The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM INC CL A 68243Q106 26,373 827,517 SH   DFND 19,2,20,5 771,519 0 55,998
21VIANET GROUP INC SPONSORED ADS A 90138A103 40,676 1,772,364 SH   DFND 1,10,12,13,19,2,20,5,8 1,021,732 39,600 711,032
AERPIO PHARMACEUTICALS INC COM 00810B105 216 127,850 SH   DFND 20 127,850 0 0
COCRYSTAL PHARMA INC COM 19188J300 343 274,427 SH   DFND 20 274,427 0 0
CODA OCTOPUS GROUP INC COM NEW 19188U206 97 11,135 SH   DFND 20 11,135 0 0
CODEXIS INC COM 192005106 26,570 1,172,571 SH   DFND 19,2,20,5 1,047,468 0 125,103
CODIAK BIOSCIENCES INC COM 192010106 4,374 236,064 SH   DFND 2,20,5 225,660 0 10,404
CODORUS VY BANCORP INC COM 192025104 429 21,400 SH   DFND 20 21,400 0 0
COEUR MNG INC COM NEW 192108504 126,762 14,274,957 SH   DFND 19,2,20,5 13,764,149 3,121 507,687
COGENT BIOSCIENCES INC COM 19240Q201 4,111 506,857 SH   DFND 2,20,5 485,670 0 21,187
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 107,602 1,399,424 SH   DFND 19,2,20,5 1,310,875 652 87,897
COGNEX CORP COM 192422103 470,102 5,593,120 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,744,466 245,537 603,117
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,560,442 22,530,198 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,170,502 764,346 2,595,350
AERSALE CORPORATION COM 00810F106 1,061 85,165 SH   DFND 2,20 82,765 0 2,400
COGNYTE SOFTWARE LTD ORD SHS M25133105 13,026 531,693 SH   DFND 19,2,20,5 409,237 500 121,956
COHEN & STEERS INC COM 19247A100 43,898 534,756 SH   DFND 19,2,20,5 482,610 300 51,846
COHERENT INC COM 192479103 160,539 607,321 SH   DFND 13,19,2,20,5,8 560,645 200 46,476
COHERUS BIOSCIENCES INC COM 19249H103 70,175 5,074,141 SH   DFND 19,2,20,5 4,959,584 0 114,557
COHU INC COM 192576106 55,269 1,502,294 SH   DFND 19,2,20,5 1,409,503 577 92,214
COINBASE GLOBAL INC COM CL A 19260Q107 24,984 98,634 SH   DFND 2,20,8 98,634 0 0
COLFAX CORP COM 194014106 128,939 2,814,648 SH   DFND 12,13,19,2,20,5 2,616,365 700 197,583
COLFAX CORP UNIT 01/15/2022T 194014205 13,687 73,200 SH   DFND 2 73,200 0 0
COLGATE PALMOLIVE CO COM 194162103 3,976,381 48,879,910 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 32,552,966 11,670,392 4,656,552
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 27,291 1,154,423 SH   DFND 19,2,20,5 1,092,540 0 61,883
AES CORP COM 00130H105 869,564 33,354,983 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,633,514 757,949 3,963,520
COLLPLANT BIOTECHNOLOGIES LT SHS NEW M2R51X116 3,743 176,490 SH   DFND 2 176,490 0 0
COLONY BANKCORP INC COM 19623P101 545 30,489 SH   DFND 2,20 27,289 0 3,200
COLUMBIA BKG SYS INC COM 197236102 145,388 3,770,434 SH   DFND 19,2,20,5 3,619,366 1,262 149,806
COLUMBIA FINL INC COM 197641103 15,761 915,282 SH   DFND 19,2,20,5 791,242 0 124,040
COLUMBIA PPTY TR INC COM NEW 198287203 79,531 4,573,385 SH   DFND 10,12,13,19,2,20,5,8 4,065,229 25,211 482,945
COLUMBIA SPORTSWEAR CO COM 198516106 82,939 843,215 SH   DFND 19,2,20,5 761,454 188 81,573
COLUMBUS MCKINNON CORP N Y COM 199333105 24,668 511,365 SH   DFND 19,2,20,5 463,221 612 47,532
COMCAST CORP NEW CL A 20030N101 9,736,816 170,761,419 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 144,488,581 3,748,962 22,523,876
COMERICA INC COM 200340107 579,768 8,044,205 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,572,406 3,840 467,959
COMFORT SYS USA INC COM 199908104 90,043 1,142,821 SH   DFND 19,2,20,5,8 1,062,789 200 79,832
AES CORP UNIT 99/99/9999 00130H204 28,752 270,000 SH   DFND 2 270,000 0 0
COMMERCE BANCSHARES INC COM 200525103 440,889 5,913,211 SH   DFND 12,13,19,2,20,5,6,8 5,697,146 1,192 214,873
COMMERCIAL METALS CO COM 201723103 210,123 6,813,598 SH   DFND 12,19,2,20,5,8 6,575,867 768 236,963
COMMERCIAL VEH GROUP INC COM 202608105 4,725 444,450 SH   DFND 2,20 426,029 0 18,421
COMMSCOPE HLDG CO INC COM 20337X109 65,958 3,095,187 SH   DFND 12,13,19,2,20,5,8 2,711,664 2,100 381,423
COMMUNICATIONS SYS INC COM 203900105 128 17,808 SH   DFND 20 17,808 0 0
COMMUNITY BANKERS TR CORP COM 203612106 721 63,617 SH   DFND 20 63,617 0 0
COMMUNITY BK SYS INC COM 203607106 389,358 5,118,527 SH   DFND 19,2,20,5 5,013,805 375 104,347
COMMUNITY FINL CORP MD COM 20368X101 351 10,162 SH   DFND 20 10,162 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 60,572 3,923,030 SH   DFND 1,12,19,2,20,5 3,705,313 3,578 214,139
COMMUNITY HEALTHCARE TR INC COM 20369C106 56,439 1,189,193 SH   DFND 10,19,2,20,5,8 1,083,866 4,900 100,427
AETHLON MED INC COM 00808Y307 96 19,604 SH   DFND 20 19,604 0 0
COMMUNITY TR BANCORP INC COM 204149108 13,503 331,063 SH   DFND 19,2,20,5 299,119 0 31,944
COMMUNITY WEST BANCSHARES COM 204157101 400 30,615 SH   DFND 20 3,300 0 27,315
COMMVAULT SYS INC COM 204166102 121,833 1,558,569 SH   DFND 10,13,19,2,20,5,8 1,313,300 486 244,783
COMPANHIA BRASILEIRA DE DIST SPONSORED ADR 20440T300 3,206 411,575 SH   DFND 2,20,5 367,475 0 44,100
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 8,235 1,101,288 SH   DFND 10,13,19,2,20,5 914,341 144,988 41,959
COMPANHIA PARANAENSE ENERG C SPON ADS 20441B605 17,381 3,006,123 SH   DFND 13,2,20,5 2,612,803 0 393,320
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 20,848 2,374,510 SH   DFND 10,2,20,5 2,093,360 247,350 33,800
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 1,635 81,199 SH   DFND 13,5 54,860 0 26,339
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 43,923 4,853,418 SH   DFND 1,10,12,13,19,2,20,5,8 2,472,614 89,000 2,291,804
COMPASS MINERALS INTL INC COM 20451N101 105,651 1,782,842 SH   DFND 19,2,20,5,8 1,713,027 195 69,620
AEVA TECHNOLOGIES INC COM 00835Q103 5,697 538,960 SH   DFND 2,20 533,660 0 5,300
COMPUGEN LTD ORD M25722105 5,427 655,396 SH   DFND 19,2,20,5 461,329 2,800 191,267
COMPUTER PROGRAMS & SYS INC COM 205306103 17,087 514,194 SH   DFND 19,2,20,5 491,478 100 22,616
COMPUTER TASK GROUP INC COM 205477102 548 56,685 SH   DFND 20 56,685 0 0
COMPX INTL INC CL A 20563P101 479 23,056 SH   DFND 2,20 22,056 0 1,000
COMSCORE INC COM 20564W105 5,919 1,183,843 SH   DFND 2,20,5 1,027,750 0 156,093
COMSOVEREIGN HLDG CORP COM NEW 205650203 136 58,600 SH   DFND 20 58,600 0 0
COMSTOCK HLDG COS INC CL A NEW 205684202 93 15,559 SH   DFND 20 15,559 0 0
COMSTOCK MNG INC COM NEW 205750300 901 248,287 SH   DFND 20 248,287 0 0
COMSTOCK RES INC COM 205768302 9,206 1,380,167 SH   DFND 19,2,20,5 1,249,018 0 131,149
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 21,165 876,031 SH   DFND 19,2,20,5 827,051 371 48,609
AFC GAMMA INC COM 00109K105 1,392 67,400 SH   DFND 2,20 65,800 0 1,600
CONAGRA BRANDS INC COM 205887102 793,776 21,819,022 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,624,111 389,971 2,804,940
CONCENTRIX CORP COM 20602D101 170,056 1,057,561 SH   DFND 12,13,19,2,20,5 979,513 364 77,684
CONCERT PHARMACEUTICALS INC COM 206022105 317 75,040 SH   DFND 20 75,040 0 0
CONCRETE PUMPING HLDGS INC COM 206704108 3,270 386,073 SH   DFND 2,20 366,473 0 19,600
CONDUENT INC COM 206787103 27,816 3,708,824 SH   DFND 1,12,13,19,2,20,5,8 3,385,702 4,381 318,741
CONFORMIS INC COM 20717E101 8,143 7,080,625 SH   DFND 2,20 7,080,625 0 0
CONMED CORP COM 207410101 139,591 1,014,247 SH   DFND 19,2,20,5 957,677 100 56,470
CONNECTONE BANCORP INC COM 20786W107 27,541 1,052,378 SH   DFND 19,2,20,5 977,511 0 74,867
CONNS INC COM 208242107 19,921 781,197 SH   DFND 2,20,5 759,872 0 21,325
CONOCOPHILLIPS COM 20825C104 4,415,124 72,497,939 SH   DFND 10,11,12,13,19,2,20,5,6,8 65,517,496 952,697 6,027,746
AFFILIATED MANAGERS GROUP IN COM 008252108 214,238 1,389,263 SH   DFND 12,13,19,2,20,5,8 1,308,324 588 80,351
CONSOL ENERGY INC NEW COM 20854L108 31,270 1,693,029 SH   DFND 2,20,5 1,680,529 0 12,500
CONSOLIDATED COMM HLDGS INC COM 209034107 28,853 3,282,498 SH   DFND 19,2,20,5 3,133,177 1,045 148,276
CONSOLIDATED EDISON INC COM 209115104 1,798,027 25,070,094 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,681,073 245,898 3,143,123
CONSOLIDATED WATER CO INC ORD G23773107 150 12,696 SH   DFND 1,20 12,696 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,640,076 7,012,170 SH   DFND 10,12,13,19,2,20,5,6,8 5,889,124 119,942 1,003,104
CONSTELLATION PHARMCETICLS I COM 210373106 53,762 1,590,606 SH   DFND 19,2,20,5 1,539,160 0 51,446
CONSTELLIUM SE CL A SHS F21107101 33,059 1,744,554 SH   DFND 12,2,20,5 1,612,454 0 132,100
CONSTRUCTION PARTNERS INC COM CL A 21044C107 17,248 549,286 SH   DFND 19,2,20,5 494,794 0 54,492
CONSUMER PORTFOLIO SVCS INC COM 210502100 64 14,166 SH   DFND 20 14,166 0 0
CONTAINER STORE GROUP INC COM 210751103 6,845 524,916 SH   DFND 2,20,5 494,851 0 30,065
AFFIMED N V COM N01045108 16,756 1,971,280 SH   DFND 13,2,20,5 1,817,585 0 153,695
CONTANGO OIL & GAS CO COM NEW 21075N204 17,622 4,079,077 SH   DFND 2,20,5 3,916,266 0 162,811
CONTEXTLOGIC INC COM CL A 21077C107 3,105 235,792 SH   DFND 20 235,792 0 0
CONTINENTAL RES INC COM 212015101 152,161 4,001,078 SH   DFND 13,19,2,20,5 3,904,075 978 96,025
CONTRAFECT CORP COM NEW 212326300 331 75,254 SH   DFND 20 75,254 0 0
COOPER COS INC COM NEW 216648402 833,059 2,102,250 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,755,044 82,457 264,749
COOPER STD HLDGS INC COM 21676P103 16,102 555,256 SH   DFND 2,20,5 540,972 0 14,284
COOTEK CAYMAN INC SPONSORED ADS 21718L102 312 186,744 SH   DFND 2 186,744 0 0
COPA HOLDINGS SA CL A P31076105 63,192 838,863 SH   DFND 19,2,20,5 807,375 0 31,488
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 15,465 9,400,000 PRN   DFND 2,5 9,400,000 0 0
COPART INC COM 217204106 1,135,752 8,615,281 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,406,085 228,495 980,701
AFFIRM HLDGS INC COM CL A 00827B106 15,150 224,947 SH   DFND 10,2,20 224,947 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 645 352,709 SH   DFND 20 352,709 0 0
CORCEPT THERAPEUTICS INC COM 218352102 72,201 3,281,872 SH   DFND 19,2,20,5 3,072,450 1,100 208,322
CORE LABORATORIES N V COM N22717107 40,667 1,043,841 SH   DFND 13,19,2,20,5 1,000,776 400 42,665
CORE-MARK HLDG CO INC COM 218681104 67,874 1,507,986 SH   DFND 19,2,20,5 1,420,445 200 87,341
CORECIVIC INC COM 21871N101 45,661 4,361,158 SH   DFND 12,13,19,2,20,5,8 4,272,479 657 88,022
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 483 72,958 SH   DFND 20,5 72,958 0 0
COREPOINT LODGING INC COM 21872L104 8,977 838,980 SH   DFND 2,20,5 792,842 0 46,138
CORESITE RLTY CORP COM 21870Q105 205,465 1,512,288 SH   DFND 10,19,2,20,5,8 1,353,768 9,500 149,020
CORMEDIX INC COM 21900C308 4,326 630,654 SH   DFND 2,20,5 596,619 0 34,035
CORNERSTONE BLDG BRANDS INC COM 21925D109 17,042 937,384 SH   DFND 19,2,20,5 847,600 0 89,784
22ND CENTY GROUP INC COM 90137F103 11,387 2,459,489 SH   DFND 2,20,5 2,416,094 0 43,395
AFLAC INC COM 001055102 1,855,561 34,579,962 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,160,355 869,207 3,550,400
CORNERSTONE ONDEMAND INC COM 21925Y103 65,866 1,276,967 SH   DFND 19,2,20,5 1,145,712 400 130,855
CORNING INC COM 219350105 1,526,669 37,326,862 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,748,709 658,563 3,919,590
CORPORACION AMER ARPTS S A COM L1995B107 1,201 209,977 SH   DFND 2,20 209,977 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 157,389 5,568,091 SH   DFND 10,13,19,2,20,5,8 5,017,949 25,095 525,047
CORSAIR GAMING INC COM 22041X102 14,324 430,272 SH   DFND 19,2,20,5 397,302 0 32,970
CORTEVA INC COM 22052L104 1,938,566 43,710,619 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,805,560 846,553 9,058,506
CORTEXYME INC COM 22053A107 51,029 962,815 SH   DFND 19,2,20,5 939,699 0 23,116
CORVEL CORP COM 221006109 42,707 317,995 SH   DFND 19,2,20,5 296,186 0 21,809
CORVUS PHARMACEUTICALS INC COM 221015100 79 29,600 SH   DFND 20 29,600 0 0
COSAN S A ADS 22113B103 14,131 742,741 SH   DFND 12,13,2,20,5 574,158 0 168,583
AFYA LTD CL A COM G01125106 279 10,804 SH   DFND 2 10,804 0 0
COSTAMARE INC SHS Y1771G102 19,912 1,685,313 SH   DFND 13,1,2,20,5 1,376,761 0 308,552
COSTAR GROUP INC COM 22160N109 693,455 8,373,033 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,798,515 274,350 1,300,168
COSTCO WHSL CORP NEW COM 22160K105 6,627,617 16,750,366 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,089,468 507,104 2,153,794
COTY INC COM CL A 222070203 66,866 7,159,118 SH   DFND 12,13,19,2,20,5 6,558,665 2,998 597,455
COUNTY BANCORP INC COM 221907108 274 8,077 SH   DFND 20 8,077 0 0
COUPA SOFTWARE INC COM 22266L106 402,962 1,537,378 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,262,072 39,014 236,292
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 38,723 22,368,000 PRN   DFND 2,5 22,368,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 32,356 27,959,000 PRN   DFND 2 27,959,000 0 0
COUPANG INC CL A 22266T109 3,661 87,536 SH   DFND 19,2,6,8 87,536 0 0
COURSERA INC COM 22266M104 7,766 196,300 SH   DFND 2,20,5 178,400 0 17,900
AG MTG INVT TR INC COM 001228105 883 203,402 SH   DFND 20,5 203,402 0 0
COUSINS PPTYS INC COM NEW 222795502 246,311 6,696,865 SH   DFND 10,12,19,2,20,5,8 5,939,106 32,676 725,083
COVANTA HLDG CORP COM 22282E102 41,608 2,352,098 SH   DFND 19,2,20,5,8 2,108,628 614 242,856
COVENANT LOGISTICS GROUP INC CL A 22284P105 4,428 214,119 SH   DFND 2,20,5 201,330 0 12,789
COVETRUS INC COM 22304C100 93,692 3,470,061 SH   DFND 12,13,19,2,20,5 3,260,138 1,060 208,863
COWEN INC CL A NEW 223622606 23,980 584,160 SH   DFND 19,2,20,5 533,010 0 51,150
CPS TECHNOLOGIES CORP COM 12619F104 331 34,424 SH   DFND 20 34,424 0 0
CRA INTL INC COM 12618T105 15,558 181,756 SH   DFND 2,20,5 171,896 0 9,860
CRACKER BARREL OLD CTRY STOR COM 22410J106 109,730 739,122 SH   DFND 12,13,19,2,20,5,8 692,561 285 46,276
CRANE CO COM 224399105 117,272 1,269,585 SH   DFND 10,13,19,2,20,5,8 1,173,881 622 95,082
CRAWFORD & CO CL A 224633206 2,433 268,204 SH   DFND 19,2,20,5 244,614 0 23,590
AGCO CORP COM 001084102 227,795 1,747,165 SH   DFND 12,13,19,2,20,5,8 1,629,329 513 117,323
CRAWFORD & CO CL B 224633107 786 91,400 SH   DFND 20 91,400 0 0
CREATD INC COM 225265107 108 28,928 SH   DFND 20 28,928 0 0
CREATIVE REALITIES INC COM NEW 22530J200 224 103,100 SH   DFND 20 103,100 0 0
CREDICORP LTD COM G2519Y108 186,064 1,536,326 SH   DFND 10,12,13,19,2,20,5,8 834,521 31,700 670,105
CREDIT ACCEP CORP MICH COM 225310101 65,035 143,215 SH   DFND 13,19,2,20,5 124,572 83 18,560
CREDIT SUISSE GROUP SPONSORED ADR 225401108 5,930 565,273 SH   DFND 1,20 7,280 0 557,993
CREE INC COM 225447101 306,612 3,130,926 SH   DFND 13,19,2,20,5,8 2,915,176 960 214,790
CREE INC NOTE 0.875% 9/0 225447AB7 18,482 11,063,000 PRN   DFND 2,5 11,063,000 0 0
CREE INC NOTE 1.750% 5/0 225447AD3 32,350 14,860,000 PRN   DFND 2,5 14,860,000 0 0
CRH PLC ADR 12626K203 536 10,536 SH   DFND 20 10,536 0 0
AGEAGLE AERIAL SYS INC NEW COM 00848K101 12,884 2,444,730 SH   DFND 2,20,5 2,403,727 0 41,003
CRICUT INC COM CL A 22658D100 2,104 49,400 SH   DFND 20 49,400 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 10,300 546,432 SH   DFND 19,2,20,5 501,653 0 44,779
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 24,432 150,916 SH   DFND 13,19,1,2,20,5 97,250 1,200 52,466
CRITEO S A SPONS ADS 226718104 7,203 159,255 SH   DFND 1,2,20,5,8 41,674 0 117,581
CROCS INC COM 227046109 230,711 1,980,008 SH   DFND 13,19,2,20,5,8 1,845,392 968 133,648
CROSS CTRY HEALTHCARE INC COM 227483104 19,613 1,187,951 SH   DFND 2,20,5 1,154,658 0 33,293
CROSSFIRST BANKSHARES INC COM 22766M109 11,630 845,834 SH   DFND 19,2,20,5 761,157 0 84,677
CROWDSTRIKE HLDGS INC CL A 22788C105 940,988 3,744,332 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,051,923 103,704 588,705
CROWN CASTLE INTL CORP NEW COM 22822V101 3,502,434 17,951,994 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,272,156 1,137,087 2,542,751
CROWN HLDGS INC COM 228368106 287,767 2,815,448 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,206,062 127,284 482,102
AGENUS INC COM NEW 00847G705 60,482 11,016,834 SH   DFND 19,2,20,5 10,703,229 0 313,605
CRYOLIFE INC COM 228903100 40,329 1,420,040 SH   DFND 19,2,20,5 1,337,355 0 82,685
CRYOPORT INC COM PAR $0.001 229050307 59,836 948,272 SH   DFND 19,2,20,5 876,139 300 71,833
CSG SYS INTL INC COM 126349109 53,430 1,132,479 SH   DFND 19,2,20,5 1,075,237 20 57,222
CSW INDUSTRIALS INC COM 126402106 33,193 280,202 SH   DFND 19,2,20,5 253,940 0 26,262
CSX CORP COM 126408103 3,006,480 93,718,213 SH   DFND 10,11,12,13,19,2,20,5,6,8 80,919,866 1,808,477 10,989,870
CTI BIOPHARMA CORP COM 12648L601 414 165,414 SH   DFND 20 165,414 0 0
CTO RLTY GROWTH INC NEW COM 22948Q101 6,038 112,816 SH   DFND 13,2,20,5 103,675 0 9,141
CTS CORP COM 126501105 39,179 1,053,200 SH   DFND 19,2,20,5 989,837 1,122 62,241
CUBESMART COM 229663109 329,117 7,054,111 SH   DFND 10,12,13,19,2,20,5,8 5,937,825 44,194 1,072,092
CUE BIOPHARMA INC COM 22978P106 17,126 1,470,075 SH   DFND 19,2,20,5 1,429,789 0 40,286
AGEX THERAPEUTICS INC COM 00848H108 42 26,861 SH   DFND 20 26,861 0 0
CULLEN FROST BANKERS INC COM 229899109 516,539 4,611,955 SH   DFND 12,13,19,2,20,5 4,501,051 3,310 107,594
CULLINAN ONCOLOGY INC COM 230031106 5,867 227,843 SH   DFND 2,20,5 214,990 0 12,853
CULP INC COM 230215105 645 39,550 SH   DFND 20 39,550 0 0
CUMMINS INC COM 231021106 1,680,921 6,894,391 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,722,964 277,121 894,306
CUMULUS MEDIA INC COM CL A 231082801 498 33,984 SH   DFND 20 33,984 0 0
CUREVAC N V COM N2451R105 35,030 476,727 SH   DFND 10,19,2,20 435,727 0 41,000
CURIOSITYSTREAM INC COM CL A 23130Q107 5,378 394,297 SH   DFND 19,2,20,5 374,673 0 19,624
CURIS INC COM NEW 231269200 57,997 7,186,699 SH   DFND 19,2,20,5 7,059,417 0 127,282
CURO GROUP HOLDINGS CORP COM 23131L107 5,421 318,870 SH   DFND 2,20 301,242 0 17,628
CURTISS WRIGHT CORP COM 231561101 173,162 1,455,775 SH   DFND 13,19,2,20,5,8 1,378,172 413 77,190
AGILE THERAPEUTICS INC COM 00847L100 386 290,345 SH   DFND 20 290,345 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 38,851 2,223,856 SH   DFND 19,2,20,5 2,005,879 0 217,977
CUSTOM TRUCK ONE SOURCE INC COM CL A 23204X103 2,165 227,458 SH   DFND 2,20 218,445 0 9,013
CUSTOMERS BANCORP INC COM 23204G100 60,863 1,560,991 SH   DFND 19,2,20,5 1,496,164 0 64,827
CUTERA INC COM 232109108 34,126 696,018 SH   DFND 2,20,5 679,514 0 16,504
CVB FINL CORP COM 126600105 128,858 6,204,095 SH   DFND 19,2,20,5 5,941,251 631 262,213
CVR ENERGY INC COM 12662P108 35,503 1,976,769 SH   DFND 19,2,20,5 1,917,292 0 59,477
CVS HEALTH CORP COM 126650100 4,550,418 54,535,214 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 46,783,039 982,834 6,769,341
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 15,056 13,857,000 PRN   DFND 2,5 13,857,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 101,819 781,601 SH   DFND 10,12,13,19,2,20,5,6,8 527,377 22,474 231,750
CYBEROPTICS CORP COM 232517102 4,786 116,840 SH   DFND 13,2,20 115,140 0 1,700
AGILENT TECHNOLOGIES INC COM 00846U101 1,911,481 12,932,014 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,828,034 386,834 1,717,146
CYCLERION THERAPEUTICS INC COM 23255M105 325 83,321 SH   DFND 20,5 83,321 0 0
CYCLO THERAPEUTICS INC COM NEW 23254X201 457 44,700 SH   DFND 20 44,700 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 5,917 1,357,224 SH   DFND 2,20,5 1,274,824 0 82,400
CYRUSONE INC COM 23283R100 318,770 4,426,311 SH   DFND 10,12,19,2,20,5,8 3,911,426 27,000 487,885
CYTOKINETICS INC COM NEW 23282W605 84,123 4,250,786 SH   DFND 19,2,20,5 4,129,615 0 121,171
CYTOMX THERAPEUTICS INC COM 23284F105 29,223 4,616,562 SH   DFND 19,2,20,5 4,516,457 0 100,105
CYTOSORBENTS CORP COM NEW 23283X206 5,394 714,410 SH   DFND 2,20,5 673,921 0 40,489
D R HORTON INC COM 23331A109 1,385,145 15,327,488 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,810,651 630,980 1,885,857
DADA NEXUS LTD ADS 23344D108 24,786 854,383 SH   DFND 10,12,13,19,2,20,5,8 622,883 25,000 206,500
DAILY JOURNAL CORP COM 233912104 6,761 19,973 SH   DFND 2,20 18,883 0 1,090
AGILITI INC COM 00848J104 8,267 377,990 SH   DFND 2,20,5 344,565 0 33,425
DAKTRONICS INC COM 234264109 7,935 1,204,144 SH   DFND 2,20,5 1,162,381 0 41,763
DALLASNEWS CORPORATION COM SER A 235050101 161 21,675 SH   DFND 20 21,675 0 0
DANA INC COM 235825205 109,209 4,596,321 SH   DFND 12,13,19,2,20,5,8 4,298,730 2,077 295,514
DANAHER CORPORATION COM 235851102 6,769,267 25,205,192 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,542,574 458,237 3,204,381
DANIMER SCIENTIFIC INC COM CL A 236272100 31,778 1,268,587 SH   DFND 19,2,20,5 1,180,983 0 87,604
DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 69,326 1,066,224 SH   DFND 1,10,12,13,19,2,20,5,8 852,204 34,100 179,920
DARDEN RESTAURANTS INC COM 237194105 786,638 5,388,302 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,576,517 127,942 683,843
DARE BIOSCIENCE INC COM 23666P101 118 62,630 SH   DFND 20 62,630 0 0
DARIOHEALTH CORP COM NEW 23725P209 4,293 200,990 SH   DFND 2,20,5 197,990 0 3,000
DARLING INGREDIENTS INC COM 237266101 275,085 4,075,335 SH   DFND 10,12,13,19,2,20,5,8 3,769,807 1,184 304,344
2U INC COM 90214J101 63,349 1,520,252 SH   DFND 13,19,2,20,5 1,375,162 500 144,590
AGILON HEALTH INC COM 00857U107 24,391 601,205 SH   DFND 2,20 551,591 0 49,614
DASEKE INC COM 23753F107 5,863 904,725 SH   DFND 2,20,5 826,019 0 78,706
DATADOG INC CL A COM 23804L103 455,557 4,376,991 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,635,606 102,373 639,012
DATADOG INC NOTE 0.125% 6/1 23804LAB9 21,260 15,831,000 PRN   DFND 2 15,831,000 0 0
DATTO HLDG CORP COM 23821D100 10,969 393,985 SH   DFND 2,20 375,085 0 18,900
DAVE & BUSTERS ENTMT INC COM 238337109 61,688 1,519,420 SH   DFND 19,2,20,5 1,438,273 400 80,747
DAVITA INC COM 23918K108 396,019 3,288,376 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,681,751 107,020 499,605
DAWSON GEOPHYSICAL CO NEW COM 239360100 191 73,272 SH   DFND 20 73,272 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 4,845 119,520 SH   DFND 5 119,520 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 75,081 2,050,834 SH   DFND 19,2,20,5 1,976,860 400 73,574
DECKERS OUTDOOR CORP COM 243537107 270,361 703,938 SH   DFND 12,13,19,2,20,5,8 651,823 293 51,822
AGILYSYS INC COM 00847J105 39,503 694,619 SH   DFND 19,2,20,5 649,624 0 44,995
DEERE & CO COM 244199105 4,371,248 12,362,126 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,576,469 211,331 1,574,326
DEL TACO RESTAURANTS INC NEW COM 245496104 5,955 594,873 SH   DFND 2,20,5 554,573 0 40,300
DELEK US HLDGS INC NEW COM 24665A103 63,553 2,939,568 SH   DFND 12,19,2,20,5,8 2,801,893 1,400 136,275
DELL TECHNOLOGIES INC CL C 24703L202 645,213 6,473,496 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,040,489 199,234 1,233,773
DELTA AIR LINES INC DEL COM NEW 247361702 934,631 21,604,959 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,583,390 96,156 1,925,413
DELTA APPAREL INC COM 247368103 833 28,227 SH   DFND 20 28,227 0 0
DELUXE CORP COM 248019101 71,909 1,505,321 SH   DFND 19,2,20,5,8 1,410,005 6,167 89,149
DENALI THERAPEUTICS INC COM 24823R105 182,017 2,320,460 SH   DFND 13,19,2,20,5,8 2,155,160 800 164,500
DENBURY INC COM 24790A101 158,748 2,067,566 SH   DFND 19,2,20,5 2,007,829 0 59,737
DENNYS CORP COM 24869P104 20,680 1,254,064 SH   DFND 19,2,20,5 1,115,933 0 138,131
AGIOS PHARMACEUTICALS INC COM 00847X104 108,570 1,970,059 SH   DFND 13,19,2,20,5 1,845,478 1,000 123,581
DENTSPLY SIRONA INC COM 24906P109 612,593 9,667,282 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,042,408 283,141 1,341,733
DERMTECH INC COM 24984K105 64,659 1,555,435 SH   DFND 19,2,20,5 1,522,622 600 32,213
DESIGN THERAPEUTICS INC COM 25056L103 3,741 188,089 SH   DFND 2,20,5 180,228 0 7,861
DESIGNER BRANDS INC CL A 250565108 44,700 2,700,883 SH   DFND 12,19,2,20,5,8 2,587,768 106 113,009
DESKTOP METAL INC COM CL A 25058X105 25,439 2,212,127 SH   DFND 19,2,20,5 2,092,138 0 119,989
DESPEGAR COM CORP ORD SHS G27358103 3,167 239,771 SH   DFND 2,20,5 179,059 0 60,712
DEVON ENERGY CORP NEW COM 25179M103 1,178,743 40,381,741 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 37,404,136 428,247 2,549,358
DEXCOM INC COM 252131107 1,647,699 3,858,779 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,302,976 54,551 501,252
DEXCOM INC NOTE 0.250%11/1 252131AK3 35,179 33,560,000 PRN   DFND 2,5 33,560,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 58,655 22,540,000 PRN   DFND 2,5 22,540,000 0 0
AGNC INVT CORP COM 00123Q104 261,077 15,352,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,097,561 583,414 4,672,013
DHI GROUP INC COM 23331S100 550 162,804 SH   DFND 20 162,804 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 13,550 2,087,846 SH   DFND 2,20,5 1,969,273 0 118,573
DIAGEO PLC SPON ADR NEW 25243Q205 1,576 8,220 SH   DFND 20 8,220 0 0
DIAMEDICA THERAPEUTICS INC COM NEW 25253X207 134 30,217 SH   DFND 20 30,217 0 0
DIAMOND HILL INVT GROUP INC COM NEW 25264R207 12,406 74,149 SH   DFND 19,2,20,5 68,096 0 6,053
DIAMOND S SHIPPING INC COM Y20676105 5,028 504,868 SH   DFND 2,20,5 468,226 0 36,642
DIAMONDBACK ENERGY INC COM 25278X109 1,061,212 11,302,711 SH   DFND 10,12,13,19,2,20,5,6,8 10,544,052 2,187 756,472
DIAMONDROCK HOSPITALITY CO COM 252784301 107,038 11,034,801 SH   DFND 10,13,19,2,20,5,8 10,006,991 44,608 983,202
DIANA SHIPPING INC COM Y2066G104 222 42,544 SH   DFND 2,20 42,544 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 96,624 2,589,062 SH   DFND 19,2,20,5,8 2,450,870 600 137,592
AGORA INC ADS 00851L103 31,109 741,388 SH   DFND 10,12,13,19,2,20,5,8 611,288 20,800 109,300
DICKS SPORTING GOODS INC COM 253393102 176,845 1,765,092 SH   DFND 12,13,19,2,20,5,8 1,644,015 457 120,620
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 46,051 15,535,000 PRN   DFND 2,5 15,535,000 0 0
DIEBOLD NIXDORF INC COM STK 253651103 31,368 2,442,960 SH   DFND 19,2,20,5 2,271,472 2,012 169,476
DIFFUSION PHARMACEUTICALS IN COM PAR 253748305 336 459,615 SH   DFND 20 459,615 0 0
DIGI INTL INC COM 253798102 21,089 1,048,700 SH   DFND 19,2,20,5 1,005,944 0 42,756
DIGIMARC CORP NEW COM 25381B101 10,570 315,516 SH   DFND 2,20,5 303,580 0 11,936
DIGITAL ALLY INC COM NEW 25382P208 256 142,485 SH   DFND 20 142,485 0 0
DIGITAL MEDIA SOLUTIONS INC COM CL A 25401G106 463 47,828 SH   DFND 2,20 47,190 0 638
DIGITAL RLTY TR INC COM 253868103 2,398,596 15,941,754 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,348,880 224,015 2,368,859
DIGITAL TURBINE INC COM NEW 25400W102 134,087 1,763,609 SH   DFND 13,19,2,20,5 1,589,336 1,200 173,073
AGREE RLTY CORP COM 008492100 244,435 3,457,112 SH   DFND 10,19,2,20,5,8 3,117,244 14,600 325,268
DIGITALBRIDGE GROUP INC CL A COM 25401T108 119,822 15,167,333 SH   DFND 10,12,13,19,2,20,5,8 13,205,880 103,408 1,858,045
DIGITALOCEAN HLDGS INC COM 25402D102 12,804 230,336 SH   DFND 2,20,5 212,146 0 18,190
DILLARDS INC CL A 254067101 37,768 208,633 SH   DFND 13,19,2,20,5,8 192,904 349 15,380
DIME CMNTY BANCSHARES INC COM 25432X102 40,245 1,197,070 SH   DFND 19,2,20,5 1,121,822 566 74,682
DINE BRANDS GLOBAL INC COM 254423106 46,026 515,703 SH   DFND 19,2,20,5 478,427 2,047 35,229
DIODES INC COM 254543101 131,237 1,645,196 SH   DFND 19,2,20,5 1,556,741 263 88,192
DISCOVER FINL SVCS COM 254709108 1,593,252 13,469,032 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,776,977 214,028 1,478,027
DISCOVERY INC COM SER A 25470F104 238,350 7,768,918 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,536,846 189,121 1,042,951
DISCOVERY INC COM SER C 25470F302 532,172 18,363,418 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,163,374 351,702 3,848,342
DISH NETWORK CORPORATION CL A 25470M109 463,134 11,079,764 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,711,054 179,854 1,188,856
AGRIFY CORP COM 00853E107 469 39,400 SH   DFND 20 39,400 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 24,851 25,422,000 PRN   DFND 2,5 25,422,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 83,428 80,668,000 PRN   DFND 2,5 80,668,000 0 0
DISNEY WALT CO COM 254687106 12,640,444 71,914,682 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 55,805,235 1,120,214 14,989,233
DIVERSEY HLDGS LTD ORD SHS G28923103 9,840 549,405 SH   DFND 2,20 496,127 0 53,278
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 54,580 13,057,353 SH   DFND 10,13,19,2,20,5,8 11,875,934 51,971 1,129,448
DIXIE GROUP INC CL A 255519100 191 65,135 SH   DFND 20 65,135 0 0
DLH HLDGS CORP COM 23335Q100 170 14,526 SH   DFND 20 14,526 0 0
DMC GLOBAL INC COM 23291C103 35,393 629,652 SH   DFND 19,2,20,5 597,280 0 32,372
DOCUMENT SEC SYS INC COM NEW 25614T309 188 105,305 SH   DFND 20 105,305 0 0
DOCUSIGN INC COM 256163106 1,144,048 4,092,169 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,365,408 105,172 621,589
AGROFRESH SOLUTIONS INC COM 00856G109 102 48,864 SH   DFND 20 48,864 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 100,924 1,026,798 SH   DFND 13,19,2,20,5,8 885,029 562 141,207
DOLLAR GEN CORP NEW COM 256677105 2,157,029 9,968,245 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,382,884 275,756 1,309,605
DOLLAR TREE INC COM 256746108 978,264 9,831,797 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,314,756 171,687 1,345,354
DOLPHIN ENTMT INC COM NEW 25686H209 900 96,400 SH   DFND 20 96,400 0 0
DOMINION ENERGY INC COM 25746U109 2,986,890 40,599,287 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,186,306 483,245 4,929,736
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 32,960 337,500 SH   DFND 2 337,500 0 0
DOMINOS PIZZA INC COM 25754A201 766,472 1,643,061 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,327,454 31,047 284,560
DOMO INC COM CL B 257554105 49,792 616,007 SH   DFND 19,2,20,5,8 565,233 0 50,774
DOMTAR CORP COM NEW 257559203 95,987 1,746,495 SH   DFND 12,13,19,2,20,5,8 1,637,969 2,050 106,476
DONALDSON INC COM 257651109 336,613 5,298,483 SH   DFND 13,19,2,20,5,8 5,063,259 1,096 234,128
AIKIDO PHARMA INC COM 008875106 304 317,314 SH   DFND 20 317,314 0 0
DONEGAL GROUP INC CL A 257701201 3,475 238,486 SH   DFND 13,19,2,20,5 206,912 0 31,574
DONNELLEY FINL SOLUTIONS INC COM 25787G100 32,730 991,833 SH   DFND 19,2,20,5 931,027 0 60,806
DONNELLEY R R & SONS CO COM 257867200 7,167 1,141,193 SH   DFND 2,20,5 1,045,893 0 95,300
DOORDASH INC CL A 25809K105 174,431 978,136 SH   DFND 10,12,13,19,2,20,5,6,8 912,716 0 65,420
DORIAN LPG LTD SHS USD Y2106R110 16,036 1,135,724 SH   DFND 19,2,20,5 1,072,917 0 62,807
DORMAN PRODS INC COM 258278100 90,805 875,904 SH   DFND 19,2,20,5,8 799,678 100 76,126
DOUBLEVERIFY HLDGS INC COM 25862V105 4,994 117,953 SH   DFND 2,20 99,961 0 17,992
DOUGLAS DYNAMICS INC COM 25960R105 19,278 473,784 SH   DFND 19,2,20,5 417,587 6,700 49,497
DOUGLAS EMMETT INC COM 25960P109 255,584 7,539,274 SH   DFND 10,12,13,19,2,20,5,8 6,653,361 36,666 849,247
DOUYU INTL HLDGS LTD SPONSORED ADS 25985W105 15,330 2,241,242 SH   DFND 10,12,13,19,2,20,5,8 1,844,842 60,800 335,600
AILERON THERAPEUTICS INC COM 00887A105 89 71,200 SH   DFND 20 71,200 0 0
DOVER CORP COM 260003108 1,081,425 7,180,780 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,123,250 278,689 778,841
DOVER MOTORSPORTS INC COM 260174107 111 49,236 SH   DFND 20 49,236 0 0
DOW INC COM 260557103 2,495,345 39,433,390 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,038,554 693,327 9,701,509
DR REDDYS LABS LTD ADR 256135203 61,806 840,788 SH   DFND 12,13,19,2,20,5,8 460,423 0 380,365
DRAFTKINGS INC COM CL A 26142R104 279,835 5,363,900 SH   DFND 10,12,13,19,2,20,5,6,8 4,524,275 117,579 722,046
DREAM FINDERS HOMES INC COM CL A 26154D100 811 33,200 SH   DFND 20 33,200 0 0
DRIL-QUIP INC COM 262037104 45,788 1,353,480 SH   DFND 19,2,20,5,8 1,287,364 496 65,620
DRIVE SHACK INC COM 262077100 3,961 1,196,652 SH   DFND 2,20,5 1,177,608 0 19,044
DRIVEN BRANDS HLDGS INC COM 26210V102 14,199 459,208 SH   DFND 19,2,20,5 420,130 0 39,078
DROPBOX INC CL A 26210C104 203,344 6,708,815 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,321,007 221,587 1,166,221
2U INC NOTE 2.250% 5/0 90214JAB7 18,367 11,166,000 PRN   DFND 2,5 11,166,000 0 0
AIM IMMUNOTECH INC COM 00901B105 345 160,413 SH   DFND 20 160,413 0 0
DSP GROUPS INC COM 23332B106 13,797 932,216 SH   DFND 19,2,20,5 903,530 0 28,686
DTE ENERGY CO COM 233331107 1,248,454 9,555,238 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,347,464 200,324 1,007,450
DTE ENERGY CO UNIT 11/01/2022S 233331842 25,880 524,000 SH   DFND 2 524,000 0 0
DUCK CREEK TECHNOLOGIES INC SHS 264120106 36,241 832,929 SH   DFND 19,2,20,5 776,331 0 56,598
DUCKHORN PORTFOLIO INC COM 26414D106 6,508 295,017 SH   DFND 2,20 264,584 0 30,433
DUCOMMUN INC DEL COM 264147109 21,666 397,112 SH   DFND 19,2,20,5 378,589 0 18,523
DUKE ENERGY CORP NEW COM NEW 26441C204 3,788,051 38,371,668 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,636,078 550,173 4,185,417
DUKE REALTY CORP COM NEW 264411505 1,023,901 21,624,101 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,336,492 340,595 2,947,014
DULUTH HLDGS INC COM CL B 26443V101 4,657 225,519 SH   DFND 19,2,20,5 209,274 0 16,245
DUN & BRADSTREET HLDGS INC COM 26484T106 38,522 1,802,623 SH   DFND 19,2,20 1,691,554 0 111,069
AIR INDS GROUP COM NEW 00912N205 33 25,356 SH   DFND 20 25,356 0 0
DUPONT DE NEMOURS INC COM 26614N102 2,235,227 28,875,172 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,801,338 320,345 7,753,489
DURECT CORP COM 266605104 7,080 4,343,280 SH   DFND 19,2,20,5 3,932,456 0 410,824
DXC TECHNOLOGY CO COM 23355L106 316,454 8,126,698 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,260,471 4,298 861,929
DXP ENTERPRISES INC COM NEW 233377407 18,940 568,756 SH   DFND 19,2,20,5 539,103 0 29,653
DYADIC INTL INC DEL COM 26745T101 199 55,350 SH   DFND 20 55,350 0 0
DYCOM INDS INC COM 267475101 69,214 928,670 SH   DFND 13,19,2,20,5,8 865,298 405 62,967
DYNATRACE INC COM NEW 268150109 235,198 4,025,988 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,123,515 118,808 783,665
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 69,059 7,011,079 SH   DFND 19,2,20,5 6,822,815 0 188,264
DYNE THERAPEUTICS INC COM 26818M108 9,655 458,896 SH   DFND 2,20,5 427,796 0 31,100
DYNEX CAP INC COM 26817Q886 13,264 706,072 SH   DFND 19,2,20,5 655,494 0 50,578
AIR LEASE CORP CL A 00912X302 67,722 1,616,114 SH   DFND 12,13,19,2,20,5 1,412,422 900 202,792
DZS INC COM 268211109 4,455 214,699 SH   DFND 2,20 205,239 0 9,460
E L F BEAUTY INC COM 26856L103 35,230 1,298,094 SH   DFND 19,2,20,5 1,206,051 0 92,043
E2OPEN PARENT HOLDINGS INC COM CL A 29788T103 13,804 1,208,746 SH   DFND 19,2,20,5 1,140,436 0 68,310
EAGLE BANCORP INC MD COM 268948106 76,825 1,369,910 SH   DFND 19,2,20,5 1,309,160 800 59,950
EAGLE BANCORP MONT INC COM 26942G100 248 10,764 SH   DFND 20 10,764 0 0
EAGLE BULK SHIPPING INC COM Y2187A150 13,553 286,419 SH   DFND 2,20,5 280,069 0 6,350
EAGLE MATLS INC COM 26969P108 151,578 1,064,715 SH   DFND 13,19,2,20,5,8 988,451 438 75,826
EAGLE PHARMACEUTICALS INC COM 269796108 31,577 737,786 SH   DFND 19,2,20,5 714,228 0 23,558
EARGO INC COM 270087109 21,553 540,040 SH   DFND 19,2,20,5 524,876 0 15,164
EARTHSTONE ENERGY INC CL A 27032D304 5,001 451,726 SH   DFND 2,20,5 420,400 0 31,326
AIR PRODS & CHEMS INC COM 009158106 3,205,963 11,086,577 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,796,045 227,496 1,063,036
EAST WEST BANCORP INC COM 27579R104 385,856 5,382,284 SH   DFND 12,13,19,2,20,5,8 5,115,936 1,680 264,668
EASTERLY GOVT PPTYS INC COM 27616P103 90,690 4,302,163 SH   DFND 10,19,2,20,5,8 3,909,703 19,600 372,860
EASTERN BANKSHARES INC COM 27627N105 135,525 6,588,486 SH   DFND 19,2,20,5 6,332,198 0 256,288
EASTERN CO COM 276317104 371 12,232 SH   DFND 20 12,232 0 0
EASTGROUP PPTYS INC COM 277276101 330,576 2,000,622 SH   DFND 10,19,2,20,5,8 1,790,376 8,829 201,417
EASTMAN CHEM CO COM 277432100 778,386 6,628,151 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,620,305 265,721 742,125
EASTMAN KODAK CO COM NEW 277461406 11,009 1,323,213 SH   DFND 19,2,20,5 1,236,269 0 86,944
EATON CORP PLC SHS G29183103 2,474,146 16,696,895 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,309,233 375,703 2,011,959
EBANG INTL HLDGS INC CL A SHS G3R33A106 14,969 4,860,070 SH   DFND 2,20,5 4,773,470 0 86,600
EBAY INC. COM 278642103 2,058,543 29,319,795 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,408,960 1,135,197 3,775,638
AIR TRANSPORT SERVICES GRP I COM 00922R105 37,629 1,619,824 SH   DFND 19,2,20,5 1,538,738 0 81,086
EBIX INC COM NEW 278715206 31,433 927,229 SH   DFND 19,2,20,5 875,885 500 50,844
ECHO GLOBAL LOGISTICS INC COM 27875T101 32,340 1,052,035 SH   DFND 19,2,20,5 994,089 0 57,946
ECHOSTAR CORP CL A 278768106 24,049 990,078 SH   DFND 13,19,2,20,5,8 906,662 307 83,109
ECOLAB INC COM 278865100 2,424,409 11,743,497 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,152,517 250,704 1,340,276
ECOPETROL S A SPONSORED ADS 279158109 25,243 1,726,597 SH   DFND 1,10,13,2,20,5 1,535,911 108,287 82,399
EDGEWELL PERS CARE CO COM 28035Q102 80,067 1,817,584 SH   DFND 12,13,19,2,20,5,8 1,706,574 850 110,160
EDGEWISE THERAPEUTICS INC COM 28036F105 3,786 177,502 SH   DFND 2,20,5 169,706 0 7,796
EDISON INTL COM 281020107 1,539,279 26,621,915 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,527,009 6,708,249 2,386,657
EDITAS MEDICINE INC COM 28106W103 143,535 2,534,162 SH   DFND 1,19,2,20,5 2,403,439 600 130,123
EDWARDS LIFESCIENCES CORP COM 28176E108 2,663,789 25,719,694 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,658,379 634,134 3,427,181
AIRBNB INC COM CL A 009066101 158,514 1,035,094 SH   DFND 10,11,12,13,19,2,20,5,6,8 837,574 30,630 166,890
EGAIN CORP COM NEW 28225C806 4,275 372,375 SH   DFND 19,2,20,5 349,994 0 22,381
EHANG HLDGS LTD ADS 26853E102 3,481 80,965 SH   DFND 2,20,5 67,865 900 12,200
EHEALTH INC COM 28238P109 61,814 1,058,464 SH   DFND 19,2,20,5 936,778 300 121,386
EIGER BIOPHARMACEUTICALS INC COM 28249U105 4,614 541,596 SH   DFND 2,20,5 520,101 0 21,495
EKSO BIONICS HLDGS INC COM 282644301 76 13,780 SH   DFND 20 13,780 0 0
EL POLLO LOCO HLDGS INC COM 268603107 11,430 624,942 SH   DFND 19,2,20,5 586,356 0 38,586
ELANCO ANIMAL HEALTH INC COM 28414H103 420,594 12,124,361 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,190,740 240,808 1,692,813
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 12,229 228,200 SH   DFND 2 228,200 0 0
ELASTIC N V ORD SHS N14506104 143,746 986,183 SH   DFND 13,19,2,20,5 867,806 500 117,877
ELBIT SYS LTD ORD M3760D101 15,552 119,865 SH   DFND 2 119,865 0 0
AIRGAIN INC COM 00938A104 984 47,733 SH   DFND 13,20 45,433 0 2,300
ELECTRAMECCANICA VEHS CORP COM NEW 284849205 4,886 1,144,188 SH   DFND 2 1,144,188 0 0
ELECTROCORE INC COM 28531P103 131 110,200 SH   DFND 20 110,200 0 0
ELECTRONIC ARTS INC COM 285512109 2,015,674 14,014,283 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,793,422 495,350 1,725,511
ELEDON PHARMACEUTICALS INC COM 28617K101 261 32,935 SH   DFND 20 32,935 0 0
ELEMENT SOLUTIONS INC COM 28618M106 75,638 3,235,179 SH   DFND 19,2,20,5 2,828,435 4,200 402,544
ELEVATE CREDIT INC COM 28621V101 172 48,247 SH   DFND 20 48,247 0 0
ELLINGTON FINANCIAL INC COM 28852N109 28,799 1,492,206 SH   DFND 19,2,20,5 1,400,500 0 91,706
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 550 45,571 SH   DFND 20,5 45,571 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 377 189,203 SH   DFND 20 189,203 0 0
EMAGIN CORP COM NEW 29076N206 11,298 3,246,428 SH   DFND 2,20 3,246,428 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 805,736 6,910,260 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,715,306 181,071 1,013,883
EMBRAER S.A. SPONSORED ADS 29082A107 13,718 906,101 SH   DFND 2,20 906,101 0 0
EMCOR GROUP INC COM 29084Q100 205,391 1,667,268 SH   DFND 12,13,19,2,20,5 1,545,739 418 121,111
EMCORE CORP COM NEW 290846203 5,054 548,111 SH   DFND 2,20 495,464 0 52,647
EMERALD HOLDING INC COM 29103W104 2,487 461,427 SH   DFND 2,20 436,522 0 24,905
EMERGENT BIOSOLUTIONS INC COM 29089Q105 134,261 2,131,463 SH   DFND 13,19,2,20,5 2,031,497 500 99,466
EMERSON ELEC CO COM 291011104 2,580,726 26,815,521 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,037,505 702,714 3,075,302
EMPIRE ST RLTY TR INC CL A 292104106 68,966 5,747,138 SH   DFND 10,19,2,20,5,8 5,059,119 33,484 654,535
EMPLOYERS HLDGS INC COM 292218104 44,226 1,033,307 SH   DFND 19,2,20,5 973,433 0 59,874
ENANTA PHARMACEUTICALS INC COM 29251M106 46,390 1,054,075 SH   DFND 19,2,20,5 1,014,025 0 40,050
ENBRIDGE INC COM 29250N105 44,126 1,102,048 SH   DFND 1,10,12,19,2,20 876,371 204,037 21,640
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 39,214 29,926,000 PRN   DFND 2,5 29,926,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 202,615 2,587,391 SH   DFND 12,13,19,2,20,5,8 2,400,439 1,052 185,900
ENCORE CAP GROUP INC COM 292554102 49,023 1,034,463 SH   DFND 19,2,20,5 972,632 200 61,631
ENCORE WIRE CORP COM 292562105 52,775 696,331 SH   DFND 19,2,20,5 658,806 400 37,125
ENDO INTL PLC SHS G30401106 38,553 8,237,832 SH   DFND 13,19,2,20,5 7,770,134 6,160 461,538
ENDRA LIFE SCIENCES INC COM 29273B104 131 60,300 SH   DFND 20 60,300 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 29,556 4,093,594 SH   DFND 10,13,19,2,20,5 3,879,922 18,600 195,072
ENEL CHILE S.A. SPONSORED ADR 29278D105 10,253 3,475,445 SH   DFND 10,13,19,2,20,5 3,356,851 0 118,594
ENERGIZER HLDGS INC NEW COM 29272W109 83,193 1,935,621 SH   DFND 13,19,2,20,5 1,792,163 650 142,808
ENERGOUS CORP COM 29272C103 441 153,659 SH   DFND 20 153,659 0 0
ENERGY FUELS INC COM NEW 292671708 12,346 2,040,694 SH   DFND 2,20,5 1,858,494 0 182,200
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 37,574 32,395,000 PRN   DFND 2,5 32,395,000 0 0
ENERGY RECOVERY INC COM 29270J100 23,428 1,028,458 SH   DFND 19,2,20,5 955,860 0 72,598
ENERPAC TOOL GROUP CORP CL A COM 292765104 52,084 1,956,566 SH   DFND 19,2,20,5 1,833,438 271 122,857
ENERSYS COM 29275Y102 126,631 1,295,720 SH   DFND 13,19,2,20,5 1,208,922 605 86,193
ENGLOBAL CORP COM 293306106 165 54,519 SH   DFND 20 54,519 0 0
ENI S P A SPONSORED ADR 26874R108 345 14,137 SH   DFND 1,20 6,340 0 7,797
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3,600 563,400 SH   DFND 19,20,5 313,368 3,325 246,707
ENNIS INC COM 293389102 14,981 696,162 SH   DFND 19,2,20,5 640,846 1,458 53,858
ENOCHIAN BIOSCIENCES INC COM 29350E104 163 32,791 SH   DFND 20 32,791 0 0
ENOVA INTL INC COM 29357K103 40,860 1,194,377 SH   DFND 19,2,20,5 1,124,675 0 69,702
ENPHASE ENERGY INC COM 29355A107 917,067 4,994,103 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,256,332 69,184 668,587
3-D SYS CORP DEL COM NEW 88554D205 177,387 4,438,006 SH   DFND 19,2,20,5 4,188,986 3,366 245,654
AKEBIA THERAPEUTICS INC COM 00972D105 53,085 14,006,637 SH   DFND 19,2,20,5 13,708,906 1,272 296,459
ENPRO INDS INC COM 29355X107 66,988 689,535 SH   DFND 19,2,20,5 649,731 43 39,761
ENSIGN GROUP INC COM 29358P101 143,005 1,649,006 SH   DFND 19,2,20,5 1,543,186 300 105,520
ENSTAR GROUP LIMITED SHS G3075P101 79,147 331,270 SH   DFND 19,2,20,5 302,119 100 29,051
ENTASIS THERAPEUTICS HLDGS I COM 293614103 105 39,205 SH   DFND 20 39,205 0 0
ENTEGRIS INC COM 29362U104 236,835 1,925,954 SH   DFND 13,19,2,20,5,8 1,661,754 1,169 263,031
ENTERGY CORP NEW COM 29364G103 1,066,322 10,695,304 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,085,860 138,728 1,470,716
ENTERPRISE BANCORP INC MASS COM 293668109 4,725 144,277 SH   DFND 2,20,5 135,271 0 9,006
ENTERPRISE FINL SVCS CORP COM 293712105 45,967 990,881 SH   DFND 19,2,20,5 854,672 0 136,209
ENTRAVISION COMMUNICATIONS C CL A 29382R107 8,033 1,202,618 SH   DFND 2,20,5 1,134,967 0 67,651
ENVELA CORP COM 29402E102 56 11,700 SH   DFND 20 11,700 0 0
AKERNA CORP COM 00973W102 279 69,238 SH   DFND 20 69,238 0 0
ENVERIC BIOSCIENCES INC COM NEW 29405E109 212 88,886 SH   DFND 20 88,886 0 0
ENVESTNET INC COM 29404K106 125,181 1,650,160 SH   DFND 19,2,20,5 1,538,793 400 110,967
ENVISTA HOLDINGS CORPORATION COM 29415F104 184,269 4,264,505 SH   DFND 12,13,19,2,20,5,8 4,001,318 1,700 261,487
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 21,141 9,899,000 PRN   DFND 2 9,899,000 0 0
ENZO BIOCHEM INC COM 294100102 619 195,354 SH   DFND 20 195,354 0 0
EOG RES INC COM 26875P101 2,933,312 35,154,745 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,461,445 406,366 2,286,934
EOS ENERGY ENTERPRISES INC COM CL A 29415C101 16,945 943,513 SH   DFND 2,20,5 932,950 0 10,563
EPAM SYS INC COM 29414B104 639,442 1,251,452 SH   DFND 10,11,12,13,19,2,20,5,6,8 989,100 64,571 197,781
EPIZYME INC COM 29428V104 46,500 5,595,705 SH   DFND 19,2,20,5 5,422,012 0 173,693
EPLUS INC COM 294268107 42,108 485,730 SH   DFND 19,2,20,5 447,067 0 38,663
AKERO THERAPEUTICS INC COM 00973Y108 30,495 1,229,140 SH   DFND 19,2,20,5 1,199,908 0 29,232
EPR PPTYS COM SH BEN INT 26884U109 176,011 3,341,126 SH   DFND 10,12,13,19,2,20,5,8 2,985,277 16,340 339,509
EQT CORP COM 26884L109 293,120 13,167,996 SH   DFND 12,13,19,2,20,5,8 11,242,778 2,922 1,922,296
EQT CORP NOTE 1.750% 5/0 26884LAK5 23,323 14,005,000 PRN   DFND 2,5 14,005,000 0 0
EQUIFAX INC COM 294429105 1,157,344 4,832,132 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,161,748 84,765 585,619
EQUILLIUM INC COM 29446K106 181 30,756 SH   DFND 20 30,756 0 0
EQUINIX INC COM 29444U700 3,111,159 3,876,350 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,253,173 61,062 562,115
EQUITABLE HLDGS INC COM 29452E101 323,028 10,608,472 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,747,729 445,315 1,415,428
EQUITRANS MIDSTREAM CORP COM 294600101 113,341 13,318,577 SH   DFND 12,13,19,2,20,5 12,535,185 2,337 781,055
EQUITY BANCSHARES INC COM CL A 29460X109 8,256 270,788 SH   DFND 2,20,5 250,783 0 20,005
EQUITY COMWLTH COM SH BEN INT 294628102 126,903 4,843,642 SH   DFND 10,13,19,2,20,5,8 4,185,842 26,149 631,651
AKOUOS INC COM 00973J101 4,842 385,835 SH   DFND 19,2,20,5 359,082 0 26,753
EQUITY LIFESTYLE PPTYS INC COM 29472R108 538,145 7,207,820 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,920,324 135,945 1,151,551
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,656,703 21,351,395 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,073,383 330,156 2,947,856
ERICSSON ADR B SEK 10 294821608 4,934 392,251 SH   DFND 1,20 10,710 0 381,541
ERIE INDTY CO CL A 29530P102 138,464 716,132 SH   DFND 10,11,12,13,19,2,20,5,6,8 554,519 45,278 116,335
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 6,184 4,041,705 SH   DFND 2,20,5 3,881,093 0 160,612
ESCALADE INC COM 296056104 3,777 164,578 SH   DFND 2,20,5 154,717 0 9,861
ESCO TECHNOLOGIES INC COM 296315104 79,623 848,047 SH   DFND 19,2,20,5 793,986 521 53,540
ESPERION THERAPEUTICS INC NE COM 29664W105 47,634 2,252,194 SH   DFND 19,2,20,5 2,193,029 300 58,865
ESPORTS ENTMT GROUP INC COM 29667K306 499 45,974 SH   DFND 20 45,974 0 0
ESPORTS TECHNOLOGIES INC COM 29667L106 431 20,466 SH   DFND 2,20 19,900 0 566
AKOUSTIS TECHNOLOGIES INC COM 00973N102 7,285 680,208 SH   DFND 2,20,5 641,280 0 38,928
ESQUIRE FINL HLDGS INC COM 29667J101 260 10,969 SH   DFND 20 10,969 0 0
ESSA BANCORP INC COM 29667D104 396 24,160 SH   DFND 20 15,633 0 8,527
ESSENT GROUP LTD COM G3198U102 192,082 4,273,242 SH   DFND 13,19,2,20,5 4,053,365 700 219,177
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 153,056 5,609,099 SH   DFND 10,19,2,20,5,8 5,103,650 24,700 480,749
ESSENTIAL UTILS INC COM 29670G102 540,509 11,827,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,662,737 128,451 1,036,151
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 8,530 147,300 SH   DFND 2 147,300 0 0
ESSEX PPTY TR INC COM 297178105 1,427,304 4,725,132 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,156,391 59,576 509,165
ESTABLISHMENT LABS HLDGS INC COM G31249108 1,380 15,803 SH   DFND 19,20,5 14,500 0 1,303
ETHAN ALLEN INTERIORS INC COM 297602104 21,845 791,479 SH   DFND 19,2,20,5 743,940 1,000 46,539
ETON PHARMACEUTICALS INC COM 29772L108 516 83,772 SH   DFND 20 83,772 0 0
AKOYA BIOSCIENCES INC COM 00974H104 1,582 81,780 SH   DFND 2,20 79,925 0 1,855
ETSY INC COM 29786A106 1,054,902 5,124,864 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,306,084 146,782 671,998
ETSY INC NOTE 0.125%10/0 29786AAJ5 42,666 17,830,000 PRN   DFND 2,5 17,830,000 0 0
EURONET WORLDWIDE INC COM 298736109 101,919 753,003 SH   DFND 12,13,19,2,20,5 656,852 500 95,651
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 15,282 13,306,000 PRN   DFND 2,5 13,306,000 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,650 44,467 SH   DFND 20 11,411 0 33,056
EVELO BIOSCIENCES INC COM 299734103 6,730 489,781 SH   DFND 2,20,5 449,438 0 40,343
EVENTBRITE INC COM CL A 29975E109 26,978 1,419,915 SH   DFND 19,2,20,5 1,302,288 0 117,627
EVERBRIDGE INC COM 29978A104 79,790 586,349 SH   DFND 13,19,2,20,5 508,458 300 77,591
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 19,053 13,917,000 PRN   DFND 2,5 13,917,000 0 0
EVERCORE INC CLASS A 29977A105 148,096 1,052,041 SH   DFND 13,19,2,20,5,8 974,556 300 77,185
ALAMO GROUP INC COM 011311107 46,354 303,603 SH   DFND 19,2,20,5 284,818 0 18,785
EVEREST RE GROUP LTD COM G3223R108 478,827 1,900,032 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,599,036 29,751 271,245
EVERGY INC COM 30034W106 722,935 11,963,177 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,667,524 173,933 1,121,720
EVERI HLDGS INC COM 30034T103 41,118 1,648,661 SH   DFND 19,2,20,5 1,466,984 0 181,677
EVERQUOTE INC COM CL A 30041R108 13,660 417,982 SH   DFND 19,2,20,5 390,972 0 27,010
EVERSOURCE ENERGY COM 30040W108 1,671,819 20,835,231 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,525,863 260,371 2,048,997
EVERSPIN TECHNOLOGIES INC COM 30041T104 225 35,027 SH   DFND 20 35,027 0 0
EVERTEC INC COM 30040P103 85,387 1,956,170 SH   DFND 19,2,20,5 1,799,485 900 155,785
EVI INDS INC COM 26929N102 2,122 74,714 SH   DFND 2,20 70,348 0 4,366
EVO PMTS INC CL A COM 26927E104 28,578 1,030,222 SH   DFND 19,2,20,5 949,030 0 81,192
EVOFEM BIOSCIENCES INC COM 30048L104 417 368,649 SH   DFND 20 368,649 0 0
ALARM COM HLDGS INC COM 011642105 129,793 1,532,386 SH   DFND 19,2,20,5 1,432,951 500 98,935
EVOLENT HEALTH INC CL A 30050B101 32,478 1,537,798 SH   DFND 19,2,20,5 1,377,527 0 160,271
EVOLUS INC COM 30052C107 6,796 537,240 SH   DFND 13,2,20,5 499,837 0 37,403
EVOLUTION PETE CORP COM 30049A107 430 86,727 SH   DFND 20 86,727 0 0
EVOLVING SYS INC COM NEW 30049R209 143 58,596 SH   DFND 20 58,596 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 80,729 2,389,841 SH   DFND 19,2,20,5 2,165,851 1,100 222,890
EXACT SCIENCES CORP COM 30063P105 481,414 3,872,690 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,234,223 93,062 545,405
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 41,424 33,353,000 PRN   DFND 2,5 33,353,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 36,537 27,525,000 PRN   DFND 2,5 27,525,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 7,892 4,440,000 PRN   DFND 2,5 4,440,000 0 0
EXAGEN INC COM 30068X103 1,395 93,063 SH   DFND 2,20 89,652 0 3,411
ALASKA AIR GROUP INC COM 011659109 248,098 4,113,717 SH   DFND 10,12,13,19,2,20,5,6,8 3,790,901 951 321,865
EXELA TECHNOLOGIES INC COM NEW 30162V409 226 94,766 SH   DFND 20 94,766 0 0
EXELIXIS INC COM 30161Q104 178,038 9,771,581 SH   DFND 13,19,2,20,5 9,129,391 8,870 633,320
EXELON CORP COM 30161N101 2,637,385 59,521,225 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,410,024 699,346 13,411,855
EXICURE INC COM 30205M101 174 116,209 SH   DFND 20 116,209 0 0
EXLSERVICE HOLDINGS INC COM 302081104 113,091 1,064,283 SH   DFND 19,2,20,5 978,174 200 85,909
EXONE CO COM 302104104 11,742 542,606 SH   DFND 2,20,5 525,733 0 16,873
EXP WORLD HLDGS INC COM 30212W100 45,161 1,164,839 SH   DFND 19,2,20,5,8 1,059,109 400 105,330
EXPEDIA GROUP INC COM NEW 30212P303 900,845 5,502,689 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,652,087 87,314 763,288
EXPEDITORS INTL WASH INC COM 302130109 1,133,433 8,952,866 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,418,614 264,939 1,269,313
EXPONENT INC COM 30214U102 143,776 1,611,660 SH   DFND 13,19,2,20,5 1,500,736 584 110,340
ALASKA COMMUNICATIONS SYS GR COM 01167P101 763 229,005 SH   DFND 20 229,005 0 0
EXPRESS INC COM 30219E103 1,507 232,174 SH   DFND 20 232,174 0 0
EXTERRAN CORP COM 30227H106 511 107,300 SH   DFND 2,20,5 107,300 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,266,436 7,730,658 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,524,640 117,270 1,088,748
EXTRACTION OIL & GAS INC COM 30227M303 11,834 215,509 SH   DFND 19,2,20,5 194,145 0 21,364
EXTREME NETWORKS INC COM 30226D106 47,101 4,220,520 SH   DFND 13,19,2,20,5 3,937,819 0 282,701
EXXON MOBIL CORP COM 30231G102 15,924,545 252,449,984 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 235,748,944 3,095,701 13,605,339
EYEPOINT PHARMACEUTICALS INC COM NEW 30233G209 2,038 226,649 SH   DFND 2,20,5 221,249 0 5,400
EZCORP INC CL A NON VTG 302301106 9,951 1,650,204 SH   DFND 2,20,5 1,600,132 0 50,072
F N B CORP COM 302520101 222,748 18,065,497 SH   DFND 12,13,19,2,20,5,8 17,301,899 2,953 760,645
F-STAR THERAPEUTICS INC COM 30315R107 215 25,070 SH   DFND 20 25,070 0 0
360 DIGITECH INC AMERICAN DEP 88557W101 54,328 1,298,463 SH   DFND 10,12,13,19,2,20,5,8 960,032 50,200 288,231
ALBANY INTL CORP CL A 012348108 88,352 987,603 SH   DFND 19,2,20,5 930,113 136 57,354
F5 NETWORKS INC COM 315616102 543,278 2,910,522 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,468,441 86,076 356,005
FABRINET SHS G3323L100 112,482 1,173,273 SH   DFND 19,1,2,20,5 1,096,284 700 76,289
FACEBOOK INC CL A 30303M102 32,057,589 92,196,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 77,619,387 2,701,890 11,875,062
FACTSET RESH SYS INC COM 303075105 518,441 1,544,771 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,338,260 56,480 150,031
FAIR ISAAC CORP COM 303250104 462,031 919,135 SH   DFND 10,11,12,13,19,2,20,5,6,8 790,378 29,134 99,623
FALCON MINERALS CORP CL A COM 30607B109 4,093 805,744 SH   DFND 2,20,5 756,045 0 49,699
FANHUA INC SPONSORED ADR 30712A103 5,531 366,268 SH   DFND 1,2,20,5 270,246 700 95,322
FARFETCH LTD NOTE 3.750% 5/0 30744WAD9 35,890 11,000,000 PRN   DFND 2,5 11,000,000 0 0
FARFETCH LTD ORD SH CL A 30744W107 130,022 2,581,844 SH   DFND 1,10,12,13,19,2,20,5,6,8 299,115 0 2,282,729
FARMER BROS CO COM 307675108 570 44,902 SH   DFND 20 44,902 0 0
ALBEMARLE CORP COM 012653101 976,445 5,783,084 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,969,523 94,060 719,501
FARMERS & MERCHANTS BANCORP COM 30779N105 452 20,541 SH   DFND 20 20,541 0 0
FARMERS NATIONAL BANC CORP COM 309627107 7,429 478,977 SH   DFND 2,20,5 452,232 0 26,745
FARMLAND PARTNERS INC COM 31154R109 6,584 544,151 SH   DFND 2,20,5 517,551 0 26,600
FARO TECHNOLOGIES INC COM 311642102 46,622 599,491 SH   DFND 19,2,20,5 540,291 373 58,827
FASTENAL CO COM 311900104 1,479,683 28,455,445 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,638,415 923,774 2,893,256
FASTLY INC CL A 31188V100 84,619 1,419,781 SH   DFND 13,19,2,20,5 1,243,272 1,900 174,609
FATE THERAPEUTICS INC COM 31189P102 178,314 2,054,546 SH   DFND 13,19,2,20,5 1,893,464 600 160,482
FATHOM HOLDINGS INC COM 31189V109 2,478 75,576 SH   DFND 2,20 71,306 0 4,270
FB FINL CORP COM 30257X104 52,576 1,408,793 SH   DFND 19,2,20,5 1,346,468 0 62,325
FEDERAL AGRIC MTG CORP CL C 313148306 17,757 179,549 SH   DFND 19,2,20,5 160,200 0 19,349
ALBERTSONS COS INC COMMON STOCK 013091103 44,406 2,258,683 SH   DFND 2,20 2,137,687 0 120,996
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 913,575 7,729,030 SH   DFND 10,12,13,19,2,20,5,6,8 7,232,527 17,555 478,948
FEDERAL SIGNAL CORP COM 313855108 76,864 1,910,615 SH   DFND 19,2,20,5 1,758,565 300 151,750
FEDERATED HERMES INC CL B 314211103 101,016 2,978,933 SH   DFND 12,19,2,20,5,8 2,780,520 1,397 197,016
FEDEX CORP COM 31428X106 3,042,397 10,172,727 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,705,082 288,342 1,179,303
FEDNAT HLDG CO COM 31431B109 239 57,488 SH   DFND 20 57,488 0 0
FERRARI N V COM N3167Y103 905 4,394 SH   DFND 12,20,6 2,608 41 1,745
FERRO CORP COM 315405100 57,876 2,683,187 SH   DFND 19,2,20,5 2,524,697 317 158,173
FG FINANCIAL GROUP INC COM 30259W104 105 11,342 SH   DFND 20 11,342 0 0
FIBROGEN INC COM 31572Q808 91,107 3,421,216 SH   DFND 13,19,2,20,5 3,245,166 1,200 174,850
FIDELITY D & D BANCORP INC COM 31609R100 3,308 61,137 SH   DFND 2,20,5 58,437 0 2,700
ALBIREO PHARMA INC COM 01345P106 29,744 845,483 SH   DFND 19,2,20,5 814,755 0 30,728
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 334,241 7,690,784 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,853,029 559,731 1,278,024
FIDELITY NATL INFORMATION SV COM 31620M106 3,471,660 24,505,262 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,713,305 354,797 3,437,160
FIESTA RESTAURANT GROUP INC COM 31660B101 7,886 587,164 SH   DFND 2,20,5 567,929 0 19,235
FIFTH THIRD BANCORP COM 316773100 1,409,519 36,613,005 SH   DFND 10,12,13,19,2,20,5,6,8 32,575,210 635,007 3,402,788
FINANCE OF AMERICA COMPAN COM CL A 31738L107 2,934 384,500 SH   DFND 2,20 377,400 0 7,100
FINANCIAL INSTNS INC COM 317585404 11,636 384,352 SH   DFND 2,20,5 367,853 0 16,499
FINCH THERAPEUTICS GROUP INC COM 31773D101 999 71,018 SH   DFND 2,20 69,400 0 1,618
FINVOLUTION GROUP SPONSORED ADS 31810T101 27,912 2,931,174 SH   DFND 1,13,2,20,5 2,401,874 0 529,300
FIREEYE INC COM 31816Q101 79,651 3,939,199 SH   DFND 19,2,20,5 3,507,061 1,300 430,838
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 23,557 20,721,000 PRN   DFND 2,5 20,721,000 0 0
ALCOA CORP COM 013872106 202,777 5,504,275 SH   DFND 12,13,19,2,20,5,8 5,140,938 2,121 361,216
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 10,310 10,355,000 PRN   DFND 2,5 10,355,000 0 0
FIRST AMERN FINL CORP COM 31847R102 194,507 3,119,592 SH   DFND 12,13,19,2,20,5,8 2,918,567 985 200,040
FIRST BANCORP INC ME COM 31866P102 5,948 201,953 SH   DFND 2,20,5 191,927 0 10,026
FIRST BANCORP N C COM 318910106 48,310 1,175,150 SH   DFND 19,2,20,5 1,119,222 0 55,928
FIRST BANCORP P R COM NEW 318672706 174,577 14,645,713 SH   DFND 19,2,20,5 14,230,523 2,000 413,190
FIRST BANCSHARES INC MS COM 318916103 15,395 411,298 SH   DFND 19,2,20,5 368,834 0 42,464
FIRST BK WILLIAMSTOWN NEW JE COM 31931U102 3,461 255,648 SH   DFND 2,20 240,209 0 15,439
FIRST BUSEY CORP COM NEW 319383204 35,513 1,440,111 SH   DFND 19,2,20,5 1,339,854 0 100,257
FIRST BUSINESS FINL SVCS INC COM 319390100 608 22,451 SH   DFND 13,20 21,151 0 1,300
FIRST CAP INC COM 31942S104 258 5,956 SH   DFND 20 5,956 0 0
ALCON AG ORD SHS H01301128 27,045 384,921 SH   DFND 1,20 384,921 0 0
FIRST CHOICE BANCORP COM 31948P104 5,164 169,589 SH   DFND 2,20 158,755 0 10,834
FIRST CMNTY BANKSHARES INC V COM 31983A103 10,862 363,879 SH   DFND 19,2,20,5 330,493 0 33,386
FIRST CMNTY CORP S C COM 319835104 300 14,842 SH   DFND 20 14,842 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 60,500 4,299,936 SH   DFND 19,2,20,5 4,114,743 0 185,193
FIRST CTZNS BANCSHARES INC N CL A 31946M103 205,156 246,363 SH   DFND 13,19,2,20,5 234,827 113 11,423
FIRST FINANCIAL NORTHWEST IN COM 32022K102 347 22,915 SH   DFND 20 19,980 0 2,935
FIRST FINL BANCORP OH COM 320209109 112,710 4,769,792 SH   DFND 19,2,20,5 4,573,575 1,282 194,935
FIRST FINL BANKSHARES INC COM 32020R109 301,323 6,116,084 SH   DFND 13,19,2,20,5 5,835,827 900 279,357
FIRST FINL CORP IND COM 320218100 15,636 377,749 SH   DFND 19,2,20,5 350,851 351 26,547
FIRST FNDTN INC COM 32026V104 25,978 1,154,073 SH   DFND 19,2,20,5 1,075,417 0 78,656
ALDEYRA THERAPEUTICS INC COM 01438T106 35,498 3,133,139 SH   DFND 2,20,5 3,060,483 0 72,656
FIRST HAWAIIAN INC COM 32051X108 181,194 6,393,591 SH   DFND 12,19,2,20,5 6,147,623 2,300 243,668
FIRST HORIZON CORPORATION COM 320517105 375,723 21,527,593 SH   DFND 12,13,19,2,20,5,8 20,408,919 15,379 1,103,295
FIRST INDL RLTY TR INC COM 32054K103 304,559 5,801,165 SH   DFND 10,19,2,20,5,8 5,131,101 29,165 640,899
FIRST INTERNET BANCORP COM 320557101 4,933 158,935 SH   DFND 2,20 148,879 0 10,056
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 53,121 1,269,931 SH   DFND 19,2,20,5 1,152,316 0 117,615
FIRST LONG IS CORP COM 320734106 10,726 505,237 SH   DFND 19,2,20,5 460,647 0 44,590
FIRST MERCHANTS CORP COM 320817109 77,702 1,864,695 SH   DFND 19,2,20,5 1,709,619 300 154,776
FIRST MID ILL BANCSHARES INC COM 320866106 12,459 307,566 SH   DFND 19,2,20,5 275,309 0 32,257
FIRST MIDWEST BANCORP DEL COM 320867104 131,368 6,577,693 SH   DFND 19,2,20,5 6,361,805 1,700 214,188
FIRST NORTHWEST BANCORP COM 335834107 369 21,003 SH   DFND 20 21,003 0 0
ALECTOR INC COM 014442107 57,102 2,741,330 SH   DFND 19,2,20,5 2,647,705 500 93,125
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,800,859 9,621,516 SH   DFND 10,12,13,19,2,20,5,6,8 8,663,354 98,961 859,201
FIRST SOLAR INC COM 336433107 250,812 2,771,099 SH   DFND 12,13,19,2,20,5,8 2,593,013 773 177,313
FIRST SVGS FINL GROUP INC COM 33621E109 505 6,905 SH   DFND 20 4,377 0 2,528
FIRST WESTN FINL INC COM 33751L105 615 23,742 SH   DFND 20 15,858 0 7,884
FIRSTCASH INC COM 33767D105 95,386 1,247,861 SH   DFND 13,19,2,20,5,8 1,159,257 541 88,063
FIRSTENERGY CORP COM 337932107 1,471,507 39,546,003 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,481,992 10,279,017 4,784,994
FISERV INC COM 337738108 2,466,326 23,073,493 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,535,811 342,202 3,195,480
FISKER INC CL A COM STK 33813J106 61,479 3,188,746 SH   DFND 19,2,20,5 2,997,781 0 190,965
FIVE BELOW INC COM 33829M101 277,167 1,434,093 SH   DFND 13,19,2,20,5,8 1,327,885 700 105,508
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 655 81,047 SH   DFND 20,5 58,281 0 22,766
ALERUS FINL CORP COM 01446U103 7,881 270,196 SH   DFND 2,20,5 254,602 0 15,594
FIVE STAR BANCORP COM 33830T103 1,202 49,754 SH   DFND 2,20 48,600 0 1,154
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 350 60,770 SH   DFND 20 60,770 0 0
FIVE9 INC COM 338307101 183,995 1,003,299 SH   DFND 13,19,2,20,5 839,741 1,400 162,158
FIVERR INTL LTD ORD SHS M4R82T106 46,882 193,336 SH   DFND 10,13,19,2,20,5,6,8 136,528 200 56,608
FLAGSTAR BANCORP INC COM PAR .001 337930705 105,567 2,497,446 SH   DFND 19,2,20,5 2,394,519 500 102,427
FLEETCOR TECHNOLOGIES INC COM 339041105 785,200 3,066,469 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,628,699 57,576 380,194
FLEX LTD ORD Y2573F102 73,529 4,114,659 SH   DFND 10,12,13,19,2,20,5,8 1,895,706 5,900 2,213,053
FLEXION THERAPEUTICS INC COM 33938J106 32,728 3,976,704 SH   DFND 19,2,20,5 3,906,974 0 69,730
FLEXSTEEL INDS INC COM 339382103 3,347 82,577 SH   DFND 2,20,5 81,177 0 1,400
FLOOR & DECOR HLDGS INC CL A 339750101 226,047 2,138,574 SH   DFND 13,19,2,20,5 1,960,024 800 177,750
ALEXANDER & BALDWIN INC NEW COM 014491104 47,675 2,579,752 SH   DFND 19,2,20,5 2,390,573 982 188,197
FLOTEK INDS INC DEL COM 343389102 420 243,048 SH   DFND 20 243,048 0 0
FLOWERS FOODS INC COM 343498101 125,464 5,184,448 SH   DFND 12,13,19,2,20,5,8 4,700,841 1,467 482,140
FLOWSERVE CORP COM 34354P105 134,647 3,322,236 SH   DFND 12,13,19,2,20,5 3,080,725 1,146 240,365
FLUENT INC COM 34380C102 2,187 746,291 SH   DFND 2,20 691,691 0 54,600
FLUIDIGM CORP DEL COM 34385P108 8,911 1,446,592 SH   DFND 19,2,20,5 1,320,599 0 125,993
FLUOR CORP NEW COM 343412102 77,372 4,371,312 SH   DFND 12,13,2,20,5,8 4,073,703 2,243 295,366
FLUSHING FINL CORP COM 343873105 19,991 932,842 SH   DFND 19,2,20,5 887,304 882 44,656
FLUX PWR HLDGS INC COM NEW 344057302 328 28,168 SH   DFND 20 28,168 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 495 29,241 SH   DFND 1,2 20,889 0 8,352
FMC CORP COM NEW 302491303 745,689 6,861,932 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,978,481 71,505 811,946
3M CO COM 88579Y101 6,149,726 30,960,712 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,315,197 732,625 8,912,890
ALEXANDERS INC COM 014752109 18,373 68,569 SH   DFND 10,19,2,20,5,8 58,834 477 9,258
FNCB BANCORP INC COM 302578109 164 22,588 SH   DFND 20 22,588 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 46,708 963,043 SH   DFND 19,2,20,5 879,102 0 83,941
FOGHORN THERAPEUTICS INC COM 344174107 2,021 189,399 SH   DFND 2,20,5 180,035 0 9,364
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 11,185 132,350 SH   DFND 1,13,2,20,5 126,913 1,000 4,437
FONAR CORP COM NEW 344437405 312 17,658 SH   DFND 20 17,658 0 0
FOOT LOCKER INC COM 344849104 169,078 2,743,438 SH   DFND 12,13,19,2,20,5,8 2,558,596 1,255 183,587
FORD MTR CO DEL COM 345370860 2,458,383 165,436,241 SH   DFND 10,11,12,13,19,2,20,5,6,8 140,979,247 2,804,384 21,652,610
FORESIGHT AUTONOMOUS HLDGS L SPONSORED ADS 345523104 6,527 1,535,675 SH   DFND 2 1,535,675 0 0
FOREST ROAD ACQUISITION COR UNIT 99/99/9999 34619V202 182 18,138 SH   DFND 20 0 0 18,138
FORESTAR GROUP INC COM 346232101 6,553 313,377 SH   DFND 19,2,20,5 286,823 203 26,351
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,436,873 7,849,937 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,652,829 106,690 1,090,418
FORIAN INC COM 34630N106 3,106 247,069 SH   DFND 2,20,5 238,218 0 8,851
FORMA THERAPEUTICS HLDGS INC SHS 34633R104 54,120 2,174,375 SH   DFND 19,2,20,5 2,126,020 0 48,355
FORMFACTOR INC COM 346375108 87,248 2,392,975 SH   DFND 19,2,20,5 2,234,585 1,294 157,096
FORRESTER RESH INC COM 346563109 16,061 350,678 SH   DFND 19,2,20,5 329,013 0 21,665
FORTE BIOSCIENCES INC COM 34962G109 6,105 181,583 SH   DFND 2,20,5 165,621 0 15,962
FORTERRA INC COM 34960W106 10,794 459,131 SH   DFND 19,2,20,5 407,283 0 51,848
FORTINET INC COM 34959E109 1,252,191 5,257,109 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,422,200 159,106 675,803
FORTIS INC COM 349553107 696 15,726 SH   DFND 20 15,490 0 236
FORTIVE CORP COM 34959J108 917,272 13,152,733 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,512,355 216,644 1,423,734
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 31,539 31,324,000 PRN   DFND 2,5 31,324,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,843,311 10,033,808 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,297,629 367,971 1,368,208
FORTRESS BIOTECH INC COM 34960Q109 4,456 1,248,215 SH   DFND 2,20,5 1,160,963 0 87,252
FORTUNE BRANDS HOME & SEC IN COM 34964C106 648,694 6,512,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,564,428 238,109 709,802
FORUM ENERGY TECHNOLOGIES IN COM 34984V209 352 14,974 SH   DFND 20 14,974 0 0
FORWARD AIR CORP COM 349853101 88,558 986,718 SH   DFND 19,2,20,5 928,726 84 57,908
FORWARD INDS INC N Y COM NEW 349862300 207 69,772 SH   DFND 20 69,772 0 0
FOSSIL GROUP INC COM 34988V106 27,332 1,914,014 SH   DFND 2,20,5 1,877,919 0 36,095
FOSTER L B CO COM 350060109 570 30,600 SH   DFND 20 30,600 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 108,449 3,883,424 SH   DFND 10,19,2,20,5,8 3,524,001 17,470 341,953
FOX CORP CL A COM 35137L105 558,085 15,030,576 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,150,963 235,878 1,643,735
FOX CORP CL B COM 35137L204 248,409 7,057,071 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,106,266 115,126 835,679
ALGONQUIN PWR UTILS CORP COM 015857105 11,420 758,703 SH   DFND 2 758,703 0 0
FOX FACTORY HLDG CORP COM 35138V102 194,476 1,249,364 SH   DFND 13,19,2,20,5 1,164,739 300 84,325
FRANCHISE GROUP INC COM 35180X105 23,005 645,603 SH   DFND 19,2,20,5 605,459 0 40,144
FRANCO NEV CORP COM 351858105 479 3,300 SH   DFND 5 0 0 3,300
FRANKLIN COVEY CO COM 353469109 6,687 206,710 SH   DFND 2,20,5 193,851 0 12,859
FRANKLIN ELEC INC COM 353514102 183,881 2,280,830 SH   DFND 19,2,20,5 2,191,980 80 88,770
FRANKLIN FINL SVCS CORP COM 353525108 305 9,551 SH   DFND 20 9,551 0 0
FRANKLIN RESOURCES INC COM 354613101 862,939 26,744,965 SH   DFND 10,12,13,19,2,20,5,6,8 24,889,037 351,313 1,504,615
FRANKLIN STR PPTYS CORP COM 35471R106 29,009 5,514,940 SH   DFND 10,19,2,20,5,8 5,005,474 25,122 484,344
FRANKS INTL N V COM N33462107 11,663 3,845,560 SH   DFND 19,2,20,5 3,624,064 0 221,496
FREEDOM HLDG CORP NEV COM 356390104 1,626 24,962 SH   DFND 19,20,5 11,201 0 13,761
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 24,349 492,000 SH   DFND 2 492,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,539,165 68,422,655 SH   DFND 10,11,12,13,19,2,20,5,6,8 60,411,879 1,014,471 6,996,305
FREIGHTCAR AMER INC COM 357023100 294 49,658 SH   DFND 20 49,658 0 0
FREQUENCY ELECTRS INC COM 358010106 328 33,426 SH   DFND 20 33,426 0 0
FREQUENCY THERAPEUTICS INC COM 35803L108 6,079 610,346 SH   DFND 19,2,20,5 565,016 0 45,330
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 430 10,354 SH   DFND 20 10,354 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 35,177 1,069,866 SH   DFND 19,2,20,5 991,090 38 78,738
FRESHPET INC COM 358039105 97,024 595,384 SH   DFND 13,19,2,20,5 516,802 600 77,982
FRIEDMAN INDS INC COM 358435105 292 21,754 SH   DFND 20 21,754 0 0
FRONTDOOR INC COM 35905A109 61,003 1,224,463 SH   DFND 13,19,2,20,5 1,063,445 1,050 159,968
FRONTIER GROUP HLDGS INC COM 35909R108 8,856 519,741 SH   DFND 2,20 471,225 0 48,516
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,025,285 4,521,061 SH   DFND 1,10,11,13,19,2,20,5,8 4,272,303 500 248,258
FRONTLINE LTD SHS NEW G3682E192 15,172 1,685,785 SH   DFND 2,20,5 1,559,685 0 126,100
FRP HLDGS INC COM 30292L107 8,009 143,840 SH   DFND 19,2,20,5 134,820 0 9,020
FS BANCORP INC COM 30263Y104 4,351 61,055 SH   DFND 2,20 57,355 0 3,700
FTC SOLAR INC COM 30320C103 3,113 233,897 SH   DFND 2,20 229,171 0 4,726
FTI CONSULTING INC COM 302941109 121,947 892,663 SH   DFND 12,13,19,2,20,5,8 819,434 602 72,627
FTS INTERNATIONAL INC COM NEW CL A 30283W302 3,200 113,101 SH   DFND 2,20,5 111,201 0 1,900
FUBOTV INC COM 35953D104 77,765 2,421,829 SH   DFND 19,2,20,5,8 2,232,975 2,800 186,054
FUEL TECH INC COM 359523107 228 96,846 SH   DFND 20 96,846 0 0
FUELCELL ENERGY INC COM 35952H601 65,522 7,361,977 SH   DFND 13,19,2,20,5 6,696,132 2,900 662,945
FULCRUM THERAPEUTICS INC COM 359616109 3,272 312,225 SH   DFND 2,20,5 301,925 0 10,300
ALICO INC COM 016230104 693 19,194 SH   DFND 20 19,194 0 0
FULGENT GENETICS INC COM 359664109 56,185 609,179 SH   DFND 19,2,20,5 577,945 200 31,034
FULL HSE RESORTS INC COM 359678109 4,494 452,154 SH   DFND 2,20,5 432,767 0 19,387
FULLER H B CO COM 359694106 193,653 3,044,377 SH   DFND 19,2,20,5 2,934,131 337 109,909
FULTON FINL CORP PA COM 360271100 134,532 8,450,517 SH   DFND 19,2,20,5 8,137,527 2,356 310,634
FUNKO INC COM CL A 361008105 9,187 431,699 SH   DFND 19,2,20,5 404,294 0 27,405
FUTU HLDGS LTD SPON ADS CL A 36118L106 151,965 848,539 SH   DFND 1,10,12,13,19,2,20,5,6,8 569,539 76,200 202,800
FUTURE FINTECH GROUP INC COM 36117V105 8,135 2,582,616 SH   DFND 2 2,582,616 0 0
FUTUREFUEL CORP COM 36116M106 9,832 1,024,140 SH   DFND 19,2,20,5 977,181 0 46,959
FVCBANKCORP INC COM 36120Q101 448 25,961 SH   DFND 20 25,961 0 0
G III APPAREL GROUP LTD COM 36237H101 50,631 1,540,803 SH   DFND 19,2,20,5,8 1,457,899 660 82,244
ALIGN TECHNOLOGY INC COM 016255101 1,820,672 2,979,824 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,514,889 91,458 373,477
G1 THERAPEUTICS INC COM 3621LQ109 60,797 2,771,047 SH   DFND 19,2,20,5 2,706,941 0 64,106
GAIA INC NEW CL A 36269P104 579 52,712 SH   DFND 20 52,712 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 508 158,759 SH   DFND 20 158,759 0 0
GALERA THERAPEUTICS INC COM 36338D108 157 15,964 SH   DFND 20 15,964 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,314,122 9,381,222 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,015,549 134,080 1,231,593
GAMCO INVS INC CL A COM 361438104 3,004 119,697 SH   DFND 2,20 111,054 0 8,643
GAMESTOP CORP NEW CL A 36467W109 344,102 1,606,900 SH   DFND 12,13,19,2,20,5,8 1,496,133 632 110,135
GAMIDA CELL LTD SHS M47364100 172 26,842 SH   DFND 2 26,842 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 265,204 5,724,230 SH   DFND 10,12,13,19,2,20,5,8 4,760,111 63,550 900,569
GAN LTD SHS G3728V109 8,962 545,140 SH   DFND 19,2,20,5 505,165 0 39,975
ALIGNMENT HEALTHCARE INC COM 01625V104 10,646 455,546 SH   DFND 2,20,5 418,902 0 36,644
GANNETT CO INC COM 36472T109 25,737 4,688,005 SH   DFND 19,2,20,5 4,506,231 0 181,774
GAOTU TECHEDU INC SPONSORED ADS 36257Y109 31,401 2,125,994 SH   DFND 10,12,13,19,2,20,5,8 1,549,467 46,800 529,727
GAP INC COM 364760108 240,314 7,141,574 SH   DFND 10,12,13,19,2,20,5,6,8 6,410,560 2,266 728,748
GARMIN LTD SHS H2906T109 938,086 6,485,643 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,526,058 234,588 724,997
GARRETT MOTION INC COM 366505105 632 79,150 SH   DFND 1,20 79,150 0 0
GARTNER INC COM 366651107 786,278 3,246,400 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,791,972 52,009 402,419
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 16,798 929,607 SH   DFND 19,2,20,5 811,991 0 117,616
GATOS SILVER INC COM 368036109 8,731 499,211 SH   DFND 2,20,5 474,778 0 24,433
GATX CORP COM 361448103 96,983 1,096,220 SH   DFND 19,2,20,5,8 1,020,140 337 75,743
GCM GROSVENOR INC COM CL A 36831E108 5,131 492,456 SH   DFND 2,20 473,019 0 19,437
ALIGOS THERAPEUTICS INC COM 01626L105 6,087 298,587 SH   DFND 2,20,5 277,085 0 21,502
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42,339 1,820,241 SH   DFND 13,19,2,20,5 1,474,994 1,704 343,543
GDS HLDGS LTD SPONSORED ADS 36165L108 167,468 2,133,623 SH   DFND 1,10,12,13,19,2,20,5,8 1,253,150 33,900 846,573
GEE GROUP INC COM 36165A102 130 227,000 SH   DFND 20 227,000 0 0
GEMINI THERAPEUTICS INC COM 36870G105 1,994 308,141 SH   DFND 2,20 303,346 0 4,795
GENASYS INC COM 36872P103 1,994 363,835 SH   DFND 2,20 363,835 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 21,312 1,128,837 SH   DFND 19,2,20,5 1,087,581 9,100 32,156
GENCOR INDS INC COM 368678108 153 12,568 SH   DFND 20 12,568 0 0
GENERAC HLDGS INC COM 368736104 1,062,483 2,559,276 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,162,664 90,822 305,790
GENERAL DYNAMICS CORP COM 369550108 2,106,915 11,191,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,028,251 277,646 885,619
GENERAL ELECTRIC CO COM 369604103 4,712,057 349,820,665 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 299,804,025 6,148,476 43,868,164
4D MOLECULAR THERAPEUTICS IN COM 35104E100 3,985 165,492 SH   DFND 2,20,5 152,265 0 13,227
ALJ REGL HLDGS INC COM 001627108 25 13,800 SH   DFND 20 13,800 0 0
GENERAL MLS INC COM 370334104 2,006,068 32,924,148 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 21,894,029 7,542,045 3,488,074
GENERAL MTRS CO COM 37045V100 3,203,176 54,135,135 SH   DFND 10,11,12,13,19,2,20,5,6,8 45,959,290 1,491,251 6,684,594
GENERATION BIO CO COM 37148K100 60,369 2,244,201 SH   DFND 19,2,20,5 2,178,391 0 65,810
GENESCO INC COM 371532102 37,338 586,333 SH   DFND 19,2,20,5 554,140 4 32,189
GENETRON HLDGS LTD ADS 37186H100 1,412 70,100 SH   DFND 2,20,5 70,100 0 0
GENIE ENERGY LTD CL B 372284208 647 102,393 SH   DFND 20 102,393 0 0
GENIUS BRANDS INTL INC COM 37229T301 8,485 4,611,242 SH   DFND 2,20,5 4,198,642 0 412,600
GENMAB A/S SPONSORED ADS 372303206 1,147 28,096 SH   DFND 1,20 3,470 0 24,626
GENOCEA BIOSCIENCES INC COM NEW 372427401 46 19,684 SH   DFND 20 19,684 0 0
GENPACT LIMITED SHS G3922B107 187,383 4,124,651 SH   DFND 12,13,19,2,20,5,8 3,958,192 0 166,459
ALKALINE WTR CO INC COM NEW 01643A207 293 191,800 SH   DFND 20 191,800 0 0
GENPREX INC COM 372446104 338 101,022 SH   DFND 20 101,022 0 0
GENTEX CORP COM 371901109 212,871 6,433,099 SH   DFND 12,13,19,2,20,5,8 5,959,463 5,154 468,482
GENTHERM INC COM 37253A103 77,932 1,096,859 SH   DFND 19,2,20,5 1,033,641 140 63,078
GENUINE PARTS CO COM 372460105 1,018,099 7,999,869 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,202,771 104,506 692,592
GENWORTH FINL INC COM CL A 37247D106 80,922 20,749,327 SH   DFND 12,13,19,2,20,5,8 19,710,095 2,984 1,036,248
GEO GROUP INC NEW COM 36162J106 32,110 4,509,812 SH   DFND 12,13,19,2,20,5,8 4,424,600 814 84,398
GEOSPACE TECHNOLOGIES CORP COM 37364X109 437 53,959 SH   DFND 20,5 53,959 0 0
GEOVAX LABS INC COM 373678507 109 21,700 SH   DFND 20 21,700 0 0
GERDAU SA SPON ADR REP PFD 373737105 26,917 4,562,224 SH   DFND 1,10,2,20 3,463,705 425,125 673,394
GERMAN AMERN BANCORP INC COM 373865104 19,434 522,415 SH   DFND 19,2,20,5 469,861 0 52,554
ALKAMI TECHNOLOGY INC COM 01644J108 2,413 67,647 SH   DFND 2,20 65,933 0 1,714
GERON CORP COM 374163103 19,188 13,608,719 SH   DFND 19,2,20,5 13,066,991 0 541,728
GETTY RLTY CORP NEW COM 374297109 61,083 1,937,380 SH   DFND 10,19,2,20,5,8 1,765,385 9,409 162,586
GEVO INC COM PAR 374396406 119,043 16,374,530 SH   DFND 19,2,20,5 16,074,885 3,100 296,545
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 20,823 279,500 SH   DFND 2 279,500 0 0
GIBRALTAR INDS INC COM 374689107 76,713 1,005,281 SH   DFND 19,2,20,5 940,738 170 64,373
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 5,862 575,855 SH   DFND 2,20 575,855 0 0
GILEAD SCIENCES INC COM 375558103 3,739,075 54,299,659 SH   DFND 10,11,12,13,19,2,20,5,6,8 46,206,339 912,197 7,181,123
GLACIER BANCORP INC NEW COM 37637Q105 249,486 4,529,517 SH   DFND 19,2,20,5 4,335,442 1,085 192,990
GLADSTONE COMMERCIAL CORP COM 376536108 18,923 838,788 SH   DFND 19,2,20,5 739,457 9,600 89,731
GLADSTONE LD CORP COM 376549101 11,198 465,400 SH   DFND 2,20,5 441,827 0 23,573
ALKERMES PLC SHS G01767105 121,480 4,954,336 SH   DFND 13,19,2,20,5 4,619,493 1,630 333,213
GLATFELTER CORPORATION COM 377320106 22,471 1,592,570 SH   DFND 19,2,20,5 1,497,089 8 95,473
GLAUKOS CORP COM 377322102 130,293 1,535,931 SH   DFND 19,2,20,5 1,447,263 700 87,968
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 369,759 9,163,297 SH   DFND 1,20 19,724 8,914,854 228,719
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 80,575 2,300,827 SH   DFND 13,19,2,20,5 2,174,605 500 125,722
GLOBAL INDUSTRIAL COMPANY COM 37892E102 9,472 258,031 SH   DFND 19,2,20,5 233,362 0 24,669
GLOBAL MED REIT INC COM NEW 37954A204 23,649 1,581,093 SH   DFND 19,2,20,5,8 1,417,001 3,300 160,792
GLOBAL NET LEASE INC COM NEW 379378201 89,854 4,856,988 SH   DFND 10,19,2,20,5,8 4,410,288 30,600 416,100
GLOBAL PMTS INC COM 37940X102 2,075,109 11,064,889 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,486,813 168,780 1,409,296
GLOBAL SELF STORAGE INC COM 37955N106 90 17,200 SH   DFND 20 17,200 0 0
GLOBAL WTR RES INC COM 379463102 3,264 191,074 SH   DFND 2,20,5 179,917 0 11,157
ALLAKOS INC COM 01671P100 95,433 1,117,871 SH   DFND 19,2,20,5 1,059,585 300 57,986
GLOBALSTAR INC COM 378973408 25,232 14,175,111 SH   DFND 19,2,20,5 12,795,250 0 1,379,861
GLOBANT S A COM L44385109 280,286 1,278,792 SH   DFND 10,12,13,19,2,20,5,8 815,815 20,400 442,577
GLOBE LIFE INC COM 37959E102 435,072 4,567,683 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,852,916 143,700 571,067
GLOBUS MED INC CL A 379577208 164,367 2,120,046 SH   DFND 13,19,2,20,5 1,970,948 600 148,498
GLYCOMIMETICS INC COM 38000Q102 335 144,265 SH   DFND 20 144,265 0 0
GMS INC COM 36251C103 66,932 1,390,363 SH   DFND 19,2,20,5,8 1,307,131 0 83,232
GODADDY INC CL A 380237107 349,497 4,019,057 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,044,945 190,361 783,751
GOGO INC COM 38046C109 14,881 1,307,643 SH   DFND 19,2,20,5 1,207,821 0 99,822
GOHEALTH INC COM CL A 38046W105 6,848 610,856 SH   DFND 19,2,20,5 540,909 0 69,947
GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 994 107,854 SH   DFND 1,10,20 5,347 0 102,507
ALLEGHANY CORP MD COM 017175100 307,803 461,426 SH   DFND 10,11,12,13,19,2,20,5,6,8 401,031 9,575 50,820
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 10,204 10,185,000 PRN   DFND 2,5 10,185,000 0 0
GOLAR LNG LTD SHS G9456A100 19,522 1,473,391 SH   DFND 2,20,5 1,361,034 0 112,357
GOLD FIELDS LTD SPONSORED ADR 38059T106 10,646 1,196,144 SH   DFND 1,2,20,5,8 965,477 0 230,667
GOLD RESOURCE CORP COM 38068T105 564 218,791 SH   DFND 20 218,791 0 0
GOLDEN ENTMT INC COM 381013101 14,940 333,491 SH   DFND 19,2,20,5 301,524 0 31,967
GOLDEN MINERALS CO COM 381119106 97 157,379 SH   DFND 20 157,379 0 0
GOLDEN NUGGET ONLINE GAMIN COM CL A 38113L107 6,390 500,800 SH   DFND 2,20 456,076 0 44,724
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 369 33,394 SH   DFND 2,20,5 33,394 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 149 52,534 SH   DFND 2,5 52,534 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,072,846 21,270,641 SH   DFND 1,10,12,13,19,2,20,5,6,8 12,957,570 752,622 7,560,449
ALLEGHENY TECHNOLOGIES INC COM 01741R102 180,574 8,660,621 SH   DFND 12,13,19,2,20,5,8 8,405,710 945 253,966
GOOD TIMES RESTAURANTS INC COM NEW 382140879 82 20,000 SH   DFND 20 20,000 0 0
GOODRICH PETE CORP COM PAR 382410843 366 24,540 SH   DFND 20 24,540 0 0
GOODRX HLDGS INC COM CL A 38246G108 9,983 277,234 SH   DFND 19,2,20 277,234 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 148,725 8,671,983 SH   DFND 12,13,19,2,20,5,8 8,079,849 12,651 579,483
GOOSEHEAD INS INC COM CL A 38267D109 58,275 457,776 SH   DFND 19,2,20,5 424,252 0 33,524
GOPRO INC CL A 38268T103 27,717 2,379,174 SH   DFND 19,2,20,5 2,132,319 0 246,855
GORMAN RUPP CO COM 383082104 13,358 387,876 SH   DFND 19,2,20,5 348,256 0 39,620
GOSSAMER BIO INC COM 38341P102 27,021 3,327,716 SH   DFND 19,2,20,5 3,225,669 0 102,047
GP STRATEGIES CORP COM 36225V104 3,689 234,687 SH   DFND 2,20,5 223,356 0 11,331
GRACE W R & CO DEL NEW COM 38388F108 58,080 840,283 SH   DFND 13,19,2,20,5,8 729,433 504 110,346
ALLEGIANCE BANCSHARES INC COM 01748H107 30,045 781,596 SH   DFND 19,2,20,5 752,866 0 28,730
GRACO INC COM 384109104 417,906 5,520,551 SH   DFND 13,19,2,20,5,6,8 5,209,242 1,501 309,808
GRAFTECH INTL LTD COM 384313508 36,991 3,183,408 SH   DFND 19,2,20,5 2,897,682 0 285,726
GRAHAM CORP COM 384556106 474 34,427 SH   DFND 20 34,427 0 0
GRAHAM HLDGS CO COM CL B 384637104 79,042 124,691 SH   DFND 12,13,19,2,20,5,8 117,003 100 7,588
GRAINGER W W INC COM 384802104 997,296 2,276,931 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,951,851 76,328 248,752
GRAND CANYON ED INC COM 38526M106 103,335 1,148,544 SH   DFND 13,19,2,20,5,8 1,066,589 600 81,355
GRANITE CONSTR INC COM 387328107 65,083 1,562,273 SH   DFND 19,2,20,5,8 1,470,182 1,209 90,882
GRANITE PT MTG TR INC COM STK 38741L107 30,181 2,012,178 SH   DFND 19,2,20,5 1,899,503 606 112,069
GRAPHIC PACKAGING HLDG CO COM 388689101 78,287 4,297,993 SH   DFND 12,13,19,2,20,5,8 3,780,723 4,200 513,070
GRAVITY CO LTD SPONSORED ADS NE 38911N206 4,690 43,295 SH   DFND 2 43,295 0 0
ALLEGIANT TRAVEL CO COM 01748X102 100,310 517,062 SH   DFND 19,2,20,5,8 497,328 0 19,734
GRAY TELEVISION INC COM 389375106 45,626 1,949,811 SH   DFND 10,19,2,20,5,8 1,788,066 0 161,745
GRAYBUG VISION INC COM SHS 38942Q103 224 41,173 SH   DFND 20 41,173 0 0
GREAT AJAX CORP COM 38983D300 4,629 356,610 SH   DFND 2,20,5 340,340 0 16,270
GREAT ELM GROUP INC COM NEW 39037G109 157 69,931 SH   DFND 20 69,931 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 19,306 1,321,406 SH   DFND 19,2,20,5 1,197,828 0 123,578
GREAT SOUTHN BANCORP INC COM 390905107 12,886 237,549 SH   DFND 19,2,20,5 210,282 0 27,267
GREAT WESTERN BANCORP INC COM 391416104 88,114 2,687,211 SH   DFND 19,2,20,5 2,553,385 300 133,526
GREEN BRICK PARTNERS INC COM 392709101 35,718 1,570,699 SH   DFND 19,2,20,5 1,493,740 0 76,959
GREEN DOT CORP CL A 39304D102 87,735 1,872,679 SH   DFND 13,19,2,20,5 1,574,082 900 297,697
GREEN PLAINS INC COM 393222104 103,994 3,093,214 SH   DFND 19,2,20,5 3,030,753 0 62,461
ALLEGION PLC ORD SHS G0176J109 618,802 4,442,220 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,857,159 98,494 486,567
GREENBOX POS COM NEW 39366L208 3,508 294,066 SH   DFND 2,20,5 277,393 0 16,673
GREENBRIER COS INC COM 393657101 48,496 1,112,815 SH   DFND 19,2,20,5,8 1,051,146 0 61,669
GREENHILL & CO INC COM 395259104 7,210 463,367 SH   DFND 2,20,5 445,263 0 18,104
GREENLANE HLDGS INC CL A 395330103 738 165,079 SH   DFND 2,20 159,892 0 5,187
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,862 532,569 SH   DFND 1,2,20,5 502,626 0 29,943
GREENPOWER MTR CO INC COM NEW 39540E302 4,878 248,508 SH   DFND 2 248,508 0 0
GREENSKY INC CL A 39572G100 6,211 1,119,187 SH   DFND 2,20,5 1,052,336 0 66,851
GREENTREE HOSPITALITY GROUP SPONSORED ADS 39579V100 496 44,984 SH   DFND 2,20,5 44,984 0 0
GREENWICH LIFESCIENCES INC COM 396879108 2,257 50,212 SH   DFND 2,20,5 49,078 0 1,134
GREIF INC CL A 397624107 51,810 849,272 SH   DFND 19,2,20,5 789,923 83 59,266
51JOB INC SPONSORED ADS 316827104 72,419 931,147 SH   DFND 1,10,12,13,19,2,20,5,8 416,361 13,900 500,886
ALLEGRO MICROSYSTEMS INC COM 01749D105 51,799 1,870,000 SH   DFND 19,2,20,5 1,820,079 0 49,921
GREIF INC CL B 397624206 6,391 107,124 SH   DFND 19,2,20,5 96,008 1,400 9,716
GRID DYNAMICS HLDGS INC CL A 39813G109 6,480 431,118 SH   DFND 2,20 404,116 0 27,002
GRIFFON CORP COM 398433102 48,262 1,883,040 SH   DFND 19,2,20,5 1,803,631 0 79,409
GRIFOLS S A SP ADR REP B NVT 398438408 7,050 406,352 SH   DFND 1,10,13,2,20,5,8 339,923 0 66,429
GRITSTONE BIO INC COM 39868T105 5,456 597,641 SH   DFND 2,20,5 565,946 0 31,695
GROCERY OUTLET HLDG CORP COM 39874R101 83,166 2,399,481 SH   DFND 19,2,20,5 2,262,752 1,100 135,629
GROUP 1 AUTOMOTIVE INC COM 398905109 104,013 673,529 SH   DFND 12,19,2,20,5,8 638,314 105 35,110
GROUPON INC COM NEW 399473206 31,317 725,593 SH   DFND 19,2,20,5 674,842 90 50,661
GROWGENERATION CORP COM 39986L109 49,806 1,035,460 SH   DFND 19,2,20,5,8 948,941 600 85,919
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 17,060 326,758 SH   DFND 19,2,20 326,758 0 0
ALLENA PHARMACEUTICALS COM 018119107 45 34,258 SH   DFND 20 34,258 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 32,584 176,227 SH   DFND 1,19,2,20 152,067 0 24,160
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 37,137 347,428 SH   DFND 1,19,2,20 278,928 700 67,800
GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 8,843 1,025,599 SH   DFND 13,2,20,5 743,729 1,500 280,370
GRUPO SUPERVIELLE S.A. SPONSORED ADR 40054A108 1,439 695,355 SH   DFND 2 695,355 0 0
GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 189 13,212 SH   DFND 20,5 2,612 10,600 0
GSI TECHNOLOGY INC COM 36241U106 233 41,499 SH   DFND 20 41,499 0 0
GT BIOPHARMA INC COM NEW 36254L209 5,808 374,704 SH   DFND 2,20,5 356,639 0 18,065
GTT COMMUNICATIONS INC COM 362393100 254 104,472 SH   DFND 20,5 104,472 0 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 5,809 817,044 SH   DFND 2,20,5 784,689 0 32,355
GUARANTY BANCSHARES INC TEX COM 400764106 5,134 149,780 SH   DFND 2,20 139,758 0 10,022
ALLETE INC COM NEW 018522300 127,975 1,828,738 SH   DFND 12,13,19,2,20,5,8 1,731,016 600 97,122
GUARANTY FED BANCSHARES INC COM 40108P101 280 11,480 SH   DFND 20 2,300 0 9,180
GUARDANT HEALTH INC COM 40131M109 156,917 1,263,521 SH   DFND 13,19,2,20,5 1,108,925 700 153,896
GUARDION HEALTH SCIENCES INC COM 40145Q401 231 131,112 SH   DFND 20 131,112 0 0
GUESS INC COM 401617105 44,991 1,704,186 SH   DFND 19,2,20,5,8 1,618,530 137 85,519
GUIDEWIRE SOFTWARE INC COM 40171V100 197,186 1,749,341 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,412,932 47,311 289,098
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 13,568 11,555,000 PRN   DFND 2,5 11,555,000 0 0
GUILD HLDGS CO CL A 40172N107 208 13,590 SH   DFND 20 13,590 0 0
GULF IS FABRICATION INC COM 402307102 224 49,452 SH   DFND 20 49,452 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 21,579 648,590 SH   DFND 19,2,20,5 578,997 0 69,593
HACKETT GROUP INC COM 404609109 10,119 558,469 SH   DFND 19,2,20,5 518,617 0 39,852
ALLIANCE DATA SYSTEMS CORP COM 018581108 133,786 1,284,058 SH   DFND 12,13,19,2,20,5,8 1,195,043 612 88,403
HAEMONETICS CORP MASS COM 405024100 111,619 1,674,954 SH   DFND 13,19,2,20,5 1,570,447 604 103,903
HAIN CELESTIAL GROUP INC COM 405217100 85,784 2,138,182 SH   DFND 13,19,2,20,5,8 1,928,198 666 209,318
HALL OF FAME RESORT & ENTMT COM 40619L102 3,627 922,828 SH   DFND 2,20,5 900,428 0 22,400
HALLADOR ENERGY COMPANY COM 40609P105 49 18,336 SH   DFND 20 18,336 0 0
HALLIBURTON CO COM 406216101 1,297,730 56,130,203 SH   DFND 10,11,12,13,19,2,20,5,6,8 50,782,185 604,673 4,743,345
HALLMARK FINL SVCS INC COM NEW 40624Q203 150 33,610 SH   DFND 20 33,610 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 234,397 5,161,793 SH   DFND 13,19,2,20,5 4,865,089 1,000 295,704
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3,171 142,384 SH   DFND 2,20,5 136,583 0 5,801
HAMILTON LANE INC CL A 407497106 60,071 656,786 SH   DFND 19,2,20,5 594,477 300 62,009
HANCOCK JAFFE LABORATORIES I COM NEW 41015N304 139 20,200 SH   DFND 20 20,200 0 0
ALLIANT ENERGY CORP COM 018802108 684,292 12,272,099 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,859,251 193,424 1,219,424
HANCOCK WHITNEY CORPORATION COM 410120109 192,464 4,330,874 SH   DFND 12,13,19,2,20,5 4,161,962 1,000 167,912
HANESBRANDS INC COM 410345102 311,152 16,665,873 SH   DFND 1,10,12,13,19,2,20,5,6,8 15,511,874 4,964 1,149,035
HANGER INC COM NEW 41043F208 31,691 1,253,587 SH   DFND 19,2,20,5 1,170,623 0 82,964
HANMI FINL CORP COM NEW 410495204 29,897 1,568,557 SH   DFND 2,20,5 1,536,382 0 32,175
HANNON ARMSTRONG SUST INFR C COM 41068X100 85,681 1,525,924 SH   DFND 19,2,20,5 1,362,411 1,200 162,313
HANOVER INS GROUP INC COM 410867105 147,930 1,090,607 SH   DFND 12,13,19,2,20,5,8 1,000,835 600 89,172
HARBOR CUSTOM DEVELOPMENT IN COM 41150T108 50 15,300 SH   DFND 20 15,300 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 24,427 1,703,397 SH   DFND 19,2,20,5,8 1,598,939 0 104,458
HARLEY DAVIDSON INC COM 412822108 175,257 3,824,895 SH   DFND 1,12,13,19,2,20,5,8 3,547,599 1,284 276,012
HARMONIC INC COM 413160102 27,854 3,269,212 SH   DFND 19,2,20,5 3,050,970 0 218,242
ALLIED ESPORTS ENTMT INC COM 019170109 268 116,548 SH   DFND 20 116,548 0 0
HARMONY BIOSCIENCES HLDGS IN COM 413197104 8,548 302,790 SH   DFND 19,2,20,5 272,147 0 30,643
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 1,936 519,088 SH   DFND 1 0 0 519,088
HARPOON THERAPEUTICS INC COM 41358P106 18,424 1,328,368 SH   DFND 2,20,5 1,306,236 0 22,132
HARROW HEALTH INC COM 415858109 648 69,792 SH   DFND 20 69,792 0 0
HARSCO CORP COM 415864107 54,447 2,666,375 SH   DFND 19,2,20,5 2,510,922 381 155,072
HARTFORD FINL SVCS GROUP INC COM 416515104 1,290,303 20,706,030 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,172,814 3,693,011 1,840,205
HARVARD BIOSCIENCE INC COM 416906105 5,727 687,498 SH   DFND 2,20 651,928 0 35,570
HASBRO INC COM 418056107 475,282 5,028,377 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,289,194 91,547 647,636
HAVERTY FURNITURE COS INC COM 419596101 24,425 571,207 SH   DFND 19,2,20,5 535,905 0 35,302
HAWAIIAN ELEC INDUSTRIES COM 419870100 128,639 3,042,545 SH   DFND 12,13,19,2,20,5,8 2,776,067 1,256 265,222
ALLIED MOTION TECHNOLOGIES I COM 019330109 7,149 207,034 SH   DFND 2,20,5 195,692 0 11,342
HAWAIIAN HOLDINGS INC COM 419879101 51,523 2,114,218 SH   DFND 13,19,2,20,5,8 2,059,432 0 54,786
HAWKINS INC COM 420261109 20,860 636,944 SH   DFND 19,2,20,5 595,174 698 41,072
HAWTHORN BANCSHARES INC COM 420476103 1,200 51,563 SH   DFND 2,20 28,500 0 23,063
HAYNES INTERNATIONAL INC COM NEW 420877201 14,752 416,961 SH   DFND 2,20,5 402,771 0 14,190
HAYWARD HLDGS INC COM 421298100 11,958 459,559 SH   DFND 2,20 422,359 0 37,200
HBT FINL INC. COM 404111106 2,690 154,510 SH   DFND 2,20 147,110 0 7,400
HC2 HLDGS INC COM 404139107 3,589 901,854 SH   DFND 2,20,5 863,140 0 38,714
HCA HEALTHCARE INC COM 40412C101 2,260,026 10,931,729 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,200,375 357,152 1,374,202
HCI GROUP INC COM 40416E103 19,122 192,315 SH   DFND 19,2,20,5 182,015 0 10,300
HDFC BANK LTD SPONSORED ADS 40415F101 56,223 768,916 SH   DFND 1,12,20,5,8 291,370 0 477,546
ALLISON TRANSMISSION HLDGS I COM 01973R101 70,787 1,781,246 SH   DFND 12,13,19,2,20,5,8 1,571,227 900 209,119
HEADHUNTER GROUP PLC SPONSORED ADS 42207L106 452 10,521 SH   DFND 2 10,521 0 0
HEALTH CATALYST INC COM 42225T107 46,788 842,881 SH   DFND 19,2,20,5 771,888 0 70,993
HEALTHCARE RLTY TR COM 421946104 215,443 7,133,888 SH   DFND 10,13,19,2,20,5,8 6,389,667 31,734 712,487
HEALTHCARE SVCS GROUP INC COM 421906108 71,181 2,254,694 SH   DFND 13,19,2,20,5,8 2,117,126 1,025 136,543
HEALTHCARE TR AMER INC CL A NEW 42225P501 205,765 7,616,730 SH   DFND 10,12,13,19,2,20,5,8 6,501,207 49,090 1,066,433
HEALTHEQUITY INC COM 42226A107 207,046 2,572,633 SH   DFND 13,19,2,20,5 2,413,013 600 159,020
HEALTHPEAK PROPERTIES INC COM 42250P103 1,081,736 32,494,322 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,640,568 493,480 4,360,274
HEALTHSTREAM INC COM 42222N103 27,121 970,692 SH   DFND 19,2,20,5 919,403 800 50,489
HEARTLAND EXPRESS INC COM 422347104 33,650 1,962,077 SH   DFND 19,2,20,5 1,855,450 24 106,603
HEARTLAND FINL USA INC COM 42234Q102 52,057 1,107,836 SH   DFND 19,2,20,5 1,044,105 0 63,731
ALLOGENE THERAPEUTICS INC COM 019770106 78,368 3,004,900 SH   DFND 19,2,20,5 2,894,017 600 110,283
HEAT BIOLOGICS INC COM 42237K409 666 98,896 SH   DFND 20 98,896 0 0
HECLA MNG CO COM 422704106 161,089 21,651,702 SH   DFND 19,2,20,5,8 20,554,057 9,381 1,088,264
HEICO CORP NEW CL A 422806208 212,494 1,709,952 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,348,785 64,959 296,208
HEICO CORP NEW COM 422806109 215,126 1,542,028 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,226,179 48,931 266,918
HEIDRICK & STRUGGLES INTL IN COM 422819102 28,960 650,046 SH   DFND 19,2,20,5 608,266 3,600 38,180
HELEN OF TROY LTD COM G4388N106 169,304 742,170 SH   DFND 13,19,2,20,5,8 691,878 288 50,004
HELIOS TECHNOLOGIES INC COM 42328H109 48,727 624,307 SH   DFND 19,2,20,5 553,043 300 70,964
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 37,441 6,557,048 SH   DFND 19,2,20,5 6,254,528 3,985 298,535
HELMERICH & PAYNE INC COM 423452101 129,205 3,959,710 SH   DFND 12,13,19,2,20,5,8 3,749,368 1,181 209,161
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3,934 333,432 SH   DFND 19,2,20,5 302,116 0 31,316
ALLOT LTD SHS M0854Q105 4,787 241,380 SH   DFND 2 241,380 0 0
HENRY JACK & ASSOC INC COM 426281101 527,785 3,227,846 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,648,252 111,743 467,851
HENRY SCHEIN INC COM 806407102 541,018 7,292,332 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,444,235 279,846 1,568,251
HEPION PHARMACEUTICALS INC COM 426897104 639 322,716 SH   DFND 20 322,716 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 107,295 2,034,791 SH   DFND 13,19,2,20,5,8 1,313,184 1,210 720,397
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 16,673 15,200,000 PRN   DFND 2,5 15,200,000 0 0
HERC HLDGS INC COM 42704L104 54,359 485,048 SH   DFND 13,19,2,20,5 432,212 623 52,213
HERITAGE COMM CORP COM 426927109 22,272 2,001,073 SH   DFND 19,2,20,5 1,862,888 0 138,185
HERITAGE CRYSTAL CLEAN INC COM 42726M106 8,899 299,828 SH   DFND 19,2,20,5 267,899 0 31,929
HERITAGE FINL CORP WASH COM 42722X106 36,613 1,463,342 SH   DFND 19,2,20,5 1,394,217 0 69,125
HERITAGE INSURANCE HLDGS INC COM 42727J102 4,387 507,475 SH   DFND 19,2,20,5 465,838 0 41,637
89BIO INC COM 282559103 2,774 148,328 SH   DFND 2,20,5 144,128 0 4,200
ALLOVIR INC COM 019818103 33,786 1,711,571 SH   DFND 19,2,20,5 1,656,755 0 54,816
HERON THERAPEUTICS INC COM 427746102 73,141 4,712,719 SH   DFND 19,2,20,5 4,535,363 900 176,456
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 18,214 1,692,720 SH   DFND 2,20,5,8 1,620,702 0 72,018
HERSHEY CO COM 427866108 1,203,320 6,908,487 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,518,596 174,313 1,215,578
HESKA CORP COM RESTRC NEW 42805E306 77,108 335,648 SH   DFND 19,2,20,5 318,310 0 17,338
HESS CORP COM 42809H107 1,593,030 18,243,588 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,941,760 187,618 1,114,210
HEWLETT PACKARD ENTERPRISE C COM 42824C109 970,114 66,005,562 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 52,155,455 5,645,875 8,204,232
HEXCEL CORP NEW COM 428291108 188,884 3,026,995 SH   DFND 13,19,2,20,5,8 2,855,613 671 170,711
HF FOODS GROUP INC COM 40417F109 3,308 625,269 SH   DFND 2,20,5 591,069 0 34,200
HIBBETT INC COM 428567101 56,481 630,157 SH   DFND 19,2,20,5 595,330 162 34,665
HIGHPEAK ENERGY INC COM 43114Q105 214 20,967 SH   DFND 2,20 19,867 0 1,100
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 81,409 4,398,130 SH   DFND 19,2,20,5 4,100,353 845 296,932
HIGHWOODS PPTYS INC COM 431284108 231,447 5,123,902 SH   DFND 10,12,13,19,2,20,5,8 4,588,419 22,734 512,749
HILL INTL INC COM 431466101 133 53,562 SH   DFND 20 53,562 0 0
HILL-ROM HLDGS INC COM 431475102 201,642 1,775,175 SH   DFND 12,13,19,2,20,5 1,646,136 700 128,339
HILLENBRAND INC COM 431571108 105,546 2,394,428 SH   DFND 19,2,20,5,8 2,240,825 595 153,008
HILLTOP HOLDINGS INC COM 432748101 161,228 4,429,329 SH   DFND 19,2,20,5 4,294,811 0 134,518
HILTON GRAND VACATIONS INC COM 43283X105 68,821 1,662,755 SH   DFND 13,19,2,20,5 1,489,668 1,690 171,397
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,275,418 10,573,850 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,979,597 236,863 1,357,390
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 13,258 783,036 SH   DFND 1,2,20 782,798 0 238
HIMS & HERS HEALTH INC COM CL A 433000106 6,811 625,415 SH   DFND 19,2,20,5 612,142 0 13,273
HINGHAM INSTN SVGS MASS COM 433323102 8,122 27,958 SH   DFND 13,2,20 25,599 0 2,359
ALLSTATE CORP COM 020002101 2,003,861 15,267,713 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,957,915 516,006 1,793,792
HIREQUEST INC COM 433535101 882 47,651 SH   DFND 2,20 46,430 0 1,221
HISTOGEN INC COM 43358Y103 188 172,200 SH   DFND 20 172,200 0 0
HMN FINL INC COM 40424G108 256 12,018 SH   DFND 20 7,066 0 4,952
HNI CORP COM 404251100 66,988 1,523,494 SH   DFND 19,2,20,5 1,426,616 6,117 90,761
HOLLYFRONTIER CORP COM 436106108 259,209 7,878,702 SH   DFND 12,13,19,2,20,5,8 6,733,049 5,560 1,140,093
HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 1,967 132,046 SH   DFND 2,5 132,046 0 0
HOLOGIC INC COM 436440101 734,321 11,006,007 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,251,230 320,672 1,434,105
HOME BANCORP INC COM 43689E107 5,011 131,493 SH   DFND 2,20,5 111,915 0 19,578
HOME BANCSHARES INC COM 436893200 172,985 7,009,101 SH   DFND 13,19,2,20,5 6,695,731 1,100 312,270
HOME DEPOT INC COM 437076102 15,353,242 48,145,886 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 35,979,035 853,586 11,313,265
ALLY FINL INC COM 02005N100 478,225 9,595,209 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,232,856 455,598 1,906,755
HOME PT CAPITAL INCORPORATED COM 43734L106 371 62,500 SH   DFND 2,20 57,300 0 5,200
HOMESTREET INC COM 43785V102 29,932 734,697 SH   DFND 19,2,20,5 687,835 0 46,862
HOMETRUST BANCSHARES INC COM 437872104 9,248 331,472 SH   DFND 13,2,20,5 293,601 0 37,871
HOMOLOGY MEDICINES INC COM 438083107 5,222 718,260 SH   DFND 19,2,20,5 653,482 0 64,778
HONDA MOTOR LTD AMERN SHS 438128308 5,470 169,982 SH   DFND 2,20 169,982 0 0
HONEST CO INC COM 438333106 6,121 378,043 SH   DFND 2,20,5 341,664 0 36,379
HONEYWELL INTL INC COM 438516106 7,620,997 34,743,548 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,260,725 775,164 8,707,659
HOOKER FURNITURE CORP COM 439038100 7,332 211,658 SH   DFND 13,2,20,5 199,118 0 12,540
HOOKIPA PHARMA INC COM 43906K100 2,986 326,012 SH   DFND 2,20,5 312,958 0 13,054
HOPE BANCORP INC COM 43940T109 104,933 7,400,080 SH   DFND 13,19,2,20,5,8 7,161,265 1,800 237,015
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 472,103 2,784,938 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,302,774 66,690 415,474
HORACE MANN EDUCATORS CORP N COM 440327104 54,837 1,465,434 SH   DFND 19,2,20,5 1,387,439 77 77,918
HORIZON BANCORP INC COM 440407104 15,323 879,116 SH   DFND 19,2,20,5 728,299 0 150,817
HORIZON GLOBAL CORP COM 44052W104 673 79,370 SH   DFND 20 79,370 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 510,424 5,450,915 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,406,796 260,903 783,216
HORMEL FOODS CORP COM 440452100 1,295,701 27,135,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,993,823 9,100,556 3,040,725
HOST HOTELS & RESORTS INC COM 44107P104 690,153 40,383,417 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,759,598 553,305 6,070,514
HOSTESS BRANDS INC CL A 44109J106 42,341 2,615,271 SH   DFND 19,2,20,5 2,310,295 0 304,976
HOTH THERAPEUTICS INC COM 44148G105 43 27,100 SH   DFND 20 27,100 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 26,210 2,374,054 SH   DFND 19,2,20,5 2,182,386 0 191,668
HOULIHAN LOKEY INC CL A 441593100 88,629 1,083,618 SH   DFND 19,2,20,5,8 964,334 300 118,984
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 26,065 857,678 SH   DFND 19,2,20,5 839,024 0 18,654
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 9,077 85,395 SH   DFND 19,2,20,5 73,607 0 11,788
HOWARD BANCORP INC COM 442496105 3,214 199,267 SH   DFND 2,20 188,078 0 11,189
HOWARD HUGHES CORP COM 44267D107 59,444 609,934 SH   DFND 13,19,2,20,5 541,241 260 68,433
HOWMET AEROSPACE INC COM 443201108 610,007 17,696,742 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,074,825 313,515 2,308,402
HP INC COM 40434L105 1,760,810 57,951,877 SH   DFND 10,11,12,13,19,2,20,5,6,8 43,664,489 7,020,362 7,267,026
HSBC HLDGS PLC SPON ADR NEW 404280406 765 26,525 SH   DFND 20 26,525 0 0
HTG MOLECULAR DIAGNOSTICS IN COM NEW 40434H203 82 14,043 SH   DFND 20 14,043 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 545 34,347 SH   DFND 20,5 34,347 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 13,640 10,840,000 PRN   DFND 2,5 10,840,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 186,482 3,531,182 SH   DFND 1,10,12,13,19,2,20,5,8 2,242,826 77,800 1,210,556
ALPHA METALLURGICAL RESOUR I COM 020764106 1,572 61,337 SH   DFND 20 61,337 0 0
HUB GROUP INC CL A 443320106 88,605 1,342,903 SH   DFND 12,19,2,20,5,8 1,278,097 55 64,751
HUBBELL INC COM 443510607 264,587 1,416,118 SH   DFND 12,13,19,2,20,5,8 1,311,376 691 104,051
HUBSPOT INC COM 443573100 559,047 959,375 SH   DFND 10,11,12,13,19,2,20,5,6,8 756,861 38,515 163,999
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 20,397 9,611,000 PRN   DFND 2 9,611,000 0 0
HUDSON GLOBAL INC COM NEW 443787205 210 11,972 SH   DFND 20 11,972 0 0
HUDSON PAC PPTYS INC COM 444097109 189,903 6,826,117 SH   DFND 10,12,19,2,20,5,8 6,041,477 33,404 751,236
HUDSON TECHNOLOGIES INC COM 444144109 525 154,375 SH   DFND 20 154,375 0 0
HUMANA INC COM 444859102 2,493,769 5,624,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,705,543 158,876 759,669
HUMANIGEN INC COM NEW 444863203 51,646 2,971,597 SH   DFND 19,2,20,5 2,896,890 0 74,707
HUNT J B TRANS SVCS INC COM 445658107 586,093 3,596,765 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,057,267 130,602 408,896
ALPHA PRO TECH LTD COM 020772109 485 56,641 SH   DFND 20 56,641 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,102,610 76,458,899 SH   DFND 10,12,13,19,2,20,5,6,8 68,443,384 1,002,663 7,012,852
HUNTINGTON INGALLS INDS INC COM 446413106 675,866 3,206,956 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 1,760,732 1,002,276 443,948
HUNTSMAN CORP COM 447011107 94,426 3,560,548 SH   DFND 10,12,13,19,2,20,5,8 3,135,707 10,436 414,405
HURCO CO COM 447324104 1,872 53,275 SH   DFND 2,20,5 53,275 0 0
HURON CONSULTING GROUP INC COM 447462102 22,280 453,303 SH   DFND 19,2,20,5 406,609 102 46,592
HUTCHMED CHINA LTD SPONSORED ADS 44842L103 44,147 1,124,189 SH   DFND 1,10,12,13,19,2,20,5,8 863,857 30,600 229,732
HUTTIG BLDG PRODS INC COM 448451104 448 77,500 SH   DFND 20 77,500 0 0
HUYA INC ADS REP SHS A 44852D108 23,927 1,355,663 SH   DFND 10,12,13,19,2,20,5,8 1,069,306 34,400 251,957
HYATT HOTELS CORP COM CL A 448579102 42,482 547,165 SH   DFND 13,19,2,20,5 477,003 300 69,862
HYCROFT MINING HOLDING CORP COM CL A 44862P109 260 84,813 SH   DFND 20 84,813 0 0
ALPHABET INC CAP STK CL A 02079K305 27,067,328 11,085,035 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,283,655 296,999 1,504,381
HYDROFARM HLDGS GROUP INC COM 44888K209 11,447 193,661 SH   DFND 19,2,20,5 182,224 0 11,437
HYLIION HOLDINGS CORP COMMON STOCK 449109107 29,377 2,521,607 SH   DFND 19,2,20,5 2,379,338 0 142,269
HYRECAR INC COM 44916T107 25,136 1,201,548 SH   DFND 2,20,5 1,176,586 0 24,962
HYSTER YALE MATLS HANDLING I CL A 449172105 23,092 316,415 SH   DFND 19,2,20,5,8 301,121 536 14,758
I MAB SPONSORED ADS 44975P103 37,133 442,325 SH   DFND 10,12,13,19,2,20,5,8 353,525 15,900 72,900
I3 VERTICALS INC COM CL A 46571Y107 14,785 489,262 SH   DFND 19,2,20,5 472,019 0 17,243
IAA INC COM 449253103 216,866 3,976,278 SH   DFND 13,19,2,20,5 3,721,306 1,500 253,472
IAC INTERACTIVECORP NEW COM NEW 44891N208 267,354 1,734,152 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,376,464 54,790 302,898
IBEX LTD SHS NEW G4690M101 1,270 65,054 SH   DFND 2,20 60,364 0 4,690
IBIO INC COM NEW 451033203 5,808 3,846,390 SH   DFND 2,20,5 3,442,155 0 404,235
ALPHABET INC CAP STK CL C 02079K107 26,716,727 10,659,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,860,109 308,321 1,491,313
ICAD INC COM NEW 44934S206 6,314 364,788 SH   DFND 2,20,5 343,312 0 21,476
ICF INTL INC COM 44925C103 32,260 366,574 SH   DFND 19,2,20,5 325,463 0 41,111
ICHOR HOLDINGS SHS G4740B105 46,370 861,894 SH   DFND 19,2,20,5 814,856 300 46,738
ICICI BANK LIMITED ADR 45104G104 295,317 17,270,025 SH   DFND 1,12,13,2,20,5,8 5,769,418 0 11,500,607
ICLICK INTERACTIVE ASIA GROU SPONSORED ADR 45113Y104 3,087 279,642 SH   DFND 2,20,5 260,342 0 19,300
ICON PLC SHS G4705A100 15,072 72,913 SH   DFND 10,13,19,2,20,5,6,8 70,930 0 1,983
ICONIX BRAND GROUP INC COM NEW 451055305 65 20,743 SH   DFND 20 20,743 0 0
ICU MED INC COM 44930G107 113,702 552,487 SH   DFND 19,2,20,5 512,072 300 40,115
IDACORP INC COM 451107106 135,392 1,388,640 SH   DFND 12,13,19,2,20,5,8 1,309,942 790 77,908
IDEAL PWR INC COM NEW 451622203 356 28,028 SH   DFND 20 28,028 0 0
10X GENOMICS INC CL A COM 88025U109 312,141 1,594,020 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,295,247 41,402 257,371
8X8 INC NEW COM 282914100 98,452 3,546,531 SH   DFND 19,2,20,5 3,333,295 1,000 212,236
ALPHATEC HLDGS INC COM NEW 02081G201 28,964 1,890,583 SH   DFND 19,2,20,5 1,773,849 0 116,734
IDEANOMICS INC COM 45166V106 22,370 7,876,855 SH   DFND 19,2,20,5 7,260,130 8,000 608,725
IDEAYA BIOSCIENCES INC COM 45166A102 8,001 381,158 SH   DFND 2,20,5 363,424 0 17,734
IDENTIV INC COM NEW 45170X205 4,657 273,918 SH   DFND 2,20 261,702 0 12,216
IDERA PHARMACEUTICALS INC COM PAR 45168K405 132 109,744 SH   DFND 20 109,744 0 0
IDEX CORP COM 45167R104 691,242 3,141,293 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,670,168 105,943 365,182
IDEXX LABS INC COM 45168D104 2,292,234 3,629,537 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,019,041 125,107 485,389
IDT CORP CL B NEW 448947507 15,721 425,363 SH   DFND 2,20,5 403,457 0 21,906
IEC ELECTRS CORP NEW COM 44949L105 176 16,791 SH   DFND 20 16,791 0 0
IES HLDGS INC COM 44951W106 10,416 202,804 SH   DFND 19,2,20,5 181,113 0 21,691
IGM BIOSCIENCES INC COM 449585108 48,825 586,838 SH   DFND 19,2,20,5 572,771 0 14,067
ALPINE IMMUNE SCIENCES INC COM 02083G100 1,558 173,119 SH   DFND 2,20,5 170,305 0 2,814
IHEARTMEDIA INC COM CL A 45174J509 58,531 2,173,449 SH   DFND 12,19,2,20,5,8 1,988,246 0 185,203
IHS MARKIT LTD SHS G47567105 1,687,823 14,981,564 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,759,514 274,988 1,947,062
II-VI INC COM 902104108 230,133 3,170,310 SH   DFND 13,19,2,20,5 2,954,896 1,013 214,401
IKENA ONCOLOGY INC COM 45175G108 1,073 76,452 SH   DFND 2,20 74,133 0 2,319
ILLINOIS TOOL WKS INC COM 452308109 2,928,154 13,032,250 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,083,021 354,892 1,594,337
ILLUMINA INC COM 452327109 2,777,442 5,869,364 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,964,069 144,038 761,257
ILLUMINA INC NOTE 8/1 452327AK5 30,462 23,958,000 PRN   DFND 2,5 23,958,000 0 0
IMAGE SENSING SYS INC COM 45244C104 175 25,746 SH   DFND 20 25,746 0 0
IMARA INC COM 45249V107 167 21,198 SH   DFND 20 21,198 0 0
IMAX CORP COM 45245E109 19,293 897,339 SH   DFND 19,2,20,5 754,526 1,600 141,213
ALPINE INCOME PPTY TR INC COM 02083X103 265 13,912 SH   DFND 20 13,912 0 0
IMEDIA BRANDS INC COM CL A 452465206 299 37,087 SH   DFND 20 37,087 0 0
IMMATICS N.V SHS N44445109 328 28,226 SH   DFND 2 28,226 0 0
IMMERSION CORP COM 452521107 7,315 834,063 SH   DFND 2,20 834,063 0 0
IMMUNIC INC COM 4525EP101 4,307 351,296 SH   DFND 2,20,5 345,496 0 5,800
IMMUNITYBIO INC COM 45256X103 59,885 4,193,620 SH   DFND 19,2,20,5 4,101,154 1,800 90,666
IMMUNOGEN INC COM 45253H101 70,644 10,719,931 SH   DFND 19,2,20,5 10,363,785 0 356,146
IMMUNOVANT INC COM 45258J102 46,409 4,390,637 SH   DFND 19,2,20,5 4,312,749 0 77,888
IMPAC MTG HLDGS INC COM NEW 45254P508 108 50,788 SH   DFND 20 50,788 0 0
IMPEL NEUROPHARMA INC COM 45258K109 410 46,298 SH   DFND 2,20 45,000 0 1,298
IMPINJ INC COM 453204109 39,265 761,101 SH   DFND 19,2,20,5 725,658 0 35,443
ALSET EHOME INTERNATIONAL IN COM 02116A104 141 24,900 SH   DFND 2,20 24,900 0 0
INARI MED INC COM 45332Y109 59,415 636,953 SH   DFND 19,2,20,5 590,389 0 46,564
INCYTE CORP COM 45337C102 710,173 8,441,379 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,328,787 150,614 961,978
INDEPENDENCE CONTRACT DRILLI COM 453415606 83 19,400 SH   DFND 20 19,400 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4,493 96,543 SH   DFND 19,2,20,5 83,730 0 12,813
INDEPENDENCE RLTY TR INC COM 45378A106 96,527 5,294,979 SH   DFND 10,19,2,20,5,8 4,780,577 44,900 469,502
INDEPENDENT BANK GROUP INC COM 45384B106 142,020 1,919,706 SH   DFND 19,2,20,5 1,847,154 0 72,552
INDEPENDENT BK CORP MASS COM 453836108 136,731 1,799,426 SH   DFND 19,2,20,5 1,731,090 247 68,089
INDEPENDENT BK CORP MICH COM NEW 453838609 19,276 887,897 SH   DFND 19,2,20,5 797,424 0 90,473
INDIA GLOBALIZATION CAP INC COM NEW 45408X308 356 216,878 SH   DFND 20 216,878 0 0
INDUS REALTY TRUST INC COM 45580R103 3,926 59,798 SH   DFND 2,20 57,695 0 2,103
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 4,021 302,576 SH   DFND 2,20 286,918 0 15,658
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 91,374 3,495,567 SH   DFND 10,19,2,20,5,8 3,188,931 14,604 292,032
INFINERA CORP COM 45667G103 41,610 4,079,392 SH   DFND 19,2,20,5 3,699,350 2,611 377,431
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 14,082 11,365,000 PRN   DFND 2,5 11,365,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 4,158 1,390,699 SH   DFND 2,20,5 1,357,510 0 33,189
INFORMATION SVCS GROUP INC COM 45675Y104 545 93,191 SH   DFND 20 93,191 0 0
INFOSYS LTD SPONSORED ADR 456788108 319,938 15,098,545 SH   DFND 1,10,12,13,19,2,20,5,8 11,098,050 0 4,000,495
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 3,094 240,576 SH   DFND 2,20 235,846 0 4,730
INFUSYSTEM HLDGS INC COM 45685K102 5,292 254,524 SH   DFND 2,20 242,510 0 12,014
ING GROEP N.V. SPONSORED ADR 456837103 13,485 1,018,475 SH   DFND 2,20 1,018,475 0 0
INGERSOLL RAND INC COM 45687V106 704,007 14,423,416 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,521,184 219,528 1,682,704
ALTABANCORP COM 021347109 14,322 330,675 SH   DFND 19,2,20,5 289,471 0 41,204
INGEVITY CORP COM 45688C107 99,146 1,218,610 SH   DFND 13,19,2,20,5 1,132,973 613 85,024
INGLES MKTS INC CL A 457030104 26,693 458,094 SH   DFND 19,2,20,5 423,598 0 34,496
INGREDION INC COM 457187102 196,322 2,154,697 SH   DFND 12,13,19,2,20,5,8 2,027,833 804 126,060
INHIBRX INC COM 45720L107 11,812 429,227 SH   DFND 19,2,20,5 393,111 1,000 35,116
INMODE LTD SHS M5425M103 14,751 155,797 SH   DFND 10,19,2,20,5 106,493 0 49,304
INMUNE BIO INC COM 45782T105 612 34,816 SH   DFND 20 34,816 0 0
INNODATA INC COM NEW 457642205 531 75,883 SH   DFND 20 75,883 0 0
INNOSPEC INC COM 45768S105 73,190 807,746 SH   DFND 19,2,20,5 748,281 400 59,065
INNOVAGE HLDG CORP COM 45784A104 5,502 258,192 SH   DFND 2,20 232,204 0 25,988
INNOVATIVE INDL PPTYS INC COM 45781V101 230,545 1,198,215 SH   DFND 10,19,2,20,5,8 1,076,250 5,200 116,765
ALTAIR ENGR INC COM CL A 021369103 62,580 907,353 SH   DFND 19,2,20,5 820,487 400 86,466
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 464 73,968 SH   DFND 20 73,968 0 0
INNOVIVA INC COM 45781M101 32,475 2,421,697 SH   DFND 19,2,20,5 2,273,188 687 147,822
INNOVIZ TECHNOLOGIES LTD SHS M5R635108 7,452 705,032 SH   DFND 2 705,032 0 0
INNSUITES HOSPITALITY TR SH BEN INT 457919108 128 19,100 SH   DFND 20 19,100 0 0
INOGEN INC COM 45780L104 51,341 787,798 SH   DFND 19,2,20,5,8 751,307 200 36,291
INOTIV INC COM 45783Q100 8,210 307,711 SH   DFND 2,20,5 288,896 0 18,815
INOVALON HLDGS INC COM CL A 45781D101 51,022 1,497,115 SH   DFND 19,2,20,5 1,353,868 0 143,247
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 82,569 8,907,158 SH   DFND 19,2,20,5 8,498,170 5,000 403,988
INOZYME PHARMA INC COM 45790W108 2,895 169,889 SH   DFND 2,20,5 161,720 0 8,169
INPIXON COM 45790J800 382 326,799 SH   DFND 20 326,799 0 0
ALTERYX INC COM CL A 02156B103 79,466 923,809 SH   DFND 13,19,2,20,5 814,425 600 108,784
INSEEGO CORP COM 45782B104 16,618 1,647,021 SH   DFND 13,19,2,20,5 1,500,752 0 146,269
INSIGHT ENTERPRISES INC COM 45765U103 122,415 1,224,027 SH   DFND 12,19,2,20,5,8 1,139,033 265 84,729
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 13,866 9,069,000 PRN   DFND 2,5 9,069,000 0 0
INSIGNIA SYS INC COM NEW 45765Y204 96 11,452 SH   DFND 20 11,452 0 0
INSMED INC COM PAR $.01 457669307 101,725 3,574,308 SH   DFND 19,2,20,5 3,353,612 800 219,896
INSMED INC NOTE 0.750% 6/0 457669AB5 15,538 14,000,000 PRN   DFND 2,5 14,000,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 980 930,000 PRN   DFND 2,5 930,000 0 0
INSPERITY INC COM 45778Q107 97,982 1,084,233 SH   DFND 19,2,20,5 1,011,224 500 72,509
INSPIRE MED SYS INC COM 457730109 100,960 522,405 SH   DFND 13,19,2,20,5 471,069 200 51,136
INSPIRED ENTMT INC COM 45782N108 598 46,886 SH   DFND 20 46,886 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10,700 11,125,000 PRN   DFND 2,5 11,125,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 110,431 902,511 SH   DFND 19,2,20,5 853,120 200 49,191
INSTEEL INDS INC COM 45774W108 19,737 613,900 SH   DFND 19,2,20,5 586,547 0 27,353
INSTIL BIO INC COM 45783C101 4,831 250,061 SH   DFND 2,20,5 239,990 0 10,071
INSULET CORP COM 45784P101 388,635 1,415,742 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,139,837 36,729 239,176
INSULET CORP NOTE 0.375% 9/0 45784PAK7 28,450 20,929,000 PRN   DFND 2,5 20,929,000 0 0
INTEGER HLDGS CORP COM 45826H109 113,449 1,204,342 SH   DFND 19,2,20,5 1,133,200 343 70,799
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 129,785 1,901,884 SH   DFND 13,19,2,20,5 1,770,581 574 130,729
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 17,240 15,671,000 PRN   DFND 2,5 15,671,000 0 0
INTEL CORP COM 458140100 9,630,456 171,543,571 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 139,112,094 5,587,577 26,843,900
INTELLIA THERAPEUTICS INC COM 45826J105 287,931 1,778,342 SH   DFND 13,19,2,20,5 1,657,290 600 120,452
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 7,900 8,336,000 PRN   DFND 2,5 8,336,000 0 0
INTELLICHECK INC COM NEW 45817G201 391 46,759 SH   DFND 20 46,759 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 3,943 125,326 SH   DFND 2,20,5 118,030 0 7,296
INTER PARFUMS INC COM 458334109 42,036 583,839 SH   DFND 19,2,20,5 548,707 0 35,132
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 133,875 2,036,746 SH   DFND 13,19,2,20,5,6,8 1,902,065 625 134,056
INTERCEPT PHARMACEUTICALS IN COM 45845P108 53,052 2,656,584 SH   DFND 19,2,20,5 2,593,903 500 62,181
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 9,766 10,663,000 PRN   DFND 2,5 10,663,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,951,748 24,867,297 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,359,870 391,558 3,115,869
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 269 4,033 SH   DFND 20 4,033 0 0
INTERCORP FINL SVCS INC SHS P5626F128 3,508 139,646 SH   DFND 2,20,5 128,746 0 10,900
INTERDIGITAL INC COM 45867G101 83,117 1,138,123 SH   DFND 13,19,2,20,5 1,053,984 498 83,641
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 13,657 10,965,000 PRN   DFND 2 10,965,000 0 0
ALTICE USA INC CL A 02156K103 175,536 5,141,654 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,964,285 347,500 829,869
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 11,451 10,328,000 PRN   DFND 2,5 10,328,000 0 0
INTERFACE INC COM 458665304 30,318 1,981,592 SH   DFND 19,2,20,5 1,865,271 2,324 113,997
INTERNATIONAL BANCSHARES COR COM 459044103 90,341 2,103,890 SH   DFND 19,2,20,5 2,000,047 270 103,573
INTERNATIONAL BUSINESS MACHS COM 459200101 7,605,084 51,879,965 SH   DFND 10,11,12,13,19,2,20,5,6,8 33,464,434 7,765,860 10,649,671
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,666,845 11,100,212 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,488,931 144,781 1,466,500
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22,211 438,250 SH   DFND 2 438,250 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 39,952 1,667,461 SH   DFND 12,13,2,20,5,8 1,570,097 0 97,364
INTERNATIONAL MNY EXPRESS IN COM 46005L101 9,989 672,675 SH   DFND 19,2,20,5 633,859 0 38,816
INTERNATIONAL PAPER CO COM 460146103 1,535,124 25,038,719 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,925,910 6,204,153 1,908,656
INTERNATIONAL SEAWAYS INC COM Y41053102 11,735 611,821 SH   DFND 19,2,20,5 566,246 0 45,575
ALTIMAR ACQUISITION CORP II UNIT 99/99/9999 G03709113 182 18,138 SH   DFND 20 0 0 18,138
INTERPUBLIC GROUP COS INC COM 460690100 672,736 20,705,925 SH   DFND 10,11,12,13,19,2,20,5,6,8 18,143,524 355,232 2,207,169
INTERSECT ENT INC COM 46071F103 17,215 1,007,310 SH   DFND 19,2,20,5 937,220 0 70,090
INTEST CORP COM 461147100 470 28,042 SH   DFND 20 28,042 0 0
INTEVAC INC COM 461148108 5,462 810,334 SH   DFND 2,20,5 810,334 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 61,231 1,500,029 SH   DFND 19,2,20,5 1,368,037 700 131,292
INTREPID POTASH INC COM 46121Y201 6,542 205,326 SH   DFND 2,20,5 197,326 0 8,000
INTRICON CORP COM 46121H109 881 39,208 SH   DFND 20 39,208 0 0
INTRUSION INC COM NEW 46121E205 812 52,703 SH   DFND 20 52,703 0 0
INTUIT COM 461202103 5,324,969 10,863,514 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,144,543 335,264 1,383,707
INTUITIVE SURGICAL INC COM NEW 46120E602 4,363,303 4,744,577 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,064,781 117,615 562,181
ALTIMMUNE INC COM NEW 02155H200 36,281 3,683,316 SH   DFND 2,20,5 3,635,116 0 48,200
INUVO INC COM NEW 46122W204 273 283,363 SH   DFND 20 283,363 0 0
INVACARE CORP COM 461203101 11,228 1,391,288 SH   DFND 2,20,5 1,352,564 0 38,724
INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 292,334 14,551,241 SH   DFND 19,2,20 13,902,190 0 649,051
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 14,163 735,748 SH   DFND 12,8 735,748 0 0
INVESCO EXCH TRADED FD TR II KBW BK ETF 46138E628 696 10,807 SH   DFND 20 0 0 10,807
INVESCO LTD SHS G491BT108 546,682 20,452,011 SH   DFND 10,12,13,19,2,20,5,6,8 17,619,169 568,661 2,264,181
INVESCO MORTGAGE CAPITAL INC COM 46131B100 32,660 8,374,360 SH   DFND 12,13,19,2,20,5 7,903,716 658 469,986
INVESTAR HLDG CORP COM 46134L105 506 22,048 SH   DFND 13,20 20,748 0 1,300
INVESTORS BANCORP INC NEW COM 46146L101 231,189 16,212,397 SH   DFND 13,19,2,20,5 15,727,051 1,600 483,746
INVESTORS TITLE CO NC COM 461804106 4,229 24,218 SH   DFND 2,20 22,921 0 1,297
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 336 37,767 SH   DFND 20 37,767 0 0
INVITAE CORP COM 46185L103 174,268 5,166,571 SH   DFND 13,19,2,20,5 4,838,786 3,200 324,585
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 13,917 10,211,000 PRN   DFND 2,5 10,211,000 0 0
INVITATION HOMES INC COM 46187W107 861,513 23,103,060 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,138,473 434,969 3,529,618
INVIVO THERAPEUTICS HLDGS CO COM 46186M506 162 217,726 SH   DFND 20 217,726 0 0
INVO BIOSCIENCE INC COM 44984F302 78 16,881 SH   DFND 20 16,881 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 69 32,810 SH   DFND 20 32,810 0 0
IONIS PHARMACEUTICALS INC COM 462222100 128,883 3,230,951 SH   DFND 10,13,19,2,20,5 2,956,165 3,205 271,581
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 16,700 17,975,000 PRN   DFND 2,5 17,975,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 102,588 3,942,673 SH   DFND 13,19,2,20,5 3,698,215 2,700 241,758
IPG PHOTONICS CORP COM 44980X109 293,241 1,391,285 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,162,251 40,286 188,748
ALTO INGREDIENTS INC COM 021513106 42,850 7,013,035 SH   DFND 19,2,20,5 6,865,184 0 147,851
IQIYI INC NOTE 2.000% 4/0 46267XAD0 28,904 30,699,000 PRN   DFND 2,5 30,699,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 20,055 19,814,000 PRN   DFND 2,5 19,814,000 0 0
IQIYI INC NOTE 4.000%12/1 46267XAE8 24,598 24,475,000 SH   DFND 2,5 24,475,000 0 0
IQIYI INC SPONSORED ADS 46267X108 101,630 6,523,136 SH   DFND 1,10,12,13,19,2,20,5,8 4,102,995 134,800 2,285,341
IQVIA HLDGS INC COM 46266C105 1,946,652 8,033,394 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,997,312 109,615 926,467
IRADIMED CORP COM 46266A109 2,836 96,438 SH   DFND 2,20 91,334 0 5,104
IRHYTHM TECHNOLOGIES INC COM 450056106 54,006 813,955 SH   DFND 13,19,2,20,5 754,103 400 59,452
IRIDEX CORP COM 462684101 123 17,362 SH   DFND 20 17,362 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 155,997 3,900,893 SH   DFND 13,19,2,20,5,8 3,647,170 1,700 252,023
IROBOT CORP COM 462726100 85,031 910,493 SH   DFND 19,2,20,5 854,071 100 56,322
ALTRA INDL MOTION CORP COM 02208R106 81,888 1,257,843 SH   DFND 13,19,2,20,5 1,129,668 199 127,976
IRON MTN INC NEW COM 46284V101 577,633 13,457,306 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,491,548 253,261 1,712,497
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 87,589 6,805,669 SH   DFND 19,2,20,5 6,488,853 3,300 313,516
ISHARES INC CORE MSCI EMKT 46434G103 424,293 6,333,672 SH   DFND 1,2,20 6,333,672 0 0
ISHARES INC MSCI CDA ETF 464286509 41,407 1,110,995 SH   DFND 2 1,110,995 0 0
ISHARES INC MSCI FRONTIER 464286145 916 27,600 SH   DFND 10 0 0 27,600
ISHARES INC MSCI GBL ETF NEW 46434G848 1,283 28,400 SH   DFND 10 0 0 28,400
ISHARES INC MSCI JPN ETF NEW 46434G822 20,590 304,861 SH   DFND 12 0 0 304,861
ISHARES INC MSCI PAC JP ETF 464286665 25,708 497,153 SH   DFND 12 0 0 497,153
ISHARES INC MSCI TAIWAN ETF 46434G772 97,207 1,520,050 SH   DFND 12,19 190,050 0 1,330,000
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 2,449 152,200 SH   DFND 10 0 0 152,200
ALTRIA GROUP INC COM 02209S103 3,383,490 69,709,846 SH   DFND 10,12,13,19,2,20,5,6,8 63,793,209 1,188,188 4,728,449
ISHARES TR 1 3 YR TREAS BD 464287457 169,762 1,970,306 SH   DFND 1,2 1,970,306 0 0
ISHARES TR 20 YR TR BD ETF 464287432 80,687 558,968 SH   DFND 2 558,968 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 28,875 221,212 SH   DFND 1,2 221,212 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 129,688 1,122,933 SH   DFND 1,2 1,122,933 0 0
ISHARES TR CORE INTL AGGR 46435G672 9,750 176,945 SH   DFND 12 176,945 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,738 23,212 SH   DFND 1 23,212 0 0
ISHARES TR CORE S&P MCP ETF 464287507 95,048 353,695 SH   DFND 1,2 341,150 12,545 0
ISHARES TR CORE S&P SCP ETF 464287804 286,339 2,534,419 SH   DFND 1,2,20 2,533,036 1,383 0
ISHARES TR CORE S&P500 ETF 464287200 20,565 47,834 SH   DFND 1,12 47,834 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,208 19,142 SH   DFND 1,20 2,987 0 16,155
ALTUS MIDSTREAM CO COM NEW CL A 02215L209 2,901 42,975 SH   DFND 2,20 42,268 0 707
ISHARES TR CRE U S REIT ETF 464288521 2,479 42,500 SH   DFND 10 0 42,500 0
ISHARES TR EAFE SML CP ETF 464288273 66,602 898,080 SH   DFND 1,20,6 898,080 0 0
ISHARES TR EUROPE ETF 464287861 10,994 206,274 SH   DFND 12 206,274 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 14,853 292,274 SH   DFND 1 292,274 0 0
ISHARES TR INTRM GOV CR ETF 464288612 15,669 135,525 SH   DFND 1 29,495 106,030 0
ISHARES TR ISHS 5-10YR INVT 464288638 1,110 18,336 SH   DFND 1 18,336 0 0
ISHARES TR MSCI ACWI ETF 464288257 38,614 381,598 SH   DFND 6 381,598 0 0
ISHARES TR MSCI EAFE ETF 464287465 383,380 4,860,288 SH   DFND 1,2,20,6 4,818,879 0 41,409
ISHARES TR MSCI EMG MKT ETF 464287234 15,018 272,303 SH   DFND 1,6 272,303 0 0
ISHARES TR MSCI INDIA ETF 46429B598 121,392 2,743,329 SH   DFND 12,19,5,8 1,022,929 0 1,720,400
ALUMINUM CORP CHINA LIMITED SPON ADR H SHS 022276109 476 32,165 SH   DFND 5 32,165 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 518 7,032 SH   DFND 1 7,032 0 0
ISHARES TR RUS 1000 ETF 464287622 2,813 11,619 SH   DFND 1,6 10,919 0 700
ISHARES TR RUS 1000 GRW ETF 464287614 8,663 31,910 SH   DFND 1,19 31,910 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 9,492 59,843 SH   DFND 1,19 59,843 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,031 12,253 SH   DFND 20 0 0 12,253
ISHARES TR RUS MID CAP ETF 464287499 2,356 29,729 SH   DFND 1,20 13,405 0 16,324
ISHARES TR RUSSELL 2000 ETF 464287655 40,220 175,352 SH   DFND 1,20,6 155,695 0 19,657
ISHARES TR RUSSELL 3000 ETF 464287689 23,949 93,582 SH   DFND 1 92,756 0 826
ISHARES TR SELECT DIVID ETF 464287168 2,893 24,804 SH   DFND 1 24,804 0 0
ISHARES TR SHORT TREAS BD 464288679 3,583 32,431 SH   DFND 12 32,431 0 0
ALX ONCOLOGY HLDGS INC COM 00166B105 57,681 1,054,877 SH   DFND 19,2,20,5 1,027,177 0 27,700
ISHARES TR TIPS BD ETF 464287176 214,861 1,678,468 SH   DFND 1,2,20 1,678,468 0 0
ISORAY INC COM 46489V104 414 519,042 SH   DFND 20 519,042 0 0
ISTAR INC COM 45031U101 53,870 2,598,648 SH   DFND 19,2,20,5 2,429,735 67 168,846
ISUN INC COM 465246106 212 18,658 SH   DFND 20 18,658 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 312 73,650 SH   DFND 20,5 73,650 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 105,709 17,498,125 SH   DFND 10,13,19,2,20,5,8 14,051,677 2,023,484 1,422,964
ITEOS THERAPEUTICS INC COM 46565G104 8,161 318,169 SH   DFND 2,20,5 292,269 0 25,900
ITERIS INC NEW COM 46564T107 9,681 1,455,815 SH   DFND 2,20 1,414,167 0 41,648
ITRON INC COM 465741106 146,631 1,466,603 SH   DFND 19,2,20,5 1,374,558 343 91,702
ITT INC COM 45073V108 196,738 2,142,673 SH   DFND 13,19,2,20,5,8 1,982,805 1,092 158,776
9 METERS BIOPHARMA INC COM 654405109 3,274 2,976,803 SH   DFND 2,20,5 2,920,487 0 56,316
AMALGAMATED FINANCIAL CORP COM 022671101 4,794 306,700 SH   DFND 19,2,20,5,8 282,156 0 24,544
ITURAN LOCATION AND CONTROL SHS M6158M104 10,613 387,729 SH   DFND 19,2,20,5 322,604 0 65,125
IVERIC BIO INC COM 46583P102 20,228 3,205,626 SH   DFND 19,2,20,5 3,095,987 0 109,639
IZEA WORLDWIDE INC COM 46604H105 487 191,131 SH   DFND 20 191,131 0 0
J & J SNACK FOODS CORP COM 466032109 86,464 493,959 SH   DFND 19,2,20,5,8 455,432 100 38,427
J ALEXANDERS HLDGS INC COM 46609J106 567 48,671 SH   DFND 20 48,671 0 0
J JILL INC COM 46620W201 333 16,875 SH   DFND 20 16,875 0 0
J2 GLOBAL INC COM 48123V102 191,992 1,395,797 SH   DFND 12,13,19,2,20,5,8 1,291,168 382 104,247
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 21,466 10,594,000 PRN   DFND 2,5 10,594,000 0 0
JABIL INC COM 466313103 244,679 4,209,900 SH   DFND 12,13,19,2,20,5,8 3,924,479 1,396 284,025
JACK IN THE BOX INC COM 466367109 80,705 724,205 SH   DFND 10,19,2,20,5,8 677,002 161 47,042
AMARIN CORP PLC SPONS ADR NEW 023111206 657 149,900 SH   DFND 13,19,2,20,5 143,600 0 6,300
JACOBS ENGR GROUP INC COM 469814107 1,133,226 8,493,677 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,758,230 3,174,292 561,155
JAGUAR HEALTH INC COM 47010C409 625 395,523 SH   DFND 20 395,523 0 0
JAKKS PAC INC COM NEW 47012E403 210 19,086 SH   DFND 20 19,086 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 663 19,388 SH   DFND 1,20 14,160 0 5,228
JAMES RIV GROUP LTD COM G5005R107 41,693 1,111,229 SH   DFND 19,2,20,5 1,052,882 0 58,347
JAMF HLDG CORP COM 47074L105 23,075 687,355 SH   DFND 19,2,20,5 638,403 0 48,952
JANONE INC COM 47089W104 388 49,718 SH   DFND 20 49,718 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 170,720 4,398,871 SH   DFND 10,12,13,19,1,2,20,5,8 4,038,230 27,445 333,196
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 15,734 14,233,000 PRN   DFND 2,5 14,233,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 28,373 21,300,000 PRN   DFND 2 21,300,000 0 0
AMAZON COM INC COM 023135106 54,916,643 15,963,398 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,521,575 316,218 2,125,605
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 426,170 2,399,063 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,880,222 110,487 408,354
JBG SMITH PPTYS COM 46590V100 164,104 5,207,995 SH   DFND 10,13,19,2,20,5,8 4,574,318 27,577 606,100
JD.COM INC SPON ADR CL A 47215P106 1,356,298 16,994,086 SH   DFND 10,11,12,13,19,2,20,5,8 12,859,547 474,406 3,660,133
JEFFERIES FINL GROUP INC COM 47233W109 188,835 5,521,486 SH   DFND 12,13,19,2,20,5,8 5,096,078 2,434 422,974
JELD-WEN HLDG INC COM 47580P103 41,121 1,565,906 SH   DFND 19,2,20,5 1,419,353 0 146,553
JETBLUE AWYS CORP COM 477143101 135,214 8,058,030 SH   DFND 13,19,2,20,5,8 7,712,250 0 345,780
JFROG LTD ORD SHS M6191J100 35,442 778,606 SH   DFND 19,2,20,5,6 733,359 0 45,247
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 28,891 515,721 SH   DFND 1,2,20,5 460,317 0 55,404
JOANN INC COM 47768J101 1,819 115,472 SH   DFND 2,20 112,586 0 2,886
JOHN BEAN TECHNOLOGIES CORP COM 477839104 147,156 1,031,805 SH   DFND 13,19,2,20,5 967,735 321 63,749
AMBAC FINL GROUP INC COM NEW 023139884 23,147 1,478,110 SH   DFND 19,2,20,5 1,384,750 0 93,360
JOHNSON & JOHNSON COM 478160104 23,400,968 142,047,884 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 91,651,053 31,935,181 18,461,650
JOHNSON CTLS INTL PLC SHS G51502105 2,232,343 32,400,815 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,332,226 958,822 4,109,767
JOHNSON OUTDOORS INC CL A 479167108 14,614 120,780 SH   DFND 19,2,20,5 109,228 0 11,552
JOINT CORP COM 47973J102 36,166 430,963 SH   DFND 19,2,20,5 417,538 0 13,425
JONES LANG LASALLE INC COM 48020Q107 251,012 1,284,213 SH   DFND 12,13,19,2,20,5 1,183,976 452 99,785
JOUNCE THERAPEUTICS INC COM 481116101 2,984 438,765 SH   DFND 2,20,5 426,665 0 12,100
JOYY INC ADS REPSTG COM A 46591M109 78,978 1,197,185 SH   DFND 1,10,12,13,19,2,20,5,8 914,581 49,537 233,067
JOYY INC NOTE 0.750% 6/1 98426TAD8 13,765 13,690,000 PRN   DFND 2,5 13,690,000 0 0
JOYY INC NOTE 1.375% 6/1 98426TAF3 13,356 13,535,000 PRN   DFND 2,5 13,535,000 0 0
JPMORGAN CHASE & CO COM 46625H100 22,047,382 141,747,345 SH   DFND 1,10,12,13,19,2,20,5,6,8 118,247,096 2,472,480 21,027,769
AMBARELLA INC SHS G037AX101 114,471 1,073,532 SH   DFND 19,2,20,5 999,075 300 74,157
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 3,762 124,043 SH   DFND 2,5 124,043 0 0
JUNIPER NETWORKS INC COM 48203R104 392,978 14,368,476 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,824,933 373,154 2,170,389
JUST EAT TAKEAWAY COM N V SPONSORED ADS 48214T305 17,706 969,656 SH   DFND 19,2,20 745,170 46,970 177,516
KADANT INC COM 48282T104 43,373 246,310 SH   DFND 19,2,20,5 208,947 0 37,363
KADMON HLDGS INC COM 48283N106 41,068 10,611,937 SH   DFND 19,2,20,5 10,261,113 0 350,824
KAISER ALUMINUM CORP COM PAR $0.01 483007704 114,299 925,569 SH   DFND 13,19,2,20,5,8 893,197 100 32,272
KALA PHARMACEUTICALS INC COM 483119103 4,358 822,294 SH   DFND 19,2,20,5 740,072 0 82,222
KALEIDO BIOSCIENCES INC COM 483347100 2,797 375,907 SH   DFND 2,20,5 363,943 0 11,964
KALVISTA PHARMACEUTICALS INC COM 483497103 33,556 1,400,501 SH   DFND 2,20,5 1,380,132 0 20,369
KAMAN CORP COM 483548103 63,854 1,261,914 SH   DFND 19,2,20,5 1,201,788 0 60,126
AMBEV SA SPONSORED ADR 02319V103 59,542 17,308,837 SH   DFND 10,13,19,2,20,5,8 13,985,935 1,854,552 1,468,350
KANDI TECHNOLOGIES GROUP INC COM 483709101 5,360 896,308 SH   DFND 2 896,308 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,126,070 3,966,291 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,372,759 115,271 478,261
KAR AUCTION SVCS INC COM 48238T109 65,825 3,750,698 SH   DFND 13,19,2,20,5,8 3,509,179 1,500 240,019
KARAT PACKAGING INC COM 48563L101 769 37,761 SH   DFND 2,20 36,637 0 1,124
KARUNA THERAPEUTICS INC COM 48576A100 82,778 726,187 SH   DFND 13,19,2,20,5 692,591 0 33,596
KARYOPHARM THERAPEUTICS INC COM 48576U106 60,027 5,816,549 SH   DFND 19,2,20,5 5,687,563 0 128,986
KB FINL GROUP INC SPONSORED ADR 48241A105 8,450 171,398 SH   DFND 1,2,20,5,8 100,205 15,600 55,593
KB HOME COM 48666K109 111,230 2,731,573 SH   DFND 19,2,20,5,8 2,557,512 909 173,152
KBR INC COM 48242W106 164,720 4,304,812 SH   DFND 12,19,2,20,5,8 4,024,859 1,104 278,849
KBR INC NOTE 2.500%11/0 48242WAB2 12,869 8,200,000 PRN   DFND 2,5 8,200,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 465,427 8,211,491 SH   DFND 13,19,2,20,5,8 7,416,026 3,820 791,645
KE HLDGS INC SPONSORED ADS 482497104 275,789 5,784,164 SH   DFND 10,12,13,19,2,20,5,8 4,262,788 166,600 1,354,776
KEARNY FINL CORP MD COM 48716P108 18,600 1,556,444 SH   DFND 19,2,20,5 1,389,831 0 166,613
KELLOGG CO COM 487836108 801,855 12,464,707 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,669,484 157,509 2,637,714
KELLY SVCS INC CL A 488152208 27,286 1,138,336 SH   DFND 19,2,20,5 1,079,634 453 58,249
KEMPER CORP COM 488401100 124,994 1,691,396 SH   DFND 13,19,2,20,5,8 1,571,930 954 118,512
KEMPHARM INC COM NEW 488445206 6,331 493,808 SH   DFND 2,20,5 451,248 0 42,560
KENNAMETAL INC COM 489170100 90,454 2,518,213 SH   DFND 19,2,20,5 2,345,155 5,460 167,598
KENNEDY-WILSON HOLDINGS INC COM 489398107 67,243 3,347,512 SH   DFND 19,2,20,5,8 2,985,667 2,500 359,345
KEROS THERAPEUTICS INC COM 492327101 28,836 678,978 SH   DFND 19,2,20,5 658,298 0 20,680
KEURIG DR PEPPER INC COM 49271V100 522,095 14,738,396 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,185,475 395,136 2,157,785
AMC NETWORKS INC CL A 00164V103 70,202 1,050,929 SH   DFND 12,13,19,2,20,5,8 993,121 293 57,515
KEYCORP COM 493267108 1,097,767 53,160,646 SH   DFND 10,12,13,19,2,20,5,6,8 47,176,634 970,889 5,013,123
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,291,034 8,361,077 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,885,665 267,725 1,207,687
KEZAR LIFE SCIENCES INC COM 49372L100 2,795 514,790 SH   DFND 2,20,5 494,390 0 20,400
KFORCE INC COM 493732101 29,011 461,002 SH   DFND 10,19,2,20,5,8 419,384 0 41,618
KHOSLA VENTURES ACQUSTN CO I COM CL A 482505104 108 10,883 SH   DFND 20 0 0 10,883
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 126 12,697 SH   DFND 20 0 0 12,697
KILROY RLTY CORP COM 49427F108 347,213 4,950,199 SH   DFND 10,12,13,19,2,20,5,8 4,361,796 26,055 562,348
KIMBALL ELECTRONICS INC COM 49428J109 12,567 578,056 SH   DFND 19,2,20,5 527,044 44 50,968
KIMBALL INTL INC CL B 494274103 12,674 957,305 SH   DFND 19,2,20,5 903,752 59 53,494
KIMBERLY-CLARK CORP COM 494368103 2,267,828 16,812,798 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 14,293,269 253,423 2,266,106
AMCOR PLC ORD G0250X107 1,226,813 107,051,786 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 98,651,229 522,019 7,878,538
KIMCO RLTY CORP COM 49446R109 519,202 24,901,763 SH   DFND 10,12,13,19,2,20,5,6,8 22,107,703 104,781 2,689,279
KINDER MORGAN INC DEL COM 49456B101 2,484,263 136,273,345 SH   DFND 10,11,12,13,19,2,20,5,6,8 122,302,416 1,639,879 12,331,050
KINDRED BIOSCIENCES INC COM 494577109 1,373 149,762 SH   DFND 20 149,762 0 0
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 37,630 1,109,047 SH   DFND 10,12,13,19,2,20,5,8 773,197 41,400 294,450
KINGSTONE COS INC COM 496719105 224 28,729 SH   DFND 20 28,729 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 31,965 2,294,704 SH   DFND 19,2,20,5 2,249,592 0 45,112
KINNATE BIOPHARMA INC COM 49705R105 5,520 237,130 SH   DFND 2,20,5 222,694 0 14,436
KINSALE CAP GROUP INC COM 49714P108 120,185 729,412 SH   DFND 19,2,20,5 680,736 200 48,476
KINTARA THERAPEUTICS INC COM 49720K101 245 107,974 SH   DFND 20 107,974 0 0
KIRBY CORP COM 497266106 97,978 1,615,724 SH   DFND 12,13,19,2,20,5 1,549,749 0 65,975
AMDOCS LTD SHS G02602103 119,554 1,538,303 SH   DFND 12,13,19,1,2,20,5,8 1,391,597 0 146,706
KIRKLANDS INC COM 497498105 4,744 207,342 SH   DFND 2,20,5 198,993 0 8,349
KITE RLTY GROUP TR COM NEW 49803T300 98,658 4,482,396 SH   DFND 10,19,2,20,5,8 4,060,546 43,512 378,338
KKR & CO INC COM 48251W104 665,510 11,234,139 SH   DFND 10,12,13,19,2,20,5,6,8 9,317,200 287,185 1,629,754
KKR ACQUISITION HOLDING I CO UNIT 99/99/9999 48253T208 217 21,577 SH   DFND 20 0 0 21,577
KKR REAL ESTATE FIN TR INC COM 48251K100 24,524 1,111,826 SH   DFND 19,2,20,5 1,025,886 11,900 74,040
KLA CORP COM NEW 482480100 2,017,150 6,221,740 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,194,433 224,724 802,583
KLX ENERGY SERVICS HOLDNGS I COM NEW 48253L205 169 17,716 SH   DFND 20 17,716 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 251,653 5,535,697 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,522,449 296,118 717,130
KNOLL INC COM NEW 498904200 25,052 963,923 SH   DFND 19,2,20,5 864,544 700 98,679
KNOWBE4 INC CL A 49926T104 1,107 35,400 SH   DFND 20 35,400 0 0
908 DEVICES INC COM 65443P102 13,540 349,415 SH   DFND 2,20,5 341,458 0 7,957
AMEDISYS INC COM 023436108 201,845 824,093 SH   DFND 13,19,2,20,5,8 762,151 374 61,568
KNOWLES CORP COM 49926D109 59,292 3,003,638 SH   DFND 1,19,2,20,5 2,837,057 528 166,053
KODIAK SCIENCES INC COM 50015M109 110,182 1,184,757 SH   DFND 19,2,20,5 1,119,949 800 64,008
KOHLS CORP COM 500255104 263,732 4,785,550 SH   DFND 1,12,13,19,2,20,5,8 3,906,061 1,410 878,079
KONINKLIJKE PHILIPS N V NY REGIS SHS NEW 500472303 5,320 107,047 SH   DFND 1,2,20 98,652 0 8,395
KONTOOR BRANDS INC COM 50050N103 100,312 1,778,265 SH   DFND 12,13,19,2,20,5,8 1,547,598 7,798 222,869
KOPIN CORP COM 500600101 42,478 5,192,895 SH   DFND 2,20,5 5,082,406 0 110,489
KOPPERS HOLDINGS INC COM 50060P106 22,734 702,764 SH   DFND 19,2,20,5 665,058 0 37,706
KOREA ELEC PWR CORP SPONSORED ADR 500631106 7,641 707,493 SH   DFND 2,5 707,493 0 0
KORN FERRY COM NEW 500643200 126,133 1,738,573 SH   DFND 19,2,20,5 1,628,469 513 109,591
KORNIT DIGITAL LTD SHS M6372Q113 37,028 297,819 SH   DFND 10,13,19,2,20,5,6,8 184,720 600 112,499
AMER SOFTWARE INC CL A 029683109 15,692 714,565 SH   DFND 19,2,20,5 648,482 0 66,083
KOSMOS ENERGY LTD COM 500688106 68,443 19,781,082 SH   DFND 19,2,20,5,8 19,179,432 0 601,650
KOSS CORP COM 500692108 617 26,574 SH   DFND 20 26,574 0 0
KRAFT HEINZ CO COM 500754106 1,210,107 29,674,042 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,983,873 552,488 3,137,681
KRATON CORP COM 50077C106 36,532 1,131,382 SH   DFND 19,2,20,5 1,063,136 600 67,646
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 134,738 4,729,324 SH   DFND 2,20,5 4,508,984 500 219,840
KROGER CO COM 501044101 1,508,422 39,374,106 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,300,086 1,132,165 6,941,855
KRONOS BIO INC COM 50107A104 13,006 543,044 SH   DFND 19,2,20,5 515,431 0 27,613
KRONOS WORLDWIDE INC COM 50105F105 9,034 630,851 SH   DFND 19,2,20,5 581,332 7,594 41,925
KRYSTAL BIOTECH INC COM 501147102 48,484 712,997 SH   DFND 19,2,20,5 686,172 0 26,825
KT CORP SPONSORED ADR 48268K101 444 31,794 SH   DFND 1 0 0 31,794
AMER STATES WTR CO COM 029899101 255,714 3,214,099 SH   DFND 19,2,20,5,6,8 3,126,663 200 87,236
KUBIENT INC COM 50116V107 132 23,100 SH   DFND 20 23,100 0 0
KULICKE & SOFFA INDS INC COM 501242101 124,089 2,024,923 SH   DFND 10,19,2,20,5,8 1,891,180 226 133,517
KURA ONCOLOGY INC COM 50127T109 67,859 3,254,642 SH   DFND 19,2,20,5 3,151,302 0 103,340
KURA SUSHI USA INC CL A COM 501270102 1,600 42,093 SH   DFND 2,20 37,778 0 4,315
KVH INDS INC COM 482738101 3,745 304,483 SH   DFND 2,20,5 286,192 0 18,291
KYMERA THERAPEUTICS INC COM 501575104 64,827 1,336,646 SH   DFND 19,2,20,5 1,300,121 0 36,525
L BRANDS INC COM 501797104 690,417 9,581,147 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,856,598 274,637 1,449,912
L&F ACQUISITION CORP SHS CL A G53702109 103 10,277 SH   DFND 20 0 0 10,277
L3HARRIS TECHNOLOGIES INC COM 502431109 1,862,437 8,616,409 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,552,394 150,026 913,989
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 400 93,479 SH   DFND 20 93,479 0 0
AMERANT BANCORP INC CL A 023576101 9,274 433,791 SH   DFND 19,2,20,5 394,328 0 39,463
LA Z BOY INC COM 505336107 55,015 1,485,278 SH   DFND 19,2,20,5,8 1,394,139 169 90,970
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,169,709 4,240,381 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,618,638 114,642 507,101
LADDER CAP CORP CL A 505743104 26,820 2,284,897 SH   DFND 19,2,20,5,8 2,084,233 2,000 198,664
LAIRD SUPERFOOD INC COM STK 50736T102 2,072 69,382 SH   DFND 2,20 65,703 0 3,679
LAKELAND BANCORP INC COM 511637100 24,515 1,402,447 SH   DFND 19,2,20,5 1,293,470 0 108,977
LAKELAND FINL CORP COM 511656100 47,110 764,284 SH   DFND 19,2,20,5 716,564 0 47,720
LAKELAND INDS INC COM 511795106 704 31,541 SH   DFND 20 31,541 0 0
LAM RESEARCH CORP COM 512807108 3,819,893 5,858,935 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,869,215 191,678 798,042
LAMAR ADVERTISING CO NEW CL A 512816109 234,277 2,243,607 SH   DFND 12,13,19,2,20,5,8 2,077,355 773 165,479
LAMB WESTON HLDGS INC COM 513272104 465,672 5,773,273 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,983,634 82,429 707,210
AMERCO COM 023586100 159,861 271,001 SH   DFND 10,11,12,13,19,2,20,5,6,8 204,216 11,108 55,677
LANCASTER COLONY CORP COM 513847103 280,668 1,450,404 SH   DFND 13,19,2,20,5,6,8 1,394,847 300 55,257
LANDEC CORP COM 514766104 5,981 531,633 SH   DFND 19,2,20,5 487,514 1,589 42,530
LANDMARK BANCORP INC COM 51504L107 218 8,086 SH   DFND 20 8,086 0 0
LANDOS BIOPHARMA INC COM 515069102 1,067 92,367 SH   DFND 2,20 86,872 0 5,495
LANDS END INC NEW COM 51509F105 18,931 461,175 SH   DFND 13,19,2,20,5,8 431,407 422 29,346
LANDSEA HOMES CORP COM 51509P103 441 52,640 SH   DFND 2,20 51,340 0 1,300
LANDSTAR SYS INC COM 515098101 176,230 1,115,238 SH   DFND 13,19,2,20,5,8 1,030,320 292 84,626
LANNET INC COM 516012101 710 151,971 SH   DFND 20,5 151,971 0 0
LANTHEUS HLDGS INC COM 516544103 74,948 2,711,571 SH   DFND 19,2,20,5 2,588,699 0 122,872
LANTRONIX INC COM NEW 516548203 155 30,107 SH   DFND 20 30,107 0 0
AMEREN CORP COM 023608102 989,477 12,362,283 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,871,099 313,215 1,177,969
LAREDO PETROLEUM INC COM 516806205 89,943 969,316 SH   DFND 2,20,5 953,607 0 15,709
LARIMAR THERAPEUTICS INC COM 517125100 383 39,033 SH   DFND 20 39,033 0 0
LAS VEGAS SANDS CORP COM 517834107 669,459 12,705,616 SH   DFND 10,12,13,19,2,20,5,6,8 10,863,973 200,902 1,640,741
LATHAM GROUP INC COM 51819L107 11,869 371,374 SH   DFND 2,20,5 340,129 0 31,245
LATTICE SEMICONDUCTOR CORP COM 518415104 254,970 4,538,448 SH   DFND 13,19,2,20,5 4,254,312 1,881 282,255
LAUDER ESTEE COS INC CL A 518439104 2,973,974 9,349,767 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,077,424 132,646 1,139,697
LAUREATE EDUCATION INC CL A 518613203 29,766 2,051,404 SH   DFND 19,2,20,5 1,871,875 700 178,829
LAWSON PRODS INC COM 520776105 4,968 92,841 SH   DFND 2,20,5 88,621 0 4,220
LAZARD LTD SHS A G54050102 65,337 1,443,920 SH   DFND 12,13,2,20,5 1,353,652 0 90,268
LAZYDAYS HLDGS INC COM 52110H100 2,068 94,000 SH   DFND 2,20 92,400 0 1,600
AMERESCO INC CL A 02361E108 32,679 521,030 SH   DFND 19,2,20,5 473,222 0 47,808
LCI INDS COM 50189K103 100,845 767,346 SH   DFND 13,19,2,20,5 716,704 247 50,395
LCNB CORP COM 50181P100 383 23,412 SH   DFND 20 23,412 0 0
LEAD EDGE GROWTH OPRTUNTS LT UNIT 04/01/2026 G54085124 127 12,697 SH   DFND 20 0 0 12,697
LEAP THERAPEUTICS INC COM 52187K101 85 52,100 SH   DFND 20 52,100 0 0
LEAR CORP COM NEW 521865204 417,112 2,379,690 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,058,683 80,990 240,017
LEE ENTERPRISES INC COM 523768406 430 15,201 SH   DFND 20 15,201 0 0
LEGACY HOUSING CORP COM 52472M101 1,899 112,287 SH   DFND 2,20 106,687 0 5,600
LEGEND BIOTECH CORP SPONSORED ADS 52490G102 4,432 107,963 SH   DFND 19,2 107,963 0 0
LEGGETT & PLATT INC COM 524660107 615,104 11,778,718 SH   DFND 10,12,13,19,2,20,5,6,8 11,336,111 8,839 433,768
LEIDOS HOLDINGS INC COM 525327102 550,388 5,443,992 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,773,437 99,217 571,338
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 7,538 502,522 SH   DFND 13,20,5,8 378,512 54,800 69,210
LEMAITRE VASCULAR INC COM 525558201 42,490 696,321 SH   DFND 19,2,20,5 663,654 0 32,667
LEMONADE INC COM 52567D107 64,870 592,906 SH   DFND 19,2,20,5 527,806 100 65,000
LENDINGCLUB CORP COM NEW 52603A208 42,882 2,365,234 SH   DFND 19,2,20,5 2,204,127 0 161,107
LENDINGTREE INC NEW COM 52603B107 73,743 348,042 SH   DFND 19,2,20,5 325,511 100 22,431
LENNAR CORP CL A 526057104 1,247,318 12,554,786 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,048,157 219,775 1,286,854
LENNAR CORP CL B 526057302 5,371 65,944 SH   DFND 10,12,13,2,20,5,6,8 52,779 0 13,165
LENNOX INTL INC COM 526107107 459,981 1,307,812 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,145,148 38,604 124,060
LENSAR INC COM 52634L108 287 33,094 SH   DFND 20,5 33,094 0 0
LESLIES INC COM 527064109 47,722 1,735,979 SH   DFND 19,2,20,5 1,637,053 0 98,926
LEVEL ONE BANCORP INC COM 52730D208 216 7,902 SH   DFND 20 7,902 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 437,579 20,630,808 SH   DFND 10,12,13,19,2,20,5,6,8 18,904,674 4,783 1,721,351
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 10,991 396,512 SH   DFND 19,20,5 332,120 0 64,392
LEXICON PHARMACEUTICALS INC COM NEW 528872302 4,763 1,037,647 SH   DFND 2,20,5 993,370 0 44,277
LEXINFINTECH HLDGS LTD ADR 528877103 19,058 1,555,719 SH   DFND 2,20,5 1,451,519 0 104,200
LEXINGTON REALTY TRUST COM 529043101 171,089 14,190,027 SH   DFND 10,13,19,2,20,5,8 12,895,345 60,621 1,234,061
LG DISPLAY CO LTD SPONS ADR REP 50186V102 5,891 551,091 SH   DFND 1,2,5 535,952 0 15,139
LGI HOMES INC COM 50187T106 152,161 939,611 SH   DFND 19,2,20,5 897,667 200 41,744
LHC GROUP INC COM 50187A107 192,016 958,834 SH   DFND 13,19,2,20,5 895,718 300 62,816
LI AUTO INC SPONSORED ADS 50202M102 292,397 8,368,546 SH   DFND 1,10,12,13,19,2,20,5,8 5,991,990 215,900 2,160,656
LIBERTY BROADBAND CORP COM SER A 530307107 98,974 588,536 SH   DFND 10,11,12,13,19,2,20,5,6,8 449,197 16,848 122,491
LIBERTY BROADBAND CORP COM SER C 530307305 589,349 3,393,693 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,766,516 90,517 536,660
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 42,924 26,825,000 PRN   DFND 2,5 26,825,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 68,579 2,524,990 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,653,233 113,466 758,291
LIBERTY GLOBAL PLC SHS CL C G5480U120 149,947 5,545,389 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,896,744 275,336 1,373,309
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 13,941 1,005,875 SH   DFND 12,13,19,2,20,5 875,030 0 130,845
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 45,329 3,214,819 SH   DFND 12,13,19,2,20,5 2,867,161 2,596 345,062
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 12,432 12,154,000 PRN   DFND 2,5 12,154,000 0 0
LIBERTY MEDIA CORP DEL COM A BRAVES GRP 531229706 5,923 209,887 SH   DFND 13,19,2,20,5 181,302 370 28,215
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 99,359 2,133,091 SH   DFND 10,12,13,19,2,20,5,6,8 1,540,516 53,866 538,709
LIBERTY MEDIA CORP DEL COM C BRAVES GRP 531229888 21,213 763,865 SH   DFND 13,19,2,20,5 651,390 880 111,595
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 174,855 3,769,244 SH   DFND 10,12,13,19,2,20,5,6,8 3,060,284 111,968 596,992
LIBERTY MEDIA CORP DEL COM SER A FRMLA 531229870 13,961 327,486 SH   DFND 12,13,2,20 311,001 0 16,485
A-MARK PRECIOUS METALS INC COM 00181T107 6,007 129,179 SH   DFND 2,20 115,978 0 13,201
AMERICAN ASSETS TR INC COM 024013104 98,169 2,632,570 SH   DFND 10,19,2,20,5,8 2,388,411 11,275 232,884
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 191,756 3,977,509 SH   DFND 10,12,13,19,2,20,5,6,8 3,191,878 107,493 678,138
LIBERTY MEDIA CORP DEL DEB 3.750% 2/1 530715AL5 6,957 9,050,000 PRN   DFND 2 9,050,000 0 0
LIBERTY MEDIA CORP DEL DEB 4.000%11/1 530715AG6 5,944 7,707,000 PRN   DFND 2 7,707,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 17,524 12,882,000 PRN   DFND 2,5 12,882,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 33,378 25,102,000 PRN   DFND 2,5 25,102,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 32,098 2,266,804 SH   DFND 19,2,20,5 2,120,695 0 146,109
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 6,047 1,485,643 SH   DFND 2,20,5 1,425,489 0 60,154
LIFE STORAGE INC COM 53223X107 372,028 3,465,557 SH   DFND 10,12,13,19,2,20,5,8 3,060,689 16,841 388,027
LIFEMD INC COM 53216B104 791 67,123 SH   DFND 20 67,123 0 0
LIFETIME BRANDS INC COM 53222Q103 3,347 223,604 SH   DFND 2,20 209,059 0 14,545
AMERICAN AXLE & MFG HLDGS IN COM 024061103 45,119 4,359,317 SH   DFND 12,19,2,20,5,8 4,129,955 3,329 226,033
LIFEVANTAGE CORP COM NEW 53222K205 315 42,910 SH   DFND 20 42,910 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 112,751 859,448 SH   DFND 13,19,2,20,5 824,686 148 34,614
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 14,517 14,672,000 PRN   DFND 2,5 14,672,000 0 0
LIGHTNING EMOTORS INC COM 53228T101 381 45,800 SH   DFND 20 45,800 0 0
LIGHTPATH TECHNOLOGIES INC COM CL A 532257805 105 41,509 SH   DFND 20 41,509 0 0
LILLY ELI & CO COM 532457108 7,557,537 32,927,576 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 27,483,761 881,034 4,562,781
LIMELIGHT NETWORKS INC COM 53261M104 12,265 3,893,675 SH   DFND 19,2,20,5 3,612,398 0 281,277
LIMONEIRA CO COM 532746104 5,285 301,112 SH   DFND 2,20,5 279,508 0 21,604
LINCOLN EDL SVCS CORP COM 533535100 694 89,188 SH   DFND 20 89,188 0 0
LINCOLN ELEC HLDGS INC COM 533900106 362,134 2,739,005 SH   DFND 13,19,2,20,5,8 2,621,615 695 116,695
AMERICAN CAMPUS CMNTYS INC COM 024835100 290,117 6,209,695 SH   DFND 10,12,13,19,2,20,5,8 5,505,097 30,256 674,342
LINCOLN NATL CORP IND COM 534187109 614,843 9,784,265 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,563,520 172,822 1,047,923
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,205 574,984 SH   DFND 19,2,20,5 518,351 0 56,633
LINDE PLC SHS G5494J103 6,157,130 21,297,579 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 18,791,414 205,703 2,300,462
LINDSAY CORP COM 535555106 58,509 353,998 SH   DFND 19,2,20,5 330,713 400 22,885
LINEAGE CELL THERAPEUTICS IN COM 53566P109 5,324 1,868,046 SH   DFND 2,20,5 1,799,646 0 68,400
LIONS GATE ENTMNT CORP CL A VTG 535919401 24,740 1,195,171 SH   DFND 13,19,2,20,5 1,035,786 1,200 158,185
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 41,834 2,285,988 SH   DFND 13,19,2,20,5 2,061,414 612 223,962
LIPOCINE INC NEW COM 53630X104 426 304,617 SH   DFND 20 304,617 0 0
LIQTECH INTL INC COM 53632A201 278 37,981 SH   DFND 20 37,981 0 0
LIQUIDIA CORPORATION COM NEW 53635D202 437 152,956 SH   DFND 20 152,956 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 183,990 4,902,478 SH   DFND 12,13,19,2,20,5,8 4,592,039 1,874 308,565
LIQUIDITY SVCS INC COM 53635B107 28,122 1,104,980 SH   DFND 2,20,5 1,075,379 0 29,601
LITHIA MTRS INC COM 536797103 263,161 765,804 SH   DFND 12,13,19,2,20,5,8 711,228 235 54,341
LITTELFUSE INC COM 537008104 155,354 609,732 SH   DFND 13,19,2,20,5 562,323 349 47,060
LIVANOVA PLC SHS G5509L101 165,821 1,971,476 SH   DFND 13,19,1,2,20,5 1,866,099 2,276 103,101
LIVE NATION ENTERTAINMENT IN COM 538034109 557,333 6,362,976 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,561,927 92,262 708,787
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 13,039 11,599,000 PRN   DFND 2,5 11,599,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20,825 14,770,000 PRN   DFND 2,5 14,770,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 85,537 1,449,786 SH   DFND 19,2,20,5 1,389,419 0 60,367
LIVE VENTURES INC COM NEW 538142308 238 3,870 SH   DFND 20 3,870 0 0
LIVENT CORP COM 53814L108 91,648 4,733,887 SH   DFND 19,2,20,5 4,408,865 1,460 323,562
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 47,446 10,850,000 PRN   DFND 2,5 10,850,000 0 0
LIVEPERSON INC COM 538146101 126,633 2,002,413 SH   DFND 19,2,20,5 1,871,805 636 129,972
LIVERAMP HLDGS INC COM 53815P108 98,446 2,101,302 SH   DFND 13,19,2,20,5,8 1,971,985 665 128,652
LIVEXLIVE MEDIA INC COM NEW 53839L208 4,998 1,058,921 SH   DFND 2,20,5 1,023,476 0 35,445
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1 15,099 9,500,000 PRN   DFND 2 9,500,000 0 0
LIXTE BIOTECHNOLOGY HLDGS IN COM 539319202 102 33,600 SH   DFND 20 33,600 0 0
LKQ CORP COM 501889208 570,618 11,593,209 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,628,456 404,738 1,560,015
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 66 25,804 SH   DFND 20 25,804 0 0
LMP AUTOMOTIVE HLDGS INC COM 53952P101 490 28,844 SH   DFND 20 28,844 0 0
LOANDEPOT INC COM CL A 53946R106 217 16,815 SH   DFND 20 16,815 0 0
LOCKHEED MARTIN CORP COM 539830109 15,199,430 40,172,934 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,741,230 29,574,011 857,693
AMERICAN ELEC PWR CO INC COM 025537101 2,063,732 24,396,878 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,501,050 345,567 2,550,261
LOEWS CORP COM 540424108 579,609 10,605,839 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,158,789 153,260 1,293,790
LOGICBIO THERAPEUTICS INC COM 54142F102 110 24,807 SH   DFND 20 24,807 0 0
LOGITECH INTL S A SHS H50430232 5,516 45,616 SH   DFND 2,20 45,616 0 0
LOMA NEGRA C I A S A MTN 14 SPONSORED ADS 54150E104 1,459 214,314 SH   DFND 2,20,5 178,685 0 35,629
LOOP INDS INC COM 543518104 806 65,343 SH   DFND 20 65,343 0 0
LORAL SPACE & COM INC COM 543881106 9,459 243,465 SH   DFND 19,2,20,5 221,782 562 21,121
LORDSTOWN MOTORS CORP COM CL A 54405Q100 29,091 2,630,314 SH   DFND 19,2,20,5 2,462,927 0 167,387
LOUISIANA PAC CORP COM 546347105 157,669 2,615,180 SH   DFND 13,19,2,20,5,8 2,424,655 1,353 189,172
LOVESAC COMPANY COM 54738L109 17,397 218,035 SH   DFND 19,2,20,5 198,022 0 20,013
LOWES COS INC COM 548661107 5,974,639 30,801,869 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 26,436,320 598,717 3,766,832
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 15,357 313,400 SH   DFND 2 313,400 0 0
LPL FINL HLDGS INC COM 50212V100 161,879 1,199,285 SH   DFND 12,13,19,2,20,5,8 1,040,033 5,800 153,452
LSB INDS INC COM 502160104 474 78,326 SH   DFND 20 78,326 0 0
LSI INDS INC OHIO COM 50216C108 783 97,796 SH   DFND 20 97,796 0 0
LTC PPTYS INC COM 502175102 97,009 2,526,925 SH   DFND 10,19,2,20,5,8 2,339,997 8,927 178,001
LUBYS INC COM 549282101 354 92,187 SH   DFND 20 92,187 0 0
LUCIRA HEALTH INC COM 54948U105 264 39,700 SH   DFND 20 39,700 0 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 49,140 4,348,690 SH   DFND 1,10,12,13,19,2,20,5,8 2,941,027 95,800 1,311,863
LULULEMON ATHLETICA INC COM 550021109 1,026,015 2,811,232 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,177,265 132,825 501,142
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 18,487 876,161 SH   DFND 19,2,20,5 823,808 0 52,353
LUMEN TECHNOLOGIES INC COM 550241103 842,129 61,966,806 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,621,051 790,829 15,554,926
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 20,816 408,000 SH   DFND 2 408,000 0 0
LUMENT FINANCE TRUST INC COM 55025L108 299 69,547 SH   DFND 20 20,762 0 48,785
LUMENTUM HLDGS INC COM 55024U109 157,853 1,924,333 SH   DFND 13,19,2,20,5 1,774,912 671 148,750
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,177 11,768,000 PRN   DFND 2,5 11,768,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 29,353 27,121,000 PRN   DFND 2,5 27,121,000 0 0
LUMINAR TECHNOLOGIES INC COM CL A 550424105 26,282 1,197,373 SH   DFND 19,2,20,5 1,159,507 0 37,866
LUMINEX CORP DEL COM 55027E102 56,581 1,533,159 SH   DFND 19,2,20,5 1,449,658 0 83,501
LUMOS PHARMA INC COM 55028X109 112 11,237 SH   DFND 20 11,237 0 0
LUNA INNOVATIONS INC COM 550351100 7,399 683,163 SH   DFND 2,20 657,364 0 25,799
LUTHER BURBANK CORP COM 550550107 4,702 396,472 SH   DFND 19,2,20,5 353,182 0 43,290
LUXFER HOLDINGS PLC SHS G5698W116 14,989 673,643 SH   DFND 19,2,20,5 608,193 0 65,450
AMERICAN EQTY INVT LIFE HLD COM 025676206 105,934 3,277,674 SH   DFND 12,13,19,2,20,5 3,114,631 600 162,443
LYDALL INC COM 550819106 31,128 514,340 SH   DFND 2,20,5 496,340 0 18,000
LYFT INC CL A COM 55087P104 404,814 6,693,349 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,693,166 143,543 856,640
LYFT INC NOTE 1.500% 5/1 55087PAB0 26,298 15,375,000 PRN   DFND 2 15,375,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,235,588 12,011,157 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,512,127 239,898 1,259,132
M & T BK CORP COM 55261F104 1,054,198 7,254,822 SH   DFND 10,12,13,19,2,20,5,6,8 6,503,427 112,592 638,803
M D C HLDGS INC COM 552676108 121,863 2,408,364 SH   DFND 19,2,20,5,8 2,287,608 0 120,756
M/I HOMES INC COM 55305B101 71,831 1,224,330 SH   DFND 19,2,20,5 1,169,979 0 54,351
MACATAWA BK CORP COM 554225102 4,002 457,359 SH   DFND 13,2,20,5 409,228 0 48,131
MACERICH CO COM 554382101 165,881 9,089,367 SH   DFND 10,12,13,19,2,20,5,8 8,269,596 42,967 776,804
MACK CALI RLTY CORP COM 554489104 78,215 4,560,629 SH   DFND 10,13,19,2,20,5,8 4,155,741 19,028 385,860
AMERICAN EXPRESS CO COM 025816109 5,716,089 34,594,740 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 24,906,839 477,860 9,210,041
MACKINAC FINL CORP COM 554571109 693 35,051 SH   DFND 20 29,910 0 5,141
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 87,380 1,363,615 SH   DFND 19,2,20,5 1,264,923 527 98,165
MACQUARIE INFRASTRUCTURE COR COM 55608B105 91,726 2,396,801 SH   DFND 12,13,19,2,20,5,8 2,255,115 600 141,086
MACROGENICS INC COM 556099109 86,800 3,231,559 SH   DFND 19,2,20,5 3,127,290 0 104,269
MACYS INC COM 55616P104 255,307 13,465,561 SH   DFND 12,13,19,2,20,5,8 10,707,568 2,513 2,755,480
MADDEN STEVEN LTD COM 556269108 113,563 2,595,129 SH   DFND 19,2,20,5,8 2,428,031 430 166,668
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 30,635 364,830 SH   DFND 13,19,2,20,5 330,059 216 34,555
MADISON SQUARE GRDN SPRT COR CL A 55825T103 47,935 277,774 SH   DFND 13,19,2,20,5,8 235,957 216 41,601
MADRIGAL PHARMACEUTICALS INC COM 558868105 60,634 622,462 SH   DFND 19,2,20,5 602,443 0 20,019
MAGELLAN HEALTH INC COM NEW 559079207 86,599 919,315 SH   DFND 12,19,2,20,5,8 790,839 98 128,378
A10 NETWORKS INC COM 002121101 20,598 1,829,338 SH   DFND 19,2,20,5 1,709,977 0 119,361
AMERICAN FIN TR INC COM CLASS A 02607T109 31,284 3,689,204 SH   DFND 10,19,2,20,5,8 3,247,055 23,000 419,149
MAGENTA THERAPEUTICS INC COM 55910K108 4,493 459,439 SH   DFND 2,20,5 433,959 0 25,480
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 596 36,700 SH   DFND 2,20 36,700 0 0
MAGNA INTL INC COM 559222401 4,817 51,995 SH   DFND 2 51,995 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 2,314 96,985 SH   DFND 13,19,2,20,5 54,685 0 42,300
MAGNITE INC COM 55955D100 72,035 2,128,694 SH   DFND 13,19,2,20,5 1,903,618 900 224,176
MAGNOLIA OIL & GAS CORP CL A 559663109 78,058 4,994,129 SH   DFND 19,2,20,5 4,815,902 0 178,227
MAGYAR BANCORP INC COM 55977T109 432 31,499 SH   DFND 20 0 0 31,499
MAIDEN HOLDINGS LTD SHS G5753U112 2,438 723,426 SH   DFND 2,20 708,526 0 14,900
MAINSTREET BANCSHARES INC COM 56064Y100 305 13,527 SH   DFND 20 13,527 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,779 92,477 SH   DFND 2,20 92,477 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 347,402 2,785,458 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,235,697 112,815 436,946
MALIBU BOATS INC COM CL A 56117J100 29,447 401,562 SH   DFND 19,2,20,5 365,671 0 35,891
MALVERN BANCORP INC COM 561409103 939 50,792 SH   DFND 20 6,988 0 43,804
MAMMOTH ENERGY SVCS INC COM 56155L108 241 52,407 SH   DFND 20 52,407 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 291 19,170 SH   DFND 2 19,170 0 0
MANHATTAN ASSOCIATES INC COM 562750109 238,884 1,649,294 SH   DFND 13,19,2,20,5,8 1,525,983 700 122,611
MANITEX INTL INC COM 563420108 112 15,318 SH   DFND 20 15,318 0 0
MANITOWOC CO INC COM NEW 563571405 16,620 678,368 SH   DFND 19,2,20,5 618,335 1,196 58,837
MANNATECH INC COM NEW 563771203 343 12,421 SH   DFND 20 12,421 0 0
MANNING & NAPIER INC CL A 56382Q102 218 27,659 SH   DFND 20 27,659 0 0
MANNKIND CORP COM NEW 56400P706 85,370 15,664,197 SH   DFND 19,2,20,5 15,366,961 0 297,236
AMERICAN HOMES 4 RENT CL A 02665T306 374,868 9,649,102 SH   DFND 10,12,19,2,20,5,8 8,109,217 62,550 1,477,335
MANPOWERGROUP INC WIS COM 56418H100 206,767 1,738,853 SH   DFND 10,12,13,19,2,20,5,8 1,616,764 5,932 116,157
MANTECH INTERNATIONAL CORP CL A 564563104 82,996 959,044 SH   DFND 19,2,20,5,8 909,392 407 49,245
MARATHON DIGITAL HOLDINGS IN COM 565788106 70,488 2,246,983 SH   DFND 19,2,20,5 2,101,673 2,100 143,210
MARATHON OIL CORP COM 565849106 722,835 53,071,552 SH   DFND 1,10,12,13,19,2,20,5,6,8 49,066,521 9,667 3,995,364
MARATHON PETE CORP COM 56585A102 2,608,959 43,180,392 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 39,677,787 425,740 3,076,865
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 50,927 1,220,384 SH   DFND 19,2,20,5 1,077,472 0 142,912
MARCHEX INC CL B 56624R108 395 129,115 SH   DFND 20 129,115 0 0
MARCUS & MILLICHAP INC COM 566324109 29,480 758,414 SH   DFND 19,2,20,5 713,523 0 44,891
MARCUS CORP DEL COM 566330106 16,609 783,086 SH   DFND 2,20,5 760,349 0 22,737
MARIN SOFTWARE INC COM NEW 56804T205 150 13,943 SH   DFND 20 13,943 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,920,351 40,343,501 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,429,611 611,805 4,302,085
MARINE PRODS CORP COM 568427108 3,041 196,961 SH   DFND 2,20,5 189,000 0 7,961
MARINEMAX INC COM 567908108 43,775 898,133 SH   DFND 19,2,20,5 851,311 0 46,822
MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 11,732 653,946 SH   DFND 2,20,5 621,979 0 31,967
MARKEL CORP COM 570535104 382,981 322,725 SH   DFND 10,11,12,13,19,2,20,5,6,8 263,200 9,435 50,090
MARKER THERAPEUTICS INC COM 57055L107 538 192,751 SH   DFND 20 192,751 0 0
MARKETAXESS HLDGS INC COM 57060D108 828,245 1,786,589 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,491,207 57,905 237,477
MARLIN BUSINESS SVCS CORP COM 571157106 3,990 175,286 SH   DFND 2,20 162,939 0 12,347
MARRIOTT INTL INC NEW CL A 571903202 1,556,006 11,397,644 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,820,894 193,811 1,382,939
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 166,581 1,045,707 SH   DFND 1,12,13,19,2,20,5 966,101 515 79,091
MARRONE BIO INNOVATIONS INC COM 57165B106 2,029 1,222,391 SH   DFND 2,20 1,173,061 0 49,330
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 26,641 179,338 SH   DFND 19,2,20,5 167,320 0 12,018
MARSH & MCLENNAN COS INC COM 571748102 3,272,337 23,260,853 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,699,122 514,501 3,047,230
MARTEN TRANS LTD COM 573075108 36,465 2,211,340 SH   DFND 19,2,20,5 2,082,135 0 129,205
MARTIN MARIETTA MATLS INC COM 573284106 1,171,272 3,329,275 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,893,328 42,931 393,016
MARVELL TECHNOLOGY INC COM 573874104 1,049,873 17,998,859 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,745,566 554,853 2,698,440
MASCO CORP COM 574599106 695,968 11,814,087 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,231,821 299,737 1,282,529
MASIMO CORP COM 574795100 411,845 1,698,680 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,474,026 35,411 189,243
MASONITE INTL CORP COM 575385109 54,545 487,925 SH   DFND 19,2,20,5,8 442,096 200 45,629
MASTEC INC COM 576323109 149,221 1,406,422 SH   DFND 12,13,19,2,20,5,8 1,291,784 487 114,151
MASTECH DIGITAL INC COM 57633B100 208 13,884 SH   DFND 20 13,884 0 0
MASTERCARD INCORPORATED CL A 57636Q104 12,404,804 33,977,387 SH   DFND 10,11,12,13,19,2,20,5,6,8 28,652,095 978,405 4,346,887
AMERICAN NATL BANKSHARES INC COM 027745108 6,320 203,278 SH   DFND 13,2,20,5 181,555 0 21,723
MASTERCRAFT BOAT HLDGS INC COM 57637H103 8,935 339,868 SH   DFND 2,20,5 320,534 0 19,334
MATADOR RES CO COM 576485205 222,548 6,180,181 SH   DFND 19,2,20,5 6,029,050 2,200 148,931
MATCH GROUP INC NEW COM 57667L107 916,175 5,681,706 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,674,231 176,463 831,012
MATERIALISE NV SPONSORED ADS 57667T100 5,875 243,863 SH   DFND 2,5 243,863 0 0
MATERION CORP COM 576690101 84,766 1,124,961 SH   DFND 19,2,20,5 1,081,361 87 43,513
MATINAS BIOPHARMA HLDGS INC COM 576810105 511 659,574 SH   DFND 20 659,574 0 0
MATRIX SVC CO COM 576853105 9,015 858,587 SH   DFND 2,20,5 828,522 0 30,065
MATSON INC COM 57686G105 95,775 1,496,485 SH   DFND 19,2,20,5 1,440,640 0 55,845
MATTEL INC COM 577081102 181,848 9,047,165 SH   DFND 12,13,19,2,20,5,8 8,400,408 3,270 643,487
MATTHEWS INTL CORP CL A 577128101 38,033 1,057,654 SH   DFND 19,2,20,5 993,519 71 64,064
AMERICAN OUTDOOR BRANDS INC COM 02875D109 8,139 231,626 SH   DFND 2,20,5 226,130 0 5,496
MAUI LD & PINEAPPLE INC COM 577345101 409 38,128 SH   DFND 20 38,128 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 122,296 3,063,535 SH   DFND 13,19,2,20,5,8 2,918,341 250 144,944
MAXEON SOLAR TECHNOLOGIES LT SHS Y58473102 13,331 622,070 SH   DFND 19,2,20,5 621,250 0 820
MAXIM INTEGRATED PRODS INC COM 57772K101 1,433,758 13,608,184 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,335,528 434,103 1,838,553
MAXIMUS INC COM 577933104 217,354 2,470,775 SH   DFND 12,13,19,2,20,5,8 2,305,226 510 165,039
MAXLINEAR INC COM 57776J100 115,388 2,715,660 SH   DFND 19,2,20,5 2,568,572 500 146,588
MAYVILLE ENGR CO INC COM 578605107 3,101 154,211 SH   DFND 2,20 148,411 0 5,800
MBIA INC COM 55262C100 12,212 1,110,182 SH   DFND 19,2,20,5 1,001,151 0 109,031
MCAFEE CORP COM CL A 579063108 23,625 839,987 SH   DFND 19,2,20,5 772,182 0 67,805
MCCORMICK & CO INC COM NON VTG 579780206 1,124,893 12,736,561 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,607,907 152,155 1,976,499
AMERICAN PUB ED INC COM 02913V103 16,558 584,261 SH   DFND 19,2,20,5 545,186 0 39,075
MCDONALDS CORP COM 580135101 8,413,763 36,424,792 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 26,114,047 610,216 9,700,529
MCEWEN MNG INC COM 58039P107 18,956 13,735,956 SH   DFND 19,2,20,5 13,513,831 0 222,125
MCGRATH RENTCORP COM 580589109 40,633 498,134 SH   DFND 19,2,20,5 450,776 167 47,191
MCKESSON CORP COM 58155Q103 1,316,137 6,867,245 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,792,444 128,380 946,421
MDC PARTNERS INC. CL A SUB VTG 552697104 4,223 721,912 SH   DFND 2,20,5 686,465 0 35,447
MDU RES GROUP INC COM 552690109 396,035 12,551,223 SH   DFND 12,13,19,2,20,5,8 12,154,372 1,690 395,161
MECHANICAL TECHNOLOGY INC COM NEW 583543103 105 14,000 SH   DFND 20 14,000 0 0
MECHEL PAO SPONSORED ADR NE 583840608 616 303,617 SH   DFND 2,20 303,617 0 0
MEDALIST DIVERSIFIED REIT IN COM 58403P105 35 25,500 SH   DFND 20 25,500 0 0
MEDALLIA INC COM 584021109 48,319 1,431,667 SH   DFND 19,2,20,5 1,266,349 800 164,518
AMERICAN RES CORP CL A 02927U208 245 95,964 SH   DFND 20 95,964 0 0
MEDALLION FINL CORP COM 583928106 341 38,525 SH   DFND 20 38,525 0 0
MEDAVAIL HOLDINGS INC COM 58406B103 980 79,992 SH   DFND 2,20 77,100 0 2,892
MEDIAALPHA INC CL A 58450V104 16,375 388,945 SH   DFND 19,2,20,5 369,298 0 19,647
MEDICAL PPTYS TRUST INC COM 58463J304 500,010 24,539,720 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,826,232 460,025 3,253,463
MEDICINOVA INC COM NEW 58468P206 565 132,849 SH   DFND 20 132,849 0 0
MEDIFAST INC COM 58470H101 105,375 370,516 SH   DFND 19,2,20,5,8 344,395 3,018 23,103
MEDNAX INC COM 58502B106 95,756 3,175,996 SH   DFND 12,13,19,2,20,5,8 2,718,309 892 456,795
MEDPACE HLDGS INC COM 58506Q109 149,905 848,693 SH   DFND 19,2,20,5 791,741 400 56,552
MEDTRONIC PLC SHS G5960L103 6,967,102 55,848,049 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 47,979,410 1,028,345 6,840,294
MEI PHARMA INC COM NEW 55279B202 5,334 1,871,702 SH   DFND 2,20,5 1,757,602 0 114,100
AMERICAN RIV BANKSHARES COM 029326105 428 23,651 SH   DFND 20 6,711 0 16,940
MEIRAGTX HLDGS PLC COM G59665102 5,948 383,759 SH   DFND 19,2,20,5 347,944 0 35,815
MELCO RESORTS AND ENTMNT LTD ADR 585464100 85,049 5,132,728 SH   DFND 1,10,12,13,19,2,20,5,6,8 2,478,822 311,035 2,342,871
MERCADOLIBRE INC COM 58733R102 680,483 436,826 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 281,385 27,027 128,414
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 41,230 11,626,000 PRN   DFND 2,5 11,626,000 0 0
MERCANTILE BK CORP COM 587376104 9,856 326,363 SH   DFND 19,2,20,5 294,651 0 31,712
MERCER INTL INC COM 588056101 9,820 766,294 SH   DFND 19,2,20,5,8 728,425 0 37,869
MERCHANTS BANCORP IND COM 58844R108 8,896 226,200 SH   DFND 19,2,20,5 204,752 0 21,448
MERCK & CO INC COM 58933Y105 8,943,537 114,073,945 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 92,158,610 2,889,570 19,025,765
MERCURY GENL CORP NEW COM 589400100 76,787 1,182,241 SH   DFND 12,19,2,20,5,8 1,130,922 1,634 49,685
MERCURY SYS INC COM 589378108 148,641 2,242,621 SH   DFND 13,19,2,20,5 2,129,504 399 112,718
AAON INC COM PAR $0.004 000360206 80,383 1,280,352 SH   DFND 19,2,20,5 1,191,947 800 87,605
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 17,373 999,034 SH   DFND 2,20,5 969,434 0 29,600
MEREDITH CORP COM 589433101 61,574 1,417,452 SH   DFND 12,19,2,20,5,8 1,337,517 1,362 78,573
MEREO BIOPHARMA GROUP PLC ADS 589492107 248 78,200 SH   DFND 1 0 0 78,200
MERIDIAN BANCORP INC MD COM 58958U103 21,601 1,050,588 SH   DFND 19,2,20,5 931,777 0 118,811
MERIDIAN BIOSCIENCE INC COM 589584101 39,834 1,795,951 SH   DFND 19,2,20,5 1,711,809 500 83,642
MERIDIAN CORPORATION COM 58958P104 246 9,370 SH   DFND 20 9,370 0 0
MERIT MED SYS INC COM 589889104 118,873 1,838,426 SH   DFND 19,2,20,5 1,596,192 372 241,862
MERITAGE HOMES CORP COM 59001A102 113,244 1,203,697 SH   DFND 12,19,2,20,5,8 1,128,568 564 74,565
MERITOR INC COM 59001K100 60,167 2,569,036 SH   DFND 19,2,20,5,8 2,426,631 303 142,102
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 297 46,556 SH   DFND 20 46,556 0 0
MERSANA THERAPEUTICS INC COM 59045L106 44,088 3,246,523 SH   DFND 13,19,2,20,5 3,136,673 100 109,750
AMERICAN TOWER CORP NEW COM 03027X100 4,913,452 18,105,368 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,576,524 259,159 2,269,685
MERUS N V COM N5749R100 2,328 110,467 SH   DFND 19,2,20,5 91,239 0 19,228
MESA AIR GROUP INC COM NEW 590479135 7,646 819,549 SH   DFND 2,20,5 781,908 0 37,641
MESA LABS INC COM 59064R109 50,959 187,922 SH   DFND 19,2,20,5 178,143 0 9,779
MESOBLAST LTD SPONS ADR 590717104 673 90,000 SH   DFND 1 0 0 90,000
META FINL GROUP INC COM 59100U108 52,037 1,026,753 SH   DFND 19,2,20,5 965,721 0 61,032
METACRINE INC COM 59101E103 40 10,605 SH   DFND 20 10,605 0 0
METHODE ELECTRS INC COM 591520200 64,005 1,300,650 SH   DFND 19,2,20,5 1,222,480 108 78,062
METLIFE INC COM 59156R108 2,216,857 37,040,217 SH   DFND 10,11,12,13,19,2,20,5,6,8 31,722,884 948,891 4,368,442
METROCITY BANKSHARES INC COM 59165J105 4,672 266,818 SH   DFND 2,20,5 252,393 0 14,425
METROMILE INC COM 591697107 7,008 765,866 SH   DFND 19,2,20,5 735,494 0 30,372
AMERICAN VANGUARD CORP COM 030371108 15,458 881,813 SH   DFND 19,2,20,5 829,919 953 50,941
METROPOLITAN BK HLDG CORP COM 591774104 7,850 130,357 SH   DFND 2,20,5 122,890 0 7,467
METTLER TOLEDO INTERNATIONAL COM 592688105 1,339,725 967,073 SH   DFND 10,11,12,13,19,2,20,5,6,8 819,044 23,071 124,958
MFA FINL INC COM 55272X102 44,000 9,382,917 SH   DFND 12,13,19,2,20,5,8 8,375,569 3,263 1,004,085
MGE ENERGY INC COM 55277P104 61,251 822,823 SH   DFND 13,19,2,20,5,8 726,801 548 95,474
MGIC INVT CORP WIS COM 552848103 157,879 11,608,715 SH   DFND 1,12,13,19,2,20,5 10,973,366 2,870 632,479
MGM GROWTH PPTYS LLC CL A COM 55303A105 20,526 552,817 SH   DFND 19,20,5,8 349,486 1,800 201,531
MGM RESORTS INTERNATIONAL COM 552953101 678,731 15,913,975 SH   DFND 10,12,13,19,2,20,5,6,8 13,461,851 280,463 2,171,661
MGP INGREDIENTS INC NEW COM 55303J106 30,080 444,708 SH   DFND 19,2,20,5 415,547 0 29,161
MICRO FOCUS INTL PLC SPON ADR NEW 594837403 476 63,179 SH   DFND 2,20 20,460 568 42,151
MICROBOT MED INC COM NEW 59503A204 274 34,470 SH   DFND 20 34,470 0 0
AMERICAN WELL CORP CL A 03044L105 36,880 2,931,654 SH   DFND 19,2,20,5 2,758,334 0 173,320
MICROCHIP TECHNOLOGY INC. COM 595017104 1,557,443 10,400,980 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 8,963,670 193,085 1,244,225
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 19,485 17,350,000 PRN   DFND 2 17,350,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 19,160 8,609,000 PRN   DFND 2,5 8,609,000 0 0
MICRON TECHNOLOGY INC COM 595112103 3,909,514 46,005,104 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,040,928 1,296,285 5,667,891
MICROSOFT CORP COM 594918104 79,868,081 294,824,958 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 244,395,619 7,078,418 43,350,921
MICROSTRATEGY INC CL A NEW 594972408 163,062 245,391 SH   DFND 13,19,2,20,5 227,115 100 18,176
MICROVISION INC DEL COM NEW 594960304 61,307 3,660,116 SH   DFND 19,2,20,5 3,416,197 2,400 241,519
MICT INC COM 55328R109 766 327,512 SH   DFND 20 327,512 0 0
MID PENN BANCORP INC COM 59540G107 3,330 121,325 SH   DFND 2,20 114,231 0 7,094
MID-AMER APT CMNTYS INC COM 59522J103 1,108,176 6,579,834 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,577,743 106,287 895,804
AMERICAN WOODMARK CORPORATIO COM 030506109 43,924 537,686 SH   DFND 19,2,20,5 507,081 261 30,344
MIDDLEBY CORP COM 596278101 236,817 1,366,828 SH   DFND 12,13,19,2,20,5,8 1,266,498 479 99,851
MIDDLEFIELD BANC CORP COM NEW 596304204 299 12,677 SH   DFND 20 12,677 0 0
MIDDLESEX WTR CO COM 596680108 29,886 365,664 SH   DFND 19,2,20,5 330,750 200 34,714
MIDLAND STS BANCORP INC ILL COM 597742105 19,352 736,645 SH   DFND 19,2,20,5 671,404 0 65,241
MIDWESTONE FINL GROUP INC NE COM 598511103 8,074 280,648 SH   DFND 19,2,20,5 259,276 0 21,372
MILESTONE PHARMACEUTICALS IN COM 59935V107 91 16,626 SH   DFND 2 16,626 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 117 47,700 SH   DFND 20 47,700 0 0
MILLER HERMAN INC COM 600544100 88,314 1,865,810 SH   DFND 19,2,20,5,8 1,735,401 347 130,062
MILLER INDS INC TENN COM NEW 600551204 10,532 267,035 SH   DFND 2,20,5 255,304 0 11,731
MIMECAST LTD ORD SHS G14838109 73,148 1,378,857 SH   DFND 19,2,20,5,8 1,255,281 1,100 122,476
AMERICAN WTR WKS CO INC NEW COM 030420103 1,438,271 9,331,545 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,084,020 117,152 1,130,373
MIMEDX GROUP INC COM 602496101 42,306 3,381,766 SH   DFND 19,2,20,5 3,241,655 0 140,111
MIND MEDICINE MINDMED INC COM SUB VTG 60255C109 15,439 4,474,970 SH   DFND 2,20,5 4,069,840 0 405,130
MIND TECHNOLOGY INC COM 602566101 111 57,001 SH   DFND 20 57,001 0 0
MINERALS TECHNOLOGIES INC COM 603158106 80,285 1,020,527 SH   DFND 19,2,20,5 954,577 914 65,036
MINERVA NEUROSCIENCES INC COM 603380106 257 110,632 SH   DFND 20 110,632 0 0
MINISO GROUP HLDG LTD SPONSORED ADS 66981J102 2,896 139,300 SH   DFND 19,20,5 53,100 0 86,200
MIRATI THERAPEUTICS INC COM 60468T105 135,633 839,678 SH   DFND 13,19,2,20,5 771,123 300 68,255
MIRUM PHARMACEUTICALS INC COM 604749101 2,175 125,786 SH   DFND 2,20 122,447 0 3,339
MISONIX INC COM 604871103 4,563 205,713 SH   DFND 2,20,5 197,175 0 8,538
MISSION ADVANCEMENT CORP UNIT 99/99/9999 60501L200 127 12,697 SH   DFND 20 0 0 12,697
AMERICAS CAR-MART INC COM 03062T105 34,066 240,373 SH   DFND 19,2,20,5 224,801 0 15,572
MISSION PRODUCE INC COM 60510V108 10,164 490,763 SH   DFND 2,20,5 442,075 0 48,688
MISTRAS GROUP INC COM 60649T107 3,155 320,920 SH   DFND 2,20 302,174 0 18,746
MITEK SYS INC COM NEW 606710200 23,358 1,212,749 SH   DFND 19,2,20,5 1,119,716 0 93,033
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 138 25,470 SH   DFND 20 25,470 0 0
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 37 13,100 SH   DFND 20 13,100 0 0
MKS INSTRS INC COM 55306N104 248,186 1,394,693 SH   DFND 13,19,2,20,5 1,286,065 601 108,027
MMA CAPITAL HOLDINGS INC COM 55315D105 342 12,600 SH   DFND 20 12,600 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 86,168 9,305,403 SH   DFND 10,12,13,19,2,20,5,8 6,520,004 308,393 2,477,006
MODEL N INC COM 607525102 25,464 743,035 SH   DFND 19,2,20,5 679,597 0 63,438
MODERNA INC COM 60770K107 1,721,364 7,325,576 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,922,672 192,890 1,210,014
AMERICOLD RLTY TR COM 03064D108 324,044 8,512,348 SH   DFND 10,19,2,20,5,8 7,269,433 55,700 1,187,215
MODINE MFG CO COM 607828100 20,168 1,215,646 SH   DFND 19,2,20,5 1,165,271 0 50,375
MODIVCARE INC COM 60783X104 69,216 406,985 SH   DFND 19,2,20,5 383,644 0 23,341
MOELIS & CO CL A 60786M105 69,258 1,217,397 SH   DFND 19,2,20,5,8 1,095,408 600 121,389
MOHAWK INDS INC COM 608190104 535,603 2,786,839 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,442,967 66,186 277,686
MOLECULAR TEMPLATES INC COM 608550109 4,750 607,398 SH   DFND 19,2,20,5 570,312 0 37,086
MOLECULIN BIOTECH INC COM 60855D200 220 59,900 SH   DFND 20 59,900 0 0
MOLINA HEALTHCARE INC COM 60855R100 490,897 1,939,843 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,621,449 95,132 223,262
MOLSON COORS BEVERAGE CO CL B 60871R209 445,906 8,305,194 SH   DFND 10,12,13,19,2,20,5,6,8 6,995,518 127,177 1,182,499
MOMENTIVE GLOBAL INC COM 60878Y108 54,487 2,585,976 SH   DFND 19,2,20,5 2,333,608 1,100 251,268
MOMO INC ADR 60879B107 71,227 4,652,298 SH   DFND 1,10,12,13,19,2,20,5,8 3,235,429 125,500 1,291,369
AMERIPRISE FINL INC COM 03076C106 1,368,861 5,500,084 SH   DFND 1,10,12,13,19,2,20,5,6,8 4,642,427 184,212 673,445
MOMO INC NOTE 1.250% 7/0 60879BAB3 14,790 16,472,000 PRN   DFND 2,5 16,472,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 28,927 437,160 SH   DFND 19,2,20,5 393,665 0 43,495
MONDELEZ INTL INC CL A 609207105 3,887,905 61,955,886 SH   DFND 10,11,12,13,19,2,20,5,6,8 53,163,666 1,169,145 7,623,075
MONEYGRAM INTL INC COM NEW 60935Y208 15,048 1,492,828 SH   DFND 2,20,5 1,424,628 0 68,200
MONGODB INC CL A 60937P106 431,925 1,194,747 SH   DFND 10,11,12,13,19,2,20,5,6,8 936,754 44,194 213,799
MONMOUTH REAL ESTATE INVT CO CL A 609720107 70,834 3,783,848 SH   DFND 10,19,2,20,5,8 3,323,763 20,405 439,680
MONOLITHIC PWR SYS INC COM 609839105 647,011 1,729,784 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,444,290 61,624 223,870
MONRO INC COM 610236101 81,413 1,281,892 SH   DFND 19,2,20,5 1,213,173 329 68,390
MONSTER BEVERAGE CORP NEW COM 61174X109 1,462,415 16,008,926 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,281,883 621,974 2,105,069
MONTES ARCHIMEDES ACQUISITIO COM CL A 612657106 194 19,647 SH   DFND 20 0 0 19,647
AMERIS BANCORP COM 03076K108 208,969 4,115,179 SH   DFND 19,2,20,5 3,953,321 1,400 160,458
MONTROSE ENVIRONMENTAL GROUP COM 615111101 20,236 377,118 SH   DFND 19,2,20,5 336,110 0 41,008
MOODYS CORP COM 615369105 2,608,088 7,197,307 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,183,980 136,581 876,746
MOOG INC CL A 615394202 109,139 1,298,350 SH   DFND 13,2,20,5,8 1,240,333 288 57,729
MORGAN STANLEY COM NEW 617446448 11,891,646 129,694,032 SH   DFND 10,12,13,19,2,20,5,6,8 56,303,287 65,615,119 7,775,626
MORNINGSTAR INC COM 617700109 89,846 349,447 SH   DFND 19,2,20,5,8 303,405 126 45,916
MORPHIC HLDG INC COM 61775R105 49,462 861,853 SH   DFND 19,2,20,5 826,521 0 35,332
MOSAIC CO NEW COM 61945C103 550,321 17,246,041 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,255,352 252,417 2,738,272
MOSYS INC COM 619718307 686 109,394 SH   DFND 20 109,394 0 0
MOTORCAR PTS AMER INC COM 620071100 13,104 583,971 SH   DFND 2,20,5 570,346 0 13,625
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,562,500 7,182,625 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,831,502 151,827 1,199,296
AAR CORP COM 000361105 74,721 1,928,288 SH   DFND 19,2,20,5,8 1,852,639 786 74,863
AMERISAFE INC COM 03071H100 39,426 660,507 SH   DFND 19,2,20,5 621,547 500 38,460
MOTUS GI HLDGS INC COM 62014P108 83 79,589 SH   DFND 20 79,589 0 0
MOVADO GROUP INC COM 624580106 16,153 513,282 SH   DFND 2,20,5 496,782 0 16,500
MP MATERIALS CORP COM CL A 553368101 163,584 4,437,995 SH   DFND 19,2,20,5 4,352,724 0 85,271
MR COOPER GROUP INC COM 62482R107 114,043 3,449,575 SH   DFND 19,2,20,5 3,305,673 500 143,402
MRC GLOBAL INC COM 55345K103 14,591 1,552,201 SH   DFND 19,2,20,5 1,371,112 200 180,889
MSA SAFETY INC COM 553498106 260,039 1,570,471 SH   DFND 13,19,2,20,5,6 1,498,209 326 71,936
MSC INDL DIRECT INC CL A 553530106 109,152 1,216,452 SH   DFND 13,19,2,20,5,8 1,125,042 748 90,662
MSCI INC COM 55354G100 1,936,633 3,632,913 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,197,135 68,609 367,169
MSG NETWORK INC CL A 553573106 10,903 747,826 SH   DFND 19,2,20,5 666,326 1,848 79,652
MUELLER INDS INC COM 624756102 80,360 1,855,467 SH   DFND 19,2,20,5,8 1,746,030 218 109,219
AMERISERV FINL INC COM 03074A102 95 24,154 SH   DFND 20 24,154 0 0
MUELLER WTR PRODS INC COM SER A 624758108 48,486 3,362,419 SH   DFND 19,2,20,5 3,058,403 2,315 301,701
MULTIPLAN CORPORATION COM 62548M100 58,575 6,152,823 SH   DFND 19,2,20,5 5,711,235 0 441,588
MURPHY OIL CORP COM 626717102 206,629 8,875,830 SH   DFND 12,13,19,2,20,5,8 8,653,838 1,579 220,413
MURPHY USA INC COM 626755102 116,935 876,770 SH   DFND 12,19,2,20,5,8 821,198 269 55,303
MUSCLE MAKER INC COM 627333107 39 28,100 SH   DFND 20 28,100 0 0
MUSTANG BIO INC COM 62818Q104 3,357 1,011,274 SH   DFND 2,20,5 974,968 0 36,306
MVB FINL CORP COM 553810102 6,762 158,512 SH   DFND 2,20 147,494 0 11,018
MYERS INDS INC COM 628464109 24,769 1,171,971 SH   DFND 19,2,20,5 1,110,355 0 61,616
MYMD PHARMACEUTICALS INC COM 62856X102 164 26,063 SH   DFND 20 26,063 0 0
MYOVANT SCIENCES LTD COM G637AM102 52,253 2,294,817 SH   DFND 19,1,2,20,5 2,251,443 0 43,374
AMERISOURCEBERGEN CORP COM 03073E105 745,782 6,513,948 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,404,377 92,454 1,017,117
MYR GROUP INC DEL COM 55405W104 48,179 529,908 SH   DFND 19,2,20,5 490,553 0 39,355
MYRIAD GENETICS INC COM 62855J104 125,051 4,089,305 SH   DFND 19,2,20,5,8 3,936,535 1,182 151,588
NABORS INDUSTRIES LTD SHS G6359F137 35,825 313,590 SH   DFND 12,13,19,2,20,5 300,546 0 13,044
NABRIVA THERAPEUTICS PLC SHS G63637113 248 183,336 SH   DFND 2,5 183,336 0 0
NACCO INDS INC CL A 629579103 513 19,690 SH   DFND 20 19,690 0 0
NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 37,020 4,492,693 SH   DFND 19,2,20,5,6 4,022,632 3,500 466,561
NANO X IMAGING LTD ORD SHS M70700105 6,005 187,362 SH   DFND 19,2,20,5,6 121,389 0 65,973
NANOSTRING TECHNOLOGIES INC COM 63009R109 57,221 883,181 SH   DFND 19,2,20,5 789,709 300 93,172
NANOVIBRONIX INC COM 63008J108 35 41,590 SH   DFND 20 41,590 0 0
NANOVIRICIDES INC COM 630087302 188 40,506 SH   DFND 20 40,506 0 0
AMES NATL CORP COM 031001100 683 27,854 SH   DFND 20 27,854 0 0
NANTHEALTH INC COM 630104107 1,091 470,211 SH   DFND 2,20 449,072 0 21,139
NAPCO SEC TECHNOLOGIES INC COM 630402105 8,773 241,215 SH   DFND 19,2,20,5 217,498 0 23,717
NASDAQ INC COM 631103108 949,903 5,403,315 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,557,311 128,346 717,658
NATERA INC COM 632307104 174,153 1,533,985 SH   DFND 13,19,2,20,5 1,394,652 700 138,633
NATHANS FAMOUS INC NEW COM 632347100 3,579 50,181 SH   DFND 2,20 47,346 0 2,835
NATIONAL BANKSHARES INC VA COM 634865109 840 24,001 SH   DFND 20 24,001 0 0
NATIONAL BEVERAGE CORP COM 635017106 35,665 755,143 SH   DFND 19,2,20,5,8 700,594 0 54,549
NATIONAL BK HLDGS CORP CL A 633707104 52,926 1,402,393 SH   DFND 19,2,20,5,8 1,340,491 0 61,902
NATIONAL CINEMEDIA INC COM 635309107 6,049 1,193,137 SH   DFND 2,20,5 1,119,074 0 74,063
NATIONAL ENERGY SERVICES REU SHS G6375R107 4,869 341,656 SH   DFND 2,20,5 322,606 0 19,050
AMETEK INC COM 031100100 1,242,192 9,304,808 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,030,859 225,139 1,048,810
NATIONAL FUEL GAS CO COM 636180101 374,802 7,111,890 SH   DFND 12,13,19,2,20,5,8 7,018,715 1,287 91,888
NATIONAL GRID PLC SPONSORED ADR NE 636274409 3,822 57,770 SH   DFND 2,20 57,770 0 0
NATIONAL HEALTH INVS INC COM 63633D104 118,738 1,746,821 SH   DFND 10,19,2,20,5,8 1,536,009 9,498 201,314
NATIONAL HEALTHCARE CORP COM 635906100 21,818 309,834 SH   DFND 19,2,20,5 284,862 0 24,972
NATIONAL INSTRS CORP COM 636518102 142,994 3,382,081 SH   DFND 13,19,2,20,5 3,074,478 1,055 306,548
NATIONAL PRESTO INDS INC COM 637215104 26,915 264,777 SH   DFND 19,2,20,5 254,294 157 10,326
NATIONAL RESH CORP COM NEW 637372202 12,822 278,624 SH   DFND 19,2,20,5 247,646 0 30,978
NATIONAL RETAIL PROPERTIES I COM 637417106 793,712 16,930,707 SH   DFND 10,12,13,19,2,20,5,8 16,023,501 38,744 868,462
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 168,865 3,339,903 SH   DFND 10,19,2,20,5,8 3,008,112 15,400 316,391
NATIONAL VISION HLDGS INC COM 63845R107 92,929 1,817,501 SH   DFND 13,19,2,20,5 1,650,293 900 166,308
AMGEN INC COM 031162100 7,295,774 29,931,381 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 20,325,189 640,263 8,965,929
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 19,995 11,320,000 PRN   DFND 2,5 11,320,000 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,470 51,118 SH   DFND 19,2,20,5 45,786 0 5,332
NATURA &CO HLDG S A ADS 63884N108 1,909 84,128 SH   DFND 1,19,2,20,8 25,456 1,374 57,298
NATURAL GAS SVCS GROUP INC COM 63886Q109 566 55,055 SH   DFND 20 55,055 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,807 168,215 SH   DFND 2,20 160,215 0 8,000
NATURAL HEALTH TRENDS CORP COM 63888P406 178 25,422 SH   DFND 20 25,422 0 0
NATURES SUNSHINE PRODS INC COM 639027101 2,694 155,098 SH   DFND 2,20 145,731 0 9,367
NATUS MED INC DEL COM 639050103 35,548 1,368,273 SH   DFND 19,2,20,5 1,313,115 0 55,158
NAUTILUS INC COM 63910B102 9,611 570,411 SH   DFND 19,2,20,5 513,464 0 56,947
NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 44 23,843 SH   DFND 20 23,843 0 0
AMICUS THERAPEUTICS INC COM 03152W109 90,965 9,436,249 SH   DFND 13,19,2,20,5 8,907,559 3,500 525,190
NAVIENT CORPORATION COM 63938C108 112,478 5,818,810 SH   DFND 1,12,13,19,2,20,5,8 5,461,958 2,877 353,975
NAVISTAR INTL CORP NEW COM 63934E108 41,686 936,757 SH   DFND 12,13,19,2,20,5 854,471 356 81,930
NBT BANCORP INC COM 628778102 65,435 1,819,159 SH   DFND 19,2,20,5 1,731,091 323 87,745
NCINO INC COM 63947U107 25,067 418,333 SH   DFND 19,2,20,5 381,520 0 36,813
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 53,850 23,150,000 PRN   DFND 2,5 23,150,000 0 0
NCR CORP NEW COM 62886E108 191,027 4,188,280 SH   DFND 1,12,13,19,2,20,5,8 3,919,714 1,952 266,614
NEENAH INC COM 640079109 29,054 579,117 SH   DFND 19,2,20,5 541,993 0 37,124
NEKTAR THERAPEUTICS COM 640268108 81,468 4,747,581 SH   DFND 13,19,2,20,5 4,414,614 1,889 331,078
NELNET INC CL A 64031N108 26,539 352,774 SH   DFND 19,2,20,5 311,674 60 41,040
NEMAURA MED INC COM NEW 640442208 1,058 102,189 SH   DFND 1,20 45,489 0 56,700
AMKOR TECHNOLOGY INC COM 031652100 77,915 3,291,738 SH   DFND 19,2,20,5,8 3,085,667 432 205,639
NEOGAMES S A SHS L6673X107 6,158 100,173 SH   DFND 2,20,5 87,881 0 12,292
NEOGEN CORP COM 640491106 159,000 3,453,526 SH   DFND 13,19,2,20,5 3,231,896 1,226 220,404
NEOGENOMICS INC COM NEW 64049M209 157,619 3,489,471 SH   DFND 19,2,20,5 3,271,150 1,700 216,621
NEOLEUKIN THERAPEUTICS INC COM 64049K104 11,400 1,235,098 SH   DFND 19,2,20,5 1,193,672 0 41,426
NEONODE INC COM PAR 64051M709 112 18,131 SH   DFND 20 18,131 0 0
NEOPHOTONICS CORP COM 64051T100 29,602 2,899,268 SH   DFND 19,2,20,5 2,821,776 0 77,492
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,511 320,727 SH   DFND 2 320,727 0 0
NET ELEMENT INC COM 64111R300 284 22,011 SH   DFND 20 22,011 0 0
NETAPP INC COM 64110D104 763,101 9,326,580 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,904,573 259,568 1,162,439
NETEASE INC SPONSORED ADS 64110W102 921,109 7,992,271 SH   DFND 1,10,12,13,19,2,20,5,8 5,929,195 227,380 1,835,696
AMMO INC COM 00175J107 10,317 1,053,799 SH   DFND 2,20,5 956,585 0 97,214
NETFLIX INC COM 64110L106 8,510,833 16,112,594 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,650,068 270,090 2,192,436
NETGEAR INC COM 64111Q104 43,384 1,132,155 SH   DFND 19,2,20,5 1,060,259 96 71,800
NETSCOUT SYS INC COM 64115T104 69,193 2,424,427 SH   DFND 13,19,2,20,5 2,224,864 1,165 198,398
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 243 51,657 SH   DFND 20 51,657 0 0
NETSTREIT CORP COM 64119V303 15,320 664,370 SH   DFND 19,2,20,5 609,538 0 54,832
NEUBASE THERAPEUTICS INC COM 64132K102 114 23,813 SH   DFND 20 23,813 0 0
NEUROBO PHARMACEUTICALS INC COM 64132R107 53 15,878 SH   DFND 20 15,878 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 332,186 3,413,333 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,020,711 68,573 324,049
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 12,824 9,637,000 PRN   DFND 2,5 9,637,000 0 0
NEURONETICS INC COM 64131A105 6,085 379,836 SH   DFND 2,20,5 344,818 0 35,018
AMN HEALTHCARE SVCS INC COM 001744101 151,155 1,558,617 SH   DFND 13,19,2,20,5,8 1,459,399 705 98,513
NEUROPACE INC COM 641288105 1,732 72,806 SH   DFND 2,20 71,074 0 1,732
NEVRO CORP COM 64157F103 121,641 733,704 SH   DFND 13,19,2,20,5 665,252 400 68,052
NEW CONCEPT ENERGY INC COM 643611106 263 43,100 SH   DFND 20 43,100 0 0
NEW FORTRESS ENERGY INC COM CL A 644393100 52,678 1,390,667 SH   DFND 2,20 1,364,212 0 26,455
NEW FRONTIER HEALTH CORP ORD SHS G6461G106 669 59,920 SH   DFND 2 59,920 0 0
NEW HOME CO INC COM 645370107 126 21,456 SH   DFND 20 21,456 0 0
NEW JERSEY RES CORP COM 646025106 382,413 9,583,015 SH   DFND 12,13,19,2,20,5 9,393,302 1,356 188,357
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 236,074 28,824,689 SH   DFND 1,10,11,12,13,19,2,20,5,8 21,192,453 690,930 6,941,306
NEW RELIC INC COM 64829B100 55,587 830,021 SH   DFND 13,19,2,20,5 723,607 800 105,614
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12,954 13,070,000 PRN   DFND 2,5 13,070,000 0 0
ABB LTD SPONSORED ADR 000375204 13,030 383,342 SH   DFND 2,20 383,342 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 14,023 2,738,815 SH   DFND 13,19,2,20,5,8 2,519,474 2,533 216,808
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 73,992 6,986,947 SH   DFND 12,13,19,2,20,5 6,115,745 3,500 867,702
NEW SR INVT GROUP INC COM 648691103 13,469 1,534,031 SH   DFND 2,20,5 1,449,447 0 84,584
NEW YORK CMNTY BANCORP INC COM 649445103 173,184 15,715,384 SH   DFND 12,13,19,2,20,5,8 14,844,881 15,517 854,986
NEW YORK MTG TR INC COM PAR $.02 649604501 59,281 12,971,736 SH   DFND 19,2,20,5,8 12,072,292 0 899,444
NEW YORK TIMES CO CL A 650111107 165,859 3,808,484 SH   DFND 13,19,2,20,5,8 3,503,647 1,200 303,637
NEWAGE INC COM 650194103 4,391 1,968,914 SH   DFND 2,20,5 1,887,482 0 81,432
NEWATER TECHNOLOGY INC SHS G64335105 102 30,241 SH   DFND 2 30,241 0 0
NEWELL BRANDS INC COM 651229106 524,579 19,047,518 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,360,497 449,973 3,237,048
NEWMARK GROUP INC CL A 65158N102 35,742 2,975,992 SH   DFND 13,19,2,20,5 2,658,680 36,443 280,869
NEWMARKET CORP COM 651587107 66,061 203,973 SH   DFND 13,19,2,20,5,8 183,987 83 19,903
AMPCO-PITTSBURG CORP COM 032037103 220 36,307 SH   DFND 20 36,307 0 0
NEWMONT CORP COM 651639106 2,508,066 39,571,885 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 34,113,303 370,007 5,088,575
NEWPARK RES INC COM PAR $.01NEW 651718504 6,069 1,754,028 SH   DFND 2,20,5 1,685,185 0 68,843
NEWS CORP NEW CL A 65249B109 471,386 18,292,042 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,556,579 426,171 2,309,292
NEWS CORP NEW CL B 65249B208 106,716 4,382,586 SH   DFND 10,12,13,19,2,20,5,6,8 4,045,364 1,000 336,222
NEXA RES S A COM L67359106 537 61,268 SH   DFND 13,2,5 46,520 0 14,748
NEXIMMUNE INC COM 65344D109 1,562 95,714 SH   DFND 2,20 91,400 0 4,314
NEXPOINT REAL ESTATE FIN INC COM 65342V101 274 13,130 SH   DFND 20 13,130 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 64,836 1,179,262 SH   DFND 10,19,2,20,5,8 1,071,597 4,700 102,965
NEXSTAR MEDIA GROUP INC CL A 65336K103 93,541 632,546 SH   DFND 10,12,13,19,2,20,5 549,844 612 82,090
NEXTCURE INC COM 65343E108 414 51,577 SH   DFND 20 51,577 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 29,029 1,439,931 SH   DFND 19,2,20,5 1,315,951 0 123,980
NEXTDECADE CORP COM 65342K105 1,556 376,805 SH   DFND 20 376,805 0 0
NEXTERA ENERGY INC COM 65339F101 7,125,342 97,234,464 SH   DFND 10,11,12,13,19,2,20,5,6,8 86,234,712 1,405,133 9,594,619
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 33,604 602,650 SH   DFND 2 602,650 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 46,118 943,300 SH   DFND 2 943,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 50,020 1,028,800 SH   DFND 2 1,028,800 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 10,229 133,959 SH   DFND 19,20,5 77,040 400 56,519
NEXTGEN HEALTHCARE INC COM 65343C102 30,443 1,835,035 SH   DFND 19,2,20,5 1,707,503 1,604 125,928
NEXTIER OILFIELD SOLUTIONS COM 65290C105 22,713 4,771,678 SH   DFND 19,2,20,5 4,472,284 0 299,394
NGM BIOPHARMACEUTICALS INC COM 62921N105 11,726 594,618 SH   DFND 19,2,20,5 555,381 0 39,237
NI HLDGS INC COM 65342T106 2,721 143,145 SH   DFND 2,20 135,200 0 7,945
AMPHENOL CORP NEW CL A 032095101 1,742,399 25,417,089 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,548,229 613,917 3,254,943
NICE LTD SPONSORED ADR 653656108 25,563 103,301 SH   DFND 1,20 5,036 0 98,265
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 3,915 1,313,000 PRN   DFND 5 1,313,000 0 0
NICOLET BANKSHARES INC COM 65406E102 19,895 282,844 SH   DFND 19,2,20,5 266,172 0 16,672
NIELSEN HLDGS PLC SHS EUR G6518L108 301,110 12,205,530 SH   DFND 10,12,13,19,2,20,5,6,8 10,943,549 5,518 1,256,463
NIKE INC CL B 654106103 8,553,435 55,268,621 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 41,843,442 1,323,507 12,101,672
NIKOLA CORP COM 654110105 71,039 3,933,517 SH   DFND 19,2,20,5 3,569,284 1,600 362,633
NINE ENERGY SERVICE INC COM 65441V101 142 48,468 SH   DFND 20 48,468 0 0
NIO INC SPON ADS 62914V106 1,376,212 25,868,642 SH   DFND 1,10,12,13,19,2,20,5,8 18,872,696 577,066 6,418,880
NISOURCE INC COM 65473P105 463,642 18,924,148 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,503,447 254,765 2,165,936
NISOURCE INC UNIT 12/01/2023 65473P121 18,605 181,000 SH   DFND 2 181,000 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 4,671 2,797,303 SH   DFND 2,20,5 2,679,302 0 118,001
NISUN INTL ENT DVPMT GP CO L COM CL A G6593L106 511 47,737 SH   DFND 1,2 47,737 0 0
NIU TECHNOLOGIES ADS 65481N100 17,934 549,288 SH   DFND 2,20,5 517,688 0 31,600
NKARTA INC COM 65487U108 38,740 1,222,467 SH   DFND 19,2,20,5 1,203,265 0 19,202
NL INDS INC COM NEW 629156407 942 144,986 SH   DFND 2,20 136,363 0 8,623
NLIGHT INC COM 65487K100 28,337 781,064 SH   DFND 19,2,20,5 692,459 0 88,605
NMI HLDGS INC CL A 629209305 82,683 3,678,075 SH   DFND 19,2,20,5 3,517,432 0 160,643
NN INC COM 629337106 5,498 748,039 SH   DFND 2,20,5 712,451 0 35,588
NOAH HLDGS LTD SPON ADS CL A 65487X102 28,955 613,462 SH   DFND 1,10,12,13,19,2,20,5,8 426,917 33,300 153,245
NOKIA CORP SPONSORED ADR 654902204 4,276 803,836 SH   DFND 1,2,20 614,355 0 189,481
NOMAD FOODS LTD USD ORD SHS G6564A105 1,623 57,399 SH   DFND 12,2,20,5,8 57,399 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 1,160 286,416 SH   DFND 2,20 286,416 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 235 46,260 SH   DFND 1,20 1,560 0 44,700
NOODLES & CO COM CL A 65540B105 7,287 583,863 SH   DFND 2,20,5 549,967 0 33,896
NORDIC AMERICAN TANKERS LIMI COM G65773106 8,441 2,573,505 SH   DFND 2,20,5 2,409,968 0 163,537
NORDSON CORP COM 655663102 451,702 2,057,772 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,824,915 52,206 180,651
NORDSTROM INC COM 655664100 137,381 3,756,666 SH   DFND 12,13,19,2,20,5,8 2,920,271 852 835,543
NORFOLK SOUTHN CORP COM 655844108 2,765,671 10,420,371 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,003,589 206,028 1,210,754
NORTHEAST BK LEWISTON ME COM 66405S100 572 19,166 SH   DFND 20 19,166 0 0
NORTHERN OIL AND GAS INC MN COM 665531307 47,166 2,267,567 SH   DFND 19,2,20,5 2,204,500 0 63,067
NORTHERN TECHNOLOGIES INTL C COM 665809109 222 12,784 SH   DFND 20 12,784 0 0
NORTHERN TR CORP COM 665859104 1,095,612 9,418,021 SH   DFND 10,12,13,19,2,20,5,6,8 8,272,151 139,266 1,006,604
AMPLITECH GROUP INC COM NEW 03211Q200 116 25,000 SH   DFND 20 25,000 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 26,794 1,633,808 SH   DFND 19,2,20,5 1,543,049 0 90,759
NORTHRIM BANCORP INC COM 666762109 6,036 141,185 SH   DFND 2,20,5 135,267 0 5,918
NORTHROP GRUMMAN CORP COM 666807102 5,560,687 15,300,571 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,453,790 9,452,932 393,849
NORTHWEST BANCSHARES INC MD COM 667340103 65,442 4,797,835 SH   DFND 19,2,20,5 4,539,444 1,598 256,793
NORTHWEST NAT HLDG CO COM 66765N105 65,688 1,250,722 SH   DFND 19,2,20,5,8 1,201,900 38 48,784
NORTHWEST PIPE CO COM 667746101 5,268 186,473 SH   DFND 2,20,5 176,845 0 9,628
NORTHWESTERN CORP COM NEW 668074305 95,940 1,593,155 SH   DFND 12,13,19,2,20,5,8 1,498,427 700 94,028
NORTONLIFELOCK INC COM 668771108 686,245 25,211,074 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 20,070,343 453,342 4,687,389
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 339,981 11,560,056 SH   DFND 10,12,13,19,2,20,5,6,8 10,399,396 3,537 1,157,123
NORWOOD FINL CORP COM 669549107 284 10,940 SH   DFND 20 10,940 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 226 23,430 SH   DFND 20 23,430 0 0
NOV INC COM 62955J103 369,868 24,142,815 SH   DFND 10,12,13,19,2,20,5,6,8 20,600,609 5,911 3,536,295
NOVA MEASURING INSTRUMENTS L COM M7516K103 513 4,982 SH   DFND 2 4,982 0 0
NOVAGOLD RES INC COM NEW 66987E206 27,395 3,420,152 SH   DFND 2,20,5 3,159,928 0 260,224
NOVAN INC COM NEW 66988N205 612 60,876 SH   DFND 20 60,876 0 0
NOVANTA INC COM 67000B104 93,541 694,129 SH   DFND 13,19,2,20,5 619,860 300 73,969
NOVARTIS AG SPONSORED ADR 66987V109 186,083 2,039,489 SH   DFND 1,2,20 30,086 0 2,009,403
NOVAVAX INC COM NEW 670002401 359,524 1,693,390 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,402,269 41,031 250,090
NOVO-NORDISK A S ADR 670100205 333,765 3,984,306 SH   DFND 1,20 23,874 0 3,960,432
NOVOCURE LTD ORD SHS G6674U108 498,781 2,248,585 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 1,856,929 72,320 319,336
NOW INC COM 67011P100 35,546 3,745,595 SH   DFND 12,19,2,20,5,8 3,506,584 290 238,721
AMYRIS INC COM NEW 03236M200 55,023 3,361,202 SH   DFND 19,2,20,5,8 3,052,552 1,600 307,050
NRG ENERGY INC COM NEW 629377508 474,499 11,774,170 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,308,676 282,430 1,183,064
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 21,683 18,640,000 PRN   DFND 2,5 18,640,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 91,799 1,620,462 SH   DFND 10,12,13,19,2,20,5,8 1,514,249 640 105,573
NUANCE COMMUNICATIONS INC COM 67020Y100 224,360 4,121,240 SH   DFND 12,13,19,2,20,5,8 3,569,691 2,633 548,916
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 14,783 6,569,000 PRN   DFND 2 6,569,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,478 1,965,000 PRN   DFND 2,5 1,965,000 0 0
NUCOR CORP COM 670346105 1,682,386 17,465,148 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,439,920 339,646 1,685,582
NURIX THERAPEUTICS INC COM 67080M103 49,332 1,859,468 SH   DFND 19,2,20,5 1,806,391 0 53,077
NUTANIX INC CL A 67059N108 110,044 2,879,213 SH   DFND 13,19,2,20,5 2,527,833 1,400 349,980
NUTANIX INC NOTE 1/1 67059NAB4 14,554 13,755,000 PRN   DFND 2,5 13,755,000 0 0
ANALOG DEVICES INC COM 032654105 2,194,396 12,746,257 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,996,309 267,088 1,482,860
NUTRIEN LTD COM 67077M108 188,361 3,084,246 SH   DFND 10,2,20 1,262,753 1,821,493 0
NUVASIVE INC COM 670704105 115,349 1,701,816 SH   DFND 13,19,2,20,5 1,592,626 761 108,429
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 11,909 12,014,000 PRN   DFND 2,5 12,014,000 0 0
NUVASIVE INC NOTE 1.000% 6/0 670704AL9 12,550 12,014,000 PRN   DFND 2,5 12,014,000 0 0
NUVATION BIO INC COM CL A 67080N101 8,570 920,505 SH   DFND 19,2,20,5 889,692 0 30,813
NUVVE HOLDING CORP COM 67079Y100 252 18,200 SH   DFND 20 18,200 0 0
NV5 GLOBAL INC COM 62945V109 24,806 262,473 SH   DFND 19,2,20,5 239,222 0 23,251
NVE CORP COM NEW 629445206 11,960 161,515 SH   DFND 2,20,5 156,265 0 5,250
NVENT ELECTRIC PLC SHS G6700G107 135,072 4,323,702 SH   DFND 12,13,19,1,2,20,5 4,005,993 2,864 314,845
NVIDIA CORPORATION COM 67066G104 19,527,743 24,401,854 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,528,449 688,735 3,184,670
ABBOTT LABS COM 002824100 8,317,403 71,745,046 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 61,467,996 1,413,910 8,863,140
ANAPLAN INC COM 03272L108 109,563 2,055,598 SH   DFND 13,19,2,20,5 1,819,950 1,000 234,648
NVR INC COM 62944T105 759,393 152,694 SH   DFND 10,11,12,13,19,2,20,5,6,8 132,772 3,871 16,051
NXP SEMICONDUCTORS N V COM N6596X109 2,233,514 10,829,566 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,273,672 219,448 1,336,446
NXT-ID INC COM NEW 67091J206 246 276,400 SH   DFND 20 276,400 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 48 30,494 SH   DFND 2 30,494 0 0
O-I GLASS INC COM 67098H104 88,590 5,424,980 SH   DFND 12,13,19,2,20,5,8 5,101,434 2,286 321,260
OAK STR HEALTH INC COM 67181A107 88,796 1,516,061 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,236,197 53,000 226,864
OAK VY BANCORP OAKDALE CALIF COM 671807105 187 10,318 SH   DFND 20 10,318 0 0
OASIS PETROLEUM INC COM NEW 674215207 71,228 708,387 SH   DFND 19,2,20,5,8 684,096 0 24,291
OBSEVA SA COM H5861P103 143 47,334 SH   DFND 2 47,334 0 0
OCCIDENTAL PETE CORP COM 674599105 1,738,303 55,572,580 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 51,531,033 597,379 3,444,168
ANAPTYSBIO INC COM 032724106 33,245 1,282,110 SH   DFND 19,2,20,5 1,232,786 0 49,324
OCEAN PWR TECHNOLOGIES INC COM NEW 674870506 315 125,813 SH   DFND 20 125,813 0 0
OCEANEERING INTL INC COM 675232102 64,572 4,147,181 SH   DFND 12,19,2,20,5,8 3,973,003 2,087 172,091
OCEANFIRST FINL CORP COM 675234108 41,177 1,975,875 SH   DFND 19,2,20,5 1,817,423 0 158,452
OCUGEN INC COM 67577C105 87,173 10,855,970 SH   DFND 19,2,20,5 10,534,498 4,400 317,072
OCULAR THERAPEUTIX INC COM 67576A100 24,652 1,738,472 SH   DFND 19,2,20,5 1,615,056 0 123,416
OCUPHIRE PHARMA INC COM 67577R102 288 54,573 SH   DFND 20 54,573 0 0
OCWEN FINL CORP COM NEW 675746606 3,198 103,218 SH   DFND 2,20,5 101,518 0 1,700
ODONATE THERAPEUTICS INC COM 676079106 437 125,138 SH   DFND 20 125,138 0 0
ODYSSEY MARINE EXPL INC COM NEW 676118201 230 36,112 SH   DFND 20 36,112 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 76,300 2,603,201 SH   DFND 10,19,2,20,5,8 2,378,817 11,041 213,343
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 93,085 4,071,973 SH   DFND 19,2,20,5 3,992,915 1,000 78,058
OFG BANCORP COM 67103X102 52,871 2,381,586 SH   DFND 19,2,20,5 2,287,344 111 94,131
OGE ENERGY CORP COM 670837103 180,269 5,357,162 SH   DFND 10,12,13,19,2,20,5,8 4,991,024 2,420 363,718
OI SA SPONSORED ADR NE 670851500 1,099 737,829 SH   DFND 2 737,829 0 0
OIL DRI CORP AMER COM 677864100 3,383 98,976 SH   DFND 13,2,20,5 90,367 0 8,609
OIL STS INTL INC COM 678026105 23,461 2,988,623 SH   DFND 2,20,5 2,915,292 0 73,331
OKTA INC CL A 679295105 652,264 2,665,782 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,177,081 67,725 420,976
OKTA INC NOTE 0.125% 9/0 679295AD7 41,724 28,910,000 PRN   DFND 2,5 28,910,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 28,605 22,973,000 PRN   DFND 2 22,973,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 1,052,941 4,148,705 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,484,756 167,303 496,646
OLD NATL BANCORP IND COM 680033107 151,091 8,579,829 SH   DFND 19,2,20,5 8,224,832 700 354,297
ANDERSONS INC COM 034164103 33,107 1,084,396 SH   DFND 19,2,20,5 1,016,467 1,437 66,492
OLD POINT FINL CORP COM 680194107 1,080 44,500 SH   DFND 20 6,177 0 38,323
OLD REP INTL CORP COM 680223104 583,654 23,430,492 SH   DFND 12,13,19,2,20,5,8 22,850,946 55,486 524,060
OLD SECOND BANCORP INC ILL COM 680277100 6,765 545,563 SH   DFND 2,20,5 477,246 0 68,317
OLEMA PHARMACEUTICALS INC COM 68062P106 5,718 204,356 SH   DFND 2,20,5 191,163 0 13,193
OLIN CORP COM PAR $1 680665205 263,722 5,700,871 SH   DFND 12,13,19,2,20,5,8 3,336,327 2,232,961 131,583
OLLIES BARGAIN OUTLET HLDGS COM 681116109 134,203 1,595,191 SH   DFND 13,19,2,20,5 1,483,969 400 110,822
OLO INC CL A 68134L109 2,516 67,300 SH   DFND 20 67,300 0 0
OLYMPIC STEEL INC COM 68162K106 9,090 309,283 SH   DFND 2,20 299,626 0 9,657
OMEGA FLEX INC COM 682095104 8,551 58,168 SH   DFND 19,2,20,5 52,696 0 5,472
OMEGA HEALTHCARE INVS INC COM 681936100 435,035 11,987,728 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,263,496 210,273 1,513,959
ANGI INC COM CL A NEW 00183L102 10,636 786,722 SH   DFND 19,2,20,5 726,532 0 60,190
OMEROS CORP COM 682143102 20,155 1,358,144 SH   DFND 19,2,20,5 1,241,212 0 116,932
OMNICELL COM COM 68213N109 205,373 1,356,046 SH   DFND 19,2,20,5 1,259,520 602 95,924
OMNICOM GROUP INC COM 681919106 999,577 12,392,550 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,926,410 249,846 1,216,294
ON SEMICONDUCTOR CORP COM 682189105 403,673 10,545,271 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,024,541 499,597 2,021,133
ON24 INC COM 68339B104 5,124 144,407 SH   DFND 2,20,5 135,808 0 8,599
ONCOCYTE CORP COM 68235C107 7,251 1,263,199 SH   DFND 2,20,5 1,184,529 0 78,670
ONCONOVA THERAPEUTICS INC COM NEW 68232V801 798 115,090 SH   DFND 20 115,090 0 0
ONCORUS INC COM 68236R103 3,517 254,839 SH   DFND 2,20,5 249,139 0 5,700
ONCOSEC MED INC COM 68234L306 56 19,929 SH   DFND 20 19,929 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 3,473 731,191 SH   DFND 2,20,5 704,291 0 26,900
ANGIODYNAMICS INC COM 03475V101 51,105 1,883,694 SH   DFND 19,2,20,5 1,819,491 0 64,203
ONDAS HLDGS INC COM NEW 68236H204 461 58,100 SH   DFND 20 58,100 0 0
ONE GAS INC COM 68235P108 124,887 1,684,932 SH   DFND 12,13,19,2,20,5,8 1,570,224 545 114,163
ONE LIBERTY PPTYS INC COM 682406103 14,577 505,389 SH   DFND 19,2,20,5 462,090 4,365 38,934
ONE STOP SYS INC COM 68247W109 69 12,000 SH   DFND 20 12,000 0 0
ONECONNECT FINL TECHNOLOGY C SPONSORED ADS 68248T105 25,540 2,124,773 SH   DFND 10,12,13,19,2,20,5,8 1,690,373 48,600 385,800
ONEMAIN HLDGS INC COM 68268W103 81,095 1,353,608 SH   DFND 10,12,13,19,2,20,5,8 1,190,263 1,100 162,245
ONEOK INC NEW COM 682680103 1,671,764 30,046,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,466,281 330,167 2,249,640
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 351 285,211 SH   DFND 2,20,5 224,043 0 61,168
ONESPAN INC COM 68287N100 33,108 1,296,331 SH   DFND 19,2,20,5 1,222,932 1,012 72,387
ONESPAWORLD HOLDINGS LIMITED COM P73684113 9,201 949,576 SH   DFND 19,2,20,5 882,035 0 67,541
ANGION BIOMEDICA CORP COM 03476J107 1,112 85,405 SH   DFND 2,20 80,906 0 4,499
ONEWATER MARINE INC CL A COM 68280L101 10,648 243,635 SH   DFND 2,20 233,982 0 9,653
ONTO INNOVATION INC COM 683344105 109,429 1,498,202 SH   DFND 19,2,20,5 1,386,017 709 111,476
ONTRAK INC COM 683373104 5,309 163,448 SH   DFND 19,2,20,5 145,950 0 17,498
OOMA INC COM 683416101 8,875 470,568 SH   DFND 2,20,5 445,214 0 25,354
OP BANCORP COM 67109R109 270 26,805 SH   DFND 20 26,805 0 0
OPEN LENDING CORP COM CL A 68373J104 94,265 2,187,630 SH   DFND 19,2,20,5 2,005,122 0 182,508
OPENDOOR TECHNOLOGIES INC COM 683712103 78,128 4,406,540 SH   DFND 19,2,20,5 4,079,488 0 327,052
OPERA LTD SPONSORED ADS 68373M107 197 19,176 SH   DFND 2,20 19,176 0 0
OPGEN INC COM 68373L307 229 101,000 SH   DFND 20 101,000 0 0
OPKO HEALTH INC COM 68375N103 84,229 20,797,208 SH   DFND 13,19,2,20,5 19,923,223 7,225 866,760
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 19,431 1,045,795 SH   DFND 1,2,20,5,8 438,517 0 607,278
OPORTUN FINL CORP COM 68376D104 8,903 444,493 SH   DFND 2,20,5 425,693 0 18,800
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 12,779 251,357 SH   DFND 2,20,5 243,006 0 8,351
OPTIMIZERX CORP COM NEW 68401U204 18,938 305,951 SH   DFND 19,2,20,5 283,211 0 22,740
OPTINOSE INC COM 68404V100 292 93,995 SH   DFND 20 93,995 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 45,991 2,102,935 SH   DFND 19,2,20,5 1,955,889 0 147,046
ORACLE CORP COM 68389X105 5,800,076 74,512,795 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 62,830,065 1,599,245 10,083,485
ORAGENICS INC COM PAR 684023302 321 454,325 SH   DFND 20 454,325 0 0
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 4,709 351,920 SH   DFND 2,20,5 311,964 0 39,956
ORANGE SPONSORED ADR 684060106 246 21,280 SH   DFND 1,20 4,780 0 16,500
ORASURE TECHNOLOGIES INC COM 68554V108 33,222 3,276,368 SH   DFND 19,2,20,5 3,137,779 1,058 137,531
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 255 3,540 SH   DFND 20 3,540 0 0
ORBCOMM INC COM 68555P100 35,467 3,155,461 SH   DFND 19,2,20,5 3,028,825 0 126,636
ORBITAL ENERGY GROUP INC COM 68559A109 408 93,363 SH   DFND 20 93,363 0 0
ORCHARD THERAPEUTICS PLC ADS 68570P101 451 102,832 SH   DFND 2,5 102,832 0 0
ORCHID IS CAP INC COM 68571X103 8,629 1,642,230 SH   DFND 2,20,5 1,553,230 0 89,000
OREILLY AUTOMOTIVE INC COM 67103H107 1,619,771 2,860,724 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,473,706 49,920 337,098
ORGANOGENESIS HLDGS INC COM 68621F102 70,547 4,244,681 SH   DFND 19,2,20,5 4,215,678 0 29,003
ORGANON & CO COMMON STOCK 68622V106 256,763 8,485,235 SH   DFND 1,10,12,13,19,2,20,5,6,8 7,744,965 38,184 702,086
ORGANOVO HLDGS INC COM NEW 68620A203 262 27,831 SH   DFND 20 27,831 0 0
ORGENESIS INC COM NEW 68619K204 418 82,500 SH   DFND 20 82,500 0 0
ORIC PHARMACEUTICALS INC COM 68622P109 22,146 1,251,913 SH   DFND 19,2,20,5 1,208,955 0 42,958
ANI PHARMACEUTICALS INC COM 00182C103 14,021 400,035 SH   DFND 13,19,2,20,5 363,038 0 36,997
ORIGIN BANCORP INC COM 68621T102 18,241 429,616 SH   DFND 19,2,20,5 387,103 0 42,513
ORION ENERGY SYS INC COM 686275108 3,361 586,532 SH   DFND 2,20 586,532 0 0
ORION ENGINEERED CARBONS S A COM L72967109 22,669 1,193,754 SH   DFND 19,2,20,5 1,086,581 0 107,173
ORION GROUP HLDGS INC COM 68628V308 650 112,971 SH   DFND 20 112,971 0 0
ORIX CORP SPONSORED ADR 686330101 8,210 96,975 SH   DFND 2,20 96,975 0 0
ORMAT TECHNOLOGIES INC COM 686688102 74,324 1,068,944 SH   DFND 13,19,2,20,5 970,650 700 97,594
ORRSTOWN FINL SVCS INC COM 687380105 4,453 193,006 SH   DFND 2,20 183,270 0 9,736
ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 45,106 2,106,756 SH   DFND 19,2,20,5 1,940,909 0 165,847
ORTHOFIX MED INC COM 68752M108 32,518 810,724 SH   DFND 19,2,20,5 773,326 859 36,539
ORTHOPEDIATRICS CORP COM 68752L100 26,537 420,021 SH   DFND 19,2,20,5 391,104 0 28,917
111 INC ADS 68247Q102 1,113 122,487 SH   DFND 2,20,5 122,487 0 0
ABBVIE INC COM 00287Y109 8,556,507 75,963,304 SH   DFND 10,11,12,13,19,2,20,5,6,8 65,392,895 1,460,515 9,109,894
ANIKA THERAPEUTICS INC COM 035255108 38,892 898,395 SH   DFND 19,2,20,5 868,697 0 29,698
OSCAR HEALTH INC CL A 687793109 2,756 128,200 SH   DFND 20 128,200 0 0
OSHKOSH CORP COM 688239201 217,977 1,748,851 SH   DFND 12,13,19,2,20,5,8 1,614,660 586 133,605
OSI SYSTEMS INC COM 671044105 68,772 676,624 SH   DFND 19,2,20,5 643,166 0 33,458
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 91 30,284 SH   DFND 20 30,284 0 0
OTIS WORLDWIDE CORP COM 68902V107 1,312,742 16,054,084 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,823,469 296,834 1,933,781
OTONOMY INC COM 68906L105 387 173,400 SH   DFND 20 173,400 0 0
OTTER TAIL CORP COM 689648103 41,420 848,603 SH   DFND 13,19,2,20,5 766,100 0 82,503
OUSTER INC COM 68989M103 7,198 576,320 SH   DFND 2,20,5 533,988 0 42,332
OUTFRONT MEDIA INC COM 69007J106 69,003 2,871,544 SH   DFND 12,13,19,2,20,5,8 2,568,864 12,802 289,878
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 3,343 1,342,514 SH   DFND 2,20,5 1,320,919 0 21,595
ANIXA BIOSCIENCES INC COM 03528H109 90 23,287 SH   DFND 20 23,287 0 0
OUTSET MED INC COM 690145107 46,223 924,827 SH   DFND 19,2,20,5 885,034 0 39,793
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 524 250,518 SH   DFND 20 250,518 0 0
OVERSTOCK COM INC DEL COM 690370101 98,386 1,067,096 SH   DFND 13,19,2,20,5 986,409 500 80,187
OVID THERAPEUTICS INC COM 690469101 613 156,849 SH   DFND 20 156,849 0 0
OVINTIV INC COM 69047Q102 264,934 8,418,614 SH   DFND 12,13,19,2,20,5,8 8,084,657 2,491 331,466
OWENS & MINOR INC NEW COM 690732102 106,759 2,522,074 SH   DFND 12,19,2,20,5,8 2,344,349 900 176,825
OWENS CORNING NEW COM 690742101 450,765 4,604,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,798,080 185,149 621,110
OXFORD INDS INC COM 691497309 53,693 543,232 SH   DFND 19,2,20,5 510,870 41 32,321
OYSTER PT PHARMA INC COM 69242L106 2,408 140,107 SH   DFND 13,2,20 133,151 0 6,956
OZON HLDGS PLC SPONSORED ADS 69269L104 26,002 443,561 SH   DFND 10,12,19,2,20,5,8 354,426 16,844 72,291
ANNALY CAPITAL MANAGEMENT IN COM 035710409 302,607 33,269,236 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,071,251 1,325,989 5,871,996
P A M TRANSN SVCS INC COM 693149106 2,052 38,903 SH   DFND 2,20 37,088 0 1,815
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 10,842 478,533 SH   DFND 13,19,2,20,5 401,891 0 76,642
PACCAR INC COM 693718108 1,317,806 14,765,337 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,698,313 292,066 1,774,958
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 148,748 4,253,575 SH   DFND 13,19,2,20,5 3,895,025 1,700 356,850
PACIFIC MERCANTILE BANCORP COM 694552100 689 80,107 SH   DFND 20 46,928 0 33,179
PACIFIC PREMIER BANCORP COM 69478X105 190,900 4,514,081 SH   DFND 19,2,20,5 4,328,180 900 185,001
PACIRA BIOSCIENCES INC COM 695127100 89,622 1,476,967 SH   DFND 19,2,20,5 1,388,435 1,000 87,532
PACKAGING CORP AMER COM 695156109 606,011 4,442,416 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,860,217 111,432 470,767
PACTIV EVERGREEN INC COM 69526K105 11,456 760,199 SH   DFND 2,20,5 716,099 0 44,100
PACWEST BANCORP DEL COM 695263103 245,240 5,958,208 SH   DFND 12,13,19,2,20,5,8 5,711,480 31,979 214,749
ANNEXON INC COM 03589W102 21,084 936,670 SH   DFND 19,2,20,5 899,442 0 37,228
PAE INC COM CL A 69290Y109 21,151 2,376,542 SH   DFND 19,2,20,5 2,252,642 0 123,900
PAGERDUTY INC COM 69553P100 66,846 1,569,891 SH   DFND 19,2,20,5 1,444,347 0 125,544
PAGSEGURO DIGITAL LTD COM CL A G68707101 22,629 404,664 SH   DFND 10,19,2,20,8 404,664 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 527,919 20,027,285 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,190,407 297,072 2,539,806
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 427 700,015 SH   DFND 20 700,015 0 0
PALISADE BIO INC COM 696389105 115 28,210 SH   DFND 20 28,210 0 0
PALO ALTO NETWORKS INC COM 697435105 788,648 2,125,449 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,707,354 70,545 347,550
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 58,282 42,870,000 PRN   DFND 2 42,870,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 63,642 43,540,000 PRN   DFND 2,5 43,540,000 0 0
PALOMAR HLDGS INC COM 69753M105 51,416 681,373 SH   DFND 19,2,20,5 640,906 0 40,467
ANNOVIS BIO INC COM 03615A108 1,481 17,300 SH   DFND 20 17,300 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 9,221 607,837 SH   DFND 13,2,20,5 399,493 900 207,444
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 72 14,256 SH   DFND 20 14,256 0 0
PAPA JOHNS INTL INC COM 698813102 103,505 991,048 SH   DFND 19,2,20,5 926,012 458 64,578
PAR PAC HOLDINGS INC COM NEW 69888T207 36,929 2,195,513 SH   DFND 19,2,20,5 2,141,230 0 54,283
PAR TECHNOLOGY CORP COM 698884103 29,329 419,352 SH   DFND 19,2,20,5 384,649 0 34,703
PARAMOUNT GROUP INC COM 69924R108 75,341 7,431,051 SH   DFND 10,13,19,2,20,5,8 6,444,619 40,475 945,957
PARATEK PHARMACEUTICALS INC COM 699374302 5,112 749,601 SH   DFND 2,20,5 712,804 0 36,797
PARK AEROSPACE CORP COM 70014A104 10,297 686,485 SH   DFND 13,2,20,5 615,724 0 70,761
PARK CITY GROUP INC COM NEW 700215304 89 16,150 SH   DFND 20 16,150 0 0
PARK HOTELS & RESORTS INC COM 700517105 225,266 10,929,918 SH   DFND 10,12,13,19,2,20,5,8 9,698,489 51,746 1,179,683
ANSYS INC COM 03662Q105 1,178,816 3,396,576 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,919,159 59,815 417,602
PARK NATL CORP COM 700658107 65,605 558,724 SH   DFND 19,2,20,5 528,747 0 29,977
PARK-OHIO HLDGS CORP COM 700666100 5,014 155,994 SH   DFND 2,20,5 146,820 0 9,174
PARKE BANCORP INC COM 700885106 394 20,167 SH   DFND 20 20,167 0 0
PARKER-HANNIFIN CORP COM 701094104 1,781,350 5,800,365 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,980,569 125,093 694,703
PARSONS CORP DEL COM 70202L102 75,264 1,912,196 SH   DFND 19,2,20,5 1,863,592 0 48,604
PARTY CITY HOLDCO INC COM 702149105 27,627 2,961,058 SH   DFND 2,20,5 2,822,314 0 138,744
PASSAGE BIO INC COM 702712100 24,238 1,830,649 SH   DFND 19,2,20,5 1,781,089 0 49,560
PATRICK INDS INC COM 703343103 49,749 681,496 SH   DFND 19,2,20,5 638,181 0 43,315
PATTERSON COS INC COM 703395103 83,724 2,754,971 SH   DFND 12,13,19,2,20,5,8 2,565,285 3,564 186,122
PATTERSON-UTI ENERGY INC COM 703481101 76,910 7,737,392 SH   DFND 12,13,19,2,20,5,8 7,465,305 2,087 270,000
ANTARES PHARMA INC COM 036642106 15,046 3,450,854 SH   DFND 19,2,20,5 3,099,531 0 351,323
PAVMED INC COM 70387R106 7,651 1,195,419 SH   DFND 2,20,5 1,128,918 0 66,501
PAYA HOLDINGS INC COM CL A 70434P103 20,305 1,842,545 SH   DFND 19,2,20,5 1,726,930 0 115,615
PAYCHEX INC COM 704326107 1,426,478 13,294,298 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,200,625 429,719 1,663,954
PAYCOM SOFTWARE INC COM 70432V102 699,786 1,925,292 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,613,204 67,184 244,904
PAYLOCITY HLDG CORP COM 70438V106 181,556 951,550 SH   DFND 13,19,2,20,5 874,908 300 76,342
PAYPAL HLDGS INC COM 70450Y103 13,168,718 45,178,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 38,255,050 1,264,341 5,659,414
PAYSAFE LIMITED ORD G6964L107 32,375 2,673,417 SH   DFND 2,20 2,385,117 0 288,300
PAYSIGN INC COM 70451A104 323 101,484 SH   DFND 20 101,484 0 0
PBF ENERGY INC CL A 69318G106 138,802 9,072,013 SH   DFND 12,13,19,2,20,5,8 8,854,317 1,000 216,696
PC CONNECTION INC COM 69318J100 20,129 435,036 SH   DFND 19,2,20,5 408,017 0 27,019
ANTERIX INC COM 03676C100 14,426 240,469 SH   DFND 19,2,20,5 219,006 0 21,463
PCB BANCORP COM 69320M109 687 42,664 SH   DFND 20 42,664 0 0
PCSB FINL CORP COM 69324R104 5,165 284,256 SH   DFND 13,2,20,5 255,536 0 28,720
PCTEL INC COM 69325Q105 1,663 253,964 SH   DFND 2,20 253,964 0 0
PDC ENERGY INC COM 69327R101 212,264 4,635,602 SH   DFND 12,13,19,2,20,5 4,501,122 1,703 132,777
PDF SOLUTIONS INC COM 693282105 16,901 929,628 SH   DFND 19,2,20,5 877,088 0 52,540
PDL CMNTY BANCORP COM 69290X101 154 11,300 SH   DFND 20 11,300 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 743 59,176 SH   DFND 20 59,176 0 0
PEABODY ENGR CORP COM 704551100 58,067 7,322,491 SH   DFND 12,13,2,20,5 7,287,391 0 35,100
PEAPACK-GLADSTONE FINL CORP COM 704699107 10,492 337,686 SH   DFND 19,2,20,5 310,318 0 27,368
PEARSON PLC SPONSORED ADR 705015105 238 20,530 SH   DFND 1,20 6,230 0 14,300
ANTERO MIDSTREAM CORP COM 03676B102 85,757 8,253,804 SH   DFND 19,2,20,5,8 7,741,140 4,900 507,764
PEBBLEBROOK HOTEL TR COM 70509V100 155,457 6,598,360 SH   DFND 10,12,13,19,2,20,5,8 5,947,885 28,846 621,629
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 20,617 18,200,000 PRN   DFND 2,5 18,200,000 0 0
PEDEVCO CORP COM PAR 70532Y303 97 61,272 SH   DFND 20 61,272 0 0
PEGASYSTEMS INC COM 705573103 84,267 605,280 SH   DFND 19,2,20,5 526,686 426 78,168
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 19,610 16,405,000 PRN   DFND 2,5 16,405,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 696,577 5,616,654 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,581,697 139,533 895,424
PENN NATL GAMING INC COM 707569109 359,902 4,705,213 SH   DFND 10,12,13,19,2,20,5,6,8 4,213,453 3,447 488,313
PENN VA CORP COM 70788V102 13,294 563,063 SH   DFND 2,20,5 545,547 0 17,516
PENNANT GROUP INC COM 70805E109 34,335 839,475 SH   DFND 19,2,20,5 784,050 300 55,125
PENNS WOODS BANCORP INC COM 708430103 397 16,650 SH   DFND 20 16,650 0 0
ANTERO RESOURCES CORP COM 03674X106 199,589 13,279,355 SH   DFND 12,13,19,2,20,5,8 12,925,474 4,100 349,781
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 547 219,547 SH   DFND 20 219,547 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 92,058 1,491,541 SH   DFND 19,2,20,5 1,392,587 700 98,254
PENNYMAC MTG INVT TR COM 70931T103 70,534 3,349,211 SH   DFND 13,19,2,20,5,8 3,162,979 500 185,732
PENSKE AUTOMOTIVE GRP INC COM 70959W103 49,736 658,847 SH   DFND 12,13,19,2,20,5,8 595,516 217 63,114
PENTAIR PLC SHS G7S00T104 631,445 9,356,130 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 7,992,722 307,308 1,056,100
PENUMBRA INC COM 70975L107 244,226 891,142 SH   DFND 13,19,2,20,5 827,950 300 62,892
PEOPLES BANCORP INC COM 709789101 11,305 381,653 SH   DFND 13,19,2,20,5 341,824 0 39,829
PEOPLES BANCORP N C INC COM 710577107 206 8,003 SH   DFND 20 8,003 0 0
PEOPLES FINL SVCS CORP COM 711040105 4,733 111,100 SH   DFND 2,20,5 104,691 0 6,409
PEOPLES UNITED FINANCIAL INC COM 712704105 819,408 47,806,775 SH   DFND 10,12,13,19,2,20,5,6,8 46,441,634 5,418 1,359,723
ABEONA THERAPEUTICS INC COM 00289Y107 483 309,402 SH   DFND 20 309,402 0 0
ANTHEM INC COM 036752103 4,026,415 10,545,874 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,876,740 375,602 1,293,532
PEPSICO INC COM 713448108 8,610,985 58,115,575 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 49,699,006 1,033,758 7,382,811
PERDOCEO ED CORP COM 71363P106 30,134 2,455,887 SH   DFND 19,2,20,5 2,323,432 0 132,455
PERFICIENT INC COM 71375U101 84,083 1,045,550 SH   DFND 19,2,20,5 984,089 0 61,461
PERFORMANCE FOOD GROUP CO COM 71377A103 127,065 2,620,444 SH   DFND 12,13,19,2,20,5,8 2,362,676 900 256,868
PERFORMANT FINL CORP COM 71377E105 337 89,908 SH   DFND 20 89,908 0 0
PERION NETWORK LTD SHS NEW M78673114 493 23,023 SH   DFND 2,20 23,023 0 0
PERKINELMER INC COM 714046109 684,897 4,435,573 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,791,807 78,768 564,998
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 415 58,035 SH   DFND 20 58,035 0 0
PERPETUA RESOURCES CORP COM 714266103 1,488 203,869 SH   DFND 2,20 197,285 0 6,584
PERRIGO CO PLC SHS G97822103 237,800 5,186,468 SH   DFND 10,12,13,19,2,20,5,6,8 4,287,562 2,031 896,875
AON PLC SHS CL A G0403H108 2,229,639 9,338,406 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,106,384 230,597 1,001,425
PERSONALIS INC COM 71535D106 15,354 606,874 SH   DFND 19,2,20,5 553,388 0 53,486
PETCO HEALTH & WELLNESS CO I COM 71601V105 30,204 1,347,776 SH   DFND 19,2,20,5 1,290,558 0 57,218
PETIQ INC COM CL A 71639T106 21,607 559,777 SH   DFND 19,2,20,5 515,271 0 44,506
PETMED EXPRESS INC COM 716382106 31,979 1,004,064 SH   DFND 19,2,20,5 960,708 1,400 41,956
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,110 22,574 SH   DFND 1,5 3,146 0 19,428
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 90,579 7,669,699 SH   DFND 1,10,2,20,5 6,654,092 888,509 127,098
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 81,369 6,653,190 SH   DFND 10,2,20,5,8 5,706,933 806,634 139,623
PFIZER INC COM 717081103 10,908,735 278,568,311 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 195,805,354 6,095,180 76,667,777
PFSWEB INC COM NEW 717098206 452 61,229 SH   DFND 20 61,229 0 0
PG&E CORP COM 69331C108 323,620 31,821,051 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 26,443,467 831,002 4,546,582
APA CORPORATION COM 03743Q108 541,878 25,052,134 SH   DFND 10,12,13,19,2,20,5,6 24,059,388 6,360 986,386
PG&E CORP UNIT 99/99/9999 69331C140 34,746 343,000 SH   DFND 2 343,000 0 0
PGT INNOVATIONS INC COM 69336V101 41,935 1,805,192 SH   DFND 19,2,20,5 1,693,095 0 112,097
PHASEBIO PHARMACEUTICALS INC COM 717224109 294 79,078 SH   DFND 20 79,078 0 0
PHATHOM PHARMACEUTICALS INC COM 71722W107 11,519 340,303 SH   DFND 19,2,20,5 317,115 0 23,188
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 22,513 779,548 SH   DFND 19,2,20,5 707,696 0 71,852
PHILIP MORRIS INTL INC COM 718172109 5,461,957 54,455,514 SH   DFND 10,12,13,19,2,20,5,6,8 49,545,330 1,064,580 3,845,604
PHILLIPS 66 COM 718546104 2,538,864 29,583,596 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,060,446 266,656 2,256,494
PHOTRONICS INC COM 719405102 29,717 2,249,558 SH   DFND 19,2,20,5 2,109,482 140 139,936
PHREESIA INC COM 71944F106 44,245 721,784 SH   DFND 19,2,20,5 643,985 0 77,799
PHUNWARE INC COM 71948P100 433 311,775 SH   DFND 20 311,775 0 0
APARTMENT INCOME REIT CORP COM 03750L109 326,582 6,885,560 SH   DFND 10,12,13,19,2,20,5,8 6,094,864 40,083 750,613
PHX MINERALS INC CL A 69291A100 265 71,103 SH   DFND 20 71,103 0 0
PHYSICIANS RLTY TR COM 71943U104 156,978 8,499,084 SH   DFND 10,19,2,20,5,8 7,679,832 47,849 771,403
PIEDMONT LITHIUM INC COM 72016P105 1,221 15,621 SH   DFND 19,20,5 14,592 0 1,029
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 92,539 5,010,216 SH   DFND 10,12,13,19,2,20,5,8 4,408,748 29,154 572,314
PIERIS PHARMACEUTICALS INC COM 720795103 651 170,087 SH   DFND 20 170,087 0 0
PILGRIMS PRIDE CORP COM 72147K108 27,376 1,234,251 SH   DFND 13,19,2,20,5 1,155,494 0 78,757
PINDUODUO INC NOTE 10/0 722304AB8 4,682 1,550,000 PRN   DFND 5 1,550,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 54,930 53,410,000 PRN   DFND 2,5 53,410,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 1,150,742 9,059,536 SH   DFND 1,10,12,13,19,2,20,5,8 6,071,295 197,400 2,790,841
PING IDENTITY HLDG CORP COM 72341T103 19,587 855,343 SH   DFND 19,2,20,5 768,822 0 86,521
APARTMENT INVT & MGMT CO CL A 03748R747 43,579 6,494,637 SH   DFND 10,13,19,2,20,5,8 5,770,160 34,183 690,294
PINNACLE FINL PARTNERS INC COM 72346Q104 292,115 3,308,590 SH   DFND 13,19,2,20,5,8 3,169,513 1,000 138,077
PINNACLE WEST CAP CORP COM 723484101 532,900 6,501,157 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,741,847 123,168 636,142
PINTEREST INC CL A 72352L106 914,316 11,580,956 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,422,040 361,295 1,797,621
PIONEER BANCORP INC MD COM 723561106 2,128 177,027 SH   DFND 2,20 141,676 0 35,351
PIONEER NAT RES CO COM 723787107 2,475,270 15,178,632 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,970,469 155,593 1,052,570
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 56,517 35,464,000 PRN   DFND 2,5 35,464,000 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 85 17,728 SH   DFND 20 17,728 0 0
PIPER SANDLER COMPANIES COM 724078100 69,620 537,361 SH   DFND 19,2,20,5 502,604 0 34,757
PITNEY BOWES INC COM 724479100 52,607 5,998,470 SH   DFND 12,13,19,2,20,5,8 5,613,550 3,874 381,046
PIXELWORKS INC COM NEW 72581M305 430 126,051 SH   DFND 20 126,051 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 123,048 1,946,968 SH   DFND 19,2,20,5 1,824,553 600 121,815
PJT PARTNERS INC COM CL A 69343T107 36,019 504,608 SH   DFND 19,2,20,5 456,805 0 47,803
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 5,659 473,913 SH   DFND 19,20,5 308,645 1,200 164,068
PLANET FITNESS INC CL A 72703H101 89,919 1,194,941 SH   DFND 13,19,2,20,5 1,037,574 800 156,567
PLANTRONICS INC NEW COM 727493108 50,745 1,216,039 SH   DFND 19,2,20,5 1,128,458 211 87,370
PLAYA HOTELS & RESORTS NV SHS N70544106 4,182 562,863 SH   DFND 19,20,5 466,371 0 96,492
PLAYAGS INC COM 72814N104 5,165 521,762 SH   DFND 2,20,5 486,457 0 35,305
PLAYTIKA HLDG CORP COM 72815L107 26,125 1,095,847 SH   DFND 10,2,20 1,035,857 0 59,990
PLBY GROUP INC COM 72814P109 8,299 213,393 SH   DFND 19,2,20,5 196,932 0 16,461
PLDT INC SPONSORED ADR 69344D408 678 25,816 SH   DFND 2,20,5 25,816 0 0
PLEXUS CORP COM 729132100 87,286 954,886 SH   DFND 19,2,20,5,8 893,158 186 61,542
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 4,685 2,500,000 PRN   DFND 5 2,500,000 0 0
PLIANT THERAPEUTICS INC COM 729139105 11,211 385,008 SH   DFND 19,2,20,5 350,331 0 34,677
PLUG POWER INC COM NEW 72919P202 428,243 12,525,390 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,946,017 274,792 3,304,581
PLUM ACQUISITION CORP I UNIT 03/15/2026 G7134L100 108 10,883 SH   DFND 20 0 0 10,883
PLUMAS BANCORP COM 729273102 253 7,885 SH   DFND 20 7,885 0 0
PLURISTEM THERAPEUTICS INC COM NEW 72940R300 156 39,408 SH   DFND 2 39,408 0 0
PLUS THERAPEUTICS INC COM NEW 72941H400 88 34,214 SH   DFND 20 34,214 0 0
PLX PHARMA INC COM 72942A107 982 71,140 SH   DFND 20 71,140 0 0
PLYMOUTH INDL REIT INC COM 729640102 9,085 449,096 SH   DFND 2,20,5 419,996 0 29,100
PMV PHARMACEUTICALS INC COM 69353Y103 33,664 985,488 SH   DFND 2,20,5 964,447 0 21,041
PNC FINL SVCS GROUP INC COM 693475105 3,654,492 19,157,536 SH   DFND 10,12,13,19,2,20,5,6,8 16,736,296 308,053 2,113,187
API GROUP CORP COM STK 00187Y100 63,975 3,062,472 SH   DFND 19,2,20,5 2,787,108 0 275,364
PNM RES INC COM 69349H107 128,296 2,630,637 SH   DFND 12,13,19,2,20,5,8 2,445,689 1,065 183,883
POINTS INTL LTD COM NEW 730843208 330 19,205 SH   DFND 13,2 17,505 0 1,700
POLAR PWR INC COM 73102V105 288 30,751 SH   DFND 20 30,751 0 0
POLARIS INC COM 731068102 431,855 3,153,148 SH   DFND 12,13,19,2,20,5 3,046,160 590 106,398
POLARITYTE INC COM 731094108 280 274,553 SH   DFND 20 274,553 0 0
POLYMET MNG CORP COM NEW 731916409 819 226,864 SH   DFND 2,20 220,400 0 6,464
POOL CORP COM 73278L105 756,052 1,648,393 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,384,831 63,258 200,304
POPULAR INC COM NEW 733174700 221,060 2,926,354 SH   DFND 12,13,19,2,20,5,8 2,762,768 1,367 162,219
PORCH GROUP INC COM 733245104 21,126 1,092,344 SH   DFND 19,2,20,5 1,077,227 0 15,117
PORTAGE BIOTECH INC COM G7185A128 974 46,453 SH   DFND 2,20,5 44,138 0 2,315
APOGEE ENTERPRISES INC COM 037598109 52,606 1,291,588 SH   DFND 19,2,20,5,8 888,827 328 402,433
PORTLAND GEN ELEC CO COM NEW 736508847 93,501 2,010,128 SH   DFND 12,13,19,2,20,5,8 1,796,815 1,400 211,913
POSCO SPONSORED ADR 693483109 47,583 619,813 SH   DFND 1,2,20,5,8 597,583 11,418 10,812
POSEIDA THERAPEUTICS INC COM 73730P108 5,150 513,992 SH   DFND 2,20,5 490,292 0 23,700
POSHMARK INC COM CL A 73739W104 2,221 46,523 SH   DFND 19,20,5 45,623 0 900
POST HLDGS INC COM 737446104 162,373 1,496,941 SH   DFND 12,13,19,2,20,5,8 1,382,749 623 113,569
POSTAL REALTY TRUST INC CL A 73757R102 2,475 135,691 SH   DFND 2,20 133,091 0 2,600
POTBELLY CORP COM 73754Y100 905 114,520 SH   DFND 20 114,520 0 0
POTLATCHDELTIC CORPORATION COM 737630103 109,534 2,060,843 SH   DFND 19,2,20,5,8 1,920,007 653 140,183
POWELL INDS INC COM 739128106 11,169 360,882 SH   DFND 2,20,5 351,890 0 8,992
POWER INTEGRATIONS INC COM 739276103 178,687 2,177,515 SH   DFND 19,2,20,5 2,052,534 400 124,581
APOLLO COML REAL EST FIN INC COM 03762U105 74,833 4,591,471 SH   DFND 19,2,20,5,8 4,278,902 1,600 310,969
POWERFLEET INC COM 73931J109 7,033 976,768 SH   DFND 2,20 976,768 0 0
PPD INC COM 69355F102 128,159 2,780,618 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,228,664 65,036 486,918
PPG INDS INC COM 693506107 1,969,907 11,603,389 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,063,369 282,622 1,257,398
PPL CORP COM 69351T106 1,163,763 41,017,118 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,584,097 551,824 4,881,197
PQ GROUP HLDGS INC COM 73943T103 14,385 936,519 SH   DFND 19,2,20,5 837,764 0 98,755
PRA GROUP INC COM 69354N106 54,543 1,417,814 SH   DFND 19,2,20,5,8 1,326,486 634 90,694
PRA HEALTH SCIENCES INC COM 69354M108 152,273 921,691 SH   DFND 13,19,2,20,5,8 908,681 900 12,110
PRAXIS PRECISION MEDICINES I COM 74006W108 6,422 351,313 SH   DFND 19,2,20,5 334,819 0 16,494
PRECIGEN INC COM 74017N105 37,282 5,718,162 SH   DFND 19,2,20,5 5,578,064 1,500 138,598
PRECIPIO INC COM 74019L503 466 128,342 SH   DFND 20 128,342 0 0
ABERCROMBIE & FITCH CO CL A 002896207 110,409 2,377,971 SH   DFND 12,19,2,20,5,8 2,244,599 8,830 124,542
APOLLO ENDOSURGERY INC COM 03767D108 258 31,900 SH   DFND 20 31,900 0 0
PRECISION BIOSCIENCES INC COM 74019P108 34,886 2,786,461 SH   DFND 19,2,20,5 2,682,697 0 103,764
PREDICTIVE ONCOLOGY INC COM NEW 74039M200 391 298,632 SH   DFND 20 298,632 0 0
PREFERRED APT CMNTYS INC COM 74039L103 11,071 1,115,452 SH   DFND 2,20,5 1,069,152 0 46,300
PREFERRED BK LOS ANGELES CA COM NEW 740367404 39,577 625,524 SH   DFND 19,2,20,5 597,004 0 28,520
PREFORMED LINE PRODS CO COM 740444104 3,872 52,045 SH   DFND 2,20 49,451 0 2,594
PRELUDE THERAPEUTICS INC COM 74065P101 30,125 1,052,216 SH   DFND 2,20,5 1,041,345 0 10,871
PREMIER FINANCIAL CORP COM 74052F108 22,069 776,800 SH   DFND 19,2,20,5 665,888 0 110,912
PREMIER FINL BANCORP INC COM 74050M105 3,511 208,363 SH   DFND 13,2,20,5 197,323 0 11,040
PREMIER INC CL A 74051N102 66,393 1,908,388 SH   DFND 12,19,2,20,5,8 1,647,823 1,400 259,165
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 95,437 1,831,801 SH   DFND 19,2,20,5 1,734,316 300 97,185
APOLLO GLOBAL MGMT INC COM CL A 03768E105 226,772 3,645,848 SH   DFND 10,12,13,19,2,20,5,6,8 2,984,484 99,827 561,537
PRICE T ROWE GROUP INC COM 74144T108 2,431,617 12,101,729 SH   DFND 10,12,13,19,2,20,5,6,8 10,463,699 419,599 1,218,431
PRICELINE GRP INC COM 09857L108 3,520,733 1,609,044 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,381,148 30,097 197,799
PRICELINE GRP INC NOTE 0.750% 5/0 09857LAN8 31,631 22,322,000 PRN   DFND 2,5 22,322,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 29,438 26,985,000 PRN   DFND 2,5 26,985,000 0 0
PRICESMART INC COM 741511109 78,578 863,401 SH   DFND 19,2,20,5,8 819,342 365 43,694
PRIMERICA INC COM 74164M108 163,500 1,067,652 SH   DFND 12,13,19,2,20,5 992,813 300 74,539
PRIMIS FINANCIAL CORP COM 74167B109 5,676 371,977 SH   DFND 2,20 321,867 0 50,110
PRIMO WATER CORPORATION COM 74167P108 36,440 2,178,149 SH   DFND 19,2,20,5 2,018,628 0 159,521
PRIMORIS SVCS CORP COM 74164F103 30,235 1,025,273 SH   DFND 19,2,20,5,8 917,009 1,300 106,964
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 832,772 13,178,859 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,661,342 216,618 1,300,899
APOLLO MED HLDGS INC COM NEW 03763A207 47,403 754,703 SH   DFND 19,2,20,5 697,763 0 56,940
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 854 111,737 SH   DFND 2,20 105,678 0 6,059
PRIVIA HEALTH GROUP INC COM 74276R102 14,728 331,945 SH   DFND 2,20,5 306,516 0 25,429
PRO-DEX INC COLO COM NEW 74265M205 354 11,573 SH   DFND 20 11,573 0 0
PROASSURANCE CORP COM 74267C106 41,246 1,809,068 SH   DFND 13,19,2,20,5,8 1,697,371 648 111,049
PROCESSA PHARMACEUTICALS INC COM NEW 74275C205 136 16,600 SH   DFND 20 16,600 0 0
PROCTER AND GAMBLE CO COM 742718109 14,047,998 104,113,232 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 83,725,304 1,966,791 18,421,137
PROFESSIONAL DVRSTY NTWORK I COM NEW 74312Y202 38 23,600 SH   DFND 20 23,600 0 0
PROFESSIONAL HLDG CORP CL A COM 743139107 670 37,173 SH   DFND 20 30,657 0 6,516
PROFIRE ENERGY INC COM 74316X101 85 75,067 SH   DFND 20 75,067 0 0
PROG HOLDINGS INC COM NPV 74319R101 98,472 2,045,965 SH   DFND 19,2,20,5 1,910,967 804 134,194
APPFOLIO INC COM CL A 03783C100 55,007 389,568 SH   DFND 19,2,20,5 353,821 200 35,547
PROGENITY INC COM 74319F107 365 102,120 SH   DFND 20 102,120 0 0
PROGRESS SOFTWARE CORP COM 743312100 68,770 1,486,929 SH   DFND 10,19,2,20,5 1,400,435 500 85,994
PROGRESSIVE CORP COM 743315103 2,625,177 26,730,238 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,112,966 679,718 2,937,554
PROGYNY INC COM 74340E103 90,187 1,528,587 SH   DFND 19,2,20,5 1,416,653 0 111,934
PROLOGIS INC. COM 74340W103 5,064,758 42,372,276 SH   DFND 10,11,12,13,19,2,20,5,6,8 35,679,702 684,756 6,007,818
PROMETHEUS BIOSCIENCES INC COM 74349U108 3,826 155,801 SH   DFND 2,20,5 153,362 0 2,439
PROOFPOINT INC COM 743424103 155,027 892,192 SH   DFND 13,19,2,20,5 783,162 500 108,530
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 30,613 24,464,000 PRN   DFND 2,5 24,464,000 0 0
PROPETRO HLDG CORP COM 74347M108 32,674 3,566,983 SH   DFND 19,2,20,5 3,417,240 0 149,743
PROPHASE LABS INC COM 74345W108 86 13,795 SH   DFND 20 13,795 0 0
APPHARVEST INC COM 03783T103 15,283 955,196 SH   DFND 19,2,20,5 874,222 0 80,974
PROQR THRAPEUTICS N V SHS EURO N71542109 494 73,273 SH   DFND 2 73,273 0 0
PROS HOLDINGS INC COM 74346Y103 38,741 850,132 SH   DFND 19,2,20,5 763,700 800 85,632
PROSIGHT GLOBAL INC COM 74349J103 1,496 117,246 SH   DFND 2,20 111,246 0 6,000
PROSPERITY BANCSHARES INC COM 743606105 502,162 6,946,599 SH   DFND 12,13,19,2,20,5,8 6,777,342 793 168,464
PROTAGENIC THERAPEUTICS INC COM 74365N103 285 98,800 SH   DFND 20 98,800 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 65,283 1,454,620 SH   DFND 19,2,20,5 1,380,027 0 74,593
PROTARA THERAPEUTICS INC COM STK 74365U107 101 10,359 SH   DFND 20 10,359 0 0
PROTHENA CORP PLC SHS G72800108 63,156 1,228,479 SH   DFND 19,2,20,5 1,168,421 94 59,964
PROTO LABS INC COM 743713109 82,842 902,422 SH   DFND 13,19,2,20,5 845,463 300 56,659
PROVENTION BIO INC COM 74374N102 11,198 1,328,337 SH   DFND 19,2,20,5 1,232,116 0 96,221
APPIAN CORP CL A 03782L101 108,783 789,712 SH   DFND 13,19,2,20,5 717,079 900 71,733
PROVIDENT BANCORP INC COM NEW 74383L105 3,679 225,594 SH   DFND 2,20 213,263 0 12,331
PROVIDENT FINL HLDGS INC COM 743868101 1,008 58,356 SH   DFND 20 54,247 0 4,109
PROVIDENT FINL SVCS INC COM 74386T105 72,120 3,150,729 SH   DFND 19,2,20,5,8 2,989,563 300 160,866
PRUDENTIAL BANCORP INC NEW COM 74431A101 181 13,066 SH   DFND 20 13,066 0 0
PRUDENTIAL FINL INC COM 744320102 1,932,077 18,855,048 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,331,220 378,294 2,145,534
PRUDENTIAL PLC ADR 74435K204 700 18,364 SH   DFND 20 18,364 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 151,071 1,020,200 SH   DFND 10,19,2,20,5,8 920,547 4,448 95,205
PSYCHEMEDICS CORP COM NEW 744375205 110 15,862 SH   DFND 20 15,862 0 0
PTC INC COM 69370C100 569,917 4,034,527 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,408,123 77,304 549,100
PTC THERAPEUTICS INC COM 69366J200 100,477 2,377,027 SH   DFND 19,2,20,5 2,244,516 300 132,211
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 126,491 8,283,670 SH   DFND 10,12,13,19,2,20,5,8 7,294,110 45,758 943,802
PUBLIC STORAGE COM 74460D109 2,981,496 9,915,515 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,061,974 300,234 1,553,307
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,554,528 26,021,552 SH   DFND 10,11,12,13,19,2,20,5,6,8 22,210,733 387,544 3,423,275
PUBMATIC INC COM CL A 74467Q103 1,443 36,943 SH   DFND 19,20,5 35,943 0 1,000
PULMATRIX INC COM NEW 74584P202 288 276,823 SH   DFND 20 276,823 0 0
PULMONX CORP COM 745848101 26,075 590,994 SH   DFND 19,2,20,5 568,699 0 22,295
PULSE BIOSCIENCES INC COM 74587B101 3,995 243,619 SH   DFND 2,20,5 232,168 0 11,451
PULTE GROUP INC COM 745867101 699,526 12,786,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,998,428 499,604 1,288,307
PUMA BIOTECHNOLOGY INC COM 74587V107 14,041 1,529,520 SH   DFND 13,19,2,20,5 1,465,788 1,000 62,732
PURE CYCLE CORP COM NEW 746228303 4,941 357,539 SH   DFND 2,20,5 337,644 0 19,895
PURE STORAGE INC CL A 74624M102 74,271 3,802,901 SH   DFND 19,2,20,5 3,324,507 2,000 476,394
APPLE INC COM 037833100 85,268,550 622,579,947 SH   DFND 10,11,12,13,19,2,20,5,6,8 519,186,831 15,968,460 87,424,656
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 15,675 14,958,000 PRN   DFND 2,5 14,958,000 0 0
PURECYCLE TECHNOLOGIES INC COM 74623V103 16,289 688,748 SH   DFND 2,20,5 644,992 0 43,756
PURPLE INNOVATION INC COM 74640Y106 25,415 962,315 SH   DFND 19,2,20,5 877,670 0 84,645
PUXIN LTD ADS 74704P108 80 44,833 SH   DFND 2 44,833 0 0
PVH CORPORATION COM 693656100 245,534 2,282,128 SH   DFND 10,12,13,19,2,20,5,6,8 2,038,007 819 243,302
PYROGENESIS CDA INC COM 74734T104 4,584 876,391 SH   DFND 2 876,391 0 0
PZENA INVT MGMT INC CLASS A 74731Q103 3,264 296,439 SH   DFND 2,20 276,760 0 19,679
Q2 HLDGS INC COM 74736L109 109,511 1,067,567 SH   DFND 19,2,20,5 965,469 500 101,598
QAD INC CL A 74727D306 23,721 272,587 SH   DFND 19,2,20,5 247,542 0 25,045
QAD INC CL B 74727D207 371 4,307 SH   DFND 20 4,307 0 0
APPLIED DNA SCIENCES INC COM 03815U300 279 41,161 SH   DFND 20 41,161 0 0
QCR HOLDINGS INC COM 74727A104 20,980 435,720 SH   DFND 19,2,20,5 405,635 0 30,085
QIAGEN NV SHS NEW N72482123 98,813 2,042,433 SH   DFND 2,20,8 1,824,573 0 217,860
QIWI PLC SPON ADR REP B 74735M108 3,022 283,480 SH   DFND 2,20 283,480 0 0
QORVO INC COM 74736K101 942,996 4,819,812 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,060,490 163,026 596,296
QTS RLTY TR INC COM CL A 74736A103 207,277 2,665,148 SH   DFND 10,19,2,20,5,8 2,319,703 15,174 330,271
QUAD / GRAPHICS INC COM CL A 747301109 515 124,002 SH   DFND 20 124,002 0 0
QUAKER CHEM CORP COM 747316107 97,789 412,283 SH   DFND 19,2,20,5 384,133 108 28,042
QUALCOMM INC COM 747525103 6,790,125 47,506,647 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,514,206 927,592 6,064,849
QUALIGEN THERAPEUTICS INC COM 74754R103 208 104,314 SH   DFND 20 104,314 0 0
QUALTRICS INTL INC COM CL A 747601201 11,400 298,040 SH   DFND 10,19,2,20 298,040 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 598 152,820 SH   DFND 20 152,820 0 0
QUALYS INC COM 74758T303 113,160 1,123,850 SH   DFND 19,2,20,5 1,055,647 400 67,803
QUANEX BLDG PRODS CORP COM 747619104 28,920 1,164,232 SH   DFND 19,2,20,5,8 1,100,997 0 63,235
QUANTA SVCS INC COM 74762E102 419,180 4,625,198 SH   DFND 10,12,13,19,2,20,5,6,8 4,162,329 1,698 461,171
QUANTERIX CORP COM 74766Q101 32,459 553,347 SH   DFND 19,2,20,5 505,709 0 47,638
QUANTUM CORP COM NEW 747906501 5,349 776,283 SH   DFND 2,20 735,283 0 41,000
QUANTUMSCAPE CORP COM CL A 74767V109 47,959 1,639,073 SH   DFND 19,2,20 1,526,198 0 112,875
QUDIAN INC ADR 747798106 12,766 5,297,214 SH   DFND 13,2,20,5 5,129,403 0 167,811
QUEST DIAGNOSTICS INC COM 74834L100 819,442 6,209,302 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,252,678 202,057 754,567
QUEST RESOURCE HLDG CORP COM NEW 74836W203 189 29,785 SH   DFND 20 29,785 0 0
QUICKLOGIC CORP COM NEW 74837P405 208 28,708 SH   DFND 20 28,708 0 0
ABIOMED INC COM 003654100 610,235 1,955,193 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,598,823 66,107 290,263
APPLIED INDL TECHNOLOGIES IN COM 03820C105 117,521 1,290,590 SH   DFND 19,2,20,5,8 1,208,141 295 82,154
QUIDEL CORP COM 74838J101 133,292 1,040,370 SH   DFND 13,19,2,20,5 966,458 405 73,507
QUINSTREET INC COM 74874Q100 29,527 1,589,170 SH   DFND 19,2,20,5 1,493,163 0 96,007
QUMU CORP COM 749063103 138 48,000 SH   DFND 20 48,000 0 0
QUOTIENT LTD SHS G73268107 8,524 2,341,707 SH   DFND 19,1,2,20,5 2,237,117 0 104,590
QUOTIENT TECHNOLOGY INC COM 749119103 33,701 3,117,542 SH   DFND 19,2,20,5 2,941,985 0 175,557
QURATE RETAIL INC COM SER A 74915M100 94,994 7,256,984 SH   DFND 10,12,13,19,2,20,5,8 6,532,857 5,279 718,848
QUTOUTIAO INC ADS REP SHS A 74915J107 1,582 850,735 SH   DFND 2,20,5 755,135 12,000 83,600
R1 RCM INC COM 749397105 90,747 4,080,338 SH   DFND 19,2,20,5 3,857,965 0 222,373
RA MED SYS INC COM 74933X203 45 10,300 SH   DFND 20 10,300 0 0
RACKSPACE TECHNOLOGY INC COM 750102105 18,250 930,672 SH   DFND 19,2,20,5 849,601 0 81,071
APPLIED MATLS INC COM 038222105 5,726,370 40,213,269 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,818,499 1,574,451 4,820,319
RADA ELECTR INDS LTD COM PAR NEW M81863124 17,635 1,447,866 SH   DFND 2 1,447,866 0 0
RADIAN GROUP INC COM 750236101 131,513 5,910,681 SH   DFND 12,13,19,2,20,5 5,491,667 1,653 417,361
RADIANT LOGISTICS INC COM 75025X100 5,045 727,952 SH   DFND 2,20,5 690,119 0 37,833
RADIUS GLOBAL INFRASTRCTRE I COM CL A 750481103 12,447 858,385 SH   DFND 19,2,20,5 793,641 0 64,744
RADIUS HEALTH INC COM NEW 750469207 42,452 2,327,416 SH   DFND 19,2,20,5 2,238,703 0 88,713
RADNET INC COM 750491102 48,537 1,440,695 SH   DFND 19,2,20,5 1,356,110 0 84,585
RADWARE LTD ORD M81873107 15,089 490,236 SH   DFND 19,2,20,5 366,444 500 123,292
RAFAEL HLDGS INC COM CL B 75062E106 8,704 170,493 SH   DFND 2,20,5 161,842 0 8,651
RAIN THERAPEUTICS INC COM 75082Q105 1,385 89,135 SH   DFND 2,20 87,000 0 2,135
RALPH LAUREN CORP CL A 751212101 221,855 1,872,587 SH   DFND 10,12,13,19,2,20,5,6,8 1,390,997 688 480,902
APPLIED MOLECULAR TRANS INC COM 03824M109 55,339 1,209,861 SH   DFND 19,2,20,5 1,180,762 0 29,099
RAMBUS INC DEL COM 750917106 113,088 4,769,627 SH   DFND 19,2,20,5 4,559,935 485 209,207
RANDOLPH BANCORP INC COM 752378109 395 19,083 SH   DFND 20 7,506 0 11,577
RANGE RES CORP COM 75281A109 288,452 17,210,740 SH   DFND 12,13,19,2,20,5,8 13,785,576 5,410 3,419,754
RANPAK HOLDINGS CORP COM CL A 75321W103 16,012 639,726 SH   DFND 19,2,20,5 587,335 0 52,391
RAPID7 INC COM 753422104 110,261 1,165,175 SH   DFND 19,2,20,5 1,061,326 500 103,349
RAPT THERAPEUTICS INC COM 75382E109 8,598 270,456 SH   DFND 19,2,20,5 254,490 0 15,966
RAVEN INDS INC COM 754212108 70,518 1,218,982 SH   DFND 19,2,20,5 1,142,332 0 76,650
RAYMOND JAMES FINL INC COM 754730109 731,949 5,618,045 SH   DFND 10,12,13,19,2,20,5,6,8 4,852,500 155,300 610,245
RAYONIER ADVANCED MATLS INC COM 75508B104 13,608 2,034,079 SH   DFND 2,20,5 1,982,476 0 51,603
RAYONIER INC COM 754907103 130,808 3,640,629 SH   DFND 12,13,19,2,20,5,8 3,382,946 1,214 256,469
APPLIED OPTOELECTRONICS INC COM 03823U102 3,651 431,039 SH   DFND 2,20 431,039 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 12,167,945 142,632,109 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 52,612,859 63,093,075 26,926,175
RBB BANCORP COM 74930B105 6,167 254,607 SH   DFND 2,20,5 242,662 0 11,945
RBC BEARINGS INC COM 75524B104 96,289 482,843 SH   DFND 13,19,2,20,5 431,742 200 50,901
RCI HOSPITALITY HLDGS INC COM 74934Q108 10,367 156,601 SH   DFND 2,20,5 150,143 0 6,458
RE MAX HLDGS INC CL A 75524W108 19,447 583,463 SH   DFND 19,2,20,5 547,169 0 36,294
READING INTL INC CL A 755408101 170 24,376 SH   DFND 20 24,376 0 0
READY CAPITAL CORP COM 75574U101 35,639 2,188,008 SH   DFND 19,2,20,5 2,056,454 0 131,554
REALNETWORKS INC COM NEW 75605L708 274 117,548 SH   DFND 20 117,548 0 0
REALOGY HLDGS CORP COM 75605Y106 72,343 3,970,546 SH   DFND 12,13,19,2,20,5,8 3,736,708 1,100 232,738
REALTY INCOME CORP COM 756109104 1,872,016 27,952,354 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,767,933 333,957 2,850,464
APPLIED THERAPEUTICS INC COM 03828A101 5,913 284,569 SH   DFND 19,2,20,5 255,820 0 28,749
REATA PHARMACEUTICALS INC CL A 75615P103 83,430 589,489 SH   DFND 13,19,2,20,5 536,142 200 53,147
RECRO PHARMA INC COM 75629F109 232 100,355 SH   DFND 20 100,355 0 0
RECURSION PHARMACEUTICALS IN CL A 75629V104 13,776 377,432 SH   DFND 2,20,5 347,678 0 29,754
RED RIVER BANCSHARES INC COM 75686R202 3,985 78,902 SH   DFND 2,20,5 74,701 0 4,201
RED ROBIN GOURMET BURGERS IN COM 75689M101 16,717 504,894 SH   DFND 2,20,5 487,935 0 16,959
RED ROCK RESORTS INC CL A 75700L108 51,615 1,214,463 SH   DFND 2,20,5,8 1,088,248 400 125,815
RED VIOLET INC COM 75704L104 286 12,139 SH   DFND 20 12,139 0 0
REDFIN CORP COM 75737F108 124,040 1,956,162 SH   DFND 19,2,20,5 1,764,119 900 191,143
REDHILL BIOPHARMA LTD SPONSORED ADS 757468103 754 109,594 SH   DFND 1,2 24,594 0 85,000
REDWOOD TR INC COM 758075402 47,390 3,926,249 SH   DFND 19,2,20,5,8 3,652,018 2,059 272,172
APPLOVIN CORP COM CL A 03831W108 6,577 87,500 SH   DFND 20 87,500 0 0
REEDS INC COM 758338107 229 224,560 SH   DFND 20 224,560 0 0
REGAL BELOIT CORP COM 758750103 142,527 1,067,541 SH   DFND 10,13,19,2,20,5,8 984,554 398 82,589
REGENCY CTRS CORP COM 758849103 667,995 10,332,526 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,820,706 143,814 1,368,006
REGENERON PHARMACEUTICALS COM 75886F107 2,522,767 4,516,716 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,758,574 125,099 633,043
REGENXBIO INC COM 75901B107 87,952 2,263,881 SH   DFND 13,19,2,20,5 2,185,344 500 78,037
REGIONAL HEALTH PPTYS INC COM 75903M309 748 54,495 SH   DFND 20 54,495 0 0
REGIONAL MGMT CORP COM 75902K106 7,643 164,233 SH   DFND 2,20,5 155,326 0 8,907
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,307,274 64,275,594 SH   DFND 10,12,13,19,2,20,5,6,8 57,454,356 1,177,956 5,643,282
REGIS CORP MINN COM 758932107 7,089 757,323 SH   DFND 2,20,5 724,309 0 33,014
REGULUS THERAPEUTICS INC COM NEW 75915K200 144 176,494 SH   DFND 20 176,494 0 0
APREA THERAPEUTICS INC COM 03836J102 199 40,832 SH   DFND 20 40,832 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 299,892 2,630,635 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,336,893 45,198 248,544
REKOR SYSTEMS INC COM 759419104 8,519 838,440 SH   DFND 19,2,20,5 816,365 0 22,075
RELAY THERAPEUTICS INC COM 75943R102 81,162 2,218,160 SH   DFND 19,2,20,5 2,148,244 0 69,916
RELIANCE STEEL & ALUMINUM CO COM 759509102 341,553 2,263,439 SH   DFND 12,13,19,2,20,5,8 2,144,743 552 118,144
RELIANT BANCORP INC COM 75956B101 7,017 253,065 SH   DFND 13,2,20,5 227,983 0 25,082
RELMADA THERAPEUTICS INC COM 75955J402 9,928 310,164 SH   DFND 19,2,20,5 284,478 0 25,686
RELX PLC SPONSORED ADR 759530108 1,198 44,910 SH   DFND 20 44,910 0 0
REMARK HLDGS INC COM 75955K102 607 326,532 SH   DFND 20 326,532 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 371,596 2,496,951 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,926,565 34,052 536,334
RENASANT CORP COM 75970E107 111,750 2,793,755 SH   DFND 19,2,20,5 2,693,035 385 100,335
APRIA INC COM 03836A101 3,567 127,375 SH   DFND 2,20,5 118,994 0 8,381
RENEO PHARMACEUTICALS INC COM 75974E103 568 60,915 SH   DFND 2,20 59,500 0 1,415
RENESOLA LTD SPONSORED ADS 75971T301 14,865 1,633,503 SH   DFND 1,2,20,5 1,578,747 0 54,756
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 186,392 2,989,934 SH   DFND 19,2,20,5,8 2,900,468 400 89,066
RENT A CTR INC NEW COM 76009N100 107,852 2,021,853 SH   DFND 19,2,20,5 1,904,681 130 117,042
REPARE THERAPEUTICS INC COM 760273102 470 15,083 SH   DFND 19,2,20,5 13,418 0 1,665
REPAY HLDGS CORP COM CL A 76029L100 38,353 1,595,366 SH   DFND 19,2,20,5 1,478,583 0 116,783
REPLIGEN CORP COM 759916109 261,698 1,310,980 SH   DFND 13,19,2,20,5 1,203,796 1,100 106,084
REPLIMUNE GROUP INC COM 76029N106 64,688 1,683,711 SH   DFND 19,2,20,5 1,633,448 0 50,263
REPRO MED SYS INC COM 759910102 299 64,652 SH   DFND 20 64,652 0 0
REPUBLIC BANCORP INC KY CL A 760281204 9,912 213,375 SH   DFND 19,2,20,5 195,033 666 17,676
APTARGROUP INC COM 038336103 325,036 2,307,838 SH   DFND 12,13,19,2,20,5,6,8 2,173,378 610 133,850
REPUBLIC FIRST BANCORP INC COM 760416107 3,408 854,052 SH   DFND 2,20,5 802,586 0 51,466
REPUBLIC SVCS INC COM 760759100 1,132,006 10,251,161 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,404,859 234,895 1,611,407
RESEARCH FRONTIERS INC COM 760911107 267 112,497 SH   DFND 20 112,497 0 0
RESHAPE LIFESCIENCES INC COM 76090R101 550 109,999 SH   DFND 20 109,999 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 197,097 6,569,905 SH   DFND 1,12,13,19,2,20,5,8 6,311,549 1,670 256,686
RESMED INC COM 761152107 1,528,315 6,199,556 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,190,411 182,200 826,945
RESOLUTE FST PRODS INC COM 76117W109 4,157 315,021 SH   DFND 20,5,8 315,021 0 0
RESONANT INC COM 76118L102 569 177,366 SH   DFND 13,20 169,366 0 8,000
RESOURCES CONNECTION INC COM 76122Q105 18,502 1,288,411 SH   DFND 19,2,20,5 1,221,509 743 66,159
RESTAURANT BRANDS INTL INC COM 76131D103 2,014 30,999 SH   DFND 20,8 30,999 0 0
APTEVO THERAPEUTICS INC COM NEW 03835L207 246 10,973 SH   DFND 20 10,973 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 109,861 6,182,666 SH   DFND 10,19,2,20,5,8 5,628,772 26,154 527,740
RETAIL PPTYS AMER INC CL A 76131V202 129,747 11,258,950 SH   DFND 10,12,13,19,2,20,5,8 10,228,986 56,690 973,274
RETAIL VALUE INC COM 76133Q102 10,852 498,953 SH   DFND 13,2,20,5 475,186 0 23,767
RETRACTABLE TECHNOLOGIES INC COM 76129W105 3,375 291,960 SH   DFND 2,20,5 280,828 0 11,132
REV GROUP INC COM 749527107 9,069 576,186 SH   DFND 19,2,20,5 520,662 0 55,524
REVANCE THERAPEUTICS INC COM 761330109 42,576 1,436,444 SH   DFND 19,2,20,5 1,313,550 0 122,894
REVLON INC CL A NEW 761525609 1,782 138,805 SH   DFND 2,20 127,235 0 11,570
REVOLUTION MEDICINES INC COM 76155X100 74,544 2,348,590 SH   DFND 19,2,20,5 2,253,057 0 95,533
REVOLVE GROUP INC CL A 76156B107 60,127 872,669 SH   DFND 19,2,20,5 813,336 0 59,333
REX AMERICAN RES CORP COM 761624105 19,893 220,592 SH   DFND 19,2,20,5 211,700 0 8,892
ABM INDS INC COM 000957100 216,802 4,867,879 SH   DFND 12,19,2,20,5,8 4,727,112 676 140,091
APTINYX INC COM 03836N103 366 129,502 SH   DFND 20 129,502 0 0
REXFORD INDL RLTY INC COM 76169C100 344,439 6,022,863 SH   DFND 10,19,2,20,5,8 5,342,193 30,175 650,495
REXNORD CORP COM 76169B102 117,190 2,341,936 SH   DFND 13,19,2,20,5 2,096,612 800 244,524
REYNOLDS CONSUMER PRODS INC COM 76171L106 21,614 712,170 SH   DFND 19,2,20,5 657,214 0 54,956
RF INDS LTD COM PAR $0.01 749552105 197 26,388 SH   DFND 20 26,388 0 0
RGC RES INC COM 74955L103 323 12,818 SH   DFND 20 12,818 0 0
RH COM 74967X103 354,141 521,563 SH   DFND 13,19,2,20,5 489,908 100 31,555
RH NOTE 9/1 74967XAD5 32,140 10,047,000 PRN   DFND 2,5 10,047,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 42,667 2,179,087 SH   DFND 19,2,20,5 2,114,819 0 64,268
RIBBON COMMUNICATIONS INC COM 762544104 13,091 1,720,285 SH   DFND 19,2,20,5 1,552,046 2,643 165,596
RICHARDSON ELECTRS LTD COM 763165107 452 54,395 SH   DFND 20 54,395 0 0
APTIV PLC SHS G6095L109 1,652,578 10,503,896 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,945,112 215,364 1,343,420
RICHMOND MUT BANCORPORATION COM 76525P100 429 28,769 SH   DFND 20 28,769 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 46,403 10,691,924 SH   DFND 19,2,20,5 10,319,602 0 372,322
RILEY EXPLORATION PERMIAN IN COM 76665T102 2,340 80,742 SH   DFND 2,20,5 68,913 0 11,829
RIMINI STR INC DEL COM 76674Q107 3,205 520,235 SH   DFND 2,20 498,582 0 21,653
RING ENERGY INC COM 76680V108 1,020 342,126 SH   DFND 20 342,126 0 0
RINGCENTRAL INC CL A 76680R206 507,846 1,747,697 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,384,036 42,362 321,299
RINGCENTRAL INC NOTE 3/0 76680RAF4 27,566 24,890,000 PRN   DFND 2,5 24,890,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,276 15,214 SH   DFND 1,20 4,603 0 10,611
RIOT BLOCKCHAIN INC COM 767292105 75,331 1,999,762 SH   DFND 19,2,20,5 1,860,354 2,600 136,808
RITE AID CORP COM 767754872 27,694 1,698,994 SH   DFND 12,13,19,2,20,5,8 1,577,117 1,202 120,675
APYX MEDICAL CORPORATION COM 03837C106 5,262 510,346 SH   DFND 2,20 489,045 0 21,301
RIVERVIEW BANCORP INC COM 769397100 605 85,394 SH   DFND 13,20 36,589 0 48,805
RLI CORP COM 749607107 480,775 4,596,754 SH   DFND 12,13,19,2,20,5,6 1,902,878 2,599,270 94,606
RLJ LODGING TR COM 74965L101 97,716 6,411,861 SH   DFND 10,13,19,2,20,5,8 5,645,704 36,383 729,774
RLX TECHNOLOGY INC SPONSORED ADS 74969N103 23,957 2,744,223 SH   DFND 10,12,13,19,2,20,5,8 2,392,223 137,000 215,000
RMR GROUP INC CL A 74967R106 12,561 325,078 SH   DFND 19,2,20,5 293,814 893 30,371
ROBERT HALF INTL INC COM 770323103 463,610 5,210,853 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,181,518 212,604 816,731
ROCKET COS INC COM CL A 77311W101 87,988 4,547,164 SH   DFND 10,19,2,20,5,6,8 4,357,212 1,100 188,852
ROCKET PHARMACEUTICALS INC COM 77313F106 77,990 1,760,900 SH   DFND 19,2,20,5 1,681,517 0 79,383
ROCKWELL AUTOMATION INC COM 773903109 1,358,380 4,749,247 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,029,149 124,446 595,652
ROCKWELL MED INC COM 774374102 173 190,377 SH   DFND 20 190,377 0 0
AQUA METALS INC COM 03837J101 695 231,524 SH   DFND 20 231,524 0 0
ROCKY BRANDS INC COM 774515100 7,555 135,873 SH   DFND 2,20 128,163 0 7,710
ROGERS COMMUNICATIONS INC CL B 775109200 5,908 110,280 SH   DFND 2,20 110,280 0 0
ROGERS CORP COM 775133101 119,872 596,970 SH   DFND 19,2,20,5 558,750 168 38,052
ROKU INC COM CL A 77543R102 1,094,685 2,383,636 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,947,079 63,172 373,385
ROLLINS INC COM 775711104 376,677 11,013,937 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,037,418 328,035 2,648,484
ROMEO POWER INC COM 776153108 13,031 1,600,866 SH   DFND 19,2,20,5 1,505,669 0 95,197
ROOT INC COM CL A 77664L108 1,982 183,142 SH   DFND 20 183,142 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,026,271 4,309,382 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,717,082 72,342 519,958
ROSS ACQUISITION CORP II UNIT 99/99/9999 G7641C122 109 10,883 SH   DFND 20 0 0 10,883
ROSS STORES INC COM 778296103 1,977,539 15,947,899 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,902,378 251,121 1,794,400
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 4,574 853,358 SH   DFND 2,20,5 823,084 0 30,274
ROYAL CARIBBEAN GROUP COM V7780T103 709,155 8,315,603 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,129,844 134,012 1,051,747
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 18,882 467,376 SH   DFND 1,2,20 81,672 0 385,704
ROYAL GOLD INC COM 780287108 284,948 2,497,354 SH   DFND 13,19,2,20,5 2,339,525 599 157,230
ROYALTY PHARMA PLC SHS CLASS A G7709Q104 199,524 4,867,634 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,074,508 117,660 675,466
RPC INC COM 749660106 10,744 2,170,500 SH   DFND 19,2,20,5 2,040,300 0 130,200
RPM INTL INC COM 749685103 505,101 5,695,768 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,087,518 89,992 518,258
RPT REALTY SH BEN INT 74971D101 58,209 4,458,985 SH   DFND 10,19,2,20,5,8 4,079,759 17,121 362,105
RUBIUS THERAPEUTICS INC COM 78116T103 59,568 2,440,295 SH   DFND 19,2,20,5 2,379,127 1,000 60,168
RUMBLEON INC COM CL B 781386305 280 6,920 SH   DFND 20 6,920 0 0
RUSH ENTERPRISES INC CL A 781846209 39,691 917,914 SH   DFND 10,19,2,20,5 846,710 150 71,054
AQUESTIVE THERAPEUTICS INC COM 03843E104 277 69,877 SH   DFND 20 69,877 0 0
RUSH ENTERPRISES INC CL B 781846308 6,279 164,620 SH   DFND 10,12,19,2,20,5 138,564 0 26,056
RUSH STREET INTERACTIVE INC COM 782011100 11,124 907,381 SH   DFND 19,2,20,5 830,465 0 76,916
RUTHS HOSPITALITY GROUP INC COM 783332109 25,595 1,111,395 SH   DFND 19,2,20,5 1,030,740 9,000 71,655
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 16,812 155,365 SH   DFND 1,2,20,6,8 74,709 0 80,656
RYDER SYS INC COM 783549108 121,217 1,630,800 SH   DFND 10,12,13,19,2,20,5,8 1,528,150 831 101,819
RYERSON HLDG CORP COM 783754104 4,359 298,585 SH   DFND 2,20 287,437 0 11,148
RYMAN HOSPITALITY PPTYS INC COM 78377T107 168,082 2,128,700 SH   DFND 10,13,19,2,20,5,8 1,845,847 14,679 268,174
S & T BANCORP INC COM 783859101 51,358 1,640,823 SH   DFND 19,2,20,5 1,562,358 536 77,929
S&P GLOBAL INC COM 78409V104 4,502,912 10,970,672 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,565,801 170,563 1,234,308
S&W SEED CO COM 785135104 165 45,326 SH   DFND 20 45,326 0 0
ARAMARK COM 03852U106 183,563 4,927,874 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,946,277 160,276 821,321
SABINE RTY TR UNIT BEN INT 785688102 826 20,493 SH   DFND 2 20,493 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 158,138 8,688,892 SH   DFND 10,19,2,20,5,8 7,844,171 48,883 795,838
SABRE CORP COM 78573M104 100,035 8,015,618 SH   DFND 12,13,19,2,20,5,8 7,431,524 3,300 580,794
SACHEM CAP CORP COM 78590A109 555 103,779 SH   DFND 20 103,779 0 0
SAFE BULKERS INC COM Y7388L103 3,776 941,630 SH   DFND 2,20 893,830 0 47,800
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 679 87,445 SH   DFND 20,5 87,445 0 0
SAFEHOLD INC COM 78645L100 54,794 696,516 SH   DFND 10,19,2,20,5,8 629,383 3,800 63,333
SAFETY INS GROUP INC COM 78648T100 40,014 511,163 SH   DFND 13,19,2,20,5 476,619 5,300 29,244
SAGA COMMUNICATIONS INC CL A NEW 786598300 441 20,202 SH   DFND 20 20,202 0 0
SAGE THERAPEUTICS INC COM 78667J108 75,941 1,336,758 SH   DFND 13,19,2,20,5 1,234,524 800 101,434
ARAVIVE INC COM 03890D108 191 31,987 SH   DFND 20 31,987 0 0
SAIA INC COM 78709Y105 184,645 881,401 SH   DFND 13,19,2,20,5,8 819,193 300 61,908
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 141,502 2,770,742 SH   DFND 19,2,20,5 2,589,533 900 180,309
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 19,512 10,433,000 PRN   DFND 2,5 10,433,000 0 0
SALARIUS PHARMACEUTICALS INC COM NEW 79400X107 151 142,552 SH   DFND 20 142,552 0 0
SALEM MEDIA GROUP INC CL A 794093104 154 60,403 SH   DFND 20 60,403 0 0
SALESFORCE COM INC COM 79466L302 10,115,062 41,409,350 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,502,486 545,448 10,361,416
SALISBURY BANCORP INC COM 795226109 292 5,750 SH   DFND 20 5,750 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 95,492 4,326,790 SH   DFND 12,13,19,2,20,5,8 4,097,640 646 228,504
SANA BIOTECHNOLOGY INC COM 799566104 38,857 1,976,442 SH   DFND 2,20,5 1,942,184 0 34,258
SANARA MEDTECH INC COM 79957L100 222 6,000 SH   DFND 20 6,000 0 0
ARBOR REALTY TRUST INC COM 038923108 41,854 2,348,732 SH   DFND 19,2,20,5 2,113,067 1,900 233,765
SANDERSON FARMS INC COM 800013104 147,319 783,738 SH   DFND 12,19,2,20,5,8 734,879 144 48,715
SANDRIDGE ENERGY INC COM NEW 80007P869 841 133,842 SH   DFND 20 133,842 0 0
SANDY SPRING BANCORP INC COM 800363103 58,328 1,321,726 SH   DFND 19,2,20,5 1,239,470 0 82,256
SANFILIPPO JOHN B & SON INC COM 800422107 27,080 305,743 SH   DFND 19,2,20,5 284,041 0 21,702
SANGAMO THERAPEUTICS INC COM 800677106 71,750 5,994,166 SH   DFND 19,2,20,5 5,753,314 100 240,752
SANMINA CORPORATION COM 801056102 91,406 2,346,138 SH   DFND 12,19,2,20,5,8 2,214,192 833 131,113
SANOFI SPONSORED ADR 80105N105 3,792 72,002 SH   DFND 1,2,20 50,493 0 21,509
SANTANDER CONSUMER USA HLDGS COM 80283M101 31,955 879,807 SH   DFND 12,13,19,2,20,5,8 809,253 0 70,554
SAP SE SPON ADR 803054204 27,797 197,897 SH   DFND 1,20 12,668 0 185,229
SAPIENS INTL CORP N V SHS G7T16G103 10,601 403,546 SH   DFND 2,20,5 368,807 0 34,739
ARBUTUS BIOPHARMA CORP COM 03879J100 3,503 1,156,094 SH   DFND 2,20,5 1,139,178 0 16,916
SAREPTA THERAPEUTICS INC COM 803607100 131,096 1,686,345 SH   DFND 12,13,19,2,20,5,8 1,522,074 1,700 162,571
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 19,265 14,530,000 PRN   DFND 2,5 14,530,000 0 0
SATSUMA PHARMACEUTICALS INC COM 80405P107 130 18,410 SH   DFND 20 18,410 0 0
SAUL CTRS INC COM 804395101 19,824 436,180 SH   DFND 19,2,20,5 403,813 0 32,367
SAVARA INC COM 805111101 399 234,649 SH   DFND 20 234,649 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,401,145 4,396,440 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,627,412 63,457 705,571
SCANSOURCE INC COM 806037107 24,337 865,168 SH   DFND 19,2,20,5 812,920 1,058 51,190
SCHLUMBERGER LTD COM STK 806857108 2,773,803 86,310,919 SH   DFND 10,11,12,13,19,2,20,5,6,8 78,559,116 1,104,570 6,647,233
SCHNEIDER NATIONAL INC CL B 80689H102 29,800 1,363,917 SH   DFND 19,2,20,5 1,264,954 0 98,963
SCHNITZER STEEL INDS INC CL A 806882106 75,847 1,546,326 SH   DFND 19,2,20,5 1,500,007 314 46,005
ABRAXAS PETE CORP COM NEW 003830304 100 30,928 SH   DFND 20 30,928 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 344 159,937 SH   DFND 20 159,937 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 50,270 1,739,440 SH   DFND 19,2,20,5 1,686,561 0 52,879
SCHOLASTIC CORP COM 807066105 37,824 998,261 SH   DFND 19,2,20,5 946,410 73 51,778
SCHRODINGER INC COM 80810D103 62,938 832,406 SH   DFND 19,2,20,5 753,119 400 78,887
SCHWAB CHARLES CORP COM 808513105 4,767,106 65,473,231 SH   DFND 10,12,13,19,2,20,5,6,8 57,372,464 834,858 7,265,909
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 82,462 1,450,000 SH   DFND 2 1,450,000 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 884 19,299 SH   DFND 1 19,299 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 6,526 104,403 SH   DFND 20 104,403 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 53,112 1,315,299 SH   DFND 19,2,20,5 1,270,183 64 45,052
SCIENCE APPLICATIONS INTL CO COM 808625107 130,701 1,489,814 SH   DFND 1,12,13,2,20,5 1,388,433 833 100,548
SCIENTIFIC GAMES CORP COM 80874P109 172,546 2,228,122 SH   DFND 13,19,2,20,5 2,066,288 700 161,134
ARCA BIOPHARMA INC COM 00211Y506 241 69,037 SH   DFND 20 69,037 0 0
SCIPLAY CORPORATION CL A 809087109 4,135 243,945 SH   DFND 2,20 243,945 0 0
SCORPIO TANKERS INC SHS Y7542C130 17,361 787,348 SH   DFND 2,20,5,1 732,980 0 54,368
SCOTTS MIRACLE-GRO CO CL A 810186106 213,428 1,112,070 SH   DFND 13,19,2,20,5,8 1,032,457 385 79,228
SCRIPPS E W CO OHIO CL A NEW 811054402 38,602 1,893,179 SH   DFND 19,2,20,5 1,786,315 1,039 105,825
SCULPTOR CAP MGMT COM CL A 811246107 8,650 351,768 SH   DFND 2,20,5 330,268 0 21,500
SCYNEXIS INC COM NEW 811292200 529 71,936 SH   DFND 20 71,936 0 0
SEA LTD NOTE 1.000%12/0 81141RAD2 87,127 15,887,000 PRN   DFND 2,5 15,887,000 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 95,216 30,810,000 PRN   DFND 2,5 30,810,000 0 0
SEA LTD SPONSORD ADS 81141R100 501,210 1,825,238 SH   DFND 1,10,12,13,19,2,20,5,6,8 673,394 8,100 1,143,744
SEABOARD CORP DEL COM 811543107 15,193 3,927 SH   DFND 19,2,20,5 3,383 1 543
ARCADIA BIOSCIENCES INC COM NEW 039014204 108 36,300 SH   DFND 20 36,300 0 0
SEACHANGE INTL INC COM 811699107 188 145,896 SH   DFND 20 145,896 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 79,515 2,328,402 SH   DFND 19,2,20,5 2,225,598 0 102,804
SEACOR MARINE HLDGS INC COM 78413P101 359 81,387 SH   DFND 20 81,387 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 824,241 9,373,834 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,749,721 316,506 1,307,607
SEAGEN INC COM 81181C104 507,845 3,216,653 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,667,546 80,770 468,337
SEALED AIR CORP NEW COM 81211K100 445,012 7,510,757 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,265,279 124,350 1,121,128
SEASPINE HLDGS CORP COM 81255T108 9,973 486,235 SH   DFND 2,20,5 460,713 0 25,522
SEAWORLD ENTMT INC COM 81282V100 50,876 1,018,750 SH   DFND 19,2,20,5,8 912,671 0 106,079
SECOND SIGHT MED PRODS INC COM NEW 81362J209 456 92,394 SH   DFND 20 92,394 0 0
SECUREWORKS CORP CL A 81374A105 3,091 166,836 SH   DFND 2,20 159,912 0 6,924
ARCBEST CORP COM 03937C105 66,027 1,134,677 SH   DFND 19,2,20,5,8 1,084,089 1,000 49,588
SECURITY NATL FINL CORP CL A NEW 814785309 235 26,908 SH   DFND 20 26,908 0 0
SEELOS THERAPEUTICS INC COM 81577F109 3,109 1,177,766 SH   DFND 2,20,5 1,156,663 0 21,103
SEER INC COM CL A 81578P106 9,253 282,291 SH   DFND 19,2,20,5 256,096 0 26,195
SEI INVTS CO COM 784117103 366,324 5,911,314 SH   DFND 10,12,13,19,2,20,5,6,8 5,236,922 184,087 490,305
SELECT BANCORP INC NEW COM 81617L108 793 49,207 SH   DFND 20 41,077 0 8,130
SELECT ENERGY SVCS INC CL A COM 81617J301 7,680 1,271,449 SH   DFND 19,2,20,5 1,178,505 0 92,944
SELECT INTERIOR CONCEPTS INC CL A 816120307 555 59,048 SH   DFND 20 59,048 0 0
SELECT MED HLDGS CORP COM 81619Q105 152,485 3,608,254 SH   DFND 19,2,20,5,8 3,392,507 2,000 213,747
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 12,169 150,287 SH   DFND 2 150,287 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 63,504 1,178,844 SH   DFND 1,12,2,20 1,004,913 0 173,931
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 3,541 113,996 SH   DFND 2,20 113,996 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 21,992 599,399 SH   DFND 2 599,399 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,324 29,864 SH   DFND 12 29,864 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,590 14,507 SH   DFND 2 14,507 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 4,719 67,445 SH   DFND 2 67,445 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 85,318 833,185 SH   DFND 1,2,20 740,540 0 92,645
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 141,509 1,719,214 SH   DFND 1,12,2,20 1,495,524 0 223,690
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 201,484 1,364,512 SH   DFND 1,12,2,20 1,222,156 0 142,356
SELECTA BIOSCIENCES INC COM 816212104 5,905 1,412,594 SH   DFND 2,20,5 1,278,654 0 133,940
SELECTIVE INS GROUP INC COM 816300107 158,087 1,948,087 SH   DFND 12,13,19,2,20,5 1,827,241 741 120,105
SELECTQUOTE INC COM 816307300 50,055 2,598,899 SH   DFND 19,2,20,5 2,408,012 0 190,887
ARCH CAP GROUP LTD ORD G0450A105 346,923 8,909,177 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,310,589 287,893 1,310,695
SELLAS LIFE SCIENCES GROUP I COM NEW 81642T209 416 37,468 SH   DFND 20 37,468 0 0
SEMPRA ENERGY COM 816851109 2,240,483 16,911,861 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,026,625 226,593 1,658,643
SEMRUSH HLDGS INC CL A COM 81686C104 681 29,600 SH   DFND 20 29,600 0 0
SEMTECH CORP COM 816850101 161,706 2,350,374 SH   DFND 13,19,2,20,5,8 2,211,283 651 138,440
SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 4,753 277,940 SH   DFND 10,2 277,940 0 0
SENECA FOODS CORP NEW CL A 817070501 11,942 233,798 SH   DFND 2,20,5 223,621 0 10,177
SENESTECH INC COM NEW 81720R208 40 24,800 SH   DFND 20 24,800 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 198,887 3,430,867 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,738,301 105,579 586,987
SENSEI BIOTHERAPEUTICS INC COM 81728A108 976 100,000 SH   DFND 2,20 95,000 0 5,000
SENSEONICS HLDGS INC COM 81727U105 39,443 10,271,559 SH   DFND 19,2,20,5 9,599,944 8,800 662,815
ARCH RESOURCES INC CL A 03940R107 73,292 1,286,280 SH   DFND 2,20,5 1,276,594 0 9,686
SENSIENT TECHNOLOGIES CORP COM 81725T100 111,270 1,285,466 SH   DFND 13,19,2,20,5,8 1,199,026 760 85,680
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323207 126 20,910 SH   DFND 2 20,910 0 0
SERES THERAPEUTICS INC COM 81750R102 82,623 3,464,273 SH   DFND 19,2,20,5 3,353,793 1,000 109,480
SERITAGE GROWTH PPTYS CL A 81752R100 20,436 1,110,638 SH   DFND 19,2,20,5,8 980,310 300 130,028
SERVICE CORP INTL COM 817565104 233,973 4,365,976 SH   DFND 12,13,19,2,20,5,8 4,058,851 2,037 305,088
SERVICE PPTYS TR COM SH BEN INT 81761L102 115,092 9,134,314 SH   DFND 10,12,13,19,2,20,5,8 8,354,552 37,329 742,433
SERVICENOW INC COM 81762P102 4,172,153 7,591,945 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,525,290 114,661 951,994
SERVICESOURCE INTL INC COM 81763U100 342 242,833 SH   DFND 20 242,833 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 130,655 1,916,342 SH   DFND 19,2,20,5 1,823,127 0 93,215
SESEN BIO INC COM 817763105 63,182 13,675,800 SH   DFND 2,20,5 13,430,718 0 245,082
ARCHER DANIELS MIDLAND CO COM 039483102 1,893,957 31,253,416 SH   DFND 10,11,12,13,19,2,20,5,6,8 27,381,204 787,560 3,084,652
SEVERN BANCORP INC ANNAPOLIS COM 81811M100 150 12,565 SH   DFND 20 11,383 0 1,182
SFL CORPORATION LTD SHS G7738W106 11,663 1,524,638 SH   DFND 2,20,5 1,414,875 0 109,763
SG BLOCKS INC COM NEW 78418A505 262 47,706 SH   DFND 20 47,706 0 0
SHAKE SHACK INC CL A 819047101 118,464 1,106,935 SH   DFND 19,2,20,5 1,034,120 400 72,415
SHARPS COMPLIANCE CORP COM 820017101 2,310 224,235 SH   DFND 2,20 206,576 0 17,659
SHARPSPRING INC COM 820054104 582 34,458 SH   DFND 20 34,458 0 0
SHATTUCK LABS INC COM 82024L103 25,654 884,914 SH   DFND 2,20,5 862,922 0 21,992
SHENANDOAH TELECOMMUNICATION COM 82312B106 78,728 1,622,926 SH   DFND 19,2,20,5 1,499,428 900 122,598
SHERWIN WILLIAMS CO COM 824348106 3,060,581 11,233,551 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,647,921 224,869 1,360,761
SHIFT TECHNOLOGIES INC CL A 82452T107 19,128 2,229,358 SH   DFND 2,20,5 2,138,424 0 90,934
ARCHROCK INC COM 03957W106 46,488 5,217,477 SH   DFND 19,2,20,5,8 4,965,005 2,651 249,821
SHIFT4 PMTS INC CL A 82452J109 57,481 613,330 SH   DFND 13,19,2,20,5 546,805 0 66,525
SHIFTPIXY INC COM NEW 82452L203 222 94,179 SH   DFND 20 94,179 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,741 48,561 SH   DFND 2,20,5,8 25,861 0 22,700
SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 53,634 1,510,807 SH   DFND 19,2,20,5 1,439,125 0 71,682
SHOCKWAVE MED INC COM 82489T104 129,950 684,923 SH   DFND 13,19,2,20,5 625,797 200 58,926
SHOE CARNIVAL INC COM 824889109 27,294 381,250 SH   DFND 19,2,20,5 361,164 0 20,086
SHOPIFY INC CL A 82509L107 31,246 21,387 SH   DFND 1,2 21,387 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 31,448 24,175,000 PRN   DFND 2,5 24,175,000 0 0
SHORE BANCSHARES INC COM 825107105 845 50,461 SH   DFND 13,20 30,294 0 20,167
SHOTSPOTTER INC COM 82536T107 7,750 158,900 SH   DFND 19,2,20,5 146,404 0 12,496
ARCIMOTO INC COM 039587100 7,927 461,154 SH   DFND 2,20,5 418,375 0 42,779
SHUTTERSTOCK INC COM 825690100 81,937 834,646 SH   DFND 19,2,20,5,8 784,356 0 50,290
SHYFT GROUP INC COM 825698103 24,995 668,144 SH   DFND 19,2,20,5 602,452 0 65,692
SI-BONE INC COM 825704109 27,052 859,613 SH   DFND 19,2,20,5 813,411 0 46,202
SIEBERT FINL CORP COM 826176109 64 13,400 SH   DFND 20 13,400 0 0
SIENTRA INC COM 82621J105 6,958 874,084 SH   DFND 2,20,5 829,991 0 44,093
SIERRA BANCORP COM 82620P102 7,481 293,967 SH   DFND 13,2,20,5 246,144 0 47,823
SIFY TECHNOLOGIES LTD SPONSORED ADS 82655M107 76 21,123 SH   DFND 20 21,123 0 0
SIGA TECHNOLOGIES INC COM 826917106 6,895 1,097,875 SH   DFND 19,2,20,5 1,000,839 0 97,036
SIGILON THERAPEUTICS INC COM 82657L107 1,378 128,428 SH   DFND 2,20 122,778 0 5,650
SIGMA LABS INC COM 826598500 51 13,170 SH   DFND 20 13,170 0 0
AC IMMUNE SA SHS H00263105 220 27,709 SH   DFND 2,20 27,709 0 0
ARCO PLATFORM LTD COM CL A G04553106 300 9,773 SH   DFND 2 9,773 0 0
SIGMATRON INTL INC COM 82661L101 147 29,329 SH   DFND 20 29,329 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 474,451 1,931,409 SH   DFND 12,13,19,2,20,5,8 1,825,722 599 105,088
SIGNET JEWELERS LIMITED SHS G81276100 155,979 1,930,671 SH   DFND 12,13,19,2,20,5,8 1,819,152 659 110,860
SIGNIFY HEALTH INC CL A COM 82671G100 13,133 431,581 SH   DFND 19,2,20,5 406,025 0 25,556
SILGAN HOLDINGS INC COM 827048109 85,425 2,058,429 SH   DFND 19,2,20,5,8 1,881,730 484 176,215
SILICOM LTD ORD M84116108 255 5,795 SH   DFND 2 5,795 0 0
SILICON LABORATORIES INC COM 826919102 240,768 1,571,081 SH   DFND 13,19,2,20,5 1,469,834 505 100,742
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 16,568 11,929,000 PRN   DFND 2 11,929,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 5,483 85,540 SH   DFND 10,13,19,2,20,5 80,740 0 4,800
SILK RD MED INC COM 82710M100 39,474 824,785 SH   DFND 19,2,20,5 774,190 0 50,595
ARCONIC CORPORATION COM 03966V107 207,326 5,820,490 SH   DFND 12,13,19,2,20,5,8 5,559,809 891 259,790
SILVERBACK THERAPEUTICS INC COM 82835W108 6,929 224,319 SH   DFND 2,20,5 210,819 0 13,500
SILVERBOW RES INC COM 82836G102 1,142 49,197 SH   DFND 20 49,197 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 235 15,599 SH   DFND 20 15,599 0 0
SILVERGATE CAP CORP CL A 82837P408 199,015 1,756,217 SH   DFND 19,2,20,5 1,728,182 500 27,535
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 162,888 5,519,174 SH   DFND 19,2,20,5 5,316,875 1,400 200,899
SIMON PPTY GROUP INC NEW COM 828806109 2,536,972 19,443,377 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,547,207 299,867 2,596,303
SIMPLY GOOD FOODS CO COM 82900L102 99,208 2,717,291 SH   DFND 19,2,20,5 2,537,132 0 180,159
SIMPSON MFG INC COM 829073105 144,833 1,308,475 SH   DFND 19,2,20,5 1,224,977 680 82,818
SIMULATIONS PLUS INC COM 829214105 28,627 521,349 SH   DFND 19,2,20,5 492,742 0 28,607
SINCLAIR BROADCAST GROUP INC CL A 829226109 31,194 939,012 SH   DFND 19,2,20,5,8 834,322 10,238 94,452
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 3,099 519,049 SH   DFND 2,20,5 398,242 0 120,807
SINOVAC BIOTECH LTD SHS P8696W104 1,822 281,640 SH   DFND 1,2 281,640 0 0
SINTX TECHNOLOGIES INC COM NEW 829392307 21 11,137 SH   DFND 20 11,137 0 0
SIO GENE THERAPIES INC COMMON 829399104 216 79,100 SH   DFND 20 79,100 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 189,642 28,997,211 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,390,491 760,217 7,846,503
SIRIUSPOINT LTD COM G8192H106 26,751 2,656,478 SH   DFND 19,2,20,5 2,483,135 0 173,343
SITE CTRS CORP COM 82981J109 133,961 8,828,003 SH   DFND 10,12,13,19,2,20,5,8 8,048,177 38,641 741,185
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 105,945 625,930 SH   DFND 13,19,2,20,5 542,942 300 82,688
SITIME CORP COM 82982T106 56,325 444,940 SH   DFND 19,2,20,5 429,020 0 15,920
SIX FLAGS ENTMT CORP NEW COM 83001A102 87,170 2,014,096 SH   DFND 12,13,19,2,20,5,8 1,874,872 700 138,524
SJW GROUP COM 784305104 37,175 587,283 SH   DFND 13,19,2,20,5,8 521,377 0 65,906
ARCOSA INC COM 039653100 103,195 1,756,808 SH   DFND 13,19,2,20,5,8 1,645,053 786 110,969
SK TELECOM LTD SPONSORED ADR 78440P108 28,116 895,116 SH   DFND 1,10,2,20,5 441,707 0 453,409
SKECHERS U S A INC CL A 830566105 228,960 4,594,827 SH   DFND 12,13,19,2,20,5 4,343,119 1,936 249,772
SKILLZ INC COM 83067L109 86,961 4,003,752 SH   DFND 19,2,20,5 3,687,376 2,100 314,276
SKYLINE CHAMPION CORPORATION COM 830830105 70,463 1,322,013 SH   DFND 19,2,20,5 1,219,476 0 102,537
SKYWATER TECHNOLOGY INC COM 83089J108 2,780 97,025 SH   DFND 2,20 95,086 0 1,939
SKYWEST INC COM 830879102 83,206 1,931,871 SH   DFND 13,19,2,20,5,8 1,872,400 0 59,471
SKYWORKS SOLUTIONS INC COM 83088M102 1,415,331 7,381,129 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,089,336 318,354 973,439
SL GREEN RLTY CORP COM 78440X804 267,321 3,328,897 SH   DFND 10,12,13,19,2,20,5,8 2,951,745 15,601 361,551
SLACK TECHNOLOGIES INC COM CL A 83088V102 527,502 11,907,486 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,656,937 277,351 1,973,198
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 36,209 24,066,000 PRN   DFND 2,5 24,066,000 0 0
ARCTURUS THERAPEUTICS HLDGS COM 03969T109 59,411 1,755,654 SH   DFND 19,2,20,5 1,700,092 300 55,262
SLAM CORP UNIT 99/99/9999 G8210L113 218 21,801 SH   DFND 20 0 0 21,801
SLEEP NUMBER CORP COM 83125X103 82,204 747,651 SH   DFND 19,2,20,5,8 695,997 300 51,354
SLM CORP COM 78442P106 181,905 8,686,961 SH   DFND 1,13,19,2,20,5,8 7,860,076 4,742 822,143
SM ENERGY CO COM 78454L100 215,211 8,737,753 SH   DFND 12,19,2,20,5,8 8,590,722 0 147,031
SMART GLOBAL HLDGS INC SHS G8232Y101 45,596 956,288 SH   DFND 19,2,20,5 934,027 0 22,261
SMART SAND INC COM 83191H107 316 94,978 SH   DFND 20 94,978 0 0
SMARTFINANCIAL INC COM NEW 83190L208 5,057 210,631 SH   DFND 2,20,5 201,391 0 9,240
SMARTSHEET INC COM CL A 83200N103 127,218 1,759,103 SH   DFND 13,19,2,20,5 1,544,600 1,100 213,403
SMILEDIRECTCLUB INC CL A COM 83192H106 12,717 1,465,085 SH   DFND 19,2,20,5 1,407,285 0 57,800
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7,823 180,080 SH   DFND 2,20 180,080 0 0
ARCUS BIOSCIENCES INC COM 03969F109 73,749 2,685,701 SH   DFND 19,2,20,5 2,598,149 0 87,552
SMITH & WESSON BRANDS INC COM 831754106 34,194 983,174 SH   DFND 19,2,20,5 955,886 100 27,188
SMITH A O CORP COM 831865209 616,311 8,552,747 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,731,090 200,954 620,703
SMITH MICRO SOFTWARE INC COM NEW 832154207 3,050 584,256 SH   DFND 2,20 552,756 0 31,500
SMITH MIDLAND CORP COM 832156103 241 10,200 SH   DFND 20 10,200 0 0
SMUCKER J M CO COM NEW 832696405 953,601 7,359,737 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,366,727 136,420 856,590
SNAP INC CL A 83304A106 810,976 11,901,607 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,974,898 535,990 2,390,719
SNAP INC NOTE 0.250% 5/0 83304AAD8 50,177 15,940,000 PRN   DFND 2,5 15,940,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 66,784 22,100,000 PRN   DFND 2,5 22,100,000 0 0
SNAP ON INC COM 833034101 549,686 2,460,215 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,018,201 110,185 331,829
SNOWFLAKE INC CL A 833445109 375,819 1,554,255 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,362,192 15,330 176,733
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 31,451 1,152,482 SH   DFND 19,2,20,5 1,098,394 0 54,088
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 3,439 357,877 SH   DFND 2,20,5 357,877 0 0
SOC TELEMED INC COM CL A 78472F101 3,387 595,196 SH   DFND 2,20 585,326 0 9,870
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 66,919 1,413,889 SH   DFND 1,13,19,2,20,5,8 1,256,715 0 157,174
SOCKET MOBILE INC COM NEW 83368E200 138 22,500 SH   DFND 20 22,500 0 0
SOGOU INC ADR REPSTG A 83409V104 1,003 117,614 SH   DFND 1,2 46,438 0 71,176
SOHU COM LTD SPONSORED ADS 83410S108 12,154 653,463 SH   DFND 13,2,20,5 491,736 700 161,027
SOLAREDGE TECHNOLOGIES INC COM 83417M104 355,350 1,285,778 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,079,525 34,833 171,420
SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 6,129 629,242 SH   DFND 2,20,5 600,312 0 28,930
SOLARWINDS CORP COM 83417Q105 17,851 1,056,892 SH   DFND 19,2,20,5 958,633 0 98,259
SOLENO THERAPEUTICS INC COM NEW 834203200 251 220,100 SH   DFND 20 220,100 0 0
ARDAGH GROUP S A CL A L0223L101 4,238 172,837 SH   DFND 2,20,5 151,837 0 21,000
SOLID BIOSCIENCES INC COM 83422E105 3,137 857,125 SH   DFND 2,20,5 837,925 0 19,200
SOLIGENIX INC COM 834223307 50 44,870 SH   DFND 20 44,870 0 0
SOLITARIO ZINC CORP COM 8342EP107 8 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 2,835 126,040 SH   DFND 2,20 121,722 0 4,318
SONIC AUTOMOTIVE INC CL A 83545G102 45,760 1,020,209 SH   DFND 19,2,20,5,8 970,135 0 50,074
SONIM TECHNOLOGIES INC COM 83548F101 40 72,458 SH   DFND 20 72,458 0 0
SONNET BIOTHERAPEUTC HLDNG I COM 83548R105 99 62,688 SH   DFND 20 62,688 0 0
SONOCO PRODS CO COM 835495102 436,366 6,522,659 SH   DFND 12,13,19,2,20,5,8 6,317,827 864 203,968
SONOS INC COM 83570H108 79,602 2,259,486 SH   DFND 19,2,20,5,8 2,005,634 0 253,852
SONY GROUP CORPORATION SPONSORED ADR 835699307 3,851 39,616 SH   DFND 2,20 39,616 0 0
ARDELYX INC COM 039697107 47,608 6,280,797 SH   DFND 19,2,20,5 6,166,807 0 113,990
SORRENTO THERAPEUTICS INC COM NEW 83587F202 99,153 10,232,527 SH   DFND 19,2,20,5 9,675,312 3,500 553,715
SOS LIMITED SPNSORD ADS NEW 83587W106 1,877 567,127 SH   DFND 2,20,5 482,327 6,900 77,900
SOTERA HEALTH CO COM 83601L102 26,061 1,075,547 SH   DFND 19,2,20,5 951,713 0 123,834
SOUND FINL BANCORP INC COM 83607A100 365 8,408 SH   DFND 20 3,501 0 4,907
SOUTH JERSEY INDS INC COM 838518108 626,178 23,879,253 SH   DFND 12,19,2,20,5,8 23,704,779 1,376 173,098
SOUTH PLAINS FINANCIAL INC COM 83946P107 3,542 153,122 SH   DFND 2,20 139,768 0 13,354
SOUTH ST CORP COM 840441109 229,311 2,804,684 SH   DFND 13,19,2,20,5 2,643,553 1,110 160,021
SOUTHERN CO COM 842587107 3,143,029 51,942,303 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 45,891,184 763,418 5,287,701
SOUTHERN CO UNIT 08/01/2022 842587602 36,609 724,500 SH   DFND 2 724,500 0 0
SOUTHERN COPPER CORP COM 84265V105 182,326 2,834,674 SH   DFND 10,12,13,19,2,20,5,6,8 1,849,577 41,076 944,021
ARDMORE SHIPPING CORP COM Y0207T100 43 10,100 SH   DFND 20,5 10,100 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 6,957 135,979 SH   DFND 2,20,5 125,686 0 10,293
SOUTHERN MO BANCORP INC COM 843380106 6,433 143,074 SH   DFND 2,20 120,939 0 22,135
SOUTHSIDE BANCSHARES INC COM 84470P109 51,617 1,350,162 SH   DFND 19,2,20,5 1,287,535 0 62,627
SOUTHWEST AIRLS CO COM 844741108 2,167,052 40,818,458 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,839,254 92,469 22,886,735
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 93,849 61,875,000 PRN   DFND 2,5 61,875,000 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 117,136 1,769,691 SH   DFND 12,13,19,2,20,5 1,662,534 773 106,384
SOUTHWESTERN ENERGY CO COM 845467109 224,917 39,667,962 SH   DFND 12,13,19,2,20,5 38,745,923 13,572 908,467
SP PLUS CORP COM 78469C103 13,632 445,623 SH   DFND 19,2,20,5 409,427 0 36,196
SPARK ENERGY INC CL A COM 846511103 2,944 259,804 SH   DFND 2,20,5 250,832 0 8,972
SPARK NETWORKS SE SPONSORED ADR 846517100 643 124,126 SH   DFND 2 124,126 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 6,444 953,259 SH   DFND 2,20,5 897,509 0 55,750
ARENA PHARMACEUTICALS INC COM NEW 040047607 127,531 1,869,962 SH   DFND 19,2,20,5 1,750,553 890 118,519
SPARTANNASH CO COM 847215100 26,877 1,391,855 SH   DFND 19,2,20,5 1,315,133 1,026 75,696
SPDR GOLD TR GOLD SHS 78463V107 51,932 313,543 SH   DFND 10,12,20 20,020 0 293,523
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 156,569 3,040,765 SH   DFND 1,2 3,036,717 7 4,041
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 15,710 427,829 SH   DFND 1,12,20 424,434 0 3,395
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,606 98,360 SH   DFND 10 0 0 98,360
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 48,897 384,500 SH   DFND 10 0 0 384,500
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 26,145 865,723 SH   DFND 1 862,716 0 3,007
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 167,043 4,540,443 SH   DFND 12,2,20 957,306 0 3,583,137
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 90,588 1,990,956 SH   DFND 1,12,19,2,20,5 1,118,275 0 872,681
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 6,404 122,656 SH   DFND 5 122,656 0 0
ARES CAPITAL CORP COM 04010L103 1,666 85,039 SH   DFND 20 85,039 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 9,089 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 456 11,564 SH   DFND 1 7,010 0 4,554
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 108,050 2,794,886 SH   DFND 1,2,20 2,648,843 35,201 110,842
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,614,582 3,761,261 SH   DFND 1,10,12,2,20 3,180,953 1,202 579,106
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 56,282 114,540 SH   DFND 1,20 80,523 1,211 32,806
SPDR SER TR BLOMBERG 1 10 YR 78468R861 534,439 25,286,907 SH   DFND 2 25,286,907 0 0
SPDR SER TR BLOMBERG BRC INV 78468R200 38,368 1,251,815 SH   DFND 20 0 0 1,251,815
SPDR SER TR BLOMBERG INTL TR 78464A516 1,091 37,182 SH   DFND 1,20 2,235 0 34,947
SPDR SER TR BLOMBRG BRC EMRG 78464A391 5,519 208,810 SH   DFND 1 208,810 0 0
SPDR SER TR BLOMBRG BRC INTL 78464A151 982 27,043 SH   DFND 20 0 0 27,043
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 10,425 9,800,000 PRN   DFND 2,5 9,800,000 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 860,340 7,824,122 SH   DFND 19,2,20,5,8 6,840,128 0 983,994
SPDR SER TR BLOOMBERG SRT TR 78468R408 4,701 170,458 SH   DFND 12,20 3 0 170,455
SPDR SER TR DJ REIT ETF 78464A607 19,744 188,237 SH   DFND 1,2,20 80,238 0 107,999
SPDR SER TR FTSE INT GVT ETF 78464A490 9,603 170,182 SH   DFND 20 170,182 0 0
SPDR SER TR ICE PFD SEC ETF 78464A292 1,203 27,210 SH   DFND 1 27,210 0 0
SPDR SER TR PORTFLI HIGH YLD 78468R606 2,823 105,000 SH   DFND 10 0 0 105,000
SPDR SER TR PORTFLI INTRMDIT 78464A672 255,441 7,888,857 SH   DFND 1,12,2 7,888,857 0 0
SPDR SER TR PORTFLI MORTGAGE 78464A383 25,170 973,311 SH   DFND 2 973,311 0 0
SPDR SER TR PORTFLI TIPS ETF 78464A656 133,518 4,287,682 SH   DFND 1,2,20 93,919 0 4,193,763
SPDR SER TR PORTFOLIO AGRGTE 78464A649 385,946 12,860,590 SH   DFND 1,2,20 654,286 5,458 12,200,846
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11,465 10,303,000 PRN   DFND 2,5 10,303,000 0 0
SPDR SER TR PORTFOLIO INTRMD 78464A375 81,728 2,226,925 SH   DFND 1,12,2,20 2,068,809 151,390 6,726
SPDR SER TR PORTFOLIO LN COR 78464A367 200,797 6,318,348 SH   DFND 12,2,20 4,669,289 0 1,649,059
SPDR SER TR PORTFOLIO LN TSR 78464A664 715,175 17,316,589 SH   DFND 12,2,20 16,183,303 0 1,133,286
SPDR SER TR PORTFOLIO S&P500 78464A854 37,011 735,371 SH   DFND 12 735,371 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 49,539 1,127,421 SH   DFND 2 0 0 1,127,421
SPDR SER TR PORTFOLIO SH TSR 78468R101 191,130 6,237,930 SH   DFND 1,2 6,237,930 0 0
SPDR SER TR PORTFOLIO SHORT 78464A474 362,794 11,590,863 SH   DFND 1,2,20 1,678,603 0 9,912,260
SPDR SER TR PRTFLO S&P500 GW 78464A409 8,234 130,764 SH   DFND 19 130,764 0 0
SPDR SER TR PRTFLO S&P500 VL 78464A508 8,184 206,972 SH   DFND 19 206,972 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 24,132 246,895 SH   DFND 20 0 0 246,895
ARES COML REAL ESTATE CORP COM 04013V108 11,169 743,365 SH   DFND 19,2,20,5 654,736 1,800 86,829
SPDR SER TR S&P DIVID ETF 78464A763 9,632 78,768 SH   DFND 1 74,478 0 4,290
SPDR SER TR SPDR BLOOMBERG 78468R663 17,301 189,146 SH   DFND 12,2 189,146 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 58,366 686,333 SH   DFND 10,12,13,19,2,20,5,8 604,731 271 81,331
SPECTRUM PHARMACEUTICALS INC COM 84763A108 42,000 11,200,031 SH   DFND 19,2,20,5 10,881,485 0 318,546
SPERO THERAPEUTICS INC COM 84833T103 11,318 810,738 SH   DFND 2,20,5 794,631 0 16,107
SPIRE INC COM 84857L101 118,956 1,630,888 SH   DFND 12,13,19,2,20,5,8 1,482,331 439 148,118
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 123,278 2,611,821 SH   DFND 12,13,19,2,20,5,8 2,392,626 887 218,308
SPIRIT AIRLS INC COM 848577102 66,581 2,187,276 SH   DFND 13,19,2,20,5 2,071,295 0 115,981
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 13,451 14,000,000 PRN   DFND 2,5 14,000,000 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 5,397 236,275 SH   DFND 2,20 221,075 0 15,200
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 114,407 1,799,136 SH   DFND 19,2,20,5 1,571,273 3,700 224,163
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 250,721 5,172,969 SH   DFND 10,12,13,19,2,20,5,8 4,596,346 25,053 551,570
SPLUNK INC COM 848637104 665,101 4,600,229 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,918,367 88,977 592,885
SPLUNK INC NOTE 0.500% 9/1 848637AC8 19,771 16,973,000 PRN   DFND 2,5 16,973,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 29,567 30,350,000 PRN   DFND 2 30,350,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 30,260 24,676,000 PRN   DFND 2,5 24,676,000 0 0
SPOK HLDGS INC COM 84863T106 3,207 333,346 SH   DFND 2,20,5 333,346 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 23,095 1,299,683 SH   DFND 19,2,20,5 1,230,662 0 69,021
SPOTIFY TECHNOLOGY S A SHS L8681T102 380,512 1,380,717 SH   DFND 10,12,13,19,2,20,5,6,8 1,265,077 0 115,640
SPRINGWORKS THERAPEUTICS INC COM 85205L107 89,161 1,081,921 SH   DFND 19,2,20,5 1,035,776 0 46,145
SPROUT SOCIAL INC COM CL A 85209W109 74,378 831,778 SH   DFND 19,2,20,5,8 755,672 0 76,106
ARGAN INC COM 04010E109 14,506 303,532 SH   DFND 19,2,20,5 274,552 0 28,980
SPROUTS FMRS MKT INC COM 85208M102 101,040 4,066,009 SH   DFND 12,13,19,2,20,5,8 3,765,117 900 299,992
SPRUCE BIOSCIENCES INC COM 85209E109 1,400 124,918 SH   DFND 2,20 118,918 0 6,000
SPS COMM INC COM 78463M107 116,083 1,162,573 SH   DFND 13,19,2,20,5 1,066,165 200 96,208
SPX CORP COM 784635104 91,760 1,502,300 SH   DFND 19,2,20,5 1,382,725 951 118,624
SPX FLOW INC COM 78469X107 89,149 1,364,597 SH   DFND 19,2,20,5 1,276,552 551 87,494
SQUARE INC CL A 852234103 2,033,076 8,339,113 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,745,020 226,092 1,368,001
SQUARE INC NOTE 0.125% 3/0 852234AF0 58,025 28,174,000 PRN   DFND 2,5 28,174,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 69,845 22,321,000 PRN   DFND 2,5 22,321,000 0 0
SQZ BIOTECHNOLOGIES CO COM 78472W104 4,132 285,928 SH   DFND 2,20,5 279,128 0 6,800
SRAX INC CL A 78472M106 516 94,900 SH   DFND 20 94,900 0 0
ARGENX SE SPONSORED ADR 04016X101 15,314 50,865 SH   DFND 1,13,20 399 0 50,466
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 400,416 5,556,708 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,370,083 222,637 963,988
SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 5,509 119,000 SH   DFND 10 0 0 119,000
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 52,725 1,479,851 SH   DFND 1 1,379,444 50,717 49,690
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 777 27,215 SH   DFND 1 27,215 0 0
ST JOE CO COM 790148100 44,310 993,268 SH   DFND 13,19,2,20,5 917,337 300 75,631
STAAR SURGICAL CO COM PAR $0.01 852312305 225,482 1,478,571 SH   DFND 13,19,2,20,5,8 1,393,580 297 84,694
STAFFING 360 SOLUTIONS INC COM 852387307 38 66,862 SH   DFND 20 66,862 0 0
STAG INDL INC COM 85254J102 236,102 6,287,726 SH   DFND 10,19,2,20,5,8 5,470,185 35,413 782,128
STAMPS COM INC COM NEW 852857200 122,065 609,443 SH   DFND 13,19,2,20,5 575,290 400 33,753
STANDARD MTR PRODS INC COM 853666105 33,393 770,310 SH   DFND 19,2,20,5 726,315 200 43,795
ARGO GROUP INTL HLDGS LTD COM G0464B107 39,015 752,744 SH   DFND 19,2,20,5 688,936 217 63,591
STANDEX INTL CORP COM 854231107 42,842 451,399 SH   DFND 19,2,20,5,8 423,109 14 28,276
STANLEY BLACK & DECKER INC COM 854502101 1,458,009 7,112,588 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,203,435 119,156 789,997
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 22,143 184,000 SH   DFND 2 184,000 0 0
STAR BULK CARRIERS CORP. SHS PAR Y8162K204 2,239 97,559 SH   DFND 1,2 97,559 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 863 77,014 SH   DFND 10,20,5,8 57,000 0 20,014
STARBUCKS CORP COM 855244109 5,251,235 46,965,699 SH   DFND 10,11,12,13,19,2,20,5,6,8 39,816,611 844,451 6,304,637
STARTEK INC COM 85569C107 2,196 308,044 SH   DFND 2,20 293,944 0 14,100
STARWOOD PPTY TR INC COM 85571B105 118,187 4,435,228 SH   DFND 12,13,19,2,20,5,8 3,901,423 2,400 531,405
STATE AUTO FINL CORP COM 855707105 6,036 352,560 SH   DFND 19,2,20,5 318,194 0 34,366
STATE STR CORP COM 857477103 1,442,791 17,425,863 SH   DFND 1,10,12,13,19,2,20,5,6,8 13,505,646 2,335,065 1,585,152
ARISTA NETWORKS INC COM 040413106 765,636 2,113,208 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,794,574 56,921 261,713
STEEL CONNECT INC COM 858098106 402 201,130 SH   DFND 20 201,130 0 0
STEEL DYNAMICS INC COM 858119100 554,495 9,263,692 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,566,323 258,872 1,438,497
STEELCASE INC CL A 858155203 29,520 1,953,654 SH   DFND 19,2,20,5,8 1,758,631 1,300 193,723
STELLANTIS N.V SHS N82405106 9,061 459,729 SH   DFND 2,6 459,729 0 0
STEM INC COM 85859N102 44,961 1,248,575 SH   DFND 2,20,5 1,177,671 0 70,904
STEPAN CO COM 858586100 163,341 1,358,122 SH   DFND 19,2,20,5,6 1,307,574 24 50,524
STEPSTONE GROUP INC COM CL A 85914M107 23,001 667,277 SH   DFND 19,2,20,5 627,012 0 40,265
STEREOTAXIS INC COM NEW 85916J409 13,569 1,407,622 SH   DFND 2,20,5 1,355,563 0 52,059
STERICYCLE INC COM 858912108 163,091 2,279,402 SH   DFND 12,13,19,2,20,5,8 2,108,024 1,151 170,227
STERIS PLC SHS USD G8473T100 832,989 4,037,674 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,453,633 124,624 459,417
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 51,547 1,249,937 SH   DFND 19,2,20,5 1,187,630 0 62,307
ARKO CORP COM 041242108 8,805 958,108 SH   DFND 19,2,20,5 915,896 0 42,212
STERLING BANCORP DEL COM 85917A100 243,921 9,839,498 SH   DFND 12,13,19,2,20,5 9,493,044 2,059 344,395
STERLING BANCORP INC COM 85917W102 299 65,779 SH   DFND 20 26,913 0 38,866
STERLING CONSTR INC COM 859241101 13,245 548,903 SH   DFND 19,2,20,5 492,959 0 55,944
STEWART INFORMATION SVCS COR COM 860372101 52,485 925,816 SH   DFND 19,2,20,5,8 877,973 200 47,643
STIFEL FINL CORP COM 860630102 171,723 2,647,599 SH   DFND 13,19,2,20,5 2,431,282 1,291 215,026
STITCH FIX INC COM CL A 860897107 80,678 1,337,942 SH   DFND 19,2,20,5 1,224,058 500 113,384
STMICROELECTRONICS N V NY REGISTRY 861012102 12,395 340,718 SH   DFND 2,20 340,718 0 0
STOCK YDS BANCORP INC COM 861025104 22,153 432,976 SH   DFND 19,2,20,5 386,755 591 45,630
STOKE THERAPEUTICS INC COM 86150R107 30,457 904,836 SH   DFND 19,2,20,5 880,377 0 24,459
STONECO LTD COM CL A G85158106 159,004 2,371,071 SH   DFND 10,12,19,1,2,20,5,8 2,210,052 0 161,019
ARLINGTON ASSET INVST CORP CL A NEW 041356205 1,279 314,941 SH   DFND 20,5 314,941 0 0
STONEMOR INC COM 86184W106 1,278 487,951 SH   DFND 2,20 481,051 0 6,900
STONERIDGE INC COM 86183P102 15,592 528,532 SH   DFND 19,2,20,5 469,078 0 59,454
STONEX GROUP INC COM 861896108 31,887 525,581 SH   DFND 19,2,20,5 487,747 0 37,834
STORE CAP CORP COM 862121100 378,808 10,863,498 SH   DFND 10,12,19,2,20,5,8 9,631,321 54,245 1,177,932
STRATA SKIN SCIENCES INC COM NEW 86272A206 18 11,450 SH   DFND 20 11,450 0 0
STRATASYS LTD SHS M85548101 8,146 315,004 SH   DFND 2,20,5 315,004 0 0
STRATEGIC ED INC COM 86272C103 57,511 756,133 SH   DFND 19,2,20,5 709,329 190 46,614
STRATTEC SEC CORP COM 863111100 650 14,629 SH   DFND 20 14,629 0 0
STRATUS PPTYS INC COM NEW 863167201 307 12,464 SH   DFND 20 12,464 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 186 105,119 SH   DFND 20 105,119 0 0
ARLO TECHNOLOGIES INC COM 04206A101 16,388 2,420,746 SH   DFND 2,20,5 2,340,291 0 80,455
STRIDE INC COM 86333M108 25,257 786,080 SH   DFND 19,2,20,5 705,981 0 80,099
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 385 129,628 SH   DFND 20 129,628 0 0
STRYKER CORPORATION COM 863667101 3,428,128 13,167,321 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 11,245,143 239,155 1,683,023
STURM RUGER & CO INC COM 864159108 48,164 535,272 SH   DFND 19,2,20,5 527,190 0 8,082
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 96 13,954 SH   DFND 20 13,954 0 0
SUMMIT FINL GROUP INC COM 86606G101 4,253 193,231 SH   DFND 2,20,5 184,336 0 8,895
SUMMIT HOTEL PPTYS INC COM 866082100 53,583 5,743,054 SH   DFND 10,19,2,20,5,8 5,253,296 21,906 467,852
SUMMIT MATLS INC CL A 86614U100 78,633 2,256,329 SH   DFND 19,2,20,5 2,028,985 2,052 225,292
SUMMIT THERAPEUTICS INC COM 86627T108 1,915 256,700 SH   DFND 2,20,5 250,950 0 5,750
SUMMIT WIRELESS TECH INC COM NEW 86633R203 110 27,400 SH   DFND 20 27,400 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 37,196 2,765,791 SH   DFND 10,19,2,20,5,8 2,518,615 12,600 234,576
SUMO LOGIC INC COM 86646P103 27,083 1,311,512 SH   DFND 2,20,5 1,244,801 0 66,711
SUN CMNTYS INC COM 866674104 778,795 4,522,161 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,744,873 85,600 691,688
SUN CTRY AIRLS HLDGS INC COM 866683105 11,349 306,639 SH   DFND 2,20,5 282,383 0 24,256
SUNCOKE ENERGY INC COM 86722A103 43,699 6,120,373 SH   DFND 13,19,2,20,5 5,937,473 26,248 156,652
SUNCOR ENERGY INC NEW COM 867224107 3,101 129,352 SH   DFND 2 129,352 0 0
SUNLINK HEALTH SYS INC COM 86737U102 145 42,300 SH   DFND 20 42,300 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 73,127 1,941,774 SH   DFND 19,2,20,5 1,775,504 500 165,770
SUNOPTA INC COM 8676EP108 350 28,579 SH   DFND 2,5 28,579 0 0
SUNPOWER CORP COM 867652406 87,504 2,994,660 SH   DFND 19,2,20,5 2,802,404 1,000 191,256
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 15,170 10,520,000 PRN   DFND 2 10,520,000 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 25,332 2,218,212 SH   DFND 19,2,20,5 2,081,729 1,237 135,246
SUNRUN INC COM 86771W105 318,789 5,715,109 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,891,471 97,392 726,246
SUNSTONE HOTEL INVS INC NEW COM 867892101 105,605 8,502,847 SH   DFND 10,12,13,19,2,20,5,8 7,399,045 47,037 1,056,765
SUNWORKS INC COM NEW 86803X204 838 79,690 SH   DFND 20 79,690 0 0
SUPER LEAGUE GAMING INC COM 86804F202 4,512 837,021 SH   DFND 2,20 837,021 0 0
SUPER MICRO COMPUTER INC COM 86800U104 33,041 939,198 SH   DFND 19,2,20,5 853,302 0 85,896
SUPERIOR GROUP OF CO INC COM 868358102 4,305 180,068 SH   DFND 2,20,5 170,478 0 9,590
SUPERIOR INDS INTL INC COM 868168105 977 113,359 SH   DFND 20 113,359 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 56,268 1,827,480 SH   DFND 19,2,20,5,8 1,724,746 300 102,434
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 10,266 10,400,000 PRN   DFND 2,5 10,400,000 0 0
SUPPORT COM INC COM NEW 86858W200 293 75,971 SH   DFND 20 75,971 0 0
ARMSTRONG FLOORING INC COM 04238R106 622 100,524 SH   DFND 20 100,524 0 0
SURFACE ONCOLOGY INC COM 86877M209 3,255 436,328 SH   DFND 2,20,5 429,228 0 7,100
SURGALIGN HOLDINGS INC COM 86882C105 6,003 4,318,880 SH   DFND 2,20 4,318,880 0 0
SURGERY PARTNERS INC COM 86881A100 43,483 652,698 SH   DFND 19,2,20,5 595,225 0 57,473
SURMODICS INC COM 868873100 27,426 505,541 SH   DFND 19,2,20,5 478,053 0 27,488
SUTRO BIOPHARMA INC COM 869367102 41,524 2,233,692 SH   DFND 19,2,20,5 2,186,633 0 47,059
SUZANO S A SPON ADS 86959K105 3,453 286,773 SH   DFND 10,2,20 225,557 54,992 6,224
SVB FINANCIAL GROUP COM 78486Q101 1,480,550 2,660,801 SH   DFND 10,12,13,19,2,20,5,6,8 2,349,117 58,212 253,472
SWITCH INC CL A 87105L104 30,808 1,459,403 SH   DFND 19,2,20,5 1,324,718 0 134,685
SWK HLDGS CORP COM NEW 78501P203 349 19,864 SH   DFND 20 19,864 0 0
SYKES ENTERPRISES INC COM 871237103 76,219 1,419,349 SH   DFND 19,2,20,5 1,351,537 129 67,683
ARMSTRONG WORLD INDS INC NEW COM 04247X102 73,329 683,660 SH   DFND 19,2,20,5,8 599,567 351 83,742
SYNALLOY CORP COM 871565107 290 28,982 SH   DFND 20 28,982 0 0
SYNAPTICS INC COM 87157D109 195,969 1,259,603 SH   DFND 19,2,20,5,8 1,188,496 224 70,883
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 28,599 13,558,000 PRN   DFND 2,5 13,558,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 579 161,189 SH   DFND 20 161,189 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,243,547 25,629,566 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,785,988 647,800 3,195,778
SYNDAX PHARMACEUTICALS INC COM 87164F105 54,436 3,170,432 SH   DFND 19,2,20,5 3,103,205 0 67,227
SYNEOS HEALTH INC CL A 87166B102 219,205 2,449,493 SH   DFND 13,19,2,20,5 2,282,605 500 166,388
SYNLOGIC INC COM 87166L100 292 75,056 SH   DFND 20 75,056 0 0
SYNNEX CORP COM 87162W100 131,557 1,080,465 SH   DFND 12,13,19,2,20,5,8 996,136 364 83,965
SYNOPSYS INC COM 871607107 1,725,801 6,257,664 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,253,044 206,511 798,109
ARRAY TECHNOLOGIES INC COM SHS 04271T100 45,281 2,902,653 SH   DFND 19,2,20,5 2,761,560 0 141,093
SYNOVUS FINL CORP COM NEW 87161C501 283,860 6,418,111 SH   DFND 12,13,19,2,20,5,8 6,140,936 1,890 275,285
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 284 471,920 SH   DFND 20 471,920 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 5,446 999,254 SH   DFND 2,20,5 954,284 0 44,970
SYSCO CORP COM 871829107 1,795,204 23,089,435 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,157,744 352,721 2,578,970
T-MOBILE US INC COM 872590104 3,601,166 24,864,777 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,612,623 362,010 2,890,144
T2 BIOSYSTEMS INC COM 89853L104 691 580,448 SH   DFND 20 580,448 0 0
TABULA RASA HEALTHCARE INC COM 873379101 33,425 668,492 SH   DFND 19,2,20,5 625,469 0 43,023
TACTILE SYS TECHNOLOGY INC COM 87357P100 40,268 774,388 SH   DFND 19,2,20,5 733,998 0 40,390
TAITRON COMPONENTS INC CL A 874028103 149 30,000 SH   DFND 20 30,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 233,824 1,940,350 SH   DFND 1,13,19,2,20,8 1,145,275 0 795,075
ARROW ELECTRS INC COM 042735100 363,088 3,189,737 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,316,922 110,172 762,643
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 963,407 5,442,361 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,643,924 143,862 654,575
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 869 51,634 SH   DFND 1,20 12,649 0 38,985
TAL EDUCATION GROUP SPONSORED ADS 874080104 196,040 7,770,104 SH   DFND 1,10,11,12,13,19,2,20,5,8 5,679,709 187,200 1,903,195
TALARIS THERAPEUTICS INC COM 87410C104 1,395 94,962 SH   DFND 2,20 92,900 0 2,062
TALEND S A ADS 874224207 6,693 102,030 SH   DFND 1,2,5 99,400 0 2,630
TALIS BIOMEDICAL CORP COM 87424L108 2,271 205,925 SH   DFND 2,20 197,325 0 8,600
TALOS ENERGY INC COM 87484T108 29,752 1,902,333 SH   DFND 19,2,20,5 1,866,254 0 36,079
TANDEM DIABETES CARE INC COM NEW 875372203 115,920 1,190,140 SH   DFND 13,19,2,20,5 1,074,635 600 114,905
TANGER FACTORY OUTLET CTRS I COM 875465106 96,445 5,116,447 SH   DFND 10,12,19,2,20,5,8 4,658,569 20,642 437,236
TAPESTRY INC COM 876030107 430,697 9,905,645 SH   DFND 10,12,13,19,2,20,5,6,8 7,949,801 9,455 1,946,389
ARROW FINL CORP COM 042744102 12,587 350,117 SH   DFND 13,19,2,20,5 297,019 53 53,045
TARGA RES CORP COM 87612G101 317,351 7,139,511 SH   DFND 10,12,13,19,2,20,5,8 6,101,065 2,100 1,036,346
TARGET CORP COM 87612E106 8,787,715 36,351,927 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,818,287 14,572,276 2,961,364
TARGET HOSPITALITY CORP COM 87615L107 2,117 570,512 SH   DFND 2,20,5 527,050 0 43,462
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 3,585 49,820 SH   DFND 10,19,2,20,5,8 37,172 0 12,648
TARSUS PHARMACEUTICALS INC COM 87650L103 3,453 119,141 SH   DFND 2,20,5 112,750 0 6,391
TATA MTRS LTD SPONSORED ADR 876568502 57,907 2,541,990 SH   DFND 1,12,13,19,2,20,5,8 1,211,087 0 1,330,903
TATTOOED CHEF INC COM CL A 87663X102 17,105 797,443 SH   DFND 19,2,20,5 734,463 0 62,980
TAYLOR MORRISON HOME CORP COM 87724P106 131,327 4,970,740 SH   DFND 12,19,2,20,5,8 4,703,343 1,500 265,897
TAYSHA GENE THERAPIES INC COM SHS 877619106 6,755 318,619 SH   DFND 2,20,5 288,228 0 30,391
TCR2 THERAPEUTICS INC COM 87808K106 36,614 2,231,224 SH   DFND 19,2,20,5 2,173,706 0 57,518
ACADIA HEALTHCARE COMPANY IN COM 00404A109 144,881 2,308,863 SH   DFND 12,13,19,2,20,5 2,146,640 1,100 161,123
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 297,020 3,586,331 SH   DFND 13,19,2,20,5 3,384,725 1,000 200,606
TE CONNECTIVITY LTD REG SHS H84989104 1,651,528 12,214,542 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 10,453,124 264,036 1,497,382
TEAM INC COM 878155100 6,587 983,188 SH   DFND 2,20,5 949,200 0 33,988
TECHNIPFMC PLC COM G87110105 34,754 3,840,256 SH   DFND 12,13,19,1,2,20,5,8 3,385,169 4,293 450,794
TECHTARGET INC COM 87874R100 58,304 752,409 SH   DFND 19,2,20,5 699,434 0 52,975
TECK RESOURCES LTD CL B 878742204 1,615 70,113 SH   DFND 20,5 2,613 0 67,500
TECNOGLASS INC SHS G87264100 1,309 61,100 SH   DFND 20 61,100 0 0
TEEKAY CORPORATION COM Y8564W103 2,147 577,018 SH   DFND 2,20,5 562,218 0 14,800
TEEKAY TANKERS LTD CL A Y8565N300 3,791 262,900 SH   DFND 2,20 249,400 0 13,500
TEGNA INC COM 87901J105 187,189 9,930,849 SH   DFND 10,12,13,19,2,20,5,8 9,478,944 1,629 450,276
TEJON RANCH CO COM 879080109 6,412 421,542 SH   DFND 19,2,20,5 386,541 936 34,065
ARTESIAN RES CORP CL A 043113208 5,959 162,069 SH   DFND 13,2,20,5 146,311 0 15,758
TELA BIO INC COM 872381108 303 18,798 SH   DFND 20 18,798 0 0
TELADOC HEALTH INC COM 87918A105 470,436 2,829,008 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,292,096 74,647 462,265
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 23,559 20,991,000 PRN   DFND 2 20,991,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 892,219 2,130,265 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,829,509 46,268 254,488
TELEFLEX INCORPORATED COM 879369106 750,790 1,868,614 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,610,442 32,074 226,098
TELEFONICA BRASIL SA NEW ADR 87936R205 9,198 1,020,553 SH   DFND 10,13,19,2,20,5 781,999 188,142 50,412
TELEFONICA S A SPONSORED ADR 879382208 70 14,800 SH   DFND 20 14,800 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 336,157 14,834,818 SH   DFND 12,19,2,20,5,8 14,658,430 647 175,741
TELIGENT INC NEW COM NEW 87960W203 9 16,164 SH   DFND 20 16,164 0 0
TELLURIAN INC NEW COM 87968A104 66,908 14,388,901 SH   DFND 19,2,20,5 13,893,707 6,100 489,094
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 63,784 1,255,093 SH   DFND 19,2,20,5,8 1,106,366 19,700 129,027
TELOS CORP MD COM 87969B101 28,382 834,531 SH   DFND 19,2,20,5 816,543 0 17,988
TEMPUR SEALY INTL INC COM 88023U101 251,771 6,424,376 SH   DFND 10,13,19,2,20,5,8 6,049,497 1,488 373,391
TENABLE HLDGS INC COM 88025T102 77,298 1,869,370 SH   DFND 19,2,20,5 1,709,716 0 159,654
TENARIS S A SPONSORED ADS 88031M109 2,622 119,711 SH   DFND 1,20,8 5,490 0 114,221
TENAX THERAPEUTICS INC COM NEW 88032L209 296 136,404 SH   DFND 20 136,404 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 179,695 11,608,200 SH   DFND 1,10,12,13,19,2,20,5,8 8,546,789 311,400 2,750,011
TENET HEALTHCARE CORP COM NEW 88033G407 220,306 3,288,634 SH   DFND 1,12,13,19,2,20,5,8 3,086,312 681 201,641
TENNANT CO COM 880345103 47,717 597,588 SH   DFND 19,2,20,5 558,114 278 39,196
TENNECO INC CL A VTG COM STK 880349105 25,633 1,326,743 SH   DFND 12,13,19,2,20,5 1,217,203 623 108,917
TERADATA CORP DEL COM 88076W103 149,429 2,990,384 SH   DFND 1,13,19,2,20,5,8 2,757,628 1,664 231,092
ARVINAS INC COM 04335A105 65,870 855,456 SH   DFND 19,2,20,5 783,606 300 71,550
TERADYNE INC COM 880770102 902,794 6,739,282 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,630,982 267,917 840,383
TERADYNE INC NOTE 1.250%12/1 880770AG7 44,521 10,519,000 PRN   DFND 2,5 10,519,000 0 0
TEREX CORP NEW COM 880779103 100,044 2,100,888 SH   DFND 12,13,19,2,20,5,8 1,962,619 695 137,574
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 88,520 1,855,377 SH   DFND 12,13,19,2,20,5,8 1,618,849 1,400 235,128
TERNIUM SA SPONSORED ADS 880890108 4,882 126,950 SH   DFND 13,2,20,5 99,450 0 27,500
TERNS PHARMACEUTICALS INC COM 880881107 1,578 128,703 SH   DFND 2,20 122,631 0 6,072
TERRENO RLTY CORP COM 88146M101 175,065 2,701,301 SH   DFND 10,19,2,20,5,8 2,359,320 15,252 326,729
TERRITORIAL BANCORP INC COM 88145X108 567 21,843 SH   DFND 13,20 20,243 0 1,600
TESLA INC COM 88160R101 20,274,645 29,828,814 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,544,537 587,383 3,696,894
TESLA INC NOTE 2.000% 5/1 88160RAG6 21,405 1,950,000 PRN   DFND 5 1,950,000 0 0
ASANA INC CL A 04342Y104 93,110 1,501,053 SH   DFND 19,2,20,5 1,415,216 0 85,837
TESSCO TECHNOLOGIES INC COM 872386107 162 26,261 SH   DFND 20 26,261 0 0
TETRA TECH INC NEW COM 88162G103 204,330 1,674,287 SH   DFND 13,19,2,20,5,8 1,557,302 472 116,513
TETRA TECHNOLOGIES INC DEL COM 88162F105 13,728 3,163,114 SH   DFND 2,20,5 2,975,283 0 187,831
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 162,391 16,403,139 SH   DFND 1,10,12,13,19,2,20,5,6,8 10,720,093 382,875 5,300,171
TEXAS CAP BANCSHARES INC COM 88224Q107 217,736 3,429,450 SH   DFND 12,13,19,2,20,5 3,324,706 800 103,944
TEXAS INSTRS INC COM 882508104 7,504,267 39,023,751 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 32,607,015 1,466,444 4,950,292
TEXAS PACIFIC LAND CORPORATI COM 88262P102 145,071 90,684 SH   DFND 19,2,20,5,8 78,509 100 12,075
TEXAS ROADHOUSE INC COM 882681109 198,749 2,065,996 SH   DFND 13,19,2,20,5,8 1,918,773 800 146,423
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 22,871 677,244 SH   DFND 2,20,5 638,992 0 38,252
TEXTRON INC COM 883203101 677,360 9,846,734 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,675,943 297,447 873,344
ASBURY AUTOMOTIVE GROUP INC COM 043436104 122,043 712,159 SH   DFND 12,19,2,20,5,8 671,064 159 40,936
TFF PHARMACEUTICALS INC COM 87241J104 422 43,878 SH   DFND 20 43,878 0 0
TFS FINL CORP COM 87240R107 16,191 797,571 SH   DFND 19,2,20,5 658,878 0 138,693
TG THERAPEUTICS INC COM 88322Q108 140,115 3,612,147 SH   DFND 13,19,2,20,5 3,363,953 800 247,394
THE AARONS COMPANY INC COM 00258W108 40,163 1,251,561 SH   DFND 19,2,20,5 1,186,597 402 64,562
THE BEAUTY HEALTH COMPANY COM CL A 88331L108 14,648 871,928 SH   DFND 2,20,5 810,066 0 61,862
THE ODP CORP COM 88337F105 99,217 2,066,582 SH   DFND 12,13,19,2,20,5,8 1,960,693 874 105,015
THE ONE GROUP HOSPITALITY IN COM 88338K103 2,914 264,469 SH   DFND 2,20 259,625 0 4,844
THE REALREAL INC COM 88339P101 38,766 1,961,839 SH   DFND 19,2,20,5 1,823,937 0 137,902
THE TRADE DESK INC COM CL A 88339J105 715,586 9,250,081 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,473,848 360,740 1,415,493
THERAPEUTICSMD INC COM 88338N107 10,713 9,002,353 SH   DFND 19,2,20,5 8,503,228 0 499,125
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 3,387 25,744 SH   DFND 1,13,19,2,20,5 18,405 0 7,339
THERAVANCE BIOPHARMA INC COM G8807B106 18,238 1,256,058 SH   DFND 19,1,2,20,5 1,161,735 882 93,441
THERMO FISHER SCIENTIFIC INC COM 883556102 7,850,342 15,553,658 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,193,621 411,862 1,948,175
THERMOGENESIS HLDGS INC COM 88362L100 45 16,872 SH   DFND 20 16,872 0 0
THERMON GROUP HLDGS INC COM 88362T103 11,117 652,410 SH   DFND 19,2,20,5 587,734 0 64,676
THOMSON REUTERS CORP. COM NEW 884903709 1,077 10,846 SH   DFND 20 2,125 8,721 0
THOR INDS INC COM 885160101 155,907 1,379,705 SH   DFND 12,13,19,2,20,5,8 1,274,838 3,845 101,022
THREDUP INC CL A 88556E102 1,338 46,000 SH   DFND 20 46,000 0 0
THRYV HLDGS INC COM NEW 886029206 2,931 81,932 SH   DFND 2,20 80,358 0 1,574
TIDEWATER INC NEW COM 88642R109 10,463 868,260 SH   DFND 2,20,5 824,978 0 43,282
TILLYS INC CL A 886885102 6,468 380,924 SH   DFND 2,20 358,981 0 21,943
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 311 38,664 SH   DFND 1,20 11,460 0 27,204
TILRAY INC COM CL 2 88688T100 10,503 580,910 SH   DFND 19,2,20,5 392,650 4,500 183,760
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,476 5,522,000 PRN   DFND 2 5,522,000 0 0
TIM S A SPONSORED ADR 88706T108 7,558 648,231 SH   DFND 10,2,20 576,202 62,529 9,500
TIMBER PHARMACEUTICALS INC COM 887080109 132 108,500 SH   DFND 20 108,500 0 0
TIMBERLAND BANCORP INC COM 887098101 614 21,841 SH   DFND 20 21,841 0 0
TIMKEN CO COM 887389104 139,839 1,735,196 SH   DFND 10,12,19,2,20,5,8 1,612,057 691 122,448
TIMKENSTEEL CORPORATION COM 887399103 59,557 4,208,984 SH   DFND 2,20,5 4,156,729 0 52,255
TIPTREE INC COM 88822Q103 3,943 423,955 SH   DFND 2,20,5 395,055 0 28,900
TITAN INTL INC ILL COM 88830M102 11,903 1,403,662 SH   DFND 2,20,5 1,334,746 0 68,916
TITAN MACHY INC COM 88830R101 10,705 345,982 SH   DFND 2,20,5 329,092 0 16,890
ASENSUS SURGICAL INC COM 04367G103 20,740 6,542,735 SH   DFND 2,20,5 6,168,359 0 374,376
TIVITY HEALTH INC COM 88870R102 37,167 1,412,644 SH   DFND 19,2,20,5 1,327,087 0 85,557
TIZIANA LIFE SCIENCES PLC SPONSORED ADS 88875G101 496 211,438 SH   DFND 2 211,438 0 0
TJX COS INC NEW COM 872540109 3,180,550 47,175,166 SH   DFND 10,11,12,13,19,2,20,5,6,8 40,406,850 847,437 5,920,879
TOLL BROTHERS INC COM 889478103 238,343 4,122,868 SH   DFND 12,13,19,2,20,5,8 3,902,582 1,126 219,160
TOMI ENVIRONMENTAL SOLUTIONS COM NEW 890023203 59 20,474 SH   DFND 20 20,474 0 0
TOMPKINS FINL CORP COM 890110109 104,604 1,348,683 SH   DFND 19,2,20,5 510,572 0 838,111
TONIX PHARMACEUTICALS HLDG C COM 890260706 5,659 5,097,793 SH   DFND 2,20,5 4,913,493 0 184,300
TOOTSIE ROLL INDS INC COM 890516107 19,264 566,582 SH   DFND 19,2,20,5 527,927 770 37,885
TOPBUILD CORP COM 89055F103 227,924 1,152,412 SH   DFND 13,19,2,20,5,8 1,083,025 340 69,047
TORO CO COM 891092108 306,123 2,779,261 SH   DFND 13,19,2,20,5,8 2,572,813 972 205,476
ASGN INC COM 00191U102 157,581 1,625,721 SH   DFND 13,19,2,20,5 1,515,346 476 109,899
TORONTO DOMINION BK ONT COM NEW 891160509 566 8,086 SH   DFND 20 8,086 0 0
TOTALENERGIES SE SPONSORED ADS 89151E109 3,319 73,241 SH   DFND 1,20 4,800 0 68,441
TOUGHBUILT INDS INC COM NEW 89157G504 237 284,516 SH   DFND 20 284,516 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 42,578 1,390,571 SH   DFND 19,2,20,5 1,235,661 1,500 153,410
TOWNSQUARE MEDIA INC CL A 892231101 286 22,442 SH   DFND 20 22,442 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 19,929 113,984 SH   DFND 2,20 113,984 0 0
TPG RE FIN TR INC COM 87266M107 18,881 1,383,207 SH   DFND 19,2,20,5 1,252,395 0 130,812
TPI COMPOSITES INC COM 87266J104 42,952 887,074 SH   DFND 19,2,20,5 821,554 0 65,520
TRACON PHARMACEUTICALS INC COM NEW 89237H209 473 72,954 SH   DFND 20 72,954 0 0
TRACTOR SUPPLY CO COM 892356106 902,378 4,849,931 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,091,727 190,887 567,317
17 ED & TECHNOLOGY GROUP INC ADS 81807M106 956 261,795 SH   DFND 1,2,20,5 232,000 0 29,795
ACADIA PHARMACEUTICALS INC COM 004225108 96,843 3,970,611 SH   DFND 13,19,2,20,5 3,727,375 2,700 240,536
ASHFORD HOSPITALITY TR INC COM SHS 044103877 8,767 1,922,506 SH   DFND 2,20,5 1,755,906 0 166,600
TRADEWEB MKTS INC CL A 892672106 207,528 2,454,209 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,987,816 107,599 358,794
TRANE TECHNOLOGIES PLC SHS G8994E103 1,950,042 10,589,995 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,163,829 197,730 1,228,436
TRANSACT TECHNOLOGIES INC COM 892918103 619 45,086 SH   DFND 20 45,086 0 0
TRANSALTA CORP COM 89346D107 2,875 288,124 SH   DFND 2 288,124 0 0
TRANSCAT INC COM 893529107 6,888 121,894 SH   DFND 2,20,5 114,491 0 7,403
TRANSDIGM GROUP INC COM 893641100 1,426,674 2,204,072 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,931,768 30,526 241,778
TRANSLATE BIO INC COM 89374L104 94,589 3,434,601 SH   DFND 19,2,20,5 3,327,409 0 107,192
TRANSMEDICS GROUP INC COM 89377M109 27,205 819,913 SH   DFND 19,2,20,5 785,184 0 34,729
TRANSOCEAN LTD REG SHS H8817H100 33,882 7,495,916 SH   DFND 12,13,19,2,20,5,8 6,849,733 0 646,183
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 1,492 322,286 SH   DFND 2,20,5 222,344 0 99,942
ASHFORD INC COM 044104107 216 9,492 SH   DFND 20 9,492 0 0
TRANSUNION COM 89400J107 446,414 4,065,332 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,289,085 127,441 648,806
TRAVEL PLUS LEISURE CO COM 894164102 137,817 2,318,200 SH   DFND 12,13,19,2,20,5 2,124,377 4,995 188,828
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 9,072 310,256 SH   DFND 2,20 292,156 0 18,100
TRAVELERS COMPANIES INC COM 89417E109 2,641,874 17,646,611 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,269,310 182,538 7,194,763
TRAVELZOO COM NEW 89421Q205 414 28,062 SH   DFND 20 28,062 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 50,392 3,453,859 SH   DFND 19,2,20,5 3,329,709 0 124,150
TREACE MED CONCEPTS INC COM 89455T109 4,819 154,163 SH   DFND 2,20,5 147,712 0 6,451
TREAN INS GROUP INC COM 89457R101 3,340 221,485 SH   DFND 2,20 209,785 0 11,700
TRECORA RES COM 894648104 335 40,208 SH   DFND 20 40,208 0 0
TREDEGAR CORP COM 894650100 12,358 889,742 SH   DFND 19,2,20,5 827,874 1,576 60,292
ASHLAND GLOBAL HLDGS INC COM 044186104 141,951 1,622,300 SH   DFND 12,13,19,2,20,5,8 1,306,694 899 314,707
TREEHOUSE FOODS INC COM 89469A104 73,531 1,651,649 SH   DFND 12,13,19,2,20,5,8 1,545,996 871 104,782
TREVENA INC COM 89532E109 4,503 2,664,433 SH   DFND 2,20,5 2,570,642 0 93,791
TREX CO INC COM 89531P105 352,209 3,445,938 SH   DFND 13,19,2,20,5 3,221,094 1,200 223,644
TRI POINTE HOMES INC COM 87265H109 106,750 4,981,356 SH   DFND 10,12,19,2,20,5,8 4,754,720 864 225,772
TRICIDA INC COM 89610F101 570 132,012 SH   DFND 20,5 132,012 0 0
TRICO BANCSHARES COM 896095106 35,962 844,573 SH   DFND 19,2,20,5 740,057 0 104,516
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 12,793 1,318,886 SH   DFND 2,20,5 1,196,590 0 122,296
TRIMAS CORP COM NEW 896215209 26,579 876,333 SH   DFND 19,2,20,5 781,650 200 94,483
TRIMBLE INC COM 896239100 803,765 9,822,373 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,214,369 171,358 1,436,646
TRINET GROUP INC COM 896288107 60,548 835,373 SH   DFND 19,2,20,5,8 745,066 600 89,707
ASLAN PHARMACEUTICALS LTD ADS 04522R101 107 32,379 SH   DFND 2 32,379 0 0
TRINITY INDS INC COM 896522109 77,999 2,900,687 SH   DFND 13,19,2,20,5,8 2,555,211 658 344,818
TRINSEO S A SHS L9340P101 80,585 1,346,674 SH   DFND 12,19,2,20,5,8 1,268,908 2,400 75,366
TRIP COM GROUP LTD ADS 89677Q107 337,377 9,514,286 SH   DFND 1,10,12,13,19,2,20,5,8 7,031,072 264,271 2,218,943
TRIPADVISOR INC COM 896945201 98,701 2,449,163 SH   DFND 13,19,2,20,5,8 2,262,629 1,093 185,441
TRIPLE-S MGMT CORP COM 896749108 13,216 593,426 SH   DFND 19,2,20,5 552,600 0 40,826
TRISTATE CAP HLDGS INC COM 89678F100 16,858 826,755 SH   DFND 19,2,20,5 774,513 0 52,242
TRITON INTL LTD CL A G9078F107 74,796 1,429,034 SH   DFND 19,2,20,5,8 1,286,015 11,100 131,919
TRIUMPH BANCORP INC COM 89679E300 81,045 1,091,515 SH   DFND 19,2,20,5 1,043,389 0 48,126
TRIUMPH GROUP INC NEW COM 896818101 75,723 3,649,295 SH   DFND 19,2,20,5 3,519,358 202 129,735
TRONOX HOLDINGS PLC SHS G9087Q102 52,358 2,337,394 SH   DFND 19,2,20,5,8 2,114,850 1,600 220,944
ASML HOLDING N V N Y REGISTRY SHS N07059210 32,142 46,526 SH   DFND 1,2,20,5 46,526 0 0
TRUEBLUE INC COM 89785X101 33,396 1,188,054 SH   DFND 19,2,20,5 1,097,933 1,702 88,419
TRUECAR INC COM 89785L107 12,290 2,175,178 SH   DFND 19,2,20,5 1,988,946 0 186,232
TRUIST FINL CORP COM 89832Q109 3,448,602 62,136,966 SH   DFND 10,12,13,19,2,20,5,6,8 54,677,608 782,133 6,677,225
TRUPANION INC COM 898202106 138,817 1,206,053 SH   DFND 19,2,20,5 1,134,815 200 71,038
TRUSTCO BK CORP N Y COM NEW 898349204 23,026 663,252 SH   DFND 19,2,20,5 628,874 280 34,098
TRUSTMARK CORP COM 898402102 85,175 2,765,410 SH   DFND 19,2,20,5 2,638,182 895 126,333
TSAKOS ENERGY NAVIGATION LTD SHS G9108L173 118 13,705 SH   DFND 2,20 13,705 0 0
TTEC HLDGS INC COM 89854H102 59,698 579,085 SH   DFND 19,2,20,5 543,352 0 35,733
TTM TECHNOLOGIES INC COM 87305R109 49,734 3,477,885 SH   DFND 19,2,20,5 3,303,957 700 173,228
TUCOWS INC COM NEW 898697206 15,723 195,760 SH   DFND 19,2,20,5 178,447 0 17,313
ASPEN AEROGELS INC COM 04523Y105 22,074 737,774 SH   DFND 2,20,5 717,925 0 19,849
TUFIN SOFTWARE TECHNOLOGIE SHS M8893U102 136 14,880 SH   DFND 2 14,880 0 0
TUPPERWARE BRANDS CORP COM 899896104 39,429 1,660,162 SH   DFND 13,19,2,20,5 1,560,021 800 99,341
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 5,192 1,111,869 SH   DFND 2,20 1,111,869 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 113,584 1,455,833 SH   DFND 13,19,2,20,5 1,370,703 300 84,830
TURNING PT BRANDS INC COM 90041L105 10,426 227,528 SH   DFND 19,2,20,5 221,645 0 5,883
TURTLE BEACH CORP COM NEW 900450206 8,752 274,191 SH   DFND 2,20,5 259,000 0 15,191
TUSIMPLE HLDGS INC CL A 90089L108 30,168 423,471 SH   DFND 2,20 389,533 0 33,938
TUTOR PERINI CORP COM 901109108 11,433 825,453 SH   DFND 19,2,20,5 737,267 800 87,386
TWC TECH HLDGS II CORP COM 90117G105 110 11,066 SH   DFND 20 0 0 11,066
TWILIO INC CL A 90138F102 1,345,501 3,413,592 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,775,914 92,523 545,155
ASPEN GROUP INC COM NEW 04530L203 312 47,823 SH   DFND 20 47,823 0 0
TWIN DISC INC COM 901476101 466 32,713 SH   DFND 20 32,713 0 0
TWIST BIOSCIENCE CORP COM 90184D100 171,175 1,284,613 SH   DFND 13,19,2,20,5 1,198,890 600 85,123
TWITTER INC COM 90184L102 2,406,913 34,979,111 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,193,583 598,015 4,187,513
TWITTER INC NOTE 0.250% 6/1 90184LAF9 46,541 33,814,000 PRN   DFND 2,5 33,814,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 27,900 27,280,000 PRN   DFND 2,5 27,280,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 70,971 9,182,935 SH   DFND 12,13,19,2,20,5,8 8,550,384 2,027 630,524
TYLER TECHNOLOGIES INC COM 902252105 739,385 1,634,470 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,360,244 42,294 231,932
TYME TECHNOLOGIES INC COM 90238J103 500 396,630 SH   DFND 20 396,630 0 0
TYSON FOODS INC CL A 902494103 994,273 13,479,839 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,112,851 368,620 1,998,368
U S CONCRETE INC COM 90333L201 40,333 546,522 SH   DFND 19,2,20,5 513,306 0 33,216
ASPEN TECHNOLOGY INC COM 045327103 236,044 1,716,184 SH   DFND 13,19,2,20,5 1,582,872 768 132,544
U S GLOBAL INVS INC CL A 902952100 343 55,475 SH   DFND 20 55,475 0 0
U S PHYSICAL THERAPY COM 90337L108 49,854 430,262 SH   DFND 19,2,20,5 405,659 300 24,303
U S SILICA HLDGS INC COM 90346E103 39,918 3,453,133 SH   DFND 13,19,2,20,5 3,364,409 0 88,724
U S XPRESS ENTERPRISES INC COM CL A 90338N202 2,924 339,954 SH   DFND 2,20 316,931 0 23,023
UBER TECHNOLOGIES INC COM 90353T100 1,545,363 30,833,251 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,716,536 683,380 4,433,335
UBIQUITI INC COM 90353W103 30,722 98,408 SH   DFND 12,19,2,20,5,6,8 90,708 0 7,700
UDR INC COM 902653104 824,259 16,828,475 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,222,373 263,915 2,342,187
UFP INDUSTRIES INC COM 90278Q108 146,721 1,973,647 SH   DFND 19,2,20,5,8 1,853,039 651 119,957
UFP TECHNOLOGIES INC COM 902673102 7,011 122,108 SH   DFND 2,20,5 115,401 0 6,707
UGI CORP NEW COM 902681105 629,970 13,501,854 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,573,940 203,814 724,100
ASPIRA WOMENS HEALTH INC COM 04537Y109 12,573 2,237,134 SH   DFND 2,20,5 2,142,831 0 94,303
ULTA BEAUTY INC COM 90384S303 743,215 2,149,448 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,850,666 37,918 260,864
ULTRA CLEAN HLDGS INC COM 90385V107 74,264 1,382,424 SH   DFND 19,2,20,5 1,302,918 0 79,506
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 130,713 1,370,875 SH   DFND 13,19,2,20,5 1,247,386 600 122,889
ULTRALIFE CORP COM 903899102 240 28,624 SH   DFND 20 28,624 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 11,812 3,141,468 SH   DFND 10,13,2,20 2,793,484 288,060 59,924
UMB FINL CORP COM 902788108 199,813 2,140,270 SH   DFND 12,13,19,2,20,5 2,043,015 308 96,947
UMH PPTYS INC COM 903002103 19,165 878,308 SH   DFND 19,2,20,5 780,155 0 98,153
UMPQUA HLDGS CORP COM 904214103 211,365 11,456,120 SH   DFND 12,13,19,2,20,5 11,031,481 2,162 422,477
UNDER ARMOUR INC CL A 904311107 160,222 7,575,517 SH   DFND 10,12,13,19,2,20,5,6,8 5,413,772 2,010 2,159,735
UNDER ARMOUR INC CL C 904311206 114,258 6,152,825 SH   DFND 10,12,13,19,2,20,5,6 5,538,489 2,047 612,289
ASSEMBLY BIOSCIENCES INC COM 045396108 661 170,423 SH   DFND 20 170,423 0 0
UNDER ARMOUR INC NOTE 1.500% 6/0 904311AC1 20,180 10,257,000 PRN   DFND 2 10,257,000 0 0
UNIFI INC COM NEW 904677200 11,181 459,008 SH   DFND 2,20,5 447,704 0 11,304
UNIFIRST CORP MASS COM 904708104 114,926 489,799 SH   DFND 19,2,20,5 459,636 143 30,020
UNILEVER PLC SPON ADR NEW 904767704 2,257 38,589 SH   DFND 1,20 38,589 0 0
UNION BANKSHARES INC COM 905400107 221 6,112 SH   DFND 20 6,112 0 0
UNION PAC CORP COM 907818108 6,076,252 27,628,119 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 23,613,810 768,304 3,246,005
UNIQURE NV SHS N90064101 45,578 1,479,818 SH   DFND 19,2,20,5 1,445,216 700 33,902
UNISYS CORP COM NEW 909214306 55,334 2,186,264 SH   DFND 19,2,20,5 2,061,145 1,550 123,569
UNITED AIRLS HLDGS INC COM 910047109 530,531 10,145,936 SH   DFND 10,12,13,19,2,20,5,6,8 9,457,073 1,527 687,336
UNITED BANKSHARES INC WEST V COM 909907107 421,157 11,429,620 SH   DFND 12,13,19,2,20,5 11,183,746 1,845 244,029
ACADIA RLTY TR COM SH BEN INT 004239109 101,114 4,573,520 SH   DFND 10,19,2,20,5,8 4,166,246 18,356 388,918
ASSERTIO HOLDINGS INC COM NEW 04546C205 273 175,004 SH   DFND 20,5 175,004 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 139,628 4,335,403 SH   DFND 19,2,20,5 4,166,732 529 168,142
UNITED FIRE GROUP INC COM 910340108 20,792 749,816 SH   DFND 19,2,20,5 702,675 0 47,141
UNITED INS HLDGS CORP COM 910710102 3,803 667,198 SH   DFND 2,20,5 645,298 0 21,900
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 31,884 3,374,012 SH   DFND 2,20,5 3,374,012 0 0
UNITED NAT FOODS INC COM 911163103 71,737 1,939,897 SH   DFND 12,19,2,20,5,8 1,772,926 256 166,715
UNITED PARCEL SERVICE INC CL B 911312106 6,127,898 29,465,298 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 25,337,694 576,796 3,550,808
UNITED RENTALS INC COM 911363109 1,257,603 3,942,206 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,445,297 92,647 404,262
UNITED SEC BANCSHARES CALIF COM 911460103 195 23,899 SH   DFND 20 23,899 0 0
UNITED STATES ANTIMONY CORP COM 911549103 318 322,384 SH   DFND 20 322,384 0 0
UNITED STATES CELLULAR CORP COM 911684108 13,875 382,132 SH   DFND 19,2,20,5 353,607 0 28,525
ASSETMARK FINL HLDGS INC COM 04546L106 8,694 346,912 SH   DFND 19,2,20,5 314,053 0 32,859
UNITED STATES STL CORP NEW COM 912909108 245,929 10,247,031 SH   DFND 1,12,13,19,2,20,5,8 9,752,122 1,861 493,048
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 19,010 9,361,000 PRN   DFND 2,5 9,361,000 0 0
UNITED STS LIME & MINERALS I COM 911922102 5,308 38,160 SH   DFND 19,2,20,5 33,553 0 4,607
UNITED THERAPEUTICS CORP DEL COM 91307C102 261,589 1,458,051 SH   DFND 12,13,19,2,20,5,8 1,343,306 457 114,288
UNITEDHEALTH GROUP INC COM 91324P102 17,831,807 44,530,535 SH   DFND 10,11,12,13,19,2,20,5,6,8 32,877,930 1,088,884 10,563,721
UNITI GROUP INC COM 91325V108 75,064 6,990,537 SH   DFND 12,13,19,2,20,5,8 6,537,201 3,741 449,595
UNITIL CORP COM 913259107 28,719 542,173 SH   DFND 13,19,2,20,5 503,712 0 38,461
UNITY BANCORP INC COM 913290102 356 16,134 SH   DFND 20 16,134 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 477 102,740 SH   DFND 20 102,740 0 0
UNITY SOFTWARE INC COM 91332U101 188,571 1,716,939 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,484,308 37,400 195,231
ASSOCIATED BANC CORP COM 045487105 220,296 10,756,632 SH   DFND 12,13,19,2,20,5 10,405,843 1,561 349,228
UNIVAR SOLUTIONS USA INC COM 91336L107 102,081 4,187,098 SH   DFND 12,13,19,2,20,5 3,839,159 2,000 345,939
UNIVERSAL CORP VA COM 913456109 71,546 1,255,854 SH   DFND 19,2,20,5,8 1,242,558 112 13,184
UNIVERSAL DISPLAY CORP COM 91347P105 267,864 1,204,803 SH   DFND 13,19,2,20,5 1,119,616 410 84,777
UNIVERSAL ELECTRS INC COM 913483103 25,410 523,914 SH   DFND 13,19,2,20,5 492,955 436 30,523
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 42,085 683,752 SH   DFND 10,19,2,20,5,8 618,595 3,000 62,157
UNIVERSAL HLTH SVCS INC CL B 913903100 483,124 3,299,352 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,806,047 118,873 374,432
UNIVERSAL INS HLDGS INC COM 91359V107 13,105 944,154 SH   DFND 19,2,20,5 872,660 8,300 63,194
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,463 147,972 SH   DFND 2,20 142,837 0 5,135
UNIVERSAL SEC INSTRS INC COM NEW 913821302 142 16,900 SH   DFND 20 16,900 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 212 21,046 SH   DFND 20 21,046 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 1,480 38,097 SH   DFND 2,20 36,697 0 1,400
UNIVERSAL TECHNICAL INST INC COM 913915104 486 74,898 SH   DFND 20 74,898 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 22,712 861,269 SH   DFND 19,2,20,5 786,971 0 74,298
UNUM GROUP COM 91529Y106 306,408 10,789,006 SH   DFND 10,12,13,19,2,20,5,6,8 10,058,554 3,261 727,191
UP FINTECH HLDG LTD SPONSORED ADS 91531W106 33,151 1,143,938 SH   DFND 10,12,13,19,2,20,5,8 891,438 35,000 217,500
UPLAND SOFTWARE INC COM 91544A109 27,470 667,237 SH   DFND 19,2,20,5 615,382 0 51,855
UPSTART HLDGS INC COM 91680M107 35,311 282,713 SH   DFND 19,2,20,5 264,654 400 17,659
UPWORK INC COM 91688F104 124,832 2,141,571 SH   DFND 13,19,2,20,5 1,899,176 700 241,695
UR-ENERGY INC COM 91688R108 2,755 1,968,093 SH   DFND 2,20,5 1,923,898 0 44,195
URANIUM ENERGY CORP COM 916896103 59,650 22,424,963 SH   DFND 2,20,5 22,225,826 0 199,137
URBAN EDGE PPTYS COM 91704F104 105,364 5,516,426 SH   DFND 10,13,19,2,20,5,8 4,960,211 25,092 531,123
ASSURANT INC COM 04621X108 481,405 3,082,371 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,439,794 41,817 600,760
URBAN ONE INC CL A 91705J105 88 10,200 SH   DFND 20 10,200 0 0
URBAN ONE INC CL D NON VTG 91705J204 516 102,756 SH   DFND 20 102,756 0 0
URBAN OUTFITTERS INC COM 917047102 110,132 2,671,815 SH   DFND 12,19,2,20,5,8 2,209,103 1,466 461,246
URBAN-GRO INC COM NEW 91704K202 147 16,000 SH   DFND 20 16,000 0 0
UROGEN PHARMA LTD COM M96088105 7,288 477,258 SH   DFND 19,2,20,5 413,313 300 63,645
URSTADT BIDDLE PPTYS INC CL A 917286205 20,835 1,075,067 SH   DFND 19,2,20,5 1,002,673 0 72,394
US BANCORP DEL COM NEW 902973304 3,542,491 61,730,906 SH   DFND 1,10,12,13,19,2,20,5,6,8 53,839,957 1,011,761 6,879,188
US ECOLOGY INC COM 91734M103 38,113 1,015,798 SH   DFND 19,2,20,5 958,960 400 56,438
US FOODS HLDG CORP COM 912008109 126,372 3,294,382 SH   DFND 12,13,19,2,20,5,8 2,889,580 1,900 402,902
US WELL SERVICES INC CL A 91274U101 157 155,114 SH   DFND 20 155,114 0 0
ASSURED GUARANTY LTD COM G0585R106 120,248 2,532,594 SH   DFND 12,13,19,2,20,5 2,392,139 806 139,649
USA TRUCK INC COM 902925106 485 30,191 SH   DFND 20 30,191 0 0
USANA HEALTH SCIENCES INC COM 90328M107 38,417 375,058 SH   DFND 19,2,20,5,8 353,126 0 21,932
USIO INC COM 917313108 165 25,800 SH   DFND 20 25,800 0 0
UTAH MED PRODS INC COM 917488108 5,636 66,053 SH   DFND 2,20,5 62,125 0 3,928
UTZ BRANDS INC COM CL A 918090101 23,129 1,060,874 SH   DFND 19,2,20,5 955,977 0 104,897
UWM HOLDINGS CORPORATION COM CL A 91823B109 6,219 733,054 SH   DFND 19,2,20,5 677,639 0 55,415
UXIN LTD ADS 91818X108 668 173,568 SH   DFND 2 173,568 0 0
V F CORP COM 918204108 1,333,344 16,252,368 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,387,112 267,849 2,597,407
VAALCO ENERGY INC COM NEW 91851C201 665 204,501 SH   DFND 20 204,501 0 0
VACCINEX INC COM 918640103 188 67,200 SH   DFND 20 67,200 0 0
AST SPACEMOBILE INC COM CL A 00217D100 1,599 123,600 SH   DFND 20 123,600 0 0
VAIL RESORTS INC COM 91879Q109 311,937 985,520 SH   DFND 10,11,12,13,19,2,20,5,6,8 683,449 23,949 278,122
VALE S A SPONSORED ADS 91912E105 303,742 13,076,524 SH   DFND 1,10,12,2,20,5,8 10,970,804 1,421,789 683,931
VALERO ENERGY CORP COM 91913Y100 2,210,961 28,316,609 SH   DFND 10,11,12,13,19,2,20,5,6,8 25,754,664 433,732 2,128,213
VALHI INC NEW COM 918905209 398 16,340 SH   DFND 2,20 15,840 0 500
VALLEY NATL BANCORP COM 919794107 281,233 20,784,380 SH   DFND 19,2,20,5,8 19,987,718 6,253 790,409
VALMONT INDS INC COM 920253101 135,669 573,489 SH   DFND 13,19,2,20,5,8 531,955 216 41,318
VALUE LINE INC COM 920437100 510 16,455 SH   DFND 2,20 15,927 0 528
VALVOLINE INC COM 92047W101 151,538 4,668,449 SH   DFND 13,19,2,20,5 4,313,604 1,813 353,032
VANDA PHARMACEUTICALS INC COM 921659108 68,004 3,161,509 SH   DFND 19,2,20,5 3,059,518 0 101,991
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,302 14,300 SH   DFND 10 0 0 14,300
ASTEC INDS INC COM 046224101 44,549 707,808 SH   DFND 19,2,20,5 668,247 463 39,098
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 300,616 3,500,013 SH   DFND 1,12,2 3,500,013 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 17,591 308,072 SH   DFND 12 308,072 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 241 1,014 SH   DFND 1 1,014 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 44,421 436,396 SH   DFND 1,10,2,20 430,696 5,700 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 21,645 55,004 SH   DFND 1 55,004 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 28,305 125,645 SH   DFND 1,20 125,645 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 13,180 59,152 SH   DFND 1 59,152 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 34,564 251,447 SH   DFND 20 251,447 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 40,552 746,669 SH   DFND 1,20 733,539 8,200 4,930
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 386,828 5,751,234 SH   DFND 2,20 5,203,773 0 547,461
ASTRAZENECA PLC SPONSORED ADR 046353108 14,368 239,870 SH   DFND 1,20 29,888 0 209,982
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,116 10,772 SH   DFND 1 10,772 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23,773 250,055 SH   DFND 1,20 250,055 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 461,108 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 76,378 714,213 SH   DFND 12,2 714,213 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 460,725 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 17,011 330,180 SH   DFND 1,20 179,009 111,819 39,352
VAPOTHERM INC COM 922107107 19,425 821,700 SH   DFND 19,2,20,5 783,003 0 38,697
VAREX IMAGING CORP COM 92214X106 55,469 2,068,191 SH   DFND 13,19,2,20,5 1,984,325 1,161 82,705
VARONIS SYS INC COM 922280102 127,494 2,212,662 SH   DFND 19,2,20,5 2,007,634 900 204,128
VASTA PLATFORM LTD CL A G9440A109 153 18,789 SH   DFND 2 18,789 0 0
ASTRONICS CORP COM 046433108 15,755 899,749 SH   DFND 2,20,5 865,341 0 34,408
VAXART INC COM NEW 92243A200 55,702 7,436,827 SH   DFND 19,2,20,5 7,200,076 1,300 235,451
VAXCYTE INC COM 92243G108 33,838 1,503,263 SH   DFND 19,2,20,5 1,459,566 0 43,697
VBI VACCINES INC CDA COM NEW 91822J103 42,409 12,659,322 SH   DFND 19,2,20,5 12,331,117 0 328,205
VECTOR GROUP LTD COM 92240M108 58,661 4,148,569 SH   DFND 19,2,20,5 4,076,377 1,706 70,486
VECTRUS INC COM 92242T101 25,610 538,145 SH   DFND 19,2,20,5 513,658 0 24,487
VEDANTA LIMITED SPONSORED ADR 92242Y100 40,106 2,824,336 SH   DFND 1,12,13,2,20,5,8 1,161,052 25,700 1,637,584
VEECO INSTRS INC DEL COM 922417100 37,790 1,571,947 SH   DFND 19,2,20,5 1,483,257 1,747 86,943
VEEVA SYS INC CL A COM 922475108 930,399 2,992,119 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,401,755 126,016 464,348
VELOCITY FINL INC COM 92262D101 784 62,756 SH   DFND 2,20 60,956 0 1,800
VELODYNE LIDAR INC COM 92259F101 18,938 1,779,892 SH   DFND 19,2,20,5 1,669,383 0 110,509
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 11,772 991,772 SH   DFND 19,2,20,5 896,627 0 95,145
ASTRONOVA INC COM 04638F108 227 16,300 SH   DFND 20 16,300 0 0
VENATOR MATLS PLC SHS G9329Z100 866 182,751 SH   DFND 20 182,751 0 0
VENTAS INC COM 92276F100 1,337,506 23,243,694 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,600,660 494,143 3,148,891
VENUS CONCEPT INC COM 92332W105 43 13,841 SH   DFND 20 13,841 0 0
VEON LTD SPONSORED ADR 91822M106 3,389 1,850,390 SH   DFND 13,2,20,5,8 1,518,690 0 331,700
VEONEER INC COM 92336X109 19,582 849,561 SH   DFND 13,19,2,20,5 737,435 1,000 111,126
VERA BRADLEY INC COM 92335C106 8,812 711,253 SH   DFND 2,20,5 691,450 0 19,803
VERACYTE INC COM 92337F107 102,135 2,554,655 SH   DFND 19,2,20,5 2,420,296 500 133,859
VERASTEM INC COM 92337C104 29,099 7,149,593 SH   DFND 2,20,5 6,958,464 0 191,129
VERB TECHNOLOGY CO INC COM 92337U104 465 227,000 SH   DFND 20 227,000 0 0
VEREIT INC COM 92339V308 442,115 9,531,551 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,801,813 210,320 1,519,418
ASTROTECH CORP COM NEW 046484200 204 153,361 SH   DFND 20 153,361 0 0
VERICEL CORP COM 92346J108 116,009 2,209,686 SH   DFND 19,2,20,5 2,114,511 0 95,175
VERINT SYS INC COM 92343X100 61,058 1,354,744 SH   DFND 19,2,20,5 1,210,510 500 143,734
VERISIGN INC COM 92343E102 887,925 3,899,710 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,326,335 88,481 484,894
VERISK ANALYTICS INC COM 92345Y106 1,199,134 6,863,173 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,633,331 154,248 1,075,594
VERITEX HLDGS INC COM 923451108 81,598 2,304,387 SH   DFND 19,2,20,5 2,147,191 0 157,196
VERITIV CORP COM 923454102 27,152 442,068 SH   DFND 19,2,20,5 427,429 0 14,639
VERITONE INC COM 92347M100 15,749 799,013 SH   DFND 19,2,20,5,8 761,174 0 37,839
VERIZON COMMUNICATIONS INC COM 92343V104 9,192,590 164,065,503 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 132,943,143 3,215,621 27,906,739
VERRA MOBILITY CORP COM 92511U102 42,988 2,796,861 SH   DFND 19,2,20,5 2,546,071 0 250,790
VERRICA PHARMACEUTICALS INC COM 92511W108 2,422 214,347 SH   DFND 2,20 201,353 0 12,994
ASURE SOFTWARE INC COM 04649U102 457 51,467 SH   DFND 20 51,467 0 0
VERSO CORP CL A 92531L207 10,080 569,487 SH   DFND 2,20,5 524,687 0 44,800
VERTEX ENERGY INC COM 92534K107 984 74,400 SH   DFND 20 74,400 0 0
VERTEX INC CL A 92538J106 6,073 276,812 SH   DFND 19,2,20,5 255,330 0 21,482
VERTEX PHARMACEUTICALS INC COM 92532F100 2,360,245 11,705,823 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,933,306 263,536 1,508,981
VERTIV HOLDINGS CO COM CL A 92537N108 100,760 3,690,855 SH   DFND 13,19,2,20,5 3,270,229 0 420,626
VERU INC COM 92536C103 8,415 1,042,692 SH   DFND 19,2,20,5 989,097 0 53,595
VIACOMCBS INC CL A 92556H107 2,398 49,269 SH   DFND 2,20,6 33,304 0 15,965
VIACOMCBS INC CL B 92556H206 1,454,977 32,026,213 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,884,899 434,448 7,706,866
VIAD CORP COM 92552R406 32,881 659,592 SH   DFND 19,2,20,5 627,923 478 31,191
VIANT TECHNOLOGY INC COM CL A 92557A101 5,361 180,007 SH   DFND 2,20,5 168,236 0 11,771
AT HOME GROUP INC COM 04650Y100 44,121 1,197,639 SH   DFND 19,2,20,5 1,097,852 0 99,787
VIASAT INC COM 92552V100 89,292 1,791,564 SH   DFND 12,13,19,2,20,5 1,682,258 727 108,579
VIATRIS INC COM 92556V106 761,146 53,264,219 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 46,199,823 844,230 6,220,166
VIAVI SOLUTIONS INC COM 925550105 128,170 7,257,661 SH   DFND 19,2,20,5 6,683,014 1,657 572,990
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 18,433 13,026,000 PRN   DFND 2,5 13,026,000 0 0
VICI PPTYS INC COM 925652109 548,610 17,506,077 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,168,611 408,911 2,928,555
VICOR CORP COM 925815102 66,743 631,196 SH   DFND 19,2,20,5 592,075 0 39,121
VICTORY CAP HLDGS INC COM CL A 92645B103 2,487 77,007 SH   DFND 19,20,5 63,727 0 13,280
VIDLER WATER RESOUCES INC COM 92660E107 1,175 88,324 SH   DFND 20 88,324 0 0
VIEMED HEALTHCARE INC COM 92663R105 3,695 516,835 SH   DFND 2,20,5 480,283 0 36,552
VIEW INC COM CL A 92671V106 11,136 1,313,162 SH   DFND 2,20,5 1,199,762 0 113,400
AT&T INC COM 00206R102 8,543,208 296,845,308 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 255,802,702 5,221,002 35,821,604
VIEWRAY INC COM 92672L107 23,466 3,555,441 SH   DFND 19,2,20,5 3,369,432 0 186,009
VIKING THERAPEUTICS INC COM 92686J106 29,866 4,985,960 SH   DFND 19,2,20,5 4,828,580 0 157,380
VILLAGE SUPER MKT INC CL A NEW 927107409 3,816 162,305 SH   DFND 19,2,20,5 142,359 0 19,946
VIMEO INC COMMON STOCK 92719V100 101,555 2,072,545 SH   DFND 10,12,13,19,2,20,5,6,8 1,833,419 1,730 237,396
VINCERX PHARMA INC COM NEW 92731L106 1,086 83,627 SH   DFND 2,20 82,500 0 1,127
VINCO VENTURES INC COM 927330100 641 162,200 SH   DFND 20 162,200 0 0
VINE ENERGY INC CL A 92735P103 4,339 278,314 SH   DFND 2,20,5 266,053 0 12,261
VIOMI TECHNOLOGY CO LTD SPONSORED ADS 92762J103 12,521 1,474,784 SH   DFND 2 1,474,784 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,455 77,285 SH   DFND 20,5 64,061 0 13,224
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 185,867 9,256,313 SH   DFND 1,10,11,12,13,19,2,20,5,8 6,304,947 323,195 2,628,171
ATARA BIOTHERAPEUTICS INC COM 046513107 67,982 4,371,856 SH   DFND 19,2,20,5 4,221,614 0 150,242
VIR BIOTECHNOLOGY INC COM 92764N102 101,743 2,151,935 SH   DFND 19,2,20,5 2,072,060 800 79,075
VIRACTA THERAPEUTICS INC COM 92765F108 5,491 484,222 SH   DFND 2,20,5 433,309 0 50,913
VIRCO MFG CO COM 927651109 57 16,574 SH   DFND 20 16,574 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 173,660 3,775,218 SH   DFND 13,19,2,20,5 3,499,922 1,700 273,596
VIRIDIAN THERAPEUTICS INC COM 92790C104 202 11,041 SH   DFND 20 11,041 0 0
VIRNETX HLDG CORP COM 92823T108 7,072 1,656,159 SH   DFND 13,19,2,20,5 1,567,580 0 88,579
VIRTRA INC COM PAR 92827K301 107 14,500 SH   DFND 20 14,500 0 0
VIRTU FINL INC CL A 928254101 38,027 1,376,305 SH   DFND 19,2,20,5,8 1,228,336 0 147,969
VIRTUS INVT PARTNERS INC COM 92828Q109 68,064 245,038 SH   DFND 10,19,2,20,5,8 229,484 0 15,554
VISA INC COM CL A 92826C839 17,176,752 73,461,430 SH   DFND 10,11,12,13,19,2,20,5,6,8 57,119,601 1,888,930 14,452,899
ATEA PHARMACEUTICALS INC COM 04683R106 20,659 961,767 SH   DFND 19,2,20,5 900,880 0 60,887
VISHAY INTERTECHNOLOGY INC COM 928298108 94,777 4,202,963 SH   DFND 19,2,20,5,8 3,933,725 789 268,449
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 13,159 12,495,000 PRN   DFND 2,5 12,495,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 8,177 240,203 SH   DFND 19,2,20,5 217,643 0 22,560
VISLINK TECHNOLOGIES INC COM 92836Y300 498 174,807 SH   DFND 20 174,807 0 0
VISTA OIL & GAS SAB DE CV SPONSORED ADS 92837L109 147 35,799 SH   DFND 2 35,799 0 0
VISTA OUTDOOR INC COM 928377100 80,946 1,749,052 SH   DFND 19,2,20,5,8 1,692,678 586 55,788
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 9,638 3,059,610 SH   DFND 2,20,5 2,763,174 0 296,436
VISTEON CORP COM NEW 92839U206 120,449 995,940 SH   DFND 12,13,19,2,20,5,8 934,518 459 60,963
VISTRA CORP COM 92840M102 187,956 10,132,373 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,823,033 286,404 1,022,936
VITAL FARMS INC COM 92847W103 7,932 397,388 SH   DFND 19,2,20,5 371,638 0 25,750
ATERIAN INC COM 02156U101 4,420 302,120 SH   DFND 2,20,5 290,385 0 11,735
VIVEVE MED INC COM NEW 92852W501 162 54,708 SH   DFND 20 54,708 0 0
VIVINT SMART HOME INC COM CL A 928542109 27,768 2,103,633 SH   DFND 19,2,20,5 2,010,517 0 93,116
VIZIO HLDG CORP CL A COM 92858V101 708 26,200 SH   DFND 20 26,200 0 0
VMWARE INC CL A COM 928563402 337,259 2,108,263 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,472,019 81,175 555,069
VOCERA COMMUNICATIONS INC COM 92857F107 26,577 666,927 SH   DFND 19,2,20,5 596,653 0 70,274
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 10,294 582,653 SH   DFND 1,2,20 575,519 0 7,134
VOLITIONRX LTD COM 928661107 345 104,823 SH   DFND 20 104,823 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 85 18,665 SH   DFND 20 18,665 0 0
VONAGE HLDGS CORP COM 92886T201 112,350 7,796,669 SH   DFND 19,2,20,5 7,293,629 4,300 498,740
VONTIER CORPORATION COM 928881101 150,122 4,607,801 SH   DFND 1,13,19,2,20,5 4,256,117 1,199 350,485
ATHENE HOLDING LTD CL A G0684D107 206,706 3,062,312 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,332,138 202,802 527,372
VOR BIOPHARMA INC COM 929033108 3,764 201,803 SH   DFND 2,20,5 181,668 0 20,135
VORNADO RLTY TR SH BEN INT 929042109 510,197 10,932,022 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,229,782 146,758 1,555,482
VOXX INTL CORP CL A 91829F104 4,181 298,407 SH   DFND 2,20,5 282,940 0 15,467
VOYA FINANCIAL INC COM 929089100 230,796 3,752,777 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,827,529 144,157 781,091
VOYAGER THERAPEUTICS INC COM 92915B106 350 84,814 SH   DFND 20 84,814 0 0
VROOM INC COM 92918V109 61,207 1,462,176 SH   DFND 19,2,20,5 1,305,474 0 156,702
VSE CORP COM 918284100 8,510 171,875 SH   DFND 2,20,5 161,684 0 10,191
VTV THERAPEUTICS INC CL A 918385105 206 90,487 SH   DFND 20 90,487 0 0
VULCAN MATLS CO COM 929160109 1,031,915 5,928,162 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,099,146 92,921 736,095
VUZIX CORP COM NEW 92921W300 41,018 2,235,308 SH   DFND 19,2,20,5 2,137,195 1,500 96,613
ATHENEX INC COM 04685N103 39,634 8,578,771 SH   DFND 19,2,20,5 8,443,147 0 135,624
VYANT BIO INC COM 92942V109 197 52,771 SH   DFND 20 52,771 0 0
VYNE THERAPEUTICS INC COM 92941V209 1,876 534,613 SH   DFND 2,20 534,613 0 0
W & T OFFSHORE INC COM 92922P106 9,060 1,868,068 SH   DFND 2,20,5 1,747,470 0 120,598
WABASH NATL CORP COM 929566107 28,207 1,762,962 SH   DFND 19,2,20,5 1,649,966 2,200 110,796
WABTEC COM 929740108 603,445 7,332,254 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 6,370,670 125,611 835,973
WAITR HLDGS INC COM 930752100 638 358,637 SH   DFND 20 358,637 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,311,428 43,935,137 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 33,855,024 531,140 9,548,973
WALKER & DUNLOP INC COM 93148P102 122,604 1,174,595 SH   DFND 19,2,20,5 1,111,142 0 63,453
WALMART INC COM 931142103 8,856,565 62,803,608 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 48,823,326 1,920,949 12,059,333
WARBURG PINCUS CAPTAL CORP I UNIT 99/99/9999 G9460M116 306 30,833 SH   DFND 20 0 0 30,833
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,858 974,924 SH   DFND 19,2,20,5 921,500 0 53,424
ATHERSYS INC NEW COM 04744L106 5,232 3,633,078 SH   DFND 19,2,20,5 3,314,105 0 318,973
WARNER MUSIC GROUP CORP COM CL A 934550203 12,694 352,227 SH   DFND 10,20,5,6,8 352,227 0 0
WARRIOR MET COAL INC COM 93627C101 76,646 4,456,150 SH   DFND 2,20,5,8 4,349,758 0 106,392
WASHINGTON FED INC COM 938824109 98,043 3,085,039 SH   DFND 19,2,20,5 2,934,722 1,029 149,288
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 103,051 4,423,638 SH   DFND 10,12,13,19,2,20,5,8 4,022,361 18,287 382,990
WASHINGTON TR BANCORP INC COM 940610108 27,302 526,368 SH   DFND 13,19,2,20,5 476,442 0 49,926
WASTE CONNECTIONS INC COM 94106B101 277,898 2,326,870 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,476,072 153,242 697,556
WASTE MGMT INC DEL COM 94106L109 2,839,078 20,263,208 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,534,568 2,302,302 2,426,338
WATERS CORP COM 941848103 926,507 2,680,789 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,255,373 88,350 337,066
WATERSTONE FINL INC MD COM 94188P101 10,505 534,323 SH   DFND 19,2,20,5 477,897 0 56,426
WATFORD HLDGS LTD SHS G94787101 10,368 296,325 SH   DFND 19,2,20,5 269,927 0 26,398
ATHIRA PHARMA INC COM 04746L104 4,437 433,318 SH   DFND 2,20,5 417,118 0 16,200
WATSCO INC COM 942622200 246,081 858,503 SH   DFND 12,13,19,2,20,5,8 796,810 787 60,906
WATTS WATER TECHNOLOGIES INC CL A 942749102 128,033 877,482 SH   DFND 19,2,20,5 819,328 144 58,010
WAVE LIFE SCIENCES LTD SHS Y95308105 3,999 600,396 SH   DFND 2,20,5 568,082 0 32,314
WAYFAIR INC CL A 94419L101 506,431 1,604,101 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,306,096 53,624 244,381
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 57,263 25,950,000 PRN   DFND 2,5 25,950,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 39,371 14,459,000 PRN   DFND 2,5 14,459,000 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 617 24,651 SH   DFND 20 24,651 0 0
WD 40 CO COM 929236107 113,819 444,102 SH   DFND 19,2,20,5 408,789 235 35,078
WEBSTER FINL CORP CONN COM 947890109 245,149 4,595,976 SH   DFND 12,13,19,2,20,5 4,397,473 1,374 197,129
WEC ENERGY GROUP INC COM 92939U106 1,465,880 16,479,816 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,061,878 225,889 2,192,049
ATKORE INC COM 047649108 67,146 945,714 SH   DFND 19,2,20,5,8 847,239 0 98,475
WEIBO CORP NOTE 1.250%11/1 948596AC5 23,196 23,819,000 PRN   DFND 2,5 23,819,000 0 0
WEIBO CORP SPONSORED ADR 948596101 71,901 1,366,419 SH   DFND 10,12,13,19,2,20,5,8 1,027,392 33,830 305,197
WEINGARTEN RLTY INVS SH BEN INT 948741103 169,927 5,298,628 SH   DFND 10,12,13,19,2,20,5,8 4,744,998 33,444 520,186
WEIS MKTS INC COM 948849104 23,954 463,678 SH   DFND 19,2,20,5 429,107 370 34,201
WELBILT INC COM 949090104 59,068 2,551,538 SH   DFND 19,2,20,5 2,271,109 886 279,543
WELLS FARGO CO NEW COM 949746101 8,105,404 178,966,751 SH   DFND 1,10,12,13,19,2,20,5,6,8 156,928,844 2,944,875 19,093,032
WELLTOWER INC COM 95040Q104 2,029,360 24,420,697 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,785,056 377,624 3,258,017
WENDYS CO COM 95058W100 109,744 4,685,910 SH   DFND 19,2,20,5,8 4,324,973 1,941 358,996
WEREWOLF THERAPEUTICS INC COM 95075A107 1,364 78,237 SH   DFND 2,20 76,500 0 1,737
WERNER ENTERPRISES INC COM 950755108 95,176 2,137,827 SH   DFND 19,2,20,5,8 2,018,811 242 118,774
ATLANTIC CAP BANCSHARES INC COM 048269203 9,860 387,291 SH   DFND 2,20,5 366,454 0 20,837
WESBANCO INC COM 950810101 78,127 2,174,275 SH   DFND 19,2,20,5 2,043,748 137 130,390
WESCO INTL INC COM 95082P105 94,821 922,200 SH   DFND 12,19,2,20,5,8 823,247 491 98,462
WEST BANCORPORATION INC CAP STK 95123P106 9,850 354,968 SH   DFND 13,2,20,5 294,086 0 60,882
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,224,867 3,410,935 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,816,569 141,323 453,043
WESTAMERICA BANCORPORATION COM 957090103 63,456 1,093,508 SH   DFND 19,2,20,5 1,040,253 10 53,245
WESTERN ALLIANCE BANCORP COM 957638109 258,047 2,779,182 SH   DFND 13,19,2,20,5,8 2,594,672 1,500 183,010
WESTERN ASSET MTG CAP CORP COM 95790D105 1,147 353,074 SH   DFND 20,5 353,074 0 0
WESTERN DIGITAL CORP. COM 958102105 846,755 11,897,646 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,182,957 212,914 1,501,775
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 29,181 27,198,000 PRN   DFND 2,5 27,198,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 643 78,936 SH   DFND 20 67,781 0 11,155
ATLANTIC UN BANKSHARES CORP COM 04911A107 89,145 2,461,207 SH   DFND 19,2,20,5 2,300,972 500 159,735
WESTERN UN CO COM 959802109 480,496 20,918,433 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,251,097 468,322 3,199,014
WESTLAKE CHEM CORP COM 960413102 46,715 518,534 SH   DFND 12,13,19,2,20,5,8 448,529 500 69,505
WESTPAC BANKING CORP SPONSORED ADR 961214301 769 38,921 SH   DFND 20 38,921 0 0
WESTROCK CO COM 96145D105 635,766 11,945,992 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,556,525 179,766 1,209,701
WESTWATER RES INC COM NEW 961684206 367 77,152 SH   DFND 20 77,152 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 785 35,923 SH   DFND 20,5 35,923 0 0
WEX INC COM 96208T104 216,848 1,118,348 SH   DFND 13,19,2,20,5 1,036,294 427 81,627
WEYCO GROUP INC COM 962149100 595 26,607 SH   DFND 20 26,607 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 1,009,942 29,341,717 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,746,197 667,340 3,928,180
WHEELER REAL ESTATE INVT TR COM NEW 963025705 232 45,896 SH   DFND 20 45,896 0 0
ATLANTICA SUSTAINABLE INFR P SHS G0751N103 20,306 545,556 SH   DFND 1,2,20,5 545,556 0 0
WHIRLPOOL CORP COM 963320106 658,912 3,022,254 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,573,338 101,425 347,491
WHITE MTNS INS GROUP LTD COM G9618E107 69,782 60,784 SH   DFND 13,19,2,20,5,8 53,275 51 7,458
WHITESTONE REIT COM 966084204 12,951 1,569,835 SH   DFND 2,20,5 1,529,696 0 40,139
WHITING PETE CORP NEW COM NEW 966387508 96,525 1,769,485 SH   DFND 19,2,20,5,8 1,720,278 0 49,207
WHOLE EARTH BRANDS INC COM CL A 96684W100 7,270 501,365 SH   DFND 2,20 445,265 0 56,100
WIDEOPENWEST INC COM 96758W101 21,368 1,031,752 SH   DFND 19,2,20,5 913,684 0 118,068
WILEY JOHN & SONS INC CL A 968223206 303,535 5,043,778 SH   DFND 19,2,20,5,6,8 4,949,790 435 93,553
WILLAMETTE VY VINEYARD INC COM 969136100 185 13,512 SH   DFND 20 13,512 0 0
WILLDAN GROUP INC COM 96924N100 7,707 204,747 SH   DFND 19,2,20,5 186,737 0 18,010
WILLIAMS COS INC COM 969457100 2,158,755 81,309,030 SH   DFND 10,11,12,13,19,2,20,5,6,8 73,919,131 870,667 6,519,232
ATLANTICUS HOLDINGS CORP COM 04914Y102 3,343 84,214 SH   DFND 2,20 79,572 0 4,642
WILLIAMS INDL SVCS GROUP INC COM 96951A104 104 17,800 SH   DFND 20 17,800 0 0
WILLIAMS SONOMA INC COM 969904101 389,868 2,442,018 SH   DFND 10,12,13,19,2,20,5,8 2,294,656 601 146,761
WILLIS LEASE FIN CORP COM 970646105 1,940 45,255 SH   DFND 2,20 42,673 0 2,582
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,461,804 6,355,114 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,514,951 92,542 747,621
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 98,910 3,548,971 SH   DFND 19,2,20,5 3,186,417 596 361,958
WIMI HOLOGRAM CLOUD INC SPON ADS CL B 97264L100 275 50,000 SH   DFND 1 0 0 50,000
WINDTREE THERAPEUTICS INC COM 97382D303 44 19,300 SH   DFND 20 19,300 0 0
WINGSTOP INC COM 974155103 140,522 891,469 SH   DFND 13,19,2,20,5 830,529 200 60,740
WINMARK CORP COM 974250102 14,049 73,141 SH   DFND 19,2,20,5 65,731 0 7,410
WINNEBAGO INDS INC COM 974637100 70,902 1,043,293 SH   DFND 19,2,20,5 982,763 0 60,530
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 77,619 1,139,610 SH   DFND 19,2,20,5,8 1,106,679 0 32,931
WINTRUST FINL CORP COM 97650W108 215,135 2,844,577 SH   DFND 12,13,19,2,20,5 2,740,642 539 103,396
WIPRO LTD SPON ADR 1 SH 97651M109 81,591 10,446,982 SH   DFND 1,12,13,19,2,20,5,8 5,471,688 0 4,975,294
WIRELESS TELECOM GROUP INC COM 976524108 92 22,709 SH   DFND 20 22,709 0 0
WISDOMTREE INVTS INC COM 97717P104 26,566 4,284,855 SH   DFND 19,2,20,5 4,021,426 3,600 259,829
WIX COM LTD NOTE 7/0 92940WAB5 20,847 10,088,000 PRN   DFND 2,5 10,088,000 0 0
WIX COM LTD SHS M98068105 424,478 1,462,304 SH   DFND 10,12,13,19,2,20,5,6,8 1,090,891 31,204 340,209
WNS HLDGS LTD SPON ADR 92932M101 18,293 229,030 SH   DFND 1,2,20 47,560 0 181,470
WOLVERINE WORLD WIDE INC COM 978097103 91,083 2,699,603 SH   DFND 19,2,20,5 2,510,238 828 188,537
WOODWARD INC COM 980745103 174,776 1,422,327 SH   DFND 13,19,2,20,5 1,315,627 449 106,251
WORKDAY INC CL A 98138H101 961,064 4,025,569 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,249,741 125,111 650,717
ATLAS CORP SHARES Y0436Q109 9,578 672,175 SH   DFND 19,2,20,5 422,609 1,300 248,266
WORKDAY INC NOTE 0.250%10/0 98138HAF8 50,265 30,501,000 PRN   DFND 2,5 30,501,000 0 0
WORKHORSE GROUP INC COM NEW 98138J206 50,843 3,064,706 SH   DFND 19,2,20,5 2,827,851 1,100 235,755
WORKIVA INC COM CL A 98139A105 96,722 868,783 SH   DFND 19,2,20,5 788,091 500 80,192
WORLD ACCEP CORPORATION COM 981419104 22,638 141,273 SH   DFND 19,2,20,5 130,871 0 10,402
WORLD FUEL SVCS CORP COM 981475106 87,176 2,737,327 SH   DFND 10,12,13,19,2,20,5,8 2,606,080 246 131,001
WORLD GOLD TR SPDR GLD MINIS 98149E204 32,711 1,857,509 SH   DFND 20 1,857,509 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 65,716 1,135,179 SH   DFND 19,2,20,5 1,044,730 5,300 85,149
WORTHINGTON INDS INC COM 981811102 129,237 2,112,410 SH   DFND 19,2,20,5,8 2,044,789 200 67,421
WP CAREY INC COM 92936U109 554,106 7,324,291 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,049,650 156,328 1,118,313
WRAP TECHNOLOGIES INC COM 98212N107 5,286 673,378 SH   DFND 2,20 673,378 0 0
ATLAS TECHNICAL CONSULTANTS COM CLS A 049430101 1,540 159,063 SH   DFND 2,20 156,100 0 2,963
WSFS FINL CORP COM 929328102 97,571 2,094,241 SH   DFND 19,2,20,5 1,970,163 662 123,416
WW INTL INC COM 98262P101 53,046 1,467,798 SH   DFND 13,19,2,20,5 1,370,836 336 96,626
WYNDHAM HOTELS & RESORTS INC COM 98311A105 174,131 2,408,783 SH   DFND 12,13,19,2,20,5 2,228,550 1,795 178,438
WYNN RESORTS LTD COM 983134107 482,781 3,947,511 SH   DFND 10,12,13,19,2,20,5,6,8 3,378,792 56,155 512,564
X4 PHARMACEUTICALS INC COM 98420X103 315 48,480 SH   DFND 20 48,480 0 0
XBIOTECH INC COM 98400H102 6,769 408,754 SH   DFND 19,2,20,5 393,169 0 15,585
XCEL BRANDS INC COM NEW 98400M101 65 21,700 SH   DFND 20 21,700 0 0
XCEL ENERGY INC COM 98389B100 1,761,365 26,556,601 SH   DFND 10,11,12,13,19,2,20,5,6,8 23,552,305 386,368 2,617,928
XENCOR INC COM 98401F105 89,876 2,605,863 SH   DFND 19,2,20,5 2,495,251 1,200 109,412
XENIA HOTELS & RESORTS INC COM 984017103 112,175 5,989,041 SH   DFND 10,12,13,19,2,20,5,8 5,446,548 24,612 517,881
ACCELERON PHARMA INC COM 00434H108 138,776 1,105,870 SH   DFND 13,19,2,20,5 1,003,625 1,400 100,845
ATLASSIAN CORP PLC CL A G06242104 384,854 1,498,304 SH   DFND 10,12,13,19,1,2,20,5,6,8 1,364,204 0 134,100
XENON PHARMACEUTICALS INC COM 98420N105 2,432 130,595 SH   DFND 19,2,20,5 110,381 0 20,214
XERIS PHARMACEUTICALS INC COM 98422L107 874 214,682 SH   DFND 20 214,682 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 103,654 4,365,474 SH   DFND 1,12,13,19,2,20,5,8 4,028,498 2,277 334,699
XILINX INC COM 983919101 1,683,477 11,639,081 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,602,268 265,461 1,771,352
XL FLEET CORP COM CL A 9837FR100 7,207 865,163 SH   DFND 19,2,20,5 838,603 0 26,560
XOMA CORP DEL COM NEW 98419J206 4,094 120,424 SH   DFND 2,20 116,386 0 4,038
XP INC CL A G98239109 8,300 190,579 SH   DFND 10,2,20,8 190,579 0 0
XPEL INC COM 98379L100 27,380 326,452 SH   DFND 19,2,20,5 291,146 0 35,306
XPENG INC ADS 98422D105 271,780 6,118,426 SH   DFND 1,10,12,13,19,2,20,5,8 4,363,694 144,600 1,610,132
XPERI HOLDING CORP COM 98390M103 81,693 3,673,240 SH   DFND 19,2,20,5 3,463,811 866 208,563
ATMOS ENERGY CORP COM 049560105 898,967 9,353,526 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,586,579 101,489 665,458
XPO LOGISTICS INC COM 983793100 441,508 3,156,106 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,761,358 61,053 333,695
XPRESSPA GROUP INC COM 98420U703 524 340,137 SH   DFND 20 340,137 0 0
XTANT MED HLDGS INC COM NEW 98420P308 37 22,800 SH   DFND 20 22,800 0 0
XUNLEI LTD SPONSORED ADR 98419E108 7,673 1,682,684 SH   DFND 2 1,682,684 0 0
XYLEM INC COM 98419M100 976,346 8,138,926 SH   DFND 10,11,12,13,19,2,20,5,6,8 6,922,534 122,571 1,093,821
Y-MABS THERAPEUTICS INC COM 984241109 46,965 1,389,511 SH   DFND 19,2,20,5 1,332,903 0 56,608
YANDEX N V SHS CLASS A N97284108 232,169 3,281,541 SH   DFND 10,12,13,19,2,20,5,8 2,935,237 124,425 221,879
YATRA ONLINE INC ORD SHS G98338109 66 29,131 SH   DFND 20 29,131 0 0
YATSEN HLDG LTD ADS 985194109 1,114 118,900 SH   DFND 19,2,20 36,400 0 82,500
YELLOW CORP COM 985510106 4,717 724,533 SH   DFND 2,20,5 696,057 0 28,476
ATN INTL INC COM 00215F107 17,955 393,234 SH   DFND 13,19,2,20,5 369,109 0 24,125
YELP INC CL A 985817105 95,779 2,396,871 SH   DFND 13,19,2,20,5,8 2,250,016 600 146,255
YETI HLDGS INC COM 98585X104 178,360 1,942,493 SH   DFND 13,19,2,20,5 1,793,358 400 148,735
YEXT INC COM 98585N106 34,585 2,420,226 SH   DFND 19,2,20,5 2,235,389 0 184,837
YIREN DIGITAL LTD SPONSORED ADS 98585L100 64 10,604 SH   DFND 1 0 0 10,604
YORK WTR CO COM 987184108 12,051 264,948 SH   DFND 19,2,20,5 239,688 0 25,260
YOUDAO INC SPONSORED ADS 98741T104 488 21,120 SH   DFND 19,2 21,120 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 20,464 4,372,714 SH   DFND 10,12,13,19,2,20,5,8 1,993,057 408,040 1,971,617
YUM BRANDS INC COM 988498101 1,412,264 12,277,354 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,136,481 252,870 1,888,003
YUM CHINA HLDGS INC COM 98850P109 726,326 10,963,413 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,987,828 216,571 1,759,014
ZAI LAB LTD ADR 98887Q104 256,371 1,448,505 SH   DFND 1,10,12,13,19,2,20,5,8 1,001,252 35,100 412,153
ATOMERA INC COM 04965B100 7,069 329,701 SH   DFND 2,20,5 310,855 0 18,846
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1,102,995 2,083,127 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,737,161 70,374 275,592
ZEDGE INC CL B 98923T104 694 37,699 SH   DFND 20 37,699 0 0
ZENDESK INC COM 98936J101 357,647 2,477,810 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,995,903 65,250 416,657
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 33,100 22,625,000 PRN   DFND 2 22,625,000 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 71,253 1,339,340 SH   DFND 19,2,20,5 1,289,777 0 49,563
ZEPP HEALTH CORPORATION SPONSORED ADS 98945L105 8,436 718,549 SH   DFND 2,20,5 709,834 0 8,715
ZILLOW GROUP INC CL A 98954M101 154,500 1,260,913 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,014,597 35,226 211,090
ZILLOW GROUP INC CL C CAP STK 98954M200 414,050 3,387,745 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,727,035 110,731 549,979
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 49,711 17,675,000 PRN   DFND 2,5 17,675,000 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 35,854 12,660,000 PRN   DFND 2,5 12,660,000 0 0
ATOSSA THERAPEUTICS INC COM 04962H506 12,846 2,032,668 SH   DFND 2,20,5 1,870,446 0 162,222
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 29,383 14,787,000 PRN   DFND 2,5 14,787,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 1,376,462 8,546,418 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,431,624 142,477 972,317
ZIONS BANCORPORATION N A COM 989701107 450,080 8,514,573 SH   DFND 10,12,13,19,2,20,5,6,8 7,956,353 2,177 556,043
ZIOPHARM ONCOLOGY INC COM 98973P101 28,670 10,859,732 SH   DFND 19,2,20,5 10,435,113 0 424,619
ZIX CORP COM 98974P100 9,851 1,397,295 SH   DFND 2,20,5 1,337,623 0 59,672
ZOETIS INC CL A 98978V103 3,605,582 19,347,401 SH   DFND 10,11,12,13,19,2,20,5,6,8 16,466,315 496,771 2,384,315
ZOGENIX INC COM NEW 98978L204 22,348 1,293,295 SH   DFND 19,2,20,5 1,187,767 0 105,528
ZOMEDICA CORP COM 98980M109 15,294 18,366,408 SH   DFND 19,2,20,5 17,920,293 30,300 415,815
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,813,193 4,684,890 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,809,319 131,346 744,225
ZOOMINFO TECHNOLOGIES INC COM CL A 98980F104 35,543 681,288 SH   DFND 10,13,19,2,20,5,6,8 604,137 400 76,751
ATRECA INC CL A COM 04965G109 4,189 491,632 SH   DFND 19,2,20,5 457,375 0 34,257
ZOSANO PHARMA CORP COM NEW 98979H202 398 418,916 SH   DFND 20 418,916 0 0
ZOVIO INC COM 98979V102 273 105,457 SH   DFND 20 105,457 0 0
ZSCALER INC COM 98980G102 375,111 1,736,145 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,407,673 45,137 283,335
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 257,510 8,484,664 SH   DFND 1,10,12,13,19,2,20,5,8 5,903,501 229,300 2,351,863
ZUMIEZ INC COM 989817101 44,629 910,975 SH   DFND 19,2,20,5,8 863,354 0 47,621
ZUORA INC COM CL A 98983V106 39,160 2,270,130 SH   DFND 19,2,20,5 2,058,359 0 211,771
ZYMERGEN INC COM 98985X100 12,024 300,525 SH   DFND 2,20,5 275,902 0 24,623
ZYMEWORKS INC COM 98985W102 3,802 109,602 SH   DFND 19,2,20,5 74,145 0 35,457
ZYNERBA PHARMACEUTICALS INC COM 98986X109 579 109,438 SH   DFND 20 109,438 0 0
ZYNEX INC COM 98986M103 8,900 573,062 SH   DFND 19,2,20,5 550,478 0 22,584
ATRICURE INC COM 04963C209 79,798 1,005,899 SH   DFND 19,2,20,5 915,135 500 90,264
ZYNGA INC CL A 98986T108 162,816 15,316,637 SH   DFND 13,19,2,20,5,8 13,559,207 8,800 1,748,630
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 25,303 18,313,000 PRN   DFND 2,5 18,313,000 0 0
META MATERIALS INC COM 59134N104 7,977 1,064,977 SH   DFND 2,5,20 964,559 0 100,418
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 37,592 24,100,000 PRN   DFND 2 24,100,000 0 0
ATRION CORP COM 049904105 26,152 42,118 SH   DFND 19,2,20,5 39,044 0 3,074
ATYR PHARMA INC COM NEW 002120202 269 55,199 SH   DFND 20 55,199 0 0
AUDACY INC CL A 05070N103 10,441 2,422,585 SH   DFND 13,19,2,20,5 2,198,215 0 224,370
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,466,412 25,327,745 SH   DFND 10,11,12,13,19,2,20,5,6,8 21,202,282 786,791 3,338,672
AUDIOCODES LTD ORD M15342104 445 13,447 SH   DFND 2 13,447 0 0
AUDIOEYE INC COM NEW 050734201 369 22,000 SH   DFND 20 22,000 0 0
AULT GLOBAL HOLDINGS INC COM 05150X104 544 193,000 SH   DFND 20 193,000 0 0
AUTODESK INC COM 052769106 2,462,967 8,437,709 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,149,300 138,043 1,150,366
AUTOHOME INC SP ADS RP CL A 05278C107 89,587 1,400,669 SH   DFND 1,10,12,13,19,2,20,5,8 1,061,541 35,600 303,528
AUTOLIV INC COM 052800109 114,647 1,172,743 SH   DFND 10,11,12,13,19,2,20,5,6,8 804,404 99,078 269,261
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 146 22,019 SH   DFND 2 22,019 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,615,814 18,121,048 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 15,256,583 535,183 2,329,282
AUTONATION INC COM 05329W102 146,964 1,550,088 SH   DFND 10,12,13,19,2,20,5,8 1,443,260 742 106,086
AUTOWEB INC COM 05335B100 126 40,398 SH   DFND 20 40,398 0 0
ACCO BRANDS CORP COM 00081T108 19,259 2,231,689 SH   DFND 19,2,20,5 2,029,114 77 202,498
AUTOZONE INC COM 053332102 1,337,742 896,478 SH   DFND 10,11,12,13,19,2,20,5,6,8 749,937 16,398 130,143
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 939 139,464 SH   DFND 1,2 16,883 0 122,581
AVALARA INC COM 05338G106 279,491 1,727,386 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,409,885 45,759 271,742
AVALON GLOBOCARE CORP COM 05344R104 20 20,050 SH   DFND 20 20,050 0 0
AVALONBAY CMNTYS INC COM 053484101 1,794,768 8,536,330 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,229,054 148,343 1,158,933
AVANGRID INC COM 05351W103 60,203 1,160,623 SH   DFND 10,12,13,19,2,20,5,6,8 1,066,630 0 93,993
AVANOS MED INC COM 05350V106 65,264 1,794,439 SH   DFND 1,19,2,20,5 1,696,104 257 98,078
AVANTOR INC COM 05352A100 401,639 11,310,585 SH   DFND 10,11,12,13,19,2,20,5,6,8 9,142,554 311,608 1,856,423
AVAYA HLDGS CORP COM 05351X101 53,080 1,973,230 SH   DFND 12,19,2,20,5,8 1,782,663 400 190,167
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 11,716 9,933,000 PRN   DFND 2,5 9,933,000 0 0
ACCOLADE INC COM 00437E102 46,706 859,992 SH   DFND 19,2,20,5 794,836 0 65,156
AVEANNA HEALTHCARE HLDGS INC COM 05356F105 7,150 577,987 SH   DFND 2,20,5 517,949 0 60,038
AVEO PHARMACEUTICALS INC COM NEW 053588307 633 95,995 SH   DFND 20 95,995 0 0
AVERY DENNISON CORP COM 053611109 839,597 3,993,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,270,980 106,787 615,749
AVIAT NETWORKS INC COM NEW 05366Y201 4,542 138,613 SH   DFND 2,20 133,113 0 5,500
AVID BIOSERVICES INC COM 05368M106 64,486 2,514,061 SH   DFND 19,2,20,5 2,434,066 0 79,995
AVID TECHNOLOGY INC COM 05367P100 25,642 654,978 SH   DFND 19,2,20,5 624,242 0 30,736
AVIDITY BIOSCIENCES INC COM 05370A108 33,188 1,343,118 SH   DFND 19,2,20,5 1,292,211 0 50,907
AVIENT CORPORATION COM 05368V106 136,619 2,766,453 SH   DFND 10,19,2,20,5,8 2,583,123 1,060 182,270
AVINGER INC COM 053734604 423 343,638 SH   DFND 20 343,638 0 0
AVIS BUDGET GROUP COM 053774105 149,225 1,915,849 SH   DFND 12,13,19,2,20,5,8 1,808,311 588 106,950
ACCURAY INC COM 004397105 11,938 2,641,183 SH   DFND 2,20,5 2,555,715 0 85,468
AVISTA CORP COM 05379B107 105,376 2,469,556 SH   DFND 12,13,19,2,20,5,8 2,248,183 920 220,453
AVITA MEDICAL INC COM 05380C102 16,685 813,129 SH   DFND 2,20,5 776,464 0 36,665
AVNET INC COM 053807103 169,904 4,239,118 SH   DFND 12,13,19,2,20,5,8 4,040,832 429 197,857
AVROBIO INC COM 05455M100 24,641 2,771,750 SH   DFND 19,2,20,5 2,719,768 0 51,982
AWARE INC MASS COM 05453N100 266 71,828 SH   DFND 20 71,828 0 0
AXALTA COATING SYS LTD COM G0750C108 102,056 3,347,212 SH   DFND 12,13,19,2,20,5,8 2,928,319 1,800 417,093
AXCELIS TECHNOLOGIES INC COM NEW 054540208 43,947 1,087,253 SH   DFND 19,2,20,5,8 1,020,945 0 66,308
AXCELLA HEALTH INC COM 05454B105 283 70,676 SH   DFND 20 70,676 0 0
AXIS CAP HLDGS LTD SHS G0692U109 70,658 1,429,390 SH   DFND 12,13,19,2,20,5 1,280,502 1,101 147,787
AXOGEN INC COM 05463X106 21,646 1,001,682 SH   DFND 19,2,20,5 937,872 0 63,810
ACELRX PHARMACEUTICALS INC COM 00444T100 626 453,321 SH   DFND 20,5 453,321 0 0
AXON ENTERPRISE INC COM 05464C101 341,420 1,931,106 SH   DFND 13,19,2,20,5 1,804,645 500 125,961
AXONICS INC COM 05465P101 56,479 890,695 SH   DFND 19,2,20,5 828,624 0 62,071
AXOS FINANCIAL INC COM 05465C100 98,039 2,113,362 SH   DFND 19,2,20,5 2,004,892 1,600 106,870
AXSOME THERAPEUTICS INC COM 05464T104 43,158 639,757 SH   DFND 19,2,20,5 585,148 500 54,109
AXT INC COM 00246W103 7,656 697,278 SH   DFND 2,20,5 645,326 0 51,952
AYRO INC COM 054748108 4,870 997,872 SH   DFND 2,20 997,872 0 0
AYTU BIOPHARMA INC COM NEW 054754874 489 97,684 SH   DFND 20 97,684 0 0
AZEK CO INC CL A 05478C105 67,104 1,580,400 SH   DFND 13,19,2,20,5 1,416,960 0 163,440
AZUL S A SPONSR ADR PFD 05501U106 235 8,900 SH   DFND 10 8,900 0 0
AZURE PWR GLOBAL LTD SHS V0393H103 15,510 576,168 SH   DFND 2,20 576,168 0 0
180 LIFE SCIENCES CORP COM 68236V104 634 63,426 SH   DFND 20 63,426 0 0
ACER THERAPEUTICS INC COM 00444P108 71 24,965 SH   DFND 20 24,965 0 0
AZURRX BIOPHARMA INC COM 05502L105 49 60,200 SH   DFND 20 60,200 0 0
AZZ INC COM 002474104 41,962 810,387 SH   DFND 19,2,20,5 758,579 94 51,714
B & G FOODS INC NEW COM 05508R106 97,436 2,929,770 SH   DFND 12,19,2,20,5,8 2,784,090 11,200 134,480
B. RILEY FINANCIAL INC COM 05580M108 47,274 626,141 SH   DFND 19,2,20,5 583,999 3,600 38,542
BABCOCK & WILCOX ENTERPRISES COM 05614L209 7,161 908,741 SH   DFND 2,20,5 832,387 0 76,354
BADGER METER INC COM 056525108 168,594 1,718,246 SH   DFND 19,2,20,5,6 1,639,037 120 79,089
BAIDU INC SPON ADR REP A 056752108 1,115,073 5,468,727 SH   DFND 1,10,11,12,13,19,2,20,5,8 3,978,500 174,102 1,316,125
BAKER HUGHES COMPANY CL A 05722G100 1,166,615 51,010,708 SH   DFND 10,11,12,13,19,2,20,5,6,8 44,999,270 399,858 5,611,580
BALCHEM CORP COM 057665200 130,635 995,238 SH   DFND 13,19,2,20,5 926,223 416 68,599
BALL CORP COM 058498106 1,217,644 15,028,931 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,821,396 184,573 2,022,962
ACHIEVE LIFE SCIENCES INC COM 004468500 133 14,761 SH   DFND 20 14,761 0 0
BALLANTYNE STRONG INC COM 058516105 64 13,464 SH   DFND 20 13,464 0 0
BALLARD PWR SYS INC NEW COM 058586108 16,182 893,037 SH   DFND 2 893,037 0 0
BALLYS CORPORATION COM 05875B106 31,572 583,470 SH   DFND 19,2,20,5 531,056 0 52,414
BANC OF CALIFORNIA INC COM 05990K106 41,617 2,365,376 SH   DFND 19,2,20,5 2,048,900 0 316,476
BANCFIRST CORP COM 05945F103 50,395 802,857 SH   DFND 19,2,20,5 763,829 0 39,028
BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 2,394 736,748 SH   DFND 13,2,20,5 552,733 0 184,015
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 139 22,343 SH   DFND 12,20 18,954 0 3,389
BANCO BRADESCO S A SP ADR PFD NEW 059460303 99,094 19,302,597 SH   DFND 10,13,19,2,20,5 15,964,037 2,048,609 1,289,951
BANCO DE CHILE SPONSORED ADS 059520106 1,606 81,326 SH   DFND 13,2,20,5 77,389 0 3,937
BANCO MACRO SA SPON ADR B 05961W105 2,907 193,436 SH   DFND 2,20,5 141,981 700 50,755
ACI WORLDWIDE INC COM 004498101 148,465 3,997,454 SH   DFND 13,19,2,20,5 3,404,442 1,265 591,747
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13,642 1,663,667 SH   DFND 10,13,2,20,5 1,163,330 169,707 330,630
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,801 241,611 SH   DFND 10,13,2,20,8 195,401 0 46,210
BANCO SANTANDER S.A. ADR 05964H105 7,394 1,891,025 SH   DFND 12,2,20 1,887,751 0 3,274
BANCOLOMBIA S A SPON ADR PREF 05968L102 23,693 820,804 SH   DFND 10,13,19,2,20,5 718,117 63,753 38,934
BANCORP INC DEL COM 05969A105 61,807 2,686,105 SH   DFND 19,2,20,5 2,581,546 0 104,559
BANCORPSOUTH BK TUPELO MISS COM 05971J102 168,708 5,925,080 SH   DFND 19,2,20,5 5,717,970 672 206,438
BANDWIDTH INC COM CL A 05988J103 62,009 449,602 SH   DFND 19,2,20,5 407,360 100 42,142
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 19,549 12,024,000 PRN   DFND 2,5 12,024,000 0 0
BANK COMM HLDGS COM 06424J103 687 45,526 SH   DFND 20 31,713 0 13,813
BANK FIRST CORP COM 06211J100 9,291 132,787 SH   DFND 19,2,20,5 121,570 0 11,217
ACLARIS THERAPEUTICS INC COM 00461U105 18,793 1,070,214 SH   DFND 19,2,20,5 1,007,732 0 62,482
BANK HAWAII CORP COM 062540109 166,272 1,974,260 SH   DFND 13,19,2,20,5 1,865,593 566 108,101
BANK MARIN BANCORP COM 063425102 8,763 274,696 SH   DFND 19,2,20,5 252,327 0 22,369
BANK MONTREAL QUE COM 063671101 1,041 10,148 SH   DFND 12,20 7,496 0 2,652
BANK NEW YORK MELLON CORP COM 064058100 1,937,613 37,821,846 SH   DFND 1,10,12,13,19,2,20,5,6,8 32,961,328 586,455 4,274,063
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 25,144 709,281 SH   DFND 2,20,5 657,356 0 51,925
BANK OZK COM 06417N103 496,972 11,787,762 SH   DFND 12,13,19,2,20,5 11,563,441 1,000 223,321
BANK PRINCETON NEW JERSEY COM 064520109 229 7,990 SH   DFND 20 7,990 0 0
BANK7 CORP COM 06652N107 230 13,261 SH   DFND 20 2,800 0 10,461
BANKFINANCIAL CORP COM 06643P104 1,837 160,536 SH   DFND 13,20 95,911 0 64,625
BANKUNITED INC COM 06652K103 230,659 5,403,107 SH   DFND 12,13,19,2,20,5 5,210,600 1,400 191,107
ACM RESH INC COM CL A 00108J109 10,674 104,426 SH   DFND 19,2,20,5 95,322 0 9,104
BANKWELL FINL GROUP INC COM 06654A103 440 15,936 SH   DFND 13,20 14,736 0 1,200
BANNER CORP COM NEW 06652V208 102,126 1,883,905 SH   DFND 19,2,20,5,8 1,807,939 0 75,966
BAOZUN INC SPONSORED ADR 06684L103 31,001 874,760 SH   DFND 10,12,13,19,2,20,5,8 660,301 34,200 180,259
BAR HBR BANKSHARES COM 066849100 8,711 304,378 SH   DFND 19,2,20,5 278,364 0 26,014
BARCLAYS BANK PLC DJUBS CMDT ETN36 06738C778 28,409 1,044,463 SH   DFND 1,20 987,417 77 56,969
BARNES & NOBLE ED INC COM 06777U101 6,827 946,925 SH   DFND 2,20,5 925,225 0 21,700
BARNES GROUP INC COM 067806109 83,975 1,638,542 SH   DFND 19,2,20,5 1,550,768 388 87,386
BARNWELL INDS INC COM 068221100 164 49,477 SH   DFND 20 49,477 0 0
BARRETT BUSINESS SVCS INC COM 068463108 11,633 160,213 SH   DFND 19,2,20,5 140,067 2,500 17,646
BARRICK GOLD CORP COM 067901108 18,519 895,512 SH   DFND 2,20 895,512 0 0
ACME UTD CORP COM 004816104 313 7,030 SH   DFND 20 7,030 0 0
BASSETT FURNITURE INDS INC COM 070203104 3,091 126,939 SH   DFND 2,20 124,939 0 2,000
BATTALION OIL CORP COM 07134L107 240 17,930 SH   DFND 2,20 17,930 0 0
BAUDAX BIO INC COM 07160F107 216 284,553 SH   DFND 20 284,553 0 0
BAUSCH HEALTH COS INC COM 071734107 4,029 137,408 SH   DFND 20 817 0 136,591
BAXTER INTL INC COM 071813109 1,679,571 20,793,432 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 17,809,909 366,804 2,616,719
BAYCOM CORP COM 07272M107 746 41,541 SH   DFND 20 27,717 0 13,824
BBQ HLDGS INC COM 05551A109 723 38,082 SH   DFND 20 38,082 0 0
BCB BANCORP INC COM 055298103 1,144 85,038 SH   DFND 13,20,5 35,438 0 49,600
BCE INC COM NEW 05534B760 5,354 108,550 SH   DFND 2 108,550 0 0
BEACON ROOFING SUPPLY INC COM 073685109 57,757 1,084,639 SH   DFND 13,19,2,20,5 967,045 552 117,042
ACNB CORP COM 000868109 348 12,486 SH   DFND 20 12,486 0 0
BEAM GLOBAL COM 07373B109 10,418 271,931 SH   DFND 2,20,5 266,689 0 5,242
BEAM THERAPEUTICS INC COM 07373V105 169,945 1,320,375 SH   DFND 19,2,20,5 1,236,681 200 83,494
BEASLEY BROADCAST GROUP INC CL A 074014101 44 15,375 SH   DFND 20 15,375 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 13,226 685,647 SH   DFND 2,20,5 657,579 0 28,068
BECTON DICKINSON & CO COM 075887109 2,971,776 12,219,978 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 10,629,198 171,470 1,419,310
BED BATH & BEYOND INC COM 075896100 126,729 3,806,804 SH   DFND 1,12,13,19,2,20,5,8 3,549,471 723 256,610
BEIGENE LTD SPONSORED ADR 07725L102 304,234 886,488 SH   DFND 1,10,12,13,19,2,20,5,8 589,440 19,800 277,248
BEL FUSE INC CL B 077347300 2,602 180,718 SH   DFND 2,20 180,718 0 0
BELDEN INC COM 077454106 68,012 1,343,541 SH   DFND 13,19,2,20,5 1,251,354 791 91,396
BELLEROPHON THERAPEUTICS INC COM NEW 078771300 102 21,027 SH   DFND 20 21,027 0 0
ACORDA THERAPEUTICS INC COM NEW 00484M601 151 31,648 SH   DFND 20 31,648 0 0
BELLICUM PHARMACEUTICALS INC COM NEW 079481404 90 27,245 SH   DFND 20 27,245 0 0
BELLRING BRANDS INC COM CL A 079823100 26,279 838,516 SH   DFND 19,2,20,5,8 781,131 0 57,385
BENCHMARK ELECTRS INC COM 08160H101 38,285 1,337,480 SH   DFND 19,2,20,5 1,260,150 115 77,215
BENEFITFOCUS INC COM 08180D106 10,382 736,280 SH   DFND 19,2,20,5 686,447 0 49,833
BENITEC BIOPHARMA INC COM 08205P100 89 21,000 SH   DFND 20 21,000 0 0
BENTLEY SYS INC COM CL B 08265T208 161,985 2,500,546 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,896,751 208,588 395,207
BERKELEY LTS INC COM 084310101 31,516 703,318 SH   DFND 2,20,5 655,784 0 47,534
BERKLEY W R CORP COM 084423102 534,111 7,116,748 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,652,830 99,211 1,364,707
BERKSHIRE HATHAWAY INC DEL CL A 084670108 80,371 192 SH   DFND 1,12,19,20,5,8 184 0 8
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,823,663 78,524,981 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 69,005,986 2,892,659 6,626,336
ACRES COMMERCIAL REALTY CORP COM NEW 00489Q102 356 22,184 SH   DFND 20 22,184 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 64,052 2,326,674 SH   DFND 19,2,20,5 2,208,521 500 117,653
BERRY CORP COM 08579X101 11,528 1,705,316 SH   DFND 2,20,5 1,631,616 0 73,700
BERRY GLOBAL GROUP INC COM 08579W103 128,895 1,976,306 SH   DFND 12,13,19,2,20,5,8 1,725,543 1,400 249,363
BEST BUY INC COM 086516101 1,197,543 10,353,107 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,614,924 426,062 1,312,121
BEST INC SPONSORED ADS 08653C106 2,204 1,237,929 SH   DFND 2,20,5 1,043,538 2,900 191,491
BEYOND AIR INC COM 08862L103 265 40,900 SH   DFND 20 40,900 0 0
BEYOND MEAT INC COM 08862E109 123,023 781,146 SH   DFND 13,19,2,20,5 685,724 300 95,122
BEYONDSPRING INC SHS G10830100 3,225 308,864 SH   DFND 2,20,5 295,119 0 13,745
BGC PARTNERS INC CL A 05541T101 36,972 6,520,686 SH   DFND 13,19,2,20,5 5,907,557 5,482 607,647
BGSF INC COM 05601C105 421 34,097 SH   DFND 20 34,097 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W206 437 55,292 SH   DFND 20 55,292 0 0
BHP GROUP LTD SPONSORED ADS 088606108 646 8,874 SH   DFND 20 8,874 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 289 4,846 SH   DFND 1,20 1,060 0 3,786
BIG 5 SPORTING GOODS CORP COM 08915P101 17,901 697,079 SH   DFND 2,20,5 666,979 0 30,100
BIG LOTS INC COM 089302103 82,703 1,252,893 SH   DFND 12,19,2,20,5,8 1,186,295 421 66,177
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 51,633 795,338 SH   DFND 19,2,20,5 715,657 0 79,681
BIGLARI HLDGS INC COM STK CL A 08986R408 314 403 SH   DFND 20 403 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 2,627 16,476 SH   DFND 2,20 15,453 0 1,023
BILIBILI INC NOTE 1.250% 6/1 090040AD8 69,495 23,057,000 PRN   DFND 2,5 23,057,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 58,880 11,975,000 PRN   DFND 2,5 11,975,000 0 0
BILIBILI INC SPONS ADS REP Z 090040106 1,030,792 8,460,213 SH   DFND 1,10,12,13,19,2,20,5,8 2,382,301 66,900 6,011,012
1847 GOEDEKER INC COM 28252C109 1,276 331,400 SH   DFND 20 331,400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,297,161 34,546,946 SH   DFND 10,11,12,13,19,2,20,5,6,8 29,319,326 907,677 4,319,943
BILL COM HLDGS INC COM 090043100 192,617 1,051,520 SH   DFND 13,19,2,20,5 925,270 1,400 124,850
BIO RAD LABS INC CL A 090572207 627,823 974,441 SH   DFND 10,11,12,13,19,2,20,5,6,8 806,246 30,294 137,901
BIO-PATH HLDGS INC COM 09057N300 81 12,133 SH   DFND 20 12,133 0 0
BIO-TECHNE CORP COM 09073M104 547,374 1,215,684 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,059,411 28,127 128,146
BIOATLA INC COM 09077B104 27,440 647,469 SH   DFND 2,20,5 635,461 0 12,008
BIOCEPT INC COM 09072V501 159 37,996 SH   DFND 20 37,996 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 98,856 6,252,772 SH   DFND 19,2,20,5 5,892,683 1,700 358,389
BIODELIVERY SCIENCES INTL IN COM 09060J106 8,196 2,289,355 SH   DFND 19,2,20,5 2,065,936 0 223,419
BIODESIX INC COM 09075X108 1,316 99,624 SH   DFND 2,20 95,216 0 4,408
BIOGEN INC COM 09062X103 2,313,097 6,680,040 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,638,434 243,120 798,486
ACUITY BRANDS INC COM 00508Y102 176,129 941,716 SH   DFND 12,13,19,2,20,5,8 873,009 580 68,127
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 143,733 1,480,567 SH   DFND 13,19,2,20,5 1,367,033 800 112,734
BIOHITECH GLOBAL INC COM 09074B107 38 26,550 SH   DFND 20 26,550 0 0
BIOLASE INC COM NEW 090911207 378 541,194 SH   DFND 20 541,194 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 32,023 719,467 SH   DFND 19,2,20,5 680,029 0 39,438
BIOMARIN PHARMACEUTICAL INC COM 09061G101 409,445 4,907,057 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,135,519 107,112 664,426
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 13,020 12,500,000 PRN   DFND 2,5 12,500,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 15,414 15,316,000 PRN   DFND 2,5 15,316,000 0 0
BIOMEA FUSION INC COM 09077A106 1,520 97,380 SH   DFND 2,20 95,289 0 2,091
BIOMERICA INC COM NEW 09061H307 217 54,231 SH   DFND 20 54,231 0 0
BIONANO GENOMICS INC COM 09075F107 55,093 7,516,099 SH   DFND 19,2,20,5 7,077,325 5,100 433,674
ACUSHNET HLDGS CORP COM 005098108 33,343 674,963 SH   DFND 19,2,20,5 611,520 400 63,043
BIONDVAX PHARMACEUTICALS LTD SPOND ADS 09073Q105 230 80,091 SH   DFND 2 80,091 0 0
BIONTECH SE SPONSORED ADS 09075V102 1,972 8,810 SH   DFND 10,2,5,6 8,810 0 0
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 401 103,773 SH   DFND 20 103,773 0 0
BIOVENTUS INC COM CL A 09075A108 2,332 132,499 SH   DFND 2,20 127,128 0 5,371
BIOXCEL THERAPEUTICS INC COM 09075P105 42,402 1,459,115 SH   DFND 19,2,20,5 1,434,373 0 24,742
BIT DIGITAL INC SHS G1144A105 6,697 979,109 SH   DFND 1,2,20 964,209 3,100 11,800
BIT MINING LIMITED SPON ADR REP A 055474100 6,091 772,047 SH   DFND 2,20,5 756,647 3,200 12,200
BJS RESTAURANTS INC COM 09180C106 38,048 774,275 SH   DFND 19,2,20,5 726,655 0 47,620
BJS WHSL CLUB HLDGS INC COM 05550J101 207,397 4,358,913 SH   DFND 12,13,19,2,20,5 4,083,144 1,200 274,569
BK OF AMERICA CORP COM 060505104 13,759,269 333,719,836 SH   DFND 1,10,12,13,19,2,20,5,6,8 289,685,012 6,044,447 37,990,377
ACUTUS MED INC COM 005111109 3,713 218,668 SH   DFND 2,20,5 206,011 0 12,657
BK TECHNOLOGIES CORPORATION COM 05587G104 51 16,130 SH   DFND 20 16,130 0 0
BLACK DIAMOND THERAPEUTICS I COM 09203E105 4,076 334,351 SH   DFND 19,2,20,5 313,375 0 20,976
BLACK HILLS CORP COM 092113109 393,953 6,002,636 SH   DFND 12,13,19,2,20,5,8 5,891,067 480 111,089
BLACK KNIGHT INC COM 09215C105 281,161 3,605,550 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,844,101 108,998 652,451
BLACKBAUD INC COM 09227Q100 123,182 1,608,753 SH   DFND 13,19,2,20,5 1,510,816 2,629 95,308
BLACKBERRY LTD COM 09228F103 4,809 393,555 SH   DFND 2,20 393,555 0 0
BLACKLINE INC COM 09239B109 118,732 1,067,065 SH   DFND 19,2,20,5 963,586 700 102,779
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 10,604 6,618,000 PRN   DFND 2,5 6,618,000 0 0
BLACKROCK INC COM 09247X101 5,567,203 6,362,736 SH   DFND 10,12,13,19,2,20,5,6,8 5,437,048 167,389 758,299
BLACKSTONE GROUP INC COM 09260D107 1,426,362 14,683,567 SH   DFND 10,12,13,19,2,20,5,6,8 11,652,607 548,130 2,482,830
ACV AUCTIONS INC COM CL A 00091G104 1,276 49,800 SH   DFND 20 49,800 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 90,664 2,789,303 SH   DFND 12,13,19,2,20,5,8 2,479,529 1,900 307,874
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,227 10,950,000 PRN   DFND 2,5 10,950,000 0 0
BLADE AIR MOBILITY INC CL A COM 092667104 1,435 136,700 SH   DFND 20 136,700 0 0
BLINK CHARGING CO COM 09354A100 58,031 1,409,538 SH   DFND 19,2,20,5 1,352,225 800 56,513
BLOCK H & R INC COM 093671105 164,816 6,939,594 SH   DFND 12,13,19,2,20,5,8 4,771,746 1,596 2,166,252
BLONDER TONGUE LABORATORIES COM 093698108 180 136,200 SH   DFND 20 136,200 0 0
BLOOM ENERGY CORP COM CL A 093712107 75,635 2,814,864 SH   DFND 19,2,20,5 2,568,195 900 245,769
BLOOMIN BRANDS INC COM 094235108 77,746 2,864,619 SH   DFND 19,2,20,5,8 2,692,941 9,100 162,578
BLUCORA INC COM 095229100 28,374 1,639,190 SH   DFND 19,2,20,5 1,534,052 1,243 103,895
BLUE APRON HLDGS INC CL A NEW 09523Q200 206 48,215 SH   DFND 20 48,215 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 545 103,159 SH   DFND 20 103,159 0 0
BLUE BIRD CORP COM 095306106 11,254 452,712 SH   DFND 19,2,20,5 422,520 0 30,192
BLUE RIDGE BANKSHARES INC VA COM 095825105 3,220 183,798 SH   DFND 2,20 180,098 0 3,700
BLUEBIRD BIO INC COM 09609G100 87,646 2,740,662 SH   DFND 13,19,2,20,5 2,607,235 900 132,527
BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 4,797 266,489 SH   DFND 2,20,5 252,844 0 13,645
BLUELINX HLDGS INC COM NEW 09624H208 6,951 138,238 SH   DFND 2,20 125,551 0 12,687
BLUEPRINT MEDICINES CORP COM 09627Y109 145,068 1,649,246 SH   DFND 13,19,2,20,5 1,537,163 400 111,683
BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 1,238 119,816 SH   DFND 20,5 119,816 0 0
BM TECHNOLOGIES INC CL A COM 05591L107 2,442 196,325 SH   DFND 19,2,20,5 182,493 0 13,832
BOEING CO COM 097023105 6,468,309 27,000,789 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 18,652,147 320,958 8,027,684
BOISE CASCADE CO DEL COM 09739D100 77,628 1,330,389 SH   DFND 10,19,2,20,5,8 1,250,633 100 79,656
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 462 420,205 SH   DFND 20 420,205 0 0
BOK FINL CORP COM NEW 05561Q201 111,366 1,285,978 SH   DFND 19,2,20,5 1,228,051 306 57,621
BOLT BIOTHERAPEUTICS INC COM 097702104 3,237 209,388 SH   DFND 2,20,5 195,888 0 13,500
BONANZA CREEK ENERGY INC COM NEW 097793400 63,485 1,348,739 SH   DFND 19,2,20,5 1,317,638 0 31,101
BOOT BARN HLDGS INC COM 099406100 87,968 1,046,610 SH   DFND 19,2,20,5 986,913 0 59,697
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 275,612 3,235,643 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,468,038 198,591 569,014
BORGWARNER INC COM 099724106 478,599 9,859,892 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,394,985 261,189 1,203,718
BOSTON BEER INC CL A 100557107 308,500 302,214 SH   DFND 10,12,13,19,2,20,5,6,8 253,959 14,796 33,459
BOSTON OMAHA CORP COM 101044105 9,334 294,358 SH   DFND 19,2,20,5 271,625 0 22,733
BOSTON PRIVATE FINL HLDGS IN COM 101119105 66,931 4,537,664 SH   DFND 19,2,20,5 4,381,729 1,448 154,487
BOSTON PROPERTIES INC COM 101121101 1,088,868 9,423,065 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 7,941,696 136,743 1,344,626
ADAMS RES & ENERGY INC COM NEW 006351308 368 13,308 SH   DFND 20 13,308 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,645,666 61,872,452 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 53,739,660 998,451 7,134,341
BOTTOMLINE TECH DEL INC COM 101388106 51,668 1,393,412 SH   DFND 19,2,20,5 1,301,423 250 91,739
BOX INC CL A 10316T104 93,277 3,650,774 SH   DFND 13,19,2,20,5 2,879,886 1,500 769,388
BOXLIGHT CORP COM CL A 103197109 4,437 1,840,958 SH   DFND 2,20 1,840,958 0 0
BOYD GAMING CORP COM 103304101 122,426 1,990,997 SH   DFND 19,2,20,5 1,841,539 532 148,926
BP PLC SPONSORED ADR 055622104 709,080 26,838,744 SH   DFND 1,20 78,989 26,548,035 211,720
BRADY CORP CL A 104674106 235,367 4,199,986 SH   DFND 19,2,20,5 4,107,124 292 92,570
BRAEMAR HOTELS & RESORTS INC COM 10482B101 3,462 557,469 SH   DFND 2,20 547,969 0 9,500
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 329 86,703 SH   DFND 20 86,703 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 149,759 10,923,373 SH   DFND 10,13,19,2,20,5,8 10,112,034 38,949 772,390
ADAPTHEALTH CORP COM CL A 00653Q102 42,449 1,548,653 SH   DFND 19,2,20,5 1,473,569 0 75,084
BRASKEM S A SP ADR PFD A 105532105 4,222 177,105 SH   DFND 13,2,5 157,105 0 20,000
BRF SA SPONSORED ADR 10552T107 9,962 1,821,151 SH   DFND 10,2,20,5,8 1,566,696 226,963 27,492
BRICKELL BIOTECH INC COM 10802T105 58 60,847 SH   DFND 20 60,847 0 0
BRIDGEBIO PHARMA INC COM 10806X102 161,757 2,653,496 SH   DFND 13,19,2,20,5 2,482,566 500 170,430
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 24,375 14,805,000 PRN   DFND 2,5 14,805,000 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 7,141 442,138 SH   DFND 2,20,5 416,713 0 25,425
BRIGHAM MINERALS INC CL A COM 10918L103 27,973 1,313,881 SH   DFND 19,2,20,5 1,244,537 3,100 66,244
BRIGHT HORIZONS FAM SOL IN D COM 109194100 127,362 865,759 SH   DFND 13,19,2,20,5,8 753,608 600 111,551
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 168 39,524 SH   DFND 2 39,524 0 0
BRIGHTCOVE INC COM 10921T101 11,371 792,381 SH   DFND 19,2,20,5 748,350 0 44,031
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1,106 259,582 SH   DFND 2,5 259,582 0 0
BRIGHTHOUSE FINL INC COM 10922N103 113,925 2,501,637 SH   DFND 12,13,19,2,20,5,8 2,330,855 913 169,869
BRIGHTSPHERE INVT GROUP INC COM 10948W103 44,956 1,918,746 SH   DFND 19,2,20,5 1,768,883 0 149,863
BRIGHTSPIRE CAPITAL INC COM CL A 10949T109 12,842 1,347,291 SH   DFND 19,2,20,5 1,173,222 0 174,069
BRIGHTVIEW HLDGS INC COM 10948C107 11,295 700,689 SH   DFND 19,2,20,5 645,333 0 55,356
BRINKER INTL INC COM 109641100 93,285 1,508,243 SH   DFND 19,2,20,5,8 1,408,909 201 99,133
BRINKS CO COM 109696104 111,952 1,456,955 SH   DFND 13,19,2,20,5 1,353,251 594 103,110
BRISTOL-MYERS SQUIBB CO COM 110122108 6,157,152 92,145,348 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 79,102,166 1,662,136 11,381,046
BRISTOW GROUP INC COM 11040G103 14,717 574,641 SH   DFND 19,2,20,5 565,532 0 9,109
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 42,506 1,081,295 SH   DFND 10,12,2,20,5,8 992,537 74,746 14,012
BRIXMOR PPTY GROUP INC COM 11120U105 311,973 13,629,218 SH   DFND 10,12,13,19,2,20,5,8 12,047,830 75,550 1,505,838
1LIFE HEALTHCARE INC COM 68269G107 70,923 2,145,289 SH   DFND 19,2,20,5,8 1,963,364 400 181,525
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 58,304 1,426,921 SH   DFND 19,2,20,5 1,259,592 800 166,529
BROADCOM INC COM 11135F101 7,569,131 15,873,523 SH   DFND 10,11,12,13,19,2,20,5,6,8 13,551,533 305,196 2,016,794
BROADMARK RLTY CAP INC COM 11135B100 30,697 2,879,687 SH   DFND 19,2,20,5 2,635,723 2,200 241,764
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 785,564 4,846,335 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 4,062,768 121,790 661,777
BROADSTONE NET LEASE INC COM 11135E203 124,401 5,257,740 SH   DFND 10,19,2,20,5,8 4,738,351 30,000 489,389
BROADWAY FINL CORP DEL COM 111444105 81 30,118 SH   DFND 20 30,118 0 0
BROADWIND INC COM NEW 11161T207 280 61,895 SH   DFND 20 61,895 0 0
BROOKDALE SR LIVING INC COM 112463104 36,986 4,681,833 SH   DFND 12,19,2,20,5,8 4,314,491 496 366,846
BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 38,777 514,278 SH   DFND 19,2,20,5 480,378 0 33,900
BROOKFIELD PPTY REIT INC CL A 11282X103 15,725 832,434 SH   DFND 10,19,2,20,5,6,8 757,608 6,790 68,036
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 47,844 1,140,781 SH   DFND 2,20 1,029,508 0 111,273
ADDUS HOMECARE CORP COM 006739106 43,987 504,205 SH   DFND 19,2,20,5 473,979 0 30,226
BROOKLINE BANCORP INC DEL COM 11373M107 49,906 3,338,185 SH   DFND 19,2,20,5 3,157,646 0 180,539
BROOKLYN IMMUNOTHERAPEUTICS COM 114082100 7,908 439,095 SH   DFND 2,20,5 396,728 0 42,367
BROOKS AUTOMATION INC NEW COM 114340102 180,426 1,893,637 SH   DFND 13,19,2,20,5,8 1,752,461 459 140,717
BROWN & BROWN INC COM 115236101 523,472 9,850,805 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,563,377 267,825 1,019,603
BROWN FORMAN CORP CL A 115637100 11,748 166,279 SH   DFND 2,20,6 140,066 0 26,213
BROWN FORMAN CORP CL B 115637209 753,863 10,036,009 SH   DFND 10,12,13,19,2,20,5,6,8 8,404,804 333,300 1,297,905
BRP GROUP INC COM CL A 05589G102 22,310 837,140 SH   DFND 19,2,20,5 753,294 0 83,846
BRT APARTMENTS CORP COM 055645303 3,461 197,082 SH   DFND 2,20 189,582 0 7,500
BRUKER CORP COM 116794108 155,793 2,050,445 SH   DFND 13,19,2,20,5,8 1,829,568 892 219,985
BRUNSWICK CORP COM 117043109 200,905 2,016,718 SH   DFND 10,12,13,19,2,20,5,8 1,879,845 657 136,216
ADECOAGRO S A COM L00849106 19,289 1,921,264 SH   DFND 10,12,19,2,20,5,8 970,939 62,900 887,425
BRYN MAWR BK CORP COM 117665109 27,314 647,402 SH   DFND 19,2,20,5 604,079 497 42,826
BSQUARE CORP COM NEW 11776U300 266 55,832 SH   DFND 20 55,832 0 0
BTRS HOLDINGS INC COM CL 1 11778X104 13,731 1,088,028 SH   DFND 19,2,20,5 1,016,518 0 71,510
BUCKLE INC COM 118440106 62,835 1,263,020 SH   DFND 19,2,20,5,8 1,206,305 956 55,759
BUILD-A-BEAR WORKSHOP INC COM 120076104 949 54,835 SH   DFND 20 54,835 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 283,589 6,647,651 SH   DFND 12,13,19,2,20,5,8 6,258,774 2,681 386,196
BUMBLE INC COM CL A 12047B105 15,344 266,389 SH   DFND 19,2,20,5 262,209 0 4,180
BUNGE LIMITED COM G16962105 321,543 4,114,439 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,985,167 262,250 867,022
BURGERFI INTERNATIONAL INC COM 12122L101 161 16,080 SH   DFND 20 16,080 0 0
BURLINGTON STORES INC COM 122017106 449,268 1,395,285 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,140,800 38,853 215,632
ADIAL PHARMACEUTICALS INC COM 00688A106 125 48,954 SH   DFND 20 48,954 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 34,950 21,920,000 PRN   DFND 2,5 21,920,000 0 0
BURNING ROCK BIOTECH LTD SPONSORED ADS 12233L107 15,196 515,803 SH   DFND 10,12,13,19,2,20,5,8 406,003 18,300 91,500
BUSINESS FIRST BANCSHARES IN COM 12326C105 7,162 312,074 SH   DFND 2,20,5 293,851 0 18,223
BUTTERFLY NETWORK INC COM CL A 124155102 12,763 881,426 SH   DFND 19,2,20,5 830,012 0 51,414
BWX TECHNOLOGIES INC COM 05605H100 131,705 2,266,091 SH   DFND 13,19,2,20,5,8 2,095,646 1,259 169,186
BYLINE BANCORP INC COM 124411109 11,047 488,168 SH   DFND 19,2,20,5 431,706 0 56,462
BYRNA TECHNOLOGIES INC COM NEW 12448X201 3,307 145,548 SH   DFND 2,20 142,700 0 2,848
C & F FINL CORP COM 12466Q104 413 8,045 SH   DFND 20 8,045 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 835,866 8,876,100 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,353,707 237,521 1,284,872
C3 AI INC CL A 12468P104 19,028 304,296 SH   DFND 19,2,20,5 288,002 400 15,894
ADICET BIO INC COM 007002108 2,585 251,197 SH   DFND 2,20,5 245,797 0 5,400
C4 THERAPEUTICS INC COM STK 12529R107 51,864 1,370,622 SH   DFND 2,20,5 1,341,019 0 29,603
CABALETTA BIO INC COM 12674W109 196 22,807 SH   DFND 20 22,807 0 0
CABLE ONE INC COM 12685J105 341,251 178,403 SH   DFND 10,11,12,13,19,2,20,5,6,8 154,148 3,477 20,778
CABOT CORP COM 127055101 102,944 1,808,255 SH   DFND 13,19,2,20,5 1,687,798 863 119,594
CABOT OIL & GAS CORP COM 127097103 535,659 30,679,221 SH   DFND 10,12,13,19,2,20,5,6,8 28,011,690 7,701 2,659,830
CACI INTL INC CL A 127190304 153,695 602,442 SH   DFND 12,13,19,2,20,5,8 550,072 310 52,060
CACTUS INC CL A 127203107 44,928 1,223,530 SH   DFND 19,2,20,5 1,129,476 0 94,054
CADENCE BANCORPORATION CL A 12739A100 173,273 8,298,500 SH   DFND 19,2,20,5 8,053,444 11,200 233,856
CADENCE DESIGN SYSTEM INC COM 127387108 1,592,347 11,638,264 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 9,685,070 496,609 1,456,585
CADIZ INC COM NEW 127537207 6,924 509,113 SH   DFND 19,2,20,5 459,828 0 49,285
ADIENT PLC ORD SHS G0084W101 130,133 2,879,046 SH   DFND 12,13,19,2,20,5,8 2,679,929 974 198,143
CAE INC COM 124765108 1,479 48,028 SH   DFND 5,8 0 0 48,028
CAESARS ENTERTAINMENT INC NE COM 12769G100 796,452 7,676,643 SH   DFND 10,12,13,19,2,20,5,6,8 6,618,525 118,948 939,170
CAESARSTONE LTD ORD SHS M20598104 6,909 468,005 SH   DFND 19,2,20,5 398,563 0 69,442
CAI INTERNATIONAL INC COM 12477X106 21,946 391,898 SH   DFND 19,2,20,5 362,920 0 28,978
CAL MAINE FOODS INC COM NEW 128030202 72,535 2,003,175 SH   DFND 19,2,20,5,8 1,934,462 700 68,013
CALADRIUS BIOSCIENCES INC COM NEW 128058203 334 207,361 SH   DFND 20 207,361 0 0
CALAMP CORP COM 128126109 22,126 1,739,438 SH   DFND 2,20,5 1,701,158 0 38,280
CALAVO GROWERS INC COM 128246105 34,511 544,172 SH   DFND 19,2,20,5 510,350 0 33,822
CALERES INC COM 129500104 44,663 1,636,620 SH   DFND 19,2,20,5 1,562,525 0 74,095
CALIFORNIA BANCORP INC COM 13005U101 357 19,093 SH   DFND 20 19,093 0 0
ADITX THERAPEUTICS INC COM 007025109 37 14,228 SH   DFND 20 14,228 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 36,001 1,194,465 SH   DFND 19,2,20,5 1,102,416 0 92,049
CALIFORNIA WTR SVC GROUP COM 130788102 219,416 3,950,591 SH   DFND 13,19,2,20,5,6,8 3,824,871 600 125,120
CALITHERA BIOSCIENCES INC COM 13089P101 697 333,614 SH   DFND 20 333,614 0 0
CALIX INC COM 13100M509 53,400 1,124,211 SH   DFND 19,2,20,5 1,009,513 0 114,698
CALLAWAY GOLF CO COM 131193104 110,899 3,287,839 SH   DFND 19,2,20,5,8 3,118,660 1,582 167,597
CALLON PETE CO DEL COM 13123X508 208,599 3,615,861 SH   DFND 12,19,2,20,5 3,562,532 0 53,329
CALYXT INC COM 13173L107 165 41,132 SH   DFND 20 41,132 0 0
CAMBER ENERGY INC COM 13200M508 102 154,707 SH   DFND 20 154,707 0 0
CAMBIUM NETWORKS CORP SHS G17766109 6,903 142,779 SH   DFND 19,2,20,5 133,282 0 9,497
CAMBRIDGE BANCORP COM 132152109 10,272 123,775 SH   DFND 2,20,5 112,658 0 11,117
ADMA BIOLOGICS INC COM 000899104 655 409,144 SH   DFND 13,20 398,944 0 10,200
CAMDEN NATL CORP COM 133034108 19,164 401,260 SH   DFND 19,2,20,5,8 367,102 0 34,158
CAMDEN PPTY TR SH BEN INT 133131102 665,328 4,983,929 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,271,926 86,764 625,239
CAMPBELL SOUP CO COM 134429109 445,464 9,771,088 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,502,874 128,512 2,139,702
CAMPING WORLD HLDGS INC CL A 13462K109 42,264 1,031,081 SH   DFND 19,2,20,5 956,929 0 74,152
CANAAN INC SPONSORED ADS 134748102 3,197 392,315 SH   DFND 1,2,20,5 237,715 2,400 152,200
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 1,290 29,488 SH   DFND 2,20,5 29,488 0 0
CANADIAN IMP BK COMM COM 136069101 1,585 13,777 SH   DFND 20 12,872 538 367
CANADIAN NAT RES LTD COM 136385101 239 6,600 SH   DFND 5 0 0 6,600
CANADIAN NATL RY CO COM 136375102 12,131 114,968 SH   DFND 20 200 0 114,768
CANADIAN PAC RY LTD COM 13645T100 24,952 323,786 SH   DFND 20,8 15,170 0 308,616
ADOBE SYSTEMS INCORPORATED COM 00724F101 11,099,020 18,951,950 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,913,492 567,744 2,470,714
CANADIAN SOLAR INC COM 136635109 15,264 340,412 SH   DFND 2,20,5,8 340,412 0 0
CANGO INC ADS 137586103 1,954 349,642 SH   DFND 12,13,2,20,5 309,342 0 40,300
CANNAE HLDGS INC COM 13765N107 59,088 1,742,487 SH   DFND 19,2,20,5 1,541,365 392 200,730
CANON INC SPONSORED ADR 138006309 289 12,750 SH   DFND 20 12,750 0 0
CANOO INC COM CL A 13803R102 17,327 1,743,115 SH   DFND 19,2,20,5 1,629,702 0 113,413
CANTALOUPE INC COM 138103106 9,992 842,506 SH   DFND 19,2,20,5 759,118 0 83,388
CAPITAL BANCORP INC MD COM 139737100 2,692 131,626 SH   DFND 2,20 123,836 0 7,790
CAPITAL CITY BK GROUP INC COM 139674105 7,953 308,358 SH   DFND 19,2,20,5 281,130 0 27,228
CAPITAL ONE FINL CORP COM 14040H105 3,185,562 20,593,200 SH   DFND 10,11,12,13,19,2,20,5,6,8 17,665,421 409,660 2,518,119
CAPITAL SR LIVING CORP COM 140475203 405 8,173 SH   DFND 20 8,173 0 0
ADT INC DEL COM 00090Q103 31,797 2,936,874 SH   DFND 19,2,20,5 2,686,908 0 249,966
CAPITOL FED FINL INC COM 14057J101 52,647 4,469,186 SH   DFND 12,19,2,20,5,8 4,177,831 0 291,355
CAPRI HOLDINGS LIMITED SHS G1890L107 238,345 4,167,599 SH   DFND 12,13,19,1,2,20,5,8 3,409,597 1,700 756,302
CAPRICOR THERAPEUTICS INC COM NEW 14070B309 368 71,748 SH   DFND 20 71,748 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 5,914 288,481 SH   DFND 13,2,20 271,035 0 17,446
CAPSTEAD MTG CORP COM NO PAR 14067E506 20,982 3,335,990 SH   DFND 13,19,2,20,5 3,070,034 16,793 249,163
CAPSTONE GREEN ENERGY CORP COM 14067D508 311 55,369 SH   DFND 20 55,369 0 0
CARA THERAPEUTICS INC COM 140755109 23,086 1,617,778 SH   DFND 19,2,20,5 1,520,974 0 96,804
CARDIFF ONCOLOGY INC COM 14147L108 3,288 494,491 SH   DFND 2,20,5 486,791 0 7,700
CARDINAL HEALTH INC COM 14149Y108 995,096 17,283,885 SH   DFND 10,11,12,13,19,2,20,5,6,8 15,249,011 183,059 1,851,815
CARDIOVASCULAR SYS INC DEL COM 141619106 64,638 1,515,554 SH   DFND 19,2,20,5 1,438,183 800 76,571
1ST CONSTITUTION BANCORP COM 31986N102 228 11,031 SH   DFND 20 11,031 0 0
ADTALEM GLOBAL ED INC COM 00737L103 55,663 1,561,816 SH   DFND 19,2,20,5,8 1,479,562 394 81,860
CARDLYTICS INC COM 14161W105 76,529 602,922 SH   DFND 19,2,20,5 542,511 400 60,011
CAREDX INC COM 14167L103 135,909 1,485,023 SH   DFND 13,19,2,20,5 1,381,712 700 102,611
CARETRUST REIT INC COM 14174T107 116,192 4,945,690 SH   DFND 10,19,2,20,5,8 4,497,951 21,220 426,519
CARGURUS INC COM CL A 141788109 50,609 1,929,423 SH   DFND 19,2,20,5 1,753,575 900 174,948
CARLISLE COS INC COM 142339100 376,167 1,965,549 SH   DFND 10,12,13,19,2,20,5,8 1,865,673 647 99,229
CARLOTZ INC COM CL A 142552108 3,875 709,756 SH   DFND 2,20,5 700,456 0 9,300
CARLYLE GROUP INC COM 14316J108 152,119 3,272,778 SH   DFND 10,12,13,19,2,20,5,6,8 2,454,346 164,038 654,394
CARMAX INC COM 143130102 827,976 6,410,964 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,506,970 114,399 789,595
CARNIVAL CORP UNIT 99/99/9999 143658300 805,113 30,542,987 SH   DFND 10,11,12,13,19,2,20,5,6,8 26,192,811 458,122 3,892,054
CARPARTS COM INC COM 14427M107 28,960 1,422,389 SH   DFND 19,2,20,5 1,359,340 0 63,049
ADTRAN INC COM 00738A106 35,038 1,696,732 SH   DFND 19,2,20,5 1,569,939 1,818 124,975
CARPENTER TECHNOLOGY CORP COM 144285103 122,150 3,037,036 SH   DFND 19,2,20,5,8 2,945,591 314 91,131
CARRIAGE SVCS INC COM 143905107 13,136 355,308 SH   DFND 19,2,20,5 322,181 0 33,127
CARRIER GLOBAL CORPORATION COM 14448C104 1,707,276 35,043,509 SH   DFND 10,11,12,13,19,2,20,5,6,8 30,447,128 658,895 3,937,486
CARROLS RESTAURANT GROUP INC COM 14574X104 3,823 636,065 SH   DFND 2,20,5 597,953 0 38,112
CARS COM INC COM 14575E105 21,023 1,467,094 SH   DFND 13,19,2,20,5 1,329,187 1,676 136,231
CARTER BANKSHARES INC COM NEW 146103106 5,195 415,282 SH   DFND 2,20,5 394,782 0 20,500
CARTERS INC COM 146229109 115,953 1,123,905 SH   DFND 13,19,2,20,5,8 1,043,946 675 79,284
CARVANA CO CL A 146869102 459,663 1,522,970 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,249,946 38,178 234,846
CASA SYS INC COM 14713L102 5,727 645,637 SH   DFND 19,2,20,5 576,290 0 69,347
CASELLA WASTE SYS INC CL A 147448104 62,102 979,061 SH   DFND 19,2,20,5 875,193 800 103,068
ADVANCE AUTO PARTS INC COM 00751Y106 583,763 2,832,339 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,290,200 46,919 495,220
CASEYS GEN STORES INC COM 147528103 245,352 1,260,540 SH   DFND 12,13,19,2,20,5,8 1,190,019 439 70,082
CASI PHARMACEUTICALS INC COM 14757U109 302 194,842 SH   DFND 20 194,842 0 0
CASPER SLEEP INC COM 147626105 3,719 451,382 SH   DFND 2,20 425,457 0 25,925
CASS INFORMATION SYS INC COM 14808P109 16,447 403,618 SH   DFND 19,2,20,5 376,478 0 27,140
CASSAVA SCIENCES INC COM 14817C107 74,322 869,878 SH   DFND 19,2,20,5 818,569 400 50,909
CASTLE BIOSCIENCES INC COM 14843C105 31,598 430,898 SH   DFND 19,2,20,5 400,276 0 30,622
CASTLIGHT HEALTH INC CL B 14862Q100 4,310 1,638,718 SH   DFND 2,20,5 1,613,218 0 25,500
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 120 56,999 SH   DFND 20,5 56,999 0 0
CATALENT INC COM 148806102 715,038 6,613,376 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,706,977 99,820 806,579
CATALYST BIOSCIENCES INC COM NEW 14888D208 188 43,399 SH   DFND 20 43,399 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 90,505 776,402 SH   DFND 19,2,20,5 672,950 500 102,952
CATALYST PHARMACEUTICALS INC COM 14888U101 34,491 5,998,448 SH   DFND 19,2,20,5,8 5,808,641 0 189,807
CATCHMARK TIMBER TR INC CL A 14912Y202 12,238 1,045,946 SH   DFND 19,2,20,5 952,223 0 93,723
CATERPILLAR INC COM 149123101 8,931,914 41,041,741 SH   DFND 10,11,12,13,19,2,20,5,6,8 19,482,368 396,720 21,162,653
CATHAY GEN BANCORP COM 149150104 146,718 3,727,585 SH   DFND 19,2,20,5 3,574,009 454 153,122
CATO CORP NEW CL A 149205106 10,635 630,419 SH   DFND 2,20,5 607,827 0 22,592
CAVCO INDS INC DEL COM 149568107 71,743 322,889 SH   DFND 19,2,20,5 305,588 31 17,270
CBAK ENERGY TECHNOLOGY INC COM 14986C102 5,066 1,075,506 SH   DFND 2 1,075,506 0 0
CBDMD INC COM 12482W101 317 109,203 SH   DFND 20 109,203 0 0
CBIZ INC COM 124805102 34,096 1,040,462 SH   DFND 19,2,20,5 933,229 0 107,233
CBOE GLOBAL MKTS INC COM 12503M108 575,064 4,830,438 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,191,023 75,310 564,105
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 617 83,207 SH   DFND 20 83,207 0 0
CBRE GROUP INC CL A 12504L109 1,168,139 13,625,795 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,404,766 258,098 1,962,931
CBTX INC COM 12481V104 10,764 392,269 SH   DFND 19,2,20,5 330,692 0 61,577
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 116 11,706 SH   DFND 20 0 0 11,706
CDK GLOBAL INC COM 12508E101 158,850 3,196,827 SH   DFND 1,13,19,2,20,5,8 2,950,423 6,335 240,069
CDW CORP COM 12514G108 938,023 5,370,874 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,551,738 143,294 675,842
CECO ENVIRONMENTAL CORP COM 125141101 4,149 579,456 SH   DFND 2,20,5 547,552 0 31,904
CEDAR REALTY TRUST INC COM NEW 150602605 769 45,682 SH   DFND 20 45,682 0 0
CEL-SCI CORP COM PAR NEW 150837607 24,317 2,801,496 SH   DFND 19,2,20,5 2,714,872 1,100 85,524
CELANESE CORP DEL COM 150870103 860,642 5,677,055 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,493,634 415,690 767,731
CELCUITY INC COM 15102K100 3,102 129,249 SH   DFND 2,20,5 123,285 0 5,964
ADVANCED ENERGY INDS COM 007973100 194,915 1,729,347 SH   DFND 19,2,20,5 1,651,137 400 77,810
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 70,031 2,094,218 SH   DFND 19,2,20,5 2,017,317 0 76,901
CELLECTAR BIOSCIENCES INC COM PAR 15117F500 176 147,846 SH   DFND 20 147,846 0 0
CELLECTIS S A SPON ADS 15117K103 298 19,235 SH   DFND 2 19,235 0 0
CELSION CORP COM PAR NEW 15117N503 273 214,568 SH   DFND 20 214,568 0 0
CELSIUS HLDGS INC COM NEW 15118V207 88,056 1,157,263 SH   DFND 19,2,20,5 1,088,857 0 68,406
CEMEX SAB DE CV SPON ADR NEW 151290889 3,279 390,340 SH   DFND 1,13,20,5 184,314 0 206,026
CEMTREX INC COM NEW 15130G600 47 31,000 SH   DFND 20 31,000 0 0
CENTENE CORP DEL COM 15135B101 1,712,436 23,480,542 SH   DFND 10,11,12,13,19,2,20,5,6,8 20,143,920 399,165 2,937,457
CENTENNIAL RESOURCE DEV INC CL A 15136A102 97,846 14,431,637 SH   DFND 13,19,2,20,5 14,196,708 0 234,929
CENTERPOINT ENERGY INC COM 15189T107 706,786 28,824,898 SH   DFND 10,11,12,13,19,2,20,5,6,8 24,432,756 294,765 4,097,377
ADVANCED MICRO DEVICES INC COM 007903107 4,130,941 43,978,929 SH   DFND 10,11,12,13,19,2,20,5,6,8 37,683,966 1,254,944 5,040,019
CENTERSPACE COM 15202L107 53,368 670,490 SH   DFND 10,19,2,20,5,8 609,481 2,897 58,112
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 3,033 339,504 SH   DFND 10,2,20 228,168 102,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 16,226 1,859,291 SH   DFND 2,20 1,859,291 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 65,696 1,360,175 SH   DFND 10,19,2,20,5,8 1,272,742 0 87,433
CENTRAL GARDEN & PET CO COM 153527106 19,543 369,226 SH   DFND 19,2,20,5,8 351,548 0 17,678
CENTRAL PAC FINL CORP COM NEW 154760409 36,853 1,414,174 SH   DFND 19,2,20,5 1,356,349 0 57,825
CENTRAL VY CMNTY BANCORP COM 155685100 491 24,385 SH   DFND 20 24,385 0 0
CENTRUS ENERGY CORP CL A 15643U104 2,987 117,694 SH   DFND 2,20,5 115,694 0 2,000
CENTURY ALUM CO COM 156431108 117,975 9,152,468 SH   DFND 19,2,20,5 9,045,678 2,024 104,766
CENTURY BANCORPORATION INC CL A NON VTG 156432106 6,753 59,237 SH   DFND 19,2,20,5 52,629 0 6,608
ADVANSIX INC COM 00773T101 28,499 954,409 SH   DFND 1,13,19,2,20,5 900,624 785 53,000
CENTURY CASINOS INC COM 156492100 6,689 498,059 SH   DFND 2,20,5 476,320 0 21,739
CENTURY CMNTYS INC COM 156504300 92,151 1,384,895 SH   DFND 19,2,20,5 1,329,158 0 55,737
CERAGON NETWORKS LTD ORD M22013102 153 40,473 SH   DFND 2 40,473 0 0
CERECOR INC COM 15671L109 3,079 941,705 SH   DFND 2,20,5 915,327 0 26,378
CERENCE INC COM 156727109 85,004 796,590 SH   DFND 13,19,2,20,5 718,958 329 77,303
CEREVEL THERAPEUTICS HLDNG I COM 15678U128 33,550 1,309,519 SH   DFND 2,20,5 1,287,088 0 22,431
CERIDIAN HCM HLDG INC COM 15677J108 388,423 4,049,447 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,523,897 74,719 450,831
CERNER CORP COM 156782104 1,083,726 13,827,894 SH   DFND 10,11,12,13,19,2,20,5,6,8 11,317,350 379,209 2,131,335
CERTARA INC COM 15687V109 13,242 467,428 SH   DFND 19,2,20,5 431,349 0 36,079
CERUS CORP COM 157085101 29,037 4,913,226 SH   DFND 19,2,20,5 4,604,111 1,700 307,415
ADVANTAGE SOLUTIONS INC COM CL A 00791N102 14,473 1,341,352 SH   DFND 19,2,20,5 1,239,659 0 101,693
CEVA INC COM 157210105 50,764 1,073,229 SH   DFND 19,2,20,5 1,021,963 0 51,266
CF INDS HLDGS INC COM 125269100 512,895 9,968,796 SH   DFND 10,11,12,13,19,2,20,5,6,8 8,443,376 147,715 1,377,705
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 248 24,163 SH   DFND 20 24,163 0 0
CHAMPIONX CORPORATION COM 15872M104 159,958 6,236,196 SH   DFND 1,13,19,2,20,5 5,873,662 1,331 361,203
CHANGE HEALTHCARE INC COM 15912K100 82,773 3,592,588 SH   DFND 13,19,2,20,5 3,108,864 2,511 481,213
CHANNELADVISOR CORP COM 159179100 17,000 693,576 SH   DFND 19,2,20,5 629,636 0 63,940
CHARAH SOLUTIONS INC COM 15957P105 107 21,100 SH   DFND 20 21,100 0 0
CHARGEPOINT HOLDINGS INC COM CL A 15961R105 67,713 1,949,150 SH   DFND 2,20 1,833,350 0 115,800
CHARLES & COLVARD LTD COM 159765106 59 19,645 SH   DFND 20 19,645 0 0
CHARLES RIV LABS INTL INC COM 159864107 702,387 1,898,754 SH   DFND 10,11,12,13,19,2,20,5,6,8 1,632,697 39,171 226,886
ADVAXIS INC COM NEW 007624307 263 567,064 SH   DFND 20 567,064 0 0
CHART INDS INC COM 16115Q308 161,418 1,103,183 SH   DFND 13,19,2,20,5 1,026,022 246 76,915
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,426,766 6,135,929 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 5,053,854 85,884 996,191
CHASE CORP COM 16150R104 16,357 159,413 SH   DFND 19,2,20,5 141,791 0 17,622
CHATHAM LODGING TR COM 16208T102 28,650 2,226,091 SH   DFND 19,2,20,5,8 2,048,553 0 177,538
CHECK POINT SOFTWARE TECH LT ORD M22465104 298,752 2,572,564 SH   DFND 10,12,13,19,2,20,5,6,8 1,759,698 152,463 660,403
CHECKPOINT THERAPEUTICS INC COM 162828107 568 192,467 SH   DFND 20 192,467 0 0
CHEESECAKE FACTORY INC COM 163072101 79,702 1,471,060 SH   DFND 19,2,20,5,8 1,383,473 294 87,293
CHEETAH MOBILE INC ADR 163075104 75 31,765 SH   DFND 2 31,765 0 0
CHEFS WHSE INC COM 163086101 34,173 1,073,610 SH   DFND 19,2,20,5 1,018,323 0 55,287
CHEGG INC COM 163092109 165,495 1,991,280 SH   DFND 13,19,2,20,5 1,734,275 1,200 255,805
1ST SOURCE CORP COM 336901103 25,018 538,481 SH   DFND 19,2,20,5,8 506,661 0 31,820
ADVENT TECHNOLOGIES HOLDNG I COM CL A 00788A105 2,849 295,567 SH   DFND 2,20 291,516 0 4,051
CHEGG INC NOTE 0.125% 3/1 163092AD1 31,703 18,788,000 PRN   DFND 2,5 18,788,000 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 274 92,109 SH   DFND 20 92,109 0 0
CHEMED CORP NEW COM 16359R103 202,362 426,474 SH   DFND 13,19,2,20,5,8 392,122 147 34,205
CHEMOCENTRYX INC COM 16383L106 63,249 4,723,626 SH   DFND 19,2,20,5 4,613,685 400 109,541
CHEMOURS CO COM 163851108 150,332 4,319,893 SH   DFND 12,13,19,2,20,5,8 3,992,941 11,943 315,009
CHEMUNG FINL CORP COM 164024101 389 8,715 SH   DFND 20 8,194 0 521
CHENIERE ENERGY INC COM NEW 16411R208 541,944 6,247,914 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,824,495 173,804 1,249,615
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 11,378 13,331,000 PRN   DFND 2,5 13,331,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 925 91,310 SH   DFND 20,5 91,310 0 0
CHESAPEAKE ENERGY CORP COM 165167735 72,409 1,394,627 SH   DFND 19,2,20,5 1,286,760 0 107,867
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 33,510 9,574,242 SH   DFND 19,2,20,5 9,415,169 600 158,473
CHESAPEAKE UTILS CORP COM 165303108 68,849 569,921 SH   DFND 19,2,20,5 539,261 36 30,624
CHEVRON CORP NEW COM 166764100 14,625,932 139,640,367 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 111,466,289 15,552,139 12,621,939
CHEWY INC CL A 16679L109 91,740 1,150,923 SH   DFND 10,11,12,13,19,2,20,5,6,8 878,576 58,438 213,909
CHIASMA INC COM 16706W102 1,144 241,788 SH   DFND 20 241,788 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 6,230 150,478 SH   DFND 2,20,5 134,975 0 15,503
CHICOS FAS INC COM 168615102 32,761 4,978,840 SH   DFND 2,20,5 4,844,458 0 134,382
CHILDRENS PL INC NEW COM 168905107 55,010 591,128 SH   DFND 19,2,20,5,8 560,244 137 30,747
CHIMERA INVT CORP COM NEW 16934Q208 72,781 4,731,730 SH   DFND 12,13,19,2,20,5,8 4,237,993 3,113 490,624
CHIMERIX INC COM 16934W106 25,708 3,213,480 SH   DFND 19,2,20,5 3,146,789 0 66,691
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 393 195,438 SH   DFND 2 195,438 0 0
AECOM COM 00766T100 246,986 3,900,599 SH   DFND 12,13,2,20,5,8 3,351,204 1,595 547,800
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 165 16,574 SH   DFND 5 16,574 0 0
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 190 24,223 SH   DFND 2,20,5 24,223 0 0
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 6,888 132,280 SH   DFND 1,20,5,8 63,374 1,700 67,206
CHINA YUCHAI INTL LTD COM G21082105 2,981 168,900 SH   DFND 13,2,20,5 118,956 0 49,944
CHINDATA GROUP HLDGS LTD ADS 16955F107 14,693 973,677 SH   DFND 10,12,13,19,2,20,5,8 774,977 48,700 150,000
CHINOOK THERAPEUTICS INC COM 16961L106 13,274 940,106 SH   DFND 2,20,5 928,486 0 11,620
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,707,887 1,101,621 SH   DFND 10,11,12,13,19,2,20,5,6,8 934,376 20,054 147,191
CHOICE HOTELS INTL INC COM 169905106 94,018 789,511 SH   DFND 19,2,20,5 718,226 274 71,011
CHOICEONE FINL SVCS INC COM 170386106 278 11,497 SH   DFND 20 11,497 0 0
CHROMADEX CORP COM NEW 171077407 8,230 834,643 SH   DFND 2,20,5 792,004 0 42,639
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 5,272 757,500 SH   DFND 2,20,5 708,673 0 48,827
CHUBB LIMITED COM H1467J104 3,545,004 22,192,467 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 19,593,449 319,254 2,279,764
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 7,635 187,777 SH   DFND 1,13,2,20,5 124,818 6,800 56,159
CHURCH & DWIGHT INC COM 171340102 1,015,727 11,918,885 SH   DFND 10,11,12,13,19,2,20,5,6,8 10,247,868 234,219 1,436,798
CHURCHILL DOWNS INC COM 171484108 174,080 878,040 SH   DFND 13,19,2,20,5,8 807,307 501 70,232
CHUYS HLDGS INC COM 171604101 23,528 631,457 SH   DFND 19,2,20,5 611,067 0 20,390
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 12,630 5,039,377 SH   DFND 10,2,20 4,546,061 427,502 65,814
CIDARA THERAPEUTICS INC COM 171757107 147 73,000 SH   DFND 20 73,000 0 0
CIENA CORP COM NEW 171779309 227,121 3,992,283 SH   DFND 12,13,19,2,20,5 3,626,108 1,603 364,572
CIGNA CORP NEW COM 125523100 3,501,646 14,770,516 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,553,553 281,548 1,935,415
CIM COML TR CORP COM NEW 125525584 518 57,836 SH   DFND 20 57,836 0 0
AEGON N V NY REGISTRY SHS 007924103 55 13,095 SH   DFND 20 13,095 0 0
CIMAREX ENERGY CO COM 171798101 337,130 4,653,277 SH   DFND 12,13,19,2,20,5,8 3,962,678 1,047 689,552
CIMPRESS PLC SHS EURO G2143T103 39,161 361,231 SH   DFND 13,19,2,20,5 321,925 200 39,106
CINCINNATI BELL INC NEW COM NEW 171871502 23,008 1,492,071 SH   DFND 19,2,20,5 1,408,534 0 83,537
CINCINNATI FINL CORP COM 172062101 1,045,397 8,916,101 SH   DFND 10,11,12,13,19,2,20,5,6,8 7,976,450 153,840 785,811
CINEDIGM CORP COM NEW 172406209 380 294,239 SH   DFND 20 294,239 0 0
CINEMARK HLDGS INC COM 17243V102 71,818 3,271,888 SH   DFND 12,13,19,2,20,5,8 3,061,231 800 209,857
CINTAS CORP COM 172908105 1,537,415 4,024,647 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 3,447,775 95,312 481,560
CIRCOR INTL INC COM 17273K109 20,585 631,446 SH   DFND 19,2,20,5 594,010 0 37,436
CIRRUS LOGIC INC COM 172755100 150,578 1,769,007 SH   DFND 13,19,2,20,5,8 1,658,445 424 110,138
CISCO SYS INC COM 17275R102 9,537,592 179,954,574 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 145,532,134 5,848,599 28,573,841
AEMETIS INC COM NEW 00770K202 4,130 369,714 SH   DFND 2,20,5 353,714 0 16,000
CIT GROUP INC COM NEW 125581801 286,153 5,546,682 SH   DFND 12,13,19,2,20,5,8 5,335,061 1,388 210,233
CITI TRENDS INC COM 17306X102 26,489 304,474 SH   DFND 19,2,20,5 294,970 0 9,504
CITIGROUP INC COM NEW 172967424 6,581,529 93,025,141 SH   DFND 1,10,12,13,19,2,20,5,6,8 80,859,977 1,556,884 10,608,280
CITIUS PHARMACEUTICALS INC COM NEW 17322U207 6,852 1,968,922 SH   DFND 2,20,5 1,816,022 0 152,900
CITIZENS & NORTHN CORP COM 172922106 6,320 257,968 SH   DFND 2,20,5 243,853 0 14,115
CITIZENS CMNTY BANCORP INC M COM 174903104 671 49,030 SH   DFND 20 28,714 0 20,316
CITIZENS FINL GROUP INC COM 174610105 1,101,501 24,013,539 SH   DFND 10,12,13,19,2,20,5,6,8 21,038,506 674,478 2,300,555
CITIZENS INC CL A 174740100 4,906 927,477 SH   DFND 2,20,5 875,875 0 51,602
CITRIX SYS INC COM 177376100 615,129 5,245,404 SH   DFND 10,11,12,13,19,2,20,5,6,8 4,369,691 136,405 739,308
CITY HLDG CO COM 177835105 50,271 668,141 SH   DFND 19,2,20,5 637,356 0 30,785
AERCAP HOLDINGS NV SHS N00985106 50,499 986,112 SH   DFND 12,13,19,2,20,5,6,8 675,039 1,106 309,967
CITY OFFICE REIT INC COM 178587101 16,420 1,321,001 SH   DFND 19,2,20,5,8 1,184,662 0 136,339
CIVISTA BANCSHARES INC COM NO PAR 178867107 6,336 286,716 SH   DFND 2,20,5 274,938 0 11,778
CLARIVATE PLC ORD SHS G21810109 198,533 7,211,498 SH   DFND 10,11,12,13,19,1,2,20,5,6,8 6,132,181 187,849 891,468
CLARUS CORP NEW COM 18270P109 11,313 440,198 SH   DFND 2,20,5 430,180 0 10,018
CLEAN ENERGY FUELS CORP COM 184499101 126,156 12,429,119 SH   DFND 19,2,20,5 12,124,813 1,400 302,906
CLEAN HARBORS INC COM 184496107 117,892 1,265,753 SH   DFND 12,13,19,2,20,5 1,158,000 746 107,007
CLEANSPARK INC COM NEW 18452B209 11,431 686,951 SH   DFND 2,20,5 635,351 0 51,600
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 19,639 7,438,866 SH   DFND 19,2,20,5 6,670,979 2,005 765,882
CLEARFIELD INC COM 18482P103 7,665 204,677 SH   DFND 2,20,5 195,115 0 9,562
CLEARPOINT NEURO INC COM 18507C103 5,232 274,049 SH   DFND 2,20,5 262,846 0 11,203
AERIE PHARMACEUTICALS INC COM 00771V108 15,882 992,007 SH   DFND 19,2,20,5 904,052 0 87,955
CLEARSIDE BIOMEDICAL INC COM 185063104 806 165,588 SH   DFND 20 165,588 0 0
CLEARSIGN TECHNOLOGIES CORP COM 185064102 193 40,213 SH   DFND 20 40,213 0 0
CLEARWATER PAPER CORP COM 18538R103 15,944 550,369 SH   DFND 19,2,20,5 513,771 0 36,598
CLEARWAY ENERGY INC CL A 18539C105 17,025 675,059 SH   DFND 13,19,2,20,5 615,964 0 59,095
CLEARWAY ENERGY INC CL C 18539C204 42,802 1,616,391 SH   DFND 19,2,20,5 1,445,907 800 169,684
CLENE INC COMMON STOCK 185634102 3,132 278,619 SH   DFND 2,20,5 273,008 0 5,611
CLEVELAND-CLIFFS INC NEW COM 185899101 331,979 15,397,896 SH   DFND 12,13,19,2,20,5 14,583,725 5,059 809,112
CLEVER LEAVES HOLDINGS INC COM 186760104 666 65,617 SH   DFND 20 65,617 0 0
CLIPPER RLTY INC COM 18885T306 1,766 240,299 SH   DFND 2,20,5 228,073 0 12,226
CLOOPEN GROUP HOLDING LIMITE ADS 18900M104 383 45,200 SH   DFND 2 45,200 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 168,471 3,488,732 SH   DFND 13,2,20,5 3,347,604 555 140,573
CLOROX CO DEL COM 189054109 1,374,004 7,637,176 SH   DFND 10,11,12,13,19,2,20,5,6,8 5,916,426 151,253 1,569,497
CLOUDERA INC COM 18914U100 76,497 4,823,237 SH   DFND 19,2,20,5 4,353,295 2,300 467,642
CLOUDFLARE INC CL A COM 18915M107 523,860 4,949,543 SH   DFND 10,11,12,13,19,2,20,5,6,8 3,964,907 148,211 836,425
CLOUDFLARE INC NOTE 0.750% 5/1 18915MAB3 34,514 12,129,000 PRN   DFND 2 12,129,000 0 0
CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 10,634 798,339 SH   DFND 19,2,20,5 785,597 0 12,742
CLOVIS ONCOLOGY INC COM 189464100 57,516 9,916,565 SH   DFND 13,19,2,20,5 9,661,400 4,200 250,965
CMC MATERIALS INC COM 12571T100 133,589 883,489 SH   DFND 19,2,20,5 825,306 452 57,731
CME GROUP INC COM 12572Q105 3,575,346 16,810,917 SH   DFND 10,11,12,13,19,2,20,5,6,8 14,505,224 250,713 2,054,980
CMS ENERGY CORP COM 125896100 842,689 14,263,530 SH   DFND 10,11,12,13,19,2,20,5,6,8 12,633,921 179,641 1,449,968
CNA FINL CORP COM 126117100 16,974 373,127 SH   DFND 12,13,19,2,20,5 339,746 0 33,381
AEROVIRONMENT INC COM 008073108 119,765 1,195,853 SH   DFND 19,2,20,5 1,147,237 0 48,616
CNB FINL CORP PA COM 126128107 6,087 266,733 SH   DFND 2,20,5 251,694 0 15,039
CNH INDL N V SHS N20944109 34,721 2,076,615 SH   DFND 19,20 94,151 1,969,894 12,570
CNO FINL GROUP INC COM 12621E103 110,716 4,687,400 SH   DFND 12,13,19,2,20,5,8 4,387,953 1,024 298,423
CNS PHARMACEUTICALS INC COM 18978H102 35 17,988 SH   DFND 20 17,988 0 0
CNX RES CORP COM 12653C108 159,380 11,667,628 SH   DFND 12,13,19,2,20,5,8 11,365,509 2,045 300,074
CO-DIAGNOSTICS INC COM 189763105 741 89,784 SH   DFND 20 89,784 0 0
COASTAL FINL CORP WA COM NEW 19046P209 4,351 152,339 SH   DFND 2,20 128,572 0 23,767
COCA COLA CO COM 191216100 9,124,195 167,328,402 SH   DFND 1,10,11,12,13,19,2,20,5,6,8 137,243,033 4,158,630 25,926,739
COCA COLA CONS INC COM 191098102 61,965 154,093 SH   DFND 19,2,20,5 144,455 0 9,638
COCA-COLA EUROPACIFIC PARTNE SHS G25839104 258,141 4,351,665 SH   DFND 10,11,12,13,19,2,20,5,6,8 2,483,072 191,698 1,676,895