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State Street (STT)

Filed: 10 Nov 20, 9:15am

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 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X GENOMICS INCCL A COM88025U10970,244563,394SH DFND13,19,2,20,5480,217083,177
360 DIGITECH INCAMERICAN DEP88557W1016,558549,273SH DFND13,2,20,5413,8420135,431
AIR LEASE CORPCL A00912X30239,2981,328,914SH DFND13,2,20,5,81,077,9591,500249,455
DAKTRONICS INCCOM2342641094,8081,214,203SH DFND2,20,51,085,3830128,820
DANA INCORPORATEDCOM23582520559,0094,789,695SH DFND12,13,2,20,5,6,84,119,1362,077668,482
DANAHER CORPORATION4.75 MND CV PFD23585130048,39532,800SH DFND232,80000
DANAHER CORPORATIONCOM2358511025,647,12126,203,707SH DFND1,10,11,12,13,19,2,20,5,6,822,628,435402,6593,172,613
DANAHER CORPORATIONDBCV 1/2235851AF921426,000PRN DFND126,00000
DAQO NEW ENERGY CORPSPNSRD ADR NEW23703Q20332,361239,287SH DFND13,2,20,5194,083045,204
DARDEN RESTAURANTS INCCOM237194105592,2155,878,650SH DFND10,11,12,13,19,2,20,5,6,85,144,439121,588612,623
DARLING INGREDIENTS INCCOM237266101176,4064,896,096SH DFND12,2,20,5,6,84,131,5701,184763,342
DASEKE INCCOM23753F1074,502838,429SH DFND2,20,5696,0290142,400
DATADOG INCCL A COM23804L103293,8642,876,511SH DFND10,11,12,13,19,2,20,5,6,82,357,39877,985441,128
AIR PRODS & CHEMS INCCOM0091581062,896,1749,680,026SH DFND1,10,11,12,13,19,2,20,5,6,88,383,598226,6221,069,806
DAVE & BUSTERS ENTMT INCCOM23833710920,6711,363,534SH DFND2,20,5,81,145,2900218,244
DAVITA INCCOM23918K108339,0273,958,289SH DFND10,11,12,13,19,2,20,5,6,83,248,878119,724589,687
DAWSON GEOPHYSICAL CO NEWCOM2393601001810,036SH DFND2010,03600
DBX ETF TRXTRACK HRVST CSI2330518793,968115,070SH DFND5115,07000
DECIPHERA PHARMACEUTICALS INCOM24344T10190,7581,769,162SH DFND2,20,5,81,602,063400166,699
DECKERS OUTDOOR CORPCOM243537107189,417860,946SH DFND12,13,19,2,20,5,6,8729,877293130,776
DEERE & COCOM2441991052,787,70112,535,526SH DFND1,10,11,12,13,19,2,20,5,6,810,810,507148,4021,576,617
DEL TACO RESTAURANTS INC NEWCOM2454961044,468544,830SH DFND2,20,5434,6440110,186
DELEK US HLDGS INC NEWCOM24665A10333,6623,024,460SH DFND12,2,20,5,82,709,6421,400313,418
DELL TECHNOLOGIES INCCL C24703L202362,8475,360,425SH DFND1,10,11,12,13,19,2,20,5,6,84,140,359162,0731,057,993
AIR TRANSPORT SERVICES GRP ICOM00922R10533,3571,331,075SH DFND2,20,5,81,106,2250224,850
DELPHI TECHNOLOGIES PLSHSG2709G10721,2321,270,604SH DFND12,13,2,20,5,6,81,177,5722,03390,999
DELTA AIR LINES INC DELCOM NEW247361702658,95621,548,591SH DFND1,10,11,12,13,19,2,20,5,6,819,397,216141,5132,009,862
DELUXE CORPCOM24801910134,6291,345,849SH DFND2,20,5,81,136,2317,967201,651
DENALI THERAPEUTICS INCCOM24823R10580,8182,255,599SH DFND2,20,5,81,940,460800314,339
DENNYS CORPCOM24869P10412,4351,243,495SH DFND2,20,5,8941,4820302,013
DENTSPLY SIRONA INCCOM24906P109438,90010,013,920SH DFND10,11,12,13,19,2,20,5,6,88,455,183194,6981,364,039
DERMTECH INCCOM24984K1051,431119,752SH DFND2,20100,981018,771
DESIGNER BRANDS INCCL A25056510814,9302,749,482SH DFND12,2,20,5,82,495,405106253,971
DESPEGAR COM CORPORD SHSG273581031,286202,129SH DFND2,20,5148,817053,312
DESTINATION XL GROUP INCCOM25065K104520,082SH DFND2020,08200
AKAMAI TECHNOLOGIES INCCOM00971T101780,0927,057,105SH DFND10,11,12,13,19,2,20,5,6,85,838,225198,9831,019,897
DEVON ENERGY CORP NEWCOM25179M103233,98224,093,152SH DFND1,10,12,13,19,2,20,5,622,959,7964,7791,128,577
DEXCOM INCCOM2521311071,618,8203,926,983SH DFND10,11,12,13,19,2,20,5,6,83,398,00446,054482,925
DEXCOM INCNOTE 0.750%12/0252131AH053,41521,090,000PRN DFND2,521,090,00000
DHI GROUP INCCOM23331S1002,3701,048,793SH DFND2,20842,4300206,363
DHT HOLDINGS INCSHS NEWY2065G12110,0181,941,412SH DFND2,20,51,551,4290389,983
DIAGEO PLCSPON ADR NEW25243Q2052,05714,812SH DFND1,208,18006,632
DIAMOND HILL INVT GROUP INCCOM NEW25264R2079,28973,539SH DFND2,20,5,858,699014,840
DIAMOND S SHIPPING INCCOMY206761053,584521,731SH DFND2,20,5,8410,5590111,172
DIAMONDBACK ENERGY INCCOM25278X109323,47510,739,537SH DFND10,11,12,13,19,2,20,5,6,89,690,73295,851952,954
DIAMONDROCK HOSPITALITY COCOM25278430152,01310,259,022SH DFND10,13,2,20,5,88,556,93354,5081,647,581
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ036,81628,571,000PRN DFND2,528,571,00000
DIANA SHIPPING INCCOMY2066G1043927,781SH DFND2,2027,78100
DICERNA PHARMACEUTICALS INCCOM25303110856,4773,139,373SH DFND2,20,5,82,839,472600299,301
DICKS SPORTING GOODS INCCOM25339310293,6981,618,832SH DFND10,12,13,19,2,20,5,6,81,442,16618,687157,979
DIEBOLD NXDF INCCOM25365110317,0792,235,421SH DFND2,20,5,81,878,7562,012354,653
DIGI INTL INCCOM25379810212,906825,694SH DFND2,20,5719,9550105,739
DIGIMARC CORP NEWCOM25381B1014,926220,614SH DFND2,20,5178,994041,620
DIGITAL RLTY TR INCCOM2538681032,284,57015,566,707SH DFND10,11,12,13,19,2,20,5,6,812,858,834213,1162,494,757
DIGITAL TURBINE INCCOM NEW25400W10263,3341,934,462SH DFND2,20,5,81,547,676800385,986
DILLARDS INCCL A2540671016,864187,189SH DFND12,13,19,2,20,5,8146,51534940,325
DIME CMNTY BANCSHARES INCCOM25392210812,2481,082,932SH DFND2,20,5,8951,218874130,840
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL531,84227,545,000PRN DFND2,527,545,00000
DINE BRANDS GLOBAL INCCOM25442310626,688488,872SH DFND2,20,5,8410,4562,04776,369
DIODES INCCOM25454310186,0051,523,562SH DFND2,20,5,81,325,810263197,489
DISCOVER FINL SVCSCOM254709108743,54312,868,513SH DFND10,11,12,13,19,2,20,5,6,811,262,050198,4211,408,042
DISCOVERY INCCOM SER A25470F104170,0907,813,057SH DFND10,11,12,13,19,2,20,5,6,86,593,563161,2911,058,203
DISCOVERY INCCOM SER C25470F302401,31220,475,093SH DFND10,11,12,13,19,2,20,5,6,815,660,876345,1344,469,083
DISH NETWORK CORPORATIONCL A25470M109334,20611,512,430SH DFND10,11,12,13,19,2,20,5,6,810,169,109144,5661,198,755
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD122,78325,097,000PRN DFND2,525,097,00000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB569,21675,168,000PRN DFND2,575,168,00000
DISNEY WALT COCOM DISNEY2546871069,231,16474,396,877SH DFND1,10,11,12,13,19,2,20,5,6,858,864,7801,236,60214,295,495
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10745,07012,804,115SH DFND10,12,13,2,20,5,810,836,94363,9711,903,201
AKCEA THERAPEUTICS INCCOM00972L1075,591308,217SH DFND2,20,5,8243,378064,839
DMC GLOBAL INCCOM23291C10318,233553,535SH DFND2,20,5,8488,466065,069
DOCUSIGN INCCOM256163106789,2883,667,014SH DFND10,11,12,13,19,2,20,5,6,83,001,98382,647582,384
DOCUSIGN INCNOTE 0.500% 9/1256163AB242,50214,056,000PRN DFND2,514,056,00000
DOLBY LABORATORIES INCCOM CL A25659T10757,819872,344SH DFND13,19,2,20,5,8680,374562191,408
DOLLAR GEN CORP NEWCOM2566771052,331,14411,120,810SH DFND10,11,12,13,19,2,20,5,6,89,647,889181,0841,291,837
DOLLAR TREE INCCOM256746108946,36410,360,895SH DFND10,11,12,13,19,2,20,5,6,88,895,177139,6361,326,082
DOMINION ENERGY INCCOM25746U1093,451,90743,733,782SH DFND10,11,12,13,19,2,20,5,6,838,457,211441,7404,834,831
DOMINION ENERGY INCUNIT 99/99/999925746U13329,573290,500SH DFND2290,50000
DOMINOS PIZZA INCCOM25754A201755,1241,775,592SH DFND10,11,12,13,19,2,20,5,6,81,485,07131,832258,689
DOMO INCCOM CL B25755410520,443533,348SH DFND2,20,5,8420,8020112,546
AKEBIA THERAPEUTICS INCCOM00972D10538,50515,340,471SH DFND2,20,5,814,728,5811,272610,618
DOMTAR CORPCOM NEW25755920348,1501,832,902SH DFND12,13,2,20,5,6,81,553,6302,050277,222
DONALDSON INCCOM257651109226,5704,880,861SH DFND13,19,2,20,5,6,84,585,8171,696293,348
DONEGAL GROUP INCCL A2577012013,524250,486SH DFND13,2,20,5,8193,007057,479
DONNELLEY FINL SOLUTIONS INCCOM25787G10011,991897,552SH DFND2,20,5787,3240110,228
DONNELLEY R R & SONS COCOM2578672001,213830,958SH DFND2,20,5830,95800
DORIAN LPG LTDSHS USDY2106R1107,861981,388SH DFND2,20,5,8853,4590127,929
DORMAN PRODUCTS INCCOM25827810078,537868,963SH DFND19,2,20,5,8722,765100146,098
DOUGLAS DYNAMICS INCCOM25960R10515,658457,829SH DFND2,20,5,8345,1748,300104,355
DOUGLAS EMMETT INCCOM25960P109182,8057,204,543SH DFND10,12,13,19,2,20,5,6,86,028,15247,1661,129,225
DOUYU INTERNATIONAL HLDNGS LSPONSORED ADS25985W1058,256624,969SH DFND2,8624,96900
AKERNA CORPCOM00973W102388106,716SH DFND2,2085,497021,219
DOVER CORPCOM260003108802,9057,410,972SH DFND1,10,11,12,13,19,2,20,5,6,86,431,405235,568743,999
DOW INCCOM2605571031,704,63736,230,322SH DFND10,11,12,13,19,2,20,5,6,826,906,152380,3768,943,794
DR REDDYS LABS LTDADR25613520376,2971,096,854SH DFND1,12,13,19,2,20,5,8696,5110400,343
DRAFTKINGS INCCOM CL A26142R1049,326158,495SH DFND13,20,5,8145,895012,600
DRIL QUIP INCCOM26203710430,7981,243,843SH DFND2,20,5,81,081,868496161,479
DRIVE SHACK INCCOM2620771004742,253SH DFND2042,25300
DROPBOX INCCL A26210C10496,5145,011,093SH DFND10,11,12,13,19,2,20,5,6,83,984,327136,431890,335
DSP GROUP INCCOM23332B10611,710888,468SH DFND2,20,5,8805,128083,340
DTE ENERGY COCOM2333311071,133,5149,766,909SH DFND10,11,12,13,19,2,20,5,6,88,668,875152,561945,473
DTE ENERGY COUNIT 11/01/2022S23333184223,088509,000SH DFND2509,00000
AKERO THERAPEUTICS INCCOM00973Y1086,700217,613SH DFND2,20,5,8168,565049,048
DUCK CREEK TECHNOLOGIES INCSHS2641201064,648102,312SH DFND2,2089,380012,932
DUCOMMUN INC DELCOM26414710913,390406,748SH DFND2,20,5,8362,490044,258
DUKE ENERGY CORP NEWCOM NEW26441C2043,400,51238,397,831SH DFND1,10,11,12,13,19,2,20,5,6,833,847,550466,3314,083,950
DUKE REALTY CORPCOM NEW264411505802,73021,754,194SH DFND10,11,12,13,19,2,20,5,6,818,169,984407,0343,177,176
DULUTH HLDGS INCCOM CL B26443V1012,324190,162SH DFND2,20145,787044,375
DUN & BRADSTREET HLDGS INCCOM26484T10618,516721,604SH DFND2,20635,135086,469
DUNKIN BRANDS GROUP INCCOM265504100153,1081,869,225SH DFND13,2,20,5,6,81,664,979900203,346
DUPONT DE NEMOURS INCCOM26614N1022,018,00436,373,537SH DFND10,11,12,13,19,2,20,5,6,825,425,742454,98010,492,815
DURECT CORPCOM2666051045,5973,273,148SH DFND2,20,5,82,668,3650604,783
DXC TECHNOLOGY COCOM23355L106150,0188,404,366SH DFND1,10,12,13,19,2,20,5,6,87,282,6583,8841,117,824
3M COCOM88579Y1014,901,07930,597,320SH DFND10,11,12,13,19,2,20,5,6,821,551,717644,2698,401,334
AKOUOS INCCOM00973J1013,834167,638SH DFND2,20,5120,503047,135
DXP ENTERPRISES INCCOM NEW2333774078,586532,274SH DFND2,20,5,8456,956075,318
DYADIC INTL INC DELCOM26745T1012,014266,035SH DFND2,20209,173056,862
DYCOM INDS INCCOM26747510150,372953,662SH DFND13,2,20,5,6,8803,989805148,868
DYNATRACE INCCOM NEW268150109144,2453,516,447SH DFND10,11,12,13,19,2,20,5,6,82,860,62398,909556,915
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820150,12511,603,107SH DFND2,20,5,811,175,3550427,752
DYNEX CAP INCCOM26817Q8869,424614,545SH DFND2,20,5,8501,2220113,323
DZS INCCOM2682111091,589169,568SH DFND2,20138,307031,261
E L F BEAUTY INCCOM26856L10315,028818,079SH DFND2,20,5,8614,9920203,087
E TRADE FINANCIAL CORPCOM NEW269246401468,6609,363,830SH DFND10,12,13,19,2,20,5,6,87,976,905258,0771,128,848
EAGLE BANCORP INC MDCOM26894810629,6701,107,502SH DFND2,20,5,8956,201800150,501
AKOUSTIS TECHNOLOGIES INCCOM00973N1024,329530,563SH DFND2,20,5431,256099,307
EAGLE BANCORP MONT INCCOM26942G1001,23370,000SH DFND2,2055,700014,300
EAGLE BULK SHIPPING INCCOMY2187A1501,917117,103SH DFND2,2089,407027,696
EAGLE MATLS INCCOM26969P10881,617945,522SH DFND13,2,20,5,6853,50573891,279
EAGLE PHARMACEUTICALS INCCOM26979610833,774795,055SH DFND2,20,5,8744,777050,278
EARTHSTONE ENERGY INCCL A27032D304947365,707SH DFND2,20275,752089,955
EAST WEST BANCORP INCCOM27579R104175,9175,373,164SH DFND10,12,13,19,2,20,5,6,84,751,227130,622491,315
EASTERLY GOVT PPTYS INCCOM27616P10391,2044,069,800SH DFND10,19,2,20,5,6,83,372,86522,900674,035
EASTERN COCOM2763171041,74289,247SH DFND2,2071,784017,463
EASTGROUP PPTY INCCOM277276101257,6831,980,556SH DFND10,19,2,20,5,6,81,635,47411,029334,053
EASTMAN CHEM COCOM277432100480,8396,103,948SH DFND10,11,12,13,19,2,20,5,6,85,142,850238,111722,987
ALAMO GROUP INCCOM01131110731,703293,469SH DFND2,20,5,8247,791045,678
EASTMAN KODAK COCOM NEW2774614062,030230,155SH DFND2,20,5191,855038,300
EATON CORP PLCSHSG291831031,806,74517,707,981SH DFND10,11,12,13,19,2,20,5,6,815,065,871543,5222,098,588
EATON VANCE CORPCOM NON VTG278265103326,2348,551,362SH DFND10,13,2,20,5,6,88,247,74725,739277,876
EBAY INC.COM2786421031,661,59031,892,330SH DFND10,11,12,13,19,2,20,5,6,826,710,089702,0124,480,229
EBIX INCCOM NEW27871520618,808913,024SH DFND2,20,5,8797,358500115,166
ECHO GLOBAL LOGISTICS INCCOM27875T10124,187938,578SH DFND2,20,5,8805,4100133,168
ECHOSTAR CORPCL A27876810618,341736,897SH DFND13,2,20,5,8605,847307130,743
ECOLAB INCCOM2788651002,191,86010,942,475SH DFND10,11,12,13,19,2,20,5,6,89,400,329231,2201,310,926
ECOPETROL S ASPONSORED ADS27915810918,8941,920,152SH DFND10,13,19,2,20,51,699,493111,406109,253
EDGEWELL PERS CARE COCOM28035Q10246,8711,681,159SH DFND12,13,2,20,5,6,81,421,383850258,926
ALARM COM HLDGS INCCOM01164210577,8941,409,840SH DFND2,20,5,81,193,868500215,472
EDISON INTLCOM2810201071,416,67727,523,884SH DFND10,11,12,13,19,2,20,5,6,818,000,9057,357,2372,165,742
EDITAS MEDICINE INCCOM28106W10381,6142,908,563SH DFND2,20,5,82,624,166600283,797
EDWARDS LIFESCIENCES CORPCOM28176E1082,135,58126,754,959SH DFND10,11,12,13,19,2,20,5,6,822,808,080615,5293,331,350
EGAIN CORPCOM NEW28225C8065,397380,881SH DFND2,20,5308,874072,007
EHEALTH INCCOM28238P10970,922897,743SH DFND2,20,5,8782,775300114,668
EIDOS THERAPEUTICS INCCOM28249H10410,766213,069SH DFND2,20,5,8164,159048,910
EIGER BIOPHARMACEUTICALS INCCOM28249U1053,764462,433SH DFND2,20,5381,357081,076
EL POLLO LOCO HLDGS INCCOM2686031079,563590,301SH DFND2,20,5,8504,012086,289
ELANCO ANIMAL HEALTH INCCOM28414H103404,04014,466,168SH DFND10,11,12,13,19,2,20,5,6,813,053,700184,0901,228,378
ELANCO ANIMAL HEALTH INCUNIT 02/01/2023T28414H2028,143182,700SH DFND2182,70000
ALASKA AIR GROUP INCCOM011659109147,4734,026,006SH DFND10,12,13,19,2,20,5,6,83,609,6791,164415,163
ELASTIC N VORD SHSN1450610483,744776,201SH DFND13,19,2,20,5,8637,155500138,546
ELBIT SYS LTDORDM3760D1015,21143,316SH DFND2,2043,31600
ELECTROMED INCCOM28540910898594,617SH DFND2,2078,418016,199
ELECTRONIC ARTS INCCOM2855121091,871,88014,353,805SH DFND10,11,12,13,19,2,20,5,6,812,276,484513,3791,563,942
ELEMENT SOLUTIONS INCCOM28618M10627,5342,619,787SH DFND2,20,5,82,103,7944,200511,793
ELLINGTON FINANCIAL INCCOM28852N10913,8801,123,696SH DFND2,20,5,8925,8190197,877
ELLINGTON RESIDENTIAL MTG RECOM SHS BEN INT2885781071,426125,350SH DFND2,20,5104,850020,500
ELOXX PHARMACEUTICALS INCCOM29014R1031,171445,336SH DFND2,20,5350,649094,687
EMBRAER S.A.SPONSORED ADS29082A1071,349305,899SH DFND2,20,8305,89900
EMCOR GROUP INCCOM29084Q100115,2441,702,029SH DFND10,12,13,2,20,5,6,81,427,52210,810263,697
ALASKA COMMUNICATIONS SYS GRCOM01167P1011,232615,863SH DFND2,20499,0630116,800
EMCORE CORPCOM NEW2908462037222,165SH DFND2022,16500
EMERALD HOLDING INCCOM29103W1041,851907,119SH DFND2,20828,580078,539
EMERGENT BIOSOLUTIONS INCCOM29089Q105192,4181,862,168SH DFND19,2,20,5,6,81,642,113500219,555
EMERSON ELEC COCOM2910111041,843,55228,115,792SH DFND1,10,11,12,13,19,2,20,5,6,824,320,568702,3803,092,844
EMPIRE ST RLTY TR INCCL A29210410629,5034,820,767SH DFND10,2,20,5,83,739,72842,7841,038,255
EMPLOYERS HOLDINGS INCCOM29221810428,782951,484SH DFND2,20,5,8811,5290139,955
EMPRESA DIST Y COMERCIAL NORSPON ADR29244A10221468,702SH DFND2,20,559,70209,000
ENANTA PHARMACEUTICALS INCCOM29251M10644,110963,518SH DFND2,20,5,6,8871,184092,334
ENBRIDGE INCCOM29250N10539,7011,359,428SH DFND1,10,12,2,20,51,113,400202,76243,266
ENCOMPASS HEALTH CORPCOM29261A100149,7582,294,829SH DFND13,2,20,5,6,82,056,6261,052237,151
ALBANY INTL CORPCL A01234810845,792921,256SH DFND2,20,5,8772,301136148,819
ENCORE CAP GROUP INCCOM29255410237,603974,431SH DFND2,20,5,8828,717900144,814
ENCORE WIRE CORPCOM29256210528,939623,411SH DFND2,20,5,8531,32940091,682
ENDO INTL PLCSHSG3040110628,1158,519,755SH DFND13,2,20,5,87,430,6836,1601,082,912
ENDURANCE INTL GROUP HLDGS ICOM29272B10510,9601,909,348SH DFND10,2,20,5,81,436,828145,503327,017
ENEL AMERICAS S ASPONSORED ADR29274F10426,1844,053,244SH DFND10,13,19,2,20,53,784,00129,843239,400
ENEL CHILE S.A.SPONSORED ADR29278D1059,5172,766,600SH DFND10,13,19,2,20,52,697,465069,135
ENERGIZER HLDGS INC NEWCOM29272W10955,4711,417,237SH DFND13,2,20,5,6,81,270,936650145,651
ENERGOUS CORPCOM29272C10310134,196SH DFND2034,19600
ENERGY FUELS INCCOM NEW2926717082,9121,733,395SH DFND2,20,5,61,334,6230398,772
ENERGY RECOVERY INCCOM29270J1006,909842,516SH DFND2,20,5,8666,3260176,190
ALBEMARLE CORPCOM012653101581,1766,481,679SH DFND10,11,12,13,19,2,20,5,6,85,621,82381,202778,654
ENERPAC TOOL GROUP CORPCL A COM29276510433,0441,756,727SH DFND2,20,5,81,496,624271259,832
ENERSYSCOM29275Y10286,4241,287,599SH DFND13,2,20,5,6,81,089,182605197,812
ENI S P ASPONSORED ADR26874R10854434,895SH DFND1,206,360028,535
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1001,565665,953SH DFND19,20,5,8379,0953,325283,533
ENNIS INCCOM29338910211,010631,334SH DFND2,20,5,8515,9861,458113,890
ENOCHIAN BIOSCIENCES INCCOM29350E104689192,572SH DFND2,20145,267047,305
ENOVA INTL INCCOM29357K10314,509885,226SH DFND2,20,5,8738,9250146,301
ENPHASE ENERGY INCCOM29355A107216,7792,624,762SH DFND13,19,2,20,5,6,82,378,2131,500245,049
ENPRO INDS INCCOM29355X10735,516629,607SH DFND2,20,5,8533,7924395,772
ENSIGN GROUP INCCOM29358P10192,2901,616,011SH DFND2,20,5,81,376,641300239,070
ALBERTSONS COS INCCOMMON STOCK0130911033,965286,269SH DFND2,20252,743033,526
ENSTAR GROUP LIMITEDSHSG3075P10150,212310,911SH DFND19,2,20,5,8250,56810060,243
ENTEGRIS INCCOM29362U104120,9621,627,140SH DFND13,19,2,20,5,81,285,2481,169340,723
ENTERCOM COMMUNICATIONS CORPCL A2936391004,3142,679,409SH DFND13,2,20,52,204,2290475,180
ENTERGY CORP NEWCOM29364G1031,035,46410,509,125SH DFND10,11,12,13,19,2,20,5,6,88,929,128122,1931,457,804
ENTERPRISE BANCORP INC MASSCOM2936681093,512167,092SH DFND2,20,5136,489030,603
ENTERPRISE FINL SVCS CORPCOM29371210517,401638,118SH DFND2,20,5,8436,0100202,108
ENTRAVISION COMMUNICATIONS CCL A29382R1071,410927,575SH DFND2,20,5712,5490215,026
ENVELA CORPCOM29402E10229969,596SH DFND2,2050,277019,319
ENVESTNET INCCOM29404K10681,6501,058,193SH DFND2,20,5,8814,090400243,703
ENVISTA HOLDINGS CORPORATIONCOM29415F10455,9332,266,344SH DFND2,20,5,81,930,9221,700333,722
ALBIREO PHARMA INCCOM01345P1067,463223,648SH DFND2,20,5178,927044,721
ENVIVA PARTNERS LPCOM UNIT29414J1071,40734,940SH DFND200034,940
ENZO BIOCHEM INCCOM2941001021,708809,383SH DFND2,20,5644,7200164,663
EOG RES INCCOM26875P1011,150,01931,998,309SH DFND10,11,12,13,19,2,20,5,6,829,411,576351,0972,235,636
EPAM SYS INCCOM29414B104365,4751,130,523SH DFND10,11,12,13,19,2,20,5,6,8903,91457,536169,073
EPIZYME INCCOM29428V10452,9984,442,413SH DFND2,20,5,84,048,1010394,312
EPLUS INCCOM29426810731,705433,124SH DFND2,20,5,8361,191071,933
EPR PPTYSCOM SH BEN INT26884U10991,3403,321,441SH DFND10,13,19,2,20,5,6,82,826,52521,040473,876
EQT CORPCOM26884L109155,54012,029,414SH DFND12,13,2,20,5,6,810,102,2292,9221,924,263
EQUIFAX INCCOM294429105759,4884,840,589SH DFND10,11,12,13,19,2,20,5,6,84,216,86558,832564,892
EQUINIX INCCOM29444U7002,694,2453,544,453SH DFND10,11,12,13,19,2,20,5,6,83,017,12849,276478,049
500 COM LTDSPON ADR REP A33829R1008829,176SH DFND229,17600
ALCOA CORPCOM01387210667,1755,776,009SH DFND12,13,19,2,20,5,84,885,3802,121888,508
EQUITABLE HLDGS INCCOM29452E101191,45510,496,450SH DFND10,11,12,13,19,2,20,5,6,88,719,744266,7521,509,954
EQUITRANS MIDSTREAM CORPCOM29460010180,5159,517,085SH DFND12,13,2,20,5,6,88,618,3822,337896,366
EQUITY BANCSHARES INCCOM CL A29460X1094,612297,533SH DFND2,20,5,8224,041073,492
EQUITY COMWLTHCOM SH BEN INT294628102122,4044,075,502SH DFND10,13,19,2,20,5,6,83,198,65433,449843,399
EQUITY LIFESTYLE PPTYS INCCOM29472R108452,9857,349,480SH DFND10,11,12,13,19,2,20,5,6,85,757,717132,2771,459,486
EQUITY RESIDENTIALSH BEN INT29476L1071,108,32121,345,245SH DFND10,11,12,13,19,2,20,5,6,817,424,288284,1963,636,761
ERICSSONADR B SEK 1029482160863057,828SH DFND1,204,069053,759
ERIE INDTY COCL A29530P102144,285686,155SH DFND10,11,12,13,19,2,20,5,6,8527,98850,066108,101
EROS STX GLOBAL CORPORATIONSHS NEWG3788M1144,9402,235,270SH DFND2,20,51,785,4060449,864
ESCALADE INCCOM2960561043,319181,463SH DFND2,20138,559042,904
ALCON AGORD SHSH013011283095,423SH DFND205,42300
ESCO TECHNOLOGIES INCCOM29631510463,369785,826SH DFND2,20,5,8667,029521118,276
ESPERION THERAPEUTICS INC NECOM29664W10567,0081,802,750SH DFND2,20,5,81,679,263300123,187
ESQUIRE FINL HLDGS INCCOM29667J1011,700113,320SH DFND2,2085,949027,371
ESSA BANCORP INCCOM29667D1042,428196,888SH DFND2,20,6160,184036,704
ESSENT GROUP LTDCOMG3198U102146,4863,958,018SH DFND13,2,20,5,6,83,447,838700509,480
ESSENTIAL PPTYS RLTY TR INCCOM29670E10785,4774,608,831SH DFND10,2,20,5,83,853,88624,600730,345
ESSENTIAL UTILS INCCOM29670G102394,7709,807,945SH DFND10,11,12,13,19,2,20,5,6,88,821,094118,378868,473
ESSENTIAL UTILS INCUNIT 04/30/202229670G2016,663122,800SH DFND2122,80000
ESSEX PPTY TR INCCOM297178105973,4064,798,917SH DFND10,11,12,13,19,2,20,5,6,84,169,82958,358570,730
ETHAN ALLEN INTERIORS INCCOM29760210411,780870,039SH DFND2,20,5,8766,2761,000102,763
ALDEYRA THERAPEUTICS INCCOM01438T10614219,100SH DFND2019,10000
ETON PHARMACEUTICALS INCCOM29772L1081,405177,876SH DFND2,20143,499034,377
ETSY INCCOM29786A106494,0384,061,811SH DFND10,12,13,19,2,20,5,6,83,585,2441,775474,792
EURONAV NVSHSB3856410814015,865SH DFND20,814,21901,646
EURONET WORLDWIDE INCCOM29873610955,932613,958SH DFND13,19,2,20,5,8495,947500117,511
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL312,28112,861,000PRN DFND2,512,861,00000
EVANS BANCORP INCCOM NEW29911Q2082,826123,792SH DFND2,2070,020053,772
EVELO BIOSCIENCES INCCOM2997341031,380261,794SH DFND2,20214,945046,849
EVENTBRITE INCCOM CL A29975E10913,6111,254,452SH DFND2,20,5,8972,2950282,157
EVERBRIDGE INCCOM29978A10456,079446,030SH DFND13,2,20,5,8362,38430083,346
EVERCORE INCCLASS A29977A10561,128933,820SH DFND13,2,20,5,6,8835,74230097,778
ALECTOR INCCOM01444210737,7833,586,396SH DFND2,20,5,83,372,432500213,464
EVEREST RE GROUP LTDCOMG3223R108374,4851,895,744SH DFND10,11,12,13,19,2,20,5,6,81,601,89046,049247,805
EVERGY INCCOM30034W106588,81211,586,235SH DFND10,11,12,13,19,2,20,5,6,810,319,040147,6111,119,584
EVERI HLDGS INCCOM30034T10313,2511,606,207SH DFND2,20,5,81,206,0240400,183
EVERQUOTE INCCOM CL A30041R10811,008284,895SH DFND2,20,5,8227,191057,704
EVERSOURCE ENERGYCOM30040W1081,649,44019,741,951SH DFND10,11,12,13,19,2,20,5,6,817,705,740260,6111,775,600
EVERTEC INCCOM30040P10365,0901,875,249SH DFND2,20,5,81,550,049900324,300
EVI INDS INCCOM26929N1021,87870,565SH DFND2,2056,376014,189
EVO PMTS INCCL A COM26927E10422,976924,574SH DFND2,20,5,8742,9150181,659
EVOFEM BIOSCIENCES INCCOM30048L1042,245951,464SH DFND2,20752,9810198,483
EVOLENT HEALTH INCCL A30050B10121,7051,749,009SH DFND2,20,5,81,420,8230328,186
ALERUS FINL CORPCOM01446U1034,471226,441SH DFND2,20,5176,776049,665
EVOLUS INCCOM30052C1071,364348,776SH DFND2,20281,661067,115
EVOLUTION PETE CORPCOM30049A1071,225546,972SH DFND2,20440,3240106,648
EVOQUA WATER TECHNOLOGIES COCOM30057T10538,7621,826,657SH DFND2,20,5,81,414,8991,100410,658
EXACT SCIENCES CORPCOM30063P105368,9383,618,812SH DFND10,11,12,13,19,2,20,5,6,83,074,46568,386475,961
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC938,05635,138,000PRN DFND2,535,138,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB122,33819,025,000PRN DFND2,519,025,00000
EXACT SCIENCES CORPNOTE 1.000% 1/130063PAA33,1572,040,000PRN DFND2,52,040,00000
EXAGEN INCCOM30068X10368363,021SH DFND2,2049,076013,945
EXANTAS CAP CORPCOM NEW30068N105983470,451SH DFND2,20470,45100
EXELA TECHNOLOGIES INCCOM30162V102820,900SH DFND2020,90000
ALEXANDER & BALDWIN INC NEWCOM01449110426,5152,365,269SH DFND2,20,5,81,998,771982365,516
EXELIXIS INCCOM30161Q104223,8309,154,586SH DFND13,19,2,20,5,6,88,393,5338,870752,183
EXELON CORPCOM30161N1012,235,84362,523,576SH DFND10,11,12,13,19,2,20,5,6,847,373,3261,156,72813,993,522
EXICURE INCCOM30205M1011,186677,634SH DFND2,20542,3810135,253
EXLSERVICE HOLDINGS INCCOM30208110468,1311,032,751SH DFND19,2,20,5,8863,604200168,947
EXONE COCOM3021041041,816148,611SH DFND2,20121,622026,989
EXP WORLD HLDGS INCCOM30212W10017,888443,421SH DFND2,20,5,8345,097098,324
EXPEDIA GROUP INCCOM NEW30212P303542,1325,912,662SH DFND10,11,12,13,19,2,20,5,6,85,120,79189,925701,946
EXPEDITORS INTL WASH INCCOM302130109828,0599,147,803SH DFND10,11,12,13,19,2,20,5,6,87,731,587263,6021,152,614
EXPONENT INCCOM30214U102111,4531,547,316SH DFND2,20,5,81,306,691584240,041
EXPRESS INCCOM30219E103549899,231SH DFND2,20658,5430240,688
ALEXANDERS INCCOM01475210916,50267,294SH DFND10,2,20,5,848,92457717,793
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20029,4812,466,989SH DFND12,2,20,5,82,049,13712,200405,652
EXTERRAN CORPCOM30227H1063,475835,352SH DFND2,20,5721,4000113,952
EXTRA SPACE STORAGE INCCOM30225T102816,4847,631,404SH DFND10,11,12,13,19,2,20,5,6,86,392,12695,4961,143,782
EXTREME NETWORKS INCCOM30226D10615,9323,963,240SH DFND13,2,20,5,83,338,1390625,101
EXXON MOBIL CORPCOM30231G1027,505,325218,622,927SH DFND1,10,11,12,13,19,2,20,5,6,8201,965,4492,739,27413,918,204
EYEPOINT PHARMACEUTICALS INCCOM30233G1001631,700SH DFND2031,70000
EZCORP INCCL A NON VTG3023011068,2861,647,299SH DFND2,20,5,81,428,9942,136216,169
F M C CORPCOM NEW302491303686,8506,458,635SH DFND10,11,12,13,19,2,20,5,6,85,595,79478,001784,840
F N B CORPCOM30252010170,23210,358,639SH DFND13,2,20,5,6,89,453,7892,953901,897
F5 NETWORKS INCCOM315616102389,8793,175,684SH DFND10,11,12,13,19,2,20,5,6,82,711,16294,271370,251
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,137,6957,064,687SH DFND10,11,12,13,19,2,20,5,6,85,853,34396,5171,114,827
FABRINETSHSG3323L10070,0241,110,957SH DFND2,20,5,8937,444700172,813
FACEBOOK INCCL A30303M10225,016,22295,518,219SH DFND10,11,12,13,19,2,20,5,6,881,483,4022,356,21811,678,599
FACTSET RESH SYS INCCOM303075105478,0971,427,666SH DFND10,11,12,13,19,2,20,5,6,81,203,78476,016147,866
FAIR ISAAC CORPCOM303250104395,112928,844SH DFND10,11,12,13,19,2,20,5,6,8785,07240,515103,257
FALCON MINERALS CORPCL A COM30607B1092,067847,227SH DFND2,20,5686,6340160,593
FANHUA INCSPONSORED ADR30712A1035,637336,563SH DFND1,2,20,5248,54170087,322
FARFETCH LTDORD SH CL A30744W1072,16385,988SH DFND19,2,20,5,885,98800
FARMER BROS COCOM3076751081,333301,527SH DFND2,20250,014051,513
FARMERS & MERCHANTS BANCORPCOM30779N1053,493173,104SH DFND2,20,5138,530034,574
FARMERS NATIONAL BANC CORPCOM3096271075,138470,475SH DFND2,20,5383,444087,031
ALEXION PHARMACEUTICALS INCCOM0153511091,274,68711,139,445SH DFND10,11,12,13,19,2,20,5,6,89,400,384322,8121,416,249
FARMLAND PARTNERS INCCOM31154R1093,973592,144SH DFND2,20,5493,455098,689
FARO TECHNOLOGIES INCCOM31164210234,662568,412SH DFND2,20,5,8463,134373104,905
FASTENAL COCOM3119001041,226,63527,204,152SH DFND1,10,11,12,13,19,2,20,5,6,823,433,134898,8522,872,166
FASTLY INCCL A31188V10088,207941,580SH DFND13,19,2,20,5,8763,281700177,599
FATE THERAPEUTICS INCCOM31189P102115,9972,902,108SH DFND2,20,5,82,575,376600326,132
FATHOM HOLDINGS INCCOM31189V10963140,059SH DFND2031,50008,559
FB FINL CORPCOM30257X10425,8341,028,420SH DFND2,20,5,8890,0340138,386
FBL FINL GROUP INCCL A30239F10610,895226,037SH DFND2,20,5,8184,18240041,455
FEDERAL AGRIC MTG CORPCL C31314830612,184191,388SH DFND2,20,5,8147,434043,954
FEDERAL RLTY INVT TRSH BEN INT NEW313747206617,6678,292,704SH DFND10,11,12,13,19,2,20,5,6,87,540,79666,163685,745
ALGONQUIN PWR UTILS CORPCOM0158571054,476304,608SH DFND2304,60800
FEDERAL SIGNAL CORPCOM31385510854,8341,874,678SH DFND2,20,5,81,532,192300342,186
FEDERATED HERMES INCCL B31421110365,6563,052,354SH DFND10,12,2,20,5,6,82,581,94922,411447,994
FEDEX CORPCOM31428X1062,576,89210,219,307SH DFND10,11,12,13,19,2,20,5,6,88,903,018163,3191,152,970
FEDNAT HLDG COCOM31431B1091,375217,567SH DFND2,20,5175,622041,945
FENNEC PHARMACEUTICALS INCCOM31447P1001,990328,306SH DFND2,20264,615063,691
FERRARI N VCOMN3167Y1037594,123SH DFND12,20,62,337411,745
FERRO CORPCOM31540510031,7522,560,684SH DFND2,20,5,82,201,061317359,306
FIAT CHRYSLER AUTOMOBILES NSHSN317381026,285514,307SH DFND2,20,6514,30700
FIBROGEN INCCOM31572Q808115,2632,803,092SH DFND13,19,2,20,5,82,411,2401,200390,652
FIDELITY D & D BANCORP INCCOM31609R1003,01161,814SH DFND2,20,550,471011,343
51JOB INCSPONSORED ADS31682710440,187515,280SH DFND10,12,13,19,2,20,5,8397,13212,200105,948
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10210,999,85837,417,032SH DFND1,10,11,12,13,19,2,20,5,828,516,713991,3477,908,972
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303237,4527,583,908SH DFND10,11,12,13,19,2,20,5,6,85,726,326611,9171,245,665
FIDELITY NATL INFORMATION SVCOM31620M1063,713,76625,227,676SH DFND10,11,12,13,19,2,20,5,6,821,663,721304,7733,259,182
FIESTA RESTAURANT GROUP INCCOM31660B1015,343570,276SH DFND2,20,5489,337080,939
FIFTH THIRD BANCORPCOM316773100736,89034,563,305SH DFND10,12,13,19,2,20,5,6,830,820,127512,8993,230,279
FINANCIAL INSTNS INCCOM3175854045,565355,137SH DFND2,20,5,8284,855070,282
FINVOLUTION GROUPSPONSORED ADS31810T1013,0231,642,888SH DFND13,2,20,51,253,4350389,453
FIREEYE INCCOM31816Q10136,8722,986,799SH DFND19,2,20,5,82,452,4091,300533,090
FIREEYE INCNOTE 0.875% 6/031816QAF814,19415,171,000PRN DFND2,515,171,00000
FIREEYE INCNOTE 1.625% 6/031816QAD38,9999,205,000PRN DFND2,59,205,00000
FIRST AMERN FINL CORPCOM31847R102144,1672,831,809SH DFND12,13,2,20,5,6,82,573,343985257,481
ALICO INCCOM0162301043,333116,092SH DFND2,2098,495017,597
FIRST BANCORP INC MECOM31866P1024,162197,424SH DFND2,20,5163,824033,600
FIRST BANCORP N CCOM31891010613,838655,387SH DFND2,20,5,8525,0200130,367
FIRST BANCORP P RCOM NEW31867270643,3528,304,933SH DFND2,20,5,87,327,1422,000975,791
FIRST BANCSHARES INC MSCOM3189161038,964427,477SH DFND2,20,5,8344,300083,177
FIRST BANK WILLIAMSTOWN NJCOM31931U1022,019325,693SH DFND2,20262,344063,349
FIRST BUS FINL SVCS INC WISCOM3193901002,221155,400SH DFND13,2,20124,708030,692
FIRST BUSEY CORPCOM NEW31938320418,2731,149,945SH DFND2,20,5,8908,4130241,532
FIRST CAPITAL INCCOM31942S1042,98153,177SH DFND2,20,543,044010,133
FIRST CHOICE BANCORPCOM31948P1042,258169,932SH DFND2,20137,813032,119
FIRST CMNTY BANKSHARES INC VCOM31983A1036,512360,751SH DFND2,20,5,8283,164077,587
ALIGN TECHNOLOGY INCCOM0162551011,006,0793,073,311SH DFND10,11,12,13,19,2,20,5,6,82,645,82480,610346,877
FIRST CMNTY CORP S CCOM3198351041,02275,001SH DFND2,2058,801016,200
FIRST COMWLTH FINL CORP PACOM31982910726,3253,401,135SH DFND2,20,5,82,951,3870449,748
FIRST CTZNS BANCSHARES INC NCL A31946M10343,404135,988SH DFND13,2,20,5,8121,30611314,569
FIRST FINL BANCORP OHCOM32020910943,9703,662,632SH DFND2,20,5,83,197,4501,282463,900
FIRST FINL BANKSHARESCOM32020R109129,8764,630,476SH DFND13,2,20,5,6,84,022,645900606,931
FIRST FINL CORP INDCOM3202181009,296296,037SH DFND2,20,5,8235,50535160,181
FIRST FNDTN INCCOM32026V10411,573885,462SH DFND2,20,5,8711,1520174,310
FIRST GTY BANCSHARES INCCOM32043P10687572,215SH DFND2,2055,495016,720
FIRST HAWAIIAN INCCOM32051X10864,6724,469,391SH DFND2,20,5,84,174,6472,300292,444
FIRST HORIZON NATL CORPCOM320517105182,82219,109,272SH DFND12,13,2,20,5,6,817,745,9925,0791,358,201
ALJ REGL HLDGS INCCOM0016271081013,800SH DFND2013,80000
FIRST INDL RLTY TR INCCOM32054K103217,8935,441,217SH DFND10,19,2,20,5,6,84,557,00236,465847,750
FIRST INTERNET BANCORPCOM3205571012,552172,556SH DFND2,20141,057031,499
FIRST INTST BANCSYSTEM INCCOM CL A32055Y20132,5271,021,261SH DFND2,20,5,8781,9970239,264
FIRST LONG IS CORPCOM3207341067,103479,606SH DFND2,20,5,8374,2350105,371
FIRST MERCHANTS CORPCOM32081710932,8131,416,779SH DFND2,20,5,81,105,190300311,289
FIRST MID BANCSHARES INCCOM3208661068,023321,554SH DFND2,20,5,8256,639064,915
FIRST MIDWEST BANCORP DELCOM32086710447,1374,316,292SH DFND2,20,5,83,794,4181,700520,174
FIRST NORTHWEST BANCORPCOM3358341071,862188,095SH DFND2,20154,239033,856
FIRST REP BK SAN FRANCISCO CCOM33616C1001,012,5789,284,599SH DFND10,12,13,19,2,20,5,6,88,353,72579,913850,961
FIRST SAVINGS FINL GROUP INCCOM33621E1091,08719,995SH DFND2,2012,80007,195
ALKERMES PLCSHSG0176710577,8584,698,739SH DFND13,19,2,20,5,84,322,6631,630374,446
FIRST SOLAR INCCOM336433107146,0792,206,625SH DFND12,13,19,2,20,5,6,81,992,773773213,079
FIRST UTD CORPCOM33741H10781569,621SH DFND2,2054,421015,200
FIRST WESTN FINL INCCOM33751L10594172,627SH DFND2,2044,744027,883
FIRSTCASH INCCOM33767D10571,8201,255,382SH DFND13,2,20,5,6,81,064,023541190,818
FIRSTENERGY CORPCOM3379321071,115,59938,857,508SH DFND10,11,12,13,19,2,20,5,6,824,808,3609,780,9174,268,231
FISERV INCCOM3377381082,340,03222,707,731SH DFND10,11,12,13,19,2,20,5,6,819,426,910283,0242,997,797
FITBIT INCCL A33812L10244,0096,323,148SH DFND19,2,20,5,85,005,6263,4001,314,122
FIVE BELOW INCCOM33829M101160,4291,263,223SH DFND13,19,2,20,5,6,81,128,601700133,922
FIVE POINT HOLDINGS LLCCOM CL A33833Q10633379,928SH DFND20,5,855,762024,166
FIVE PRIME THERAPEUTICS INCCOM33830X1043,369716,824SH DFND2,20,5614,4570102,367
ALLAKOS INCCOM01671P10080,496988,283SH DFND2,20,5,8878,648300109,335
FIVE STAR SENIOR LIVING INCCOM NEW33832D2051,071211,257SH DFND2,20155,457055,800
FIVE9 INCCOM33830710198,788761,780SH DFND13,19,2,20,5,8607,146600154,034
FIVERR INTL LTDORD SHSM4R82T1067,74955,759SH DFND2,20,5,842,459013,300
FLAGSTAR BANCORP INCCOM PAR .00133793070536,7061,238,821SH DFND2,20,5,81,054,0680184,753
FLEETCOR TECHNOLOGIES INCCOM339041105784,9073,296,544SH DFND10,11,12,13,19,2,20,5,6,82,844,07952,404400,061
FLEX LTDORDY2573F10253,1214,768,464SH DFND10,12,13,19,2,20,5,82,020,0925,9002,742,472
FLEXION THERAPEUTICS INCCOM33938J10624,3112,335,341SH DFND2,20,5,82,170,8500164,491
FLIR SYS INCCOM302445101196,4065,478,552SH DFND10,11,12,13,19,2,20,5,6,84,579,286142,659756,607
FLOOR & DECOR HLDGS INCCL A339750101131,8931,763,269SH DFND13,19,2,20,5,81,551,609800210,860
FLOTEK INDS INC DELCOM34338910219873,178SH DFND2073,17800
ALLEGHANY CORP DELCOM017175100265,324509,797SH DFND10,11,12,13,19,2,20,5,6,8437,87914,82857,090
FLOWERS FOODS INCCOM343498101113,3204,657,622SH DFND12,13,19,2,20,5,6,84,062,3391,467593,816
FLOWSERVE CORPCOM34354P105114,8654,178,454SH DFND10,12,13,19,2,20,5,6,83,698,1272,087478,240
FLUENT INCCOM34380C1021,496603,134SH DFND2,20455,0330148,101
FLUIDIGM CORP DELCOM34385P1089,2621,246,591SH DFND2,20,5999,7480246,843
FLUOR CORP NEWCOM34341210239,6464,500,169SH DFND12,13,2,20,5,6,83,845,3302,243652,596
FLUSHING FINL CORPCOM3438731054,921467,769SH DFND2,20,5,8352,076882114,811
FLWS/1-800 FLOWERSCL A68243Q10619,658788,211SH DFND2,20,5,8657,7000130,511
FLY LEASING LTDSPONSORED ADR34407D10916022,065SH DFND222,06500
FNCB BANCORP INCCOM3025781091,522286,108SH DFND2,20,5220,848065,260
FOCUS FINL PARTNERS INCCOM CL A34417P10020,462624,046SH DFND2,20,5,8485,6370138,409
ALLEGHENY TECHNOLOGIES INCCOM01741R10264,7817,429,020SH DFND12,13,2,20,5,86,845,399945582,676
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910610,894193,870SH DFND1,13,2,20,5162,7681,00030,102
FONAR CORPCOM NEW3444374051,97194,373SH DFND2,2077,373017,000
FOOT LOCKER INCCOM34484910486,2662,611,739SH DFND12,13,19,2,20,5,6,82,354,3411,255256,143
FORD MTR CO DELCOM3453708601,181,013177,329,314SH DFND10,11,12,13,19,2,20,5,6,8152,121,5482,030,83523,176,931
FORESTAR GROUP INCCOM3462321015,649319,135SH DFND2,20,5,8247,96920370,963
FORMA THERAPEUTICS HLDGS INCSHS34633R10410,483210,328SH DFND2,20,5156,718053,610
FORMFACTOR INCCOM34637510856,8662,281,027SH DFND2,20,5,81,926,6041,294353,129
FORRESTER RESH INCCOM34656310911,120339,142SH DFND2,20,5,8291,100048,042
FORTE BIOSCIENCES INCCOM34962G1092014,139SH DFND204,13900
FORTERRA INCCOM34960W1064,286362,642SH DFND2,20,5,8284,426078,216
ALLEGIANCE BANCSHARES INCCOM01748H10714,869636,260SH DFND2,20,5,8553,979082,281
FORTINET INCCOM34959E109644,4735,470,443SH DFND10,11,12,13,19,2,20,5,6,84,667,96494,401708,078
FORTIS INCCOM34955310754413,321SH DFND204,5233238,475
FORTIVE CORPCOM34959J108991,77613,013,724SH DFND1,10,11,12,13,19,2,20,5,6,811,447,946186,6421,379,136
FORTIVE CORPNOTE 0.875% 2/134959JAK431,60531,499,000PRN DFND2,531,499,00000
FORTRESS BIOTECH INCCOM34960Q1094,7011,163,578SH DFND2,20,5948,7260214,852
FORTRESS TRANS INFRST INVS LCOM REP LTD LIAB34960P10170040,841SH DFND2,2040,4790362
FORTUNE BRANDS HOME & SEC INCOM34964C106572,1346,612,733SH DFND10,11,12,13,19,2,20,5,6,85,586,661232,280793,792
FORUM ENERGY TECHNOLOGIES INCOM34984V1003359,359SH DFND2059,35900
FORWARD AIR CORPCOM34985310153,125925,851SH DFND2,20,5,8793,03084132,737
FOSSIL GROUP INCCOM34988V10618,1973,170,177SH DFND2,20,52,956,6060213,571
ALLEGIANT TRAVEL COCOM01748X10251,230427,633SH DFND2,20,5,8376,445051,188
FOSTER L B COCOM3500601092,293170,852SH DFND2,20135,263035,589
FOUNDATION BLDG MATLS INCCOM3503921069,866627,619SH DFND2,20,5,8541,026086,593
FOUR CORNERS PPTY TR INCCOM35086T10991,4223,531,397SH DFND10,2,20,5,6,83,039,82720,370471,200
FOX CORPCL A COM35137L105460,84716,422,230SH DFND10,11,12,13,19,2,20,5,6,814,554,340217,7661,650,124
FOX CORPCL B COM35137L204213,3407,564,763SH DFND10,11,12,13,19,2,20,5,6,86,627,03598,879838,849
FOX FACTORY HLDG CORPCOM35138V10289,9811,210,557SH DFND2,20,5,6,81,025,597300184,660
FRANCHISE GROUP INCCOM35180X1057,759303,425SH DFND2,20,5239,821063,604
FRANKLIN COVEY COCOM3534691094,031227,213SH DFND2,20,5,8175,825051,388
FRANKLIN ELEC INCCOM353514102145,6562,475,888SH DFND2,20,5,82,268,89580206,913
FRANKLIN FINL SVCS CORPCOM3535251081,30761,152SH DFND2,2047,990013,162
89BIO INCCOM2825591032,15483,960SH DFND2,20,567,101016,859
ALLEGION PLCORD SHSG0176J109436,3054,411,130SH DFND10,11,12,13,19,2,20,5,6,83,834,02490,338486,768
FRANKLIN RESOURCES INCCOM354613101566,83827,494,255SH DFND10,12,13,19,2,20,5,6,825,447,844435,8961,610,515
FRANKLIN STR PPTYS CORPCOM35471R10619,7655,400,146SH DFND10,2,20,5,84,478,78331,622889,741
FRANKS INTL N VCOMN334621074,0462,620,634SH DFND2,20,5,82,049,1550571,479
FREEDOM HLDG CORP NEVCOM35639010430212,600SH DFND20,810,80001,800
FREEPORT-MCMORAN INCCL B35671D8571,000,51863,971,760SH DFND10,11,12,13,19,2,20,5,6,855,894,458870,2697,207,033
FREQUENCY THERAPEUTICS INCCOM35803L1088,525443,805SH DFND2,20,5351,161092,644
FRESENIUS MED CARE AG&CO KGASPONSORED ADR35802910644010,354SH DFND2010,35400
FRESH DEL MONTE PRODUCE INCORDG3673810522,918999,905SH DFND2,20,5,8838,60338161,264
FRESHPET INCCOM35803910584,612757,834SH DFND2,20,5,8582,265600174,969
FRONT YD RESIDENTIAL CORPCOM35904G10713,5351,548,582SH DFND2,20,5,81,249,580333298,669
ALLETE INCCOM NEW01852230087,5271,691,672SH DFND13,2,20,5,6,81,475,013600216,059
FRONTDOOR INCCOM35905A10939,3711,011,840SH DFND13,19,2,20,5,8814,2651,050196,525
FRONTLINE LTDSHS NEWG3682E19213,0842,012,869SH DFND2,20,5,81,586,7690426,100
FRP HLDGS INCCOM30292L1075,911141,854SH DFND2,20,5,8113,243028,611
FS BANCORP INCCOM30263Y1043,02473,760SH DFND2,2058,222015,538
FTI CONSULTING INCCOM30294110989,854847,919SH DFND13,2,20,5,6,8754,97060292,347
FUELCELL ENERGY INCCOM35952H60110,4024,860,819SH DFND2,20,54,259,4850601,334
FULCRUM THERAPEUTICS INCCOM3596161091,682212,055SH DFND2,20170,035042,020
FULGENT GENETICS INCCOM35966410910,637265,664SH DFND2,20,5233,072032,592
FULLER H B COCOM359694106154,0143,364,225SH DFND2,20,5,83,120,406337243,482
FULTON FINL CORP PACOM36027110058,6196,282,851SH DFND2,20,5,6,85,535,5432,356744,952
ALLIANCE DATA SYSTEMS CORPCOM01858110847,0071,119,753SH DFND12,13,19,2,20,5,6,81,012,309612106,832
FUNKO INCCOM CL A3610081052,115365,338SH DFND2,20,5290,737074,601
FUTUREFUEL CORPCOM36116M1069,626846,601SH DFND2,20,5,8732,8490113,752
FVCBANKCORP INCCOM36120Q1011,703170,347SH DFND2,20124,588045,759
G III APPAREL GROUP LTDCOM36237H10120,7671,584,084SH DFND2,20,5,81,394,243660189,181
G1 THERAPEUTICS INCCOM3621LQ10927,3192,365,259SH DFND2,20,5,82,210,5990154,660
GAIA INC NEWCL A36269P1041,853188,472SH DFND2,20147,257041,215
GALECTIN THERAPEUTICS INCCOM NEW3632252021,864698,113SH DFND2,20537,4400160,673
GALERA THERAPEUTICS INCCOM36338D10874882,772SH DFND2,2060,192022,580
GALLAGHER ARTHUR J & COCOM363576109902,6798,549,720SH DFND10,11,12,13,19,2,20,5,6,87,266,766114,8971,168,057
GAMCO INVS INCCL A COM3614381041,191102,909SH DFND2,2076,227026,682
ALLIANT ENERGY CORPCOM018802108674,33813,055,923SH DFND10,11,12,13,19,2,20,5,6,811,662,410207,5891,185,924
GAMESTOP CORP NEWCL A36467W10926,6172,609,487SH DFND13,19,2,20,5,82,310,0281,932297,527
GAMIDA CELL LTDSHSM4736410011828,357SH DFND228,35700
GAMING & LEISURE PPTYS INCCOM36467J108174,5044,725,255SH DFND10,12,13,19,2,20,5,83,777,90174,841872,513
GAN LTDORD SHSG3728V1091,744103,188SH DFND2,2082,554020,634
GANNETT CO INCCOM36472T1095,0163,858,398SH DFND2,20,53,350,5660507,832
GAP INCCOM364760108132,4877,779,641SH DFND10,12,13,19,2,20,5,6,86,807,5552,266969,820
GARMIN LTDSHSH2906T109619,6366,532,048SH DFND10,11,12,13,19,2,20,5,6,85,637,098223,254671,696
GARTNER INCCOM366651107435,2013,483,004SH DFND10,11,12,13,19,2,20,5,6,83,022,44543,414417,145
GASLOG LTDSHSG3758510911040,593SH DFND240,59300
GATES INDUSTRIAL CORPRATIN PORD SHSG391081086,476582,390SH DFND2,20,5,8454,6220127,768
ALLIED MOTION TECHNOLOGIES ICOM0193301095,332129,162SH DFND2,20,5102,064027,098
GATX CORPCOM36144810369,6571,092,665SH DFND2,20,5,6,8927,170337165,158
GCI LIBERTY INCCOM CLASS A36164V305102,1431,246,249SH DFND13,2,20,5,81,015,197943230,109
GCP APPLIED TECHNOLOGIES INCCOM36164Y10140,7831,946,687SH DFND13,2,20,5,81,318,2681,704626,715
GDS HLDGS LTDSPONSORED ADS36165L108125,7461,536,673SH DFND1,10,12,13,19,2,20,5,81,104,83434,200397,639
GENASYS INCCOM36872P1032,537412,470SH DFND2,20302,0130110,457
GENCO SHIPPING & TRADING LTDSHSY2685T1311,932280,020SH DFND2,20,5210,9849,10059,936
GENCOR INDS INCCOM3686781081,725156,395SH DFND2,20127,934028,461
GENERAC HLDGS INCCOM368736104274,4311,417,223SH DFND13,19,2,20,5,6,81,256,174900160,149
GENERAL DYNAMICS CORPCOM3695501081,553,88611,225,066SH DFND10,11,12,13,19,2,20,5,6,810,027,308243,685954,073
GENERAL ELECTRIC COCOM3696041032,190,277351,013,062SH DFND1,10,11,12,13,19,2,20,5,6,8302,792,5184,312,07443,908,470
ALLISON TRANSMISSION HLDGS ICOM01973R10150,4831,436,631SH DFND13,2,20,5,81,176,916900258,815
GENERAL FIN CORP DELCOM3698221011,112175,618SH DFND2,20131,691043,927
GENERAL MLS INCCOM3703341042,157,49034,978,763SH DFND1,10,11,12,13,19,2,20,5,6,823,765,3597,620,9793,592,425
GENERAL MOLY INCCOM370373102542,932SH DFND2042,93200
GENERAL MTRS COCOM37045V1001,710,02757,790,708SH DFND10,11,12,13,19,2,20,5,6,849,909,6631,014,1096,866,936
GENERATION BIO COCOM37148K1004,456144,162SH DFND2,20,5106,084038,078
GENESCO INCCOM37153210210,060467,022SH DFND2,20,5,8394,992472,026
GENESIS HEALTHCARE INCCL A COM37185X1061935,499SH DFND2035,49900
GENIE ENERGY LTDCL B3722842083,310413,809SH DFND2,20360,095053,714
GENIUS BRANDS INTL INCCOM37229T30111496,200SH DFND2096,20000
GENMAB A/SSPONSORED ADS3723032063,48195,081SH DFND1,202,070093,011
ALLOGENE THERAPEUTICS INCCOM01977010696,6752,563,632SH DFND19,2,20,5,82,316,750600246,282
GENMARK DIAGNOSTICS INCCOM37230910427,9801,970,417SH DFND2,20,5,81,673,3480297,069
GENPACT LIMITEDSHSG3922B10777,4591,988,680SH DFND13,19,2,20,5,81,737,0850251,595
GENPREX INCCOM3724461041,442429,128SH DFND2,20362,617066,511
GENTEX CORPCOM371901109155,5756,041,758SH DFND12,13,19,2,20,5,6,85,423,6987,354610,706
GENTHERM INCCOM37253A10342,1931,031,611SH DFND2,20,5,8881,472140149,999
GENUINE PARTS COCOM372460105828,8338,637,766SH DFND10,11,12,13,19,2,20,5,6,87,867,89394,129675,744
GENWORTH FINL INCCOM CL A37247D10656,85116,970,385SH DFND12,13,19,2,20,5,6,814,646,9962,9842,320,405
GEO GROUP INC NEWCOM36162J10643,0323,794,730SH DFND12,13,2,20,5,6,83,421,612814372,304
GEOSPACE TECHNOLOGIES CORPCOM37364X109940152,117SH DFND2,20152,11700
GERDAU SASPON ADR REP PFD37373710515,9144,300,977SH DFND10,2,203,806,552433,82560,600
ALLOT LTDSHSM0854Q10546651,226SH DFND251,22600
GERMAN AMERN BANCORP INCCOM37386510414,205523,413SH DFND2,20,5,8401,5070121,906
GERON CORPCOM37416310320,26711,647,638SH DFND2,20,5,810,453,76901,193,869
GETTY RLTY CORP NEWCOM37429710947,6841,807,779SH DFND10,2,20,5,81,511,11110,509286,159
GFL ENVIRONMENTAL INCUNIT 99/99/9999T36168Q12013,499253,500SH DFND2253,50000
GIBRALTAR INDS INCCOM37468910763,970982,036SH DFND2,20,5,8834,864170147,002
GILAT SATELLITE NETWORKS LTDSHS NEWM51474118736135,092SH DFND2,20135,09200
GILEAD SCIENCES INCCOM3755581033,601,40856,993,329SH DFND10,11,12,13,19,2,20,5,6,848,455,7491,352,4937,185,087
GLACIER BANCORP INC NEWCOM37637Q105106,3363,317,813SH DFND2,20,5,6,82,873,9731,085442,755
GLADSTONE COMMERCIAL CORPCOM37653610813,785818,088SH DFND2,20,5,8639,8899,600168,599
GLADSTONE LD CORPCOM3765491015,540368,857SH DFND2,20,5305,018063,839
ALLOVIR INCCOM0198181036,876250,052SH DFND2,20,5193,989056,063
GLATFELTERCOM37731610419,6001,423,386SH DFND2,20,5,81,200,0058223,373
GLAUKOS CORPCOM37732210270,7491,428,697SH DFND2,20,5,81,236,067700191,930
GLAXOSMITHKLINE PLCSPONSORED ADR37733W105357,9109,390,232SH DFND1,2039,9128,963,244387,076
GLOBAL BLOOD THERAPEUTICS INCOM37890U10890,4381,640,159SH DFND13,2,20,5,81,489,421500150,238
GLOBAL MED REIT INCCOM NEW37954A20413,123957,937SH DFND2,20,5,8762,1273,300192,510
GLOBAL NET LEASE INCCOM NEW37937820173,4024,616,485SH DFND10,2,20,5,83,844,14938,800733,536
GLOBAL PMTS INCCOM37940X1022,067,09211,640,345SH DFND10,11,12,13,19,2,20,5,6,810,106,018145,7481,388,579
GLOBAL WTR RES INCCOM3794631022,179202,166SH DFND2,20,5161,158041,008
GLOBALSTAR INCCOM3789734084281,393,764SH DFND2,20,5,81,087,5030306,261
GLOBANT S ACOML44385109274,7241,532,888SH DFND10,12,13,19,2,20,5,8739,16415,700778,024
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10844,6875,489,843SH DFND2,20,5,84,713,661845775,337
GLOBE LIFE INCCOM37959E102369,2764,621,730SH DFND10,11,12,13,19,2,20,5,6,83,881,627138,748601,355
GLOBUS MED INCCL A37957720891,9051,855,916SH DFND19,2,20,5,6,81,683,048600172,268
GLU MOBILE INCCOM37989010637,2864,858,099SH DFND2,20,5,84,192,1690665,930
GLYCOMIMETICS INCCOM38000Q1022,063672,110SH DFND2,20,5549,4860122,624
GMS INCCOM36251C10330,4641,264,083SH DFND2,20,5,81,075,1560188,927
GODADDY INCCL A380237107300,6133,956,993SH DFND10,11,12,13,19,2,20,5,6,83,025,232179,379752,382
GOGO INCCOM38046C1098,800952,433SH DFND2,20,5767,1530185,280
GOHEALTH INCCOM CL A38046W1053,683282,749SH DFND2,20252,307030,442
GOL LINHAS AEREAS INTELIGENTSPON ADR PFD NEW38045R20612520,490SH DFND1,10,205,300015,190
GOLAR LNG LTDNOTE 2.750% 2/138046YAB77,86910,185,000PRN DFND2,510,185,00000
8X8 INC NEWCOM28291410054,0393,475,157SH DFND2,20,5,82,993,170300481,687
ALLSTATE CORPCOM0200021011,418,78414,985,032SH DFND10,11,12,13,19,2,20,5,6,812,665,128448,4531,871,451
GOLAR LNG LTDSHSG9456A1009,7331,607,381SH DFND2,20,51,264,7610342,620
GOLD FIELDS LTDSPONSORED ADR38059T10610,137824,580SH DFND2,20,5,8812,560012,020
GOLD RESOURCE CORPCOM38068T1054,1781,225,233SH DFND2,20,5,6970,0420255,191
GOLDEN ENTMT INCCOM3810131014,188302,848SH DFND2,20,5246,525056,323
GOLDEN MINERALS COCOM3811191061228,779SH DFND2028,77900
GOLDEN OCEAN GROUP LTDSHS NEWG3963720513435,134SH DFND2,20,535,13400
GOLDEN STAR RES LTD CDACOM38119T80720246,930SH DFND246,93000
GOLDFIELD CORPCOM3813701054811,419SH DFND2011,41900
GOLDMAN SACHS GROUP INCCOM38141G1044,030,15020,053,490SH DFND1,10,12,13,19,2,20,5,6,812,252,258739,5677,061,665
GOODRICH PETE CORPCOM PAR3824108431,236160,738SH DFND2,20127,305033,433
ALLY FINL INCCOM02005N100261,68510,438,189SH DFND10,11,12,13,19,2,20,5,6,87,820,605341,2062,276,378
GOODYEAR TIRE & RUBR COCOM38255010156,6137,381,030SH DFND12,13,19,2,20,5,6,86,282,08112,2591,086,690
GOOSEHEAD INS INCCOM CL A38267D10922,561260,550SH DFND2,20,5,8195,863064,687
GOPRO INCCL A38268T10311,1042,451,250SH DFND2,20,5,81,852,3530598,897
GORMAN RUPP COCOM38308210410,933371,097SH DFND2,20,5,8287,772083,325
GOSSAMER BIO INCCOM38341P10226,7432,154,989SH DFND2,20,5,81,922,3890232,600
GP STRATEGIES CORPCOM36225V1042,273235,741SH DFND2,20,5192,952042,789
GRACE W R & CO DEL NEWCOM38388F10827,717687,939SH DFND13,2,20,5,8558,117504129,318
GRACO INCCOM384109104326,3825,320,005SH DFND13,19,2,20,5,6,84,928,3291,501390,175
GRAFTECH INTL LTDCOM3843135085,484801,683SH DFND2,20,5,8660,6100141,073
GRAHAM CORPCOM3845561062,318181,521SH DFND2,20,5147,395034,126
ALNYLAM PHARMACEUTICALS INCCOM02043Q107406,5372,792,152SH DFND10,11,12,13,19,2,20,5,6,82,340,01356,687395,452
GRAHAM HLDGS COCOM CL B38463710440,786100,929SH DFND12,13,19,2,20,5,6,887,9886512,876
GRAINGER W W INCCOM384802104822,5652,305,588SH DFND10,11,12,13,19,2,20,5,6,81,965,52581,022259,041
GRAND CANYON ED INCCOM38526M10683,9391,050,022SH DFND13,19,2,20,5,6,8944,641600104,781
GRANITE CONSTR INCCOM38732810726,6421,501,717SH DFND2,20,5,81,278,7741,209221,734
GRANITE PT MTG TR INCCOM STK38741L10714,6232,062,545SH DFND2,20,5,81,822,723606239,216
GRAPHIC PACKAGING HLDG COCOM38868910155,2853,902,626SH DFND10,12,13,2,20,5,83,200,36429,910672,352
GRAVITY CO LTDSPONSORED ADS NE38911N2062,64918,479SH DFND218,47900
GRAY TELEVISION INCCOM38937510624,6581,790,703SH DFND10,2,20,5,81,378,3065,754406,643
GREAT AJAX CORPCOM38983D3005,257634,185SH DFND2,20,5571,345062,840
GREAT LAKES DREDGE & DOCK COCOM39060710912,3981,303,632SH DFND2,20,5,81,027,0370276,595
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1044,803374,610SH DFND2,20,5295,504079,106
GREAT SOUTHN BANCORP INCCOM3909051078,042219,973SH DFND2,20,5,8169,089050,884
GREAT WESTN BANCORP INCCOM39141610427,1332,179,354SH DFND2,20,5,81,922,078300256,976
GREEN BRICK PARTNERS INCCOM3927091017,737480,549SH DFND2,20,5,8369,1580111,391
GREEN DOT CORPCL A39304D102100,7221,990,158SH DFND13,2,20,5,81,489,325900499,933
GREEN PLAINS INCCOM39322210424,0241,551,968SH DFND2,20,51,418,7290133,239
GREENBRIER COS INCCOM39365710133,8031,149,776SH DFND2,20,5,8993,5580156,218
GREENE COUNTY BANCORP INCCOM39435710793543,087SH DFND2,2032,296010,791
GREENHILL & CO INCCOM3952591045,039443,953SH DFND2,20,5381,738062,215
GREENLANE HLDGS INCCL A395330103308137,584SH DFND2,20104,092033,492
GREENLIGHT CAPITAL RE LTDCLASS AG4095J1093,787562,639SH DFND2,20,5,8444,9171,200116,522
ALPHA PRO TECH LTDCOM0207721092,955199,960SH DFND2,20,5161,206038,754
GREENSKY INCCL A39572G1003,568803,522SH DFND2,20,5593,3640210,158
GREENTREE HOSPITALITY GROUPSPONSORED ADS39579V10056241,364SH DFND2,20,541,36400
GREIF INCCL A39762410732,105875,824SH DFND2,20,5,6,8747,75483127,987
GREIF INCCL B3976242064,935122,911SH DFND2,20,597,2631,40024,248
GRID DYNAMICS HLDGS INCCL A39813G1091,934250,136SH DFND2,20192,934057,202
GRIDSUM HLDG INCSPONSORED ADR3981321004738,604SH DFND238,60400
GRIFFIN INL RLTY INCCOM3982311001,65430,938SH DFND2,2023,90407,034
GRIFFON CORPCOM39843310225,5881,309,494SH DFND2,20,5,81,136,3090173,185
GRIFOLS S ASP ADR REP B NVT3984384086,071349,870SH DFND1,10,13,2,20,5279,963069,907
GRITSTONE ONCOLOGY INCCOM39868T1051,337504,378SH DFND2,20410,188094,190
ALPHABET INCCAP STK CL A02079K30517,194,45611,732,025SH DFND10,11,12,13,19,2,20,5,6,89,962,433292,3851,477,207
GROCERY OUTLET HLDG CORPCOM39874R10170,5471,794,167SH DFND2,20,5,6,81,630,2241,100162,843
GROUP 1 AUTOMOTIVE INCCOM39890510955,067623,005SH DFND12,2,20,5,8537,64010585,260
GROUPON INCCOM NEW39947320612,354605,592SH DFND2,20,5,8499,19290106,310
GROWGENERATION CORPCOM39986L1098,668542,453SH DFND2,20,5431,9750110,478
GRUBHUB INCCOM400110102154,0392,129,667SH DFND13,19,2,20,5,6,81,917,3771,000211,290
GRUPO AEROPORTUARIO DEL CENTSPON ADR4005011027,496203,927SH DFND19,2,20203,92700
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E20210,97694,599SH DFND19,2,2094,59900
GRUPO AEROPUERTO DEL PACIFICSPON ADR B40050610115,546192,779SH DFND19,2,20,5192,0797000
GRUPO FINANCIERO GALICIA S.ASPONSORED ADR3999091008,2201,135,410SH DFND13,2,20,5851,7401,500282,170
GRUPO SUPERVIELLE S.A.SPONSORED ADR40054A108765422,534SH DFND2,20,5235,5050187,029
ALPHABET INCCAP STK CL C02079K10717,031,48011,589,194SH DFND10,11,12,13,19,2,20,5,6,89,781,331315,9671,491,896
GSI TECHNOLOGYCOM36241U1061,648292,287SH DFND2,20232,996059,291
GSX TECHEDU INCSPONSORED ADS36257Y109137,5301,526,251SH DFND10,12,13,19,2,20,5,81,173,12436,700316,427
GTT COMMUNICATIONS INCCOM3623931003,392657,319SH DFND2,20,5,8523,0190134,300
GTY TECHNOLOGY HOLDINGS INCCOM3624091042,199829,757SH DFND2,20,5693,7290136,028
GUARANTY BANCSHARES INC TEXCOM4007641063,808151,778SH DFND2,20125,899025,879
GUARANTY FED BANCSHARES INCCOM40108P10118613,402SH DFND202,300011,102
GUARDANT HEALTH INCCOM40131M10997,207869,631SH DFND13,19,2,20,5,8709,642700159,289
GUESS INCCOM40161710519,1881,632,780SH DFND2,20,5,81,435,390137197,253
GUIDEWIRE SOFTWARE INCCOM40171V100178,3171,710,151SH DFND10,11,12,13,19,2,20,5,6,81,388,21042,648279,293
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA812,39110,855,000PRN DFND2,510,855,00000
ALPHATEC HLDGS INCCOM NEW02081G2015,064762,716SH DFND2,20,5621,4340141,282
GULF ISLAND FABRICATION INCCOM4023071025918,774SH DFND2018,77400
GULFPORT ENERGY CORPCOM NEW4026353042,4554,658,093SH DFND2,20,5,63,840,3103,200814,583
GW PHARMACEUTICALS PLCADS36197T1031,86719,175SH DFND1,13,19,2,20,514,17205,003
GWG HLDGS INCCOM36192A10931937,049SH DFND2,2024,775012,274
H & E EQUIPMENT SERVICES INCCOM40403010813,009661,686SH DFND2,20,5,8512,8580148,828
HACKETT GROUP INCCOM4046091096,161546,470SH DFND2,20,5,8442,7130103,757
HAEMONETICS CORPCOM405024100106,6431,222,269SH DFND13,19,2,20,5,6,81,099,643604122,022
HAIN CELESTIAL GROUP INCCOM40521710065,1631,899,801SH DFND13,19,2,20,5,6,81,688,052666211,083
HALLIBURTON COCOM406216101564,31246,830,842SH DFND10,11,12,13,19,2,20,5,6,841,487,324420,0194,923,499
HALOZYME THERAPEUTICS INCCOM40637H109119,7164,555,413SH DFND2,20,5,83,867,9461,000686,467
ALPINE INCOME PPTY TR INCCOM02083X1031,28782,780SH DFND2,2067,480015,300
HAMILTON BEACH BRANDS HLDG CCOM CL A40701T1042,686138,096SH DFND2,20,5112,450025,646
HAMILTON LANE INCCL A40749710635,931554,066SH DFND2,20,5,8423,868300129,898
HANCOCK WHITNEY CORPORATIONCOM41012010961,1193,249,261SH DFND12,13,2,20,5,6,82,836,0821,000412,179
HANESBRANDS INCCOM410345102260,49516,539,336SH DFND1,10,12,13,19,2,20,5,6,815,105,5674,9641,428,805
HANGER INCCOM NEW41043F20818,2141,151,298SH DFND2,20,5,8973,0900178,208
HANMI FINL CORPCOM NEW4104952048,3051,011,629SH DFND2,20,5,8885,4310126,198
HANNON ARMSTRONG SUST INFR CCOM41068X10061,3041,450,287SH DFND2,20,5,81,100,9751,200348,112
HANOVER INS GROUP INCCOM41086710599,5091,067,926SH DFND12,13,19,2,20,5,6,8950,831600116,495
HARBORONE BANCORP INC NEWCOM NEW41165Y1008,6961,077,526SH DFND2,20,5,8877,2580200,268
HARLEY DAVIDSON INCCOM41282210886,4653,523,437SH DFND1,12,13,19,2,20,5,6,83,167,5561,284354,597
ALTA EQUIPMENT GROUP INCCOMMON STOCK02128L1061,546197,400SH DFND2,20159,100038,300
HARMONIC INCCOM41316010216,6392,981,947SH DFND2,20,5,82,527,0050454,942
HARPOON THERAPEUTICS INCCOM41358P1063,006176,918SH DFND2,20,5147,642029,276
HARROW HEALTH INCCOM4158581091,473263,566SH DFND2,20211,116052,450
HARSCO CORPCOM41586410733,9392,439,888SH DFND2,20,5,82,091,006381348,501
HARTFORD FINL SVCS GROUP INCCOM416515104744,89420,032,659SH DFND10,11,12,13,19,2,20,5,6,814,164,8383,940,2151,927,606
HARVARD BIOSCIENCE INCCOM4169061051,398464,325SH DFND2,20378,525085,800
HASBRO INCCOM418056107456,2435,515,508SH DFND10,11,12,13,19,2,20,5,6,84,813,71381,576620,219
HAVERTY FURNITURE INCCOM41959610112,518597,817SH DFND2,20,5,8515,061082,756
HAWAIIAN ELEC INDUSTRIESCOM41987010093,8812,824,328SH DFND12,13,19,2,20,5,6,82,482,3091,256340,763
HAWAIIAN HOLDINGS INCCOM41987910126,4852,054,724SH DFND13,2,20,5,81,872,3270182,397
8X8 INC NEWNOTE 0.500% 2/0282914AB64,7515,111,000PRN DFND25,111,00000
ALTABANCORPCOM0213471096,218309,052SH DFND2,20,5,8243,264065,788
HAWKINS INCCOM42026110914,905323,316SH DFND10,2,20,5,8274,4493,48245,385
HAWTHORN BANCSHARES INCCOM4204761032,007105,286SH DFND2,2057,535047,751
HAYNES INTERNATIONAL INCCOM NEW4208772016,718393,079SH DFND2,20,5,8340,22890051,951
HBT FINL INC.COM4041111061,973175,824SH DFND2,20136,596039,228
HC2 HLDGS INCCOM4041391071,232508,894SH DFND2,20408,7580100,136
HCA HEALTHCARE INCCOM40412C1011,431,45211,481,011SH DFND10,11,12,13,19,2,20,5,6,89,840,645343,9851,296,381
HCI GROUP INCCOM40416E1039,908201,020SH DFND2,20,5,8172,880028,140
HD SUPPLY HLDGS INCCOM40416M105145,1143,518,780SH DFND10,11,12,13,19,2,20,5,6,82,597,737250,087670,956
HDFC BANK LTDSPONSORED ADS40415F10154,3241,087,347SH DFND1,12,20,5,8213,0690874,278
HEADHUNTER GROUP PLCSPONSORED ADS42207L10631813,008SH DFND2,2013,00800
ALTAIR ENGR INCCOM CL A02136910336,483869,060SH DFND2,20,5,8668,881400199,779
HEALTH CATALYST INCCOM42225T10723,086630,774SH DFND2,20,5,8502,3320128,442
HEALTHCARE RLTY TRCOM421946104204,7946,799,286SH DFND10,13,19,2,20,5,6,85,575,56138,8341,184,891
HEALTHCARE SVCS GROUP INCCOM42190610848,7512,264,333SH DFND13,2,20,5,6,81,909,5431,025353,765
HEALTHCARE TR AMER INCCL A NEW42225P501181,7516,990,438SH DFND10,12,13,19,2,20,5,85,524,70062,6901,403,048
HEALTHEQUITY INCCOM42226A107118,0212,297,466SH DFND13,2,20,5,6,81,953,756600343,110
HEALTHPEAK PROPERTIES INCCOM42250P103869,98432,043,606SH DFND10,11,12,13,19,2,20,5,6,826,769,621464,3824,809,603
HEALTHSTREAM INCCOM42222N10317,056849,833SH DFND2,20,5,6,8731,678800117,355
HEARTLAND EXPRESS INCCOM42234710432,6341,752,684SH DFND2,20,5,81,531,55724221,103
HEARTLAND FINL USA INCCOM42234Q10222,418747,395SH DFND2,20,5,8589,9670157,428
HEAT BIOLOGICS INCCOM NEW42237K300141113,800SH DFND20113,80000
ALTERYX INCCOM CL A02156B10379,968704,256SH DFND13,19,2,20,5,8575,427600128,229
HECLA MNG COCOM42270410677,02315,161,919SH DFND2,20,5,812,720,2859,3812,432,253
HEICO CORP NEWCL A422806208140,2371,581,744SH DFND10,11,12,13,19,2,20,5,6,81,252,63357,869271,242
HEICO CORP NEWCOM422806109155,6281,486,984SH DFND10,11,12,13,19,2,20,5,6,81,187,03349,409250,542
HEIDRICK & STRUGGLES INTL INCOM42281910213,567690,429SH DFND2,20,5,8598,9705,40086,059
HELEN OF TROY LTDCOMG4388N106168,014868,202SH DFND13,19,2,20,5,6,8744,221288123,693
HELIOS TECHNOLOGIES INCCOM42328H10922,061606,070SH DFND2,20,5,8465,919300139,851
HELIX ENERGY SOLUTIONS GRP ICOM42330P10713,2505,498,000SH DFND2,20,5,84,814,4843,985679,531
HELMERICH & PAYNE INCCOM42345210143,1312,944,121SH DFND12,13,19,2,20,5,82,690,3531,181252,587
HEMISPHERE MEDIA GROUP INCCL A42365Q1033,045350,457SH DFND2,20284,179066,278
HENRY JACK & ASSOC INCCOM426281101571,0913,512,460SH DFND10,11,12,13,19,2,20,5,6,82,935,672106,238470,550
ALTERYX INCNOTE 0.500% 8/002156BAD510,07810,125,000PRN DFND2,510,125,00000
HENRY SCHEIN INCCOM806407102439,6297,479,220SH DFND10,11,12,13,19,2,20,5,6,85,675,986220,5691,582,665
HERBALIFE NUTRITION LTDCOM SHSG4412G10177,9691,671,360SH DFND12,13,19,2,20,5,8995,5431,210674,607
HERBALIFE NUTRITION LTDNOTE 2.625% 3/142703MAD512,12112,050,000PRN DFND2,512,050,00000
HERC HLDGS INCCOM42704L10419,226485,391SH DFND13,2,20,5,8368,936623115,832
HERITAGE COMM CORPCOM4269271098,5281,281,511SH DFND2,20,5,81,012,8270268,684
HERITAGE CRYSTAL CLEAN INCCOM42726M1064,059304,068SH DFND2,20,5,8236,294067,774
HERITAGE FINL CORP WASHCOM42722X10622,9921,250,260SH DFND2,20,5,81,088,1750162,085
HERITAGE INS HLDGS INCCOM42727J1025,114502,369SH DFND2,20,5,8390,3240112,045
HERON THERAPEUTICS INCCOM42774610265,3604,410,234SH DFND2,20,5,84,010,578900398,756
HERSHA HOSPITALITY TRPR SHS BEN INT4278255008,4911,532,652SH DFND2,20,5,81,375,4090157,243
ALTERYX INCNOTE 1.000% 8/002156BAF010,0269,993,000PRN DFND2,59,993,00000
HERSHEY COCOM4278661081,086,7907,581,901SH DFND10,11,12,13,19,2,20,5,6,86,248,411160,8511,172,639
HERTZ GLOBAL HLDGS INCCOM42806J1061,8311,649,363SH DFND12,13,19,2,20,51,406,6970242,666
HESKA CORPCOM RESTRC NEW42805E30629,622299,852SH DFND2,20,5,8266,394033,458
HESS CORPCOM42809H107641,06315,662,424SH DFND10,11,12,13,19,2,20,5,6,814,383,592166,9871,111,845
HEWLETT PACKARD ENTERPRISE CCOM42824C109632,08266,602,751SH DFND1,10,11,12,13,19,2,20,5,6,852,323,6756,050,6478,228,429
HEXCEL CORP NEWCOM428291108100,1732,985,785SH DFND13,19,2,20,5,6,82,772,002671213,112
HF FOODS GROUP INCCOM40417F1093,729564,217SH DFND2,20,5455,2140109,003
HIBBETT SPORTS INCCOM42856710123,231592,313SH DFND2,20,5,8511,22916280,922
HIGHPOINT RES CORPCOM43114K10848206,776SH DFND20206,77600
HIGHWOODS PPTYS INCCOM431284108149,6054,456,514SH DFND10,13,19,2,20,5,6,83,767,53729,334659,643
ALTICE USA INCCL A02156K103175,6286,754,925SH DFND10,11,12,13,19,2,20,5,6,85,273,897400,1261,080,902
HILL ROM HLDGS INCCOM431475102133,8401,602,680SH DFND13,19,2,20,5,6,81,441,323700160,657
HILLENBRAND INCCOM43157110869,7702,460,160SH DFND2,20,5,82,120,330595339,235
HILLTOP HOLDINGS INCCOM43274810133,7671,640,775SH DFND2,20,5,81,314,6731,279324,823
HILTON GRAND VACATIONS INCCOM43283X10535,2551,680,416SH DFND13,2,20,5,81,276,3111,690402,415
HILTON WORLDWIDE HLDGS INCCOM43300A203967,27211,336,994SH DFND10,11,12,13,19,2,20,5,6,89,788,386210,4011,338,207
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P1063,7781,061,222SH DFND2,201,061,22200
HINGHAM INSTN SVGS MASSCOM4333231024,76625,902SH DFND13,2,2020,28605,616
HMS HLDGS CORPCOM40425J10166,2912,767,909SH DFND2,20,5,6,82,355,206519412,184
HNI CORPCOM40425110041,5521,324,143SH DFND2,20,5,6,81,115,9546,117202,072
HOLLYFRONTIER CORPCOM436106108219,65811,144,505SH DFND10,12,13,19,2,20,5,6,89,802,3005,9931,336,212
ALTISOURCE PORTFOLIO SOLNS SREG SHSL0175J1041,478116,649SH DFND2,2090,605026,044
HOLLYSYS AUTOMATION TCHNGY LSHSG4566710599590,086SH DFND2,590,08600
HOLOGIC INCCOM436440101764,10511,495,494SH DFND10,11,12,13,19,2,20,5,6,89,627,350286,8241,581,320
HOME BANCORP INCCOM43689E1074,260176,379SH DFND2,20,5130,670045,709
HOME BANCSHARES INCCOM43689320085,4775,638,357SH DFND13,2,20,5,6,84,928,3211,100708,936
HOME DEPOT INCCOM43707610214,281,39551,425,569SH DFND1,10,11,12,13,19,2,20,5,6,839,747,167794,57810,883,824
HOMESTREET INCCOM43785V10218,848731,666SH DFND2,20,5,8622,3920109,274
HOMETRUST BANCSHARES INCCOM4378721045,157379,775SH DFND13,2,20,5295,095084,680
HOMOLOGY MEDICINES INCCOM4380831077,693718,996SH DFND2,20,5,8589,3180129,678
HONDA MOTOR LTDAMERN SHS4381283082,34999,093SH DFND2,2099,09300
HONEYWELL INTL INCCOM4385161065,766,92135,033,843SH DFND1,10,11,12,13,19,2,20,5,6,825,930,741745,8498,357,253
ALTRA INDL MOTION CORPCOM02208R10646,7881,264,187SH DFND13,2,20,5,8966,035199297,953
HOOKER FURNITURE CORPCOM4390381008,009310,074SH DFND13,2,20,5266,216043,858
HOOKIPA PHARMA INCCOM43906K1001,902200,807SH DFND2,20163,973036,834
HOPE BANCORP INCCOM43940T10938,1175,025,369SH DFND13,2,20,5,84,471,5771,800551,992
HORACE MANN EDUCATORS CORP NCOM44032710444,4521,330,907SH DFND2,20,5,81,138,04477192,786
HORIZON BANCORP INCCOM4404071048,767868,853SH DFND2,20,5,8606,3270262,526
HORIZON GLOBAL CORPCOM44052W10410518,292SH DFND2018,29200
HORIZON THERAPEUTICS PUB LSHSG46188101194,0452,498,003SH DFND13,19,2,20,5,82,017,7742,000478,229
HORMEL FOODS CORPCOM4404521001,286,36226,311,343SH DFND10,11,12,13,19,2,20,5,6,814,353,1399,359,4202,598,784
HOST HOTELS & RESORTS INCCOM44107P104464,90343,086,506SH DFND10,11,12,13,19,2,20,5,6,836,490,446940,4465,655,614
HOSTESS BRANDS INCCL A44109J10631,0472,518,011SH DFND19,2,20,5,81,858,9570659,054
ALTRIA GROUP INCCOM02209S1033,064,43177,572,514SH DFND10,12,13,19,2,20,5,6,871,260,4481,045,6375,266,429
HOUGHTON MIFFLIN HARCOURT COCOM44157R1093,4221,977,986SH DFND2,20,51,585,3300392,656
HOULIHAN LOKEY INCCL A44159310059,8071,012,817SH DFND2,20,5,6,8774,664300237,853
HOWARD BANCORP INCCOM4424961052,336260,133SH DFND2,20216,365043,768
HOWARD HUGHES CORPCOM44267D10727,149471,342SH DFND13,2,20,5,8383,80456086,978
HOWMET AEROSPACE INCCOM443201108318,66119,058,645SH DFND10,11,12,13,19,2,20,5,6,816,295,338236,3832,526,924
HP INCCOM40434L1051,270,50666,278,474SH DFND10,11,12,13,19,2,20,5,6,850,884,8007,475,6967,917,978
HSBC HLDGS PLCSPON ADR NEW40428040638119,484SH DFND1,2019,1200364
HTG MOLECULAR DIAGNOSTICS INCOM40434H104822,700SH DFND2022,70000
HUAMI CORPSPONSORED ADS44331K1037,360572,732SH DFND13,2,20,5478,817093,915
HUANENG PWR INTL INCSPON ADR H SHS44330410038224,739SH DFND20,524,73900
ALUMINUM CORP CHINA LIMITEDSPON ADR H SHS02227610916732,165SH DFND532,16500
HUAZHU GROUP LTDNOTE 0.375%11/016949NAC315,06613,340,000PRN DFND2,513,340,00000
HUAZHU GROUP LTDSPONSORED ADS44332N106110,0032,544,012SH DFND10,12,13,19,2,20,5,81,951,31863,100529,594
HUB GROUP INCCL A44332010660,9251,213,770SH DFND12,2,20,5,81,056,23055157,485
HUBBELL INCCOM443510607174,7681,277,174SH DFND12,13,19,2,20,5,6,81,145,770691130,713
HUBSPOT INCCOM443573100148,329507,576SH DFND13,19,2,20,5,8406,156400101,020
HUDSON LTDCOM CL AG464081035,172680,586SH DFND2,20,5536,3090144,277
HUDSON PAC PPTYS INCCOM444097109142,6526,504,859SH DFND10,19,2,20,5,6,85,456,24743,6041,005,008
HUDSON TECHNOLOGIES INCCOM4441441093429,255SH DFND2029,25500
HUMANA INCCOM4448591022,487,3196,000,654SH DFND10,11,12,13,19,2,20,5,6,85,084,852156,585759,217
HUNT COS FIN TR INCCOM44558T10016759,217SH DFND202,209057,008
A-MARK PRECIOUS METALS INCCOM00181T1071,60847,683SH DFND2,2033,683014,000
ALX ONCOLOGY HLDGS INCCOM00166B1054,284113,523SH DFND2,20,583,930029,593
HUNT J B TRANS SVCS INCCOM445658107462,1953,657,183SH DFND10,11,12,13,19,2,20,5,6,83,100,101127,370429,712
HUNTINGTON BANCSHARES INCCOM446150104491,92352,814,163SH DFND10,12,13,19,2,20,5,6,847,436,786667,0354,710,342
HUNTINGTON INGALLS INDS INCCOM446413106467,7693,323,405SH DFND1,10,11,12,13,19,2,20,5,6,81,786,5871,084,539452,279
HUNTSMAN CORPCOM44701110765,0392,928,347SH DFND10,12,13,19,2,20,5,82,404,98612,614510,747
HURCO COMPANIES INCCOM4473241043,443121,238SH DFND2,20,598,696022,542
HURON CONSULTING GROUP INCCOM44746210218,053459,009SH DFND2,20,5,8353,259102105,648
HUTCHISON CHINA MEDITECH LTDSPONSORED ADR44842L10335,5261,099,877SH DFND1,10,12,13,19,2,20,5,8795,05030,600274,227
HUYA INCADS REP SHS A44852D10833,1621,384,637SH DFND1,10,12,13,19,2,20,5,81,051,81059,470273,357
HYATT HOTELS CORPCOM CL A44857910218,832352,864SH DFND13,19,2,20,5304,560048,304
HYSTER YALE MATLS HANDLING ICL A44917210510,649286,651SH DFND2,20,5,8244,89353641,222
AMAG PHARMACEUTICALS INCCOM00163U10612,3121,309,753SH DFND2,20,5,81,159,206342150,205
I3 VERTICALS INCCOM CL A46571Y10710,102400,084SH DFND2,20,5349,080051,004
IAA INCCOM449253103154,8702,974,275SH DFND13,19,2,20,5,6,82,654,0211,500318,754
IAC INTERACTIVECORP NEWCOM44891N109192,4021,606,297SH DFND10,11,12,13,19,2,20,5,6,81,310,69648,735246,866
IBIO INCCOM NEW4510332031,724849,282SH DFND2,20,5723,4550125,827
ICAD INCCOM NEW44934S2062,615296,826SH DFND2,20,5237,500059,326
ICF INTL INCCOM44925C10323,396379,349SH DFND19,2,20,5,8279,843099,506
ICHOR HOLDINGSSHSG4740B10515,273708,047SH DFND2,20,5,8603,7520104,295
ICICI BANK LIMITEDADR45104G104166,43716,931,549SH DFND1,12,13,19,2,20,5,85,478,874011,452,675
ICLICK INTERACTIVE ASIA GROUSPONSORED ADR45113Y10413720,570SH DFND220,57000
ICON PLCSHSG4705A10017,21990,111SH DFND10,13,19,2,20,5,888,08502,026
AMALGAMATED BK NEW YORK N YCLASS A0226631082,767261,507SH DFND2,20,5200,219061,288
ICU MED INCCOM44930G10788,955486,732SH DFND19,2,20,5,6,8436,58330049,849
IDACORP INCCOM45110710697,4391,219,513SH DFND12,13,2,20,5,6,81,133,29979085,424
IDEANOMICS INCCOM45166V106356391,516SH DFND2391,51600
IDEAYA BIOSCIENCES INCCOM45166A1022,614208,084SH DFND2,20,5172,450035,634
IDERA PHARMACEUTICALS INCCOM PAR45168K4053918,410SH DFND2018,41000
IDEX CORPCOM45167R104577,0053,163,231SH DFND10,11,12,13,19,2,20,5,6,82,706,889100,899355,443
IDEXX LABS INCCOM45168D1041,445,4893,677,061SH DFND10,11,12,13,19,2,20,5,6,83,131,63468,782476,645
IDT CORPCL B NEW4489475071,767268,603SH DFND2,20,6212,459056,144
IES HLDGS INCCOM44951W1065,261165,584SH DFND2,20,5125,347040,237
IGM BIOSCIENCES INCCOM44958510824,296329,166SH DFND2,20,5,8305,774023,392
AMARIN CORP PLCSPONS ADR NEW023111206575136,698SH DFND13,19,2,20,5130,39806,300
IHEARTMEDIA INCCOM CL A45174J5098,5931,058,227SH DFND2,20,5,8789,7010268,526
IHS MARKIT LTDSHSG475671051,195,84815,231,790SH DFND10,11,12,13,19,2,20,5,6,813,165,178187,4761,879,136
II-VI INCCOM902104108122,0053,008,002SH DFND13,2,20,5,6,82,548,7831,013458,206
ILLINOIS TOOL WKS INCCOM4523081092,565,51313,201,117SH DFND1,10,11,12,13,19,2,20,5,6,811,323,847335,3881,541,882
ILLUMINA INCCOM4523271091,887,5506,106,994SH DFND10,11,12,13,19,2,20,5,6,85,250,765137,206719,023
ILLUMINA INCNOTE 8/1452327AK520,04518,923,000PRN DFND2,518,923,00000
ILLUMINA INCNOTE 0.500% 6/1452327AH215,11611,735,000PRN DFND2,511,735,00000
IMARA INCCOM45249V1071,30264,013SH DFND2,20,551,587012,426
IMAX CORPCOM45245E10912,4851,043,911SH DFND2,20,5,8779,0991,600263,212
IMMERSION CORPCOM4525211073,675521,267SH DFND2,20,5453,591067,676
AMAZON COM INCCOM02313510651,465,93516,344,982SH DFND10,11,12,13,19,2,20,5,6,814,002,179284,2102,058,593
IMMUNIC INCCOM4525EP1011,31270,625SH DFND2,2063,70506,920
IMMUNOGEN INCCOM45253H10132,2708,964,006SH DFND2,20,5,88,203,1420760,864
IMMUNOMEDICS INCCOM452907108310,1963,648,078SH DFND13,19,2,20,5,83,143,4052,700501,973
IMMUNOVANT INCCOM45258J10240,5201,151,465SH DFND2,20,5,81,002,4020149,063
IMPINJ INCCOM45320410915,181576,124SH DFND2,20,5,8507,711068,413
INARI MED INCCOM45332Y1098,063116,826SH DFND2,2091,004025,822
INCYTE CORPCOM45337C102782,9618,724,776SH DFND10,11,12,13,19,2,20,5,6,87,597,898176,831950,047
INDEPENDENCE CONTRACT DRILLICOM4534156065522,744SH DFND2022,74400
INDEPENDENCE HLDG CO NEWCOM NEW4534403074,146109,937SH DFND2,20,583,697026,240
INDEPENDENCE RLTY TR INCCOM45378A10655,9634,828,577SH DFND10,2,20,5,83,999,70152,600776,276
AMBAC FINL GROUP INCCOM NEW02313988418,4901,447,891SH DFND2,20,5,81,234,4680213,423
INDEPENDENT BANK CORP MASSCOM45383610861,9701,172,739SH DFND2,20,5,81,020,026247152,466
INDEPENDENT BK CORP MICHCOM NEW4538386097,880626,910SH DFND2,20,5,8476,0660150,844
INDEPENDENT BK GROUP INCCOM45384B10668,6141,553,055SH DFND2,20,5,81,347,6510205,404
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT45623710672,5383,316,772SH DFND10,2,20,5,82,778,17718,204520,391
INFINERA CORPCOM45667G10321,0213,412,514SH DFND2,20,5,82,637,7024,811770,001
INFINERA CORPNOTE 2.125% 9/045667GAC79,31110,081,000PRN DFND2,510,081,00000
INFINITY PHARMACEUTICALS INCCOM45665G3036555,289SH DFND2055,28900
INFORMATION SVCS GROUP INCCOM45675Y104827392,060SH DFND2,20273,3490118,711
INFOSYS LTDSPONSORED ADR456788108232,72716,852,060SH DFND1,10,12,13,19,2,20,5,813,681,46603,170,594
INFUSYSTEM HLDGS INCCOM45685K1022,458191,738SH DFND2,20143,567048,171
AMBARELLA INCSHSG037AX10155,4551,062,769SH DFND2,20,5,8901,137100161,532
ING GROEP N.V.SPONSORED ADR4568371037,036993,756SH DFND2,20993,75600
INGERSOLL RAND INCCOM45687V106493,51213,862,700SH DFND10,11,12,13,19,2,20,5,6,812,073,870218,5061,570,324
INGEVITY CORPCOM45688C10767,1691,358,602SH DFND13,2,20,5,6,81,160,597613197,392
INGLES MKTS INCCL A45703010414,902391,734SH DFND10,2,20,5,8313,9566,29971,479
INGREDION INCCOM457187102202,1222,648,935SH DFND10,11,12,13,19,2,20,5,6,82,285,73471,984291,217
INMODE LTDSHSM5425M1032,57071,023SH DFND2,20,852,323018,700
INNERWORKINGS INCCOM45773Y10511538,324SH DFND2038,32400
INNOSPEC INCCOM45768S10547,617752,012SH DFND2,20,5,8623,443400128,169
INNOVATIVE INDL PPTYS INCCOM45781V101126,2141,007,728SH DFND10,2,20,5,8836,4985,800165,430
INNOVIVA INCCOM45781M10122,4532,148,627SH DFND2,20,5,81,841,958687305,982
AMBEV SASPONSORED ADR02319V10350,13822,184,996SH DFND10,13,2,20,5,818,458,2971,954,0521,772,647
INOGEN INCCOM45780L10424,656850,212SH DFND2,20,5,8769,36920080,643
INOVALON HLDGS INCCOM CL A45781D10139,1941,481,829SH DFND2,20,5,81,142,4270339,402
INOVIO PHARMACEUTICALS INCCOM NEW45773H20192,8168,001,420SH DFND2,20,5,87,254,3431,500745,577
INOZYME PHARMA INCCOM45790W1081,85670,585SH DFND2,2051,752018,833
INPHI CORPCOM45772F10782,720736,930SH DFND19,2,20,5,8623,726400112,804
INSEEGO CORPCOM45782B10414,3851,393,926SH DFND2,20,5,81,092,7060301,220
INSIGHT ENTERPRISES INCCOM45765U10364,9101,147,217SH DFND2,20,5,8976,76465170,388
INSIGHT ENTERPRISES INCNOTE 0.750% 2/145765UAB97,7657,399,000PRN DFND2,57,399,00000
INSMED INCCOM PAR $.01457669307119,7773,726,739SH DFND2,20,5,83,244,927800481,012
INSMED INCNOTE 1.750% 1/1457669AA713,32712,233,000PRN DFND2,512,233,00000
AMC ENTMT HLDGS INCCL A COM00165C1045,4461,156,301SH DFND2,20,5,8894,972320261,009
INSPERITY INCCOM45778Q10770,4771,076,154SH DFND19,2,20,5,6,8910,549500165,105
INSPIRE MED SYS INCCOM45773010965,160504,917SH DFND2,20,5,8387,872200116,845
INSTALLED BLDG PRODS INCCOM45780R10180,887794,957SH DFND2,20,5,8684,7470110,210
INSTEEL INDS INCCOM45774W10811,155596,526SH DFND2,20,5,8516,366080,160
INSULET CORPCOM45784P101313,9891,327,146SH DFND10,11,12,13,19,2,20,5,6,81,097,50930,286199,351
INSULET CORPNOTE 1.375%11/145784PAH426,85010,475,000PRN DFND2,510,475,00000
INTEGER HLDGS CORPCOM45826H10971,0131,203,405SH DFND2,20,5,81,049,590343153,472
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520883,7771,774,190SH DFND13,19,2,20,5,6,81,612,588574161,028
INTEL CORPCOM4581401009,629,976185,978,674SH DFND1,10,11,12,13,19,2,20,5,6,8153,577,6755,354,93527,046,064
INTELLIA THERAPEUTICS INCCOM45826J10560,8053,058,598SH DFND2,20,5,82,832,1300226,468
AMC NETWORKS INCCL A00164V10331,1821,261,910SH DFND13,2,20,5,6,81,072,337293189,280
INTELLICHECK INCCOM NEW45817G2011,391208,605SH DFND2,20171,965036,640
INTELLIGENT SYS CORP NEWCOM45816D1005,154132,225SH DFND2,20,5107,256024,969
INTER PARFUMS INCCOM45833410920,861558,525SH DFND2,20,5,8462,834095,691
INTERACTIVE BROKERS GROUP INCOM CL A45841N10781,5311,686,963SH DFND13,2,20,5,6,81,542,005625144,333
INTERCEPT PHARMACEUTICALS INCOM45845P10870,0701,690,053SH DFND2,20,5,81,568,935500120,618
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA67,5319,263,000PRN DFND2,59,263,00000
INTERCONTINENTAL EXCHANGE INCOM45866F1042,353,25823,520,815SH DFND1,10,11,12,13,19,2,20,5,6,820,161,775354,7673,004,273
INTERCONTINENTAL HOTELS GROUSPONSORED ADS45857P8063025,747SH DFND205,74700
INTERDIGITAL INCCOM45867G10157,7041,011,293SH DFND13,19,2,20,5,6,8843,823498166,972
INTERDIGITAL INCNOTE 2.000% 6/045867GAB710,59010,228,000PRN DFND2,510,228,00000
A10 NETWORKS INCCOM0021211019,8981,553,769SH DFND2,20,5,81,276,5600277,209
AMCOR PLCORDG0250X107921,44083,388,262SH DFND10,11,12,13,19,2,20,5,6,875,499,459532,4457,356,358
INTERFACE INCCOM45866530411,0391,803,744SH DFND2,20,5,81,540,8432,324260,577
INTERNATIONAL BANCSHARES CORCOM45904410347,5781,786,161SH DFND2,20,5,6,81,532,440270253,451
INTERNATIONAL BUSINESS MACHSCOM4592001016,446,48252,983,332SH DFND10,11,12,13,19,2,20,5,6,834,252,5138,490,83510,239,984
INTERNATIONAL FLAVORS&FRAGRACOM459506101545,6454,428,436SH DFND10,11,12,13,19,2,20,5,6,83,683,60543,715701,116
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/202145950630913,299299,250SH DFND2299,25000
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10821,4771,929,638SH DFND12,13,2,20,5,81,575,1880354,450
INTERNATIONAL MNY EXPRESS INCOM46005L1015,905411,081SH DFND2,20,8343,625067,456
INTERNATIONAL PAPER COCOM4601461031,016,69825,078,885SH DFND10,11,12,13,19,2,20,5,6,815,941,6767,234,9611,902,248
INTERNATIONAL SEAWAYS INCCOMY410531026,978477,649SH DFND2,20,5,8368,3640109,285
INTERPUBLIC GROUP COS INCCOM460690100327,76919,662,210SH DFND10,11,12,13,19,2,20,5,6,817,370,043308,8521,983,315
AMDOCS LTDSHSG0260210398,9021,713,019SH DFND12,13,19,2,20,5,6,81,506,5900206,429
INTERSECT ENT INCCOM46071F10311,512705,848SH DFND2,20,5,8553,6940152,154
INTEVAC INCCOM4611481081,352245,397SH DFND2,20,5192,879052,518
INTRA CELLULAR THERAPIES INCCOM46116X10136,4351,419,918SH DFND2,20,5,81,116,7920303,126
INTREPID POTASH INCCOM46121Y2011,255148,749SH DFND2,20118,509030,240
INTRICON CORPCOM46121H1091,707140,144SH DFND2,20113,186026,958
INTUITCOM4612021033,628,81311,124,161SH DFND10,11,12,13,19,2,20,5,6,89,408,210437,9471,278,004
INTUITIVE SURGICAL INCCOM NEW46120E6023,464,8844,883,282SH DFND10,11,12,13,19,2,20,5,6,84,233,201108,977541,104
INVACARE CORPCOM4612031019,5721,272,860SH DFND2,20,51,140,9510131,909
INVESCO ACTIVLY MANGD ETC FDOPTIMUM YIELD46090F10051,0513,734,517SH DFND19,2,203,734,51700
INVESCO DB COMMDY INDX TRCKUNIT46138B1032,439186,724SH DFND12,8186,72400
AMEDISYS INCCOM023436108173,389733,364SH DFND13,19,2,20,5,6,8656,22137476,769
INVESCO EXCH TRADED FD TR IIKBW BK ETF46138E62847612,685SH DFND200012,685
INVESCO LTDSHSG491BT108218,64819,162,815SH DFND10,12,13,19,2,20,5,6,816,552,536237,4682,372,811
INVESCO MORTGAGE CAPITAL INCCOM46131B10016,4446,067,785SH DFND13,2,20,5,85,188,997658878,130
INVESTAR HLDG CORPCOM46134L1052,452191,258SH DFND13,2,20154,355036,903
INVESTORS BANCORP INC NEWCOM46146L10148,9936,748,358SH DFND13,2,20,5,85,648,1261,6001,098,632
INVESTORS REAL ESTATE TRSH BEN INT46173050940,697618,025SH DFND10,2,20,5,8514,5453,397100,083
INVESTORS TITLE CO NCCOM4618041063,18224,468SH DFND2,2019,77404,694
INVITAE CORPCOM46185L103164,4623,793,809SH DFND13,2,20,5,83,247,5981,200545,011
INVITAE CORPNOTE 2.000% 9/046185LAB99,3665,711,000PRN DFND25,711,00000
INVITATION HOMES INCCOM46187W107634,33622,662,960SH DFND10,11,12,13,19,2,20,5,6,818,186,424462,5074,014,029
AMER STATES WTR COCOM029899101164,9362,200,615SH DFND19,2,20,5,6,82,027,001200173,414
IOVANCE BIOTHERAPEUTICS INCCOM462260100104,3423,169,561SH DFND13,2,20,5,82,856,3312,700310,530
IPG PHOTONICS CORPCOM44980X109240,8801,417,189SH DFND10,11,12,13,19,2,20,5,6,81,210,15022,989184,050
IQIYI INCNOTE 2.000% 4/046267XAD032,33133,674,000PRN DFND2,533,674,00000
IQIYI INCNOTE 3.750%12/046267XAB416,10414,914,000PRN DFND2,514,914,00000
IQIYI INCSPONSORED ADS46267X10895,8584,245,258SH DFND10,12,13,19,2,20,5,83,334,808129,000781,450
IQVIA HLDGS INCCOM46266C1051,302,9678,265,984SH DFND10,11,12,13,19,2,20,5,6,87,269,69194,847901,446
IRADIMED CORPCOM46266A1091,85586,758SH DFND2,2068,661018,097
IRHYTHM TECHNOLOGIES INCCOM450056106150,346631,414SH DFND13,2,20,5,8506,043500124,871
IRIDIUM COMMUNICATIONS INCCOM46269C10294,5663,696,878SH DFND2,20,5,83,146,2701,700548,908
IROBOT CORPCOM46272610065,770866,537SH DFND2,20,5,8740,135100126,302
AMERANT BANCORP INCCL A0235761013,726400,234SH DFND2,20,5,8322,273077,961
IRON MTN INC NEWCOM46284V101361,49113,192,041SH DFND10,11,12,13,19,2,20,5,6,811,049,262248,0451,894,734
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10871,8187,984,250SH DFND2,20,5,87,221,3813,300759,569
IRSA INVERSIONES Y REP S AGLOBL DEP RCPT450047204523185,621SH DFND13,2,20,5152,421033,200
ISHARES INCCORE MSCI EMKT46434G103345,2676,539,146SH DFND1,2,206,539,14600
ISHARES INCMSCI CDA ETF46428650937,0101,350,227SH DFND21,350,22700
ISHARES INCMSCI FRNTR100ETF46428614558923,000SH DFND100023,000
ISHARES INCMSCI GBL ETF NEW46434G84881930,600SH DFND100030,600
ISHARES INCMSCI JPN ETF NEW46434G82215,462261,761SH DFND1200261,761
ISHARES INCMSCI PAC JP ETF46428666518,582457,903SH DFND1200457,903
ISHARES INCMSCI TAIWAN ETF46434G772160,9953,585,624SH DFND20003,585,624
AMERCOCOM02358610088,878249,670SH DFND10,11,12,13,19,2,20,5,6,8181,7999,28358,588
ISHARES S&P GSCI COMMODITY-UNIT BEN INT46428R1072,720253,000SH DFND1000253,000
ISHARES TR1 3 YR TREAS BD464287457170,3471,969,097SH DFND1,21,969,09700
ISHARES TR3 7 YR TREAS BD46428866129,445220,396SH DFND1,2220,39600
ISHARES TRBARCLAYS 7 10 YR464287440136,6041,121,356SH DFND1,21,121,35600
ISHARES TRCORE INTL AGGR46435G6728,118145,852SH DFND12145,85200
ISHARES TRCORE MSCI EAFE46432F84296816,064SH DFND116,06400
ISHARES TRCORE S&P MCP ETF46428750783,674451,537SH DFND1,2436,17715,3600
ISHARES TRCORE S&P SCP ETF46428780492,3861,315,477SH DFND1,2,201,313,6851,7920
ISHARES TRCORE S&P500 ETF46428720017,12750,963SH DFND1,1250,96300
ISHARES TRCORE US AGGBD ET4642872262,20718,697SH DFND1,202,765015,932
AMEREN CORPCOM0236081021,011,41112,789,723SH DFND10,11,12,13,19,2,20,5,6,811,321,792320,7171,147,214
ISHARES TREAFE SML CP ETF46428827356,657960,455SH DFND1,20,6960,45500
ISHARES TREUROPE ETF4642878615,151123,060SH DFND12123,06000
ISHARES TRFLTG RATE NT ETF46429B65510,809213,108SH DFND1213,10800
ISHARES TRINTRM GOV CR ETF46428861214,584123,864SH DFND134,63389,2310
ISHARES TRISHS 5-10YR INVT4642886381,03417,008SH DFND117,00800
ISHARES TRMSCI ACWI ETF46428825715,115189,122SH DFND6189,12200
ISHARES TRMSCI EAFE ETF464287465308,9744,854,271SH DFND1,2,20,64,738,2470116,024
ISHARES TRMSCI EMG MKT ETF46428723416,862382,448SH DFND1,6382,44800
ISHARES TRMSCI INDIA ETF46429B598134,1663,962,385SH DFND12,19,2,20,51,761,52902,200,856
ISHARES TRMSCI USA MIN VOL46429B6974967,788SH DFND17,78800
AMERESCO INCCL A02361E10815,758471,808SH DFND2,20,5,8361,7000110,108
ISHARES TRRUS 1000 ETF4642876222,00810,728SH DFND1,610,0280700
ISHARES TRRUS 1000 GRW ETF4642876143641,680SH DFND11,68000
ISHARES TRRUS 1000 VAL ETF4642875989808,300SH DFND18,30000
ISHARES TRRUS 2000 VAL ETF4642876305,77358,123SH DFND200058,123
ISHARES TRRUS MID CAP ETF4642874991,70829,773SH DFND1,204,755025,018
ISHARES TRRUSSELL 2000 ETF46428765526,848179,240SH DFND1,20,6159,244019,996
ISHARES TRRUSSELL 3000 ETF46428768920,171103,065SH DFND1102,1340931
ISHARES TRSELECT DIVID ETF4642871682,38729,271SH DFND129,27100
ISHARES TRSHORT TREAS BD4642886796,59559,578SH DFND1259,57800
ISHARES TRTIPS BD ETF464287176199,4941,577,026SH DFND1,2,201,577,02600
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10514,6101,169,746SH DFND1,13,20,5,81,029,54254,80085,404
ISIS PHARMACEUTICALS INC DELCOM462222100168,6803,554,894SH DFND10,11,12,13,19,2,20,5,6,83,021,81667,802465,276
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ313,33813,015,000PRN DFND2,513,015,00000
ISORAY INCCOM46489V104610,577SH DFND2010,57700
ISTAR INCCOM45031U10129,1762,470,464SH DFND2,20,5,82,112,74167357,656
ITAU CORPBANCASPONSORED ADR45033E10528473,650SH DFND20,573,65000
ITAU UNIBANCO HLDG S ASPON ADR REP PFD46556210683,13220,872,770SH DFND1,10,13,2,20,5,817,365,4702,081,5841,425,716
ITEOS THERAPEUTICS INCCOM46565G1043,237131,229SH DFND2,20,596,204035,025
ITERIS INC NEWCOM46564T1072,723664,050SH DFND2,20527,0010137,049
ITRON INCCOM46574110672,9911,201,702SH DFND2,20,5,81,011,176343190,183
ITT INCCOM45073V108118,0001,992,599SH DFND13,19,2,20,5,6,81,780,9041,092210,603
AMERICAN AIRLS GROUP INCCOM02376R102187,64715,268,274SH DFND10,12,13,19,2,20,5,6,813,750,0683,5381,514,668
ITURAN LOCATION AND CONTROLSHSM6158M1043,164227,296SH DFND2,20,5,8177,590049,706
IVERIC BIO INCCOM46583P1026,5731,165,414SH DFND2,20,5949,9140215,500
J & J SNACK FOODS CORPCOM46603210960,666463,222SH DFND19,2,20,5,8381,59310081,529
J ALEXANDERS HLDGS INCCOM46609J1065410,415SH DFND2010,41500
J JILL INCCOM46620W1021019,200SH DFND2019,20000
J2 GLOBAL INCCOM48123V102101,6451,468,436SH DFND13,2,20,5,6,81,229,590382238,464
J2 GLOBAL INCNOTE 3.250% 6/148123VAC68,6057,494,000PRN DFND2,57,494,00000
JABIL INCCOM466313103159,3854,652,215SH DFND10,12,13,19,2,20,5,6,84,274,82924,922352,464
JACK IN THE BOX INCCOM46636710960,402761,589SH DFND10,2,20,5,6,8645,1125,966110,511
JACOBS ENGR GROUP INCCOM469814107811,2628,744,870SH DFND10,11,12,13,19,2,20,5,6,84,713,1313,439,947591,792
AAON INCCOM PAR $0.00400036020673,4401,218,921SH DFND2,20,5,81,031,563800186,558
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF923,35824,850,000PRN DFND2,524,850,00000
JAMES HARDIE INDS PLCSPONSORED ADR47030M10645118,930SH DFND2018,93000
JAMES RIV GROUP LTDCOMG5005R10740,209902,959SH DFND2,20,5,8763,7150139,244
JAMF HLDG CORPCOM47074L1055,327141,641SH DFND2,20124,584017,057
JANUS HENDERSON GROUP PLCORD SHSG4474Y21469,9213,219,209SH DFND10,12,13,2,20,5,6,82,922,43895,620201,151
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD312,24412,053,000PRN DFND2,512,053,00000
JAZZ PHARMACEUTICALS PLCSHS USDG50871105308,1122,160,823SH DFND10,11,12,13,19,2,20,5,6,81,681,49985,787393,537
JBG SMITH PPTYSCOM46590V100132,3534,949,611SH DFND10,13,19,2,20,5,6,84,144,46334,577770,571
JD.COM INCSPON ADR CL A47215P1061,393,25617,952,018SH DFND1,10,11,12,13,19,2,20,5,813,749,882485,4063,716,730
JEFFERIES FINL GROUP INCCOM47233W10991,1045,061,360SH DFND12,13,19,2,20,5,6,84,509,9983,534547,828
JELD-WEN HLDG INCCOM47580P10330,2151,336,936SH DFND2,20,5,81,016,1510320,785
AMERICAN ASSETS TR INCCOM02401310460,0632,493,293SH DFND10,2,20,5,82,082,01014,675396,608
JERNIGAN CAP INCCOM47640510510,440609,121SH DFND2,20,5,8512,518096,603
JETBLUE AWYS CORPCOM47714310169,7956,160,225SH DFND13,19,2,20,5,6,85,718,7470441,478
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T10018,768472,029SH DFND1,2,20,5394,025078,004
JOHN BEAN TECHNOLOGIES CORPCOM47783910487,308950,131SH DFND13,2,20,5,8802,490321147,320
JOHNSON & JOHNSONCOM47816010422,290,662149,722,339SH DFND1,10,11,12,13,19,2,20,5,6,897,671,58633,983,88218,066,871
JOHNSON CTLS INTL PLCSHSG515021051,384,94433,690,977SH DFND10,11,12,13,19,2,20,5,6,828,803,715690,2754,196,987
JOHNSON OUTDOORS INCCL A4791671089,136111,566SH DFND2,20,5,887,227024,339
JOINT CORPCOM47973J1024,225242,957SH DFND2,20,5196,560046,397
JONES LANG LASALLE INCCOM48020Q107163,4041,708,174SH DFND10,11,12,13,19,2,20,5,6,81,422,58053,427232,167
JOUNCE THERAPEUTICS INCCOM4811161012,738335,546SH DFND2,20279,514056,032
AMERICAN AXLE & MFG HLDGS INCOM02406110324,4374,235,149SH DFND12,2,20,5,83,710,1433,329521,677
JPMORGAN CHASE & COCOM46625H10013,009,316135,133,642SH DFND1,10,12,13,19,2,20,5,6,8112,513,6992,296,07220,323,871
JUMIA TECHNOLOGIES AGSPONSORED ADS48138M10519724,645SH DFND224,64500
JUNIPER NETWORKS INCCOM48203R104324,18415,078,333SH DFND10,11,12,13,19,2,20,5,6,812,529,927470,8552,077,551
K12 INCCOM48273U10220,813790,153SH DFND2,20,5,8606,9260183,227
KADANT INCCOM48282T10428,512260,096SH DFND2,20,5,8178,809081,287
KADMON HLDGS INCCOM48283N10633,8528,635,710SH DFND2,20,5,87,850,0210785,689
KAISER ALUMINUM CORPCOM PAR $0.0148300770451,522961,415SH DFND13,2,20,5,8887,58010073,735
KALA PHARMACEUTICALS INCCOM4831191035,556740,754SH DFND2,20,5,8606,4470134,307
KALEIDO BIOSCIENCES INCCOM4833471001,854167,443SH DFND2,20126,979040,464
KALVISTA PHARMACEUTICALS INCCOM4834971033,281260,565SH DFND2,20,5216,413044,152
AMERICAN CAMPUS CMNTYS INCCOM024835100204,7885,864,497SH DFND10,12,13,19,2,20,5,6,84,937,54638,756888,195
KAMAN CORPCOM48354810348,9261,250,690SH DFND2,20,5,81,121,4310129,259
KANDI TECHNOLOGIES GROUP INCCOM4837091011,080174,197SH DFND2174,19700
KANSAS CITY SOUTHERNCOM NEW485170302775,1084,277,054SH DFND10,11,12,13,19,2,20,5,6,83,630,426116,850529,778
KAR AUCTION SVCS INCCOM48238T10957,1693,970,062SH DFND13,2,20,5,6,83,372,3831,500596,179
KARUNA THERAPEUTICS INCCOM48576A10061,828799,636SH DFND2,20,5,8732,509067,127
KARYOPHARM THERAPEUTICS INCCOM48576U10669,9194,788,974SH DFND2,20,5,84,483,7352,800302,439
KB FINL GROUP INCSPONSORED ADR48241A1053,872120,548SH DFND2,20,5,8101,948018,600
KB HOMECOM48666K109102,7312,675,982SH DFND2,20,5,6,82,265,702309409,971
KBR INCCOM48242W10699,6274,435,594SH DFND12,2,20,5,6,83,773,1251,104661,365
KBR INCNOTE 2.500%11/048242WAB28,6847,600,000PRN DFND2,57,600,00000
AMERICAN EAGLE OUTFITTERS INCOM02553E10675,7525,114,953SH DFND12,13,2,20,5,6,84,409,7281,874703,351
KE HLDGS INCSPONSORED ADS48249710484,1121,372,140SH DFND10,12,19,2,20,5,81,094,76439,400237,976
KEARNY FINL CORP MDCOM48716P10812,2881,704,314SH DFND2,20,5,81,328,1660376,148
KELLOGG COCOM487836108840,25513,009,060SH DFND10,11,12,13,19,2,20,5,6,810,501,347170,1472,337,566
KELLY SVCS INCCL A48815220820,4301,198,958SH DFND2,20,5,81,053,670453144,835
KEMPER CORPCOM488401100101,5981,520,247SH DFND13,2,20,5,6,81,378,582954140,711
KENNAMETAL INCCOM48917010072,7322,513,198SH DFND2,20,5,6,82,119,6305,460388,108
KENNEDY-WILSON HOLDINGS INCCOM48939810747,2153,203,213SH DFND2,20,5,82,547,5542,500653,159
KEROS THERAPEUTICS INCCOM4923271013,82799,226SH DFND2,20,576,329022,897
KEURIG DR PEPPER INCCOM49271V100198,7257,200,191SH DFND10,11,12,13,19,2,20,5,6,85,973,371170,7461,056,074
KEYCORPCOM493267108588,82949,356,975SH DFND10,12,13,19,2,20,5,6,843,735,775881,5744,739,626
AMERICAN ELEC PWR CO INCCOM0255371012,060,67725,213,230SH DFND10,11,12,13,19,2,20,5,6,822,489,121308,9512,415,158
KEYSIGHT TECHNOLOGIES INCCOM49338L103810,0498,200,534SH DFND10,11,12,13,19,2,20,5,6,86,890,179194,4611,115,894
KEZAR LIFE SCIENCES INCCOM49372L1002,453506,747SH DFND2,20,5404,9440101,803
KFORCE INCCOM49373210113,748427,344SH DFND10,2,20,5,8330,4875,16491,693
KILROY RLTY CORPCOM49427F108242,9154,631,522SH DFND10,13,19,2,20,5,6,83,872,66532,955725,902
KIMBALL ELECTRONICS INCCOM49428J1097,348635,649SH DFND2,20,5,8518,84744116,758
KIMBALL INTL INCCL B4942741037,903743,467SH DFND10,2,20,5,8591,4455,654146,368
KIMBERLY CLARK CORPCOM4943681032,585,79617,387,396SH DFND1,10,11,12,13,19,2,20,5,6,814,844,528360,1392,182,729
KIMCO RLTY CORPCOM49446R109240,50321,359,088SH DFND10,12,13,19,2,20,5,6,817,800,309130,6813,428,098
KINDER MORGAN INC DELCOM49456B1011,354,841109,881,696SH DFND10,11,12,13,19,2,20,5,6,897,712,5261,450,04510,719,125
KINDRED BIOSCIENCES INCCOM4945771093,002699,692SH DFND2,20,5580,0070119,685
AMERICAN ELEC PWR CO INCUNIT 03/15/202202553712714,575300,400SH DFND2300,40000
KINIKSA PHARMACEUTICALS LTDCOM CL AG5269C1016,349414,453SH DFND2,20,5,8331,794082,659
KINSALE CAP GROUP INCCOM49714P108131,560691,767SH DFND2,20,5,8587,093200104,474
KINTARA THERAPEUTICS INCCOM49720K1011913,700SH DFND2013,70000
KIRBY CORPCOM49726610652,3571,447,537SH DFND13,2,20,5,6,81,359,54420087,793
KITE RLTY GROUP TRCOM NEW49803T30050,0954,325,970SH DFND10,2,20,5,83,615,77448,812661,384
KKR & CO INCCOM48251W104343,2759,996,363SH DFND10,12,13,19,2,20,5,6,88,234,585239,9881,521,790
KKR REAL ESTATE FIN TR INCCOM48251K10018,8801,113,013SH DFND2,20,5,8961,06611,900140,047
KLA CORPCOM NEW4824801001,280,2096,607,871SH DFND10,11,12,13,19,2,20,5,6,85,598,841221,892787,138
KNIGHT SWIFT TRANSN HLDGS INCL A499049104183,0744,498,121SH DFND10,11,12,13,19,2,20,5,6,83,700,805234,653562,663
KNOLL INCCOM NEW49890420013,4311,113,686SH DFND2,20,5,8893,004700219,982
AMERICAN ELEC PWR CO INCUNIT 99/99/999902557T30714,782301,000SH DFND2301,00000
KNOWLES CORPCOM49926D10940,2312,700,097SH DFND1,2,20,5,82,295,513528404,056
KODIAK SCIENCES INCCOM50015M10972,8891,231,025SH DFND2,20,5,81,102,352800127,873
KOHLS CORPCOM50025510488,7164,787,701SH DFND1,12,13,19,2,20,5,6,83,531,7471,4101,254,544
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723034,63498,288SH DFND2,2098,28800
KONTOOR BRANDS INCCOM50050N10341,1731,701,378SH DFND12,13,2,20,5,81,338,1748,998354,206
KOPIN CORPCOM5006001014935,543SH DFND2035,54300
KOPPERS HOLDINGS INCCOM50060P10611,969572,385SH DFND2,20,5499,128073,257
KOREA ELECTRIC PWRSPONSORED ADR5006311064,860557,985SH DFND2,5557,98500
KORN FERRYCOM NEW50064320052,1381,791,658SH DFND2,20,5,81,527,689513263,456
KORNIT DIGITAL LTDSHSM6372Q11316,291251,132SH DFND2,20,5,8153,00560097,527
AMERICAN EQTY INVT LIFE HLDCOM02567620671,8773,268,640SH DFND13,2,20,5,82,842,435600425,605
KOSMOS ENERGY LTDCOM50068810618,82619,297,188SH DFND2,20,517,734,22301,562,965
KRAFT HEINZ COCOM500754106924,98930,884,425SH DFND10,11,12,13,19,2,20,5,6,827,078,940546,8313,258,654
KRATON CORPORATIONCOM50077C10618,8241,056,363SH DFND2,20,5,8910,496600145,267
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20785,4904,434,142SH DFND2,20,5,83,885,303500548,339
KROGER COCOM5010441011,412,37241,650,602SH DFND10,11,12,13,19,2,20,5,6,834,377,0881,240,4756,033,039
KRONOS WORLDWIDE INCCOM50105F1058,816685,499SH DFND2,20,5,8566,90511,494107,100
KRYSTAL BIOTECH INCCOM50114710225,500592,336SH DFND2,20,5,8533,749058,587
KULICKE & SOFFA INDS INCCOM50124210119,058846,281SH DFND2,20,5,8777,84222668,213
KURA ONCOLOGY INCCOM50127T10953,0441,731,199SH DFND2,20,5,81,498,6180232,581
KURA SUSHI USA INCCL A COM50127010255642,436SH DFND2,2030,476011,960
AMERICAN EXPRESS COCOM0258161093,316,56633,082,954SH DFND1,10,11,12,13,19,2,20,5,6,823,893,386428,0248,761,544
KVH INDS INCCOM4827381012,764306,729SH DFND2,20,5246,725060,004
L BRANDS INCCOM501797104282,3748,876,883SH DFND10,12,13,19,2,20,5,6,87,005,3463,8641,867,673
L3HARRIS TECHNOLOGIES INCCOM5024311091,559,7569,183,678SH DFND1,10,11,12,13,19,2,20,5,6,88,080,138164,435939,105
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596041,644408,031SH DFND2,20,5331,784076,247
LA Z BOY INCCOM50533610744,7641,415,242SH DFND2,20,5,81,195,132169219,941
LABORATORY CORP AMER HLDGSCOM NEW50540R409783,3444,160,749SH DFND10,11,12,13,19,2,20,5,6,83,616,70181,551462,497
LADDER CAP CORPCL A50574310415,1012,059,057SH DFND2,20,5,81,598,1180460,939
LAKELAND BANCORP INCCOM51163710010,9341,098,906SH DFND2,20,5,8871,7580227,148
LAKELAND FINL CORPCOM51165610023,538571,307SH DFND2,20,5,8456,4730114,834
LAKELAND INDS INCCOM5117951062,214111,820SH DFND2,2091,320020,500
111 INCADS68247Q10229948,216SH DFND2,20,548,21600
AAR CORPCOM00036110536,2011,925,564SH DFND2,20,5,81,775,003786149,775
AMERICAN FIN TR INCCOM CLASS A02607T10921,5053,429,793SH DFND10,2,20,5,82,584,13130,000815,662
LAM RESEARCH CORPCOM5128071082,099,5096,304,137SH DFND10,11,12,13,19,2,20,5,6,85,236,292268,263799,582
LAMAR ADVERTISING CO NEWCL A512816109134,1552,027,432SH DFND12,13,2,20,5,6,81,826,247773200,412
LAMB WESTON HLDGS INCCOM513272104423,2586,386,870SH DFND10,11,12,13,19,2,20,5,6,85,496,840150,785739,245
LANCASTER COLONY CORPCOM513847103222,8061,246,116SH DFND13,19,2,20,5,6,81,136,197300109,619
LANDEC CORPCOM5147661045,421557,745SH DFND2,20,5,8448,3441,589107,812
LANDMARK BANCORP INCCOM51504L10778436,702SH DFND2,2028,20208,500
LANDS END INC NEWCOM51509F1053,205245,950SH DFND13,2,20,5,8184,01542261,513
LANDSTAR SYS INCCOM515098101122,861979,051SH DFND13,19,2,20,5,6,8882,34529296,414
LANNET INCCOM5160121017,8681,287,697SH DFND2,20,5,81,155,0320132,665
LANTHEUS HLDGS INCCOM51654410333,6242,653,856SH DFND2,20,5,82,337,1000316,756
AMERICAN FINL GROUP INC OHIOCOM025932104198,0732,957,192SH DFND10,11,12,13,19,2,20,5,6,82,349,608135,093472,491
LAREDO PETROLEUM INCCOM5168062051,198122,252SH DFND2,20,5122,25200
LAS VEGAS SANDS CORPCOM517834107671,09914,382,737SH DFND10,12,13,19,2,20,5,6,812,353,206351,1971,678,334
LATTICE SEMICONDUCTOR CORPCOM51841510492,0493,178,478SH DFND2,20,5,82,561,3321,881615,265
LAUDER ESTEE COS INCCL A5184391042,183,06310,002,579SH DFND1,10,11,12,13,19,2,20,5,6,88,665,902240,7281,095,949
LAUREATE EDUCATION INCCL A51861320328,0522,112,358SH DFND2,20,5,81,646,4442,400463,514
LAWSON PRODS INCCOM5207761053,29980,398SH DFND2,20,564,080016,318
LAZARD LTDSHS AG5405010236,0101,089,561SH DFND13,2,20,5963,0900126,471
LCI INDSCOM50189K10378,987743,128SH DFND13,2,20,5,8628,053247114,828
LCNB CORPCOM50181P1003,406249,502SH DFND2,20,5207,927041,575
LEAR CORPCOM NEW521865204258,9232,374,351SH DFND10,11,12,13,19,2,20,5,6,82,038,591102,001233,759
AMERICAN HOMES 4 RENTCL A02665T306240,8208,455,767SH DFND10,19,2,20,5,86,616,22074,8501,764,697
LEE ENTERPRISES INCCOM5237681092732,231SH DFND2032,23100
LEGACY HOUSING CORPCOM52472M1011,473107,641SH DFND2,2087,234020,407
LEGGETT & PLATT INCCOM524660107527,89412,698,690SH DFND10,12,13,2,20,5,6,812,146,98311,449540,258
LEIDOS HOLDINGS INCCOM525327102503,2825,645,338SH DFND10,11,12,13,19,2,20,5,6,84,863,183152,204629,951
LEMAITRE VASCULAR INCCOM52555820121,574663,192SH DFND2,20,5,8590,421072,771
LEMONADE INCCOM52567D1074,30486,567SH DFND2,2077,46709,100
LENDINGCLUB CORPCOM NEW52603A2087,1451,516,944SH DFND2,20,5,81,223,0970293,847
LENDINGTREE INC NEWCOM52603B10756,344183,598SH DFND2,20,5,6,8164,54210018,956
LENNAR CORPCL A5260571041,087,92013,319,296SH DFND10,11,12,13,19,2,20,5,6,811,832,674210,0401,276,582
LENNAR CORPCL B5260573024,37566,626SH DFND10,12,13,2,20,5,846,441020,185
AMERICAN INTL GROUP INCCOM NEW0268747841,043,03537,887,215SH DFND1,10,11,12,13,19,2,20,5,6,833,267,049527,8084,092,358
LENNOX INTL INCCOM526107107336,6011,231,297SH DFND10,11,12,13,19,2,20,5,6,81,077,49221,760132,045
LEVEL ONE BANCORP INCCOM52730D2081,27081,124SH DFND2,2064,178016,946
LEVI STRAUSS & CO NEWCL A COM STK52736R1022,217165,476SH DFND20,5,899,276066,200
LEXICON PHARMACEUTICALS INCCOM NEW5288723021,080749,860SH DFND2,20599,2320150,628
LEXINFINTECH HLDGS LTDADR5288771031,120163,510SH DFND2163,51000
LEXINGTON REALTY TRUSTCOM529043101143,97213,642,713SH DFND10,13,2,20,5,811,362,82275,9212,203,970
LG DISPLAY CO LTDSPONS ADR REP50186V1023,381517,752SH DFND2,5510,76406,988
LGI HOMES INCCOM50187T10696,079827,053SH DFND2,20,5,8729,184097,869
LHC GROUP INCCOM50187A107201,299947,021SH DFND13,19,2,20,5,6,8804,136300142,585
LIBERTY BROADBAND CORPCOM SER A53030710769,476489,923SH DFND10,11,12,13,19,2,20,5,6,8407,03911,50071,384
AMERICAN NATIONAL GROUP INCCOM NEW02772A1097,677113,683SH DFND2,20,5,896,061017,622
LIBERTY BROADBAND CORPCOM SER C530307305348,6552,440,363SH DFND10,11,12,13,19,2,20,5,6,82,002,87649,487388,000
LIBERTY GLOBAL PLCSHS CL AG5480U10450,6932,412,789SH DFND10,11,12,13,19,2,20,5,6,81,596,292108,119708,378
LIBERTY GLOBAL PLCSHS CL CG5480U120111,9975,453,980SH DFND10,11,12,13,19,2,20,5,6,83,972,913201,4451,279,622
LIBERTY LATIN AMERICA LTDCOM CL AG9001E1028,4651,026,089SH DFND12,13,2,20,5,8772,7341,326252,029
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12829,0683,571,037SH DFND12,13,2,20,5,82,824,8682,595743,574
LIBERTY LATIN AMERICA LTDNOTE 2.000% 7/153069QAB59,43511,469,000PRN DFND2,511,469,00000
LIBERTY MEDIA CORP DELCOM A BRAVES GRP5312297064,363208,964SH DFND13,2,20,5,8155,36637053,228
LIBERTY MEDIA CORP DELCOM A SIRIUSXM53122940971,4372,153,671SH DFND10,12,13,19,2,20,5,6,81,522,58649,749581,336
LIBERTY MEDIA CORP DELCOM C BRAVES GRP53122988816,341777,781SH DFND13,2,20,5,8564,761880212,140
LIBERTY MEDIA CORP DELCOM C SIRIUSXM531229607131,9123,987,661SH DFND10,12,13,19,2,20,5,6,83,221,385122,285643,991
AMERICAN NATL BANKSHARES INCCOM0277451084,524216,258SH DFND13,2,20,5162,727053,531
LIBERTY MEDIA CORP DELCOM SER A FRMLA5312298708,558255,385SH DFND12,13,2,20221,199034,186
LIBERTY MEDIA CORP DELCOM SER C FRMLA531229854140,8103,882,263SH DFND10,12,13,19,2,20,5,6,83,103,51796,548682,198
LIBERTY MEDIA CORP DELDEB 3.750% 2/1530715AL56,7359,050,000PRN DFND29,050,00000
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF913,54511,375,000PRN DFND2,511,375,00000
LIBERTY MEDIA CORP DELNOTE 1.375%10/1531229AB829,20826,477,000PRN DFND2,526,477,00000
LIBERTY OILFIELD SVCS INCCOM CL A53115L10413,8671,735,571SH DFND2,20,5,81,479,1880256,383
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651022,7001,560,645SH DFND2,20,5,81,287,0633,014270,568
LIFE STORAGE INCCOM53223X107217,2932,064,152SH DFND10,12,13,19,2,20,5,6,81,720,14913,161330,842
LIFETIME BRANDS INCCOM53222Q1031,978209,315SH DFND2,20165,183044,132
LIFEVANTAGE CORPCOM NEW53222K2053,221266,819SH DFND2,20,5210,438056,381
AMERICAN OUTDOOR BRANDS INCCOM02875D1093,271251,001SH DFND2,20,5209,3082541,668
LIGAND PHARMACEUTICALS INCCOM NEW53220K50492,615971,627SH DFND13,2,20,5,6,8898,39014873,089
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF58,9409,825,000PRN DFND2,59,825,00000
LILLY ELI & COCOM5324571085,171,09634,935,118SH DFND1,10,11,12,13,19,2,20,5,6,829,717,659663,8904,553,569
LIMELIGHT NETWORKS INCCOM53261M10415,7042,726,441SH DFND2,20,5,82,117,7350608,706
LIMESTONE BANCORP INCCOM53262L10551548,988SH DFND2,2036,785012,203
LIMONEIRA COCOM5327461044,265298,252SH DFND2,20,5240,249058,003
LINCOLN EDL SVCS CORPCOM5335351006411,584SH DFND2011,58400
LINCOLN ELEC HLDGS INCCOM533900106254,4132,749,676SH DFND13,19,2,20,5,6,82,603,848895144,933
LINCOLN NATL CORP INDCOM534187109287,9089,189,525SH DFND10,11,12,13,19,2,20,5,6,87,955,366218,0991,016,060
LINDBLAD EXPEDITIONS HLDGS ICOM5352191095,184609,122SH DFND2,20,5,8463,4090145,713
AMERICAN PUBLIC EDUCATION INCOM02913V10314,194503,503SH DFND2,20,5,8425,138078,365
LINDE PLCSHSG5494J1034,995,23920,976,943SH DFND10,11,12,13,19,2,20,5,6,818,158,537164,5162,653,890
LINDSAY CORPCOM53555510633,361345,062SH DFND2,20,5,8292,47640052,186
LINE CORPSPONSORED ADR53567X1012,89957,071SH DFND2,2057,07100
LINEAGE CELL THERAPEUTICS INCOM53566P1095458,154SH DFND2058,15400
LIONS GATE ENTMNT CORPCL A VTG5359194016,796716,875SH DFND13,2,20,5,8532,0941,200183,581
LIONS GATE ENTMNT CORPCL B NON VTG53591950013,1321,505,915SH DFND13,2,20,5,81,246,293612259,010
LIPOCINE INC NEWCOM53630X1041712,400SH DFND2012,40000
LIQUIDIA TECHNOLOGIES INCCOM53635D2021,611327,483SH DFND2,20,5266,776060,707
LIQUIDITY SERVICES INCCOM53635B1075,927794,476SH DFND2,20698,009096,467
LITHIA MTRS INCCL A536797103164,478721,586SH DFND10,12,2,20,5,6,8614,3861,980105,220
AMERICAN RENAL ASSOCS HLDGSCOM0292271052,026293,626SH DFND2,20234,647058,979
LITTELFUSE INCCOM53700810499,997563,872SH DFND13,19,2,20,5,6,8500,92234962,601
LIVANOVA PLCSHSG5509L10174,8451,655,492SH DFND13,2,20,5,6,81,422,7312,276230,485
LIVE NATION ENTERTAINMENT INCOM538034109351,7236,527,888SH DFND10,11,12,13,19,2,20,5,6,85,785,51669,705672,667
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ216,12114,570,000PRN DFND2,514,570,00000
LIVE OAK BANCSHARES INCCOM53803X10515,371606,832SH DFND2,20,5,8473,6590133,173
LIVENT CORPCOM53814L10841,7144,650,351SH DFND2,20,5,83,978,9401,460669,951
LIVEPERSON INCCOM53814610196,5781,857,628SH DFND2,20,5,81,565,598636291,394
LIVERAMP HLDGS INCCOM53815P108102,2481,975,053SH DFND13,19,2,20,5,6,81,681,758665292,630
LIVEXLIVE MEDIA INCCOM NEW53839L2081,485572,363SH DFND2,20480,156092,207
LIVONGO HEALTH INCCOM53918310390,114643,441SH DFND13,2,20,5,8524,723400118,318
AMERICAN RIV BANKSHARESCOM02932610522022,119SH DFND202,233019,886
LKQ CORPCOM501889208339,71712,250,877SH DFND10,11,12,13,19,2,20,5,6,810,436,340207,4601,607,077
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391094534,285SH DFND2034,28500
LOCKHEED MARTIN CORPCOM53983010916,184,33842,225,887SH DFND1,10,11,12,13,19,2,20,5,6,810,158,02831,155,660912,199
LOEWS CORPCOM540424108397,79711,447,406SH DFND10,11,12,13,19,2,20,5,6,89,719,255273,2121,454,939
LOGICBIO THERAPEUTICS INCCOM54142F1021,432157,665SH DFND2,20119,992037,673
LOGITECH INTL S ASHSH504302322,28729,577SH DFND2,2029,57700
LOMA NEGRA CORPSPONSORED ADS54150E104921213,628SH DFND2,20,5177,999035,629
LORAL SPACE & COMMUNICATNS ICOM5438811064,969271,555SH DFND2,20,5,8218,13256252,861
LOUISIANA PAC CORPCOM546347105103,2323,498,210SH DFND13,19,2,20,5,6,82,966,8212,053529,336
LOVESAC COMPANYCOM54738L1094,315155,704SH DFND2,20,5125,520030,184
AARONS INCCOM PAR $0.50002535300116,9492,062,949SH DFND19,2,20,5,6,81,749,540804312,605
AMERICAN RLTY INVS INCCOM02917410919821,803SH DFND2,2012,23109,572
LOWES COS INCCOM5486611075,592,30633,717,026SH DFND1,10,11,12,13,19,2,20,5,6,829,368,888561,1683,786,970
LPL FINL HLDGS INCCOM50212V10078,3801,022,298SH DFND13,2,20,5,8825,3896,500190,409
LSB INDS INCCOM5021601042817,289SH DFND2017,28900
LSI INDS INCCOM50216C1082,227329,942SH DFND2,20248,042081,900
LTC PPTYS INCCOM50217510289,3252,562,405SH DFND1,10,2,20,5,82,227,92611,427323,052
LULULEMON ATHLETICA INCCOM550021109959,6402,913,562SH DFND10,11,12,13,19,2,20,5,6,82,193,010206,243514,309
LUMBER LIQUIDATORS HLDGS INCCOM55003T10718,937858,830SH DFND2,20,5755,7730103,057
LUMEN TECHNOLOGIES INCCOM156700106612,99360,752,486SH DFND1,10,11,12,13,19,2,20,5,6,844,003,817640,64616,108,023
LUMENTUM HLDGS INCCOM55024U109129,1041,718,409SH DFND13,19,2,20,5,6,81,535,230671182,508
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB511,9318,538,000PRN DFND2,58,538,00000
AMERICAN SOFTWARE INCCL A0296831099,080646,741SH DFND2,20,5,8506,4300140,311
LUMINEX CORP DELCOM55027E10239,4021,495,920SH DFND2,20,5,6,81,301,9500193,970
LUNA INNOVATIONSCOM5503511002,042341,499SH DFND2,20262,569078,930
LUTHER BURBANK CORPCOM5505501073,323397,993SH DFND2,20,5305,348092,645
LUXFER HOLDINGS PLCSHSG5698W1167,856625,937SH DFND2,20,5,8501,8230124,114
LYDALL INC DELCOM5508191068,484512,911SH DFND2,20,5445,543067,368
LYFT INCCL A COM55087P10494,6923,437,085SH DFND12,13,19,2,20,53,206,4570230,628
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100847,66812,025,364SH DFND10,11,12,13,19,2,20,5,6,810,118,950500,5341,405,880
LYRA THERAPEUTICS INCCOM55234L10550945,506SH DFND2,2035,53309,973
M & T BK CORPCOM55261F104601,1426,527,766SH DFND10,12,13,19,2,20,5,6,85,850,87080,765596,131
M D C HLDGS INCCOM55267610887,2041,851,457SH DFND2,20,5,81,609,8010241,656
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112077,678530,234SH DFND2,20455,006075,228
M/I HOMES INCCOM55305B10147,2451,025,957SH DFND2,20,5,8890,7560135,201
MACATAWA BK CORPCOM5542251023,828586,221SH DFND13,2,20,5469,4490116,772
MACERICH COCOM55438210148,3987,127,771SH DFND10,12,13,2,20,5,6,85,852,37141,1671,234,233
MACK CALI RLTY CORPCOM55448910455,4294,392,122SH DFND10,13,2,20,5,83,671,12723,628697,367
MACKINAC FINL CORPCOM5545711091,689172,485SH DFND2,20126,884045,601
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10047,4801,396,065SH DFND2,20,5,81,177,132527218,406
MACQUARIE INFRASTRUCTURE CORCOM55608B10544,1321,641,215SH DFND12,13,2,20,5,81,471,281600169,334
MACQUARIE INFRASTRUCTURE CORNOTE 2.000%10/055608BAB19,1899,975,000PRN DFND2,59,975,00000
MACROGENICS INCCOM55609910958,1812,309,668SH DFND2,20,5,82,076,3130233,355
MACYS INCCOM55616P10481,84314,358,368SH DFND12,13,19,2,20,5,89,805,5582,5134,550,297
AMERICAN TOWER CORP NEWCOM03027X1004,285,67817,646,573SH DFND10,11,12,13,19,2,20,5,6,815,266,475226,1812,153,917
MADDEN STEVEN LTDCOM55626910846,9252,406,404SH DFND2,20,5,82,037,113430368,861
MADISON SQUARE GRDN ENTERTNMCL A55826T10215,480226,021SH DFND13,2,20,5,6,8185,16121640,644
MADISON SQUARE GRDN SPRT CORCL A55825T10335,322234,730SH DFND13,19,2,20,5,8183,77021650,744
MADRIGAL PHARMACEUTICALS INCCOM55886810551,202431,244SH DFND2,20,5,8390,525040,719
MAGELLAN HEALTH INCCOM NEW55907920772,524957,031SH DFND12,2,20,5,8704,91398252,020
MAGENTA THERAPEUTICS INCCOM55910K1082,411354,567SH DFND2,20,5291,447063,120
MAGIC SOFTWARE ENTERPRISES LORD55916610386365,756SH DFND2,2065,75600
MAGNACHIP SEMICONDUCTOR CORPCOM55933J2034,478326,885SH DFND2,20,5,8323,38503,500
MAGNITE INCCOM55955D10019,6442,828,477SH DFND2,20,5,82,389,6250438,852
MAGNOLIA OIL & GAS CORPCL A55966310920,8344,029,794SH DFND2,20,53,527,3770502,417
AMERICAN VANGUARD CORPCOM03037110811,539878,151SH DFND2,20,5,8748,605953128,593
MAGYAR BANCORP INCCOM55977T10930436,978SH DFND200036,978
MAIDEN HOLDINGS LTDSHSG5753U1126553,087SH DFND2053,08700
MAINSTREET BANCSHARES INCCOM56064Y1001,496122,253SH DFND2,2096,378025,875
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W1091,49997,606SH DFND2,2097,60600
MALIBU BOATS INCCOM CL A56117J10019,653396,541SH DFND2,20,5,8310,226086,315
MALVERN BANCORP INCCOM56140910327923,632SH DFND202,100021,532
MANCHESTER UTD PLC NEWORD CL AG5784H10637025,477SH DFND225,47700
MANHATTAN ASSOCS INCCOM562750109144,4161,512,364SH DFND13,19,2,20,5,6,81,357,864900153,600
MANITOWOC CO INCCOM NEW5635714056,987830,846SH DFND2,20,5,8682,9661,196146,684
MANNKIND CORPCOM NEW56400P7067,0073,727,072SH DFND2,20,53,045,6420681,430
AMERICAN WOODMARK CORPORATIOCOM03050610938,772493,659SH DFND2,20,5,8420,82826172,570
MANPOWERGROUP INCCOM56418H100134,3101,831,590SH DFND12,13,19,2,20,5,6,81,684,5086,532140,550
MANTECH INTL CORPCL A56456310461,288889,780SH DFND2,20,5,8767,519407121,854
MARATHON OIL CORPCOM565849106211,13551,622,230SH DFND1,10,12,13,19,2,20,5,6,846,554,9759,6675,057,588
MARATHON PETE CORPCOM56585A1021,102,10837,563,314SH DFND1,10,11,12,13,19,2,20,5,6,833,899,634494,7773,168,903
MARCHEX INCCL B56624R1082712,614SH DFND2012,61400
MARCUS & MILLICHAP INCCOM56632410919,470707,490SH DFND2,20,5,8602,2520105,238
MARCUS CORP DELCOM5663301066,260809,784SH DFND2,20,5,8714,554095,230
MARINE PRODS CORPCOM5684271082,250143,874SH DFND2,20,5117,398026,476
MARINEMAX INCCOM56790810820,749808,288SH DFND2,20,5,8704,4220103,866
MARINUS PHARMACEUTICALS INCCOM NEW56854Q2004,925383,295SH DFND2,20,5309,584073,711
AMERICAN WTR WKS CO INC NEWCOM0304201031,383,0009,545,830SH DFND10,11,12,13,19,2,20,5,6,88,431,887111,3911,002,552
MARKEL CORPCOM570535104330,893339,831SH DFND10,11,12,13,19,2,20,5,6,8279,3066,60353,922
MARKER THERAPEUTICS INCCOM57055L107844562,503SH DFND2,20450,2280112,275
MARKETAXESS HLDGS INCCOM57060D108818,5221,699,624SH DFND10,11,12,13,19,2,20,5,6,81,419,36057,975222,289
MARLIN BUSINESS SVCS CORPCOM5711571061,013143,748SH DFND2,20107,833035,915
MARRIOTT INTL INC NEWCL A5719032021,051,46511,357,365SH DFND1,10,11,12,13,19,2,20,5,6,89,887,797142,2081,327,360
MARRIOTT VACTINS WORLDWID COCOM57164Y107113,8511,253,729SH DFND1,13,2,20,5,6,81,056,839515196,375
MARRONE BIO INNOVATIONS INCCOM57165B106816669,048SH DFND2,20446,7330222,315
MARSH & MCLENNAN COS INCCOM5717481022,555,41122,279,083SH DFND10,11,12,13,19,2,20,5,6,818,917,832350,9033,010,348
MARTEN TRANS LTDCOM57307510834,9372,140,775SH DFND2,20,5,81,860,2150280,560
MARTIN MARIETTA MATLS INCCOM573284106733,5093,116,540SH DFND10,11,12,13,19,2,20,5,6,82,657,72537,785421,030
AMERICAS CAR-MART INCCOM03062T10517,526206,481SH DFND2,20,5,8178,733027,748
MARVELL TECHNOLOGY GROUP LTDORDG5876H105562,21314,161,531SH DFND10,11,12,13,19,2,20,5,6,811,623,782404,6002,133,149
MASCO CORPCOM574599106676,59112,272,655SH DFND10,11,12,13,19,2,20,5,6,810,496,976397,9881,377,691
MASIMO CORPCOM574795100388,3391,645,085SH DFND10,11,12,13,19,2,20,5,6,81,434,20553,552157,328
MASONITE INTL CORPCOM57538510948,029488,100SH DFND2,20,5,8377,753200110,147
MASTEC INCCOM57632310972,2571,712,258SH DFND13,2,20,5,6,81,442,856487268,915
MASTECH DIGITAL INCCOM57633B10080744,794SH DFND2,2035,71309,081
MASTERCARD INCORPORATEDCL A57636Q10412,219,00336,132,723SH DFND10,11,12,13,19,2,20,5,6,830,835,038980,9554,316,730
MASTERCRAFT BOAT HLDGS INCCOM57637H1036,005343,318SH DFND2,20,5276,639066,679
MATADOR RES COCOM57648520556,6956,863,752SH DFND2,20,56,434,6342,200426,918
MATCH GROUP INC NEWCOM57667L107520,7004,705,833SH DFND10,11,12,13,19,2,20,5,6,83,824,889144,236736,708
AMERICOLD RLTY TRCOM03064D108233,8506,504,264SH DFND10,19,2,20,5,85,127,05058,0001,319,214
MATERIALISE NVSPONSORED ADS57667T1003,62898,299SH DFND1,2,2068,299030,000
MATERION CORPCOM57669010153,5241,028,721SH DFND2,20,5,8932,3528796,282
MATINAS BIOPHARMA HLDGS INCCOM57681010597126,700SH DFND20126,70000
MATRIX SVC COCOM57685310511,3961,364,783SH DFND2,20,5,81,240,6651,000123,118
MATSON INCCOM57686G10556,4871,409,010SH DFND2,20,5,81,243,9030165,107
MATTEL INCCOM57708110291,1247,788,358SH DFND12,13,19,2,20,5,6,86,964,1593,270820,929
MATTHEWS INTL CORPCL A57712810122,345999,329SH DFND2,20,5,8850,66171148,597
MAUI LD & PINEAPPLE INCCOM5773451011,114102,981SH DFND2,2083,751019,230
MAXAR TECHNOLOGIES INCCOM57778K10576,9083,083,704SH DFND13,2,20,5,82,782,813250300,641
MAXEON SOLAR TECHNOLOGIES LTSHSY584731024,190247,066SH DFND2,20,5214,079032,987
AMERIPRISE FINL INCCOM03076C106838,9715,443,976SH DFND1,10,12,13,19,2,20,5,6,84,560,924193,048690,004
MAXIM INTEGRATED PRODS INCCOM57772K101783,44911,587,762SH DFND1,10,11,12,13,19,2,20,5,6,89,880,086423,2411,284,435
MAXIMUS INCCOM577933104165,0642,412,867SH DFND13,19,2,20,5,6,82,079,553510332,804
MAXLINEAR INCCOM57776J10059,8522,575,400SH DFND2,20,5,82,269,389500305,511
MAYVILLE ENGINEERING CO INCCOM57860510788296,017SH DFND2,2072,299023,718
MBIA INCCOM55262C1007,3191,207,797SH DFND2,20,5,8949,4040258,393
MCCORMICK & CO INCCOM NON VTG5797802061,237,9866,378,082SH DFND10,11,12,13,19,2,20,5,6,85,407,44076,135894,507
MCDONALDS CORPCOM5801351018,375,85438,160,528SH DFND1,10,11,12,13,19,2,20,5,6,828,454,666453,1229,252,740
MCEWEN MNG INCCOM58039P107810763,919SH DFND2,20,5,8583,7200180,199
MCGRATH RENTCORPCOM58058910931,522528,976SH DFND10,2,20,5,8400,71812,225116,033
MCKESSON CORPCOM58155Q1031,130,5797,570,266SH DFND10,11,12,13,19,2,20,5,6,86,450,387134,759985,120
ABB LTDSPONSORED ADR00037520412,219480,101SH DFND1,2,20437,816042,285
AMERIS BANCORPCOM03076K10858,4562,549,322SH DFND2,20,5,82,184,7511,400363,171
MDU RES GROUP INCCOM552690109320,88014,131,104SH DFND13,2,20,5,6,813,638,6541,690490,760
MECHEL PAOSPONSORED ADR NE5838406081,5241,009,295SH DFND2,20,5886,2784,600118,417
MEDALLIA INCCOM58402110928,0521,023,056SH DFND2,20,5,8829,424800192,832
MEDICAL PPTYS TRUST INCCOM58463J304401,12922,410,386SH DFND10,11,12,13,19,2,20,5,6,818,550,985455,2813,404,120
MEDICINOVA INCCOM NEW58468P2063,995762,428SH DFND2,20,5619,9240142,504
MEDIFAST INCCOM58470H10156,623341,965SH DFND2,20,5,8287,2104,31850,437
MEDNAX INCCOM58502B10653,0353,257,648SH DFND12,13,2,20,5,6,82,380,349892876,407
MEDPACE HLDGS INCCOM58506Q10994,119842,227SH DFND2,20,5,6,8715,328400126,499
MEDTRONIC PLCSHSG5960L1036,060,16957,994,497SH DFND10,11,12,13,19,2,20,5,6,850,441,211911,8236,641,463
MEI PHARMA INCCOM NEW55279B2025,6451,809,409SH DFND2,20,51,465,7740343,635
AMERISAFE INCCOM03071H10035,515619,158SH DFND2,20,5,8528,15750090,501
MEIRAGTX HLDGS PLCCOMG596651025,010378,373SH DFND2,20,5,8302,682075,691
MELCO RESORTS AND ENTMNT LTDADR58546410083,8605,036,627SH DFND1,10,12,13,19,2,20,5,6,83,032,857336,8081,666,962
MERCADOLIBRE INCCOM58733R102537,709496,738SH DFND10,11,12,13,19,2,20,5,6,8369,76522,478104,495
MERCADOLIBRE INCNOTE 2.000% 8/158733RAD453,07320,966,000PRN DFND2,520,966,00000
MERCANTILE BANK CORPCOM5873761046,214344,865SH DFND2,20,5,8273,962070,903
MERCER INTL INCCOM5880561013,727559,126SH DFND2,20,5,8526,125033,001
MERCHANTS BANCORP INDCOM58844R1084,148209,600SH DFND2,20,5160,359049,241
MERCK & CO. INCCOM58933Y1059,778,775117,030,114SH DFND1,10,11,12,13,19,2,20,5,6,895,766,5902,883,52418,380,000
MERCURY GENL CORP NEWCOM58940010049,2151,189,633SH DFND12,2,20,5,6,81,128,3042,73458,595
MERCURY SYS INCCOM589378108144,1011,860,327SH DFND13,19,2,20,5,6,81,718,282399141,646
AMERISOURCEBERGEN CORPCOM03073E105688,2497,101,212SH DFND10,11,12,13,19,2,20,5,6,85,939,594137,6011,024,017
MEREDITH CORPCOM58943310119,1061,456,255SH DFND2,20,5,81,280,0581,362174,835
MERIDIAN BANCORP INC MDCOM58958U10311,4161,094,420SH DFND2,20,5,8840,0690254,351
MERIDIAN BIOSCIENCE INCCOM58958410135,7472,105,259SH DFND2,20,5,81,908,214500196,545
MERIDIAN CORPORATIONCOM58958P10487554,246SH DFND2,2040,757013,489
MERIT MED SYS INCCOM58988910490,5652,081,959SH DFND2,20,5,81,577,121372504,466
MERITAGE HOMES CORPCOM59001A102132,6701,201,829SH DFND10,12,2,20,5,81,019,8136,580175,436
MERITOR INCCOM59001K10047,1532,251,804SH DFND2,20,5,81,913,799303337,702
MERRIMACK PHARMACEUTICALS INCOM NEW5903282094511,185SH DFND2011,18500
MERSANA THERAPEUTICS INCCOM59045L10654,8722,946,913SH DFND13,2,20,5,82,703,173100243,640
MERUS N VCOMN5749R10031526,268SH DFND2,20,5,822,56803,700
AMES NATL CORPCOM0310011002,865169,629SH DFND2,20,5139,950029,679
MESA AIR GROUP INCCOM NEW5904791352,377805,821SH DFND2,20700,8170105,004
MESA LABS INCCOM59064R10943,920172,397SH DFND2,20,5,8151,485020,912
MESOBLAST LTDSPONS ADR5907171041,02155,000SH DFND10055,000
META FINL GROUP INCCOM59100U10819,4591,009,797SH DFND2,20,5,8850,7770159,020
METHODE ELECTRS INCCOM59152020033,6821,181,811SH DFND2,20,5,81,004,069108177,634
METLIFE INCCOM59156R1081,332,04735,836,620SH DFND10,11,12,13,19,2,20,5,6,830,861,170551,6874,423,763
METROCITY BANKSHARES INCCOM59165J1053,165240,312SH DFND2,20,5181,498058,814
METROPOLITAN BK HLDG CORPCOM5917741043,436122,731SH DFND2,20,599,073023,658
METTLER TOLEDO INTERNATIONALCOM592688105999,0621,034,493SH DFND10,11,12,13,19,2,20,5,6,8879,82430,429124,240
MFA FINL INCCOM55272X10236,57913,398,682SH DFND12,13,2,20,5,811,127,0203,2632,268,399
AMETEK INCCOM031100100928,9069,345,130SH DFND10,11,12,13,19,2,20,5,6,88,180,591138,5871,025,952
MGE ENERGY INCCOM55277P10448,567775,093SH DFND2,20,5,8610,601548163,944
MGIC INVT CORP WISCOM55284810361,5546,947,350SH DFND1,12,13,2,20,5,86,135,7632,870808,717
MGM GROWTH PPTYS LLCCL A COM55303A10514,366504,697SH DFND20,5,8308,8841,800194,013
MGM RESORTS INTERNATIONALCOM552953101390,69017,962,746SH DFND10,12,13,19,2,20,5,6,815,424,988300,7402,237,018
MGP INGREDIENTS INC NEWCOM55303J10616,942426,314SH DFND2,20,5,8363,210063,104
MICHAELS COS INCCOM59408Q10627,0052,797,021SH DFND12,2,20,5,82,437,1022,800357,119
MICRO FOCUS INTL PLCSPON ADR NEW59483740324375,559SH DFND2,2028,16856846,823
MICROCHIP TECHNOLOGY INC.COM5950171041,014,6489,873,962SH DFND1,10,11,12,13,19,2,20,5,6,88,581,572127,7411,164,649
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD617,3187,741,000PRN DFND2,57,741,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF139,33125,545,000PRN DFND2,525,545,00000
AMGEN INCCOM0311621007,949,87031,278,999SH DFND1,10,11,12,13,19,2,20,5,6,822,031,823659,5468,587,630
MICROCHIP TECHNOLOGY INC.NOTE 2.250% 2/1595017AH727,21618,085,000PRN DFND2,518,085,00000
MICRON TECHNOLOGY INCCOM5951121032,213,53647,136,625SH DFND10,11,12,13,19,2,20,5,6,840,180,2131,216,8645,739,548
MICROSOFT CORPCOM59491810464,992,834309,004,107SH DFND1,10,11,12,13,19,2,20,5,6,8259,902,0436,715,66142,386,403
MICROSTRATEGY INCCL A NEW59497240839,334261,252SH DFND2,20,5,6,8223,764037,488
MICROVISION INC DELCOM NEW5949603047236,802SH DFND2036,80200
MID PENN BANCORP INCCOM59540G1072,032117,369SH DFND2,2094,643022,726
MID-AMER APT CMNTYS INCCOM59522J103781,5226,740,166SH DFND10,11,12,13,19,2,20,5,6,85,633,98398,9801,007,203
MIDDLEBY CORPCOM596278101109,5891,221,594SH DFND13,2,20,5,6,81,098,121479122,994
MIDDLEFIELD BANC CORPCOM NEW5963042041,22963,700SH DFND2,2050,200013,500
MIDDLESEX WTR COCOM59668010821,955353,261SH DFND2,20,5,8275,60120077,460
AMICUS THERAPEUTICS INCCOM03152W109126,0788,929,059SH DFND13,2,20,5,87,720,9203,5001,204,639
MIDLAND STS BANCORP INC ILLCOM5977421056,793528,612SH DFND2,20,5,8395,1480133,464
MIDWESTONE FINL GROUP INC NECOM5985111034,898274,072SH DFND2,20,5,8210,955063,117
MILESTONE PHARMACEUTICALS INCOM59935V10712917,562SH DFND217,56200
MILESTONE SCIENTIFIC INCCOM NEW59935P209466335,313SH DFND2,20253,859081,454
MILLER HERMAN INCCOM60054410054,3141,800,866SH DFND2,20,5,6,81,519,326347281,193
MILLER INDS INC TENNCOM NEW6005512047,552247,041SH DFND2,20,5205,892041,149
MIMECAST LTDORD SHSG1483810954,7451,166,777SH DFND2,20,5,8893,5571,100272,120
MINERALS TECHNOLOGIES INCCOM60315810652,9881,036,954SH DFND2,20,5,6,8873,509914162,531
MINERVA NEUROSCIENCES INCCOM6033801061,942610,589SH DFND2,20,5506,9210103,668
MIRAGEN THERAPEUTICS INCCOM60463E1031012,400SH DFND2012,40000
AMKOR TECHNOLOGY INCCOM03165210023,6742,113,713SH DFND2,20,5,81,642,869432470,412
MIRATI THERAPEUTICS INCCOM60468T105180,6361,087,840SH DFND13,2,20,5,8922,180500165,160
MIRUM PHARMACEUTICALS INCCOM6047491011,981102,803SH DFND2,2086,797016,006
MISONIX INCCOM6048711032,156183,776SH DFND2,20,5140,614043,162
MISTRAS GROUP INCCOM60649T1071,281327,593SH DFND2,20266,486061,107
MITEK SYS INCCOM NEW60671020011,761923,121SH DFND2,20,5,8723,3570199,764
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS60682210410225,470SH DFND2025,47000
MIX TELEMATICS LTDSPONSORED ADR60688N10283593,387SH DFND293,38700
MIZUHO FINANCIAL GROUP INC.SPONSORED ADR60687Y1093313,100SH DFND2013,10000
MKS INSTRS INCCOM55306N104137,2901,256,887SH DFND13,19,2,20,5,6,81,111,349601144,937
MMA CAPITAL HOLDINGS INCCOM55315D1051,53968,373SH DFND2,2051,140017,233
AMN HEALTHCARE SVCS INCCOM00174410187,5181,497,065SH DFND13,2,20,5,81,265,933705230,427
MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109100,24111,482,404SH DFND1,10,12,13,19,2,20,5,87,843,505368,0933,270,806
MOBILEIRON INCCOM NEW60739U20417,8972,553,001SH DFND2,20,5,81,955,9200597,081
MODEL N INCCOM60752510224,847704,277SH DFND2,20,5,8556,0110148,266
MODERNA INCCOM60770K107465,8136,583,927SH DFND10,11,12,13,19,2,20,5,6,85,524,062140,359919,506
MODINE MFG COCOM6078281007,2771,164,274SH DFND2,20,5983,9650180,309
MOELIS & COCL A60786M10537,5901,069,725SH DFND2,20,5,8824,2840245,441
MOHAWK INDS INCCOM608190104311,6643,193,606SH DFND10,11,12,13,19,2,20,5,6,82,817,99963,504312,103
MOLECULAR TEMPLATES INCCOM6085501094,923450,847SH DFND2,20,5,8371,090079,757
MOLINA HEALTHCARE INCCOM60855R100345,1481,885,640SH DFND10,11,12,13,19,2,20,5,6,81,587,47695,877202,287
MOLSON COORS BEVERAGE COCL B60871R209302,6519,018,221SH DFND10,12,13,19,2,20,5,6,87,732,108114,0721,172,041
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1059,6732,493,033SH DFND2,20,5,82,030,5532,533459,947
MOMENTA PHARMACEUTICALS INCCOM60877T100238,0994,536,941SH DFND13,2,20,5,83,980,8631,100554,978
MOMO INCADR60879B10743,4503,157,684SH DFND1,10,12,13,19,2,20,5,82,451,58397,100609,001
MOMO INCNOTE 1.250% 7/060879BAB312,53515,922,000PRN DFND2,515,922,00000
MONARCH CASINO & RESORT INCCOM60902710718,853422,702SH DFND2,20,5,8344,845077,857
MONDELEZ INTL INCCL A6092071053,844,81066,562,091SH DFND10,11,12,13,19,2,20,5,6,858,190,6651,079,2347,292,192
MONEYGRAM INTL INCCOM NEW60935Y2082,593918,006SH DFND2,20,5734,9060183,100
MONGODB INCCL A60937P106226,340977,667SH DFND10,11,12,13,19,2,20,5,6,8780,25522,875174,537
MONMOUTH REAL ESTATE INVT COCL A60972010752,4683,788,317SH DFND10,2,20,5,83,002,09625,705760,516
MONOLITHIC PWR SYS INCCOM609839105291,5501,040,853SH DFND13,19,2,20,5,6,8931,460500108,893
MONRO INCCOM61023610144,7371,102,704SH DFND2,20,5,8949,674329152,701
ABBOTT LABSCOM0028241008,018,02573,674,771SH DFND1,10,11,12,13,19,2,20,5,6,863,790,0241,228,0088,656,739
AMPHASTAR PHARMACEUTICALS INCOM03209R10324,1971,290,490SH DFND2,20,5,81,068,5900221,900
MONSTER BEVERAGE CORP NEWCOM61174X1091,385,57317,276,467SH DFND10,11,12,13,19,2,20,5,6,814,665,554574,6542,036,259
MONTAGE RES CORPCOM61179L1001,776404,537SH DFND2,20323,583080,954
MONTROSE ENVIRONMENTAL GROUPCOM6151111013,178133,428SH DFND2,2097,775035,653
MOODYS CORPCOM6153691052,000,4816,901,779SH DFND10,11,12,13,19,2,20,5,6,85,902,209122,783876,787
MOOG INCCL A61539420283,1571,308,946SH DFND13,2,20,5,81,170,015288138,643
MORGAN STANLEYCOM NEW6174464485,368,521111,034,564SH DFND10,12,13,19,2,20,5,6,843,579,85760,636,1696,818,538
MORNINGSTAR INCCOM61770010946,077286,890SH DFND19,2,20,5,8229,69712657,067
MORPHIC HLDG INCCOM61775R1056,228227,790SH DFND2,20,5183,174044,616
MOSAIC CO NEWCOM61945C103331,33118,135,253SH DFND10,11,12,13,19,2,20,5,6,814,503,038230,9503,401,265
MOTORCAR PTS AMER INCCOM6200711008,994578,029SH DFND2,20,5513,471064,558
AMPHENOL CORP NEWCL A0320951011,398,92612,890,875SH DFND10,11,12,13,19,2,20,5,6,811,021,222305,5951,564,058
MOTOROLA SOLUTIONS INCCOM NEW6200763071,181,4137,503,595SH DFND10,11,12,13,19,2,20,5,6,86,192,306118,3721,192,917
MOVADO GROUP INCCOM6245801066,288632,622SH DFND2,20,5570,540062,082
MR COOPER GROUP INCCOM62482R10752,2222,339,690SH DFND2,20,5,81,990,8250348,865
MRC GLOBAL INCCOM55345K1037,1081,660,643SH DFND2,20,5,81,258,461200401,982
MSA SAFETY INCCOM553498106205,2001,529,404SH DFND13,19,2,20,5,6,81,442,78032686,298
MSC INDL DIRECT INCCL A55353010667,8721,072,572SH DFND13,19,2,20,5,6,8962,720748109,104
MSCI INCCOM55354G1001,283,9443,598,699SH DFND10,11,12,13,19,2,20,5,6,83,135,99978,940383,760
MSG NETWORK INCCL A5535731068,341871,530SH DFND2,20,5,8667,4931,848202,189
MTS SYS CORPCOM55377710313,517707,339SH DFND2,20,5,8611,76756195,011
MUELLER INDS INCCOM62475610247,4241,752,565SH DFND2,20,5,81,488,651218263,696
AMPIO PHARMACEUTICALS INCCOM03209T1094546,838SH DFND2046,83800
MUELLER WTR PRODS INCCOM SER A62475810834,8143,350,689SH DFND2,20,5,82,601,5442,315746,830
MURPHY OIL CORPCOM62671710265,7517,371,140SH DFND12,13,19,2,20,5,6,87,134,9601,579234,601
MURPHY USA INCCOM626755102116,757910,243SH DFND12,13,19,2,20,5,6,8777,723269132,251
MUSTANG BIO INCCOM62818Q1041,652524,436SH DFND2,20435,757088,679
MVB FINL CORPCOM5538101022,409150,831SH DFND2,20121,406029,425
MYERS INDS INCCOM62846410915,4831,158,448SH DFND2,20,5,81,008,6420149,806
MYLAN NVSHS EURON59465109356,66624,050,293SH DFND10,11,12,13,19,2,20,5,6,820,790,797533,0052,726,491
MYOKARDIA INCCOM62857M105146,4441,074,189SH DFND13,2,20,5,8836,061400237,728
MYOVANT SCIENCES LTDCOMG637AM1021,25589,294SH DFND2,20,5,846,077043,217
MYR GROUP INC DELCOM55405W10419,077513,101SH DFND2,20,5,8438,496074,605
AMPLIFY ENERGY CORP NEWCOM03212B103175205,375SH DFND2,20205,37500
MYRIAD GENETICS INCCOM62855J10456,5664,337,882SH DFND2,20,5,83,996,9981,182339,702
NABORS INDS INC NEWNOTE 0.750% 1/162957HAB11,3125,800,000PRN DFND25,800,00000
NABORS INDUSTRIES LTDSHSG6359F1375,430222,159SH DFND12,13,2,20,5195,190026,969
NABRIVA THERAPEUTICS PLCSHSG63637105455853,069SH DFND2853,06900
NACCO INDS INCCL A6295791031,42478,200SH DFND2,20,562,547015,653
NANO DIMENSION LTDSPONSORD ADS NEW63008G20320872,847SH DFND272,84700
NANOSTRING TECHNOLOGIES INCCOM63009R10933,152741,666SH DFND2,20,5,8570,0260171,640
NANTHEALTH INCCOM630104107989422,750SH DFND2,20359,111063,639
NANTKWEST INCCOM63016Q1023,699533,314SH DFND2,20,5436,061097,253
NAPCO SEC TECHNOLOGIES INCCOM6304021055,453232,050SH DFND2,20,5,8180,842051,208
AMYRIS INCCOM NEW03236M2004,6311,585,994SH DFND2,20,5,81,264,0620321,932
NASDAQ INCCOM631103108632,0095,150,429SH DFND10,11,12,13,19,2,20,5,6,84,316,626127,183706,620
NATERA INCCOM632307104158,7812,197,962SH DFND2,20,5,81,878,855700318,407
NATHANS FAMOUS INC NEWCOM6323471002,67652,224SH DFND2,2042,95309,271
NATIONAL BANKSHARES INC VACOM6348651092,993118,161SH DFND2,20,592,053026,108
NATIONAL BEVERAGE CORPCOM63501710624,978367,270SH DFND2,20,5,8310,095057,175
NATIONAL BK HLDGS CORPCL A63370710425,904986,818SH DFND2,20,5,8836,2580150,560
NATIONAL CINEMEDIA INCCOM6353091073,8171,406,004SH DFND2,20,5,81,084,9432,300318,761
NATIONAL ENERGY SERVICES REUSHSG6375R1072,374372,087SH DFND2,20282,101089,986
NATIONAL FUEL GAS CO N JCOM636180101312,8277,624,608SH DFND12,13,19,2,20,5,67,505,1781,287118,143
NATIONAL GEN HLDGS CORPCOM63622030345,1471,335,719SH DFND2,20,5,81,030,7850304,934
ANALOG DEVICES INCCOM0326541051,767,40215,139,641SH DFND10,11,12,13,19,2,20,5,6,813,063,772270,8191,805,050
NATIONAL GRID PLCSPONSORED ADR NE6362744098,459146,382SH DFND1,2,2027,5270118,855
NATIONAL HEALTH INVS INCCOM63633D104113,1391,844,299SH DFND10,2,20,5,81,472,25812,098359,943
NATIONAL HEALTHCARE CORPCOM63590610019,024302,746SH DFND2,20,5,6,8247,511055,235
NATIONAL INSTRS CORPCOM636518102108,7473,046,128SH DFND13,19,2,20,5,6,82,670,6861,055374,387
NATIONAL OILWELL VARCO INCCOM637071101183,46720,250,224SH DFND10,11,12,13,19,2,20,5,6,817,945,513184,7052,120,006
NATIONAL PRESTO INDS INCCOM63721510420,156246,226SH DFND2,20,5223,85615722,213
NATIONAL RESH CORPCOM NEW63737220213,515274,641SH DFND2,20,5,8210,247064,394
NATIONAL RETAIL PROPERTIES ICOM637417106622,89118,049,584SH DFND10,11,12,13,19,2,20,5,6,816,571,894216,8221,260,868
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN637870106102,7563,141,432SH DFND10,19,2,20,5,82,568,53917,300555,593
NATIONAL VISION HLDGS INCCOM63845R10764,2441,680,009SH DFND19,2,20,5,81,305,3031,400373,306
ANAPLAN INCCOM03272L10897,2291,553,668SH DFND13,19,2,20,5,81,260,3381,000292,330
NATIONAL WESTN LIFE GROUP INCL A6385171028,99149,193SH DFND2,20,5,837,793011,400
NATURA &CO HLDG S AADS63884N1082,565140,869SH DFND1,2,20,877,7454,97658,148
NATURAL GAS SERVICES GROUPCOM63886Q10914416,999SH DFND2016,99900
NATURAL GROCERS BY VITAMIN CCOM63888U1081,857188,379SH DFND2,20156,971031,408
NATURES SUNSHINE PRODS INCCOM6390271011,894163,704SH DFND2,20125,509038,195
NATUS MED INC DELCOM63905010323,4501,368,923SH DFND2,20,5,81,218,5420150,381
NAUTILUS INCCOM63910B1028,223479,180SH DFND2,20,5380,280098,900
NAVIENT CORPORATIONCOM63938C10853,8826,376,609SH DFND1,12,13,19,2,20,5,6,85,426,5272,877947,205
NAVISTAR INTL CORP NEWCOM63934E10842,810983,241SH DFND13,2,20,5,8746,189356236,696
NBT BANCORP INCCOM62877810239,3801,468,305SH DFND19,2,20,5,81,239,175323228,807
ANAPTYSBIO INCCOM03272410617,6061,193,596SH DFND2,20,5,81,090,2100103,386
NCINO INCCOM63947U1074,30554,031SH DFND2,2046,99907,032
NCR CORP NEWCOM62886E108115,2045,203,427SH DFND1,12,13,19,2,20,5,6,84,820,6991,952380,776
NEENAH INCCOM64007910921,299568,441SH DFND2,20,5,8488,391080,050
NEKTAR THERAPEUTICSCOM64026810870,5104,250,121SH DFND13,19,2,20,5,6,83,835,1511,889413,081
NELNET INCCL A64031N10822,189368,282SH DFND2,20,5,8276,0936092,129
NEMAURA MED INCCOM NEW64044220823766,881SH DFND2,2051,068015,813
NEOGEN CORPCOM640491106134,6761,721,099SH DFND19,2,20,5,81,479,247613241,239
NEOGENOMICS INCCOM NEW64049M209115,7243,137,014SH DFND2,20,5,82,647,8961,700487,418
NEOLEUKIN THERAPEUTICS INCCOM64049K1046,679556,577SH DFND2,20,5,8452,6880103,889
NEOPHOTONICS CORPCOM64051T1006,9751,145,355SH DFND2,20,5,8977,5260167,829
ANAVEX LIFE SCIENCES CORPCOM NEW0327973004,052890,490SH DFND2,20,5716,4350174,055
NEOS THERAPEUTICS INCCOM64052L1061324,425SH DFND2024,42500
NESCO HLDGS INCCOM64083J104535129,000SH DFND2,2097,400031,600
NET 1 UEPS TECHNOLOGIES INCCOM NEW64107N2061,403416,458SH DFND2416,45800
NETAPP INCCOM64110D104448,37410,227,507SH DFND10,11,12,13,19,2,20,5,6,88,772,488367,2771,087,742
NETEASE INCSPONSORED ADS64110W102795,4811,749,578SH DFND1,10,11,12,13,19,2,20,5,81,267,60747,796434,175
NETFLIX INCCOM64110L1068,246,40116,491,812SH DFND10,11,12,13,19,2,20,5,6,814,131,466237,9272,122,419
NETGEAR INCCOM64111Q10432,8931,067,252SH DFND2,20,5,6,8918,91496148,242
NETSCOUT SYS INCCOM64115T10451,1562,343,392SH DFND13,19,2,20,5,6,81,937,1021,165405,125
NETSTREIT CORPCOM64119V3032,202120,568SH DFND2,2091,822028,746
NEUBASE THERAPEUTICS INCCOM64132K1022,107277,645SH DFND2,20236,639041,006
ANDERSONS INCCOM03416410321,1841,094,915SH DFND2,20,5,8942,7321,437150,746
NEUROBO PHARMACEUTICALS INCCOM64132R10723341,439SH DFND2,2030,471010,968
NEUROCRINE BIOSCIENCES INCCOM64125C109218,9942,277,389SH DFND10,11,12,13,19,2,20,5,6,81,919,16946,472311,748
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD117,59912,687,000PRN DFND2,512,687,00000
NEVRO CORPCOM64157F10399,974717,689SH DFND13,2,20,5,8562,689200154,800
NEW FORTRESS ENERGY INCCOM CL A6443931002515,700SH DFND205,70000
NEW HOME CO INCCOM6453701077012,900SH DFND2012,90000
NEW JERSEY RESCOM646025106235,0168,593,148SH DFND13,19,2,20,5,6,88,152,1771,356439,615
NEW ORIENTAL ED & TECHNOLOGYSPON ADR647581107456,4273,053,023SH DFND10,11,12,13,19,2,20,5,82,416,60070,913565,510
NEW RELIC INCCOM64829B10036,616649,686SH DFND13,19,2,20,5,8522,863800126,023
NEW RELIC INCNOTE 0.500% 5/064829BAB610,44310,920,000PRN DFND2,510,920,00000
ABBVIE INCCOM00287Y1096,850,27978,208,461SH DFND10,11,12,13,19,2,20,5,6,867,722,4161,348,1629,137,883
ANGI HOMESERVICES INCCOM CL A00183L1025,035453,786SH DFND2,20,5,8394,610059,176
NEW RESIDENTIAL INVT CORPCOM NEW64828T20147,0095,913,047SH DFND12,13,19,2,20,5,84,877,5803,5001,031,967
NEW SR INVT GROUP INCCOM6486911036,2891,572,166SH DFND2,20,51,277,0680295,098
NEW YORK CMNTY BANCORP INCCOM649445103106,52312,880,684SH DFND12,13,19,2,20,5,6,811,775,4885,0171,100,179
NEW YORK MTG TR INCCOM PAR $.0264960450133,13212,619,763SH DFND2,20,5,810,744,64301,875,120
NEW YORK TIMES COCL A650111107145,5783,402,161SH DFND13,19,2,20,5,6,83,031,5871,200369,374
NEWAGE INCCOM6501941032,3291,346,179SH DFND2,20,51,062,2920283,887
NEWATER TECHNOLOGY INCSHSG643351056919,466SH DFND219,46600
NEWELL BRANDS INCCOM651229106337,07119,642,845SH DFND10,11,12,13,19,2,20,5,6,815,969,093264,4383,409,314
NEWMARK GROUP INCCL A65158N10212,1572,814,170SH DFND13,2,20,5,82,180,62836,443597,099
NEWMARKET CORPCOM65158710762,180180,641SH DFND13,19,2,20,5,6,8156,3898324,169
ANGIODYNAMICS INCCOM03475V10122,1611,837,599SH DFND2,20,5,81,687,4510150,148
NEWMONT CORPCOM6516391062,290,23336,095,084SH DFND1,10,11,12,13,19,2,20,5,6,830,676,326425,4024,993,356
NEWPARK RES INCCOM PAR $.01NEW6517185042,8142,680,441SH DFND2,20,52,380,4970299,944
NEWS CORP NEWCL A65249B109266,01718,837,409SH DFND10,11,12,13,19,2,20,5,6,815,910,542232,7492,694,118
NEWS CORP NEWCL B65249B20864,7684,599,470SH DFND10,12,13,19,2,20,5,64,078,4761,000519,994
NEXA RES S ACOML6735910640576,481SH DFND13,2,552,281024,200
NEXPOINT RESIDENTIAL TR INCCOM65341D10246,5021,048,519SH DFND10,2,20,5,8892,4205,800150,299
NEXSTAR MEDIA GROUP INCCL A65336K10347,773531,229SH DFND13,2,20,5,8423,893612106,724
NEXTCURE INCCOM65343E1082,488282,742SH DFND2,20,5,8229,528053,214
NEXTDECADE CORPCOM65342K1051,038348,164SH DFND2,20276,387071,777
NEXTERA ENERGY INCCOM65339F1017,085,43225,527,568SH DFND10,11,12,13,19,2,20,5,6,822,717,733308,3972,501,438
ANGLOGOLD ASHANTI LIMITEDSPONSORED ADR0351282069,890374,896SH DFND1,2,20,5,8349,918024,978
NEXTERA ENERGY INCUNIT 09/01/2022S65339F79630,515564,150SH DFND2564,15000
NEXTERA ENERGY INCUNIT 99/99/999965339F73935,595750,000SH DFND2750,00000
NEXTERA ENERGY INCUNIT 99/99/999965339F77044,725957,300SH DFND2957,30000
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1068,060134,429SH DFND20,5,872,91040061,119
NEXTGEN HEALTHCARE INCCOM65343C10223,4611,841,535SH DFND2,20,5,81,580,5461,604259,385
NEXTIER OILFIELD SOLUTIONSCOM65290C10510,1985,512,666SH DFND2,20,5,84,777,8900734,776
NGM BIOPHARMACEUTICALS INCCOM62921N1057,027441,700SH DFND2,20,5361,123080,577
NI HLDGS INCCOM65342T1062,783164,775SH DFND2,20131,188033,587
NIC INCCOM62914B10041,8952,126,671SH DFND19,2,20,5,81,752,0471,718372,906
NICE LTDSPONSORED ADR6536561084,18018,410SH DFND1,205,686012,724
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1084,52383,941SH DFND1,203,540080,401
NICE SYS INCNOTE 1.250% 1/165366HAB94,4141,613,000PRN DFND51,613,00000
NICOLET BANKSHARES INCCOM65406E10211,968219,155SH DFND2,20,5,8177,505041,650
NIELSEN HLDGS PLCSHS EURG6518L108213,80315,077,805SH DFND10,11,12,13,19,2,20,5,6,812,644,179209,2332,224,393
NIKE INCCL B6541061037,397,95558,813,727SH DFND1,10,11,12,13,19,2,20,5,6,845,774,2211,456,94511,582,561
NIKOLA CORPCOM6541101053,149153,772SH DFND2069,400084,372
NINE ENERGY SERVICE INCCOM65441V1011613,990SH DFND2013,99000
NIO INCNOTE 4.500% 2/062914VAB233,80614,200,000PRN DFND214,200,00000
NIO INCSPON ADS62914V106437,68220,625,932SH DFND10,12,13,19,2,20,5,815,883,800502,5004,239,632
NISOURCE INCCOM65473P105426,81719,400,778SH DFND10,11,12,13,19,2,20,5,6,817,038,301276,8682,085,609
NIU TECHNOLOGIESADS65481N1004,828251,439SH DFND13,2,20,5233,539017,900
ANI PHARMACEUTICALS INCCOM00182C1038,529302,337SH DFND2,20,5,8244,855057,482
NKARTA INCCOM65487U1086,910229,864SH DFND2,20,5175,456054,408
NL INDS INCCOM NEW629156407675158,870SH DFND2,20115,611043,259
NLIGHT INCCOM65487K10016,075684,606SH DFND2,20,5,8516,2760168,330
NMI HLDGS INCCL A62920930551,3422,884,405SH DFND2,20,5,82,521,1400363,265
NN INCCOM6293371063,730722,865SH DFND2,20,5578,8720143,993
NOAH HLDGS LTDSPON ADS CL A65487X10215,811606,496SH DFND10,12,13,19,2,20,5,8461,50119,100125,895
NOBLE ENERGY INCCOM655044105237,40627,766,754SH DFND10,12,13,19,2,20,5,626,374,3026,1751,386,277
NOKIA CORPSPONSORED ADR6549022041,303333,185SH DFND1,2013,2160319,969
NOMAD FOODS LTDUSD ORD SHSG6564A1051,20547,300SH DFND12,20,5,847,30000
NOODLES & COCOM CL A65540B1053,533514,293SH DFND2,20405,3090108,984
ANIKA THERAPEUTICS INCCOM03525510827,540778,193SH DFND2,20,5,8709,009069,184
NORDIC AMERICAN TANKERS LIMICOMG657731069,6482,764,355SH DFND2,20,52,262,5780501,777
NORDSON CORPCOM655663102365,4551,905,197SH DFND10,11,12,13,19,2,20,5,6,81,666,77547,770190,652
NORDSTROM INCCOM65566410046,0933,866,862SH DFND12,13,19,2,20,5,6,82,594,0188521,271,992
NORFOLK SOUTHN CORPCOM6558441082,319,52310,839,401SH DFND10,11,12,13,19,2,20,5,6,89,421,223188,8211,229,357
NORTHEAST BK LEWISTON MECOM66405S1002,407130,839SH DFND2,20106,554024,285
NORTHERN OIL AND GAS INC MNCOM66553130724642,837SH DFND2,20,538,25004,587
NORTHERN TR CORPCOM665859104692,6698,804,363SH DFND10,12,13,19,2,20,5,6,87,701,705122,249980,409
NORTHFIELD BANCORP INC DELCOM66611T10813,8121,514,443SH DFND2,20,5,81,307,5670206,876
NORTHRIM BANCORP INCCOM6667621093,629142,363SH DFND2,20,5120,432021,931
NORTHROP GRUMMAN CORPCOM6668071025,146,69716,313,345SH DFND1,10,11,12,13,19,2,20,5,6,85,622,91110,195,639494,795
ANNALY CAPITAL MANAGEMENT INCOM035710409246,03633,518,561SH DFND10,11,12,13,19,2,20,5,6,826,689,592751,4746,077,495
NORTHWEST BANCSHARES INC MDCOM66734010343,6794,747,684SH DFND2,20,5,84,170,1851,598575,901
NORTHWEST NAT HLDG COCOM66765N105130,3612,872,026SH DFND19,2,20,5,82,752,15438119,834
NORTHWEST PIPE COCOM6677461014,780180,637SH DFND2,20,5144,926035,711
NORTHWESTERN CORPCOM NEW66807430576,4521,571,783SH DFND12,13,19,2,20,5,6,81,361,986700209,097
NORTONLIFELOCK INCCOM668771108617,44729,627,981SH DFND1,10,11,12,13,19,2,20,5,6,822,917,7051,048,6265,661,650
NORWEGIAN CRUISE LINE HLDG LSHSG66721104146,6658,571,906SH DFND10,12,13,19,2,20,5,6,87,591,9273,537976,442
NORWOOD FINANCIAL CORPCOM6695491072,518103,535SH DFND2,2082,045021,490
NOVA MEASURING INSTRUMENTS LCOMM7516K1034678,953SH DFND2,208,95300
NOVAGOLD RES INCCOM NEW66987E20649,1554,134,124SH DFND2,20,5,63,276,2690857,855
NOVANTA INCCOM67000B10471,420677,992SH DFND13,2,20,5,8513,379300164,313
ANNEXON INCCOM03589W1025,495181,778SH DFND2,20,5129,708052,070
NOVARTIS AGSPONSORED ADR66987V109182,8492,102,679SH DFND1,2,2038,58302,064,096
NOVAVAX INCCOM NEW670002401185,1551,708,859SH DFND13,2,20,5,81,427,828500280,531
NOVO-NORDISK A SADR670100205290,0004,176,870SH DFND1,2023,87404,152,996
NOVOCURE LTDORD SHSG6674U108128,2051,151,780SH DFND13,19,2,20,5,8925,204700225,876
NOW INCCOM67011P10016,1993,568,171SH DFND12,2,20,5,83,035,546290532,335
NRG ENERGY INCCOM NEW629377508401,90313,074,253SH DFND10,11,12,13,19,2,20,5,6,811,307,173448,2381,318,842
NRG ENERGY INCDBCV 2.750% 6/0629377CG514,53113,865,000PRN DFND2,513,865,00000
NU SKIN ENTERPRISES INCCL A67018T10571,4871,427,170SH DFND10,12,13,2,20,5,6,81,281,70520,790124,675
NUANCE COMMUNICATIONS INCCOM67020Y100119,0503,586,935SH DFND12,13,19,2,20,5,82,831,0802,633753,222
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK627,21618,669,000PRN DFND2,518,669,00000
ANSYS INCCOM03662Q1051,168,6213,571,252SH DFND10,11,12,13,19,2,20,5,6,83,050,634112,021408,597
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN05,1742,915,000PRN DFND2,52,915,00000
NUCOR CORPCOM670346105868,90219,199,164SH DFND10,11,12,13,19,2,20,5,6,817,177,500201,2481,820,416
NURIX THERAPEUTICS INCCOM67080M1034,597131,673SH DFND2,20,595,827035,846
NUTANIX INCCL A67059N10850,3052,268,052SH DFND13,19,2,20,5,81,841,1971,400425,455
NUTANIX INCNOTE 1/167059NAB414,33715,255,000PRN DFND2,515,255,00000
NUTRIEN LTDCOM67077M108121,6053,064,185SH DFND10,2,201,037,8192,026,3660
NUVASIVE INCCOM67070410582,8131,705,027SH DFND13,2,20,5,6,81,461,410761242,856
NUVASIVE INCNOTE 2.250% 3/1670704AG014,73814,319,000PRN DFND2,514,319,00000
NV5 GLOBAL INCCOM62945V10912,326233,576SH DFND2,20,5,8184,348049,228
NVE CORPCOM NEW6294452066,263127,611SH DFND2,20,5,8107,34610020,165
ANTARES PHARMA INCCOM03664210611,2774,176,821SH DFND2,20,5,83,404,2590772,562
NVENT ELECTRIC PLCSHSG6700G107211,55911,959,241SH DFND12,13,19,2,20,5,6,811,582,9832,864373,394
NVIDIA CORPORATIONCOM67066G10413,733,78525,375,605SH DFND10,11,12,13,19,2,20,5,6,821,649,789614,6033,111,213
NVR INCCOM62944T105680,350166,625SH DFND10,11,12,13,19,2,20,5,6,8142,8135,77418,038
NXP SEMICONDUCTORS N VCOMN6596X109514,2554,108,378SH DFND10,11,12,13,19,2,20,5,6,83,178,301230,805699,272
NYMOX PHARMACEUTICAL CORPCOMP733981021,220496,121SH DFND2,20405,345090,776
O-I GLASS INCCOM67098H10452,3414,942,495SH DFND12,13,2,20,5,6,84,188,7762,286751,433
OAK STR HEALTH INCCOM67181A1075,654105,793SH DFND2,2097,39308,400
OAK VALLEY BANCORP OAKDALE CCOM6718071051,322115,383SH DFND2,2091,785023,598
OBSEVA SACOMH5861P10312449,994SH DFND249,99400
OCCIDENTAL PETE CORPCOM674599105509,73350,872,519SH DFND1,10,11,12,13,19,2,20,5,6,846,896,491435,0323,540,996
ABEONA THERAPEUTICS INCCOM00289Y1071,013992,946SH DFND2,20,5793,2230199,723
ANTERIX INCCOM03676C1007,634233,373SH DFND2,20,5,8183,198050,175
OCEANEERING INTL INCCOM67523210215,7094,462,850SH DFND12,2,20,5,84,035,2662,087425,497
OCEANFIRST FINL CORPCOM67523410818,8191,374,680SH DFND2,20,5,81,038,5340336,146
OCONEE FED FINL CORPCOM67560710522010,100SH DFND2,208,20001,900
OCULAR THERAPEUTIX INCCOM67576A1008,7471,149,467SH DFND2,20,5957,2390192,228
ODONATE THERAPEUTICS INCCOM6760791063,340248,662SH DFND2,20,5,8193,791054,871
OFFICE PPTYS INCOME TRCOM SHS BEN INT67623C10951,6042,490,558SH DFND10,2,20,5,82,079,83113,841396,886
OFG BANCORPCOM67103X10222,5601,800,366SH DFND2,20,5,81,571,304111228,951
OGE ENERGY CORPCOM670837103199,9526,667,275SH DFND10,11,12,13,19,2,20,5,6,85,829,737203,735633,803
OHIO VY BANC CORPCOM6777191061,45670,470SH DFND2,2055,888014,582
OI SASPONSORED ADR NE670851500911628,025SH DFND2628,02500
ANTERO MIDSTREAM CORPCOM03676B10236,2996,759,644SH DFND19,2,20,5,6,86,153,7644,900600,980
OIL DRI CORP AMERCOM6778641004,011112,141SH DFND13,2,20,5,689,636022,505
OIL STS INTL INCCOM6780261055,7522,107,020SH DFND2,20,51,875,9770231,043
OKTA INCCL A679295105518,7472,425,753SH DFND10,11,12,13,19,2,20,5,6,81,989,62556,579379,549
OKTA INCNOTE 0.125% 9/0679295AD725,07018,985,000PRN DFND218,985,00000
OLD DOMINION FREIGHT LINE INCOM679580100758,1704,190,638SH DFND10,11,12,13,19,2,20,5,6,83,546,878160,553483,207
OLD NATL BANCORP INDCOM68003310778,1596,222,855SH DFND2,20,5,85,457,147700765,008
OLD POINT FINL CORPCOM68019410768945,473SH DFND201,701043,772
OLD REP INTL CORPCOM680223104362,30024,579,389SH DFND1,12,13,19,2,20,5,6,823,825,02158,786695,582
OLD SECOND BANCORP INC ILLCOM6802771004,264568,951SH DFND2,20,5423,1720145,779
OLIN CORPCOM PAR $168066520587,5157,069,069SH DFND12,13,2,20,5,6,83,912,3002,970,624186,145
ANTERO RESOURCES CORPCOM03674X10649,30817,930,098SH DFND12,13,19,2,20,516,948,0984,100977,900
OLLIES BARGAIN OUTLET HLDGSCOM681116109112,2051,284,542SH DFND19,2,20,5,6,81,154,749400129,393
OLYMPIC STEEL INCCOM68162K1063,492307,402SH DFND2,20272,055035,347
OMEGA FLEX INCCOM6820951049,28159,222SH DFND2,20,5,847,334011,888
OMEGA HEALTHCARE INVS INCCOM681936100356,31211,900,852SH DFND10,11,12,13,19,2,20,5,6,89,918,575304,3051,677,972
OMEROS CORPCOM68214310212,2051,207,816SH DFND2,20,5,8953,7670254,049
OMNICELL COMCOM68213N10999,1131,327,529SH DFND2,20,5,81,116,096602210,831
OMNICOM GROUP INCCOM681919106603,48612,033,565SH DFND1,10,11,12,13,19,2,20,5,6,810,648,371234,8651,150,329
ON SEMICONDUCTOR CORPCOM682189105203,8239,397,088SH DFND10,11,12,13,19,2,20,5,6,87,529,443248,5421,619,103
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK120,51517,060,000PRN DFND2,517,060,00000
ON SEMICONDUCTOR CORPNOTE 1.625%10/1682189AP017,25712,985,000PRN DFND2,512,985,00000
ANTHEM INCCOM0367521032,934,52010,925,649SH DFND10,11,12,13,19,2,20,5,6,89,371,097286,5661,267,986
ONCOCYTE CORPCOM68235C107952684,637SH DFND2,20556,3090128,328
ONCTERNAL THERAPEUTICS INCCOM68236P1073017,914SH DFND2017,91400
ONE GAS INCCOM68235P108113,8641,649,963SH DFND13,19,2,20,5,6,81,406,147545243,271
ONE LIBERTY PPTYS INCCOM6824061037,294433,472SH DFND2,20,5,8348,9014,34580,226
ONECONNECT FINL TECHNOLOGY CSPONSORED ADS68248T1053,685173,013SH DFND19,2,20,5173,01300
ONEMAIN HLDGS INCCOM68268W10329,124931,952SH DFND13,2,20,5,8745,5191,100185,333
ONEOK INC NEWCOM682680103635,38224,456,597SH DFND10,11,12,13,19,2,20,5,6,822,052,795249,3332,154,469
ONESMART INTL ED GROUP LTDSPONSORED ADS68276W1031,330296,114SH DFND2,20,5234,946061,168
ONESPAN INCCOM68287N10023,7451,132,882SH DFND2,20,5,8975,4791,012156,391
ONESPAWORLD HOLDINGS LIMITEDCOMP736841135,830896,937SH DFND2,20,5,8706,8430190,094
ANWORTH MTG ASSET CORPCOM0373471013,2771,939,303SH DFND2,20,51,603,4430335,860
ONEWATER MARINE INCCL A COM68280L1011,33365,071SH DFND2,2052,954012,117
ONTO INNOVATION INCCOM68334410544,8821,507,133SH DFND2,20,5,81,240,065709266,359
ONTRAK INCCOM6833731048,597143,285SH DFND2,20,5,8107,655035,630
OOMA INCCOM6834161016,240478,148SH DFND2,20,5390,297087,851
OP BANCORPCOM67109R1091,200209,875SH DFND2,20162,091047,784
OPEN LENDING CORPCOM CL A68373J10493336,600SH DFND20,536,60000
OPERA LTDSPONSORED ADS68373M10722322,810SH DFND2,2022,81000
OPKO HEALTH INCCOM68375N10392,61825,099,813SH DFND13,2,20,5,823,250,04212,6251,837,146
OPORTUN FINL CORPCOM68376D1043,039257,780SH DFND2,20,5199,163058,617
OPPENHEIMER HLDGS INCCL A NON VTG6837971044,032180,633SH DFND2,20,5146,141034,492
AON PLCSHS CL AG0403H1081,845,8448,947,378SH DFND10,11,12,13,19,2,20,5,6,87,758,949217,945970,484
OPTIMIZERX CORPCOM NEW68401U2045,207249,731SH DFND2,20,5198,157051,574
OPTINOSE INCCOM68404V1002,197563,252SH DFND2,20,5460,0700103,182
OPTION CARE HEALTH INCCOM NEW68404L20111,119831,634SH DFND2,20,5,8658,0950173,539
ORACLE CORPCOM68389X1055,077,06685,042,978SH DFND1,10,11,12,13,19,2,20,5,6,872,038,9502,447,83110,556,197
ORASURE TECHNOLOGIES INCCOM68554V10837,5743,087,453SH DFND2,20,5,82,755,6771,058330,718
ORBCOMM INCCOM68555P1007,1982,116,931SH DFND2,20,51,866,8050250,126
ORCHARD THERAPEUTICS PLCADS68570P101705171,547SH DFND2,5171,54700
ORCHID IS CAP INCCOM68571X1036,4031,262,101SH DFND2,20,51,019,2300242,871
OREILLY AUTOMOTIVE INCCOM67103H1071,514,2803,284,202SH DFND10,11,12,13,19,2,20,5,6,82,855,60347,073381,526
ORGANOGENESIS HLDGS INCCOM68621F102995259,014SH DFND2,20207,758051,256
APACHE CORPCOM037411105204,31921,575,373SH DFND10,12,13,19,2,20,5,6,820,399,8266,3601,169,187
ORGENESIS INCCOM NEW68619K2041,185235,077SH DFND2,20194,160040,917
ORIC PHARMACEUTICALS INCCOM68622P1093,009120,320SH DFND2,20,594,748025,572
ORIGIN BANCORP INCCOM68621T1028,820412,925SH DFND2,20,5,8323,117089,808
ORION ENERGY SYSTEMS INCCOM6862751083,920517,812SH DFND2,20437,561080,251
ORION ENGINEERED CARBONS S ACOML7296710913,6491,091,069SH DFND2,20,5,8869,5970221,472
ORION GROUP HOLDINGS INCCOM68628V3083914,324SH DFND2014,32400
ORIX CORPSPONSORED ADR6863301011,87229,922SH DFND2,2029,92200
ORMAT TECHNOLOGIES INCCOM68668810253,547905,895SH DFND13,2,20,5,8711,981700193,214
ORRSTOWN FINL SVCS INCCOM6873801052,593202,617SH DFND2,20168,402034,215
ORTHOFIX MED INCCOM68752M10823,201745,069SH DFND2,20,5,8658,47885985,732
APARTMENT INVT & MGMT COCL A03748R754274,5478,141,976SH DFND10,12,13,19,2,20,5,6,86,932,03543,8331,166,108
ORTHOPEDIATRICS CORPCOM68752L10016,718364,061SH DFND2,20,5,8314,884049,177
OSHKOSH CORPCOM688239201118,3901,610,742SH DFND12,13,19,2,20,5,6,81,442,439586167,717
OSI SYSTEMS INCCOM67104410542,343545,581SH DFND19,2,20,5,8457,557088,024
OSMOTICA PHARMACEUTICALS PLCSHSG6S41R1011,170216,269SH DFND2,20176,417039,852
OTIS WORLDWIDE CORPCOM68902V1072,184,03334,989,320SH DFND10,11,12,13,19,2,20,5,6,815,538,66917,585,6461,865,005
OTTER TAIL CORPCOM68964810330,599845,976SH DFND13,2,20,5666,1550179,821
OUTFRONT MEDIA INCCOM69007J10626,2871,806,655SH DFND13,2,20,5,81,468,82412,802325,029
OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R8631,941907,052SH DFND2,20634,7420272,310
OVERSTOCK COM INC DELCOM69037010181,1991,117,667SH DFND2,20,5,8936,7490180,918
OVID THERAPEUTICS INCCOM6904691014,174727,232SH DFND2,20,5584,6590142,573
APELLIS PHARMACEUTICALS INCCOM03753U10686,4122,864,159SH DFND2,20,5,82,588,356600275,203
OVINTIV INCCOM69047Q10285,05210,423,052SH DFND19,2,20,5,89,460,0871,091961,874
OWENS & MINOR INC NEWCOM69073210262,1222,473,987SH DFND2,20,5,82,179,2670294,720
OWENS CORNING NEWCOM690742101306,8704,459,666SH DFND10,11,12,13,19,2,20,5,6,83,692,882163,087603,697
OXFORD IMMUNOTEC GLOBAL PLCORD SHSG6855A10336531,218SH DFND231,21800
OXFORD INDS INCCOM69149730920,887517,517SH DFND2,20,5,8439,4004178,076
OYSTER PT PHARMA INCCOM69242L1062,156102,132SH DFND2,2084,046018,086
P A M TRANSN SVCS INCCOM6931491061,11829,731SH DFND2,2023,78705,944
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410611,526663,531SH DFND1,13,2,20,5478,9330184,598
PACCAR INCCOM6937181081,296,38015,201,454SH DFND10,11,12,13,19,2,20,5,6,812,958,394332,7011,910,359
PACIFIC BIOSCIENCES CALIF INCOM69404D10842,7674,332,986SH DFND2,20,5,83,649,9370683,049
API GROUP CORPCOM STK00187Y10030,4892,142,607SH DFND2,20,51,741,8070400,800
PACIFIC ETHANOL INCCOM69423U30521629,552SH DFND2029,55200
PACIFIC PREMIER BANCORPCOM69478X10563,1763,136,851SH DFND2,20,5,82,686,833900449,118
PACIRA BIOSCIENCESCOM69512710084,9441,412,910SH DFND2,20,5,81,220,0561,000191,854
PACKAGING CORP AMERCOM695156109459,3514,182,222SH DFND10,11,12,13,19,2,20,5,6,83,522,258133,911526,053
PACWEST BANCORP DELCOM69526310372,9894,273,352SH DFND12,13,2,20,5,6,83,969,53333,879269,940
PAE INCCOM CL A69290Y10916,1081,895,111SH DFND2,20,5,81,679,3210215,790
PAGERDUTY INCCOM69553P10020,944772,544SH DFND2,20,5,8669,4550103,089
PAGSEGURO DIGITAL LTDCOM CL AG6870710110,762285,385SH DFND10,19,2,20,8285,38500
PALATIN TECHNOLOGIES INCCOM PAR $ .016960774033369,822SH DFND2069,82200
PALO ALTO NETWORKS INCCOM697435105505,9652,067,272SH DFND10,11,12,13,19,2,20,5,6,81,630,80846,939389,525
ABERCROMBIE & FITCH COCL A00289620734,4482,472,927SH DFND12,2,20,5,82,163,84811,030298,049
APOGEE ENTERPRISES INCCOM03759810925,4261,189,782SH DFND2,20,5,8671,3311,128517,323
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD745,57840,321,000PRN DFND2,540,321,00000
PALOMAR HLDGS INCCOM69753M10564,350617,325SH DFND2,20,5,8526,680090,645
PAMPA ENERGIA S ASPONS ADR LVL I6976602075,793560,807SH DFND13,2,20,5390,263900169,644
PANDION THERAPEUTICS INCCOM69834010676066,283SH DFND2052,768013,515
PANGAEA LOGISTICS SOLUTION LSHSG6891L105272105,200SH DFND2,2086,300018,900
PANHANDLE OIL & GAS INCCL A6984771061812,328SH DFND2012,32800
PAPA JOHNS INTL INCCOM69881310279,150961,956SH DFND2,20,5,6,8816,372458145,126
PAR PACIFIC HOLDINGS INCCOM NEW69888T20711,1451,646,230SH DFND2,20,51,501,0330145,197
PAR TECHNOLOGY CORPCOM69888410310,303254,330SH DFND2,20,5202,375051,955
PARAMOUNT GROUP INCCOM69924R10842,8875,975,703SH DFND10,13,2,20,5,84,640,07553,9751,281,653
APOLLO COML REAL EST FIN INCCOM03762U10544,8274,789,551SH DFND2,20,5,84,093,8541,600694,097
PARATEK PHARMACEUTICALS INCCOM6993743023,742691,766SH DFND2,20,5555,6150136,151
PARETEUM CORPCOM NEW69946T2074769,403SH DFND2069,40300
PARK AEROSPACE CORPCOM70014A1047,382669,931SH DFND13,2,20,5,8541,733861127,337
PARK CITY GROUP INCCOM NEW700215304628127,467SH DFND2,2098,734028,733
PARK HOTELS RESORTS INCCOM700517105102,16610,226,784SH DFND10,13,19,2,20,5,6,89,008,15066,6461,151,988
PARK NATL CORPCOM70065810740,212490,634SH DFND2,20,5,8423,261067,373
PARK OHIO HLDGS CORPCOM7006661003,816237,431SH DFND2,20,5207,207030,224
PARKE BANCORP INCCOM7008851062,080174,220SH DFND2,20141,640032,580
PARKER-HANNIFIN CORPCOM7010941041,074,0075,307,931SH DFND1,10,11,12,13,19,2,20,5,6,84,530,113119,193658,625
PARSLEY ENERGY INCCL A70187710299,08610,586,100SH DFND13,2,20,510,135,3102,300448,490
APOLLO GLOBAL MGMT INCCOM CL A03768E105150,5523,364,283SH DFND10,12,13,19,2,20,5,6,82,679,216157,491527,576
PARSONS CORPORATIONCOM70202L10239,3661,173,689SH DFND2,20,5,81,066,6630107,026
PARTNERS BANCORPCOM70213Q10853294,100SH DFND2,2071,400022,700
PARTY CITY HOLDCO INCCOM70214910512347,364SH DFND2047,36400
PASSAGE BIO INCCOM7027121003,018230,211SH DFND2,20,5,8190,328039,883
PATRICK INDS INCCOM70334310339,587688,227SH DFND2,20,5,8584,8300103,397
PATTERSON COS INCCOM70339510368,5872,845,324SH DFND12,13,2,20,5,6,82,445,5923,564396,168
PATTERSON UTI ENERGY INCCOM70348110121,8687,673,035SH DFND12,13,2,20,5,86,918,6282,087752,320
PAVMED INCCOM70387R106742416,769SH DFND2,20333,178083,591
PAYCHEX INCCOM7043261071,096,21413,742,183SH DFND1,10,11,12,13,19,2,20,5,6,811,746,182373,9401,622,061
PAYCOM SOFTWARE INCCOM70432V102609,8011,958,884SH DFND10,11,12,13,19,2,20,5,6,81,670,17952,053236,652
APOLLO MED HLDGS INCCOM NEW03763A2075,903329,064SH DFND2,20,5,8251,118077,946
PAYLOCITY HLDG CORPCOM70438V106131,352813,726SH DFND19,2,20,5,6,8729,53830083,888
PAYPAL HLDGS INCCOM70450Y1039,139,86446,388,186SH DFND10,11,12,13,19,2,20,5,6,839,817,8601,095,7365,474,590
PAYSIGN INCCOM70451A1043,275576,499SH DFND2,20,5,8450,9840125,515
PBF ENERGY INCCL A69318G10650,5528,884,283SH DFND12,13,19,2,20,5,88,410,8611,000472,422
PC CONNECTION INCCOM69318J10015,843385,861SH DFND2,20,5,8332,062053,799
PCB BANCORPCOM69320M1091,941220,852SH DFND2,20183,797037,055
PCSB FINL CORPCOM69324R1044,068337,050SH DFND13,2,20,5269,001068,049
PCTEL INCCOM69325Q1051,210213,862SH DFND2,20174,162039,700
PDC ENERGY INCCOM69327R10156,4474,554,006SH DFND12,13,2,20,54,152,3001,703400,003
PDF SOLUTIONS INCCOM69328210516,573885,770SH DFND2,20,5,8741,7850143,985
APPFOLIO INCCOM CL A03783C10048,504342,032SH DFND2,20,5,8267,58320074,249
PDL BIOPHARMA INCCOM69329Y10416,5965,268,663SH DFND2,20,5,84,676,9634,743586,957
PDL CMNTY BANCORPCOM69290X1011,257142,543SH DFND2,20,6112,496030,047
PEABODY ENERGY CORP NEWCOM7045511003,9901,734,835SH DFND13,2,20,51,515,8902,400216,545
PEAPACK-GLADSTONE FINL CORPCOM7046991075,504363,273SH DFND2,20,5,8289,279073,994
PEBBLEBROOK HOTEL TRCOM70509V10081,5616,504,145SH DFND10,13,2,20,5,6,85,475,58336,346992,216
PEGASYSTEMS INCCOM70557310359,795493,889SH DFND19,2,20,5,8395,12142698,342
PELOTON INTERACTIVE INCCL A COM70614W100273,8532,759,501SH DFND10,11,12,13,19,2,20,5,6,82,251,373120,372387,756
PENN NATL GAMING INCCOM707569109315,3464,337,629SH DFND12,13,2,20,5,6,83,673,0841,350663,195
PENN VA CORPCOM70788V1024,296436,124SH DFND2,20385,488050,636
PENNANT GROUP INCCOM70805E10929,401762,467SH DFND2,20,5,8646,001700115,766
APPIAN CORPCL A03782L10147,004725,923SH DFND2,20,5,8574,144400151,379
PENNS WOODS BANCORP INCCOM7084301032,437122,766SH DFND2,20101,846020,920
PENNSYLVANIA REAL ESTATE INVSH BEN INT7091021075089,992SH DFND20,589,99200
PENNYMAC FINL SVCS INC NEWCOM70932M10775,3831,297,032SH DFND10,2,20,5,81,062,4156,551228,066
PENNYMAC MTG INVT TRCOM70931T10353,8043,348,128SH DFND13,2,20,5,82,843,493500504,135
PENSKE AUTOMOTIVE GRP INCCOM70959W10327,052567,610SH DFND13,19,2,20,5,8489,33221778,061
PENTAIR PLCSHSG7S00T104467,44910,212,999SH DFND10,11,12,13,19,2,20,5,6,88,754,337358,0581,100,604
PENUMBRA INCCOM70975L107156,230803,737SH DFND13,19,2,20,5,6,8721,81730081,620
PEOPLES BANCORP INCCOM7097891017,777407,404SH DFND13,2,20,5,8317,868089,536
PEOPLES BANCORP N C INCCOM7105771071,17876,370SH DFND2,2060,227016,143
PEOPLES FINL SVCS CORPCOM7110401054,593132,129SH DFND2,20,5106,605025,524
APPLE HOSPITALITY REIT INCCOM NEW03784Y20067,6017,034,440SH DFND10,12,13,2,20,5,85,829,21059,2581,145,972
PEOPLES UNITED FINANCIAL INCCOM712704105553,79153,714,005SH DFND10,12,13,19,2,20,5,6,851,378,002260,5992,075,404
PEPSICO INCCOM7134481088,832,58663,727,171SH DFND1,10,11,12,13,19,2,20,5,6,854,973,4161,508,0777,245,678
PERDOCEO ED CORPCOM71363P10626,6352,176,102SH DFND2,20,5,81,860,7510315,351
PERFICIENT INCCOM71375U10144,0721,031,157SH DFND2,20,5,8880,8520150,305
PERFORMANCE FOOD GROUP COCOM71377A10390,9702,627,667SH DFND12,13,2,20,5,82,013,646900613,121
PERFORMANT FINL CORPCOM71377E1051414,799SH DFND2014,79900
PERION NETWORK LTDSHS NEWM7867311415121,677SH DFND221,67700
PERKINELMER INCCOM714046109566,4594,513,261SH DFND10,11,12,13,19,2,20,5,6,83,881,15268,297563,812
PERMIAN BASIN RTY TRUNIT BEN INT71423610616666,425SH DFND266,42500
PERRIGO CO PLCSHSG97822103291,0856,340,346SH DFND10,11,12,13,19,2,20,5,6,85,096,765137,5861,105,995
APPLE INCCOM03783310077,875,836672,444,836SH DFND10,11,12,13,19,2,20,5,6,8569,158,81515,949,42587,336,596
PERSONALIS INCCOM71535D1067,835361,557SH DFND2,20,5285,868075,689
PERSPECTA INCCOM71534710086,0454,407,834SH DFND1,12,13,2,20,5,6,83,740,9642,838664,032
PETIQ INCCOM CL A71639T10615,749478,403SH DFND2,20,5,8385,096093,307
PETMED EXPRESS INCCOM71638210627,311863,736SH DFND2,20,5,8773,6661,40088,670
PETROCHINA CO LTDSPONSORED ADR71646E1001,12138,021SH DFND1,52,332035,689
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10165,6049,318,459SH DFND10,2,20,58,293,908917,009107,542
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40852,0887,228,168SH DFND1,10,2,20,56,298,408828,834100,926
PFIZER INCCOM71708110310,609,652289,091,326SH DFND1,10,11,12,13,19,2,20,5,6,8204,939,6016,136,25878,015,467
PFSWEB INCCOM NEW7170982061,205180,105SH DFND2,20147,938032,167
PG&E CORPCOM69331C108223,81423,835,348SH DFND1,10,11,12,13,19,2,20,5,6,818,993,341655,9844,186,023
APPLIED GENETIC TECHNOLOGIESCOM03820J1001,901391,228SH DFND2,20337,928053,300
PG&E CORPUNIT 99/99/999969331C14025,485260,000SH DFND2260,00000
PGT INNOVATIONS INCCOM69336V10132,2711,841,963SH DFND2,20,5,81,577,1810264,782
PHASEBIO PHARMACEUTICALS INCCOM7172241091,056300,757SH DFND2,20240,631060,126
PHATHOM PHARMACEUTICALS INCCOM71722W1077,859214,307SH DFND2,20,5,8178,188036,119
PHIBRO ANIMAL HEALTH CORPCL A COM71742Q10613,236760,683SH DFND2,20,5,8618,2240142,459
PHILIP MORRIS INTL INCCOM7181721094,507,63159,160,761SH DFND10,12,13,19,2,20,5,6,853,752,304905,9414,502,516
PHILLIPS 66COM7185461041,318,62825,436,492SH DFND10,11,12,13,19,2,20,5,6,822,723,878327,0632,385,551
PHOTRONICS INCCOM71940510221,5522,163,855SH DFND2,20,5,81,805,672140358,043
PHREESIA INCCOM71944F10617,717551,424SH DFND2,20,5,8419,8030131,621
PHYSICIANS RLTY TRCOM71943U104152,6338,522,241SH DFND10,19,2,20,5,6,86,838,29059,5491,624,402
APPLIED INDL TECHNOLOGIES INCOM03820C10565,9601,197,096SH DFND2,20,5,81,013,916295182,885
PICO HLDGS INCCOM NEW6933662053,391378,503SH DFND2,20,5294,660083,843
PIEDMONT OFFICE REALTY TR INCOM CL A72019020667,8905,002,943SH DFND10,12,13,2,20,5,83,941,84936,3541,024,740
PIERIS PHARMACEUTICALS INCCOM7207951031,913924,369SH DFND2,20,5729,3060195,063
PILGRIMS PRIDE CORPCOM72147K10816,9561,133,037SH DFND13,19,2,20,5,6,81,004,0370129,000
PINDUODUO INCNOTE 10/0722304AB843,30323,915,000PRN DFND2,523,915,00000
PINDUODUO INCSPONSORED ADS722304102492,7796,645,698SH DFND1,10,12,13,19,2,20,5,84,197,079124,1002,324,519
PING IDENTITY HLDG CORPCOM72341T10321,836699,659SH DFND2,20,5,8546,1560153,503
PINNACLE FINL PARTNERS INCCOM72346Q10473,8492,074,983SH DFND13,2,20,5,6,81,901,9081,000172,075
PINNACLE WEST CAP CORPCOM723484101473,2476,348,049SH DFND10,11,12,13,19,2,20,5,6,85,591,127117,561639,361
PINTEREST INCCL A72352L106324,9617,828,492SH DFND10,11,12,13,19,2,20,5,6,86,366,694229,0861,232,712
ABIOMED INCCOM003654100539,9291,948,779SH DFND10,11,12,13,19,2,20,5,6,81,639,86726,960281,952
APPLIED MATLS INCCOM0382221052,610,32843,907,962SH DFND1,10,11,12,13,19,2,20,5,6,837,651,5421,342,8834,913,537
PIONEER BANCORP INCCOM7235611061,740195,914SH DFND2,20138,028057,886
PIONEER NAT RES COCOM723787107849,3539,815,300SH DFND10,11,12,13,19,2,20,5,6,88,743,135153,615918,550
PIPER SANDLER COMPANIESCOM72407810035,966492,684SH DFND2,20,5,8414,939077,745
PITNEY BOWES INCCOM72447910034,6116,518,051SH DFND12,13,2,20,5,85,711,4483,874802,729
PIXELWORKS INCCOM NEW72581M305910443,944SH DFND2,20356,905087,039
PJT PARTNERS INCCOM CL A69343T10729,105480,209SH DFND2,20,5,8357,4210122,788
PLAINS GP HLDGS L PLTD PARTNR INT A72651A2072,598426,624SH DFND20,5,8242,1631,200183,261
PLANET FITNESS INCCL A72703H10160,220977,288SH DFND13,19,2,20,5,8774,551800201,937
PLANTRONICS INC NEWCOM72749310815,5221,310,973SH DFND2,20,5,81,152,415211158,347
PLAYA HOTELS & RESORTS NVSHSN705441061,020243,417SH DFND2,20,5,8208,419034,998
APPLIED MOLECULAR TRANS INCCOM03824M1095,074159,469SH DFND2,20,5120,883038,586
PLAYAGS INCCOM72814N1041,891534,225SH DFND2,20,5431,1230103,102
PLDT INCSPONSORED ADR69344D40875627,962SH DFND2,20,527,96200
PLEXUS CORPCOM72913210062,891890,429SH DFND2,20,5,8748,200186142,043
PLIANT THERAPEUTICS INCCOM7291391052,723120,207SH DFND2,2086,209033,998
PLUG POWER INCCOM NEW72919P202105,3727,857,720SH DFND13,2,20,5,86,291,49201,566,228
PLUMAS BANCORPCOM72927310295348,400SH DFND2,2037,900010,500
PLURALSIGHT INCCOM CL A72941B10622,0001,284,299SH DFND19,2,20,5,81,060,3661,100222,833
PLURALSIGHT INCNOTE 0.375% 3/072941BAB212,09413,609,000PRN DFND2,513,609,00000
PLURISTEM THERAPEUTICS INCCOM NEW72940R30012411,774SH DFND211,77400
PLYMOUTH INDL REIT INCCOM7296401023,054243,740SH DFND2,20,5188,354055,386
APPLIED OPTOELECTRONICS INCCOM03823U1026,816605,852SH DFND2,20,5538,625067,227
PNC FINL SVCS GROUP INCCOM6934751052,038,14318,543,748SH DFND10,12,13,19,2,20,5,6,816,147,167288,8532,107,728
PNM RES INCCOM69349H107103,0342,492,967SH DFND12,13,2,20,5,6,82,129,8511,065362,051
POINTS INTL LTDCOM NEW73084320819520,189SH DFND13,218,48901,700
POLARIS INCCOM731068102272,8852,892,567SH DFND12,13,19,2,20,5,6,82,760,136590131,841
POLARITYTE INCCOM7310941081716,175SH DFND2016,17500
POOL CORPCOM73278L105304,382909,852SH DFND13,19,2,20,5,6,8814,06742995,356
POPULAR INCCOM NEW73317470070,8001,926,526SH DFND12,13,2,20,5,81,708,1851,367216,974
PORTLAND GEN ELEC COCOM NEW73650884768,2911,901,974SH DFND12,13,2,20,5,81,478,3541,400422,220
POSCOSPONSORED ADR69348310919,756471,952SH DFND2,20,5461,8579,518577
POSEIDA THERAPEUTICS INCCOM73730P1081,168131,648SH DFND20107,463024,185
APPLIED THERAPEUTICS INCCOM03828A1014,963239,045SH DFND2,20,5,8194,152044,893
POST HLDGS INCCOM737446104123,9481,441,254SH DFND13,2,20,5,6,81,289,181623151,450
POTBELLY CORPCOM73754Y10011430,138SH DFND2030,13800
POTLATCHDELTIC CORPORATIONCOM73763010384,3792,004,249SH DFND19,2,20,5,6,81,688,439653315,157
POWELL INDS INCCOM7391281066,422266,158SH DFND2,20,5,8227,954038,204
POWER INTEGRATIONS INCCOM739276103115,5912,086,472SH DFND19,2,20,5,81,805,466400280,606
POWERFLEET INCCOM73931J1091,697301,378SH DFND2,20239,778061,600
PPD INCCOM69355F10248,9191,322,486SH DFND2,20,51,130,5780191,908
PPG INDS INCCOM6935061071,336,72110,949,546SH DFND10,11,12,13,19,2,20,5,6,89,462,930264,6621,221,954
PPL CORPCOM69351T1061,148,94141,584,550SH DFND10,11,12,13,19,2,20,5,6,836,353,141503,2554,728,154
PQ GROUP HLDGS INCCOM73943T1038,179797,218SH DFND2,20,5,8601,2170196,001
APREA THERAPEUTICS INCCOM03836J1023,082128,112SH DFND2,20,5,8104,014024,098
PRA GROUP INCCOM69354N10655,9541,400,590SH DFND2,20,5,81,193,847634206,109
PRA HEALTH SCIENCES INCCOM69354M108144,8521,427,954SH DFND13,19,2,20,5,6,81,273,405900153,649
PRECIGEN INCCOM74017N10513,1283,750,882SH DFND2,20,5,83,421,6531,500327,729
PRECISION BIOSCIENCES INCCOM74019P1084,758772,349SH DFND2,20,5,8624,0680148,281
PREFERRED APT CMNTYS INCCOM74039L1035,6421,012,003SH DFND2,20,5,8797,2990214,704
PREFERRED BK LOS ANGELES CACOM NEW74036740414,843462,112SH DFND2,20,5,8396,900065,212
PREFORMED LINE PRODS COCOM7404441042,69054,987SH DFND2,2045,27209,715
PREMIER FINANCIAL CORPCOM74052F10812,295789,411SH DFND2,20,5,8581,9220207,489
PREMIER FINL BANCORP INCCOM74050M1052,438225,758SH DFND13,2,20,5185,388040,370
PREMIER INCCL A74051N10231,306953,576SH DFND19,2,20,5,8760,3671,400191,809
APTARGROUP INCCOM038336103242,4682,141,942SH DFND12,13,19,2,20,5,6,81,977,526810163,606
PRESTIGE CONSMR HEALTHCARE ICOM74112D10162,6221,719,429SH DFND2,20,5,6,81,484,409300234,720
PREVAIL THERAPEUTICS INCCOM74140Y1012,573252,770SH DFND2,20,5205,816046,954
PRICE T ROWE GROUP INCCOM74144T1081,491,11411,629,341SH DFND10,12,13,19,2,20,5,6,89,977,867411,2871,240,187
PRICELINE GRP INCCOM09857L1083,006,4791,757,476SH DFND10,11,12,13,19,2,20,5,6,81,517,35643,440196,680
PRICELINE GRP INCNOTE 0.900% 9/1741503AX424,11222,643,000PRN DFND2,522,643,00000
PRICESMART INCCOM74151110949,161739,826SH DFND2,20,5,8633,955365105,506
PRIMEENERGY RESOURCES CORPCOM74158E1045388,122SH DFND2,206,10102,021
PRIMERICA INCCOM74164M108109,720969,775SH DFND12,13,2,20,5,6,8873,48730095,988
PRIMO WATER CORPORATIONCOM74167P10836,9902,604,960SH DFND2,20,52,027,8600577,100
PRIMORIS SVCS CORPCOM74164F10317,108945,180SH DFND10,2,20,5,8717,5154,486223,179
APTINYX INCCOM03836N1031,051311,000SH DFND2,20255,300055,700
PRINCIPAL FINANCIAL GROUP INCOM74251V102497,54312,355,179SH DFND10,11,12,13,19,2,20,5,6,810,865,522206,7181,282,939
PRIORITY TECHNOLOGY HLDGS INCOM74275G107325103,004SH DFND2,2077,875025,129
PROASSURANCE CORPCOM74267C10626,9181,715,656SH DFND13,2,20,5,81,459,232648255,776
PROCTER AND GAMBLE COCOM74271810915,932,486114,630,448SH DFND1,10,11,12,13,19,2,20,5,6,893,836,3112,609,60518,184,532
PROFESSIONAL HLDG CORPCL A COM74313910786564,536SH DFND2,2051,336013,200
PROGENITY INCCOM74319F10728631,726SH DFND2025,40006,326
PROGRESS SOFTWARE CORPCOM74331210052,3141,426,230SH DFND10,2,20,5,81,212,3787,963205,889
PROGRESSIVE CORPCOM7433151032,391,89825,265,641SH DFND10,11,12,13,19,2,20,5,6,821,794,075601,5922,869,974
PROGYNY INCCOM74340E10313,753467,316SH DFND2,20,5,8362,7220104,594
PROLOGIS INC.COM74340W1034,326,97843,003,158SH DFND10,11,12,13,19,2,20,5,6,835,658,712659,5196,684,927
APTIV PLCSHSG6095L1091,026,00611,191,164SH DFND10,11,12,13,19,2,20,5,6,89,637,695278,1681,275,301
PROOFPOINT INCCOM74342410377,163731,053SH DFND13,19,2,20,5,8592,543500138,010
PROOFPOINT INCNOTE 0.250% 8/1743424AF023,09123,089,000PRN DFND2,523,089,00000
PROPETRO HLDG CORPCOM74347M10813,3773,294,826SH DFND2,20,5,82,930,5550364,271
PROQR THRAPEUTICS N VSHS EURON715421094810,085SH DFND210,08500
PROS HOLDINGS INCCOM74346Y10326,217820,816SH DFND2,20,5,8628,560800191,456
PROSIGHT GLOBAL INCCOM74349J1031,627143,472SH DFND2,20,5110,071033,401
PROSPERITY BANCSHARES INCCOM743606105297,9725,698,239SH DFND13,2,20,5,6,85,482,571793214,875
PROTAGONIST THERAPEUTICS INCCOM74366E10222,5721,154,553SH DFND2,20,51,055,616098,937
PROTARA THERAPEUTICS INCCOM STK74365U10738723,018SH DFND2,2018,10104,917
PROTECTIVE INS CORPCL B74368L2032,565195,335SH DFND2,20,5161,292034,043
APYX MEDICAL CORPORATIONCOM03837C1062,818598,350SH DFND2,20481,2890117,061
PROTEOSTASIS THERAPEUTICS INCOM74373B1091211,200SH DFND2011,20000
PROTHENA CORP PLCSHSG7280010812,3221,233,451SH DFND2,20,5,81,084,09794149,260
PROTO LABS INCCOM743713109108,066834,488SH DFND2,20,5,8710,976300123,212
PROVENTION BIO INCCOM74374N10213,2561,033,239SH DFND2,20,5,8841,5910191,648
PROVIDENCE SVC CORPCOM74381510237,469403,285SH DFND2,20,5,8349,979053,306
PROVIDENT BANCORP INCCOM NEW74383L1051,259161,585SH DFND2,20133,912027,673
PROVIDENT FINL HLDGS INCCOM7438681011,13495,282SH DFND2,2072,622022,660
PROVIDENT FINL SVCS INCCOM74386T10529,0722,382,922SH DFND2,20,5,82,007,371300375,251
PRUDENTIAL BANCORP INC NEWCOM74431A1011,483140,665SH DFND2,20114,345026,320
PRUDENTIAL FINL INCCOM7443201021,152,24218,139,825SH DFND10,11,12,13,19,2,20,5,6,815,584,102425,0582,130,665
AQUESTIVE THERAPEUTICS INCCOM03843E1041,407289,844SH DFND2,20,5240,568049,276
PRUDENTIAL PLCADR74435K20452518,364SH DFND2018,36400
PS BUSINESS PKS INC CALIFCOM69360J107125,4701,025,165SH DFND10,19,2,20,5,6,8855,6015,748163,816
PTC INCCOM69370C100280,4093,389,857SH DFND10,11,12,13,19,2,20,5,6,82,914,67267,667407,518
PTC THERAPEUTICS INCCOM69366J200106,7592,283,608SH DFND2,20,5,81,996,628300286,680
PUBLIC STORAGECOM74460D1092,186,9999,819,502SH DFND10,11,12,13,19,2,20,5,6,87,948,537278,1681,592,797
PUBLIC SVC ENTERPRISE GRP INCOM7445731061,501,59927,346,553SH DFND10,11,12,13,19,2,20,5,6,823,439,901572,3593,334,293
PULSE BIOSCIENCES INCCOM74587B1012,708229,661SH DFND2,20,5185,137044,524
PULTE GROUP INCCOM745867101633,55013,651,817SH DFND10,11,12,13,19,2,20,5,6,811,761,953439,5471,450,317
PUMA BIOTECHNOLOGY INCCOM74587V10728,4602,820,641SH DFND13,2,20,5,82,689,7121,000129,929
PURE STORAGE INCCL A74624M10245,4402,952,558SH DFND19,2,20,5,82,391,9922,000558,566
ABM INDS INCCOM000957100199,8515,424,473SH DFND2,20,5,85,102,723376321,374
ARAMARKCOM03852U106126,1844,770,673SH DFND10,11,12,13,19,2,20,5,6,83,794,985143,268832,420
PURE STORAGE INCNOTE 0.125% 4/174624MAB814,32114,858,000PRN DFND2,514,858,00000
PURECYCLE CORPCOM NEW7462283033,111345,319SH DFND2,20,5283,497061,822
PURPLE INNOVATION INCCOM74640Y1068,324334,831SH DFND2,20,5267,703067,128
PUXIN LTDADS74704P10831535,417SH DFND235,41700
PVH CORPORATIONCOM693656100144,0012,414,507SH DFND10,12,13,19,2,20,5,6,82,128,5181,119284,870
PZENA INVESTMENT MGMT INCCLASS A74731Q1031,626303,409SH DFND2,20241,351062,058
Q2 HLDGS INCCOM74736L10991,8721,006,702SH DFND2,20,5,8778,270800227,632
QAD INCCL A74727D30611,091262,819SH DFND2,20,5,8207,569055,250
QCR HOLDINGS INCCOM74727A1049,896360,238SH DFND2,20,5,8286,871073,367
QEP RESOURCES INCCOM74733V1005,4716,060,419SH DFND12,13,2,20,56,058,91901,500
ARAVIVE INCCOM03890D108895190,449SH DFND2,20159,786030,663
QIAGEN NVSHS NEWN72482123109,0912,087,472SH DFND2,20,6,81,781,8000305,672
QIWI PLCSPON ADR REP B74735M1083,328191,837SH DFND2191,83700
QORVO INCCOM74736K101648,1505,024,027SH DFND10,11,12,13,19,2,20,5,6,84,173,623148,266702,138
QTS RLTY TR INCCOM CL A74736A103148,1732,334,174SH DFND10,2,20,5,81,825,69117,474491,009
QUAD / GRAPHICS INCCOM CL A7473011091,989656,555SH DFND2,20,5536,2420120,313
QUAKER CHEM CORPCOM74731610775,782421,693SH DFND2,20,5,8358,42810863,157
QUALCOMM INCCOM7475251035,546,88947,135,362SH DFND10,11,12,13,19,2,20,5,6,840,547,991844,3535,743,018
QUALYS INCCOM74758T303106,6221,087,867SH DFND2,20,5,6,8930,113400157,354
QUANEX BUILDING PRODUCTS CORCOM74761910419,7581,071,471SH DFND2,20,5,8924,1090147,362
QUANTA SVCS INCCOM74762E102243,2284,597,020SH DFND10,12,13,19,2,20,5,6,84,014,4561,698580,866
ARBOR REALTY TRUST INCCOM03892310823,2552,027,493SH DFND2,20,5,81,540,8030486,690
QUANTERIX CORPCOM74766Q10111,877352,008SH DFND2,20,5,8264,409087,599
QUANTUM CORPCOM NEW7479065011,599347,661SH DFND2,20271,237076,424
QUDIAN INCADR7477981062,0351,641,183SH DFND1,13,2,20,51,452,8610188,322
QUEST DIAGNOSTICS INCCOM74834L100764,7186,679,346SH DFND1,10,11,12,13,19,2,20,5,6,85,722,761196,937759,648
QUIDEL CORPCOM74838J101198,895906,625SH DFND13,19,2,20,5,6,8814,50240591,718
QUINSTREET INCCOM74874Q10022,9721,450,271SH DFND2,20,5,81,238,2730211,998
QUOTIENT LTDSHSG732681075,130998,102SH DFND2,20,5,8756,8320241,270
QUOTIENT TECHNOLOGY INCCOM74911910314,5411,970,384SH DFND2,20,5,81,590,8230379,561
QURATE RETAIL INCCOM SER A74915M10045,2076,296,249SH DFND12,13,19,2,20,5,85,355,2795,279935,691
QUTOUTIAO INCADS REP SHS A74915J107737336,500SH DFND2,20,5318,000018,500
ARBUTUS BIOPHARMA CORPCOM03879J10016251,910SH DFND2051,91000
R1 RCM INCCOM74939710557,1733,333,700SH DFND2,20,5,82,845,0960488,604
RACKSPACE TECHNOLOGY INCCOM7501021059,767506,338SH DFND2,20399,5190106,819
RADA ELECTR INDS LTDCOM PAR NEWM81863124835140,838SH DFND2140,83800
RADIAN GROUP INCCOM75023610177,6885,317,457SH DFND13,2,20,5,84,381,7221,653934,082
RADIANT LOGISTICS INCCOM75025X1003,697719,287SH DFND2,20,5593,6110125,676
RADIUS HEALTH INCCOM NEW75046920727,3802,414,506SH DFND2,20,5,82,213,1410201,365
RADNET INCCOM75049110220,5291,337,423SH DFND2,20,5,81,140,2560197,167
RADWARE LTDORDM818731079,153377,610SH DFND2,20,5,8264,099500113,011
RAFAEL HLDGS INCCOM CL B75062E1062,762178,184SH DFND2,20,5146,975031,209
RALPH LAUREN CORPCL A751212101172,1022,532,030SH DFND10,11,12,13,19,2,20,5,6,81,797,46667,766666,798
ARC DOCUMENT SOLUTIONS INCCOM00191G1033538,476SH DFND2038,47600
RAMBUS INC DELCOM75091710657,7694,219,769SH DFND2,20,5,83,691,908485527,376
RANGE RES CORPCOM75281A109113,90617,206,339SH DFND12,13,2,20,5,813,162,1635,4104,038,766
RANPAK HOLDINGS CORPCOM CL A75321W1033,581376,190SH DFND2,20,5,8276,790099,400
RAPID7 INCCOM75342210464,8801,059,437SH DFND2,20,5,8826,570900231,967
RAPT THERAPEUTICS INCCOM75382E1096,000186,328SH DFND2,20,5149,384036,944
RATTLER MIDSTREAM LPCOM UNITS75419T10355192,680SH DFND20,5,864,962027,718
RAVEN INDS INCCOM75421210822,9431,066,109SH DFND2,20,5,8894,0250172,084
RAYMOND JAMES FINL INCCOM754730109371,1055,074,737SH DFND10,12,13,19,2,20,5,6,84,432,46776,157566,113
RAYONIER ADVANCED MATLS INCCOM75508B1045,9791,868,320SH DFND2,20,51,663,2220205,098
RAYONIER INCCOM75490710384,2103,184,946SH DFND12,13,2,20,5,6,82,868,5941,214315,138
ARCBEST CORPCOM03937C10531,4161,011,455SH DFND2,20,5,8886,5541,000123,901
RAYTHEON TECHNOLOGIES CORPCOM75513E1017,107,033123,514,657SH DFND1,10,11,12,13,19,2,20,5,6,856,240,66161,003,6036,270,394
RBB BANCORPCOM74930B1052,976262,399SH DFND2,20,5208,133054,266
RBC BEARINGS INCCOM75524B10458,721484,459SH DFND13,2,20,5,8368,784200115,475
RCI HOSPITALITY HLDGS INCCOM74934Q1083,563174,651SH DFND2,20,5143,715030,936
RE MAX HLDGS INCCL A75524W10817,670539,863SH DFND2,20,5,8454,313085,550
READING INTERNATIONAL INCCL A75540810123572,917SH DFND2,2072,91700
READY CAPITAL CORPCOM75574U10119,8521,726,497SH DFND2,20,5,81,540,8140185,683
REALNETWORKS INCCOM NEW75605L7081815,119SH DFND2015,11900
REALOGY HLDGS CORPCOM75605Y10637,2773,948,866SH DFND12,13,2,20,5,83,401,3651,100546,401
REALPAGE INCCOM75606N10964,9091,126,114SH DFND19,2,20,5,6,8909,6591,300215,155
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L2033,210242,264SH DFND1,2,20133,2640109,000
REALTY INCOME CORPCOM7561091041,502,98624,647,321SH DFND1,10,11,12,13,19,2,20,5,6,821,397,884299,5192,949,918
REATA PHARMACEUTICALS INCCL A75615P10337,729387,282SH DFND13,2,20,5,8331,00320056,079
RECRO PHARMA INCCOM75629F109858408,639SH DFND2,20337,118071,521
RED LION HOTELS CORPCOM7567641062612,239SH DFND2012,23900
RED RIVER BANCSHARES INCCOM75686R2023,56882,979SH DFND2,20,567,437015,542
RED ROBIN GOURMET BURGERS INCOM75689M1016,070461,279SH DFND2,20,5407,391053,888
RED ROCK RESORTS INCCL A75700L10822,4841,314,854SH DFND2,20,5,81,002,486400311,968
RED VIOLET INCCOM75704L1041,41376,552SH DFND2,2061,166015,386
REDFIN CORPCOM75737F10893,9211,881,044SH DFND2,20,5,81,440,768900439,376
REDHILL BIOPHARMA LTDSPONSORED ADS7574681031,039101,643SH DFND1,2,2011,643090,000
ARCH CAP GROUP LTDORDG0450A105275,4889,418,385SH DFND10,11,12,13,19,2,20,5,6,87,539,641424,6261,454,118
REDWOOD TR INCCOM75807540242,3375,629,943SH DFND2,20,5,85,048,5252,059579,359
REEDS INCCOM7583381071212,500SH DFND2012,50000
REGAL BELOIT CORPCOM75875010393,331991,107SH DFND10,13,2,20,5,6,8878,39111,615101,101
REGENCY CTRS CORPCOM758849103384,88810,123,309SH DFND10,11,12,13,19,2,20,5,6,88,405,900146,5691,570,840
REGENERON PHARMACEUTICALSCOM75886F1072,607,1974,657,538SH DFND10,11,12,13,19,2,20,5,6,83,954,258140,212563,068
REGENXBIO INCCOM75901B10759,0002,143,897SH DFND13,2,20,5,81,981,860500161,537
REGIONAL MGMT CORPCOM75902K1062,605156,352SH DFND2,20,5125,989030,363
REGIONS FINANCIAL CORP NEWCOM7591EP100628,37153,796,150SH DFND10,12,13,19,2,20,5,6,848,307,175656,6324,832,343
REGIS CORP MINNCOM7589321075,184844,373SH DFND2,20,5,8719,6772,156122,540
REINSURANCE GRP OF AMERICA ICOM NEW759351604214,1372,249,577SH DFND10,11,12,13,19,2,20,5,6,81,951,40564,738233,434
ARCH RESOURCES INCCL A03940R10740,823961,004SH DFND2,20,5911,662049,342
RELAY THERAPEUTICS INCCOM75943R10220,353477,888SH DFND2,20,5370,3570107,531
RELIANCE STEEL & ALUMINUM COCOM759509102189,4031,856,164SH DFND10,12,13,19,2,20,5,6,81,678,2368,859169,069
RELIANT BANCORP INCCOM75956B1014,185288,624SH DFND2,20,5229,343059,281
RELMADA THERAPEUTICS INCCOM75955J40211,373302,321SH DFND2,20,5,8247,714054,607
RELX PLCSPONSORED ADR7595301081,00544,910SH DFND2044,91000
REMARK HLDGS INCCOM75955K1021311,100SH DFND2011,10000
RENAISSANCERE HLDGS LTDCOMG7496G103386,3962,276,400SH DFND10,11,12,13,19,2,20,5,6,81,768,16626,710481,524
RENASANT CORPCOM75970E10727,5311,211,735SH DFND2,20,5,8947,914385263,436
RENESOLA LTDSPONSORED ADS75971T3016229,984SH DFND229,98400
RENEWABLE ENERGY GROUP INCCOM NEW75972A30188,2321,651,665SH DFND10,2,20,5,81,461,9903,445186,230
ARCHER DANIELS MIDLAND COCOM0394831021,604,13834,505,017SH DFND10,11,12,13,19,2,20,5,6,830,540,474669,3813,295,162
RENT A CTR INC NEWCOM76009N10049,7661,664,978SH DFND10,2,20,5,81,414,50417,809232,665
REPAY HLDGS CORPCOM CL A76029L10025,9481,104,162SH DFND2,20,5,8866,1910237,971
REPLIGEN CORPCOM759916109167,6931,136,596SH DFND13,19,2,20,5,6,81,007,413500128,683
REPLIMUNE GROUP INCCOM76029N1067,057306,581SH DFND2,20,5,8239,051067,530
REPRO MED SYS INCCOM7599101023,007416,537SH DFND2,20,5,8326,715089,822
REPUBLIC BANCORP INC KYCL A7602812046,675234,648SH DFND2,20,5,8190,68166643,301
REPUBLIC FIRST BANCORP INCCOM7604161071,694855,719SH DFND2,20,5693,9760161,743
REPUBLIC SVCS INCCOM7607591001,007,33710,742,789SH DFND10,11,12,13,19,2,20,5,6,88,844,182271,8641,626,743
RESEARCH FRONTIERS INCCOM760911107886328,059SH DFND2,20267,037061,022
RESIDEO TECHNOLOGIES INCCOM76118Y10448,6064,418,760SH DFND1,12,13,2,20,5,83,834,8521,670582,238
ABRAXAS PETE CORPCOM00383010617115,453SH DFND20115,45300
ARCHROCK INCCOM03957W10626,6724,957,665SH DFND2,20,5,84,356,7222,651598,292
RESMED INCCOM7611521071,130,5606,594,878SH DFND10,11,12,13,19,2,20,5,6,85,541,479253,021800,378
RESOLUTE FST PRODS INCCOM76117W10915534,703SH DFND20,534,70300
RESONANT INCCOM76118L1021,777746,748SH DFND2,20632,0300114,718
RESOURCES CONNECTION INCCOM76122Q10513,1961,142,532SH DFND2,20,5,81,004,508743137,281
RESTAURANT BRANDS INTL INCCOM76131D1032,00534,559SH DFND19,20,834,3310228
RETAIL OPPORTUNITY INVTS CORCOM76131N10160,4855,807,448SH DFND10,2,20,5,84,880,25933,554893,635
RETAIL PPTYS AMER INCCL A76131V20264,05110,931,430SH DFND10,12,13,2,20,5,89,175,02268,9901,687,418
RETAIL VALUE INCCOM76133Q1023,578284,650SH DFND13,2,20,5220,957063,693
RETRACTABLE TECHNOLOGIES INCCOM76129W1051,512226,978SH DFND2,20192,700034,278
RETROPHIN INCCOM76129910635,4511,920,415SH DFND2,20,5,81,682,6740237,741
ARCO PLATFORM LTDCOM CL AG045531062676,546SH DFND26,54600
REV GROUP INCCOM7495271073,953501,017SH DFND2,20,5,8382,1000118,917
REVANCE THERAPEUTICS INCCOM76133010933,6981,340,406SH DFND2,20,5,81,059,1350281,271
REVLON INCCL A NEW761525609940148,759SH DFND2,20116,404032,355
REVOLUTION MEDICINES INCCOM76155X10037,2671,070,902SH DFND2,20,5,8926,6040144,298
REVOLVE GROUP INCCL A76156B10731419,100SH DFND20,813,10006,000
REX AMERICAN RESOURCES CORPCOM76162410513,213201,383SH DFND2,20,5,8178,930022,453
REXFORD INDL RLTY INCCOM76169C100240,3715,229,037SH DFND10,19,2,20,5,6,84,347,28435,575846,178
REXNORD CORPCOM76169B10270,7592,371,264SH DFND2,20,5,81,817,482800552,982
REYNOLDS CONSUMER PRODS INCCOM76171L10615,511506,554SH DFND2,20,5,6437,601068,953
RGC RES INCCOM74955L1033,480148,384SH DFND2,20,5119,728028,656
ARCONIC CORPORATIONCOM03966V10783,5214,384,297SH DFND12,13,19,2,20,5,83,932,390891451,016
RHCOM74967X103236,658618,520SH DFND13,2,20,5,6,8544,68810073,732
RHYTHM PHARMACEUTICALS INCCOM76243J10519,156883,980SH DFND2,20,5,8744,5480139,432
RIBBON COMMUNICATIONS INCCOM7625441046,5691,697,509SH DFND2,20,5,81,379,4212,643315,445
RICHMOND MUT BANCORPORATIONCOM76525P1002,343221,496SH DFND2,20180,849040,647
RIGEL PHARMACEUTICALS INCCOM NEW76655960324,25510,106,345SH DFND2,20,5,89,264,9330841,412
RIGNET INCCOM7665821005312,867SH DFND2012,86700
RIMINI STR INC DELCOM76674Q1071,147356,309SH DFND2,20291,219065,090
RING ENERGY INCCOM76680V10872106,343SH DFND20106,34300
RINGCENTRAL INCCL A76680R206422,5961,538,896SH DFND10,11,12,13,19,2,20,5,6,81,257,92335,721245,252
RIO TINTO PLCSPONSORED ADR7672041005348,835SH DFND1,204,60304,232
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F1071,746425,769SH DFND2,20,5346,462079,307
RITE AID CORPCOM76775487214,4541,523,070SH DFND13,2,20,5,81,257,0601,202264,808
RIVERVIEW BANCORP INCCOM7693971001,755422,869SH DFND13,2,20298,1210124,748
RLI CORPCOM749607107389,7164,654,434SH DFND12,13,19,2,20,5,6,81,803,5092,655,341195,584
RLJ LODGING TRCOM74965L10156,8356,555,426SH DFND10,13,2,20,5,85,218,17745,8831,291,366
RMR GROUP INCCL A74967R1067,981290,545SH DFND2,20,5,8224,91889364,734
ROBERT HALF INTL INCCOM770323103274,8505,191,732SH DFND10,11,12,13,19,2,20,5,6,84,222,349184,616784,767
ROCKET COS INCCOM CL A77311W10137,0731,860,162SH DFND2,20,51,761,674098,488
ROCKET PHARMACEUTICALS INCCOM77313F10637,3321,633,055SH DFND2,20,5,81,467,7560165,299
ROCKWELL AUTOMATION INCCOM7739031091,056,9594,789,557SH DFND1,10,11,12,13,19,2,20,5,6,84,113,79976,951598,807
ROCKWELL MED INCCOM774374102888829,703SH DFND2,20619,6640210,039
ARCOSA INCCOM03965310075,1791,705,124SH DFND13,2,20,5,81,460,330786244,008
ROCKY BRANDS INCCOM7745151003,524141,923SH DFND2,20114,943026,980
ROGERS COMMUNICATIONS INCCL B7751092001,47236,787SH DFND2,2036,78700
ROGERS CORPCOM77513310154,515555,936SH DFND2,20,5,8469,50916886,259
ROKU INCCOM CL A77543R102382,7362,027,202SH DFND10,11,12,13,19,2,20,5,6,81,662,38949,866314,947
ROLLINS INCCOM775711104406,2457,496,671SH DFND10,11,12,13,19,2,20,5,6,85,599,372253,4131,643,886
ROPER TECHNOLOGIES INCCOM7766961061,725,0464,365,988SH DFND10,11,12,13,19,2,20,5,6,83,801,04963,808501,131
ROSETTA STONE INCCOM77778010714,545485,147SH DFND2,20,5,8386,996098,151
ROSS STORES INCCOM7782961031,429,20515,315,100SH DFND10,11,12,13,19,2,20,5,6,813,196,822390,0121,728,266
ROYAL BK CDACOM7800871026629,445SH DFND12,2,209,1780267
ROYAL CARIBBEAN GROUPCOMV7780T103510,1587,881,327SH DFND10,11,12,13,19,2,20,5,6,86,882,585110,363888,379
ARCTURUS THERAPEUTICS HLDGSCOM03969T10966,9351,560,254SH DFND2,20,5,81,492,979067,275
ROYAL DUTCH SHELL PLCSPON ADR B78025910732613,450SH DFND2013,45000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920619,965793,208SH DFND1,2,2033,7300759,478
ROYAL GOLD INCCOM780287108209,9221,746,873SH DFND13,19,2,20,5,6,81,543,247599203,027
ROYALTY PHARMA PLCSHS CL AG7709Q10442,8351,018,194SH DFND19,2,20,5,8935,033083,161
RPC INCCOM7496601065,3992,045,044SH DFND2,20,5,81,745,0510299,993
RPM INTL INCCOM749685103447,4105,400,888SH DFND10,11,12,13,19,2,20,5,6,84,751,93990,454558,495
RPT REALTYSH BEN INT74971D10123,4974,319,248SH DFND10,2,20,5,83,690,54122,121606,586
RUBIUS THERAPEUTICS INCCOM78116T1033,379674,461SH DFND2,20,5,8533,6420140,819
RUSH ENTERPRISES INCCL A78184620930,352600,550SH DFND10,2,20,5,8458,69421,435120,421
RUSH ENTERPRISES INCCL B7818463085,081114,685SH DFND10,2,20,575,5999,10629,980
ARCUS BIOSCIENCES INCCOM03969F10943,1672,518,468SH DFND2,20,5,82,320,1090198,359
RUTHS HOSPITALITY GROUP INCCOM78333210911,3011,021,828SH DFND2,20,5,8894,5589,000118,270
RYANAIR HOLDINGS PLCSPONSORED ADS7835132038,289101,380SH DFND1,2,20,866,490034,890
RYDER SYS INCCOM78354910863,5811,505,233SH DFND12,13,19,2,20,5,6,81,379,347831125,055
RYERSON HLDG CORPCOM7837541041,603279,837SH DFND2,20231,772048,065
RYMAN HOSPITALITY PPTYS INCCOM78377T10770,6321,919,358SH DFND10,13,2,20,5,81,562,43517,179339,744
S & T BANCORP INCCOM78385910123,3961,322,534SH DFND2,20,5,81,141,855536180,143
S&P GLOBAL INCCOM78409V1043,874,54710,744,722SH DFND10,11,12,13,19,2,20,5,6,89,296,490181,2921,266,940
SABINE ROYALTY TRUNIT BEN INT78568810237712,955SH DFND212,95500
SABRA HEALTH CARE REIT INCCOM78573L106117,7248,540,001SH DFND10,19,2,20,5,6,86,857,17559,2831,623,543
SABRE CORPCOM78573M10444,1976,789,093SH DFND13,2,20,5,6,86,162,2773,300623,516
ARCUTIS BIOTHERAPEUTICS INCCOM03969K1087,777265,434SH DFND2,20,5,8212,890052,544
SACHEM CAP CORPCOM78590A1094210,700SH DFND2010,70000
SAFE BULKERS INCCOMY7388L103660640,556SH DFND2,20472,5970167,959
SAFEGUARD SCIENTIFICS INCCOM NEW7864492071,989362,955SH DFND2,20,5294,141068,814
SAFEHOLD INCCOM78645L10038,000610,371SH DFND10,2,20,5,8505,0394,600100,732
SAFETY INS GROUP INCCOM78648T10034,314496,662SH DFND13,19,2,20,5,8409,5046,20080,958
SAGA COMMUNICATIONS INCCL A NEW7865983001,42371,593SH DFND2,2056,544015,049
SAGE THERAPEUTICS INCCOM78667J10890,9711,488,399SH DFND13,2,20,5,81,364,318800123,281
SAIA INCCOM78709Y105105,342835,121SH DFND2,20,5,8711,331500123,290
SAILPOINT TECHNLGIES HLDGS ICOM78781P10572,6571,836,164SH DFND2,20,5,81,424,511900410,753
SALESFORCE COM INCCOM79466L30210,472,83341,671,306SH DFND10,11,12,13,19,2,20,5,6,831,340,454480,6749,850,178
ARDAGH GROUP S ACL AL0223L1012,384167,840SH DFND2,20,5146,985020,855
SALISBURY BANCORP INCCOM79522610983826,500SH DFND2,2020,80005,700
SALLY BEAUTY HLDGS INCCOM79546E10433,1673,816,713SH DFND12,13,2,20,5,6,83,270,168646545,899
SANDERSON FARMS INCCOM800013104109,742930,253SH DFND12,19,2,20,5,6,8829,540144100,569
SANDRIDGE ENERGY INCCOM NEW80007P8695030,043SH DFND2030,04300
SANDY SPRING BANCORP INCCOM80036310323,2661,008,063SH DFND2,20,5,8806,9380201,125
SANFILIPPO JOHN B & SON INCCOM80042210720,492271,852SH DFND2,20,5,6,8228,214043,638
SANGAMO THERAPEUTICS INCCOM80067710666,3887,025,167SH DFND2,20,5,86,493,146100531,921
SANMINA CORPORATIONCOM80105610261,4342,271,129SH DFND12,2,20,5,81,947,778833322,518
SANOFISPONSORED ADR80105N1053,31566,084SH DFND2,2066,08400
SANTANDER CONSUMER USA HDG ICOM80283M10115,460849,896SH DFND12,13,19,2,20,5,8728,8370121,059
ARDELYX INCCOM03969710714,0672,679,461SH DFND2,20,5,82,429,7930249,668
SAP SESPON ADR80305420425,175161,575SH DFND1,2,2052,9900108,585
SAPIENS INTL CORP N VSHSG7T16G10311,127363,872SH DFND2,20,5324,797039,075
SAREPTA THERAPEUTICS INCCOM803607100266,7121,899,252SH DFND10,11,12,13,19,2,20,5,6,81,595,92236,854266,476
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607AB628,60813,780,000PRN DFND2,513,780,00000
SATSUMA PHARMACEUTICALS INCCOM80405P107627161,108SH DFND2,20134,611026,497
SAUL CTRS INCCOM80439510111,114418,148SH DFND2,20,5,8355,977062,171
SAVARA INCCOM805111101791725,322SH DFND2,20597,8150127,507
SB FINL GROUP INCCOM78408D1051,03176,416SH DFND2,2055,968020,448
SBA COMMUNICATIONS CORP NEWCL A78410G1041,430,5944,491,944SH DFND10,11,12,13,19,2,20,5,6,83,770,42857,704663,812
SCANSOURCE INCCOM80603710718,091912,305SH DFND2,20,5,8792,9221,058118,325
1LIFE HEALTHCARE INCCOM68269G10739,4401,390,697SH DFND19,2,20,5,81,100,6520290,045
AC IMMUNE SASHSH0026310514229,161SH DFND2,2029,16100
ARDMORE SHIPPING CORPCOMY0207T1002,084585,425SH DFND2,20,5458,6740126,751
SCHLUMBERGER LTDCOM8068571081,189,92775,862,867SH DFND10,11,12,13,19,2,20,5,6,868,883,254782,2346,197,379
SCHNEIDER NATIONAL INCCL B80689H10227,4331,106,366SH DFND2,20,5,8976,1820130,184
SCHNITZER STL INDSCL A80688210624,8151,290,407SH DFND2,20,5,81,156,407314133,686
SCHOLAR ROCK HLDG CORPCOM80706P1037,211407,650SH DFND2,20,5,8315,507092,143
SCHOLASTIC CORPCOM80706610519,692938,157SH DFND2,20,5,8801,54373136,541
SCHRODINGER INCCOM80810D10324,526516,219SH DFND2,20,5,8404,5140111,705
SCHWAB CHARLES CORPCOM8085131051,704,74347,053,341SH DFND10,12,13,19,2,20,5,6,840,928,507992,1005,132,734
SCHWAB STRATEGIC TRINTRM TRM TRES80852485485,0861,450,000SH DFND21,450,00000
SCHWAB STRATEGIC TRUS REIT ETF80852484764718,303SH DFND118,30300
SCHWEITZER-MAUDUIT INTL INCCOM80854110641,2511,357,387SH DFND2,20,51,231,33164125,992
ARENA PHARMACEUTICALS INCCOM NEW040047607144,7881,935,924SH DFND2,20,5,81,669,336890265,698
SCIENCE APPLICATIONS INTL COCOM808625107103,5761,320,786SH DFND1,13,2,20,5,6,81,194,003833125,950
SCIENTIFIC GAMES CORPCOM80874P10959,5641,706,211SH DFND13,2,20,5,6,81,437,7571,300267,154
SCIPLAY CORPCL A80908710922213,700SH DFND2013,70000
SCORPIO BULKERS INCCOMY7546A1301,557109,962SH DFND2,20,589,265020,697
SCORPIO TANKERS INCSHSY7542C1309,251835,700SH DFND2,20,5650,4360185,264
SCOTTS MIRACLE GRO COCL A810186106152,840999,544SH DFND13,19,2,20,5,6,8898,775385100,384
SCPHARMACEUTICALS INCCOM81064810539953,619SH DFND2,2042,498011,121
SCRIPPS E W CO OHIOCL A NEW81105440219,4721,702,079SH DFND2,20,5,81,459,9371,039241,103
SCULPTOR CAP MGMTCOM CL A8112461073,608307,348SH DFND2,20,5245,978061,370
SEA LTDSPONSORD ADS81141R100301,1871,955,254SH DFND1,10,13,2,20,5,8339,99101,615,263
ARES CAPITAL CORPCOM04010L1031,18785,087SH DFND2085,08700
SEABOARD CORPCOM8115431078,3942,959SH DFND2,20,5,82,3371621
SEACHANGE INTL INCCOM811699107351403,603SH DFND2,20330,603073,000
SEACOAST BKG CORP FLACOM NEW81170780131,2701,734,326SH DFND2,20,5,81,498,3110236,015
SEACOR HOLDINGS INCCOM81190410120,937719,973SH DFND2,20,5,8634,91410084,959
SEACOR MARINE HLDGS INCCOM78413P1012411,860SH DFND2011,86000
SEAGATE TECHNOLOGY PLCSHSG7945M107511,68010,250,208SH DFND10,11,12,13,19,2,20,5,6,88,431,451334,9481,483,809
SEALED AIR CORP NEWCOM81211K100276,8237,132,771SH DFND10,11,12,13,19,2,20,5,6,85,862,939104,7181,165,114
SEASPINE HLDGS CORPCOM81255T1086,226435,357SH DFND2,20,5352,823082,534
SEATTLE GENETICS INCCOM812578102575,2792,939,746SH DFND10,11,12,13,19,2,20,5,6,82,453,60872,558413,580
SEAWORLD ENTMT INCCOM81282V10020,2461,026,664SH DFND2,20,5,8791,8350234,829
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT011,92911,650,000PRN DFND2,511,650,00000
SECUREWORKS CORPCL A81374A1051,834161,013SH DFND2,20128,694032,319
SECURITY NATL FINL CORPCL A NEW81478530963398,983SH DFND2,2077,048021,935
SEI INVTS COCOM784117103271,8255,359,323SH DFND10,12,13,19,2,20,5,6,84,646,336188,573524,414
SELECT BANCORP INC NEWCOM81617L1082,249312,785SH DFND2,20261,634051,151
SELECT ENERGY SVCS INCCL A COM81617J3018,4292,195,113SH DFND2,20,5,81,950,6220244,491
SELECT MED HLDGS CORPCOM81619Q10572,6693,490,322SH DFND2,20,5,82,985,4192,000502,903
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40772,703494,643SH DFND1,2,20433,646060,997
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y308135,3072,110,868SH DFND1,12,2,201,833,0080277,860
SELECT SECTOR SPDR TRSBI INT-INDS81369Y70474,662969,885SH DFND1,12,2,20853,5870116,298
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803155,1071,329,106SH DFND1,12,2,201,173,6820155,424
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW38,8438,503,000PRN DFND2,58,503,00000
SELECTA BIOSCIENCES INCCOM8162121042,9381,184,555SH DFND2,20,5984,2760200,279
SELECTIVE INS GROUP INCCOM81630010799,3541,929,587SH DFND12,13,2,20,5,6,81,653,664741275,182
SELECTQUOTE INCCOM8163073009,623475,201SH DFND2,20374,1840101,017
SEMPRA ENERGY6% PFD CONV A81685140635,162356,400SH DFND2356,40000
SEMPRA ENERGY6.75% CNV PFD B8168515058,52987,000SH DFND287,00000
SEMPRA ENERGYCOM8168511091,886,36015,798,184SH DFND10,11,12,13,19,2,20,5,6,814,157,698192,5481,447,938
SEMTECH CORPCOM816850101118,6582,240,526SH DFND13,19,2,20,5,6,81,930,051651309,824
SENECA FOODS CORP NEWCL A8170705017,948222,448SH DFND2,20,5196,198026,250
SENSATA TECHNOLOGIES HLDNG PSHSG8060N102140,7423,262,454SH DFND10,11,12,13,19,2,20,5,6,82,614,31997,005551,130
SENSEONICS HLDGS INCCOM81727U1053282,800SH DFND2082,80000
ARES COML REAL ESTATE CORPCOM04013V1087,900834,284SH DFND2,20,5,8672,3950161,889
SENSIENT TECHNOLOGIES CORPCOM81725T10074,4851,290,013SH DFND13,2,20,5,6,81,083,080760206,173
SEQUANS COMMUNICATIONS S ASPONSORED ADS81732320713222,086SH DFND222,08600
SERES THERAPEUTICS INCCOM81750R10226,030919,469SH DFND2,20,5735,9240183,545
SERITAGE GROWTH PPTYSCL A81752R10014,1091,048,978SH DFND2,20,5,8844,334300204,344
SERVICE CORP INTLCOM817565104173,2854,108,233SH DFND13,2,20,5,6,83,711,5352,037394,661
SERVICE PPTYS TRCOM SH BEN INT81761L10269,4708,738,337SH DFND10,12,13,2,20,5,6,87,417,89246,6291,273,816
SERVICEMASTER GLOBAL HLDGS ICOM81761R10962,8101,574,967SH DFND12,13,19,2,20,5,81,281,7501,400291,817
SERVICENOW INCCOM81762P1023,734,7517,700,517SH DFND10,11,12,13,19,2,20,5,6,86,675,056106,823918,638
SERVICENOW INCNOTE 6/081762PAC65,2151,450,000PRN DFND51,450,00000
SERVICESOURCE INTL INCCOM81763U1001,419965,199SH DFND2,20770,0990195,100
ARES MANAGEMENT CORPORATIONCL A COM STK03990B10146,8091,158,068SH DFND2,20,5,8917,4713,700236,897
SERVISFIRST BANCSHARES INCCOM81768T10851,6271,509,286SH DFND2,20,5,81,285,4130223,873
SFL CORPORATION LTDSHSG7738W10613,1741,758,860SH DFND2,20,5,81,414,5620344,298
SHAKE SHACK INCCL A81904710165,7401,019,547SH DFND2,20,5,8856,4270163,120
SHARPS COMPLIANCE CORPCOM820017101951151,673SH DFND2,20118,710032,963
SHENANDOAH TELECOMMUNICATIONCOM82312B10670,0421,576,281SH DFND19,2,20,5,6,81,326,450900248,931
SHERWIN WILLIAMS COCOM8243481062,420,9923,474,743SH DFND10,11,12,13,19,2,20,5,6,83,001,31639,935433,492
SHIFT4 PMTS INCCL A82452J1094268,800SH DFND208,80000
SHINHAN FINANCIAL GROUP CO LSPN ADR RESTRD82459610072431,533SH DFND2,20,531,53300
SHOCKWAVE MED INCCOM82489T10449,823657,300SH DFND2,20,5,8532,4980124,802
SHOE CARNIVAL INCCOM82488910910,104300,886SH DFND2,20,5,8256,029044,857
ARGAN INCCOM04010E10912,830306,130SH DFND2,20,5,8237,269068,861
SHOPIFY INCCL A82509L10732,79632,060SH DFND232,06000
SHORE BANCSHARES INCCOM8251071052,958269,370SH DFND13,2,20,5212,401056,969
SHOTSPOTTER INCCOM82536T1074,934158,947SH DFND2,20,5,8126,785032,162
SHUTTERSTOCK INCCOM82569010035,685685,726SH DFND2,20,5,6,8589,834095,892
SHYFT GROUP INCCOM82569810312,653670,169SH DFND2,20,5,8526,3200143,849
SI BONE INCCOM82570410913,497569,017SH DFND2,20,5,8474,261094,756
SIEBERT FINL CORPCOM826176109414128,309SH DFND2,2099,092029,217
SIENTRA INCCOM82621J1052,615768,996SH DFND2,20,5626,2560142,740
SIERRA BANCORPCOM82620P1025,189309,051SH DFND13,2,20,5225,373083,678
SIFY TECHNOLOGIES LTDSPONSORED ADS82655M107123120,140SH DFND20120,14000
ARGENX SESPONSORED ADR04016X1017,57528,856SH DFND1,13,20399028,457
SIGA TECHNOLOGIES INCCOM8269171067,2091,049,340SH DFND2,20,5,8839,0000210,340
SIGNATURE BK NEW YORK N YCOM82669G104179,5082,163,010SH DFND10,12,13,19,2,20,5,6,81,897,00063,958202,052
SIGNET JEWELERS LIMITEDSHSG8127610040,1542,147,297SH DFND12,13,19,2,20,5,81,886,2081,559259,530
SILGAN HOLDINGS INCCOM82704810969,4941,889,978SH DFND2,20,5,6,81,682,815484206,679
SILICON LABORATORIES INCCOM826919102146,8941,501,214SH DFND13,19,2,20,5,6,81,288,073505212,636
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1084,085108,124SH DFND10,13,19,2,20,593,224014,900
SILK RD MED INCCOM82710M10043,603648,761SH DFND2,20,5,8529,5910119,170
SILVERBOW RES INCCOM82836G1026616,823SH DFND2016,82300
SILVERCREST ASSET MGMT GROUPCL A8283591091,285122,882SH DFND2,2092,938029,944
SILVERGATE CAP CORPCL A82837P4083,449239,536SH DFND2,20,5167,067072,469
ARGO GROUP INTL HLDGS LTDCOMG0464B10726,342765,085SH DFND19,2,20,5,8595,225217169,643
SIMMONS 1ST NATL CORPCL A $1 PAR82873020067,2794,195,238SH DFND2,20,5,83,688,8951,400504,943
SIMON PPTY GROUP INC NEWCOM8288061091,186,68518,347,009SH DFND10,11,12,13,19,2,20,5,6,815,342,195271,9082,732,906
SIMPLY GOOD FOODS COCOM82900L10237,8031,714,402SH DFND2,20,5,81,320,5390393,863
SIMPSON MANUFACTURING CO INCCOM829073105126,2441,296,282SH DFND2,20,5,81,087,108680208,494
SIMULATIONS PLUS INCCOM82921410538,600512,208SH DFND2,20,5,8448,509063,699
SINA CORPORDG8147710450,1751,177,547SH DFND10,12,13,19,2,20,5,8909,66146,400221,486
SINCLAIR BROADCAST GROUP INCCL A82922610918,248948,949SH DFND2,20,5,8721,47210,238217,239
SINOVAC BIOTECH LTDSHSP8696W1041,041160,875SH DFND2160,87500
SIRIUS XM HOLDINGS INCCOM82968B103163,15030,438,385SH DFND10,11,12,13,19,2,20,5,6,822,508,733748,9067,180,746
SITE CTRS CORPCOM82981J10955,1497,659,631SH DFND10,12,13,2,20,5,86,414,01744,1411,201,473
ACACIA COMMUNICATIONS INCCOM00401C10853,983800,942SH DFND19,2,20,5,8591,969600208,373
ARISTA NETWORKS INCCOM040413106463,5462,240,108SH DFND10,11,12,13,19,2,20,5,6,81,931,92853,028255,152
SITEONE LANDSCAPE SUPPLY INCCOM82982L103102,934844,064SH DFND13,19,2,20,5,8640,677300203,087
SITIME CORPCOM82982T10611,607138,129SH DFND2,20,5108,763029,366
SIX FLAGS ENTMT CORP NEWCOM83001A10238,1421,878,913SH DFND12,13,2,20,5,6,81,699,995700178,218
SJW GROUPCOM78430510433,783555,098SH DFND13,19,2,20,5,8424,6660130,432
SK TELECOM LTDSPONSORED ADR78440P10811,524513,990SH DFND10,2,20,5511,78202,208
SKECHERS U S A INCCL A830566105151,8865,026,007SH DFND12,13,19,2,20,5,6,84,718,9881,936305,083
SKYLINE CHAMPION CORPORATIONCOM83083010536,1061,348,753SH DFND2,20,5,81,101,4640247,289
SKYWEST INCCOM83087910253,7491,800,039SH DFND13,2,20,5,81,604,8370195,202
SKYWORKS SOLUTIONS INCCOM83088M1021,137,5557,818,249SH DFND10,11,12,13,19,2,20,5,6,86,449,646358,1311,010,472
SL GREEN RLTY CORPCOM78440X101206,1794,418,706SH DFND10,12,13,19,2,20,5,6,83,742,93321,326654,447
ARLINGTON ASSET INVST CORPCL A NEW0413562052,329820,187SH DFND2,20,5703,7320116,455
SLACK TECHNOLOGIES INCCOM CL A83088V102210,7277,845,400SH DFND10,11,12,13,19,2,20,5,6,86,503,770184,7381,156,892
SLEEP NUMBER CORPCOM83125X10339,704811,780SH DFND2,20,5,8680,506300130,974
SLM CORPCOM78442P10672,1238,915,088SH DFND1,12,13,2,20,5,6,87,740,0495,9271,169,112
SM ENERGY COCOM78454L1007,1334,486,263SH DFND12,2,20,54,040,1870446,076
SMART GLOBAL HLDGS INCSHSG8232Y10116,888617,693SH DFND2,20,5,8558,698058,995
SMART SAND INCCOM83191H1072216,800SH DFND2016,80000
SMARTFINANCIAL INCCOM NEW83190L2083,202235,624SH DFND2,20,5185,489050,135
SMARTSHEET INCCOM CL A83200N10367,3511,362,825SH DFND13,19,2,20,5,81,093,9051,100267,820
SMILEDIRECTCLUB INCCL A COM83192H10610,312882,836SH DFND2,20,5,8820,036062,800
SMITH & NEPHEW GROUP PLCSPDN ADR NEW83175M2055,109130,665SH DFND1,2,20116,428014,237
ARLO TECHNOLOGIES INCCOM04206A10111,9312,268,309SH DFND2,20,51,994,2710274,038
SMITH & WESSON BRANDS INCCOM83175410615,249979,352SH DFND2,20,5812,373100166,879
SMITH A O CORPCOM831865209448,8718,501,346SH DFND10,11,12,13,19,2,20,5,6,87,607,510199,204694,632
SMITH MICRO SOFTWARE INCCOM NEW8321542071,430383,246SH DFND2,20306,603076,643
SMUCKER J M COCOM NEW832696405875,2187,576,335SH DFND10,11,12,13,19,2,20,5,6,86,626,435136,253813,647
SNAP INCCL A83304A106263,29910,084,221SH DFND10,11,12,13,19,2,20,5,6,87,805,781426,3461,852,094
SNAP INCNOTE 0.750% 8/083304AAB242,74830,850,000PRN DFND2,530,850,00000
SNAP ON INCCOM833034101352,4472,395,478SH DFND10,11,12,13,19,2,20,5,6,82,009,09875,702310,678
SNOWFLAKE INCCL A83344510954,538217,281SH DFND10,11,12,13,19,20,5,6,8191,65113,60012,030
SO YOUNG INTERNATIONAL INCSPONSORED ADS83356Q10898178,572SH DFND1,23,572075,000
SOCIEDAD QUIMICA Y MINERA DESPON ADR SER B83363510534,0951,051,669SH DFND13,19,2,20,5,81,049,06202,607
ARMADA HOFFLER PPTYS INCCOM04208T10824,2722,590,530SH DFND10,2,20,5,82,157,35415,700417,476
SOGOU INCADR REPSTG A83409V10456463,441SH DFND1,213,477049,964
SOHU COM LTDSPONSORED ADS83410S10823,4351,180,014SH DFND1,13,2,20,5968,020700211,294
SOLAREDGE TECHNOLOGIES INCCOM83417M104279,1131,171,022SH DFND13,19,2,20,5,6,81,050,068500120,454
SOLARIS OILFIELD INFRSTR INCCOM CL A83418M1033,979627,557SH DFND2,20,5516,8330110,724
SOLARWINDS CORPCOM83417Q10513,247651,290SH DFND2,20,5,8533,1780118,112
SOLENO THERAPEUTICS INCCOM NEW834203200967385,331SH DFND2,20305,581079,750
SOLID BIOSCIENCES INCCOM83422E105654322,248SH DFND2,20245,540076,708
SOLITARIO ZINC CORPCOM8342EP107511,586SH DFND2011,58600
SOLITON INCCOM83425110066687,165SH DFND2,2065,785021,380
SONIC AUTOMOTIVE INCCL A83545G10235,709886,918SH DFND2,20,5,8776,0500110,868
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550719,7872,080,641SH DFND2,20,5,81,794,2211,237285,183
SONOCO PRODS COCOM835495102291,5875,709,549SH DFND12,13,2,20,5,6,85,455,415864253,270
SONOS INCCOM83570H10824,1751,592,531SH DFND2,20,5,81,178,6920413,839
SONY CORPSPONSORED ADR8356993073,55046,254SH DFND1,2,2043,82602,428
SORRENTO THERAPEUTICS INCCOM NEW83587F202130,55111,708,587SH DFND2,20,5,810,800,9480907,639
SOUTH JERSEY INDS INCCOM838518108220,45911,270,833SH DFND12,2,20,5,810,863,6091,376405,848
SOUTH PLAINS FINANCIAL INCCOM83946P1072,119170,757SH DFND2,20134,849035,908
SOUTH ST CORPCOM84044110989,2801,854,207SH DFND2,20,5,81,513,5531,110339,544
SOUTHERN COCOM8425871072,931,63254,069,197SH DFND1,10,11,12,13,19,2,20,5,6,847,952,138566,1125,550,947
SOUTHERN COUNIT 08/01/202284258760228,596615,500SH DFND2615,50000
SOUTHERN COPPER CORPCOM84265V105170,1683,758,951SH DFND10,12,13,19,2,20,5,81,871,95950,6761,836,316
ARMSTRONG FLOORING INCCOM04238R10616848,561SH DFND2039,58708,974
SOUTHERN FIRST BANCSHARES INCOM8428731013,172131,347SH DFND2,20,5107,975023,372
SOUTHERN MO BANCORP INCCOM8433801063,652154,884SH DFND2,20109,613045,271
SOUTHERN NATL BANCORP OF VACOM8433951043,797437,432SH DFND2,20340,405097,027
SOUTHSIDE BANCSHARES INCCOM84470P10927,1781,112,503SH DFND2,20,5,8958,2810154,222
SOUTHWEST AIRLS COCOM8447411081,662,40244,330,727SH DFND1,10,11,12,13,19,2,20,5,6,817,707,292188,77126,434,664
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG276,58058,500,000PRN DFND2,558,500,00000
SOUTHWEST GAS HOLDINGS INCCOM844895102108,9521,726,664SH DFND13,19,2,20,5,6,81,468,570773257,321
SOUTHWESTERN ENERGY COCOM84546710983,00535,321,196SH DFND10,12,13,2,20,5,832,915,50269,4422,336,252
SP PLUS CORPCOM78469C1038,720485,771SH DFND2,20,5,8375,0620110,709
SPARK ENERGY INCCL A COM8465111031,895227,819SH DFND2,20,5190,267037,552
ARMSTRONG WORLD INDS INCCOM04247X10238,923565,665SH DFND19,2,20,5,8455,204351110,110
SPARTANNASH COCOM84721510023,0541,410,025SH DFND10,2,20,5,81,224,90611,413173,706
SPDR GOLD TRGOLD SHS78463V107106,260599,930SH DFND10,12,20,8318,5670281,363
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X749107,9582,733,107SH DFND1,22,728,65874,442
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8635,664190,640SH DFND1,12,20187,24503,395
SPDR INDEX SHS FDSEURO STOXX 5078463X2024,667128,390SH DFND1000128,390
SPDR INDEX SHS FDSLOW CARBON ETF78463X19427,563274,100SH DFND1000274,100
SPDR INDEX SHS FDSMSCI ACWI EXUS78463X84823,351970,940SH DFND1967,57603,364
SPDR INDEX SHS FDSPORTFOLIO DEVLPD78463X88992,9643,177,172SH DFND12,2,201,046,55702,130,615
SPDR INDEX SHS FDSPORTFOLIO EMG MK78463X50953,1281,453,168SH DFND12,19,2,5485,5400967,628
SPDR INDEX SHS FDSS&P GBLINF ETF78463X8555,829131,127SH DFND5131,12700
ARROW ELECTRS INCCOM042735100259,5553,299,702SH DFND10,11,12,13,19,2,20,5,6,82,359,36887,752852,582
SPDR INDEX SHS FDSS&P GLBDIV ETF78463X4597,096133,500SH DFND1000133,500
SPDR INDEX SHS FDSS&P INTL ETF78463X77241512,310SH DFND17,69404,616
SPDR INDEX SHS FDSS&P INTL SMLCP78463X87199,0103,261,196SH DFND1,2,203,096,94638,898125,352
SPDR INDEX SHS FDSSOLACTIVE CANADA78463X37631,383550,200SH DFND20550,20000
SPDR INDEX SHS FDSSOLACTIVE GERMNY78463X35023,611400,200SH DFND20400,20000
SPDR INDEX SHS FDSSOLACTIVE JAPAN78463X36879,7221,025,200SH DFND201,025,20000
SPDR INDEX SHS FDSSOLACTV HK ETF78463X1452,92650,200SH DFND2025,10025,1000
SPDR S&P 500 ETF TRTR UNIT78462F1032,736,2858,140,144SH DFND1,10,12,2,207,632,5001,302506,342
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10747,254139,341SH DFND1,2097,2571,50140,583
SPDR SER TRBLMBRG BRC CNVRT78464A35929,764432,045SH DFND2432,04500
ARROW FINL CORPCOM0427441028,455336,967SH DFND13,2,20,5,8251,6435385,271
SPDR SER TRBLOMBERG 1 10 YR78468R861362,96917,509,357SH DFND217,509,35700
SPDR SER TRBLOMBERG BRC INT78464A3342086,635SH DFND16,63500
SPDR SER TRBLOMBERG BRC INV78468R20017,234563,582SH DFND2000563,582
SPDR SER TRBLOMBERG INTL TR78464A5165,520186,033SH DFND1,2019,1690166,864
SPDR SER TRBLOMBRG BRC EMRG78464A3914,155158,114SH DFND1158,11400
SPDR SER TRBLOMBRG BRC INTL78464A15133,623944,736SH DFND2,20853,131091,605
SPDR SER TRBLOOMBERG BRCLYS78468R6221,246,23811,952,029SH DFND19,2,20,5,89,787,20602,164,823
SPDR SER TRBLOOMBERG SRT TR78468R40820,955809,998SH DFND12,20510,1600299,838
SPDR SER TRDJ REIT ETF78464A60714,809189,934SH DFND1,2,20102,8373,60383,494
SPDR SER TRFTSE INT GVT ETF78464A49024,933459,728SH DFND20459,72800
ARROWHEAD PHARMACEUTICALS INCOM04280A100195,6274,543,124SH DFND13,2,20,5,6,84,081,7391,000460,385
SPDR SER TRPORTFLI HIGH YLD78468R6062,853112,800SH DFND1000112,800
SPDR SER TRPORTFLI INTRMDIT78464A67214,131425,117SH DFND1,12,2425,11700
SPDR SER TRPORTFLI MORTGAGE78464A38318,293686,686SH DFND2686,68600
SPDR SER TRPORTFLI TIPS ETF78464A656125,3694,061,189SH DFND1,2,2082,32003,978,869
SPDR SER TRPORTFOLIO AGRGTE78464A649280,5759,106,631SH DFND1,2,2021,0774,6189,080,936
SPDR SER TRPORTFOLIO INTRMD78464A375319,5088,691,722SH DFND1,12,2,207,705,577119,220866,925
SPDR SER TRPORTFOLIO LN COR78464A367123,3913,882,670SH DFND12,2,202,704,16101,178,509
SPDR SER TRPORTFOLIO LN TSR78464A664524,36011,218,657SH DFND12,2,2010,742,1770476,480
SPDR SER TRPORTFOLIO S&P50078464A85423,510597,455SH DFND12597,45500
SPDR SER TRPORTFOLIO SH TSR78468R101130,4944,250,619SH DFND1,24,250,61900
ACACIA RESH CORPACACIA TCH COM0038813073,150907,651SH DFND2,20,5720,6170187,034
ARTESIAN RES CORPCL A0431132085,855169,860SH DFND13,2,20,5134,305035,555
SPDR SER TRPORTFOLIO SHORT78464A474329,04410,489,124SH DFND1,2,201,184,28509,304,839
SPDR SER TRS&P 600 SML CAP78464A81312,616207,266SH DFND2,2000207,266
SPDR SER TRS&P DIVID ETF78464A7637,60282,269SH DFND177,11905,150
SPDR SER TRS&P REGL BKG78464A6982456,857SH DFND20006,857
SPDR SER TRWELLS FG PFD ETF78464A29231,845732,572SH DFND1,2732,57200
SPECTRUM BRANDS HLDGS INC NECOM84790A10531,602552,861SH DFND12,13,19,2,20,5,8452,218271100,372
SPECTRUM PHARMACEUTICALS INCCOM84763A10828,0666,878,822SH DFND2,20,5,86,207,7250671,097
SPERO THERAPEUTICS INCCOM84833T1033,187285,592SH DFND2,20236,278049,314
SPIRE INCCOM84857L10185,6301,590,962SH DFND13,19,2,20,5,6,81,319,971439270,552
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410962,1903,287,238SH DFND12,13,19,2,20,5,83,031,261887255,090
ARTISAN PARTNERS ASSET MGMTCL A04316A10846,5831,194,733SH DFND2,20,5,8912,10922,400260,224
SPIRIT AIRLS INCCOM84857710231,7531,972,206SH DFND13,2,20,5,81,646,9190325,287
SPIRIT OF TEX BANCSHARES INCCOM84861D1032,626235,268SH DFND2,20186,626048,642
SPIRIT RLTY CAP INC NEWCOM NEW84860W300153,5054,467,443SH DFND10,12,13,19,2,20,5,6,83,796,77529,053641,615
SPLUNK INCCOM848637104656,3103,488,596SH DFND10,11,12,13,19,2,20,5,6,82,879,27475,149534,173
SPLUNK INCNOTE 0.500% 9/1848637AC826,25818,873,000PRN DFND2,518,873,00000
SPLUNK INCNOTE 1.125% 9/1848637AD626,13718,102,000PRN DFND2,518,102,00000
SPOK HLDGS INCCOM84863T1065,794609,262SH DFND2,20,5,6540,407068,855
SPORTSMANS WHSE HLDGS INCCOM84920Y10614,5981,020,146SH DFND2,20,5876,6170143,529
SPOTIFY TECHNOLOGY S ASHSL8681T102327,7251,351,054SH DFND10,12,13,19,2,20,5,6,81,204,7810146,273
SPRINGWORKS THERAPEUTICS INCCOM85205L10737,985796,842SH DFND2,20,5,8708,203088,639
ARVINAS INCCOM04335A10515,656663,088SH DFND2,20,5,8538,0640125,024
SPROUT SOCIAL INCCOM CL A85209W10917,570456,357SH DFND2,20,5,8351,4530104,904
SPROUTS FMRS MKT INCCOM85208M10263,6703,042,025SH DFND12,13,19,2,20,5,6,82,686,848900354,277
SPS COMMERCE INCCOM78463M10785,8331,102,262SH DFND13,2,20,5,8913,480200188,582
SPX CORPCOM78463510463,0801,360,061SH DFND2,20,5,81,105,405951253,705
SPX FLOW INCCOM78469X10753,9901,260,859SH DFND12,2,20,5,81,061,704951198,204
SQUARE INCCL A8522341031,222,5157,520,857SH DFND10,11,12,13,19,2,20,5,6,86,123,567224,6251,172,665
SQUARE INCNOTE 0.500% 5/1852234AD547,27821,877,000PRN DFND2,521,877,00000
SS&C TECHNOLOGIES HLDGS INCCOM78467J100288,2624,763,090SH DFND10,11,12,13,19,2,20,5,6,83,869,633132,862760,595
SSGA ACTIVE ETF TRBLKSTN GSOSRLN78467V6083,93588,000SH DFND100088,000
SSGA ACTIVE ETF TRINCOM ALLO ETF78467V20247,5141,529,637SH DFND11,427,26352,25550,119
ASBURY AUTOMOTIVE GROUP INCCOM04343610463,298649,544SH DFND12,2,20,5,8558,28815991,097
SSGA ACTIVE ETF TRMULT ASS RLRTN78467V10364829,700SH DFND129,70000
ST JOE COCOM79014810019,901964,654SH DFND13,2,20,5,8803,0040161,650
STAAR SURGICAL COCOM PAR $0.0185231230557,8581,022,953SH DFND2,20,5,8823,49497199,362
STAG INDL INCCOM85254J102179,7615,873,001SH DFND1,10,19,2,20,5,84,559,93042,5131,270,558
STAMPS COM INCCOM NEW852857200131,956547,649SH DFND13,2,20,5,8470,29540076,954
STANDARD AVB FINL CORPCOM85303B1001,26738,817SH DFND2,2030,01708,800
STANDARD MTR PRODS INCCOM85366610529,247655,029SH DFND2,20,5,8555,65520099,174
STANDEX INTL CORPCOM85423110725,434429,632SH DFND2,20,5,8369,4221460,196
STANLEY BLACK & DECKER INCCOM8545021011,169,1137,207,851SH DFND10,11,12,13,19,2,20,5,6,86,312,131118,332777,388
STANLEY BLACK & DECKER INCUNIT 11/15/202285450284614,231140,500SH DFND2140,50000
ASCENDIS PHARMA A/SSPONSORED ADR04351P1013,34021,646SH DFND1,13,19,2,20,517,16004,486
STAR BULK CARRIERS CORP.SHS PARY8162K204767111,319SH DFND2111,31900
STAR GROUP L PUNIT LTD PARTNR85512C10573675,437SH DFND20,5,855,923019,514
STARBUCKS CORPCOM8552441094,327,03850,361,242SH DFND10,11,12,13,19,2,20,5,6,843,422,831847,6026,090,809
STARTEK INCCOM85569C1071,486283,125SH DFND2,20219,697063,428
STARWOOD PPTY TR INCCOM85571B10562,2393,998,080SH DFND12,13,2,20,5,83,301,3142,400694,366
STATE AUTO FINL CORPCOM8557071054,949359,688SH DFND2,20,5,8280,857078,831
STATE STR CORPCOM8574771031,001,54716,735,184SH DFND1,10,12,13,19,2,20,5,6,812,796,7352,296,1441,642,305
STEEL CONNECT INCCOM8580981061527,998SH DFND2027,99800
STEEL DYNAMICS INCCOM858119100249,7248,648,702SH DFND10,11,12,13,19,2,20,5,6,86,892,427231,1161,525,159
STEELCASE INCCL A85815520317,6141,742,246SH DFND2,20,5,81,316,0511,300424,895
ASE TECHNOLOGY HLDG CO LTDSPONSORED ADS00215W10040799,697SH DFND2099,69700
STEPAN COCOM858586100134,8581,237,233SH DFND2,20,5,81,129,79324107,416
STEREOTAXIS INCCOM NEW85916J4092,185610,439SH DFND2,20,5479,8160130,623
STERICYCLE INCCOM858912108128,6652,040,362SH DFND12,13,2,20,5,6,81,826,4811,151212,730
STERIS PLCSHS USDG8473T100654,8343,716,568SH DFND10,11,12,13,19,2,20,5,6,83,219,81658,724438,028
STERLING BANCORP DELCOM85917A10080,0217,606,583SH DFND13,2,20,5,6,87,154,9572,059449,567
STERLING BANCORP INCCOM85917W102895297,369SH DFND2,20239,937057,432
STERLING CONSTRUCTION CO INCCOM8592411017,494529,224SH DFND2,20,5,8412,0300117,194
STEWART INFORMATION SVCS CORCOM86037210137,926867,283SH DFND10,2,20,5,8740,7752,281124,227
STIFEL FINL CORPCOM860630102105,6952,090,488SH DFND13,2,20,5,6,81,762,343861327,284
STITCH FIX INCCOM CL A86089710733,1341,221,317SH DFND2,20,5,8966,6370254,680
ASGN INCCOM00191U102101,2721,593,323SH DFND13,19,2,20,5,6,81,352,032476240,815
STMICROELECTRONICS N VNY REGISTRY86101210212,276400,006SH DFND1,2,20366,616033,390
STOCK YDS BANCORP INCCOM86102510415,496451,614SH DFND2,20,5,8346,576591104,447
STOKE THERAPEUTICS INCCOM86150R1077,683229,412SH DFND2,20,5,8178,011051,401
STONECO LTDCOM CL AG8515810694,6731,790,001SH DFND10,2,20,81,543,9810246,020
STONERIDGE INCCOM86183P1029,199500,767SH DFND2,20,5,8369,7680130,999
STORE CAP CORPCOM862121100271,4589,771,529SH DFND10,12,19,2,20,5,6,88,240,64965,8451,465,035
STRATASYS LTDSHSM855481013,836307,642SH DFND2,20,5278,234029,408
STRATEGIC ED INCCOM86272C10365,312714,022SH DFND2,20,5,6,8603,262190110,570
STRATUS PPTYS INCCOM NEW8631672012,13198,823SH DFND2,2079,089019,734
STRONGBRIDGE BIOPHARMA PLCSHS USDG853471051,519723,252SH DFND2,20591,0190132,233
ASHFORD HOSPITALITY TR INCCOM SHS0441038772314,186SH DFND2014,18600
STRYKER CORPORATIONCOM8636671012,876,19313,765,617SH DFND1,10,11,12,13,19,2,20,5,6,811,915,411212,6081,637,598
STURM RUGER & CO INCCOM86415910831,413513,622SH DFND2,20,5464,587049,035
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20954196,813SH DFND1,2013,954082,859
SUMMIT FINL GROUP INCCOM86606G1012,987201,708SH DFND2,20,5167,925033,783
SUMMIT HOTEL PPTYS INCCOM86608210029,9625,784,229SH DFND10,2,20,5,84,967,59726,706789,926
SUMMIT MATLS INCCL A86614U10037,1322,244,953SH DFND2,20,5,81,722,4072,052520,494
SUN CMNTYS INCCOM866674104569,5804,028,723SH DFND10,11,12,13,19,2,20,5,6,83,201,84370,620756,260
SUNCOKE ENERGY INCCOM86722A10310,1462,966,587SH DFND13,2,20,52,591,54026,248348,799
SUNCOR ENERGY INC NEWCOM86722410774861,170SH DFND261,17000
SUNNOVA ENERGY INTL INC.COM86745K10436,7841,209,601SH DFND2,20,5,8984,2260225,375
ASHLAND GLOBAL HLDGS INCCOM044186104107,1431,510,761SH DFND12,13,2,20,5,6,81,172,690899337,172
SUNOPTA INCCOM8676EP10822330,093SH DFND2,530,09300
SUNPOWER CORPCOM86765240644,2353,535,936SH DFND2,20,5,83,146,8260389,110
SUNPOWER CORPDBCV 0.875% 6/0867652AJ8122125,000PRN DFND2125,00000
SUNPOWER CORPDBCV 4.000% 1/1867652AL312,10312,670,000PRN DFND212,670,00000
SUNRUN INCCOM86771W105291,9443,788,040SH DFND13,2,20,5,6,83,275,633900511,507
SUNSTONE HOTEL INVS INC NEWCOM86789210165,9908,311,141SH DFND10,13,2,20,5,86,742,79259,3371,509,012
SUPER MICRO COMPUTER INCCOM86800U10422,933868,684SH DFND2,20,5,8658,9930209,691
SUPERIOR GRP OF COMPANIES INCOM8683581024,572196,797SH DFND2,20,5161,490035,307
SUPERIOR INDS INTL INCCOM8681681053326,092SH DFND2026,09200
SUPERNUS PHARMACEUTICALS INCCOM86845910836,9521,773,136SH DFND2,20,5,81,550,470300222,366
ASML HOLDING N VN Y REGISTRY SHSN0705921023,66764,079SH DFND2,20,564,036430
SUPERNUS PHARMACEUTICALS INCNOTE 0.625% 4/0868459AD08,1958,850,000PRN DFND2,58,850,00000
SURFACE ONCOLOGY INCCOM86877M20911516,600SH DFND2016,60000
SURGALIGN HOLDINGS INCCOM86882C1051,9181,059,422SH DFND2,20,5851,9720207,450
SURGERY PARTNERS INCCOM86881A1009,815448,179SH DFND2,20,5,8348,953099,226
SURMODICS INCCOM86887310018,939486,732SH DFND2,20,5,8424,624062,108
SUTRO BIOPHARMA INCCOM8693671023,256324,003SH DFND2,20,5257,493066,510
SUZANO S ASPON ADS86959K1052,766338,498SH DFND10,2,20289,68242,5926,224
SVB FINANCIAL GROUPCOM78486Q101610,2082,535,981SH DFND10,12,13,19,2,20,5,6,82,249,14246,363240,476
SVMK INCCOM78489X10351,8842,346,612SH DFND2,20,5,81,811,9721,100533,540
SWITCH INCCL A87105L10414,635937,560SH DFND2,20,5,8779,2900158,270
ACADIA HEALTHCARE COMPANY INCOM00404A10963,3092,147,536SH DFND13,2,20,5,6,81,950,2331,700195,603
ASPEN AEROGELS INCCOM04523Y1052,549232,768SH DFND2,20173,616059,152
SWK HLDGS CORPCOM NEW78501P20351036,400SH DFND2,2027,30009,100
SYKES ENTERPRISES INCCOM87123710344,3551,296,540SH DFND2,20,5,81,123,078129173,333
SYNAPTICS INCCOM87157D109102,3241,272,369SH DFND2,20,5,6,81,111,200224160,945
SYNAPTICS INCNOTE 0.500% 6/187157DAD116,03912,908,000PRN DFND2,512,908,00000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B1032,677889,523SH DFND2,20,5742,2010147,322
SYNCHRONY FINANCIALCOM87165B103630,85224,105,919SH DFND10,11,12,13,19,2,20,5,6,820,818,435440,1552,847,329
SYNDAX PHARMACEUTICALS INCCOM87164F10516,5121,118,720SH DFND2,20,51,033,395085,325
SYNEOS HEALTH INCCL A87166B10278,7461,481,311SH DFND13,2,20,5,6,81,328,991500151,820
SYNNEX CORPCOM87162W100136,084971,613SH DFND12,13,19,2,20,5,6,8871,189364100,060
SYNOPSYS INCCOM8716071071,393,3036,511,372SH DFND10,11,12,13,19,2,20,5,6,85,541,806196,819772,747
ASPEN GROUP INCCOM NEW04530L2032,690240,850SH DFND2,20,5173,285067,565
SYNOVUS FINL CORPCOM NEW87161C501106,5234,946,705SH DFND13,2,20,5,6,84,597,3731,890347,442
SYROS PHARMACEUTICALS INCCOM87184Q10715,0231,699,482SH DFND2,20,51,558,8670140,615
SYSCO CORPCOM8718291071,591,11525,572,412SH DFND10,11,12,13,19,2,20,5,6,822,601,476441,7962,529,140
SYSTEMAX INCCOM8718511015,700238,110SH DFND2,20,5,8180,024058,086
T-MOBILE US INCCOM8725901042,828,15524,730,280SH DFND10,11,12,13,19,2,20,5,6,821,784,062286,1192,660,099
T2 BIOSYSTEMS INCCOM89853L1043021,700SH DFND2021,70000
TABULA RASA HEALTHCARE INCCOM87337910125,935636,121SH DFND2,20,5,8543,333092,788
TACTILE SYS TECHNOLOGY INCCOM87357P10029,806814,586SH DFND2,20,5,8729,242085,344
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100155,3331,906,746SH DFND1,10,13,19,2,20,5,81,277,9380628,808
TAKE-TWO INTERACTIVE SOFTWARCOM874054109915,5905,541,642SH DFND10,11,12,13,19,2,20,5,6,84,791,246130,860619,536
ASPEN TECHNOLOGY INCCOM045327103105,614834,301SH DFND13,19,2,20,5,8667,758768165,775
TAKEDA PHARMACEUTICAL CO LTDSPONSORED ADS8740602051,10962,152SH DFND1,2022,800039,352
TAL EDUCATION GROUPSPONSORED ADS874080104575,3437,566,319SH DFND1,10,11,12,13,19,2,20,5,85,751,056182,9001,632,363
TALEND S AADS8742242072,26357,969SH DFND2,20,557,96900
TALOS ENERGY INCCOM87484T1083,234501,349SH DFND2,20,5457,848043,501
TANDEM DIABETES CARE INCCOM NEW87537220389,432787,946SH DFND13,19,2,20,5,8645,631600141,715
TANGER FACTORY OUTLET CTRS ICOM87546510628,7324,764,848SH DFND10,12,2,20,5,84,066,54925,842672,457
TAPESTRY INCCOM876030107178,93711,448,312SH DFND10,12,13,19,2,20,5,6,88,155,7548,8403,283,718
TARGA RES CORPCOM87612G10158,1814,146,927SH DFND12,13,19,2,20,5,82,888,7372,1001,256,090
TARGET CORPCOM87612E1066,232,55039,591,856SH DFND1,10,11,12,13,19,2,20,5,6,821,098,58415,450,9703,042,302
TARGET HOSPITALITY CORPCOM87615L107562460,788SH DFND2,20333,9660126,822
ASPIRA WOMENS HEALTH INCCOM04537Y1093,1781,030,252SH DFND2,20,5796,9420233,310
TARO PHARMACEUTICAL INDS LTDSHSM8737E1083967,228SH DFND10,20,5,86,3190909
TATA MTRS LTDSPONSORED ADR87656850229,6163,258,065SH DFND12,13,19,2,20,5,81,926,71101,331,354
TAUBMAN CTRS INCCOM87666410385,1702,558,429SH DFND10,13,2,20,5,6,82,170,34916,973371,107
TAYLOR MORRISON HOME CORPCOM87724P106117,8054,790,756SH DFND2,20,5,6,84,185,4891,500603,767
TCF FINL CORPCOM872307103101,2234,333,167SH DFND13,2,20,5,6,83,955,1111,317376,739
TCR2 THERAPEUTICS INCCOM87808K1067,264357,463SH DFND2,20,5277,744079,719
TD AMERITRADE HLDG CORPCOM87236Y108261,3706,676,118SH DFND10,12,13,19,2,20,5,6,85,188,188252,2521,235,678
TE CONNECTIVITY LTDREG SHSH849891041,266,88412,961,779SH DFND10,11,12,13,19,2,20,5,6,811,003,899501,6571,456,223
TEAM INCCOM8781551005,292962,160SH DFND2,20,5852,2380109,922
TECHNIPFMC PLCCOMG87110105132,40820,983,856SH DFND10,12,13,19,2,20,5,6,817,098,0945,7423,880,020
ASSEMBLY BIOSCIENCES INCCOM04539610819,4301,181,875SH DFND2,20,5,81,033,1050148,770
TECHTARGET INCCOM87874R10030,581695,645SH DFND2,20,5,8582,6840112,961
TEEKAY TANKERS LTDCL AY8565N30011810,886SH DFND2010,88600
TEGNA INCCOM87901J105119,08610,077,579SH DFND12,13,19,2,20,5,6,89,018,7121,6291,057,238
TEJON RANCH COCOM8790801095,768407,600SH DFND2,20,5,8322,74593683,919
TELA BIO INCCOM8723811081,08565,610SH DFND2,2053,060012,550
TELADOC HEALTH INCCOM87918A105329,7361,503,996SH DFND10,11,12,13,19,2,20,5,6,81,217,19034,967251,839
TELECOM ARGENTINA S ASPON ADR REP B87927320918,2422,789,267SH DFND10,12,13,19,2,20,5,8998,288103,3001,687,679
TELEDYNE TECHNOLOGIES INCCOM879360105543,7021,752,690SH DFND10,11,12,13,19,2,20,5,6,81,499,37941,278212,033
TELEFLEX INCORPORATEDCOM