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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM INC CL A 68243Q106 566 20,499 SH   DFND 1 20,499 0 0
10X GENOMICS INC CL A COM 88025U109 123,083 680,016 SH   DFND 1 680,016 0 0
1ST SOURCE CORP COM 336901103 671 14,093 SH   DFND 1 14,093 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 33,744 1,044,692 SH   DFND 1 723,933 320,759 0
360 DIGITECH INC AMERICAN DEP 88557W101 718 27,619 SH   DFND 1 27,619 0 0
3-D SYS CORP DEL COM NEW 88554D205 210 7,671 SH   DFND 1 7,671 0 0
3M CO COM 88579Y101 60,296 312,935 SH   DFND 1 312,935 0 0
51JOB INC SPONSORED ADS 316827104 359 5,735 SH   DFND 1 5,735 0 0
AAON INC COM PAR $0.004 000360206 288 4,119 SH   DFND 1 4,119 0 0
AAR CORP COM 000361105 7,021 168,572 SH   DFND 1 161,072 7,500 0
ABB LTD SPONSORED ADR 000375204 4,875 159,991 SH   DFND 1 130,991 29,000 0
ABBOTT LABS COM 002824100 263,289 2,197,001 SH   DFND 1 320,255 1,876,746 0
ABBVIE INC COM 00287Y109 145,393 1,343,497 SH   DFND 1 1,343,497 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5,130 149,533 SH   DFND 1 149,533 0 0
ABIOMED INC COM 003654100 60,908 191,095 SH   DFND 1 133,393 57,702 0
ABM INDS INC COM 000957100 1,608 31,528 SH   DFND 1 31,528 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 14,943 261,512 SH   DFND 1 249,782 11,730 0
ACADIA PHARMACEUTICALS INC COM 004225108 6,411 248,505 SH   DFND 1 237,291 11,214 0
ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 43,647 3,993,314 SH   DFND 1 3,866,225 127,089 0
ACCELERON PHARMA INC COM 00434H108 13,877 102,329 SH   DFND 1 97,713 4,616 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 81,095 293,557 SH   DFND 1 293,557 0 0
ACNB CORP COM 000868109 302 10,303 SH   DFND 1 10,303 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,130 205,695 SH   DFND 1 205,695 0 0
ACUITY BRANDS INC COM 00508Y102 61,775 374,391 SH   DFND 1 374,391 0 0
ACUSHNET HOLDINGS CORP COM 005098108 338 8,179 SH   DFND 1 8,179 0 0
ADC THERAPEUTICS SA SHS H0036K147 9,255 379,137 SH   DFND 1 361,773 17,364 0
ADIENT PLC ORD SHS G0084W101 232 5,242 SH   DFND 1 5,242 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 642,329 1,351,219 SH   DFND 1 560,631 790,588 0
ADVANCE AUTO PARTS INC COM 00751Y106 313,042 1,706,042 SH   DFND 1 1,659,157 46,885 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 5,833 56,418 SH   DFND 1 56,418 0 0
ADVANCED ENERGY INDS COM 007973100 32,675 299,305 SH   DFND 1 290,582 8,723 0
ADVANCED MICRO DEVICES INC COM 007903107 360,947 4,598,050 SH   DFND 1 2,565,015 2,033,035 0
ADVANSIX INC COM 00773T101 385 14,344 SH   DFND 1 14,344 0 0
AEGON N V NY REGISTRY SHS 007924103 922 194,895 SH   DFND 1 194,895 0 0
AERCAP HOLDINGS NV SHS N00985106 6,153 104,744 SH   DFND 1 104,744 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 273 5,818 SH   DFND 1 5,818 0 0
AES CORP COM 00130H105 14,949 557,600 SH   DFND 1 557,600 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 13,978 93,796 SH   DFND 1 93,796 0 0
AFLAC INC COM 001055102 442,653 8,648,941 SH   DFND 1 8,383,798 265,143 0
AGCO CORP COM 001084102 1,953 13,593 SH   DFND 1 13,593 0 0
AGENUS INC COM NEW 00847G705 113 41,676 SH   DFND 1 41,676 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 102,090 802,976 SH   DFND 1 802,976 0 0
AGNICO EAGLE MINES LTD COM 008474108 23,569 407,699 SH   DFND 1 407,699 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 65 32,262 SH   DFND 1 32,262 0 0
AIR LEASE CORP CL A 00912X302 8,465 172,760 SH   DFND 1 172,760 0 0
AIR PRODS & CHEMS INC COM 009158106 413,144 1,468,485 SH   DFND 1 352,946 1,115,539 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,487 84,991 SH   DFND 1 84,991 0 0
AIRBNB INC COM CL A 009066101 11,842 63,012 SH   DFND 1 63,012 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 31,883 312,890 SH   DFND 1 312,890 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 136 125,000 PRN   DFND 1 125,000 0 0
ALAMO GROUP INC COM 011311107 926 5,929 SH   DFND 1 5,929 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 15,451 1,978,364 SH   DFND 1 1,504,994 473,370 0
ALARM COM HLDGS INC COM 011642105 474 5,492 SH   DFND 1 5,492 0 0
ALASKA AIR GROUP INC COM 011659109 49,553 715,986 SH   DFND 1 704,464 11,522 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 48 14,742 SH   DFND 1 14,742 0 0
ALBANY INTL CORP CL A 012348108 47,899 573,847 SH   DFND 1 558,181 15,666 0
ALBEMARLE CORP COM 012653101 46,404 317,599 SH   DFND 1 317,599 0 0
ALCOA CORP COM 013872106 9,704 298,682 SH   DFND 1 298,682 0 0
ALERUS FINL CORP COM 01446U103 475 15,946 SH   DFND 1 15,946 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,921 25,644 SH   DFND 1 25,644 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,076 67,896 SH   DFND 1 67,896 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 762,795 3,364,332 SH   DFND 1 1,832,101 1,532,231 0
ALIGN TECHNOLOGY INC COM 016255101 163,019 301,034 SH   DFND 1 301,034 0 0
ALLEGHANY CORP DEL COM 017175100 343 547 SH   DFND 1 547 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 5,285 250,926 SH   DFND 1 250,926 0 0
ALLEGIANT TRAVEL CO COM 01748X102 346 1,419 SH   DFND 1 1,419 0 0
ALLEGION PLC ORD SHS G0176J109 391 3,109 SH   DFND 1 3,109 0 0
ALLEGRO MICROSYSTEMS INC COM 01749D105 8,285 326,809 SH   DFND 1 311,799 15,010 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,016 71,511 SH   DFND 1 71,511 0 0
ALLIANCEBERNSTEIN HLDG L P UNIT LTD PARTN 01881G106 357 8,932 SH   DFND 1 8,932 0 0
ALLIANT ENERGY CORP COM 018802108 5,839 107,810 SH   DFND 1 107,810 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 553 13,553 SH   DFND 1 13,553 0 0
ALLSTATE CORP COM 020002101 76,580 666,489 SH   DFND 1 626,975 39,514 0
ALLY FINL INC COM 02005N100 1,839 40,668 SH   DFND 1 40,668 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 154,535 1,094,521 SH   DFND 1 844,748 249,773 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 870 26,594 SH   DFND 1 26,594 0 0
ALPHABET INC CAP STK CL C 02079K107 1,157,701 559,646 SH   DFND 1 554,611 5,035 0
ALPHABET INC CAP STK CL A 02079K305 3,737,622 1,812,163 SH   DFND 1 1,253,707 558,456 0
ALTABANCORP COM 021347109 1,163 27,666 SH   DFND 1 27,666 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 64 70,000 PRN   DFND 1 70,000 0 0
ALTICE USA INC CL A 02156K103 368 11,317 SH   DFND 1 11,317 0 0
ALTO INGREDIENTS INC COM 021513106 468 86,225 SH   DFND 1 86,225 0 0
ALTRIA GROUP INC COM 02209S103 453 8,860 SH   DFND 1 8,860 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 414 24,930 SH   DFND 1 24,930 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 9,789 271,914 SH   DFND 1 263,866 8,048 0
AMAZON COM INC COM 023135106 4,827,671 1,560,293 SH   DFND 1 1,251,163 309,130 0
AMBEV SA SPONSORED ADR 02319V103 709 258,577 SH   DFND 1 258,577 0 0
AMC NETWORKS INC CL A 00164V103 983 18,495 SH   DFND 1 18,495 0 0
AMCOR PLC ORD G0250X107 1,668 142,815 SH   DFND 1 142,815 0 0
AMDOCS LTD SHS G02602103 46,957 669,387 SH   DFND 1 656,589 12,798 0
AMEDISYS INC COM 023436108 91,262 344,658 SH   DFND 1 344,658 0 0
AMERANT BANCORP INC CL A 023576101 558 30,065 SH   DFND 1 30,065 0 0
AMERCO COM 023586100 363 593 SH   DFND 1 593 0 0
AMEREN CORP COM 023608102 25,498 313,402 SH   DFND 1 307,502 5,900 0
AMERESCO INC CL A 02361E108 2,290 47,093 SH   DFND 1 47,093 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,563 115,107 SH   DFND 1 115,107 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 265 11,067 SH   DFND 1 11,067 0 0
AMERICAN ASSETS TR INC COM 024013104 265 8,182 SH   DFND 1 8,182 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,537 159,159 SH   DFND 1 159,159 0 0
AMERICAN CENTY ETF TR DIVERSIFID CRP 025072109 63,071 1,218,516 SH   DFND 1 1,218,516 0 0
AMERICAN CENTY ETF TR STOXX US QUALT 025072208 124,574 2,629,840 SH   DFND 1 2,629,840 0 0
AMERICAN CENTY ETF TR STOXX US QLTY 025072307 131,132 2,040,180 SH   DFND 1 2,040,180 0 0
AMERICAN CENTY ETF TR QUALITY DIVRSFED 025072406 68,103 1,363,904 SH   DFND 1 1,363,904 0 0
AMERICAN CENTY ETF TR DIVERSIFIED MU 025072505 10,720 196,300 SH   DFND 1 196,300 0 0
AMERICAN CENTY ETF TR LOW VOLATILITY 025072513 4,129 100,000 SH   DFND 1 100,000 0 0
AMERICAN CENTY ETF TR QUALITY CONVER 025072521 2,310 50,000 SH   DFND 1 50,000 0 0
AMERICAN CENTY ETF TR QUALITY PREFER 025072539 2,438 60,000 SH   DFND 1 60,000 0 0
AMERICAN CENTY ETF TR AVANTIS EMGMKT 025072604 83,840 1,275,808 SH   DFND 1 1,275,808 0 0
AMERICAN CENTY ETF TR AVANTIS SHFXDINC 025072687 4,886 98,000 SH   DFND 1 98,000 0 0
AMERICAN CENTY ETF TR CORE MUNI FXD IN 025072695 9,416 190,000 SH   DFND 1 190,000 0 0
AMERICAN CENTY ETF TR INTL EQT ETF 025072703 68,049 1,124,681 SH   DFND 1 1,124,681 0 0
AMERICAN CENTY ETF TR MID CAP GRW IMP 025072760 6,259 125,000 SH   DFND 1 125,000 0 0
AMERICAN CENTY ETF TR FOCUSED LRG CAP 025072794 82,403 1,421,955 SH   DFND 1 1,421,955 0 0
AMERICAN CENTY ETF TR INTL SMCP VLU 025072802 26,382 424,147 SH   DFND 1 424,147 0 0
AMERICAN CENTY ETF TR FOCUSED DYNAMIC 025072810 94,850 1,282,966 SH   DFND 1 1,282,966 0 0
AMERICAN CENTY ETF TR US SML CP VALU 025072877 33,991 470,718 SH   DFND 1 470,718 0 0
AMERICAN CENTY ETF TR US EQT ETF 025072885 152,742 2,202,169 SH   DFND 1 2,202,169 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 41,487 1,418,827 SH   DFND 1 1,173,433 245,394 0
AMERICAN ELEC PWR CO INC COM 025537101 7,317 86,392 SH   DFND 1 86,392 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,868 154,400 SH   DFND 1 154,400 0 0
AMERICAN EXPRESS CO COM 025816109 729,518 5,157,793 SH   DFND 1 1,523,484 3,634,309 0
AMERICAN FINL GROUP INC OHIO COM 025932104 940 8,236 SH   DFND 1 8,236 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,644 35,568 SH   DFND 1 35,568 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 215 1,992 SH   DFND 1 1,992 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 539 15,128 SH   DFND 1 15,128 0 0
AMERICAN TOWER CORP NEW COM 03027X100 408,595 1,709,175 SH   DFND 1 820,079 889,096 0
AMERICAN VANGUARD CORP COM 030371108 374 18,315 SH   DFND 1 18,315 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 12,147 123,216 SH   DFND 1 117,555 5,661 0
AMERICAN WTR WKS CO INC NEW COM 030420103 164,022 1,094,065 SH   DFND 1 304,565 789,500 0
AMERICOLD RLTY TR COM 03064D108 20,327 528,379 SH   DFND 1 497,969 30,410 0
AMERIPRISE FINL INC COM 03076C106 347,952 1,496,891 SH   DFND 1 1,441,627 55,264 0
AMERIS BANCORP COM 03076K108 71,338 1,358,551 SH   DFND 1 1,319,818 38,733 0
AMERISAFE INC COM 03071H100 2,114 33,033 SH   DFND 1 33,033 0 0
AMERISOURCEBERGEN CORP COM 03073E105 346 2,929 SH   DFND 1 2,929 0 0
AMETEK INC COM 031100100 668,876 5,236,640 SH   DFND 1 2,094,501 3,142,139 0
AMGEN INC COM 031162100 212,074 852,352 SH   DFND 1 852,352 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,568 150,498 SH   DFND 1 150,498 0 0
AMPHENOL CORP NEW CL A 032095101 368,868 5,591,444 SH   DFND 1 1,163,024 4,428,420 0
ANALOG DEVICES INC COM 032654105 389,675 2,512,735 SH   DFND 1 2,512,735 0 0
ANDERSONS INC COM 034164103 531 19,396 SH   DFND 1 19,396 0 0
ANGIODYNAMICS INC COM 03475V101 995 42,540 SH   DFND 1 42,540 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 19,957 908,378 SH   DFND 1 908,378 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 847 13,475 SH   DFND 1 13,475 0 0
ANSYS INC COM 03662Q105 405 1,194 SH   DFND 1 1,194 0 0
ANTERO MIDSTREAM CORP COM 03676B102 979 108,424 SH   DFND 1 108,424 0 0
ANTERO RESOURCES CORP COM 03674X106 4,588 449,764 SH   DFND 1 449,764 0 0
ANTHEM INC COM 036752103 78,750 219,389 SH   DFND 1 219,389 0 0
AON PLC SHS CL A G0403H108 1,055 4,584 SH   DFND 1 4,584 0 0
APA CORPORATION COM 03743Q108 579 32,325 SH   DFND 1 32,325 0 0
APOGEE ENTERPRISES INC COM 037598109 2,219 54,269 SH   DFND 1 54,269 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 59 59,000 PRN   DFND 1 59,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 90 91,000 PRN   DFND 1 91,000 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 213 4,522 SH   DFND 1 4,522 0 0
APPFOLIO INC COM CL A 03783C100 342 2,421 SH   DFND 1 2,421 0 0
APPLE INC COM 037833100 4,680,606 38,318,513 SH   DFND 1 38,279,350 39,163 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 28,735 315,183 SH   DFND 1 302,637 12,546 0
APPLIED MATLS INC COM 038222105 384,077 2,874,826 SH   DFND 1 2,859,776 15,050 0
APTARGROUP INC COM 038336103 1,436 10,137 SH   DFND 1 10,137 0 0
APTIV PLC SHS G6095L109 960,686 6,966,538 SH   DFND 1 4,361,719 2,604,819 0
ARAMARK COM 03852U106 28,776 761,681 SH   DFND 1 761,681 0 0
ARCBEST CORP COM 03937C105 15,630 222,118 SH   DFND 1 159,722 62,396 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,988 68,165 SH   DFND 1 68,165 0 0
ARCH CAP GROUP LTD ORD G0450A105 638 16,638 SH   DFND 1 16,638 0 0
ARCH RESOURCES INC CL A 03940R107 1,232 29,611 SH   DFND 1 29,611 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,371 24,061 SH   DFND 1 24,061 0 0
ARCHROCK INC COM 03957W106 3,600 379,380 SH   DFND 1 379,380 0 0
ARCONIC CORPORATION COM 03966V107 2,465 97,095 SH   DFND 1 97,095 0 0
ARCOSA INC COM 039653100 28,752 441,721 SH   DFND 1 429,748 11,973 0
ARCUS BIOSCIENCES INC COM 03969F109 895 31,861 SH   DFND 1 31,861 0 0
ARCUTIS BIOTHERAPEUTICS INC COM 03969K108 10,872 375,796 SH   DFND 1 358,550 17,246 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 8,711 125,535 SH   DFND 1 120,143 5,392 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 322 5,738 SH   DFND 1 5,738 0 0
ARGAN INC COM 04010E109 760 14,250 SH   DFND 1 14,250 0 0
ARGENX SE SPONSORED ADR 04016X101 112,125 407,153 SH   DFND 1 283,169 123,984 0
ARISTA NETWORKS INC COM 040413106 123,908 410,442 SH   DFND 1 410,442 0 0
ARKO CORP COM 041242108 14,621 1,470,941 SH   DFND 1 1,274,054 196,887 0
ARMSTRONG FLOORING INC COM 04238R106 74 15,235 SH   DFND 1 15,235 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 446 4,949 SH   DFND 1 4,949 0 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100 250 8,379 SH   DFND 1 8,379 0 0
ARROW ELECTRS INC COM 042735100 83,487 753,353 SH   DFND 1 753,353 0 0
ARROW FINL CORP COM 042744102 742 22,281 SH   DFND 1 22,281 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 644 9,718 SH   DFND 1 9,718 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 398 7,625 SH   DFND 1 7,625 0 0
ARVINAS INC COM 04335A105 24,863 376,138 SH   DFND 1 105,315 270,823 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 383 1,949 SH   DFND 1 1,949 0 0
ASCENDIS PHARMA A/S SPONSORED ADR 04351P101 25,697 199,383 SH   DFND 1 131,450 67,933 0
ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 1,940 251,923 SH   DFND 1 251,923 0 0
ASGN INC COM 00191U102 21,601 226,327 SH   DFND 1 219,948 6,379 0
ASHLAND GLOBAL HLDGS INC COM 044186104 550 6,199 SH   DFND 1 6,199 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 5,845 9,467 SH   DFND 1 9,467 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,775 26,158 SH   DFND 1 26,158 0 0
ASSOCIATED BANC CORP COM 045487105 4,614 216,229 SH   DFND 1 216,229 0 0
ASSURANT INC COM 04621X108 480 3,386 SH   DFND 1 3,386 0 0
ASSURED GUARANTY LTD COM G0585R106 214 5,052 SH   DFND 1 5,052 0 0
ASTEC INDS INC COM 046224101 3,959 52,492 SH   DFND 1 52,492 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 2,335 46,971 SH   DFND 1 46,971 0 0
ASTRONICS CORP COM 046433108 184 10,211 SH   DFND 1 10,211 0 0
AT HOME GROUP INC COM 04650Y100 276 9,626 SH   DFND 1 9,626 0 0
AT&T INC COM 00206R102 187,872 6,206,543 SH   DFND 1 6,206,543 0 0
ATHENE HOLDING LTD CL A G0684D107 590 11,709 SH   DFND 1 11,709 0 0
ATKORE INC COM 047649108 5,063 70,422 SH   DFND 1 70,422 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,089 67,648 SH   DFND 1 67,648 0 0
ATLASSIAN CORP PLC CL A G06242104 214,186 1,016,254 SH   DFND 1 1,016,254 0 0
ATMOS ENERGY CORP COM 049560105 538,961 5,452,312 SH   DFND 1 5,290,232 162,080 0
AUTODESK INC COM 052769106 42,226 152,357 SH   DFND 1 152,357 0 0
AUTOHOME INC SP ADS RP CL A 05278C107 1,453 15,583 SH   DFND 1 15,583 0 0
AUTOLIV INC COM 052800109 947 10,203 SH   DFND 1 10,203 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 255,935 1,357,960 SH   DFND 1 1,275,320 82,640 0
AUTONATION INC COM 05329W102 47,680 511,475 SH   DFND 1 511,475 0 0
AUTOZONE INC COM 053332102 14,975 10,664 SH   DFND 1 10,664 0 0
AVANTOR INC COM 05352A100 467,222 16,150,098 SH   DFND 1 5,132,968 11,017,130 0
AVAYA HLDGS CORP COM 05351X101 37,234 1,328,364 SH   DFND 1 1,289,614 38,750 0
AVERY DENNISON CORP COM 053611109 147,499 803,155 SH   DFND 1 803,155 0 0
AVIENT CORPORATION COM 05368V106 431 9,126 SH   DFND 1 9,126 0 0
AVISTA CORP COM 05379B107 2,885 60,413 SH   DFND 1 60,413 0 0
AVNET INC COM 053807103 152,740 3,679,590 SH   DFND 1 3,591,256 88,334 0
AXALTA COATING SYS LTD COM G0750C108 108,118 3,655,104 SH   DFND 1 3,582,390 72,714 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 343 8,355 SH   DFND 1 8,355 0 0
AXIS CAP HLDGS LTD SHS G0692U109 122,741 2,476,116 SH   DFND 1 2,405,614 70,502 0
AXOGEN INC COM 05463X106 10,911 538,550 SH   DFND 1 341,242 197,308 0
AXON ENTERPRISE INC COM 05464C101 758 5,322 SH   DFND 1 5,322 0 0
AXOS FINANCIAL INC COM 05465C100 4,774 101,545 SH   DFND 1 101,545 0 0
AXSOME THERAPEUTICS INC COM 05464T104 7,293 128,811 SH   DFND 1 122,951 5,860 0
AZUL S A SPONSR ADR PFD 05501U106 201 9,935 SH   DFND 1 9,935 0 0
AZZ INC COM 002474104 796 15,811 SH   DFND 1 15,811 0 0
B & G FOODS INC NEW COM 05508R106 298 9,583 SH   DFND 1 9,583 0 0
B. RILEY FINANCIAL INC COM 05580M108 1,249 22,158 SH   DFND 1 22,158 0 0
B2GOLD CORP COM 11777Q209 13,765 3,194,083 SH   DFND 1 3,194,083 0 0
BADGER METER INC COM 056525108 259 2,785 SH   DFND 1 2,785 0 0
BAIDU INC SPON ADR REP A 056752108 7,561 34,757 SH   DFND 1 34,757 0 0
BAKER HUGHES COMPANY CL A 05722G100 132,547 6,133,610 SH   DFND 1 5,990,995 142,615 0
BALL CORP COM 058498106 140,502 1,658,040 SH   DFND 1 1,658,040 0 0
BALLARD PWR SYS INC NEW COM 058586108 60,560 2,488,082 SH   DFND 1 2,488,082 0 0
BANCFIRST CORP COM 05945F103 2,053 29,045 SH   DFND 1 29,045 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,363 261,167 SH   DFND 1 261,167 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,287 273,828 SH   DFND 1 273,828 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 249 35,320 SH   DFND 1 35,320 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 347 13,969 SH   DFND 1 13,969 0 0
BANCO SANTANDER MEXICO SA SPONSORED ADS B 05969B103 327 59,545 SH   DFND 1 59,545 0 0
BANCO SANTANDER S.A. ADR 05964H105 2,035 593,406 SH   DFND 1 593,406 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 215 6,725 SH   DFND 1 6,725 0 0
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BANCORPSOUTH BK TUPELO MISS COM 05971J102 252 7,755 SH   DFND 1 7,755 0 0
BANK COMM HLDGS COM 06424J103 330 25,905 SH   DFND 1 25,905 0 0
BANK HAWAII CORP COM 062540109 5,784 64,637 SH   DFND 1 64,637 0 0
BANK MONTREAL QUE COM 063671101 2,279 25,571 SH   DFND 1 25,571 0 0
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BANK NOVA SCOTIA B C COM 064149107 2,033 32,490 SH   DFND 1 32,490 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,120 29,310 SH   DFND 1 29,310 0 0
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BANKFINANCIAL CORP COM 06643P104 168 16,268 SH   DFND 1 16,268 0 0
BANKUNITED INC COM 06652K103 87,040 1,980,423 SH   DFND 1 1,926,479 53,944 0
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BARCLAYS PLC ADR 06738E204 2,616 255,744 SH   DFND 1 255,744 0 0
BARNES & NOBLE ED INC COM 06777U101 322 39,574 SH   DFND 1 39,574 0 0
BARRETT BUSINESS SVCS INC COM 068463108 33,810 490,989 SH   DFND 1 476,458 14,531 0
BARRICK GOLD CORP COM 067901108 64,472 3,256,101 SH   DFND 1 3,256,101 0 0
BAUSCH HEALTH COS INC COM 071734107 291 9,181 SH   DFND 1 9,181 0 0
BAXTER INTL INC COM 071813109 1,893 22,441 SH   DFND 1 22,441 0 0
BCB BANCORP INC COM 055298103 337 24,455 SH   DFND 1 24,455 0 0
BEACON ROOFING SUPPLY INC COM 073685109 51,957 993,058 SH   DFND 1 966,074 26,984 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,370 65,489 SH   DFND 1 65,489 0 0
BECTON DICKINSON & CO COM 075887109 421,436 1,733,236 SH   DFND 1 1,675,036 58,200 0
BED BATH & BEYOND INC COM 075896100 3,736 128,170 SH   DFND 1 128,170 0 0
BEIGENE LTD SPONSORED ADR 07725L102 969 2,783 SH   DFND 1 2,783 0 0
BELDEN INC COM 077454106 76,684 1,728,278 SH   DFND 1 1,678,373 49,905 0
BERKLEY W R CORP COM 084423102 403 5,347 SH   DFND 1 5,347 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 77,140 200 SH   DFND 1 200 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 425,342 1,664,939 SH   DFND 1 1,620,846 44,093 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,387 62,122 SH   DFND 1 62,122 0 0
BERRY CORP COM 08579X101 717 130,067 SH   DFND 1 130,067 0 0
BERRY GLOBAL GROUP INC COM 08579W103 364 5,930 SH   DFND 1 5,930 0 0
BEST BUY INC COM 086516101 71,523 622,965 SH   DFND 1 622,965 0 0
BEYOND MEAT INC COM 08862E109 22,039 169,375 SH   DFND 1 169,375 0 0
BGC PARTNERS INC CL A 05541T101 99 20,423 SH   DFND 1 20,423 0 0
BHP GROUP LTD SPONSORED ADS 088606108 2,805 40,417 SH   DFND 1 40,417 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 1,668 28,826 SH   DFND 1 28,826 0 0
BIG LOTS INC COM 089302103 5,153 75,444 SH   DFND 1 75,444 0 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 36,544 632,243 SH   DFND 1 590,966 41,277 0
BILIBILI INC SPONS ADS REP Z 090040106 464 4,330 SH   DFND 1 4,330 0 0
BILL COM HLDGS INC COM 090043100 128,346 882,102 SH   DFND 1 824,562 57,540 0
BIO RAD LABS INC CL A 090572207 231,656 405,581 SH   DFND 1 84,912 320,669 0
BIOGEN INC COM 09062X103 275,226 983,826 SH   DFND 1 799,467 184,359 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 12,715 186,029 SH   DFND 1 177,600 8,429 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 307 4,071 SH   DFND 1 4,071 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 73 72,000 PRN   DFND 1 72,000 0 0
BIO-TECHNE CORP COM 09073M104 129,373 338,736 SH   DFND 1 201,381 137,355 0
BJS RESTAURANTS INC COM 09180C106 28,941 498,289 SH   DFND 1 484,130 14,159 0
BJS WHSL CLUB HLDGS INC COM 05550J101 550 12,250 SH   DFND 1 12,250 0 0
BK OF AMERICA CORP COM 060505104 230,694 5,962,637 SH   DFND 1 5,962,637 0 0
BLACK HILLS CORP COM 092113109 3,931 58,872 SH   DFND 1 58,872 0 0
BLACK KNIGHT INC COM 09215C105 208 2,812 SH   DFND 1 2,812 0 0
BLACKBAUD INC COM 09227Q100 209 2,937 SH   DFND 1 2,937 0 0
BLACKBERRY LTD COM 09228F103 114 13,646 SH   DFND 1 13,646 0 0
BLACKLINE INC COM 09239B109 241 2,222 SH   DFND 1 2,222 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 110 69,000 PRN   DFND 1 69,000 0 0
BLACKROCK INC COM 09247X101 102,263 135,635 SH   DFND 1 131,691 3,944 0
BLACKSTONE MTG TR INC COM CL A 09257W100 220 7,110 SH   DFND 1 7,110 0 0
BLOCK H & R INC COM 093671105 1,486 68,175 SH   DFND 1 68,175 0 0
BLOOMIN BRANDS INC COM 094235108 11,353 419,722 SH   DFND 1 262,950 156,772 0
BLUEPRINT MEDICINES CORP COM 09627Y109 80,950 832,562 SH   DFND 1 531,746 300,816 0
BOEING CO COM 097023105 26,953 105,816 SH   DFND 1 105,816 0 0
BOISE CASCADE CO DEL COM 09739D100 6,407 107,085 SH   DFND 1 107,085 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 1,162 32,522 SH   DFND 1 32,522 0 0
BOOKING HOLDINGS INC COM 09857L108 568,614 244,057 SH   DFND 1 87,061 156,996 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,438 67,529 SH   DFND 1 67,529 0 0
BORGWARNER INC COM 099724106 179,280 3,867,135 SH   DFND 1 3,804,376 62,759 0
BOSTON BEER INC CL A 100557107 245,525 203,539 SH   DFND 1 196,224 7,315 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,673 125,566 SH   DFND 1 125,566 0 0
BOSTON SCIENTIFIC CORP COM 101137107 24,129 624,299 SH   DFND 1 26,573 597,726 0
BOX INC CL A 10316T104 3,651 159,006 SH   DFND 1 159,006 0 0
BOYD GAMING CORP COM 103304101 260 4,404 SH   DFND 1 4,404 0 0
BP PLC SPONSORED ADR 055622104 2,764 113,530 SH   DFND 1 113,530 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 68,341 5,293,633 SH   DFND 1 5,138,411 155,222 0
BRF SA SPONSORED ADR 10552T107 554 123,303 SH   DFND 1 123,303 0 0
BRIDGEBIO PHARMA INC COM 10806X102 15,326 248,798 SH   DFND 1 237,338 11,460 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 575 35,623 SH   DFND 1 35,623 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 421 28,745 SH   DFND 1 28,745 0 0
BRIGHTHOUSE FINL INC COM 10922N103 5,207 117,670 SH   DFND 1 117,670 0 0
BRINKER INTL INC COM 109641100 30,181 424,723 SH   DFND 1 351,976 72,747 0
BRINKS CO COM 109696104 130,505 1,647,171 SH   DFND 1 1,593,883 53,288 0
BRISTOL-MYERS SQUIBB CO COM 110122108 339,893 5,384,023 SH   DFND 1 3,416,177 1,967,846 0
BRIXMOR PPTY GROUP INC COM 11120U105 17,171 848,776 SH   DFND 1 802,763 46,013 0
BROADCOM INC COM 11135F101 285,225 615,159 SH   DFND 1 615,159 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 713 4,656 SH   DFND 1 4,656 0 0
BROOKDALE SR LIVING INC COM 112463104 2,436 402,655 SH   DFND 1 402,655 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 763 17,149 SH   DFND 1 17,149 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 2,522 59,213 SH   DFND 1 59,213 0 0
BROOKS AUTOMATION INC NEW COM 114340102 204 2,496 SH   DFND 1 2,496 0 0
BROWN & BROWN INC COM 115236101 13,632 298,233 SH   DFND 1 291,876 6,357 0
BROWN FORMAN CORP CL B 115637209 766 11,101 SH   DFND 1 11,101 0 0
BRP GROUP INC COM CL A 05589G102 25,096 920,958 SH   DFND 1 786,303 134,655 0
BRP INC COM SUN VTG 05577W200 46,301 533,973 SH   DFND 1 397,034 136,939 0
BRUKER CORP COM 116794108 630 9,804 SH   DFND 1 9,804 0 0
BRUNSWICK CORP COM 117043109 99,818 1,046,642 SH   DFND 1 959,816 86,826 0
BUCKLE INC COM 118440106 2,410 61,348 SH   DFND 1 61,348 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 15,000 323,481 SH   DFND 1 213,310 110,171 0
BUNGE LIMITED COM G16962105 960 12,110 SH   DFND 1 12,110 0 0
BURLINGTON STORES INC COM 122017106 141,244 472,703 SH   DFND 1 472,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 464 7,036 SH   DFND 1 7,036 0 0
BYLINE BANCORP INC COM 124411109 811 38,365 SH   DFND 1 38,365 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,123 11,765 SH   DFND 1 11,765 0 0
CABLE ONE INC COM 12685J105 2,165 1,184 SH   DFND 1 1,184 0 0
CABOT CORP COM 127055101 4,528 86,348 SH   DFND 1 86,348 0 0
CABOT OIL & GAS CORP COM 127097103 678 36,120 SH   DFND 1 36,120 0 0
CACI INTL INC CL A 127190304 460 1,863 SH   DFND 1 1,863 0 0
CACTUS INC CL A 127203107 30,001 979,776 SH   DFND 1 926,141 53,635 0
CADENCE BANCORPORATION CL A 12739A100 1,630 78,626 SH   DFND 1 78,626 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 301,077 2,197,803 SH   DFND 1 2,197,803 0 0
CAE INC COM 124765108 42,286 1,483,973 SH   DFND 1 1,148,519 335,454 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 426 4,870 SH   DFND 1 4,870 0 0
CAESARSTONE LTD ORD SHS M20598104 346 25,203 SH   DFND 1 25,203 0 0
CAI INTERNATIONAL INC COM 12477X106 994 21,826 SH   DFND 1 21,826 0 0
CALERES INC COM 129500104 1,442 66,148 SH   DFND 1 66,148 0 0
CALIX INC COM 13100M509 201 5,805 SH   DFND 1 5,805 0 0
CALLAWAY GOLF CO COM 131193104 32,068 1,198,806 SH   DFND 1 965,987 232,819 0
CALLON PETE CO DEL COM 13123X508 2,792 72,424 SH   DFND 1 72,424 0 0
CAMDEN NATL CORP COM 133034108 295 6,156 SH   DFND 1 6,156 0 0
CAMECO CORP COM 13321L108 194 11,686 SH   DFND 1 11,686 0 0
CAMPBELL SOUP CO COM 134429109 334 6,650 SH   DFND 1 6,650 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 1,534 42,162 SH   DFND 1 42,162 0 0
CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 37,217 948,120 SH   DFND 1 948,120 0 0
CANADIAN IMP BK COMM COM 136069101 1,974 20,157 SH   DFND 1 20,157 0 0
CANADIAN NAT RES LTD COM 136385101 1,721 55,664 SH   DFND 1 55,664 0 0
CANADIAN NATL RY CO COM 136375102 1,607 13,847 SH   DFND 1 13,847 0 0
CANADIAN PAC RY LTD COM 13645T100 81,290 212,828 SH   DFND 1 212,828 0 0
CANADIAN SOLAR INC COM 136635109 829 16,704 SH   DFND 1 16,704 0 0
CANNAE HLDGS INC COM 13765N107 9,723 245,416 SH   DFND 1 155,712 89,704 0
CANON INC SPONSORED ADR 138006309 574 25,206 SH   DFND 1 25,206 0 0
CANTEL MED CORP COM 138098108 525 6,573 SH   DFND 1 6,573 0 0
CAPITAL ONE FINL CORP COM 14040H105 6,196 48,697 SH   DFND 1 48,697 0 0
CAPITOL FED FINL INC COM 14057J101 192,404 14,526,563 SH   DFND 1 13,971,919 554,644 0
CAPRI HOLDINGS LIMITED SHS G1890L107 47,352 928,461 SH   DFND 1 768,976 159,485 0
CARDINAL HEALTH INC COM 14149Y108 311,143 5,121,701 SH   DFND 1 5,024,467 97,234 0
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CARDLYTICS INC COM 14161W105 260 2,369 SH   DFND 1 2,369 0 0
CAREDX INC COM 14167L103 1,290 18,952 SH   DFND 1 18,952 0 0
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CARGURUS INC COM CL A 141788109 1,022 42,888 SH   DFND 1 42,888 0 0
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CARMAX INC COM 143130102 1,795 13,530 SH   DFND 1 13,530 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 431 16,231 SH   DFND 1 16,231 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,717 66,015 SH   DFND 1 66,015 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 318 7,529 SH   DFND 1 7,529 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 195 32,521 SH   DFND 1 32,521 0 0
CARS COM INC COM 14575E105 1,175 90,634 SH   DFND 1 90,634 0 0
CARTERS INC COM 146229109 3,217 36,177 SH   DFND 1 36,177 0 0
CARVANA CO CL A 146869102 65,279 248,778 SH   DFND 1 248,778 0 0
CASELLA WASTE SYS INC CL A 147448104 827 13,003 SH   DFND 1 13,003 0 0
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CATALENT INC COM 148806102 258,967 2,459,096 SH   DFND 1 524,313 1,934,783 0
CATALYST PHARMACEUTICALS INC COM 14888U101 196 42,430 SH   DFND 1 42,430 0 0
CATERPILLAR INC COM 149123101 9,071 39,123 SH   DFND 1 39,123 0 0
CATHAY GEN BANCORP COM 149150104 5,856 143,594 SH   DFND 1 143,594 0 0
CAVCO INDS INC DEL COM 149568107 743 3,294 SH   DFND 1 3,294 0 0
CBOE GLOBAL MKTS INC COM 12503M108 17,733 179,680 SH   DFND 1 179,680 0 0
CBRE GROUP INC CL A 12504L109 303,686 3,838,777 SH   DFND 1 811,865 3,026,912 0
CDK GLOBAL INC COM 12508E101 119,180 2,204,596 SH   DFND 1 2,153,556 51,040 0
CDW CORP COM 12514G108 77,606 468,214 SH   DFND 1 468,214 0 0
CECO ENVIRONMENTAL CORP COM 125141101 16,305 2,056,083 SH   DFND 1 1,989,463 66,620 0
CELANESE CORP DEL COM 150870103 1,658 11,070 SH   DFND 1 11,070 0 0
CELESTICA INC SUB VTG SHS 15101Q108 731 87,545 SH   DFND 1 87,545 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 198,752 28,515,415 SH   DFND 1 26,053,590 2,461,825 0
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CENTENE CORP DEL COM 15135B101 1,509 23,613 SH   DFND 1 23,613 0 0
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CENTRAL GARDEN & PET CO COM 153527106 600 10,343 SH   DFND 1 10,343 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,158 60,859 SH   DFND 1 60,859 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,305 48,903 SH   DFND 1 48,903 0 0
CENTRAL VY CMNTY BANCORP COM 155685100 309 16,800 SH   DFND 1 16,800 0 0
CENTURY ALUM CO COM 156431108 483 27,374 SH   DFND 1 27,374 0 0
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CERNER CORP COM 156782104 456,864 6,355,920 SH   DFND 1 6,136,435 219,485 0
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CF INDS HLDGS INC COM 125269100 876 19,313 SH   DFND 1 19,313 0 0
CGI INC CL A SUB VTG 12532H104 497 5,962 SH   DFND 1 5,962 0 0
CHAMPIONX CORPORATION COM 15872M104 56,362 2,593,746 SH   DFND 1 2,519,842 73,904 0
CHANGE HEALTHCARE INC COM 15912K100 276 12,481 SH   DFND 1 12,481 0 0
CHANNELADVISOR CORP COM 159179100 304 12,891 SH   DFND 1 12,891 0 0
CHARAH SOLUTIONS INC COM 15957P105 11,754 2,418,601 SH   DFND 1 2,334,667 83,934 0
CHARLES RIV LABS INTL INC COM 159864107 316 1,091 SH   DFND 1 1,091 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 964 1,562 SH   DFND 1 1,562 0 0
CHASE CORP COM 16150R104 843 7,247 SH   DFND 1 7,247 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,016 26,934 SH   DFND 1 26,934 0 0
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CHEGG INC COM 163092109 126,733 1,479,488 SH   DFND 1 1,388,480 91,008 0
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CHENIERE ENERGY INC COM NEW 16411R208 429,693 5,967,135 SH   DFND 1 1,731,721 4,235,414 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 103 125,000 PRN   DFND 1 125,000 0 0
CHEVRON CORP NEW COM 166764100 578,593 5,521,456 SH   DFND 1 5,298,569 222,887 0
CHEWY INC CL A 16679L109 113,937 1,345,021 SH   DFND 1 1,345,021 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 1,318 126,616 SH   DFND 1 126,616 0 0
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 1,067 20,239 SH   DFND 1 20,239 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 645,365 454,220 SH   DFND 1 452,564 1,656 0
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CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,091 27,879 SH   DFND 1 27,879 0 0
CHURCH & DWIGHT INC COM 171340102 8,736 100,012 SH   DFND 1 100,012 0 0
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CHUYS HLDGS INC COM 171604101 1,047 23,626 SH   DFND 1 23,626 0 0
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 352 155,162 SH   DFND 1 155,162 0 0
CIENA CORP COM NEW 171779309 521 9,524 SH   DFND 1 9,524 0 0
CIGNA CORP NEW COM 125523100 200,604 829,834 SH   DFND 1 801,055 28,779 0
CIMAREX ENERGY CO COM 171798101 99,670 1,678,226 SH   DFND 1 1,653,479 24,747 0
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CINTAS CORP COM 172908105 345,087 1,011,065 SH   DFND 1 212,035 799,030 0
CIRRUS LOGIC INC COM 172755100 1,409 16,614 SH   DFND 1 16,614 0 0
CISCO SYS INC COM 17275R102 659,510 12,754,022 SH   DFND 1 12,292,498 461,524 0
CIT GROUP INC COM NEW 125581801 13,857 269,019 SH   DFND 1 269,019 0 0
CITI TRENDS INC COM 17306X102 1,530 18,267 SH   DFND 1 18,267 0 0
CITIGROUP INC COM NEW 172967424 68,912 947,239 SH   DFND 1 947,239 0 0
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CITRIX SYS INC COM 177376100 22,187 158,072 SH   DFND 1 158,072 0 0
CITY HLDG CO COM 177835105 1,567 19,164 SH   DFND 1 19,164 0 0
CLEAN ENERGY FUELS CORP COM 184499101 2,916 212,256 SH   DFND 1 212,256 0 0
CLEAN HARBORS INC COM 184496107 39,298 467,494 SH   DFND 1 399,990 67,504 0
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CLEARWAY ENERGY INC CL C 18539C204 4,720 167,750 SH   DFND 1 167,750 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 37,829 1,881,105 SH   DFND 1 1,881,105 0 0
CLOROX CO DEL COM 189054109 36,327 188,340 SH   DFND 1 188,340 0 0
CLOUDERA INC COM 18914U100 1,391 114,330 SH   DFND 1 114,330 0 0
CMC MATERIALS INC COM 12571T100 697 3,940 SH   DFND 1 3,940 0 0
CME GROUP INC COM 12572Q105 1,565 7,665 SH   DFND 1 7,665 0 0
CMS ENERGY CORP COM 125896100 18,910 308,885 SH   DFND 1 308,885 0 0
CNB FINL CORP PA COM 126128107 650 26,414 SH   DFND 1 26,414 0 0
CNH INDL N V SHS N20944109 60,430 3,863,833 SH   DFND 1 3,863,833 0 0
CNO FINL GROUP INC COM 12621E103 5,252 216,225 SH   DFND 1 216,225 0 0
CNX RES CORP COM 12653C108 1,478 100,520 SH   DFND 1 100,520 0 0
COCA COLA CO COM 191216100 2,874 54,529 SH   DFND 1 54,529 0 0
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COEUR MNG INC COM NEW 192108504 6,133 679,179 SH   DFND 1 679,179 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 767 11,157 SH   DFND 1 11,157 0 0
COGNEX CORP COM 192422103 441,665 5,321,908 SH   DFND 1 5,276,949 44,959 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 39,343 503,627 SH   DFND 1 503,627 0 0
COHEN & STEERS INC COM 19247A100 686 10,497 SH   DFND 1 10,497 0 0
COHERENT INC COM 192479103 138,962 549,495 SH   DFND 1 533,518 15,977 0
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COHU INC COM 192576106 6,888 164,637 SH   DFND 1 164,637 0 0
COLFAX CORP COM 194014106 67,976 1,551,619 SH   DFND 1 1,506,383 45,236 0
COLGATE PALMOLIVE CO COM 194162103 675,199 8,565,257 SH   DFND 1 8,306,081 259,176 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,250 52,756 SH   DFND 1 52,756 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 37,453 381,186 SH   DFND 1 306,898 74,288 0
COLONY CAP INC NEW CL A COM 19626G108 488 75,331 SH   DFND 1 75,331 0 0
COMCAST CORP NEW CL A 20030N101 90,196 1,666,900 SH   DFND 1 1,666,900 0 0
COMERICA INC COM 200340107 13,969 194,722 SH   DFND 1 194,722 0 0
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COMMERCE BANCSHARES INC COM 200525103 169,001 2,205,996 SH   DFND 1 2,162,128 43,868 0
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COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 3,510 349,970 SH   DFND 1 349,970 0 0
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CONAGRA BRANDS INC COM 205887102 363,855 9,677,000 SH   DFND 1 9,401,305 275,695 0
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CONNECTONE BANCORP INC COM 20786W107 543 21,432 SH   DFND 1 21,432 0 0
CONNS INC COM 208242107 423 21,766 SH   DFND 1 21,766 0 0
CONOCOPHILLIPS COM 20825C104 343,272 6,480,495 SH   DFND 1 6,297,963 182,532 0
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CONTROLADORA VUELA COMP DE A SPON ADR RP 10 21240E105 256 17,919 SH   DFND 1 17,919 0 0
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COPA HOLDINGS SA CL A P31076105 9,498 117,567 SH   DFND 1 81,441 36,126 0
COPART INC COM 217204106 81,650 751,776 SH   DFND 1 751,776 0 0
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CORE MARK HOLDING CO INC COM 218681104 2,764 71,443 SH   DFND 1 71,443 0 0
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CRA INTL INC COM 12618T105 362 4,844 SH   DFND 1 4,844 0 0
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CRANE CO COM 224399105 74,106 789,112 SH   DFND 1 773,414 15,698 0
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CREE INC COM 225447101 63,826 590,267 SH   DFND 1 124,807 465,460 0
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CRH MED CORP COM 12626F105 45 11,296 SH   DFND 1 11,296 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 33,974 278,815 SH   DFND 1 278,815 0 0
CROCS INC COM 227046109 44,269 550,263 SH   DFND 1 472,232 78,031 0
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CROWN CASTLE INTL CORP NEW COM 22822V101 75,041 435,956 SH   DFND 1 429,073 6,883 0
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CSX CORP COM 126408103 4,133 42,869 SH   DFND 1 42,869 0 0
CUBESMART COM 229663109 821 21,711 SH   DFND 1 21,711 0 0
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CUSHMAN WAKEFIELD PLC SHS G2717B108 293 17,973 SH   DFND 1 17,973 0 0
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CVS HEALTH CORP COM 126650100 195,068 2,592,959 SH   DFND 1 2,007,795 585,164 0
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DANA INC COM 235825205 8,779 360,815 SH   DFND 1 360,815 0 0
DANAHER CORPORATION COM 235851102 482,030 2,141,592 SH   DFND 1 809,405 1,332,187 0
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DATADOG INC CL A COM 23804L103 53,633 643,548 SH   DFND 1 643,548 0 0
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DEERE & CO COM 244199105 6,176 16,508 SH   DFND 1 16,508 0 0
DELEK US HLDGS INC NEW COM 24665A103 643 29,525 SH   DFND 1 29,525 0 0
DELL TECHNOLOGIES INC CL C 24703L202 3,582 40,637 SH   DFND 1 40,637 0 0
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DELUXE CORP COM 248019101 105,913 2,524,144 SH   DFND 1 2,451,471 72,673 0
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DEXCOM INC COM 252131107 277,267 771,495 SH   DFND 1 714,070 57,425 0
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DIGITAL RLTY TR INC COM 253868103 4,368 31,017 SH   DFND 1 31,017 0 0
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DIGITALOCEAN HLDGS INC COM 25402D102 12,864 305,341 SH   DFND 1 251,849 53,492 0
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DIODES INC COM 254543101 318 3,989 SH   DFND 1 3,989 0 0
DIRTT ENVIRONMENTAL SOLUTION COM 25490H106 10,357 3,351,818 SH   DFND 1 3,215,635 136,183 0
DISCOVER FINL SVCS COM 254709108 1,727 18,176 SH   DFND 1 18,176 0 0
DISCOVERY INC COM SER C 25470F302 8,073 218,841 SH   DFND 1 218,841 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,488 41,117 SH   DFND 1 41,117 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 85 88,000 PRN   DFND 1 88,000 0 0
DISNEY WALT CO COM 254687106 623,696 3,380,098 SH   DFND 1 3,364,342 15,756 0
DIVERSEY HLDGS LTD ORD SHS G28923103 19,376 1,317,197 SH   DFND 1 1,072,855 244,342 0
DMC GLOBAL INC COM 23291C103 674 12,415 SH   DFND 1 12,415 0 0
DOCUSIGN INC COM 256163106 649,141 3,206,429 SH   DFND 1 3,167,569 38,860 0
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DOLLAR GEN CORP NEW COM 256677105 5,766 28,459 SH   DFND 1 28,459 0 0
DOLLAR TREE INC COM 256746108 234,972 2,052,873 SH   DFND 1 1,989,893 62,980 0
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DOMTAR CORP COM NEW 257559203 3,779 102,278 SH   DFND 1 102,278 0 0
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DONNELLEY FINL SOLUTIONS INC COM 25787G100 101,748 3,656,037 SH   DFND 1 3,549,055 106,982 0
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DORMAN PRODS INC COM 258278100 2,080 20,266 SH   DFND 1 20,266 0 0
DOVER CORP COM 260003108 301 2,195 SH   DFND 1 2,195 0 0
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DR REDDYS LABS LTD ADR 256135203 985 16,048 SH   DFND 1 16,048 0 0
DRAFTKINGS INC COM CL A 26142R104 37,141 605,598 SH   DFND 1 566,359 39,239 0
DRIL-QUIP INC COM 262037104 944 28,408 SH   DFND 1 28,408 0 0
DRIVEN BRANDS HLDGS INC COM 26210V102 13,586 534,461 SH   DFND 1 510,511 23,950 0
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DUKE ENERGY CORP NEW COM NEW 26441C204 203,168 2,104,712 SH   DFND 1 2,029,720 74,992 0
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DXC TECHNOLOGY CO COM 23355L106 848 27,132 SH   DFND 1 27,132 0 0
DXP ENTERPRISES INC COM NEW 233377407 40,187 1,332,029 SH   DFND 1 1,292,271 39,758 0
DYCOM INDS INC COM 267475101 51,613 555,871 SH   DFND 1 540,993 14,878 0
E L F BEAUTY INC COM 26856L103 15,455 576,031 SH   DFND 1 366,902 209,129 0
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EASTMAN CHEM CO COM 277432100 1,152 10,459 SH   DFND 1 10,459 0 0
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EBAY INC. COM 278642103 28,235 461,057 SH   DFND 1 461,057 0 0
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ECOLAB INC COM 278865100 95,468 445,965 SH   DFND 1 445,965 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 106,127 2,679,982 SH   DFND 1 2,601,737 78,245 0
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EDISON INTL COM 281020107 248,855 4,246,679 SH   DFND 1 4,164,495 82,184 0
EDITAS MEDICINE INC COM 28106W103 8,306 197,767 SH   DFND 1 2,733 195,034 0
EDWARDS LIFESCIENCES CORP COM 28176E108 351,555 4,203,196 SH   DFND 1 3,421,252 781,944 0
ELANCO ANIMAL HEALTH INC COM 28414H103 155,444 5,278,246 SH   DFND 1 1,065,417 4,212,829 0
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ELEMENT SOLUTIONS INC COM 28618M106 60,401 3,302,382 SH   DFND 1 3,302,382 0 0
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EMCOR GROUP INC COM 29084Q100 9,677 86,281 SH   DFND 1 86,281 0 0
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EMERSON ELEC CO COM 291011104 980,490 10,867,765 SH   DFND 1 10,494,546 373,219 0
EMPIRE ST RLTY TR INC CL A 292104106 30,307 2,723,031 SH   DFND 1 2,567,609 155,422 0
EMPLOYERS HLDGS INC COM 292218104 1,477 34,304 SH   DFND 1 34,304 0 0
ENBRIDGE INC COM 29250N105 1,095 30,045 SH   DFND 1 30,045 0 0
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ENCORE WIRE CORP COM 292562105 2,196 32,709 SH   DFND 1 32,709 0 0
ENDAVA PLC ADS 29260V105 24,469 288,924 SH   DFND 1 218,055 70,869 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 277 32,659 SH   DFND 1 32,659 0 0
ENERGY FUELS INC COM NEW 292671708 1,655 291,330 SH   DFND 1 291,330 0 0
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ENERPLUS CORP COM 292766102 271 53,943 SH   DFND 1 53,943 0 0
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ENI S P A SPONSORED ADR 26874R108 1,112 45,007 SH   DFND 1 45,007 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,889 440,404 SH   DFND 1 440,404 0 0
ENNIS INC COM 293389102 813 38,082 SH   DFND 1 38,082 0 0
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ENSIGN GROUP INC COM 29358P101 7,216 76,892 SH   DFND 1 76,892 0 0
ENSTAR GROUP LIMITED SHS G3075P101 1,516 6,143 SH   DFND 1 6,143 0 0
ENTEGRIS INC COM 29362U104 6,883 61,566 SH   DFND 1 59,236 2,330 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,345 256,105 SH   DFND 1 256,105 0 0
ENTERGY CORP NEW COM 29364G103 9,691 97,431 SH   DFND 1 97,431 0 0
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ENTRAVISION COMMUNICATIONS C CL A 29382R107 41,567 10,288,787 SH   DFND 1 9,993,011 295,776 0
ENVESTNET INC COM 29404K106 10,541 145,941 SH   DFND 1 139,305 6,636 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 137 111,000 PRN   DFND 1 111,000 0 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 121,929 2,988,455 SH   DFND 1 2,929,513 58,942 0
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EOG RES INC COM 26875P101 147,123 2,028,448 SH   DFND 1 2,028,448 0 0
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EPLUS INC COM 294268107 1,480 14,856 SH   DFND 1 14,856 0 0
EQT CORP COM 26884L109 25,302 1,361,809 SH   DFND 1 1,361,809 0 0
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EQUITABLE HLDGS INC COM 29452E101 865 26,514 SH   DFND 1 26,514 0 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 275 4,319 SH   DFND 1 4,319 0 0
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ERICSSON ADR B SEK 10 294821608 1,001 75,916 SH   DFND 1 75,916 0 0
ERIE INDTY CO CL A 29530P102 213 963 SH   DFND 1 963 0 0
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 160 88,336 SH   DFND 1 88,336 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 256 9,111 SH   DFND 1 9,111 0 0
ESSENT GROUP LTD COM G3198U102 24,694 519,993 SH   DFND 1 519,993 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 23,480 1,028,455 SH   DFND 1 984,918 43,537 0
ESSENTIAL UTILS INC COM 29670G102 300 6,710 SH   DFND 1 6,710 0 0
ESSEX PPTY TR INC COM 297178105 148,092 544,775 SH   DFND 1 527,697 17,078 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,218 44,123 SH   DFND 1 44,123 0 0
ETSY INC COM 29786A106 271,123 1,344,388 SH   DFND 1 573,793 770,595 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 163 69,000 PRN   DFND 1 69,000 0 0
EURONET WORLDWIDE INC COM 298736109 322 2,330 SH   DFND 1 2,330 0 0
EVENTBRITE INC COM CL A 29975E109 11,495 518,720 SH   DFND 1 494,905 23,815 0
EVERBRIDGE INC COM 29978A104 13,678 112,870 SH   DFND 1 107,708 5,162 0
EVERCORE INC CLASS A 29977A105 9,140 69,377 SH   DFND 1 69,377 0 0
EVEREST RE GROUP LTD COM G3223R108 339 1,368 SH   DFND 1 1,368 0 0
EVERGY INC COM 30034W106 230,831 3,877,555 SH   DFND 1 3,742,376 135,179 0
EVERSOURCE ENERGY COM 30040W108 142,638 1,647,282 SH   DFND 1 1,549,429 97,853 0
EVERTEC INC COM 30040P103 96,170 2,583,825 SH   DFND 1 2,510,081 73,744 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 88 92,000 PRN   DFND 1 92,000 0 0
EVOLUTION PETE CORP COM 30049A107 131 38,624 SH   DFND 1 38,624 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 27,838 1,058,488 SH   DFND 1 911,838 146,650 0
EXACT SCIENCES CORP COM 30063P105 512 3,882 SH   DFND 1 3,882 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 16 12,000 PRN   DFND 1 12,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 206 159,000 PRN   DFND 1 159,000 0 0
EXELIXIS INC COM 30161Q104 1,127 49,883 SH   DFND 1 49,883 0 0
EXELON CORP COM 30161N101 12,094 276,491 SH   DFND 1 276,491 0 0
EXP WORLD HLDGS INC COM 30212W100 493 10,824 SH   DFND 1 10,824 0 0
EXPEDIA GROUP INC COM NEW 30212P303 155,517 903,538 SH   DFND 1 903,538 0 0
EXPEDITORS INTL WASH INC COM 302130109 17,312 160,754 SH   DFND 1 160,754 0 0
EXPONENT INC COM 30214U102 256 2,622 SH   DFND 1 2,622 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,082 54,804 SH   DFND 1 54,804 0 0
EXTERRAN CORP COM 30227H106 216 64,272 SH   DFND 1 64,272 0 0
EXTRA SPACE STORAGE INC COM 30225T102 45,948 346,646 SH   DFND 1 326,781 19,865 0
EXTREME NETWORKS INC COM 30226D106 844 96,422 SH   DFND 1 96,422 0 0
EXXON MOBIL CORP COM 30231G102 80,006 1,433,035 SH   DFND 1 1,414,968 18,067 0
F N B CORP COM 302520101 63,099 4,968,443 SH   DFND 1 4,837,424 131,019 0
F5 NETWORKS INC COM 315616102 330,315 1,583,331 SH   DFND 1 1,562,780 20,551 0
FACEBOOK INC CL A 30303M102 2,013,407 6,836,000 SH   DFND 1 6,081,402 754,598 0
FACTSET RESH SYS INC COM 303075105 735 2,382 SH   DFND 1 2,382 0 0
FAIR ISAAC CORP COM 303250104 95,067 195,590 SH   DFND 1 195,590 0 0
FARMERS NATIONAL BANC CORP COM 309627107 733 43,892 SH   DFND 1 43,892 0 0
FARO TECHNOLOGIES INC COM 311642102 10,141 117,137 SH   DFND 1 111,945 5,192 0
FASTENAL CO COM 311900104 1,639 32,591 SH   DFND 1 32,591 0 0
FASTLY INC CL A 31188V100 44,450 660,665 SH   DFND 1 660,665 0 0
FATE THERAPEUTICS INC COM 31189P102 10,704 129,822 SH   DFND 1 123,997 5,825 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,812 17,992 SH   DFND 1 17,992 0 0
FEDERATED HERMES INC CL B 314211103 301 9,614 SH   DFND 1 9,614 0 0
FEDEX CORP COM 31428X106 69,072 243,178 SH   DFND 1 243,178 0 0
FERRO CORP COM 315405100 1,594 94,562 SH   DFND 1 94,562 0 0
FIBROGEN INC COM 31572Q808 9,532 274,611 SH   DFND 1 262,199 12,412 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 994 24,444 SH   DFND 1 24,444 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 428,873 3,050,091 SH   DFND 1 877,720 2,172,371 0
FIFTH THIRD BANCORP COM 316773100 8,223 219,580 SH   DFND 1 219,580 0 0
FINANCIAL INSTNS INC COM 317585404 1,860 61,402 SH   DFND 1 61,402 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 368 52,564 SH   DFND 1 52,564 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 75 75,000 PRN   DFND 1 75,000 0 0
FIRST AMERN FINL CORP COM 31847R102 425 7,507 SH   DFND 1 7,507 0 0
FIRST BANCORP N C COM 318910106 1,005 23,103 SH   DFND 1 23,103 0 0
FIRST BANCORP P R COM NEW 318672706 3,774 335,171 SH   DFND 1 335,171 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 277 11,220 SH   DFND 1 11,220 0 0
FIRST BUSEY CORP COM NEW 319383204 958 37,350 SH   DFND 1 37,350 0 0
FIRST CHOICE BANCORP COM 31948P104 393 16,159 SH   DFND 1 16,159 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,335 2,794 SH   DFND 1 2,794 0 0
FIRST FINL BANKSHARES COM 32020R109 294 6,295 SH   DFND 1 6,295 0 0
FIRST FNDTN INC COM 32026V104 1,505 64,165 SH   DFND 1 64,165 0 0
FIRST HAWAIIAN INC COM 32051X108 21,517 786,165 SH   DFND 1 764,029 22,136 0
FIRST HORIZON CORPORATION COM 320517105 490 29,002 SH   DFND 1 29,002 0 0
FIRST INTERNET BANCORP COM 320557101 518 14,692 SH   DFND 1 14,692 0 0
FIRST LONG IS CORP COM 320734106 754 35,467 SH   DFND 1 35,467 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 4,996 320,635 SH   DFND 1 320,635 0 0
FIRST MERCHANTS CORP COM 320817109 1,241 26,683 SH   DFND 1 26,683 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 10,055 228,876 SH   DFND 1 221,876 7,000 0
FIRST MIDWEST BANCORP DEL COM 320867104 231 10,527 SH   DFND 1 10,527 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 903 5,418 SH   DFND 1 5,418 0 0
FIRST SOLAR INC COM 336433107 593 6,797 SH   DFND 1 6,797 0 0
FIRSTCASH INC COM 33767D105 298 4,533 SH   DFND 1 4,533 0 0
FIRSTENERGY CORP COM 337932107 4,017 115,807 SH   DFND 1 115,807 0 0
FIRSTSERVICE CORP NEW COM 33767E202 26,394 177,811 SH   DFND 1 151,540 26,271 0
FISERV INC COM 337738108 613 5,151 SH   DFND 1 5,151 0 0
FIVE BELOW INC COM 33829M101 67,387 353,200 SH   DFND 1 353,200 0 0
FIVE9 INC COM 338307101 27,389 175,200 SH   DFND 1 150,365 24,835 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 4,027 89,288 SH   DFND 1 89,288 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 361 1,343 SH   DFND 1 1,343 0 0
FLEX LTD ORD Y2573F102 1,237 67,565 SH   DFND 1 67,565 0 0
FLEXION THERAPEUTICS INC COM 33938J106 6,281 701,789 SH   DFND 1 669,282 32,507 0
FLIR SYS INC COM 302445101 277 4,903 SH   DFND 1 4,903 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1,207 12,637 SH   DFND 1 12,637 0 0
FLOWERS FOODS INC COM 343498101 1,203 50,563 SH   DFND 1 50,563 0 0
FLOWSERVE CORP COM 34354P105 341 8,778 SH   DFND 1 8,778 0 0
FLUOR CORP NEW COM 343412102 3,754 162,577 SH   DFND 1 162,577 0 0
FLUSHING FINL CORP COM 343873105 215 10,121 SH   DFND 1 10,121 0 0
FMC CORP COM NEW 302491303 330,140 2,984,722 SH   DFND 1 650,152 2,334,570 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 643 8,538 SH   DFND 1 8,538 0 0
FOOT LOCKER INC COM 344849104 8,605 152,986 SH   DFND 1 152,986 0 0
FORD MTR CO DEL COM 345370860 72,754 5,939,085 SH   DFND 1 5,939,085 0 0
FORMFACTOR INC COM 346375108 1,121 24,848 SH   DFND 1 24,848 0 0
FORTERRA INC COM 34960W106 680 29,260 SH   DFND 1 29,260 0 0
FORTINET INC COM 34959E109 29,957 162,438 SH   DFND 1 162,438 0 0
FORTIS INC COM 349553107 2,553 58,867 SH   DFND 1 58,867 0 0
FORTIVE CORP COM 34959J108 444,549 6,293,157 SH   DFND 1 1,276,757 5,016,400 0
FORTUNA SILVER MINES INC COM 349915108 102 15,784 SH   DFND 1 15,784 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,854 19,344 SH   DFND 1 19,344 0 0
FORWARD AIR CORP COM 349853101 302 3,402 SH   DFND 1 3,402 0 0
FOSSIL GROUP INC COM 34988V106 630 50,793 SH   DFND 1 50,793 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 46,014 1,679,356 SH   DFND 1 1,632,304 47,052 0
FOX CORP CL A COM 35137L105 1,261 34,920 SH   DFND 1 34,920 0 0
FOX CORP CL B COM 35137L204 190,931 5,466,114 SH   DFND 1 5,358,260 107,854 0
FOX FACTORY HLDG CORP COM 35138V102 14,133 111,233 SH   DFND 1 69,682 41,551 0
FRANCO NEV CORP COM 351858105 50,622 404,035 SH   DFND 1 404,035 0 0
FRANKLIN ELEC INC COM 353514102 248 3,141 SH   DFND 1 3,141 0 0
FRANKLIN RESOURCES INC COM 354613101 7,426 250,875 SH   DFND 1 250,875 0 0
FRANKS INTL N V COM N33462107 177 49,945 SH   DFND 1 49,945 0 0
FREEDOM HLDG CORP NEV COM 356390104 302 5,657 SH   DFND 1 5,657 0 0
FREEPORT-MCMORAN INC CL B 35671D857 44,110 1,339,503 SH   DFND 1 1,339,503 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 224 6,077 SH   DFND 1 6,077 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 293 10,223 SH   DFND 1 10,223 0 0
FRESHPET INC COM 358039105 1,186 7,469 SH   DFND 1 7,469 0 0
FRONTLINE LTD SHS NEW G3682E192 776 108,487 SH   DFND 1 108,487 0 0
FS BANCORP INC COM 30263Y104 503 7,492 SH   DFND 1 7,492 0 0
FTI CONSULTING INC COM 302941109 611 4,362 SH   DFND 1 4,362 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 95 65,000 PRN   DFND 1 65,000 0 0
FUBOTV INC COM 35953D104 5,901 266,784 SH   DFND 1 254,530 12,254 0
FULGENT GENETICS INC COM 359664109 236 2,442 SH   DFND 1 2,442 0 0
FULLER H B CO COM 359694106 14,876 236,459 SH   DFND 1 147,675 88,784 0
FULTON FINL CORP PA COM 360271100 248 14,591 SH   DFND 1 14,591 0 0
FUTUREFUEL CORP COM 36116M106 387 26,601 SH   DFND 1 26,601 0 0
G III APPAREL GROUP LTD COM 36237H101 2,593 86,039 SH   DFND 1 86,039 0 0
GALLAGHER ARTHUR J & CO COM 363576109 77,635 622,221 SH   DFND 1 609,757 12,464 0
GAP INC COM 364760108 21,489 721,602 SH   DFND 1 721,602 0 0
GARMIN LTD SHS H2906T109 629 4,772 SH   DFND 1 4,772 0 0
GARTNER INC COM 366651107 758 4,154 SH   DFND 1 4,154 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 28,859 1,804,839 SH   DFND 1 1,749,587 55,252 0
GATX CORP COM 361448103 5,921 63,845 SH   DFND 1 63,845 0 0
GCM GROSVENOR INC COM CL A 36831E108 6,780 569,753 SH   DFND 1 544,271 25,482 0
GDS HLDGS LTD SPONSORED ADS 36165L108 251,147 3,097,139 SH   DFND 1 1,759,108 1,338,031 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 169 16,804 SH   DFND 1 16,804 0 0
GENERAC HLDGS INC COM 368736104 155,826 475,878 SH   DFND 1 475,878 0 0
GENERAL DYNAMICS CORP COM 369550108 204,318 1,125,348 SH   DFND 1 1,086,898 38,450 0
GENERAL ELECTRIC CO COM 369604103 83,171 6,334,394 SH   DFND 1 6,334,394 0 0
GENERAL MLS INC COM 370334104 44,829 731,066 SH   DFND 1 731,066 0 0
GENERAL MTRS CO COM 37045V100 71,853 1,250,479 SH   DFND 1 1,250,479 0 0
GENERATION BIO CO COM 37148K100 4,055 142,494 SH   DFND 1 135,955 6,539 0
GENMAB A/S SPONSORED ADS 372303206 944 28,756 SH   DFND 1 28,756 0 0
GENPACT LIMITED SHS G3922B107 87,163 2,035,571 SH   DFND 1 446,660 1,588,911 0
GENTEX CORP COM 371901109 934 26,180 SH   DFND 1 26,180 0 0
GENTHERM INC COM 37253A103 4,343 58,598 SH   DFND 1 58,598 0 0
GENUINE PARTS CO COM 372460105 156,453 1,353,521 SH   DFND 1 1,326,967 26,554 0
GENWORTH FINL INC COM CL A 37247D106 2,246 676,420 SH   DFND 1 676,420 0 0
GERDAU SA SPON ADR REP PFD 373737105 1,148 215,016 SH   DFND 1 215,016 0 0
GERON CORP COM 374163103 17 10,542 SH   DFND 1 10,542 0 0
GETTY RLTY CORP NEW COM 374297109 25,604 904,107 SH   DFND 1 877,408 26,699 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 24,982 714,790 SH   DFND 1 714,790 0 0
GIBRALTAR INDS INC COM 374689107 274 2,994 SH   DFND 1 2,994 0 0
GILDAN ACTIVEWEAR INC COM 375916103 502 16,410 SH   DFND 1 16,410 0 0
GILEAD SCIENCES INC COM 375558103 54,011 835,702 SH   DFND 1 381,099 454,603 0
GLACIER BANCORP INC NEW COM 37637Q105 4,087 71,594 SH   DFND 1 46,953 24,641 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,642 46,018 SH   DFND 1 46,018 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 8,463 207,672 SH   DFND 1 198,361 9,311 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 69 15,332 SH   DFND 1 15,332 0 0
GLOBAL MED REIT INC COM NEW 37954A204 25,888 1,974,664 SH   DFND 1 1,511,195 463,469 0
GLOBAL PMTS INC COM 37940X102 734 3,639 SH   DFND 1 3,639 0 0
GLOBALSTAR INC COM 378973408 59 43,407 SH   DFND 1 43,407 0 0
GLOBANT S A COM L44385109 64,788 312,068 SH   DFND 1 261,834 50,234 0
GLOBE LIFE INC COM 37959E102 859 8,893 SH   DFND 1 8,893 0 0
GLOBUS MED INC CL A 379577208 11,273 182,797 SH   DFND 1 174,636 8,161 0
GLU MOBILE INC COM 379890106 252 20,182 SH   DFND 1 20,182 0 0
GMS INC COM 36251C103 45,866 1,098,598 SH   DFND 1 1,066,793 31,805 0
GOLAR LNG LTD SHS G9456A100 668 65,328 SH   DFND 1 65,328 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 22,735 2,395,667 SH   DFND 1 2,395,667 0 0
GOLDEN ENTMT INC COM 381013101 238 9,416 SH   DFND 1 9,416 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 42,508 129,995 SH   DFND 1 129,995 0 0
GOODRICH PETE CORP COM PAR 382410843 181 19,100 SH   DFND 1 19,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,209 410,314 SH   DFND 1 410,314 0 0
GOOSEHEAD INS INC COM CL A 38267D109 5,119 47,761 SH   DFND 1 31,751 16,010 0
GRACE W R & CO DEL NEW COM 38388F108 2,730 45,607 SH   DFND 1 45,607 0 0
GRACO INC COM 384109104 65,544 915,167 SH   DFND 1 915,167 0 0
GRAHAM CORP COM 384556106 13,795 968,771 SH   DFND 1 942,323 26,448 0
GRAHAM HLDGS CO COM CL B 384637104 7,300 12,979 SH   DFND 1 12,979 0 0
GRAINGER W W INC COM 384802104 90,992 226,953 SH   DFND 1 218,586 8,367 0
GRAND CANYON ED INC COM 38526M106 253 2,364 SH   DFND 1 2,364 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 993 16,336 SH   DFND 1 0 16,336 0
GRAPHIC PACKAGING HLDG CO COM 388689101 259,876 14,310,363 SH   DFND 1 13,961,614 348,749 0
GRAY TELEVISION INC COM 389375106 1,524 82,844 SH   DFND 1 82,844 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,878 128,816 SH   DFND 1 128,816 0 0
GREAT PANTHER MNG LTD COM 39115V101 30 38,508 SH   DFND 1 38,508 0 0
GREAT SOUTHN BANCORP INC COM 390905107 1,245 21,967 SH   DFND 1 21,967 0 0
GREAT WESTN NATL BK PORTLAND COM 695263103 4,780 125,306 SH   DFND 1 125,306 0 0
GREEN DOT CORP CL A 39304D102 3,746 81,808 SH   DFND 1 81,808 0 0
GREEN PLAINS INC COM 393222104 211 7,801 SH   DFND 1 7,801 0 0
GREENBRIER COS INC COM 393657101 2,843 60,211 SH   DFND 1 60,211 0 0
GRIFFON CORP COM 398433102 583 21,461 SH   DFND 1 21,461 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,979 18,880 SH   DFND 1 18,880 0 0
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 239 4,740 SH   DFND 1 4,740 0 0
GRUPO AEROPUERTO DEL PACIFIC SPON ADR B 400506101 261 2,481 SH   DFND 1 2,481 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1,067 120,384 SH   DFND 1 120,384 0 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 311 9,183 SH   DFND 1 9,183 0 0
GUARDANT HEALTH INC COM 40131M109 31,265 204,817 SH   DFND 1 100,768 104,049 0
GUESS INC COM 401617105 1,989 84,656 SH   DFND 1 84,656 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,962 77,944 SH   DFND 1 77,944 0 0
HAEMONETICS CORP MASS COM 405024100 358 3,227 SH   DFND 1 3,227 0 0
HALLIBURTON CO COM 406216101 24,114 1,123,685 SH   DFND 1 1,123,685 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 17,517 420,171 SH   DFND 1 401,185 18,986 0
HAMILTON LANE INC CL A 407497106 767 8,662 SH   DFND 1 8,662 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 258 6,131 SH   DFND 1 6,131 0 0
HANESBRANDS INC COM 410345102 338 17,172 SH   DFND 1 17,172 0 0
HANMI FINL CORP COM NEW 410495204 1,040 52,706 SH   DFND 1 52,706 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 7,516 133,977 SH   DFND 1 83,574 50,403 0
HANOVER INS GROUP INC COM 410867105 3,966 30,634 SH   DFND 1 30,634 0 0
HARLEY DAVIDSON INC COM 412822108 1,256 31,310 SH   DFND 1 31,310 0 0
HARMONY BIOSCIENCES HLDGS IN COM 413197104 4,992 151,091 SH   DFND 1 144,240 6,851 0
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 416 95,465 SH   DFND 1 95,465 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 29,637 443,737 SH   DFND 1 416,229 27,508 0
HASBRO INC COM 418056107 352 3,664 SH   DFND 1 3,664 0 0
HAVERTY FURNITURE COS INC COM 419596101 763 20,516 SH   DFND 1 20,516 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 359 8,073 SH   DFND 1 8,073 0 0
HAWAIIAN HOLDINGS INC COM 419879101 983 36,841 SH   DFND 1 36,841 0 0
HAWKINS INC COM 420261109 1,188 35,439 SH   DFND 1 35,439 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 313 10,553 SH   DFND 1 10,553 0 0
HAYWARD HLDGS INC COM 421298100 48,468 2,871,344 SH   DFND 1 2,771,481 99,863 0
HBT FINL INC. COM 404111106 1,425 83,233 SH   DFND 1 83,233 0 0
HCA HEALTHCARE INC COM 40412C101 10,412 55,281 SH   DFND 1 55,281 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 570,447 7,342,601 SH   DFND 1 2,648,552 4,694,049 0
HEALTH CATALYST INC COM 42225T107 53,541 1,144,763 SH   DFND 1 608,315 536,448 0
HEALTHCARE SVCS GROUP INC COM 421906108 29,482 1,051,788 SH   DFND 1 1,025,592 26,196 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 83,527 3,028,530 SH   DFND 1 2,968,495 60,035 0
HEALTHEQUITY INC COM 42226A107 21,942 322,678 SH   DFND 1 308,032 14,646 0
HEALTHPEAK PROPERTIES INC COM 42250P103 196,228 6,182,350 SH   DFND 1 5,993,771 188,579 0
HEARTLAND EXPRESS INC COM 422347104 148,110 7,564,370 SH   DFND 1 7,453,818 110,552 0
HEARTLAND FINL USA INC COM 42234Q102 1,179 23,453 SH   DFND 1 23,453 0 0
HECLA MNG CO COM 422704106 6,702 1,177,857 SH   DFND 1 1,177,857 0 0
HEICO CORP NEW COM 422806109 194,433 1,545,570 SH   DFND 1 601,548 944,022 0
HEICO CORP NEW CL A 422806208 54,068 475,950 SH   DFND 1 114,248 361,702 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 236 6,606 SH   DFND 1 6,606 0 0
HELEN OF TROY LTD COM G4388N106 882 4,187 SH   DFND 1 4,187 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,013 200,510 SH   DFND 1 200,510 0 0
HELMERICH & PAYNE INC COM 423452101 4,075 151,147 SH   DFND 1 151,147 0 0
HENRY JACK & ASSOC INC COM 426281101 405 2,670 SH   DFND 1 2,670 0 0
HENRY SCHEIN INC COM 806407102 181,313 2,618,623 SH   DFND 1 2,566,624 51,999 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 16,535 372,737 SH   DFND 1 372,737 0 0
HERC HLDGS INC COM 42704L104 6,271 61,889 SH   DFND 1 61,889 0 0
HERON THERAPEUTICS INC COM 427746102 5,106 314,993 SH   DFND 1 301,391 13,602 0
HERSHEY CO COM 427866108 141,004 891,529 SH   DFND 1 849,986 41,543 0
HESS CORP COM 42809H107 1,073 15,157 SH   DFND 1 15,157 0 0
HESS MIDSTREAM LP CL A SHS 428103105 804 35,876 SH   DFND 1 35,876 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,525 223,977 SH   DFND 1 223,977 0 0
HEXCEL CORP NEW COM 428291108 5,319 94,978 SH   DFND 1 94,978 0 0
HIBBETT SPORTS INC COM 428567101 2,522 36,603 SH   DFND 1 36,603 0 0
HIGHWOODS PPTYS INC COM 431284108 28,425 661,976 SH   DFND 1 643,302 18,674 0
HILL ROM HLDGS INC COM 431475102 61,421 555,945 SH   DFND 1 545,756 10,189 0
HILLENBRAND INC COM 431571108 989 20,737 SH   DFND 1 20,737 0 0
HILLTOP HOLDINGS INC COM 432748101 30,370 889,822 SH   DFND 1 867,066 22,756 0
HILTON GRAND VACATIONS INC COM 43283X105 412 10,998 SH   DFND 1 10,998 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 423 3,500 SH   DFND 1 3,500 0 0
HINGHAM INSTN SVGS MASS COM 433323102 681 2,401 SH   DFND 1 2,401 0 0
HNI CORP COM 404251100 3,502 88,520 SH   DFND 1 88,520 0 0
HOLLYFRONTIER CORP COM 436106108 485 13,559 SH   DFND 1 13,559 0 0
HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 238 18,994 SH   DFND 1 18,994 0 0
HOLOGIC INC COM 436440101 7,862 105,700 SH   DFND 1 105,700 0 0
HOME BANCORP INC COM 43689E107 369 10,244 SH   DFND 1 10,244 0 0
HOME BANCSHARES INC COM 436893200 101,402 3,748,691 SH   DFND 1 3,642,356 106,335 0
HOME DEPOT INC COM 437076102 384,826 1,260,690 SH   DFND 1 1,259,465 1,225 0
HOMESTREET INC COM 43785V102 1,854 42,076 SH   DFND 1 42,076 0 0
HONDA MOTOR LTD AMERN SHS 438128308 152,742 5,057,675 SH   DFND 1 4,906,931 150,744 0
HONEYWELL INTL INC COM 438516106 119,283 549,515 SH   DFND 1 549,515 0 0
HOOKER FURNITURE CORP COM 439038100 263 7,204 SH   DFND 1 7,204 0 0
HOPE BANCORP INC COM 43940T109 2,282 151,496 SH   DFND 1 151,496 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,198 27,735 SH   DFND 1 27,735 0 0
HORIZON BANCORP INC COM 440407104 314 16,902 SH   DFND 1 16,902 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 130,662 1,419,618 SH   DFND 1 1,413,942 5,676 0
HORMEL FOODS CORP COM 440452100 354 7,417 SH   DFND 1 7,417 0 0
HOULIHAN LOKEY INC CL A 441593100 227 3,413 SH   DFND 1 3,413 0 0
HOWARD HUGHES CORP COM 44267D107 270 2,834 SH   DFND 1 2,834 0 0
HOWMET AEROSPACE INC COM 443201108 801 24,925 SH   DFND 1 24,925 0 0
HP INC COM 40434L105 193,902 6,107,136 SH   DFND 1 5,998,792 108,344 0
HSBC HLDGS PLC SPON ADR NEW 404280406 3,707 127,214 SH   DFND 1 127,214 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 256,741 4,676,520 SH   DFND 1 1,374,758 3,301,762 0
HUB GROUP INC CL A 443320106 3,602 53,543 SH   DFND 1 53,543 0 0
HUBBELL INC COM 443510607 546,044 2,921,740 SH   DFND 1 2,837,708 84,032 0
HUBSPOT INC COM 443573100 171,921 378,505 SH   DFND 1 378,505 0 0
HUDBAY MINERALS INC COM 443628102 281 41,132 SH   DFND 1 41,132 0 0
HUMANA INC COM 444859102 79,912 190,607 SH   DFND 1 190,607 0 0
HUNT J B TRANS SVCS INC COM 445658107 197,599 1,175,696 SH   DFND 1 1,175,696 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,045 66,503 SH   DFND 1 66,503 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 795 3,862 SH   DFND 1 3,862 0 0
HUNTSMAN CORP COM 447011107 24,744 858,275 SH   DFND 1 649,353 208,922 0
HURCO COMPANIES INC COM 447324104 7,705 218,258 SH   DFND 1 212,108 6,150 0
HYATT HOTELS CORP COM CL A 448579102 211 2,553 SH   DFND 1 2,553 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 317 3,639 SH   DFND 1 3,639 0 0
I3 VERTICALS INC COM CL A 46571Y107 31,816 1,022,188 SH   DFND 1 868,245 153,943 0
IAC INTERACTIVECORP NEW COM 44891N109 363 1,676 SH   DFND 1 1,676 0 0
IAMGOLD CORP COM 450913108 224 75,199 SH   DFND 1 75,199 0 0
IBEX LTD SHS NEW G4690M101 19,466 884,825 SH   DFND 1 856,506 28,319 0
ICICI BANK LIMITED ADR 45104G104 86,246 5,380,301 SH   DFND 1 4,560,815 819,486 0
ICON PLC SHS G4705A100 156,880 798,898 SH   DFND 1 338,447 460,451 0
ICU MED INC COM 44930G107 13,617 66,284 SH   DFND 1 63,306 2,978 0
IDACORP INC COM 451107106 2,788 27,887 SH   DFND 1 27,887 0 0
IDEX CORP COM 45167R104 231 1,105 SH   DFND 1 1,105 0 0
IDEXX LABS INC COM 45168D104 542,706 1,109,125 SH   DFND 1 814,668 294,457 0
IDT CORP CL B NEW 448947507 402 17,759 SH   DFND 1 17,759 0 0
IHEARTMEDIA INC COM CL A 45174J509 672 37,051 SH   DFND 1 37,051 0 0
IHS MARKIT LTD SHS G47567105 429,084 4,433,606 SH   DFND 1 1,301,676 3,131,930 0
II-VI INC COM 902104108 60,489 884,723 SH   DFND 1 859,182 25,541 0
ILLINOIS TOOL WKS INC COM 452308109 1,753 7,912 SH   DFND 1 7,912 0 0
ILLUMINA INC COM 452327109 47,920 124,773 SH   DFND 1 16,318 108,455 0
ILLUMINA INC NOTE 8/1 452327AK5 159 133,000 PRN   DFND 1 133,000 0 0
IMMUNOGEN INC COM 45253H101 170 20,944 SH   DFND 1 20,944 0 0
IMMUNOVANT INC COM 45258J102 3,999 249,311 SH   DFND 1 237,891 11,420 0
INCYTE CORP COM 45337C102 17,154 211,073 SH   DFND 1 211,073 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 934 39,494 SH   DFND 1 39,494 0 0
INDEPENDENT BK GROUP INC COM 45384B106 78,350 1,084,586 SH   DFND 1 1,053,075 31,511 0
INFOSYS LTD SPONSORED ADR 456788108 78,308 4,183,144 SH   DFND 1 3,517,800 665,344 0
ING GROEP N.V. SPONSORED ADR 456837103 2,160 176,609 SH   DFND 1 176,609 0 0
INGERSOLL RAND INC COM 45687V106 362 7,361 SH   DFND 1 7,361 0 0
INGEVITY CORP COM 45688C107 314 4,158 SH   DFND 1 4,158 0 0
INGLES MKTS INC CL A 457030104 2,244 36,396 SH   DFND 1 36,396 0 0
INGREDION INC COM 457187102 841 9,351 SH   DFND 1 9,351 0 0
INMODE LTD SHS M5425M103 36,675 506,772 SH   DFND 1 391,311 115,461 0
INNOSPEC INC COM 45768S105 270 2,629 SH   DFND 1 2,629 0 0
INNOVAGE HLDG CORP COM 45784A104 8,492 329,282 SH   DFND 1 206,760 122,522 0
INNOVATIVE INDL PPTYS INC COM 45781V101 68,470 380,052 SH   DFND 1 357,372 22,680 0
INNOVIVA INC COM 45781M101 1,476 123,493 SH   DFND 1 123,493 0 0
INSIGHT ENTERPRISES INC COM 45765U103 4,377 45,875 SH   DFND 1 45,875 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 91 62,000 PRN   DFND 1 62,000 0 0
INSMED INC COM PAR $.01 457669307 16,242 476,868 SH   DFND 1 455,298 21,570 0
INSPERITY INC COM 45778Q107 282 3,371 SH   DFND 1 3,371 0 0
INSPIRE MED SYS INC COM 457730109 789 3,811 SH   DFND 1 3,811 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,185 10,683 SH   DFND 1 10,683 0 0
INSTEEL INDS INC COM 45774W108 422 13,683 SH   DFND 1 13,683 0 0
INSULET CORP COM 45784P101 33,029 126,585 SH   DFND 1 126,585 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 176 132,000 PRN   DFND 1 132,000 0 0
INTEL CORP COM 458140100 128,570 2,008,901 SH   DFND 1 1,975,087 33,814 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 65,333 585,006 SH   DFND 1 558,860 26,146 0
INTERCORP FINL SVCS INC SHS P5626F128 382 12,775 SH   DFND 1 12,775 0 0
INTERDIGITAL INC COM 45867G101 1,178 18,563 SH   DFND 1 18,563 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 4,521 97,394 SH   DFND 1 97,394 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 54,517 409,099 SH   DFND 1 409,099 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 300 18,683 SH   DFND 1 18,683 0 0
INTERNATIONAL PAPER CO COM 460146103 14,183 262,300 SH   DFND 1 262,300 0 0
INTERPUBLIC GROUP COS INC COM 460690100 985 33,723 SH   DFND 1 33,723 0 0
INTUIT COM 461202103 33,087 86,375 SH   DFND 1 86,375 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 768,889 1,040,530 SH   DFND 1 906,033 134,497 0
INVESCO LTD SHS G491BT108 20,630 817,994 SH   DFND 1 817,994 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,584 107,831 SH   DFND 1 107,831 0 0
INVITAE CORP COM 46185L103 9,134 239,044 SH   DFND 1 228,431 10,613 0
INVITATION HOMES INC COM 46187W107 77,328 2,417,266 SH   DFND 1 2,277,673 139,593 0
IONIS PHARMACEUTICALS INC COM 462222100 42,383 942,678 SH   DFND 1 619,862 322,816 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 130 135,000 PRN   DFND 1 135,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 11,699 369,529 SH   DFND 1 115,069 254,460 0
IPG PHOTONICS CORP COM 44980X109 525 2,488 SH   DFND 1 2,488 0 0
IQIYI INC SPONSORED ADS 46267X108 178 10,710 SH   DFND 1 10,710 0 0
IQVIA HLDGS INC COM 46266C105 514,250 2,662,576 SH   DFND 1 532,600 2,129,976 0
IRHYTHM TECHNOLOGIES INC COM 450056106 277 1,992 SH   DFND 1 1,992 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,840 165,822 SH   DFND 1 165,822 0 0
IROBOT CORP COM 462726100 3,631 29,715 SH   DFND 1 29,715 0 0
IRON MTN INC NEW COM 46284V101 67,616 1,826,956 SH   DFND 1 1,784,069 42,887 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 994 88,882 SH   DFND 1 88,882 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,989 149,147 SH   DFND 1 149,147 0 0
ISHARES INC JP MORGAN EM ETF 464286517 353 8,293 SH   DFND 1 0 8,293 0
ISHARES INC MSCI STH KOR ETF 464286772 813 9,064 SH   DFND 1 9,064 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 5,715 95,308 SH   DFND 1 95,308 0 0
ISHARES SILVER TR ISHARES 46428Q109 5,418 238,700 SH   DFND 1 238,700 0 0
ISHARES TR CORE S&P500 ETF 464287200 5,410 13,600 SH   DFND 1 13,600 0 0
ISHARES TR MSCI EAFE ETF 464287465 601 7,928 SH   DFND 1 699 7,229 0
ISHARES TR RUS MDCP VAL ETF 464287473 160,459 1,468,057 SH   DFND 1 1,438,787 29,270 0
ISHARES TR CORE S&P MCP ETF 464287507 1,770 6,800 SH   DFND 1 6,800 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 482,676 3,184,927 SH   DFND 1 3,171,727 13,200 0
ISHARES TR RUS 1000 GRW ETF 464287614 34,446 141,729 SH   DFND 1 141,718 11 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,220 4,056 SH   DFND 1 1,423 2,633 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,922 8,700 SH   DFND 1 8,700 0 0
ISHARES TR JPMORGAN USD EMG 464288281 6,478 59,500 SH   DFND 1 59,500 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,741 65,850 SH   DFND 1 53,950 11,900 0
ISHARES TR EAFE VALUE ETF 464288877 11,001 215,835 SH   DFND 1 215,835 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 7,040 143,617 SH   DFND 1 70,262 73,355 0
ISHARES TR CORE MSCI EAFE 46432F842 7,522 104,400 SH   DFND 1 104,400 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 23,977 523,400 SH   DFND 1 523,400 0 0
ISHARES TR BROAD USD HIGH 46435U853 47,962 1,164,403 SH   DFND 1 956,866 207,537 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 1,427 287,615 SH   DFND 1 287,615 0 0
ITRON INC COM 465741106 828 9,342 SH   DFND 1 9,342 0 0
ITT INC COM 45073V108 480 5,285 SH   DFND 1 5,285 0 0
J ALEXANDERS HLDGS INC COM 46609J106 201 20,840 SH   DFND 1 20,840 0 0
J2 GLOBAL INC COM 48123V102 29,716 247,921 SH   DFND 1 247,921 0 0
JABIL INC COM 466313103 41,797 801,331 SH   DFND 1 666,336 134,995 0
JACK IN THE BOX INC COM 466367109 598 5,449 SH   DFND 1 5,449 0 0
JACOBS ENGR GROUP INC COM 469814107 329 2,545 SH   DFND 1 2,545 0 0
JAMES RIV GROUP LTD COM G5005R107 42,547 932,637 SH   DFND 1 905,922 26,715 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 30,388 975,524 SH   DFND 1 958,572 16,952 0
JAWS ACQUISITION CORP SHS G50744104 9,789 738,769 SH   DFND 1 705,031 33,738 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 713 4,340 SH   DFND 1 4,340 0 0
JD.COM INC SPON ADR CL A 47215P106 78,844 934,951 SH   DFND 1 793,622 141,329 0
JEFFERIES FINL GROUP INC COM 47233W109 587 19,486 SH   DFND 1 19,486 0 0
JELD-WEN HLDG INC COM 47580P103 444 16,031 SH   DFND 1 16,031 0 0
JETBLUE AWYS CORP COM 477143101 21,321 1,048,221 SH   DFND 1 724,996 323,225 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 462 11,082 SH   DFND 1 11,082 0 0
JOHNSON & JOHNSON COM 478160104 1,331,883 8,103,940 SH   DFND 1 7,531,569 572,371 0
JOHNSON CTLS INTL PLC SHS G51502105 230,520 3,863,247 SH   DFND 1 3,696,660 166,587 0
JONES LANG LASALLE INC COM 48020Q107 2,554 14,265 SH   DFND 1 14,265 0 0
JOYY INC ADS REPSTG COM A 46591M109 1,054 11,241 SH   DFND 1 11,241 0 0
JPMORGAN CHASE & CO COM 46625H100 907,706 5,962,728 SH   DFND 1 5,827,253 135,475 0
JUNIPER NETWORKS INC COM 48203R104 96,583 3,812,969 SH   DFND 1 3,753,358 59,611 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,885 35,154 SH   DFND 1 35,154 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 5,605 218,163 SH   DFND 1 208,431 9,732 0
KAMAN CORP COM 483548103 202 3,934 SH   DFND 1 3,934 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,140 8,109 SH   DFND 1 8,109 0 0
KAR AUCTION SVCS INC COM 48238T109 72,729 4,848,570 SH   DFND 1 4,706,374 142,196 0
KARUNA THERAPEUTICS INC COM 48576A100 16,545 137,611 SH   DFND 1 131,365 6,246 0
KB FINL GROUP INC SPONSORED ADR 48241A105 3,009 60,871 SH   DFND 1 60,871 0 0
KB HOME COM 48666K109 601 12,914 SH   DFND 1 12,914 0 0
KBR INC COM 48242W106 314 8,189 SH   DFND 1 8,189 0 0
KE HLDGS INC SPONSORED ADS 482497104 234 4,103 SH   DFND 1 4,103 0 0
KELLOGG CO COM 487836108 166,658 2,632,828 SH   DFND 1 2,588,717 44,111 0
KELLY SVCS INC CL A 488152208 626 28,123 SH   DFND 1 28,123 0 0
KENNAMETAL INC COM 489170100 14,488 362,484 SH   DFND 1 362,484 0 0
KEURIG DR PEPPER INC COM 49271V100 231 6,728 SH   DFND 1 6,728 0 0
KEYCORP COM 493267108 1,102 55,162 SH   DFND 1 55,162 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 290,904 2,028,620 SH   DFND 1 2,028,620 0 0
KFORCE INC COM 493732101 2,060 38,427 SH   DFND 1 38,427 0 0
KILROY RLTY CORP COM 49427F108 32,895 501,225 SH   DFND 1 476,065 25,160 0
KIMBALL ELECTRONICS INC COM 49428J109 482 18,688 SH   DFND 1 18,688 0 0
KIMBALL INTL INC CL B 494274103 967 69,052 SH   DFND 1 69,052 0 0
KIMBERLY-CLARK CORP COM 494368103 175,124 1,259,432 SH   DFND 1 1,222,560 36,872 0
KIMCO RLTY CORP COM 49446R109 811 43,250 SH   DFND 1 43,250 0 0
KINDER MORGAN INC DEL COM 49456B101 699 42,009 SH   DFND 1 42,009 0 0
KINGSOFT CLOUD HLDGS LTD ADS 49639K101 17,186 437,068 SH   DFND 1 322,627 114,441 0
KINNATE BIOPHARMA INC COM 49705R105 5,405 173,471 SH   DFND 1 165,510 7,961 0
KINROSS GOLD CORP COM 496902404 25,113 3,765,319 SH   DFND 1 3,765,319 0 0
KINSALE CAP GROUP INC COM 49714P108 31,596 191,722 SH   DFND 1 167,834 23,888 0
KIRKLAND LAKE GOLD LTD COM 49741E100 26,169 774,884 SH   DFND 1 774,884 0 0
KITE RLTY GROUP TR COM NEW 49803T300 42,443 2,200,245 SH   DFND 1 2,136,007 64,238 0
KKR & CO INC COM 48251W104 751 15,375 SH   DFND 1 15,375 0 0
KLA CORP COM NEW 482480100 63,306 191,605 SH   DFND 1 191,605 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 353 7,337 SH   DFND 1 7,337 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 38 32,000 PRN   DFND 1 32,000 0 0
KOHLS CORP COM 500255104 26,867 450,718 SH   DFND 1 450,718 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 921 16,156 SH   DFND 1 16,156 0 0
KONTOOR BRANDS INC COM 50050N103 272 5,614 SH   DFND 1 5,614 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 338 32,898 SH   DFND 1 32,898 0 0
KORN FERRY COM NEW 500643200 115,231 1,847,540 SH   DFND 1 1,725,936 121,604 0
KORNIT DIGITAL LTD SHS M6372Q113 54,697 551,826 SH   DFND 1 425,032 126,794 0
KOSMOS ENERGY LTD COM 500688106 1,861 606,162 SH   DFND 1 606,162 0 0
KRAFT HEINZ CO COM 500754106 18,123 453,071 SH   DFND 1 453,071 0 0
KRATON CORPORATION COM 50077C106 2,055 56,170 SH   DFND 1 56,170 0 0
KROGER CO COM 501044101 95,893 2,664,439 SH   DFND 1 2,664,439 0 0
KULICKE & SOFFA INDS INC COM 501242101 77,073 1,569,396 SH   DFND 1 1,524,466 44,930 0
KYMERA THERAPEUTICS INC COM 501575104 5,842 150,332 SH   DFND 1 143,626 6,706 0
L BRANDS INC COM 501797104 1,487 24,045 SH   DFND 1 24,045 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 413,792 2,041,602 SH   DFND 1 507,887 1,533,715 0
LA Z BOY INC COM 505336107 3,649 85,907 SH   DFND 1 85,907 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 52,655 206,465 SH   DFND 1 206,465 0 0
LAKELAND BANCORP INC COM 511637100 1,303 74,733 SH   DFND 1 74,733 0 0
LAKELAND FINL CORP COM 511656100 2,110 30,500 SH   DFND 1 30,500 0 0
LAM RESEARCH CORP COM 512807108 39,182 65,826 SH   DFND 1 65,826 0 0
LAMB WESTON HLDGS INC COM 513272104 7,644 98,654 SH   DFND 1 98,654 0 0
LANCASTER COLONY CORP COM 513847103 466 2,657 SH   DFND 1 2,657 0 0
LANDSTAR SYS INC COM 515098101 1,199 7,264 SH   DFND 1 7,264 0 0
LANNET INC COM 516012101 415 78,636 SH   DFND 1 78,636 0 0
LAS VEGAS SANDS CORP COM 517834107 114,593 1,885,990 SH   DFND 1 1,885,990 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 13,901 308,765 SH   DFND 1 244,117 64,648 0
LAUDER ESTEE COS INC CL A 518439104 455,485 1,566,048 SH   DFND 1 1,566,048 0 0
LAUREATE EDUCATION INC CL A 518613203 1,264 93,006 SH   DFND 1 93,006 0 0
LAZARD LTD SHS A G54050102 754 17,330 SH   DFND 1 17,330 0 0
LCI INDS COM 50189K103 948 7,166 SH   DFND 1 7,166 0 0
LEAR CORP COM NEW 521865204 33,468 184,650 SH   DFND 1 184,650 0 0
LEGGETT & PLATT INC COM 524660107 2,012 44,071 SH   DFND 1 44,071 0 0
LENNAR CORP CL A 526057104 17,762 175,457 SH   DFND 1 175,457 0 0
LENNAR CORP CL B 526057302 2,556 31,039 SH   DFND 1 31,039 0 0
LESLIES INC COM 527064109 21,333 871,108 SH   DFND 1 831,668 39,440 0
LEXINFINTECH HLDGS LTD ADR 528877103 207 20,593 SH   DFND 1 20,593 0 0
LEXINGTON REALTY TRUST COM 529043101 26,562 2,390,834 SH   DFND 1 2,319,756 71,078 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,105 110,584 SH   DFND 1 110,584 0 0
LHC GROUP INC COM 50187A107 595 3,111 SH   DFND 1 3,111 0 0
LI AUTO INC SPONSORED ADS 50202M102 634 25,361 SH   DFND 1 25,361 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 31,376 208,963 SH   DFND 1 208,963 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 661 25,875 SH   DFND 1 25,875 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 249 5,634 SH   DFND 1 5,634 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 47,422 1,095,441 SH   DFND 1 1,095,441 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 464 41,112 SH   DFND 1 41,112 0 0
LIFE STORAGE INC COM 53223X107 47,019 547,045 SH   DFND 1 518,025 29,020 0
LIFEVANTAGE CORP COM NEW 53222K205 166 17,801 SH   DFND 1 17,801 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 79 76,000 PRN   DFND 1 76,000 0 0
LILLY ELI & CO COM 532457108 7,660 41,002 SH   DFND 1 41,002 0 0
LINCOLN ELEC HLDGS INC COM 533900106 620 5,046 SH   DFND 1 5,046 0 0
LINCOLN NATL CORP IND COM 534187109 519 8,330 SH   DFND 1 8,330 0 0
LINDE PLC SHS G5494J103 353,330 1,261,263 SH   DFND 1 1,196,642 64,621 0
LITHIA MTRS INC CL A 536797103 134,688 345,273 SH   DFND 1 342,425 2,848 0
LITTELFUSE INC COM 537008104 9,230 34,903 SH   DFND 1 33,315 1,588 0
LIVANOVA PLC SHS G5509L101 369 5,000 SH   DFND 1 5,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 97,704 1,154,215 SH   DFND 1 1,154,215 0 0
LIVE OAK BANCSHARES INC COM 53803X105 269 3,924 SH   DFND 1 3,924 0 0
LIVENT CORP COM 53814L108 276 15,943 SH   DFND 1 15,943 0 0
LKQ CORP COM 501889208 18,848 445,254 SH   DFND 1 445,254 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 2,043 880,795 SH   DFND 1 880,795 0 0
LOCKHEED MARTIN CORP COM 539830109 106,061 287,039 SH   DFND 1 287,039 0 0
LOEWS CORP COM 540424108 512 9,983 SH   DFND 1 9,983 0 0
LOGITECH INTL S A SHS H50430232 2,442 23,364 SH   DFND 1 23,364 0 0
LOUISIANA PAC CORP COM 546347105 28,206 508,586 SH   DFND 1 492,562 16,024 0
LOVESAC COMPANY COM 54738L109 8,226 145,328 SH   DFND 1 92,195 53,133 0
LOWES COS INC COM 548661107 810,346 4,260,941 SH   DFND 1 1,783,275 2,477,666 0
LPL FINL HLDGS INC COM 50212V100 108,096 760,384 SH   DFND 1 760,384 0 0
LSI INDS INC COM 50216C108 347 40,686 SH   DFND 1 40,686 0 0
LTC PPTYS INC COM 502175102 897 21,493 SH   DFND 1 21,493 0 0
LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 350 24,139 SH   DFND 1 24,139 0 0
LULULEMON ATHLETICA INC COM 550021109 253,795 827,477 SH   DFND 1 827,477 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,232 88,860 SH   DFND 1 88,860 0 0
LUMEN TECHNOLOGIES INC COM 550241103 22,199 1,662,855 SH   DFND 1 1,662,855 0 0
LUMENTUM HLDGS INC COM 55024U109 19,184 210,005 SH   DFND 1 210,005 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 81 69,000 PRN   DFND 1 69,000 0 0
LUTHER BURBANK CORP COM 550550107 255 21,595 SH   DFND 1 21,595 0 0
LUXFER HOLDINGS PLC SHS G5698W116 21,773 1,023,181 SH   DFND 1 995,061 28,120 0
LYDALL INC DEL COM 550819106 1,091 32,335 SH   DFND 1 32,335 0 0
LYFT INC CL A COM 55087P104 267,572 4,235,078 SH   DFND 1 1,966,697 2,268,381 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,881 27,690 SH   DFND 1 27,690 0 0
M & T BK CORP COM 55261F104 144,632 953,975 SH   DFND 1 937,557 16,418 0
M/I HOMES INC COM 55305B101 2,493 42,203 SH   DFND 1 42,203 0 0
MACATAWA BK CORP COM 554225102 500 50,279 SH   DFND 1 50,279 0 0
MACK CALI RLTY CORP COM 554489104 473 30,526 SH   DFND 1 30,526 0 0
MACKINAC FINL CORP COM 554571109 181 12,914 SH   DFND 1 12,914 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 31,924 550,229 SH   DFND 1 481,764 68,465 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 3,510 110,337 SH   DFND 1 110,337 0 0
MACYS INC COM 55616P104 8,485 524,114 SH   DFND 1 524,114 0 0
MADDEN STEVEN LTD COM 556269108 1,461 39,221 SH   DFND 1 39,221 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 30,624 170,646 SH   DFND 1 170,646 0 0
MAGELLAN HEALTH INC COM NEW 559079207 7,848 84,166 SH   DFND 1 82,523 1,643 0
MAGNA INTL INC COM 559222401 17,115 194,392 SH   DFND 1 194,392 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,381 55,460 SH   DFND 1 55,460 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 878 76,466 SH   DFND 1 76,466 0 0
MALIBU BOATS INC COM CL A 56117J100 65,178 817,995 SH   DFND 1 794,740 23,255 0
MANHATTAN ASSOCIATES INC COM 562750109 181,265 1,544,257 SH   DFND 1 1,511,988 32,269 0
MANPOWERGROUP INC COM 56418H100 1,670 16,884 SH   DFND 1 16,884 0 0
MANULIFE FINL CORP COM 56501R106 3,425 159,230 SH   DFND 1 159,230 0 0
MARATHON OIL CORP COM 565849106 30,856 2,889,098 SH   DFND 1 2,889,098 0 0
MARATHON PETE CORP COM 56585A102 840 15,706 SH   DFND 1 15,706 0 0
MARINEMAX INC COM 567908108 71,762 1,453,852 SH   DFND 1 1,412,805 41,047 0
MARKEL CORP COM 570535104 266 233 SH   DFND 1 233 0 0
MARKETAXESS HLDGS INC COM 57060D108 223,043 447,950 SH   DFND 1 222,060 225,890 0
MARRIOTT INTL INC NEW CL A 571903202 1,023 6,906 SH   DFND 1 6,906 0 0
MARSH & MCLENNAN COS INC COM 571748102 447,510 3,674,134 SH   DFND 1 3,551,174 122,960 0
MARTEN TRANS LTD COM 573075108 2,033 119,782 SH   DFND 1 119,782 0 0
MARTIN MARIETTA MATLS INC COM 573284106 54,561 162,470 SH   DFND 1 147,392 15,078 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 129,086 2,635,489 SH   DFND 1 2,635,489 0 0
MASCO CORP COM 574599106 179,703 3,000,053 SH   DFND 1 3,000,053 0 0
MASIMO CORP COM 574795100 1,543 6,715 SH   DFND 1 6,638 77 0
MASONITE INTL CORP COM 575385109 40,700 353,179 SH   DFND 1 299,333 53,846 0
MASTEC INC COM 576323109 17,928 191,339 SH   DFND 1 191,339 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,807,285 5,075,932 SH   DFND 1 3,999,902 1,076,030 0
MATADOR RES CO COM 576485205 5,580 237,964 SH   DFND 1 237,964 0 0
MATCH GROUP INC NEW COM 57667L107 129,448 942,265 SH   DFND 1 942,265 0 0
MATERION CORP COM 576690101 841 12,694 SH   DFND 1 12,694 0 0
MATSON INC COM 57686G105 5,214 78,164 SH   DFND 1 78,164 0 0
MATTEL INC COM 577081102 14,322 718,959 SH   DFND 1 718,959 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 84,586 925,757 SH   DFND 1 925,757 0 0
MAXIMUS INC COM 577933104 15,950 179,138 SH   DFND 1 162,577 16,561 0
MAXLINEAR INC COM 57776J100 519 15,216 SH   DFND 1 15,216 0 0
MCCORMICK & CO INC COM NON VTG 579780206 214 2,396 SH   DFND 1 2,396 0 0
MCDONALDS CORP COM 580135101 1,748 7,797 SH   DFND 1 7,797 0 0
MCGRATH RENTCORP COM 580589109 3,695 45,810 SH   DFND 1 45,810 0 0
MCKESSON CORP COM 58155Q103 277,517 1,422,872 SH   DFND 1 1,391,283 31,589 0
MDU RES GROUP INC COM 552690109 10,680 337,883 SH   DFND 1 337,883 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 24,151 1,134,930 SH   DFND 1 1,076,295 58,635 0
MEDIFAST INC COM 58470H101 2,499 11,797 SH   DFND 1 11,797 0 0
MEDPACE HLDGS INC COM 58506Q109 1,109 6,762 SH   DFND 1 6,762 0 0
MEDTRONIC PLC SHS G5960L103 1,073,444 9,086,975 SH   DFND 1 8,694,505 392,470 0
MEI PHARMA INC COM NEW 55279B202 58 16,885 SH   DFND 1 16,885 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 272 13,649 SH   DFND 1 13,649 0 0
MERCADOLIBRE INC COM 58733R102 667 453 SH   DFND 1 453 0 0
MERCANTILE BANK CORP COM 587376104 906 27,907 SH   DFND 1 27,907 0 0
MERCER INTL INC COM 588056101 1,080 75,034 SH   DFND 1 75,034 0 0
MERCHANTS BANCORP IND COM 58844R108 1,190 28,367 SH   DFND 1 28,367 0 0
MERCK & CO. INC COM 58933Y105 359,154 4,658,892 SH   DFND 1 4,556,225 102,667 0
MERCURY GENL CORP NEW COM 589400100 1,641 26,992 SH   DFND 1 26,992 0 0
MERCURY SYS INC COM 589378108 45,272 640,788 SH   DFND 1 627,457 13,331 0
MERIDIAN BANCORP INC MD COM 58958U103 474 25,735 SH   DFND 1 25,735 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 797 30,377 SH   DFND 1 30,377 0 0
MERIT MED SYS INC COM 589889104 251 4,194 SH   DFND 1 4,194 0 0
MERITAGE HOMES CORP COM 59001A102 5,064 55,094 SH   DFND 1 55,094 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 122 104,000 PRN   DFND 1 104,000 0 0
MESA AIR GROUP INC COM NEW 590479135 566 42,116 SH   DFND 1 42,116 0 0
META FINL GROUP INC COM 59100U108 1,910 42,153 SH   DFND 1 42,153 0 0
METHANEX CORP COM 59151K108 651 17,631 SH   DFND 1 17,631 0 0
METHODE ELECTRS INC COM 591520200 319 7,601 SH   DFND 1 7,601 0 0
METLIFE INC COM 59156R108 45,326 745,616 SH   DFND 1 705,663 39,953 0
METROPOLITAN BK HLDG CORP COM 591774104 461 9,158 SH   DFND 1 9,158 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 137,230 118,743 SH   DFND 1 118,743 0 0
MGIC INVT CORP WIS COM 552848103 6,152 444,215 SH   DFND 1 444,215 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 143,450 4,397,606 SH   DFND 1 4,310,690 86,916 0
MGM RESORTS INTERNATIONAL COM 552953101 501 13,190 SH   DFND 1 13,190 0 0
MGP INGREDIENTS INC NEW COM 55303J106 15,445 261,110 SH   DFND 1 211,965 49,145 0
MICROCHIP TECHNOLOGY INC. COM 595017104 898 5,787 SH   DFND 1 5,787 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 80,583 67,895,000 PRN   DFND 1 64,823,000 3,072,000 0
MICRON TECHNOLOGY INC COM 595112103 90,470 1,025,619 SH   DFND 1 1,025,619 0 0
MICROSOFT CORP COM 594918104 4,478,369 18,994,652 SH   DFND 1 17,408,523 1,586,129 0
MIDDLESEX WTR CO COM 596680108 967 12,236 SH   DFND 1 12,236 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 1,102 39,725 SH   DFND 1 39,725 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 665 21,480 SH   DFND 1 21,480 0 0
MILLER HERMAN INC COM 600544100 1,419 34,473 SH   DFND 1 34,473 0 0
MILLER INDS INC TENN COM NEW 600551204 818 17,719 SH   DFND 1 17,719 0 0
MINERALS TECHNOLOGIES INC COM 603158106 64,035 850,174 SH   DFND 1 825,865 24,309 0
MIRATI THERAPEUTICS INC COM 60468T105 10,584 61,785 SH   DFND 1 59,040 2,745 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 2,093 389,072 SH   DFND 1 389,072 0 0
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 995 341,891 SH   DFND 1 341,891 0 0
MKS INSTRS INC COM 55306N104 1,720 9,278 SH   DFND 1 9,278 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 474 56,791 SH   DFND 1 56,791 0 0
MODEL N INC COM 607525102 15,737 446,702 SH   DFND 1 427,417 19,285 0
MODERNA INC COM 60770K107 1,856 14,172 SH   DFND 1 14,172 0 0
MODINE MFG CO COM 607828100 2,090 141,477 SH   DFND 1 141,477 0 0
MODIVCARE INC COM 60783X104 3,525 23,797 SH   DFND 1 23,797 0 0
MOELIS & CO CL A 60786M105 1,254 22,856 SH   DFND 1 22,856 0 0
MOHAWK INDS INC COM 608190104 91,075 473,582 SH   DFND 1 466,765 6,817 0
MOLINA HEALTHCARE INC COM 60855R100 3,151 13,481 SH   DFND 1 13,481 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 498 9,736 SH   DFND 1 9,736 0 0
MOMO INC ADR 60879B107 761 51,607 SH   DFND 1 51,607 0 0
MONDELEZ INTL INC CL A 609207105 583,283 9,965,543 SH   DFND 1 9,663,933 301,610 0
MONOLITHIC PWR SYS INC COM 609839105 6,220 17,611 SH   DFND 1 17,611 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 270,417 2,968,674 SH   DFND 1 646,014 2,322,660 0
MOODYS CORP COM 615369105 48,106 161,100 SH   DFND 1 161,100 0 0
MOOG INC CL A 615394202 267 3,211 SH   DFND 1 3,211 0 0
MORGAN STANLEY COM NEW 617446448 122,368 1,575,684 SH   DFND 1 1,575,684 0 0
MOSAIC CO NEW COM 61945C103 37,294 1,179,808 SH   DFND 1 1,179,808 0 0
MOTORCAR PTS AMER INC COM 620071100 537 23,847 SH   DFND 1 23,847 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 377 2,005 SH   DFND 1 2,005 0 0
MP MATERIALS CORP COM CL A 553368101 1,510 42,000 SH   DFND 1 42,000 0 0
MR COOPER GROUP INC COM 62482R107 2,947 84,778 SH   DFND 1 84,778 0 0
MRC GLOBAL INC COM 55345K103 195 21,641 SH   DFND 1 21,641 0 0
MSA SAFETY INC COM 553498106 894 5,957 SH   DFND 1 5,957 0 0
MSC INDL DIRECT INC CL A 553530106 222,018 2,461,666 SH   DFND 1 2,420,278 41,388 0
MSCI INC COM 55354G100 596,432 1,422,514 SH   DFND 1 1,100,027 322,487 0
MUELLER INDS INC COM 624756102 5,027 121,579 SH   DFND 1 121,579 0 0
MUELLER WTR PRODS INC COM SER A 624758108 269 19,374 SH   DFND 1 19,374 0 0
MURPHY OIL CORP COM 626717102 3,845 234,308 SH   DFND 1 234,308 0 0
MURPHY USA INC COM 626755102 5,976 41,340 SH   DFND 1 41,340 0 0
MVB FINL CORP COM 553810102 849 25,108 SH   DFND 1 25,108 0 0
MYERS INDS INC COM 628464109 8,685 439,549 SH   DFND 1 419,788 19,761 0
MYR GROUP INC DEL COM 55405W104 2,141 29,877 SH   DFND 1 29,877 0 0
MYRIAD GENETICS INC COM 62855J104 913 29,970 SH   DFND 1 29,970 0 0
NABORS INDUSTRIES LTD SHS G6359F137 603 6,449 SH   DFND 1 6,449 0 0
NATERA INC COM 632307104 102,684 1,011,269 SH   DFND 1 956,883 54,386 0
NATIONAL BEVERAGE CORP COM 635017106 1,074 21,951 SH   DFND 1 21,951 0 0
NATIONAL BK HLDGS CORP CL A 633707104 1,040 26,199 SH   DFND 1 26,199 0 0
NATIONAL FUEL GAS CO COM 636180101 1,101 22,020 SH   DFND 1 22,020 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 953 16,095 SH   DFND 1 16,095 0 0
NATIONAL HEALTH INVS INC COM 63633D104 22,148 306,414 SH   DFND 1 297,782 8,632 0
NATIONAL HEALTHCARE CORP COM 635906100 25,169 323,053 SH   DFND 1 312,943 10,110 0
NATIONAL INSTRS CORP COM 636518102 257 5,953 SH   DFND 1 5,953 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 25,381 575,931 SH   DFND 1 545,298 30,633 0
NATIONAL VISION HLDGS INC COM 63845R107 17,534 400,057 SH   DFND 1 382,722 17,335 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 243 977 SH   DFND 1 977 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 368 20,967 SH   DFND 1 20,967 0 0
NATWEST GROUP PLC SPONS ADR 2 ORD 639057108 882 164,220 SH   DFND 1 164,220 0 0
NAUTILUS INC COM 63910B102 717 45,813 SH   DFND 1 45,813 0 0
NAVIENT CORPORATION COM 63938C108 5,414 378,322 SH   DFND 1 378,322 0 0
NCINO INC COM 63947U107 22,230 333,190 SH   DFND 1 293,884 39,306 0
NCR CORP NEW COM 62886E108 5,778 152,250 SH   DFND 1 152,250 0 0
NCS MULTISTAGE HLDGS INC COM NEW 628877201 3,065 110,465 SH   DFND 1 105,836 4,629 0
NEENAH INC COM 640079109 1,801 35,044 SH   DFND 1 35,044 0 0
NELNET INC CL A 64031N108 2,273 31,246 SH   DFND 1 31,246 0 0
NEOGENOMICS INC COM NEW 64049M209 26,720 554,020 SH   DFND 1 466,403 87,617 0
NEOPHOTONICS CORP COM 64051T100 562 47,059 SH   DFND 1 47,059 0 0
NETAPP INC COM 64110D104 1,363 18,758 SH   DFND 1 18,758 0 0
NETEASE INC SPONSORED ADS 64110W102 7,153 69,274 SH   DFND 1 69,274 0 0
NETFLIX INC COM 64110L106 400,762 768,245 SH   DFND 1 758,491 9,754 0
NETGEAR INC COM 64111Q104 1,036 25,209 SH   DFND 1 25,209 0 0
NETSTREIT CORP COM 64119V303 9,560 517,040 SH   DFND 1 483,796 33,244 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 14,170 145,709 SH   DFND 1 19,976 125,733 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 95 70,000 PRN   DFND 1 70,000 0 0
NEVRO CORP COM 64157F103 555 3,977 SH   DFND 1 3,977 0 0
NEW FORTRESS ENERGY INC COM CL A 644393100 23,344 508,473 SH   DFND 1 508,473 0 0
NEW GOLD INC CDA COM 644535106 591 382,558 SH   DFND 1 382,558 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 44,302 3,164,445 SH   DFND 1 2,651,845 512,600 0
NEW YORK CMNTY BANCORP INC COM 649445103 755 59,819 SH   DFND 1 59,819 0 0
NEW YORK TIMES CO CL A 650111107 431 8,508 SH   DFND 1 8,508 0 0
NEWELL BRANDS INC COM 651229106 851 31,786 SH   DFND 1 31,786 0 0
NEWMARK GROUP INC CL A 65158N102 102 10,229 SH   DFND 1 10,229 0 0
NEWMARKET CORP COM 651587107 893 2,349 SH   DFND 1 2,349 0 0
NEWMONT CORP COM 651639106 95,246 1,580,315 SH   DFND 1 1,580,315 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 37 11,803 SH   DFND 1 11,803 0 0
NEWS CORP NEW CL A 65249B109 691 27,164 SH   DFND 1 27,164 0 0
NEXTERA ENERGY INC COM 65339F101 135,780 1,795,792 SH   DFND 1 1,795,792 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 243 4,862 SH   DFND 1 4,862 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 243 4,856 SH   DFND 1 4,856 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4,778 65,559 SH   DFND 1 65,559 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 1,638 440,246 SH   DFND 1 440,246 0 0
NIC INC COM 62914B100 255 7,515 SH   DFND 1 7,515 0 0
NICE LTD SPONSORED ADR 653656108 210 964 SH   DFND 1 964 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 29,492 1,172,630 SH   DFND 1 1,172,630 0 0
NIKE INC CL B 654106103 710,614 5,347,386 SH   DFND 1 5,331,846 15,540 0
NIO INC SPON ADS 62914V106 1,694 43,455 SH   DFND 1 43,455 0 0
NISOURCE INC COM 65473P105 387 16,031 SH   DFND 1 16,031 0 0
NIU TECHNOLOGIES ADS 65481N100 287 7,830 SH   DFND 1 7,830 0 0
NLIGHT INC COM 65487K100 20,641 637,070 SH   DFND 1 608,059 29,011 0
NMI HLDGS INC CL A 629209305 12,970 548,645 SH   DFND 1 531,773 16,872 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 399 8,988 SH   DFND 1 8,988 0 0
NOKIA CORP SPONSORED ADR 654902204 334 84,410 SH   DFND 1 84,410 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 694 213,662 SH   DFND 1 213,662 0 0
NORDSON CORP COM 655663102 69,702 350,824 SH   DFND 1 350,824 0 0
NORDSTROM INC COM 655664100 399 10,524 SH   DFND 1 10,524 0 0
NORFOLK SOUTHN CORP COM 655844108 300,915 1,120,644 SH   DFND 1 1,063,123 57,521 0
NORTH AMERN CONSTR GROUP LTD COM 656811106 238 22,045 SH   DFND 1 22,045 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 409 15,514 SH   DFND 1 15,514 0 0
NORTHERN TR CORP COM 665859104 549,438 5,227,268 SH   DFND 1 5,044,208 183,060 0
NORTHRIM BANCORP INC COM 666762109 432 10,174 SH   DFND 1 10,174 0 0
NORTHROP GRUMMAN CORP COM 666807102 601 1,856 SH   DFND 1 1,856 0 0
NORTHWEST PIPE CO COM 667746101 357 10,684 SH   DFND 1 10,684 0 0
NORTHWESTERN CORP COM NEW 668074305 230,508 3,535,397 SH   DFND 1 3,468,152 67,245 0
NORTONLIFELOCK INC COM 668771108 4,183 196,743 SH   DFND 1 196,743 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 376 13,637 SH   DFND 1 13,637 0 0
NOV INC COM 62955J103 20,004 1,457,992 SH   DFND 1 1,457,992 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 57,832 635,444 SH   DFND 1 456,119 179,325 0
NOVARTIS AG SPONSORED ADR 66987V109 9,963 116,551 SH   DFND 1 107,151 9,400 0
NOVAVAX INC COM NEW 670002401 6,726 37,098 SH   DFND 1 35,611 1,487 0
NOVOCURE LTD ORD SHS G6674U108 1,578 11,935 SH   DFND 1 11,935 0 0
NOVO-NORDISK A S ADR 670100205 4,367 64,770 SH   DFND 1 64,770 0 0
NOW INC COM 67011P100 1,742 172,605 SH   DFND 1 172,605 0 0
NRG ENERGY INC COM NEW 629377508 5,017 132,958 SH   DFND 1 132,958 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,831 91,346 SH   DFND 1 91,346 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 144,611 3,313,725 SH   DFND 1 692,925 2,620,800 0
NUCOR CORP COM 670346105 27,672 344,739 SH   DFND 1 344,739 0 0
NUTRIEN LTD COM 67077M108 822 15,267 SH   DFND 1 15,267 0 0
NUVASIVE INC COM 670704105 2,688 40,996 SH   DFND 1 40,996 0 0
NV5 GLOBAL INC COM 62945V109 30,234 313,074 SH   DFND 1 303,733 9,341 0
NVENT ELECTRIC PLC SHS G6700G107 379,049 13,581,105 SH   DFND 1 13,329,789 251,316 0
NVIDIA CORPORATION COM 67066G104 488,418 914,761 SH   DFND 1 914,761 0 0
NVR INC COM 62944T105 820 174 SH   DFND 1 174 0 0
NXP SEMICONDUCTORS N V COM N6596X109 722,503 3,588,472 SH   DFND 1 1,014,021 2,574,451 0
OCCIDENTAL PETE CORP COM 674599105 1,510 56,724 SH   DFND 1 56,724 0 0
OCEANEERING INTL INC COM 675232102 2,187 191,488 SH   DFND 1 191,488 0 0
OFG BANCORP COM 67103X102 1,795 79,342 SH   DFND 1 79,342 0 0
OGE ENERGY CORP COM 670837103 293 9,050 SH   DFND 1 9,050 0 0
OKTA INC CL A 679295105 177,746 806,358 SH   DFND 1 770,385 35,973 0
OLD DOMINION FREIGHT LINE IN COM 679580100 8,148 33,892 SH   DFND 1 33,892 0 0
OLD NATL BANCORP IND COM 680033107 54,247 2,804,924 SH   DFND 1 2,723,219 81,705 0
OLD REP INTL CORP COM 680223104 405 18,528 SH   DFND 1 18,528 0 0
OLD SECOND BANCORP INC ILL COM 680277100 700 52,972 SH   DFND 1 52,972 0 0
OLIN CORP COM PAR $1 680665205 12,766 336,205 SH   DFND 1 336,205 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 868 9,981 SH   DFND 1 9,981 0 0
OLYMPIC STEEL INC COM 68162K106 361 12,249 SH   DFND 1 12,249 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 792 21,635 SH   DFND 1 21,635 0 0
OMNICELL COM COM 68213N109 51,276 394,826 SH   DFND 1 86,696 308,130 0
OMNICOM GROUP INC COM 681919106 1,413 19,053 SH   DFND 1 19,053 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,559 37,473 SH   DFND 1 37,473 0 0
ONE GAS INC COM 68235P108 305,060 3,966,459 SH   DFND 1 3,776,540 189,919 0
ONEMAIN HLDGS INC COM 68268W103 3,159 58,806 SH   DFND 1 58,806 0 0
ONEOK INC NEW COM 682680103 1,297 25,601 SH   DFND 1 25,601 0 0
ONEWATER MARINE INC CL A COM 68280L101 53,445 1,337,474 SH   DFND 1 1,297,442 40,032 0
ONTO INNOVATION INC COM 683344105 23,724 361,039 SH   DFND 1 303,494 57,545 0
OP BANCORP COM 67109R109 204 19,392 SH   DFND 1 19,392 0 0
OPEN LENDING CORP COM CL A 68373J104 31,409 886,758 SH   DFND 1 701,945 184,813 0
OPEN TEXT CORP COM 683715106 175,055 3,669,154 SH   DFND 1 3,625,355 43,799 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 580 14,471 SH   DFND 1 14,471 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 26,771 1,509,097 SH   DFND 1 1,245,185 263,912 0
ORACLE CORP COM 68389X105 467,281 6,659,273 SH   DFND 1 6,389,948 269,325 0
ORANGE SPONSORED ADR 684060106 898 72,854 SH   DFND 1 72,854 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 451 38,605 SH   DFND 1 38,605 0 0
ORBCOMM INC COM 68555P100 596 78,173 SH   DFND 1 78,173 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 1,246 2,457 SH   DFND 1 2,457 0 0
ORIGIN BANCORP INC COM 68621T102 47,940 1,130,387 SH   DFND 1 1,097,931 32,456 0
ORION ENGINEERED CARBONS S A COM L72967109 916 46,447 SH   DFND 1 46,447 0 0
ORIX CORP SPONSORED ADR 686330101 1,082 12,757 SH   DFND 1 12,757 0 0
ORMAT TECHNOLOGIES INC COM 686688102 237 3,014 SH   DFND 1 3,014 0 0
ORRSTOWN FINL SVCS INC COM 687380105 339 15,204 SH   DFND 1 15,204 0 0
ORTHO CLINICAL DIAGNOSTICS H ORD SHS G6829J107 28,726 1,488,761 SH   DFND 1 1,184,736 304,025 0
ORTHOPEDIATRICS CORP COM 68752L100 9,979 204,688 SH   DFND 1 195,424 9,264 0
OSHKOSH CORP COM 688239201 155,952 1,314,280 SH   DFND 1 1,288,290 25,990 0
OSI SYSTEMS INC COM 671044105 788 8,198 SH   DFND 1 8,198 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 40 37,000 PRN   DFND 1 37,000 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 1,695 153,835 SH   DFND 1 153,835 0 0
OTIS WORLDWIDE CORP COM 68902V107 249 3,633 SH   DFND 1 3,633 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 192 93,054 SH   DFND 1 93,054 0 0
OVINTIV INC COM 69047Q102 12,802 537,436 SH   DFND 1 537,436 0 0
OWENS & MINOR INC NEW COM 690732102 4,013 106,756 SH   DFND 1 106,756 0 0
OWENS CORNING NEW COM 690742101 909 9,867 SH   DFND 1 9,867 0 0
OXFORD INDS INC COM 691497309 1,025 11,729 SH   DFND 1 11,729 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 968 40,968 SH   DFND 1 40,968 0 0
PACCAR INC COM 693718108 162,994 1,754,136 SH   DFND 1 1,688,878 65,258 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,558 46,761 SH   DFND 1 46,761 0 0
PACIFIC PREMIER BANCORP COM 69478X105 83,395 1,919,771 SH   DFND 1 1,865,352 54,419 0
PACIRA BIOSCIENCES INC COM 695127100 1,216 17,345 SH   DFND 1 17,345 0 0
PACKAGING CORP AMER COM 695156109 192,859 1,434,110 SH   DFND 1 1,387,739 46,371 0
PACTIV EVERGREEN INC COM 69526K105 76,276 5,551,407 SH   DFND 1 5,384,468 166,939 0
PAGERDUTY INC COM 69553P100 67,305 1,672,994 SH   DFND 1 1,672,994 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 690 14,898 SH   DFND 1 14,898 0 0
PALO ALTO NETWORKS INC COM 697435105 171,530 532,602 SH   DFND 1 532,602 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 103 78,000 PRN   DFND 1 78,000 0 0
PALOMAR HLDGS INC COM 69753M105 8,909 132,887 SH   DFND 1 126,876 6,011 0
PAN AMERN SILVER CORP COM 697900108 12,550 418,005 SH   DFND 1 418,005 0 0
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 78 24,736 SH   DFND 1 24,736 0 0
PAPA JOHNS INTL INC COM 698813102 845 9,534 SH   DFND 1 9,534 0 0
PAR PAC HOLDINGS INC COM NEW 69888T207 747 52,884 SH   DFND 1 52,884 0 0
PARK AEROSPACE CORP COM 70014A104 1,016 76,877 SH   DFND 1 76,877 0 0
PARK NATL CORP COM 700658107 575 4,448 SH   DFND 1 4,448 0 0
PARKE BANCORP INC COM 700885106 339 16,971 SH   DFND 1 16,971 0 0
PARKER-HANNIFIN CORP COM 701094104 194,716 617,303 SH   DFND 1 617,303 0 0
PARK-OHIO HLDGS CORP COM 700666100 438 13,906 SH   DFND 1 13,906 0 0
PATRICK INDS INC COM 703343103 1,336 15,715 SH   DFND 1 15,715 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 14 12,000 PRN   DFND 1 12,000 0 0
PATTERSON COS INC COM 703395103 5,018 157,072 SH   DFND 1 157,072 0 0
PATTERSON-UTI ENERGY INC COM 703481101 3,101 434,950 SH   DFND 1 434,950 0 0
PAYCHEX INC COM 704326107 1,075 10,970 SH   DFND 1 10,970 0 0
PAYCOM SOFTWARE INC COM 70432V102 128,241 346,540 SH   DFND 1 346,540 0 0
PAYLOCITY HLDG CORP COM 70438V106 12,988 72,225 SH   DFND 1 69,010 3,215 0
PAYPAL HLDGS INC COM 70450Y103 1,836,832 7,563,960 SH   DFND 1 6,424,193 1,139,767 0
PBF ENERGY INC CL A 69318G106 2,601 183,798 SH   DFND 1 183,798 0 0
PCB BANCORP COM 69320M109 293 19,524 SH   DFND 1 19,524 0 0
PDC ENERGY INC COM 69327R101 6,938 201,694 SH   DFND 1 201,694 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 879 28,473 SH   DFND 1 28,473 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 43,717 388,803 SH   DFND 1 388,803 0 0
PEMBINA PIPELINE CORP COM 706327103 670 23,193 SH   DFND 1 23,193 0 0
PENN NATL GAMING INC COM 707569109 1,905 18,172 SH   DFND 1 18,172 0 0
PENN VA CORP COM 70788V102 427 31,896 SH   DFND 1 31,896 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 5,616 83,980 SH   DFND 1 83,980 0 0
PENNYMAC MTG INVT TR COM 70931T103 20,043 1,022,593 SH   DFND 1 953,070 69,523 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 132,590 1,652,414 SH   DFND 1 1,604,825 47,589 0
PENTAIR PLC SHS G7S00T104 5,889 94,503 SH   DFND 1 1,714 92,789 0
PENUMBRA INC COM 70975L107 46,561 172,079 SH   DFND 1 137,505 34,574 0
PEOPLES UNITED FINANCIAL INC COM 712704105 367 20,484 SH   DFND 1 20,484 0 0
PEPSICO INC COM 713448108 414,116 2,927,646 SH   DFND 1 2,801,660 125,986 0
PERDOCEO ED CORP COM 71363P106 1,326 110,854 SH   DFND 1 110,854 0 0
PERFICIENT INC COM 71375U101 14,175 241,397 SH   DFND 1 230,511 10,886 0
PERFORMANCE FOOD GROUP CO COM 71377A103 881 15,292 SH   DFND 1 15,292 0 0
PERKINELMER INC COM 714046109 488 3,803 SH   DFND 1 3,803 0 0
PERRIGO CO PLC SHS G97822103 527 13,034 SH   DFND 1 13,034 0 0
PETMED EXPRESS INC COM 716382106 264 7,519 SH   DFND 1 7,519 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 754 20,863 SH   DFND 1 20,863 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,882 220,379 SH   DFND 1 220,379 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,463 172,533 SH   DFND 1 172,533 0 0
PFIZER INC COM 717081103 176,645 4,875,647 SH   DFND 1 4,823,298 52,349 0
PG&E CORP COM 69331C108 343 29,289 SH   DFND 1 29,289 0 0
PGT INNOVATIONS INC COM 69336V101 522 20,681 SH   DFND 1 20,681 0 0
PHILIP MORRIS INTL INC COM 718172109 1,620 18,258 SH   DFND 1 18,258 0 0
PHILLIPS 66 COM 718546104 32,064 393,226 SH   DFND 1 393,226 0 0
PHOTRONICS INC COM 719405102 1,310 101,849 SH   DFND 1 101,849 0 0
PHREESIA INC COM 71944F106 623 11,963 SH   DFND 1 11,963 0 0
PHYSICIANS RLTY TR COM 71943U104 20,444 1,157,015 SH   DFND 1 1,121,838 35,177 0
PILGRIMS PRIDE CORP COM 72147K108 1,147 48,214 SH   DFND 1 48,214 0 0
PINDUODUO INC SPONSORED ADS 722304102 1,692 12,640 SH   DFND 1 12,640 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 300 3,385 SH   DFND 1 3,385 0 0
PINNACLE WEST CAP CORP COM 723484101 387,093 4,758,362 SH   DFND 1 4,638,647 119,715 0
PIONEER NAT RES CO COM 723787107 368,143 2,317,991 SH   DFND 1 1,114,922 1,203,069 0
PIPER SANDLER COMPANIES COM 724078100 3,217 29,336 SH   DFND 1 29,336 0 0
PJT PARTNERS INC COM CL A 69343T107 821 12,142 SH   DFND 1 12,142 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 107 11,399 SH   DFND 1 11,399 0 0
PLANET FITNESS INC CL A 72703H101 23,163 299,656 SH   DFND 1 236,987 62,669 0
PLANTRONICS INC NEW COM 727493108 856 22,004 SH   DFND 1 22,004 0 0
PLDT INC SPONSORED ADR 69344D408 212 8,091 SH   DFND 1 8,091 0 0
PLEXUS CORP COM 729132100 4,384 47,739 SH   DFND 1 47,739 0 0
PLUG POWER INC COM NEW 72919P202 7,127 198,849 SH   DFND 1 198,849 0 0
PNC FINL SVCS GROUP INC COM 693475105 191,911 1,094,071 SH   DFND 1 1,069,283 24,788 0
POLARIS INC COM 731068102 100,251 750,946 SH   DFND 1 738,971 11,975 0
POOL CORP COM 73278L105 953 2,759 SH   DFND 1 2,759 0 0
POPULAR INC COM NEW 733174700 7,176 102,043 SH   DFND 1 102,043 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 332 6,998 SH   DFND 1 6,998 0 0
POSCO SPONSORED ADR 693483109 3,642 50,447 SH   DFND 1 50,447 0 0
POTLATCHDELTIC CORPORATION COM 737630103 22,196 419,417 SH   DFND 1 408,766 10,651 0
POWELL INDS INC COM 739128106 456 13,456 SH   DFND 1 13,456 0 0
POWER INTEGRATIONS INC COM 739276103 27,089 332,460 SH   DFND 1 286,167 46,293 0
PPG INDS INC COM 693506107 796 5,300 SH   DFND 1 5,300 0 0
PPL CORP COM 69351T106 14,657 508,232 SH   DFND 1 508,232 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 66 61,000 PRN   DFND 1 61,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 571 3,723 SH   DFND 1 3,723 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,678 26,343 SH   DFND 1 26,343 0 0
PREMIER FINANCIAL CORP COM 74052F108 25,376 762,963 SH   DFND 1 741,884 21,079 0
PREMIER FINL BANCORP INC COM 74050M105 349 18,800 SH   DFND 1 18,800 0 0
PREMIER INC CL A 74051N102 26,753 790,338 SH   DFND 1 766,705 23,633 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,136 48,448 SH   DFND 1 48,448 0 0
PRETIUM RES INC COM 74139C102 4,403 424,495 SH   DFND 1 424,495 0 0
PRICE T ROWE GROUP INC COM 74144T108 220,821 1,286,833 SH   DFND 1 1,262,644 24,189 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 207 176,000 PRN   DFND 1 176,000 0 0
PRICESMART INC COM 741511109 3,131 32,357 SH   DFND 1 32,357 0 0
PRIMERICA INC COM 74164M108 574 3,880 SH   DFND 1 3,880 0 0
PRIMIS FINANCIAL CORP COM 74167B109 493 33,881 SH   DFND 1 33,881 0 0
PRIMORIS SVCS CORP COM 74164F103 2,448 73,877 SH   DFND 1 73,877 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,779 29,673 SH   DFND 1 29,673 0 0
PROASSURANCE CORP COM 74267C106 20,682 772,853 SH   DFND 1 751,968 20,885 0
PROCTER AND GAMBLE CO COM 742718109 567,425 4,189,805 SH   DFND 1 4,115,936 73,869 0
PROG HOLDINGS INC COM NPV 74319R101 6,306 145,673 SH   DFND 1 145,673 0 0
PROGRESS SOFTWARE CORP COM 743312100 302 6,851 SH   DFND 1 6,851 0 0
PROGRESSIVE CORP COM 743315103 57,605 602,495 SH   DFND 1 602,495 0 0
PROGYNY INC COM 74340E103 1,070 24,038 SH   DFND 1 24,038 0 0
PROLOGIS INC. COM 74340W103 192,824 1,819,093 SH   DFND 1 1,755,038 64,055 0
PROOFPOINT INC COM 743424103 264 2,096 SH   DFND 1 2,096 0 0
PROPETRO HLDG CORP COM 74347M108 2,264 212,384 SH   DFND 1 212,384 0 0
PROSIGHT GLOBAL INC COM 74349J103 20,076 1,593,329 SH   DFND 1 1,541,406 51,923 0
PROSPERITY BANCSHARES INC COM 743606105 249 3,325 SH   DFND 1 3,325 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,989 89,285 SH   DFND 1 86,948 2,337 0
PRUDENTIAL FINL INC COM 744320102 15,626 171,523 SH   DFND 1 171,523 0 0
PRUDENTIAL PLC ADR 74435K204 443 10,388 SH   DFND 1 10,388 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 664 4,294 SH   DFND 1 4,294 0 0
PTC INC COM 69370C100 751 5,459 SH   DFND 1 5,459 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 89 77,000 PRN   DFND 1 77,000 0 0
PUBLIC STORAGE COM 74460D109 19,661 79,676 SH   DFND 1 79,676 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 13,520 224,550 SH   DFND 1 224,550 0 0
PULTE GROUP INC COM 745867101 12,881 245,626 SH   DFND 1 245,626 0 0
PURE STORAGE INC CL A 74624M102 5,518 256,179 SH   DFND 1 256,179 0 0
PURPLE INNOVATION INC COM 74640Y106 234 7,404 SH   DFND 1 7,404 0 0
PVH CORPORATION COM 693656100 40,840 386,379 SH   DFND 1 386,379 0 0
Q2 HLDGS INC COM 74736L109 679 6,780 SH   DFND 1 6,780 0 0
QCR HOLDINGS INC COM 74727A104 18,141 384,174 SH   DFND 1 373,577 10,597 0
QORVO INC COM 74736K101 66,615 364,612 SH   DFND 1 364,612 0 0
QTS RLTY TR INC COM CL A 74736A103 27,034 435,744 SH   DFND 1 405,061 30,683 0
QUAD / GRAPHICS INC COM CL A 747301109 215 60,920 SH   DFND 1 60,920 0 0
QUALCOMM INC COM 747525103 122,684 925,290 SH   DFND 1 925,290 0 0
QUALYS INC COM 74758T303 880 8,399 SH   DFND 1 8,399 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,956 74,582 SH   DFND 1 74,582 0 0
QUANTA SVCS INC COM 74762E102 71,232 809,643 SH   DFND 1 809,643 0 0
QUDIAN INC ADR 747798106 109 47,871 SH   DFND 1 47,871 0 0
QUEST DIAGNOSTICS INC COM 74834L100 372,680 2,903,853 SH   DFND 1 2,799,331 104,522 0
QUIDEL CORP COM 74838J101 1,634 12,772 SH   DFND 1 12,772 0 0
QUINSTREET INC COM 74874Q100 30,799 1,517,202 SH   DFND 1 1,203,705 313,497 0
R1 RCM INC COM 749397105 41,357 1,675,733 SH   DFND 1 1,335,719 340,014 0
RACKSPACE TECHNOLOGY INC COM 750102105 1,603 67,390 SH   DFND 1 67,390 0 0
RADIAN GROUP INC COM 750236101 6,335 272,473 SH   DFND 1 272,473 0 0
RADIUS HEALTH INC COM NEW 750469207 937 44,939 SH   DFND 1 44,939 0 0
RADNET INC COM 750491102 25,394 1,167,535 SH   DFND 1 906,139 261,396 0
RALPH LAUREN CORP CL A 751212101 40,639 329,971 SH   DFND 1 329,971 0 0
RANGE RES CORP COM 75281A109 5,166 500,101 SH   DFND 1 500,101 0 0
RAVEN INDS INC COM 754212108 332 8,649 SH   DFND 1 8,649 0 0
RAYMOND JAMES FINL INC COM 754730109 1,837 14,987 SH   DFND 1 14,987 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 1,221 134,621 SH   DFND 1 134,621 0 0
RAYONIER INC COM 754907103 562 17,423 SH   DFND 1 17,423 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 288,127 3,728,828 SH   DFND 1 3,609,869 118,959 0
RBB BANCORP COM 74930B105 526 25,972 SH   DFND 1 25,972 0 0
RBC BEARINGS INC COM 75524B104 222 1,129 SH   DFND 1 1,129 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 802 12,613 SH   DFND 1 12,613 0 0
RE MAX HLDGS INC CL A 75524W108 1,358 34,483 SH   DFND 1 34,483 0 0
REALOGY HLDGS CORP COM 75605Y106 675 44,601 SH   DFND 1 44,601 0 0
REALPAGE INC COM 75606N109 256 2,933 SH   DFND 1 2,933 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 3,355 33,653 SH   DFND 1 32,161 1,492 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 69,724 1,747,900 SH   DFND 1 1,696,452 51,448 0
RED ROCK RESORTS INC CL A 75700L108 296 9,084 SH   DFND 1 9,084 0 0
REDFIN CORP COM 75737F108 18,304 274,880 SH   DFND 1 235,570 39,310 0
REGAL BELOIT CORP COM 758750103 340 2,386 SH   DFND 1 2,386 0 0
REGENERON PHARMACEUTICALS COM 75886F107 522,706 1,104,761 SH   DFND 1 958,804 145,957 0
REGIONAL MGMT CORP COM 75902K106 585 16,865 SH   DFND 1 16,865 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 52,032 2,518,494 SH   DFND 1 2,518,494 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 340,112 2,698,233 SH   DFND 1 2,642,186 56,047 0
RELAY THERAPEUTICS INC COM 75943R102 3,954 114,385 SH   DFND 1 109,037 5,348 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 30,380 199,490 SH   DFND 1 199,490 0 0
RELX PLC SPONSORED ADR 759530108 1,677 66,641 SH   DFND 1 66,641 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 176,532 1,101,605 SH   DFND 1 252,295 849,310 0
RENASANT CORP COM 75970E107 21,581 521,533 SH   DFND 1 505,653 15,880 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,940 74,796 SH   DFND 1 74,796 0 0
RENT A CTR INC NEW COM 76009N100 8,168 141,654 SH   DFND 1 141,654 0 0
REPAY HLDGS CORP COM CL A 76029L100 28,189 1,200,547 SH   DFND 1 1,025,920 174,627 0
REPLIGEN CORP COM 759916109 87,418 449,657 SH   DFND 1 449,657 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 83 47,000 PRN   DFND 1 47,000 0 0
REPUBLIC BANCORP INC KY CL A 760281204 904 20,416 SH   DFND 1 20,416 0 0
REPUBLIC SVCS INC COM 760759100 417,061 4,197,895 SH   DFND 1 4,057,148 140,747 0
RESMED INC COM 761152107 9,731 50,154 SH   DFND 1 50,154 0 0
RESOLUTE FST PRODS INC COM 76117W109 609 55,612 SH   DFND 1 55,612 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 314 4,835 SH   DFND 1 4,835 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 353 22,261 SH   DFND 1 22,261 0 0
RETAIL PPTYS AMER INC CL A 76131V202 302 28,782 SH   DFND 1 28,782 0 0
REXFORD INDL RLTY INC COM 76169C100 21,893 434,388 SH   DFND 1 410,519 23,869 0
REXNORD CORP COM 76169B102 67,076 1,424,426 SH   DFND 1 1,424,426 0 0
REYNOLDS CONSUMER PRODS INC COM 76171L106 9,143 307,023 SH   DFND 1 293,125 13,898 0
RH COM 74967X103 16,906 28,337 SH   DFND 1 19,557 8,780 0
RH NOTE 9/1 74967XAD5 178 63,000 PRN   DFND 1 63,000 0 0
RINGCENTRAL INC CL A 76680R206 173,642 582,924 SH   DFND 1 573,103 9,821 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 144 131,000 PRN   DFND 1 131,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 2,768 35,645 SH   DFND 1 35,645 0 0
RIVERVIEW BANCORP INC COM 769397100 233 33,606 SH   DFND 1 33,606 0 0
RMR GROUP INC CL A 74967R106 628 15,400 SH   DFND 1 15,400 0 0
ROBERT HALF INTL INC COM 770323103 11,205 143,520 SH   DFND 1 143,520 0 0
ROBLOX CORP CL A 771049103 17,370 267,929 SH   DFND 1 267,929 0 0
ROCKWELL AUTOMATION INC COM 773903109 256,804 967,467 SH   DFND 1 967,467 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 876 18,991 SH   DFND 1 18,991 0 0
ROGERS CORP COM 775133101 283 1,506 SH   DFND 1 1,506 0 0
ROKU INC COM CL A 77543R102 361,189 1,108,724 SH   DFND 1 757,264 351,460 0
ROOT INC COM CL A 77664L108 6,128 481,379 SH   DFND 1 459,378 22,001 0
ROPER TECHNOLOGIES INC COM 776696106 17,522 43,443 SH   DFND 1 43,443 0 0
ROSS STORES INC COM 778296103 171,065 1,426,613 SH   DFND 1 1,419,432 7,181 0
ROYAL BK CDA COM 780087102 3,334 36,157 SH   DFND 1 36,157 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 441 5,152 SH   DFND 1 5,152 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 4,591 124,644 SH   DFND 1 124,644 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,690 68,593 SH   DFND 1 68,593 0 0
ROYAL GOLD INC COM 780287108 16,928 157,294 SH   DFND 1 157,294 0 0
RPC INC COM 749660106 471 87,155 SH   DFND 1 87,155 0 0
RPM INTL INC COM 749685103 1,840 20,036 SH   DFND 1 20,036 0 0
RUSH ENTERPRISES INC CL A 781846209 1,979 39,719 SH   DFND 1 39,719 0 0
RUSH ENTERPRISES INC CL B 781846308 209 4,631 SH   DFND 1 4,631 0 0
RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 100,101 870,444 SH   DFND 1 847,246 23,198 0
RYDER SYS INC COM 783549108 29,978 396,268 SH   DFND 1 396,268 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 63,005 812,863 SH   DFND 1 689,075 123,788 0
S&P GLOBAL INC COM 78409V104 350,890 994,390 SH   DFND 1 980,316 14,074 0
SABRA HEALTH CARE REIT INC COM 78573L106 9,973 574,471 SH   DFND 1 557,704 16,767 0
SAFETY INS GROUP INC COM 78648T100 998 11,848 SH   DFND 1 11,848 0 0
SAGE THERAPEUTICS INC COM 78667J108 26,411 352,852 SH   DFND 1 147,670 205,182 0
SAIA INC COM 78709Y105 8,467 36,720 SH   DFND 1 36,720 0 0
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 29,256 577,718 SH   DFND 1 501,664 76,054 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 114 61,000 PRN   DFND 1 61,000 0 0
SALESFORCE COM INC COM 79466L302 912,640 4,307,545 SH   DFND 1 4,280,782 26,763 0
SANDERSON FARMS INC COM 800013104 325 2,086 SH   DFND 1 2,086 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 41 10,443 SH   DFND 1 10,443 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 84 12,371 SH   DFND 1 12,371 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,475 16,318 SH   DFND 1 16,318 0 0
SANGAMO THERAPEUTICS INC COM 800677106 2,042 162,965 SH   DFND 1 162,965 0 0
SANMINA CORPORATION COM 801056102 5,357 129,447 SH   DFND 1 129,447 0 0
SANOFI SPONSORED ADR 80105N105 7,938 160,496 SH   DFND 1 160,496 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 311 11,504 SH   DFND 1 11,504 0 0
SAP SE SPON ADR 803054204 1,207 9,830 SH   DFND 1 9,830 0 0
SASOL LTD SPONSORED ADR 803866300 1,257 86,781 SH   DFND 1 86,781 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 219,142 789,557 SH   DFND 1 780,649 8,908 0
SCANSOURCE INC COM 806037107 883 29,467 SH   DFND 1 29,467 0 0
SCHLUMBERGER LTD COM 806857108 74,869 2,753,533 SH   DFND 1 2,753,533 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 1,467 58,746 SH   DFND 1 58,746 0 0
SCHNITZER STEEL INDS INC CL A 806882106 2,005 47,986 SH   DFND 1 47,986 0 0
SCHOLASTIC CORP COM 807066105 551 18,301 SH   DFND 1 18,301 0 0
SCHWAB CHARLES CORP COM 808513105 792,050 12,151,734 SH   DFND 1 3,920,019 8,231,715 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 2,643 26,518 SH   DFND 1 8,958 17,560 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 2,369 60,109 SH   DFND 1 17,625 42,484 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,851 37,796 SH   DFND 1 37,796 0 0
SCIENTIFIC GAMES CORP COM 80874P109 493 12,798 SH   DFND 1 12,798 0 0
SCORPIO TANKERS INC SHS Y7542C130 218 11,792 SH   DFND 1 11,792 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 8,147 33,257 SH   DFND 1 33,257 0 0
SEA LTD SPONSORD ADS 81141R100 369,133 1,653,600 SH   DFND 1 635,260 1,018,340 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,573 33,528 SH   DFND 1 33,528 0 0
SEAGEN INC COM 81181C104 5,710 41,124 SH   DFND 1 41,124 0 0
SEALED AIR CORP NEW COM 81211K100 574 12,537 SH   DFND 1 12,537 0 0
SEASPINE HLDGS CORP COM 81255T108 7,246 416,432 SH   DFND 1 262,593 153,839 0
SEAWORLD ENTMT INC COM 81282V100 759 15,274 SH   DFND 1 15,274 0 0
SEER INC COM CL A 81578P106 4,247 84,901 SH   DFND 1 81,037 3,864 0
SEI INVTS CO COM 784117103 601 9,865 SH   DFND 1 9,865 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 475 95,351 SH   DFND 1 95,351 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 786 4,675 SH   DFND 1 4,675 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 785 16,000 SH   DFND 1 16,000 0 0
SELECTIVE INS GROUP INC COM 816300107 3,107 42,831 SH   DFND 1 42,831 0 0
SELECTQUOTE INC COM 816307300 128,192 4,344,019 SH   DFND 1 4,344,019 0 0
SEMPRA ENERGY COM 816851109 8,545 64,455 SH   DFND 1 64,455 0 0
SEMTECH CORP COM 816850101 37,362 541,485 SH   DFND 1 465,224 76,261 0
SENDAS DISTRIBUIDORA S A SPON ADS 81689T104 424 32,634 SH   DFND 1 32,634 0 0
SENECA FOODS CORP NEW CL A 817070501 485 10,298 SH   DFND 1 10,298 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 34,793 600,401 SH   DFND 1 490,592 109,809 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,269 16,269 SH   DFND 1 16,269 0 0
SERVICE CORP INTL COM 817565104 277 5,417 SH   DFND 1 5,417 0 0
SERVICENOW INC COM 81762P102 529,008 1,057,784 SH   DFND 1 365,224 692,560 0
SERVICENOW INC NOTE 6/0 81762PAC6 63 17,000 PRN   DFND 1 17,000 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 4,825 78,674 SH   DFND 1 78,674 0 0
SEVERN BANCORP INC ANNAPOLIS COM 81811M100 178 14,692 SH   DFND 1 14,692 0 0
SFL CORPORATION LTD SHS G7738W106 1,752 218,443 SH   DFND 1 218,443 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,029 39,581 SH   DFND 1 39,581 0 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 9,322 698,780 SH   DFND 1 698,780 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 3,500 71,699 SH   DFND 1 71,699 0 0
SHERWIN WILLIAMS CO COM 824348106 334,090 452,691 SH   DFND 1 152,469 300,222 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,452 43,302 SH   DFND 1 43,302 0 0
SHOE CARNIVAL INC COM 824889109 750 12,120 SH   DFND 1 12,120 0 0
SHOPIFY INC CL A 82509L107 322,344 291,369 SH   DFND 1 291,369 0 0
SHUTTERSTOCK INC COM 825690100 2,295 25,774 SH   DFND 1 25,774 0 0
SHYFT GROUP INC COM 825698103 2,468 66,340 SH   DFND 1 66,340 0 0
SI BONE INC COM 825704109 8,006 251,669 SH   DFND 1 159,065 92,604 0
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 1,012 56,690 SH   DFND 1 56,690 0 0
SIERRA BANCORP COM 82620P102 643 24,007 SH   DFND 1 24,007 0 0
SIERRA METALS INC COM 82639W106 33 10,395 SH   DFND 1 10,395 0 0
SIGILON THERAPEUTICS INC COM 82657L107 4,295 192,176 SH   DFND 1 183,535 8,641 0
SIGNATURE BK NEW YORK N Y COM 82669G104 85,283 377,190 SH   DFND 1 366,397 10,793 0
SIGNET JEWELERS LIMITED SHS G81276100 8,271 142,646 SH   DFND 1 142,646 0 0
SILICON LABORATORIES INC COM 826919102 306 2,172 SH   DFND 1 2,172 0 0
SILK RD MED INC COM 82710M100 49,123 969,848 SH   DFND 1 707,245 262,603 0
SILVERCORP METALS INC COM 82835P103 94 19,155 SH   DFND 1 19,155 0 0
SILVERGATE CAP CORP CL A 82837P408 11,927 83,891 SH   DFND 1 53,354 30,537 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 2,902 97,818 SH   DFND 1 97,818 0 0
SIMON PPTY GROUP INC NEW COM 828806109 131,670 1,157,331 SH   DFND 1 1,113,743 43,588 0
SIMPSON MFG INC COM 829073105 385 3,715 SH   DFND 1 3,715 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,006 5,892 SH   DFND 1 5,892 0 0
SITIME CORP COM 82982T106 6,542 66,345 SH   DFND 1 42,564 23,781 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 11,414 245,611 SH   DFND 1 245,611 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,415 51,978 SH   DFND 1 51,978 0 0
SKECHERS U S A INC CL A 830566105 4,727 113,328 SH   DFND 1 113,328 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 96,878 2,140,476 SH   DFND 1 1,967,069 173,407 0
SKYWEST INC COM 830879102 4,782 87,777 SH   DFND 1 87,777 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 141,796 772,812 SH   DFND 1 772,812 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 82,983 2,042,415 SH   DFND 1 1,913,347 129,068 0
SLEEP NUMBER CORP COM 83125X103 1,669 11,629 SH   DFND 1 11,629 0 0
SLM CORP COM 78442P106 8,559 476,273 SH   DFND 1 476,273 0 0
SM ENERGY CO COM 78454L100 4,064 248,275 SH   DFND 1 248,275 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 1,279 27,785 SH   DFND 1 27,785 0 0
SMARTFINANCIAL INC COM NEW 83190L208 358 16,517 SH   DFND 1 16,517 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 234 6,175 SH   DFND 1 6,175 0 0
SMITH & WESSON BRANDS INC COM 831754106 1,349 77,310 SH   DFND 1 77,310 0 0
SMITH A O CORP COM 831865209 7,273 107,571 SH   DFND 1 107,571 0 0
SMUCKER J M CO COM NEW 832696405 207,101 1,636,772 SH   DFND 1 1,608,320 28,452 0
SNAP INC CL A 83304A106 633 12,102 SH   DFND 1 12,102 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 208 88,000 PRN   DFND 1 88,000 0 0
SNAP ON INC COM 833034101 27,747 120,251 SH   DFND 1 120,251 0 0
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 269 5,069 SH   DFND 1 5,069 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,746 6,074 SH   DFND 1 6,074 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,819 36,697 SH   DFND 1 36,697 0 0
SONOCO PRODS CO COM 835495102 353,968 5,591,912 SH   DFND 1 5,448,296 143,616 0
SONOS INC COM 83570H108 4,250 113,423 SH   DFND 1 113,423 0 0
SONY CORP SPONSORED ADR 835699307 4,206 39,679 SH   DFND 1 39,679 0 0
SOUTH JERSEY INDS INC COM 838518108 31,914 1,413,367 SH   DFND 1 1,372,804 40,563 0
SOUTH ST CORP COM 840441109 53,583 682,495 SH   DFND 1 662,480 20,015 0
SOUTHERN CO COM 842587107 15,793 254,075 SH   DFND 1 254,075 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 205 3,993 SH   DFND 1 3,993 0 0
SOUTHERN COPPER CORP COM 84265V105 413 6,078 SH   DFND 1 6,078 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 542 11,570 SH   DFND 1 11,570 0 0
SOUTHERN MO BANCORP INC COM 843380106 483 12,260 SH   DFND 1 12,260 0 0
SOUTHWEST AIRLS CO COM 844741108 300,640 4,923,674 SH   DFND 1 4,825,437 98,237 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 20,313 11,797,000 PRN   DFND 1 11,440,000 357,000 0
SOUTHWEST GAS HLDGS INC COM 844895102 3,900 56,760 SH   DFND 1 56,760 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,788 1,244,779 SH   DFND 1 1,244,779 0 0
SP PLUS CORP COM 78469C103 17,365 529,582 SH   DFND 1 329,035 200,547 0
SPARTANNASH CO COM 847215100 1,619 82,455 SH   DFND 1 82,455 0 0
SPDR GOLD TR GOLD SHS 78463V107 20,523 128,300 SH   DFND 1 114,750 13,550 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,852 4,673 SH   DFND 1 4,673 0 0
SPDR SER TR BLOMBRG BRC EMRG 78464A391 34,695 1,333,400 SH   DFND 1 1,093,400 240,000 0
SPDR SER TR PORTFOLIO S&P500 78464A854 5,439 116,700 SH   DFND 1 116,700 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 80,192 2,934,228 SH   DFND 1 2,934,228 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 57,766 530,941 SH   DFND 1 432,542 98,399 0
SPDR SER TR SPDR BLOOMBERG 78468R663 3,788 41,400 SH   DFND 1 41,400 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 138,642 1,631,078 SH   DFND 1 1,584,066 47,012 0
SPIRE INC COM 84857L101 368,060 4,981,183 SH   DFND 1 4,758,059 223,124 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 36,824 756,918 SH   DFND 1 616,787 140,131 0
SPIRIT AIRLS INC COM 848577102 3,442 93,266 SH   DFND 1 93,266 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 16,741 393,895 SH   DFND 1 393,895 0 0
SPLUNK INC COM 848637104 172,011 1,269,644 SH   DFND 1 1,269,644 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 1,156 67,072 SH   DFND 1 67,072 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,946 10,994 SH   DFND 1 10,994 0 0
SPROUT SOCIAL INC COM CL A 85209W109 29,073 503,343 SH   DFND 1 444,580 58,763 0
SPROUTS FMRS MKT INC COM 85208M102 2,336 87,769 SH   DFND 1 87,769 0 0
SPS COMM INC COM 78463M107 313 3,156 SH   DFND 1 3,156 0 0
SPX FLOW INC COM 78469X107 280 4,425 SH   DFND 1 4,425 0 0
SQUARE INC CL A 852234103 634,042 2,792,520 SH   DFND 1 2,761,306 31,214 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 17,300 5,921,000 PRN   DFND 1 5,921,000 0 0
SSGA ACTIVE ETF TR BLACKSTONE SENR 78467V608 13,197 288,515 SH   DFND 1 288,515 0 0
SSR MNG INC COM 784730103 1,488 104,167 SH   DFND 1 104,167 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 576 5,462 SH   DFND 1 5,462 0 0
STAMPS COM INC COM NEW 852857200 232 1,164 SH   DFND 1 1,164 0 0
STANDARD MTR PRODS INC COM 853666105 645 15,516 SH   DFND 1 15,516 0 0
STANLEY BLACK & DECKER INC COM 854502101 784 3,925 SH   DFND 1 3,925 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 285 2,391 SH   DFND 1 2,391 0 0
STANTEC INC COM 85472N109 13,963 326,148 SH   DFND 1 214,982 111,166 0
STARBUCKS CORP COM 855244109 265,464 2,429,433 SH   DFND 1 2,429,433 0 0
STATE STR CORP COM 857477103 154,644 1,840,784 SH   DFND 1 1,819,412 21,372 0
STEEL DYNAMICS INC COM 858119100 996 19,624 SH   DFND 1 19,624 0 0
STEELCASE INC CL A 858155203 3,084 214,315 SH   DFND 1 214,315 0 0
STEPAN CO COM 858586100 4,532 35,653 SH   DFND 1 35,653 0 0
STERIS PLC SHS USD G8473T100 324 1,701 SH   DFND 1 1,701 0 0
STERLING BANCORP DEL COM 85917A100 799 34,729 SH   DFND 1 34,729 0 0
STERLING BANCORP INC COM 85917W102 103 18,240 SH   DFND 1 18,240 0 0
STEWART INFORMATION SVCS COR COM 860372101 2,306 44,311 SH   DFND 1 44,311 0 0
STIFEL FINL CORP COM 860630102 8,646 134,974 SH   DFND 1 134,974 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 1,939 50,594 SH   DFND 1 50,594 0 0
STOCK YDS BANCORP INC COM 861025104 1,356 26,560 SH   DFND 1 26,560 0 0
STONERIDGE INC COM 86183P102 748 23,512 SH   DFND 1 23,512 0 0
STONEX GROUP INC COM 861896108 587 8,980 SH   DFND 1 8,980 0 0
STORE CAP CORP COM 862121100 95,496 2,850,635 SH   DFND 1 1,825,467 1,025,168 0
STRYKER CORPORATION COM 863667101 126,099 517,689 SH   DFND 1 233,762 283,927 0
STURM RUGER & CO INC COM 864159108 1,011 15,297 SH   DFND 1 15,297 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 1,618 223,125 SH   DFND 1 223,125 0 0
SUMMIT FINL GROUP INC COM 86606G101 451 16,976 SH   DFND 1 16,976 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 12,129 1,193,813 SH   DFND 1 1,156,741 37,072 0
SUMMIT MATLS INC CL A 86614U100 11,858 423,198 SH   DFND 1 265,776 157,422 0
SUN CMNTYS INC COM 866674104 247,238 1,647,811 SH   DFND 1 541,028 1,106,783 0
SUN LIFE FINANCIAL INC. COM 866796105 769 15,219 SH   DFND 1 15,219 0 0
SUNCOKE ENERGY INC COM 86722A103 1,284 183,163 SH   DFND 1 183,163 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,028 49,159 SH   DFND 1 49,159 0 0
SUNOPTA INC COM 8676EP108 644 43,573 SH   DFND 1 43,573 0 0
SUNRUN INC COM 86771W105 551 9,107 SH   DFND 1 9,107 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 440 35,274 SH   DFND 1 35,274 0 0
SUPER MICRO COMPUTER INC COM 86800U104 1,927 49,331 SH   DFND 1 49,331 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,355 89,961 SH   DFND 1 89,961 0 0
SURGALIGN HOLDINGS INC COM 86882C105 39 17,985 SH   DFND 1 17,985 0 0
SUZANO S A SPON ADS 86959K105 1,016 83,146 SH   DFND 1 83,146 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,574 3,188 SH   DFND 1 3,188 0 0
SVMK INC COM 78489X103 880 48,010 SH   DFND 1 48,010 0 0
SYKES ENTERPRISES INC COM 871237103 211 4,795 SH   DFND 1 4,795 0 0
SYNAPTICS INC COM 87157D109 12,779 94,369 SH   DFND 1 94,369 0 0
SYNCHRONY FINANCIAL COM 87165B103 46,780 1,150,507 SH   DFND 1 1,150,507 0 0
SYNNEX CORP COM 87162W100 18,266 159,057 SH   DFND 1 159,057 0 0
SYNOPSYS INC COM 871607107 4,202 16,957 SH   DFND 1 16,957 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,647 167,152 SH   DFND 1 167,152 0 0
SYSCO CORP COM 871829107 405,237 5,146,515 SH   DFND 1 2,264,851 2,881,664 0
SYSTEMAX INC COM 871851101 664 16,149 SH   DFND 1 16,149 0 0
TABULA RASA HEALTHCARE INC COM 873379101 570 12,373 SH   DFND 1 12,373 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 498 9,132 SH   DFND 1 9,132 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 123,771 1,046,420 SH   DFND 1 783,846 262,574 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 520 28,458 SH   DFND 1 28,458 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 102,357 579,272 SH   DFND 1 579,272 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 37,688 699,877 SH   DFND 1 595,568 104,309 0
TALOS ENERGY INC COM 87484T108 657 54,553 SH   DFND 1 54,553 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 37,220 421,755 SH   DFND 1 320,751 101,004 0
TAPESTRY INC COM 876030107 120,198 2,916,731 SH   DFND 1 2,869,367 47,364 0
TARGA RES CORP COM 87612G101 9,223 290,473 SH   DFND 1 290,473 0 0
TARGET CORP COM 87612E106 104,139 525,770 SH   DFND 1 525,770 0 0
TASEKO MINES LTD COM 876511106 108 63,400 SH   DFND 1 63,400 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,560 75,032 SH   DFND 1 75,032 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 309 10,015 SH   DFND 1 10,015 0 0
TC ENERGY CORP COM 87807B107 675 14,726 SH   DFND 1 14,726 0 0
TCF FINL CORP COM 872307103 29,094 626,226 SH   DFND 1 414,136 212,090 0
TE CONNECTIVITY LTD REG SHS H84989104 164,309 1,272,625 SH   DFND 1 1,203,927 68,698 0
TEAM INC COM 878155100 121 10,475 SH   DFND 1 10,475 0 0
TECHNIPFMC PLC COM G87110105 4,282 554,600 SH   DFND 1 554,600 0 0
TECK RESOURCES LTD CL B 878742204 14,761 769,631 SH   DFND 1 769,631 0 0
TECNOGLASS INC SHS G87264100 32,897 2,736,848 SH   DFND 1 2,660,645 76,203 0
TELADOC HEALTH INC COM 87918A105 153,822 846,340 SH   DFND 1 702,619 143,721 0
TELEDYNE TECHNOLOGIES INC COM 879360105 348 841 SH   DFND 1 841 0 0
TELEFLEX INCORPORATED COM 879369106 634,137 1,526,350 SH   DFND 1 760,416 765,934 0
TELEFONICA BRASIL SA NEW ADR 87936R205 153 19,466 SH   DFND 1 19,466 0 0
TELEFONICA S A SPONSORED ADR 879382208 476 105,063 SH   DFND 1 105,063 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,713 161,734 SH   DFND 1 161,734 0 0
TELUS CORPORATION COM 87971M103 281 14,110 SH   DFND 1 14,110 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,625 44,438 SH   DFND 1 44,438 0 0
TENABLE HLDGS INC COM 88025T102 787 21,761 SH   DFND 1 21,761 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 80,838 3,945,249 SH   DFND 1 794,009 3,151,240 0
TENET HEALTHCARE CORP COM NEW 88033G407 964 18,534 SH   DFND 1 18,534 0 0
TENNANT CO COM 880345103 556 6,958 SH   DFND 1 6,958 0 0
TENNECO INC CL A VTG COM STK 880349105 779 72,705 SH   DFND 1 72,705 0 0
TERADATA CORP DEL COM 88076W103 95,197 2,470,075 SH   DFND 1 2,398,000 72,075 0
TERADYNE INC COM 880770102 171,903 1,412,748 SH   DFND 1 1,412,748 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 2,409 626,000 PRN   DFND 1 626,000 0 0
TEREX CORP NEW COM 880779103 5,042 109,446 SH   DFND 1 109,446 0 0
TERRITORIAL BANCORP INC COM 88145X108 294 11,122 SH   DFND 1 11,122 0 0
TESLA INC COM 88160R101 1,582,612 2,369,429 SH   DFND 1 2,353,483 15,946 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 264 26,000 PRN   DFND 1 26,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 2,246 209,000 PRN   DFND 1 209,000 0 0
TETRA TECH INC NEW COM 88162G103 361 2,661 SH   DFND 1 2,661 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 23,004 1,993,413 SH   DFND 1 1,993,413 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 5,870 82,769 SH   DFND 1 82,769 0 0
TEXAS INSTRS INC COM 882508104 1,216,618 6,437,475 SH   DFND 1 3,718,652 2,718,823 0
TEXAS ROADHOUSE INC COM 882681109 28,124 293,143 SH   DFND 1 293,143 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,607 56,107 SH   DFND 1 56,107 0 0
TEXTRON INC COM 883203101 131,894 2,351,895 SH   DFND 1 2,315,840 36,055 0
TFI INTL INC COM 87241L109 62,830 838,203 SH   DFND 1 621,554 216,649 0
THE AARONS COMPANY INC COM 00258W108 1,182 46,039 SH   DFND 1 46,039 0 0
THE ODP CORP COM 88337F105 2,848 65,800 SH   DFND 1 65,800 0 0
THE TRADE DESK INC COM CL A 88339J105 1,190 1,826 SH   DFND 1 1,826 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 61,532 134,826 SH   DFND 1 134,826 0 0
THOR INDS INC COM 885160101 455 3,376 SH   DFND 1 3,376 0 0
TILLYS INC CL A 886885102 383 33,848 SH   DFND 1 33,848 0 0
TIM S A SPONSORED ADR 88706T108 163 14,372 SH   DFND 1 14,372 0 0
TIMKEN CO COM 887389104 100,002 1,232,010 SH   DFND 1 1,194,339 37,671 0
TITAN INTL INC ILL COM 88830M102 178 19,135 SH   DFND 1 19,135 0 0
TITAN MACHY INC COM 88830R101 229 8,984 SH   DFND 1 8,984 0 0
TIVITY HEALTH INC COM 88870R102 825 36,952 SH   DFND 1 36,952 0 0
TJX COS INC NEW COM 872540109 195,606 2,957,007 SH   DFND 1 2,957,007 0 0
T-MOBILE US INC COM 872590104 4,897 39,083 SH   DFND 1 39,083 0 0
TOLL BROTHERS INC COM 889478103 389 6,852 SH   DFND 1 6,852 0 0
TOMPKINS FINL CORP COM 890110109 247 2,987 SH   DFND 1 2,987 0 0
TOPBUILD CORP COM 89055F103 21,794 104,063 SH   DFND 1 99,519 4,544 0
TORO CO COM 891092108 913 8,855 SH   DFND 1 8,855 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 97,245 1,491,073 SH   DFND 1 1,215,113 275,960 0
TOTAL SE SPONSORED ADS 89151E109 156,273 3,357,830 SH   DFND 1 3,168,152 189,678 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 45,791 1,506,291 SH   DFND 1 1,461,792 44,499 0
TOWNSQUARE MEDIA INC CL A 892231101 9,286 865,429 SH   DFND 1 838,257 27,172 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,855 37,518 SH   DFND 1 20,418 17,100 0
TPI COMPOSITES INC COM 87266J104 3,589 63,599 SH   DFND 1 63,599 0 0
TRACTOR SUPPLY CO COM 892356106 2,274 12,841 SH   DFND 1 12,841 0 0
TRADEWEB MKTS INC CL A 892672106 244 3,301 SH   DFND 1 3,301 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 84,084 507,879 SH   DFND 1 507,879 0 0
TRANSALTA CORP COM 89346D107 400 42,289 SH   DFND 1 42,289 0 0
TRANSDIGM GROUP INC COM 893641100 336 571 SH   DFND 1 571 0 0
TRANSGLOBE ENERGY CORP COM 893662106 79 50,100 SH   DFND 1 50,100 0 0
TRANSLATE BIO INC COM 89374L104 2,016 122,265 SH   DFND 1 122,265 0 0
TRANSOCEAN LTD REG SHS H8817H100 170 47,865 SH   DFND 1 47,865 0 0
TRANSUNION COM 89400J107 59,251 658,346 SH   DFND 1 658,346 0 0
TRAVEL PLUS LEISURE CO COM 894164102 35,678 583,359 SH   DFND 1 477,663 105,696 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 319 11,765 SH   DFND 1 11,765 0 0
TRAVELERS COMPANIES INC COM 89417E109 16,775 111,535 SH   DFND 1 111,535 0 0
TREDEGAR CORP COM 894650100 882 58,773 SH   DFND 1 58,773 0 0
TREX CO INC COM 89531P105 59,082 645,423 SH   DFND 1 637,882 7,541 0
TRI POINTE HOMES INC COM 87265H109 5,928 291,183 SH   DFND 1 291,183 0 0
TRIBUNE PUBG CO NEW COM 89609W107 194 10,804 SH   DFND 1 10,804 0 0
TRIMAS CORP COM NEW 896215209 789 26,021 SH   DFND 1 26,021 0 0
TRIMBLE INC COM 896239100 227 2,919 SH   DFND 1 2,919 0 0
TRINET GROUP INC COM 896288107 10,755 137,951 SH   DFND 1 137,951 0 0
TRINITY INDS INC COM 896522109 4,574 160,555 SH   DFND 1 160,555 0 0
TRINSEO S A SHS L9340P101 10,559 165,833 SH   DFND 1 165,833 0 0
TRIP COM GROUP LTD ADS 89677Q107 1,819 45,911 SH   DFND 1 45,911 0 0
TRIPADVISOR INC COM 896945201 2,711 50,404 SH   DFND 1 50,404 0 0
TRIPLE-S MGMT CORP CL B 896749108 441 16,928 SH   DFND 1 16,928 0 0
TRISTATE CAP HLDGS INC COM 89678F100 962 41,733 SH   DFND 1 41,733 0 0
TRITON INTL LTD CL A G9078F107 7,058 128,351 SH   DFND 1 128,351 0 0
TRIUMPH BANCORP INC COM 89679E300 32,413 418,823 SH   DFND 1 352,780 66,043 0
TRONOX HOLDINGS PLC SHS G9087Q102 2,307 126,087 SH   DFND 1 126,087 0 0
TRUEBLUE INC COM 89785X101 1,004 45,584 SH   DFND 1 45,584 0 0
TRUIST FINL CORP COM 89832Q109 406,708 6,973,739 SH   DFND 1 6,775,822 197,917 0
TRUSTCO BK CORP N Y COM 898349105 1,079 146,439 SH   DFND 1 146,439 0 0
TRUSTMARK CORP COM 898402102 1,636 48,608 SH   DFND 1 48,608 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 194 41,441 SH   DFND 1 41,441 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 34,318 362,806 SH   DFND 1 362,806 0 0
TURQUOISE HILL RES LTD COM 900435207 951 59,054 SH   DFND 1 59,054 0 0
TURTLE BEACH CORP COM NEW 900450206 513 19,217 SH   DFND 1 19,217 0 0
TUTOR PERINI CORP COM 901109108 1,365 72,031 SH   DFND 1 72,031 0 0
TWILIO INC CL A 90138F102 270,967 795,183 SH   DFND 1 795,183 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 86 18,000 PRN   DFND 1 18,000 0 0
TWITTER INC COM 90184L102 75,900 1,192,827 SH   DFND 1 1,192,827 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 266 200,000 PRN   DFND 1 200,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 309 729 SH   DFND 1 729 0 0
TYSON FOODS INC CL A 902494103 109,960 1,479,946 SH   DFND 1 1,479,946 0 0
U S CONCRETE INC COM 90333L201 2,951 40,248 SH   DFND 1 40,248 0 0
U S SILICA HLDGS INC COM 90346E103 465 37,842 SH   DFND 1 37,842 0 0
U S XPRESS ENTERPRISES INC COM CL A 90338N202 336 28,637 SH   DFND 1 28,637 0 0
UBER TECHNOLOGIES INC COM 90353T100 494 9,057 SH   DFND 1 9,057 0 0
UBS GROUP AG SHS H42097107 2,337 150,513 SH   DFND 1 150,513 0 0
UDR INC COM 902653104 59,892 1,365,527 SH   DFND 1 1,276,469 89,058 0
UFP INDUSTRIES INC COM 90278Q108 7,278 95,959 SH   DFND 1 95,959 0 0
UGI CORP NEW COM 902681105 891 21,735 SH   DFND 1 21,735 0 0
ULTA BEAUTY INC COM 90384S303 1,383 4,473 SH   DFND 1 4,473 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,585 78,990 SH   DFND 1 78,990 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 16,383 143,890 SH   DFND 1 137,671 6,219 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 499 130,664 SH   DFND 1 130,664 0 0
UMB FINL CORP COM 902788108 128,368 1,390,316 SH   DFND 1 1,350,926 39,390 0
UMPQUA HLDGS CORP COM 904214103 6,072 346,007 SH   DFND 1 346,007 0 0
UNDER ARMOUR INC CL A 904311107 256 11,531 SH   DFND 1 11,531 0 0
UNIFIRST CORP MASS COM 904708104 10,482 46,857 SH   DFND 1 45,757 1,100 0
UNILEVER PLC SPON ADR NEW 904767704 258,734 4,634,326 SH   DFND 1 4,334,345 299,981 0
UNION PAC CORP COM 907818108 139,154 631,341 SH   DFND 1 631,341 0 0
UNITED AIRLS HLDGS INC COM 910047109 455 7,906 SH   DFND 1 7,906 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2,685 69,594 SH   DFND 1 69,594 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,265 125,009 SH   DFND 1 125,009 0 0
UNITED FIRE GROUP INC COM 910340108 511 14,690 SH   DFND 1 14,690 0 0
UNITED NAT FOODS INC COM 911163103 2,765 83,953 SH   DFND 1 83,953 0 0
UNITED PARCEL SERVICE INC CL B 911312106 309,028 1,817,921 SH   DFND 1 1,765,247 52,674 0
UNITED RENTALS INC COM 911363109 72,583 220,408 SH   DFND 1 220,408 0 0
UNITED SEC BANCSHARES CALIF COM 911460103 186 22,672 SH   DFND 1 22,672 0 0
UNITED STATES CELLULAR CORP COM 911684108 803 22,004 SH   DFND 1 22,004 0 0
UNITED STATES STL CORP NEW COM 912909108 2,953 112,841 SH   DFND 1 112,841 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,043 6,237 SH   DFND 1 6,237 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,461,233 3,927,308 SH   DFND 1 3,554,647 372,661 0
UNITI GROUP INC COM 91325V108 237 21,499 SH   DFND 1 21,499 0 0
UNITY BANCORP INC COM 913290102 244 11,105 SH   DFND 1 11,105 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 3,480 14,697 SH   DFND 1 14,697 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,286 23,397 SH   DFND 1 23,397 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 338,671 2,538,951 SH   DFND 1 2,480,950 58,001 0
UNUM GROUP COM 91529Y106 7,280 261,592 SH   DFND 1 261,592 0 0
UPWORK INC COM 91688F104 880 19,648 SH   DFND 1 19,648 0 0
URBAN EDGE PPTYS COM 91704F104 14,536 879,892 SH   DFND 1 841,675 38,217 0
URBAN OUTFITTERS INC COM 917047102 3,737 100,494 SH   DFND 1 100,494 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 606 36,419 SH   DFND 1 36,419 0 0
US BANCORP DEL COM NEW 902973304 196,718 3,556,643 SH   DFND 1 3,449,258 107,385 0
USANA HEALTH SCIENCES INC COM 90328M107 2,918 29,900 SH   DFND 1 29,900 0 0
V F CORP COM 918204108 19,420 242,995 SH   DFND 1 242,995 0 0
VAIL RESORTS INC COM 91879Q109 29,335 100,580 SH   DFND 1 100,580 0 0
VALE S A SPONSORED ADS 91912E105 101,771 5,855,613 SH   DFND 1 5,182,332 673,281 0
VALERO ENERGY CORP COM 91913Y100 11,596 161,953 SH   DFND 1 161,953 0 0
VALLEY NATL BANCORP COM 919794107 137,698 10,021,672 SH   DFND 1 9,746,347 275,325 0
VALMONT INDS INC COM 920253101 11,294 47,520 SH   DFND 1 47,520 0 0
VALVOLINE INC COM 92047W101 1,012 38,830 SH   DFND 1 38,830 0 0
VANDA PHARMACEUTICALS INC COM 921659108 816 54,343 SH   DFND 1 54,343 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 2,025 45,000 SH   DFND 1 45,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 93,016 3,031,800 SH   DFND 1 2,618,100 413,700 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 42,299 680,600 SH   DFND 1 680,600 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,392 14,800 SH   DFND 1 14,800 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25,667 275,900 SH   DFND 1 275,900 0 0
VAREX IMAGING CORP COM 92214X106 805 39,273 SH   DFND 1 39,273 0 0
VARONIS SYS INC COM 922280102 15,754 306,857 SH   DFND 1 306,857 0 0
VEDANTA LIMITED SPONSORED ADR 92242Y100 1,367 108,757 SH   DFND 1 108,757 0 0
VEECO INSTRS INC DEL COM 922417100 17,986 867,191 SH   DFND 1 710,388 156,803 0
VEEVA SYS INC CL A COM 922475108 220,405 843,686 SH   DFND 1 685,525 158,161 0
VENTAS INC COM 92276F100 46,515 872,055 SH   DFND 1 823,629 48,426 0
VERA BRADLEY INC COM 92335C106 173 17,125 SH   DFND 1 17,125 0 0
VERACYTE INC COM 92337F107 459 8,547 SH   DFND 1 8,547 0 0
VERICEL CORP COM 92346J108 1,023 18,409 SH   DFND 1 18,409 0 0
VERISIGN INC COM 92343E102 248 1,247 SH   DFND 1 1,247 0 0
VERISK ANALYTICS INC COM 92345Y106 145,180 821,667 SH   DFND 1 812,073 9,594 0
VERITIV CORP COM 923454102 995 23,391 SH   DFND 1 23,391 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 859,741 14,784,878 SH   DFND 1 14,225,782 559,096 0
VERMILION ENERGY INC COM 923725105 1,060 145,911 SH   DFND 1 145,911 0 0
VERSO CORP CL A 92531L207 893 61,193 SH   DFND 1 61,193 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 154,116 717,185 SH   DFND 1 592,874 124,311 0
VERTIV HOLDINGS CO COM CL A 92537N108 188,937 9,446,844 SH   DFND 1 2,333,004 7,113,840 0
VIACOMCBS INC CL B 92556H206 2,113 46,846 SH   DFND 1 46,846 0 0
VIAD CORP COM NEW 92552R406 445 10,659 SH   DFND 1 10,659 0 0
VIASAT INC COM 92552V100 2,787 57,976 SH   DFND 1 57,976 0 0
VIATRIS INC COM 92556V106 363 25,969 SH   DFND 1 25,969 0 0
VIAVI SOLUTIONS INC COM 925550105 165 10,498 SH   DFND 1 10,498 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 91 69,000 PRN   DFND 1 69,000 0 0
VICI PPTYS INC COM 925652109 53,497 1,894,354 SH   DFND 1 1,785,885 108,469 0
VICOR CORP COM 925815102 791 9,305 SH   DFND 1 9,305 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 418 17,716 SH   DFND 1 17,716 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 3,453 115,638 SH   DFND 1 115,638 0 0
VIRNETX HLDG CORP COM 92823T108 396 71,164 SH   DFND 1 71,164 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 2,713 11,519 SH   DFND 1 11,519 0 0
VISA INC COM CL A 92826C839 2,427,105 11,463,212 SH   DFND 1 8,889,876 2,573,336 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6,623 275,056 SH   DFND 1 275,056 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 77 71,000 PRN   DFND 1 71,000 0 0
VISTA OUTDOOR INC COM 928377100 3,489 108,801 SH   DFND 1 108,801 0 0
VISTEON CORP COM NEW 92839U206 2,970 24,351 SH   DFND 1 24,351 0 0
VISTRA CORP COM 92840M102 764 43,194 SH   DFND 1 43,194 0 0
VITAL FARMS INC COM 92847W103 25,852 1,183,688 SH   DFND 1 1,183,688 0 0
VMWARE INC CL A COM 928563402 44,870 298,239 SH   DFND 1 298,239 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 756 19,666 SH   DFND 1 19,666 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 2,280 123,732 SH   DFND 1 123,732 0 0
VONTIER CORPORATION COM 928881101 823 27,173 SH   DFND 1 27,173 0 0
VOXX INTL CORP CL A 91829F104 410 21,495 SH   DFND 1 21,495 0 0
VOYA FINANCIAL INC COM 929089100 441 6,935 SH   DFND 1 6,935 0 0
VULCAN MATLS CO COM 929160109 642 3,804 SH   DFND 1 3,804 0 0
WABASH NATL CORP COM 929566107 2,257 120,072 SH   DFND 1 120,072 0 0
WABTEC COM 929740108 227,338 2,871,870 SH   DFND 1 2,827,351 44,519 0
WADDELL & REED FINL INC CL A 930059100 3,080 122,964 SH   DFND 1 122,964 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 55,964 1,019,378 SH   DFND 1 1,019,378 0 0
WALKER & DUNLOP INC COM 93148P102 1,411 13,738 SH   DFND 1 13,738 0 0
WALMART INC COM 931142103 602,720 4,437,311 SH   DFND 1 4,249,016 188,295 0
WARRIOR MET COAL INC COM 93627C101 899 52,482 SH   DFND 1 52,482 0 0
WASHINGTON FED INC COM 938824109 2,619 85,042 SH   DFND 1 85,042 0 0
WASHINGTON TR BANCORP COM 940610108 1,231 23,844 SH   DFND 1 23,844 0 0
WASTE CONNECTIONS INC COM 94106B101 448 4,149 SH   DFND 1 4,149 0 0
WASTE MGMT INC DEL COM 94106L109 39,948 309,626 SH   DFND 1 309,626 0 0
WATERS CORP COM 941848103 10,657 37,502 SH   DFND 1 37,502 0 0
WATERSTONE FINL INC MD COM 94188P101 792 38,764 SH   DFND 1 38,764 0 0
WATFORD HLDGS LTD SHS G94787101 1,179 34,068 SH   DFND 1 34,068 0 0
WATSCO INC COM 942622200 928 3,558 SH   DFND 1 3,558 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 267 2,247 SH   DFND 1 2,247 0 0
WAYFAIR INC CL A 94419L101 327 1,038 SH   DFND 1 1,038 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 195 71,000 PRN   DFND 1 71,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 198 89,000 PRN   DFND 1 89,000 0 0
WEBSTER FINL CORP CONN COM 947890109 4,653 84,425 SH   DFND 1 84,425 0 0
WEC ENERGY GROUP INC COM 92939U106 5,542 59,219 SH   DFND 1 59,219 0 0
WEIBO CORP SPONSORED ADR 948596101 467 9,261 SH   DFND 1 9,261 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 36,817 1,368,157 SH   DFND 1 1,329,120 39,037 0
WEIS MKTS INC COM 948849104 1,588 28,104 SH   DFND 1 28,104 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 85 17,000 PRN   DFND 1 17,000 0 0
WELLS FARGO CO NEW COM 949746101 452,256 11,575,529 SH   DFND 1 3,631,879 7,943,650 0
WELLTOWER INC COM 95040Q104 57,848 807,595 SH   DFND 1 741,552 66,043 0
WENDYS CO COM 95058W100 598 29,523 SH   DFND 1 29,523 0 0
WERNER ENTERPRISES INC COM 950755108 4,203 89,103 SH   DFND 1 89,103 0 0
WESCO INTL INC COM 95082P105 3,621 41,848 SH   DFND 1 41,848 0 0
WEST BANCORPORATION INC CAP STK 95123P106 626 25,979 SH   DFND 1 25,979 0 0
WEST FRASER TIMBER CO LTD COM 952845105 2,729 37,937 SH   DFND 1 37,937 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,651 16,505 SH   DFND 1 16,505 0 0
WESTAMERICA BANCORPORATION COM 957090103 90,963 1,448,918 SH   DFND 1 1,420,273 28,645 0
WESTERN ALLIANCE BANCORP COM 957638109 5,911 62,594 SH   DFND 1 62,594 0 0
WESTERN UN CO COM 959802109 1,865 75,628 SH   DFND 1 75,628 0 0
WESTLAKE CHEM CORP COM 960413102 238 2,684 SH   DFND 1 2,684 0 0
WESTPAC BANKING CORP SPONSORED ADR 961214301 1,627 87,678 SH   DFND 1 87,678 0 0
WESTROCK CO COM 96145D105 44,407 853,164 SH   DFND 1 853,164 0 0
WEX INC COM 96208T104 618 2,956 SH   DFND 1 2,956 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 113,356 3,184,152 SH   DFND 1 3,093,668 90,484 0
WHEATON PRECIOUS METALS CORP COM 962879102 27,543 720,845 SH   DFND 1 720,845 0 0
WHIRLPOOL CORP COM 963320106 2,768 12,563 SH   DFND 1 12,563 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,325 1,188 SH   DFND 1 1,188 0 0
WHITING PETE CORP NEW COM NEW 966387508 2,174 61,328 SH   DFND 1 61,328 0 0
WHOLE EARTH BRANDS INC COM CL A 96684W100 13,901 1,066,017 SH   DFND 1 1,017,011 49,006 0
WILEY JOHN & SONS INC CL A 968223206 665 12,273 SH   DFND 1 12,273 0 0
WILLIAMS COS INC COM 969457100 30,090 1,270,164 SH   DFND 1 1,270,164 0 0
WILLIAMS SONOMA INC COM 969904101 5,629 31,414 SH   DFND 1 31,414 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 279 1,219 SH   DFND 1 1,219 0 0
WINGSTOP INC COM 974155103 184,103 1,447,695 SH   DFND 1 925,251 522,444 0
WINNEBAGO INDS INC COM 974637100 287 3,739 SH   DFND 1 3,739 0 0
WINTRUST FINL CORP COM 97650W108 42,200 556,731 SH   DFND 1 422,132 134,599 0
WIPRO LTD SPON ADR 1 SH 97651M109 591 93,189 SH   DFND 1 93,189 0 0
WOLVERINE WORLD WIDE INC COM 978097103 299 7,809 SH   DFND 1 7,809 0 0
WOODWARD INC COM 980745103 351 2,909 SH   DFND 1 2,909 0 0
WORKDAY INC CL A 98138H101 133,118 535,836 SH   DFND 1 535,836 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 190 110,000 PRN   DFND 1 110,000 0 0
WORKIVA INC COM CL A 98139A105 485 5,490 SH   DFND 1 5,490 0 0
WORLD ACCEP CORPORATION COM 981419104 600 4,624 SH   DFND 1 4,624 0 0
WORLD FUEL SVCS CORP COM 981475106 4,226 120,051 SH   DFND 1 120,051 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 140,048 2,581,054 SH   DFND 1 742,954 1,838,100 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 83 37,000 PRN   DFND 1 37,000 0 0
WORTHINGTON INDS INC COM 981811102 711 10,603 SH   DFND 1 10,603 0 0
WSFS FINL CORP COM 929328102 221 4,433 SH   DFND 1 4,433 0 0
WW INTL INC COM 98262P101 358 11,432 SH   DFND 1 11,432 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 36,984 530,002 SH   DFND 1 435,758 94,244 0
WYNN RESORTS LTD COM 983134107 704 5,618 SH   DFND 1 5,618 0 0
XCEL ENERGY INC COM 98389B100 87,787 1,319,904 SH   DFND 1 1,251,221 68,683 0
XENIA HOTELS & RESORTS INC COM 984017103 28,437 1,458,286 SH   DFND 1 1,376,731 81,555 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,104 45,503 SH   DFND 1 45,503 0 0
XILINX INC COM 983919101 244,760 1,975,468 SH   DFND 1 1,975,468 0 0
XP INC CL A G98239109 1,542 40,922 SH   DFND 1 40,922 0 0
XPERI HOLDING CORP COM 98390M103 1,272 58,412 SH   DFND 1 58,412 0 0
XPO LOGISTICS INC COM 983793100 474 3,843 SH   DFND 1 3,843 0 0
XYLEM INC COM 98419M100 531 5,051 SH   DFND 1 5,051 0 0
YAMANA GOLD INC COM 98462Y100 8,630 1,988,396 SH   DFND 1 1,988,396 0 0
YANDEX N V SHS CLASS A N97284108 84,866 1,324,786 SH   DFND 1 1,107,343 217,443 0
YELP INC CL A 985817105 713 18,292 SH   DFND 1 18,292 0 0
YETI HLDGS INC COM 98585X104 1,881 26,051 SH   DFND 1 26,051 0 0
YUM BRANDS INC COM 988498101 15,780 145,869 SH   DFND 1 145,869 0 0
YUM CHINA HLDGS INC COM 98850P109 4,680 79,038 SH   DFND 1 79,038 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 437 900 SH   DFND 1 900 0 0
ZENDESK INC COM 98936J101 200,905 1,514,893 SH   DFND 1 1,514,893 0 0
ZILLOW GROUP INC CL A 98954M101 219 1,666 SH   DFND 1 1,666 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 298 2,298 SH   DFND 1 2,298 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 147 49,000 PRN   DFND 1 49,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 204 98,000 PRN   DFND 1 98,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 550,741 3,440,412 SH   DFND 1 3,232,934 207,478 0
ZIONS BANCORPORATION N A COM 989701107 687 12,503 SH   DFND 1 12,503 0 0
ZOETIS INC CL A 98978V103 197,365 1,253,269 SH   DFND 1 874,131 379,138 0
ZOMEDICA PHARMACEUTICALS COR COM 98980M109 86 54,217 SH   DFND 1 54,217 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 51,837 161,340 SH   DFND 1 161,340 0 0
ZSCALER INC COM 98980G102 42,966 250,280 SH   DFND 1 250,280 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 1,889 64,791 SH   DFND 1 64,791 0 0
ZUMIEZ INC COM 989817101 1,879 43,809 SH   DFND 1 43,809 0 0
ZUORA INC COM CL A 98983V106 278 18,771 SH   DFND 1 18,771 0 0
ZYMEWORKS INC COM 98985W102 6,948 220,004 SH   DFND 1 3,822 216,182 0
ZYNGA INC CL A 98986T108 91,395 8,951,538 SH   DFND 1 8,951,538 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 117 85,000 PRN   DFND 1 85,000 0 0