306X102 20,387 243,335 SH - DFND 2,20,5 219,351 0 23,984

CITIGROUP INC COM NEW 172967424 6,821,051 93,760,156 SH - DFND 1,10,12,13,19,2,20,5,6,881,962,533 1,413,421 10,384,202

AEROVIRONMENT INC COM 008073108 129,896 1,119,218 SH - DFND 19,2,20,5,8 1,036,664 0 82,554

CITIZENS & NORTHN CORP COM 172922106 5,425 228,135 SH - DFND 2,20,5 194,719 0 33,416

CITIZENS CMNTY BANCORP INC M COM 174903104 278 22,433 SH - DFND 20 522 0 21,911

CITIZENS FINANCIAL GROUP INC COM 174610105 1,066,732 24,161,537 SH - DFND 10,12,13,19,2,20,5,6,821,376,943 509,315 2,275,279

CITIZENS HLDG CO MISS COM 174715102 1,493 75,042 SH - DFND 2,20 66,042 0 9,000

CITIZENS INC CL A 174740100 5,578 963,330 SH - DFND 2,20,5,8 810,270 800 152,260

CITRIX SYS INC COM 177376100 764,180 5,444,431 SH - DFND 10,11,12,13,19,2,20,5,6,84,473,380 183,059 787,992

CITY HLDG CO COM 177835105 49,989 611,267 SH - DFND 2,20,5,8 557,034 0 54,233

CITY OFFICE REIT INC COM 178587101 13,887 1,307,624 SH - DFND 2,20,5,8 1,110,064 0 197,560

CIVISTA BANCSHARES INC COM NO PAR 178867107 6,232 271,655 SH - DFND 2,20,5 235,540 0 36,115

CLARIVATE PLC ORD SHS G21810109 12,327 467,100 SH - DFND 10,12,13,20,5,6,8 396,200 0 70,900

AES CORP COM 00130H105 907,953 33,866,214 SH - DFND 10,11,12,13,19,2,20,5,6,829,006,258 680,551 4,179,405

CLARUS CORP NEW COM 18270P109 7,066 414,413 SH - DFND 2,20,5 369,163 0 45,250

CLEAN ENERGY FUELS CORP COM 184499101 139,872 10,179,916 SH - DFND 19,2,20,5,8 9,632,761 1,400 545,755

CLEAN HARBORS INC COM 184496107 99,505 1,183,735 SH - DFND 12,13,2,20,5,8 1,069,711 746 113,278

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AES CORP UNIT 99/99/9999 00130H204 21,569 210,000 SH - DFND 2 210,000 0 0

CLEVELAND-CLIFFS INC NEW COM 185899101 362,563 18,029,015 SH - DFND 12,13,2,20,5,8 16,427,725 5,059 1,596,231

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CLOUDFLARE INC CL A COM 18915M107 213,095 3,032,945 SH - DFND 10,11,12,13,19,2,20,5,6,82,270,176 181,568 581,201

CLOVIS ONCOLOGY INC COM 189464100 69,448 9,892,877 SH - DFND 13,2,20,5,8 9,574,714 0 318,163

CMC MATERIALS INC COM 12571T100 154,402 871,126 SH - DFND 19,2,20,5,8 766,224 452 104,450

CME GROUP INC COM 12572Q105 3,448,275 16,884,274 SH - DFND 10,11,12,13,19,2,20,5,6,814,676,047 213,679 1,994,548

CMS ENERGY CORP COM 125896100 876,752 14,321,328 SH - DFND 10,11,12,13,19,2,20,5,6,812,713,768 184,533 1,423,027

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CNH INDL N V SHS N20944109 32,747 2,093,815 SH - DFND 19,20 94,151 0 1,999,664

CNO FINL GROUP INC COM 12621E103 111,874 4,605,757 SH - DFND 12,13,2,20,5,8 4,062,060 1,024 542,673

CNX RES CORP COM 12653C108 186,402 12,680,442 SH - DFND 12,13,2,20,5,8 12,064,660 2,045 613,737

CO-DIAGNOSTICS INC COM 189763105 4,225 442,892 SH - DFND 19,2,20,5,8 379,610 0 63,282

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COCA COLA CO COM 191216100 8,720,440 164,136,605 SH - DFND 1,10,11,12,13,19,2,20,5,6,8135,307,586 3,842,304 24,986,715

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CODEXIS INC COM 192005106 25,667 1,121,324 SH - DFND 2,20,5,8 916,210 0 205,114

AFFIMED N V COM N01045108 15,834 2,001,720 SH - DFND 13,2,20,5 1,762,781 0 238,939

CODIAK BIOSCIENCES INC COM 192010106 1,261 83,629 SH - DFND 2,20 71,724 0 11,905

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COEUR MNG INC COM NEW 192108504 118,276 13,098,096 SH - DFND 19,2,20,5,8 12,247,959 3,121 847,016

COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 94,184 1,369,752 SH - DFND 2,20,5,8 1,213,712 652 155,388

COGNEX CORP COM 192422103 435,677 5,249,756 SH - DFND 10,11,12,13,19,2,20,5,6,84,435,468 217,769 596,519

COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,729,828 22,143,219 SH - DFND 10,11,12,13,19,2,20,5,6,818,856,475 707,551 2,579,193

COGNYTE SOFTWARE LTD ORD SHS M25133105 40,783 1,466,481 SH - DFND 2,20,5,8 1,164,899 500 301,082

COHBAR INC COM 19249J109 559 411,180 SH - DFND 2,20 362,406 0 48,774

COHEN & STEERS INC COM 19247A100 32,593 498,893 SH - DFND 2,20,5,8 410,817 300 87,776

COHERENT INC COM 192479103 140,435 555,322 SH - DFND 13,19,2,20,5,8 503,369 200 51,753

AFFIRM HLDGS INC COM CL A 00827B106 4,835 68,374 SH - DFND 10,2,20 68,374 0 0

COHERUS BIOSCIENCES INC COM 19249H103 70,601 4,832,381 SH - DFND 2,20,5,8 4,630,526 0 201,855

COHU INC COM 192576106 57,615 1,377,037 SH - DFND 2,20,5,8 1,225,237 577 151,223

COLFAX CORP COM 194014106 106,676 2,434,958 SH - DFND 12,13,2,20,5,8 2,232,750 700 201,508

COLFAX CORP UNIT 01/15/2022T 194014205 15,548 87,200 SH - DFND 2 87,200 0 0

COLGATE PALMOLIVE CO COM 194162103 3,801,370 48,222,372 SH - DFND 1,10,11,12,13,19,2,20,5,6,831,650,524 569,592 16,002,256

COLLEGIUM PHARMACEUTICAL INC COM 19459J104 25,980 1,096,202 SH - DFND 19,2,20,5,8 982,144 0 114,058

COLONY BANKCORP INC COM 19623P101 1,843 118,112 SH - DFND 2,20 100,433 0 17,679

COLONY CAP INC NEW CL A COM 19626G108 96,513 14,893,980 SH - DFND 10,12,13,19,2,20,5,812,358,215 114,708 2,421,057

COLONY CR REAL ESTATE INC COM CL A 19625T101 14,878 1,726,259 SH - DFND 2,20,5,8 1,412,739 0 313,520

COLUMBIA BKG SYS INC COM 197236102 148,085 3,436,645 SH - DFND 2,20,5,8 3,171,655 1,262 263,728

2U INC COM 90214J101 39,509 1,033,445 SH - DFND 13,2,20,5,8 885,966 500 146,979

AFLAC INC COM 001055102 1,793,002 35,033,261 SH - DFND 10,11,12,13,19,2,20,5,6,830,685,868 781,710 3,565,683

COLUMBIA FINL INC COM 197641103 17,482 1,000,118 SH - DFND 2,20,5,8 794,665 0 205,453

COLUMBIA PPTY TR INC COM NEW 198287203 77,173 4,513,063 SH - DFND 10,12,13,19,2,20,5,83,882,976 29,011 601,076

COLUMBIA SPORTSWEAR CO COM 198516106 74,012 700,673 SH - DFND 19,2,20,5,8 617,535 188 82,950

COLUMBUS MCKINNON CORP N Y COM 199333105 22,730 430,824 SH - DFND 2,20,5,8 349,639 612 80,573

COMCAST CORP NEW CL A 20030N101 9,034,539 166,966,157 SH - DFND 1,10,11,12,13,19,2,20,5,6,8142,117,616 3,126,907 21,721,634

COMERICA INC COM 200340107 596,035 8,223,945 SH - DFND 1,10,12,13,19,2,20,5,6,87,733,179 3,840 486,926

COMFORT SYS USA INC COM 199908104 81,932 1,095,788 SH - DFND 2,20,5,8 954,769 200 140,819

COMMERCE BANCSHARES INC COM 200525103 445,615 5,816,665 SH - DFND 12,13,19,2,20,5,6,85,582,503 1,192 232,970

COMMERCIAL METALS CO COM 201723103 198,899 6,424,848 SH - DFND 12,2,20,5,8 5,994,068 768 430,012

COMMERCIAL VEH GROUP INC COM 202608105 234 24,284 SH - DFND 20 24,284 0 0

AFYA LTD CL A COM G01125106 236 12,704 SH - DFND 13,2 10,804 0 1,900

COMMSCOPE HLDG CO INC COM 20337X109 40,718 2,650,883 SH - DFND 12,13,19,2,20,5,8 2,202,607 2,100 446,176

COMMUNITY BANKERS TR CORP COM 203612106 3,187 361,377 SH - DFND 2,20 306,811 0 54,566

COMMUNITY BK SYS INC COM 203607106 335,659 4,353,088 SH - DFND 2,20,5,8 4,159,013 375 193,700

COMMUNITY FINL CORP MD COM 20368X101 2,528 73,808 SH - DFND 2,20 61,713 0 12,095

COMMUNITY HEALTH SYS INC NEW COM 203668108 43,668 3,229,846 SH - DFND 1,12,19,2,20,5,8 2,908,224 3,578 318,044

COMMUNITY HEALTHCARE TR INC COM 20369C106 52,698 1,142,633 SH - DFND 10,19,2,20,5,8 1,015,439 5,600 121,594

COMMUNITY TR BANCORP INC COM 204149108 14,958 336,723 SH - DFND 2,20,5,8 279,316 0 57,407

COMMUNITY WEST BANCSHARES COM 204157101 226 17,609 SH - DFND 20 0 0 17,609

COMMVAULT SYSTEMS INC COM 204166102 100,749 1,561,996 SH - DFND 13,2,20,5,8 1,213,258 486 348,252

COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 1,620 278,375 SH - DFND 10,2,20 278,375 0 0

AG MTG INVT TR INC COM 001228105 135 33,100 SH - DFND 20,5 33,100 0 0

COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 8,188 1,117,112 SH - DFND 10,13,19,2,20,5 926,165 148,988 41,959

COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 16,886 12,891,942 SH - DFND 13,2,20,5 10,702,342 0 2,189,600

COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 17,714 2,643,937 SH - DFND 1,10,2,20 2,183,287 238,450 222,200

COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4,607 260,697 SH - DFND 13,2,20,5,8 237,014 0 23,683

COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 60,723 6,054,179 SH - DFND 10,12,13,19,2,20,5,82,461,930 90,300 3,501,949

COMPASS MINERALS INTL INC COM 20451N101 135,153 2,154,870 SH - DFND 19,2,20,5,8 2,031,918 195 122,757

COMPUGEN LTD ORD M25722105 5,003 582,386 SH - DFND 2,20,5,8 415,386 2,800 164,200

COMPUTER PROGRAMS & SYS INC COM 205306103 14,949 488,524 SH - DFND 2,20,5,8 449,103 100 39,321

COMPX INTL INC CL A 20563P101 230 12,780 SH - DFND 2,20 9,816 0 2,964

COMSCORE INC COM 20564W105 3,820 1,043,603 SH - DFND 2,20,5 847,130 0 196,473

AGCO CORP COM 001084102 232,871 1,621,097 SH - DFND 12,13,19,2,20,5,8 1,495,233 513 125,351

COMSTOCK RES INC COM 205768302 2,245 405,217 SH - DFND 2,20 348,667 0 56,550

COMTECH TELECOMMUNICATIONS C COM NEW 205826209 20,680 832,523 SH - DFND 2,20,5,8 748,936 371 83,216

CONAGRA BRANDS INC COM 205887102 793,609 21,106,617 SH - DFND 10,11,12,13,19,2,20,5,6,818,180,274 362,736 2,563,607

CONCENTRIX CORP COM 20602D101 147,952 988,193 SH - DFND 12,13,19,2,20,5,8 898,776 364 89,053

CONCERT PHARMACEUTICALS INC COM 206022105 2,343 469,455 SH - DFND 2,20,5 406,830 0 62,625

CONCRETE PUMPING HLDGS INC COM 206704108 3,078 415,374 SH - DFND 2,20 358,816 0 56,558

CONDUENT INC COM 206787103 24,028 3,607,821 SH - DFND 1,12,13,2,20,5,8 3,002,818 4,381 600,622

CONFORMIS INC COM 20717E101 51 51,627 SH - DFND 20 51,627 0 0

CONMED CORP COM 207410101 127,604 975,614 SH - DFND 2,20,5,8 872,950 100 102,564

CONNECTONE BANCORP INC COM 20786W107 22,938 904,842 SH - DFND 2,20,5,8 774,966 0 129,876

AGEAGLE AERIAL SYS INC NEW COM 00848K101 17,754 2,836,063 SH - DFND 2,20 2,836,063 0 0

CONNS INC COM 208242107 11,086 569,961 SH - DFND 2,20,5 522,323 0 47,638

CONOCOPHILLIPS COM 20825C104 3,765,764 71,092,384 SH - DFND 10,11,12,13,19,2,20,5,6,864,489,522 812,748 5,790,114

CONSOL ENERGY INC DISC COML COM 20854L108 8,636 888,523 SH - DFND 2,20,5 832,828 0 55,695

CONSOLIDATED COMM HLDGS INC COM 209034107 20,852 2,896,138 SH - DFND 2,20,5,8 2,639,638 1,045 255,455

CONSOLIDATED EDISON INC COM 209115104 1,831,894 24,490,562 SH - DFND 1,10,11,12,13,19,2,20,5,6,821,238,505 229,046 3,023,011

CONSOLIDATED WATER CO INC ORD G23773107 3,283 242,559 SH - DFND 2,20,5 209,617 0 32,942

CONSTELLATION BRANDS INC CL A 21036P108 1,573,137 6,899,722 SH - DFND 10,12,13,19,2,20,5,6,85,804,574 102,402 992,746

CONSTELLATION PHARMCETICLS I COM 210373106 51,327 2,194,414 SH - DFND 19,2,20,5,8 2,098,946 0 95,468

CONSTELLIUM SE CL A SHS F21107101 1,766 120,137 SH - DFND 12,2,20,5 120,137 0 0

CONSTRUCTION PARTNERS INC COM CL A 21044C107 13,953 466,963 SH - DFND 2,20,5,8 389,148 0 77,815

AGENUS INC COM NEW 00847G705 34,483 12,677,420 SH - DFND 19,2,20,5,8 12,156,418 0 521,002

CONTAINER STORE GROUP INC COM 210751103 7,717 463,761 SH - DFND 2,20,5 392,897 0 70,864

CONTANGO OIL & GAS CO COM NEW 21075N204 6,924 1,775,327 SH - DFND 2,20,5 1,524,792 0 250,535

CONTEXTLOGIC INC COM CL A 21077C107 514 32,500 SH - DFND 20 32,500 0 0

CONTINENTAL RES INC COM 212015101 114,554 4,428,060 SH - DFND 13,2,20,5 4,321,268 978 105,814

CONTRAFECT CORP COM NEW 212326300 1,575 328,124 SH - DFND 2,20,5 280,724 0 47,400

COOPER COS INC COM NEW 216648402 791,407 2,060,473 SH - DFND 10,11,12,13,19,2,20,5,6,81,742,264 52,966 265,243

COOPER STD HLDGS INC COM 21676P103 19,724 543,064 SH - DFND 2,20,5 504,055 0 39,009

COOPER TIRE & RUBR CO COM 216831107 93,440 1,669,159 SH - DFND 2,20,5,8 1,491,808 433 176,918

COPA HOLDINGS SA CL A P31076105 69,371 858,658 SH - DFND 19,2,20,5 825,770 0 32,888

COPART INC COM 217204106 952,200 8,767,147 SH - DFND 10,11,12,13,19,2,20,5,6,87,528,566 295,814 942,767

AGILE THERAPEUTICS INC COM 00847L100 2,242 1,077,910 SH - DFND 2,20,5 922,190 0 155,720

CORBUS PHARMACEUTICALS HLDGS COM 21833P103 3,053 1,549,815 SH - DFND 2,20,5 1,374,108 0 175,707

CORCEPT THERAPEUTICS INC COM 218352102 76,674 3,222,957 SH - DFND 2,20,5,8 2,841,774 1,100 380,083

CORE LABORATORIES N V COM N22717107 26,711 927,471 SH - DFND 13,19,2,20,5,8 880,019 400 47,052

CORE MARK HOLDING CO INC COM 218681104 57,261 1,479,982 SH - DFND 2,20,5,8 1,328,922 200 150,860

CORECIVIC INC COM 21871N101 37,905 4,188,369 SH - DFND 12,13,2,20,5,8 3,924,437 657 263,275

CORELOGIC INC COM 21871D103 135,674 1,711,972 SH - DFND 13,2,20,5,8 1,564,963 806 146,203

CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,917 271,152 SH - DFND 2,20,5 237,264 0 33,888

COREPOINT LODGING INC COM 21872L104 7,271 805,231 SH - DFND 2,20,5 701,742 0 103,489

CORESITE RLTY CORP COM 21870Q105 125,687 1,038,213 SH - DFND 19,2,20,5,8 936,448 500 101,265

CORMEDIX INC COM 21900C308 6,659 666,611 SH - DFND 2,20,5 596,329 0 70,282

AGILENT TECHNOLOGIES INC COM 00846U101 1,638,560 12,887,839 SH - DFND 10,11,12,13,19,2,20,5,6,810,732,152 475,858 1,679,829

CORNERSTONE BLDG BRANDS INC COM 21925D109 11,342 808,422 SH - DFND 2,20,5,8 665,896 0 142,526

CORNERSTONE ONDEMAND INC COM 21925Y103 53,138 1,219,328 SH - DFND 19,2,20,5,8 999,194 400 219,734

CORNING INC COM 219350105 1,657,498 38,094,649 SH - DFND 10,11,12,13,19,2,20,5,6,833,538,276 597,624 3,958,749

CORPORACION AMER ARPTS S A COM L1995B107 982 200,100 SH - DFND 2,20 200,100 0 0

CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 130,423 4,902,577 SH - DFND 10,13,19,2,20,5,8 4,382,621 27,495 492,461

CORSAIR GAMING INC COM 22041X102 12,234 367,495 SH - DFND 2,20,5 315,772 0 51,723

CORTEVA INC COM 22052L104 1,980,689 42,485,822 SH - DFND 10,11,12,13,19,2,20,5,6,832,267,048 765,388 9,453,386

CORTEXYME INC COM 22053A107 38,404 1,065,880 SH - DFND 2,20,5,8 1,022,012 0 43,868

CORVEL CORP COM 221006109 30,790 300,122 SH - DFND 2,20,5,8 264,896 0 35,226

COSAN S A ADS 22113B103 19,102 1,182,764 SH - DFND 12,13,2,20,5 815,809 0 366,955

AGILYSYS INC COM 00847J105 32,964 687,333 SH - DFND 2,20,5,8 613,329 0 74,004

COSTAMARE INC SHS Y1771G102 16,858 1,751,786 SH - DFND 13,2,20,5 1,369,109 0 382,677

COSTAR GROUP INC COM 22160N109 633,168 770,380 SH - DFND 10,11,12,13,19,2,20,5,6,8622,280 23,572 124,528

COSTCO WHSL CORP NEW COM 22160K105 5,865,776 16,641,443 SH - DFND 10,11,12,13,19,2,20,5,6,814,126,443 434,272 2,080,728

COTY INC COM CL A 222070203 60,014 6,660,820 SH - DFND 12,13,2,20,5,8 6,033,999 2,998 623,823

COUNTY BANCORP INC COM 221907108 1,736 72,421 SH - DFND 2,20 61,721 0 10,700

COUPA SOFTWARE INC COM 22266L106 340,752 1,339,014 SH - DFND 10,11,12,13,19,2,20,5,6,81,093,656 32,416 212,942

COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 38,194 22,518,000 PRN - DFND 2,5 22,518,000 0 0

COUSINS PPTYS INC COM NEW 222795502 227,068 6,423,417 SH - DFND 10,12,19,2,20,5,8 5,678,027 35,976 709,414

COVANTA HLDG CORP COM 22282E102 31,320 2,246,854 SH - DFND 2,20,5,8 1,841,166 614 405,074

COVENANT LOGISTICS GROUP INC CL A 22284P105 4,225 205,204 SH - DFND 2,20,5 175,995 0 29,209

AGIOS PHARMACEUTICALS INC COM 00847X104 89,471 1,732,590 SH - DFND 13,19,2,20,5,8 1,595,276 1,000 136,314

COVETRUS INC COM 22304C100 106,331 3,547,904 SH - DFND 12,13,2,20,5,8 3,134,721 1,060 412,123

COWEN INC CL A NEW 223622606 18,790 534,578 SH - DFND 2,20,5,8 444,436 0 90,142

CRA INTL INC COM 12618T105 13,015 174,364 SH - DFND 2,20,5 153,356 0 21,008

CRACKER BARREL OLD CTRY STOR COM 22410J106 126,079 729,288 SH - DFND 12,13,2,20,5,8 643,272 285 85,731

CRANE CO COM 224399105 108,337 1,153,623 SH - DFND 10,13,19,2,20,5,8 1,048,649 3,319 101,655

CRAWFORD & CO CL A 224633206 3,031 284,558 SH - DFND 2,20,5,8 224,662 0 59,896

CRAWFORD & CO CL B 224633107 143 14,722 SH - DFND 20 14,722 0 0

CREDICORP LTD COM G2519Y108 270,160 1,978,180 SH - DFND 10,12,13,19,2,20,5,8879,501 32,000 1,066,679

CREDIT ACCEP CORP MICH COM 225310101 43,959 122,030 SH - DFND 13,19,2,20,5,8 100,058 83 21,889

CREDIT SUISSE GROUP SPONSORED ADR 225401108 3,180 300,004 SH - DFND 1,20 7,280 0 292,724