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Section 1: 13F-HR

Form 13F Filer Information

Filer CIK
Filer CCC
File Number
12-31-2018
Period
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a return copy? YES
Is this an electronic copy of an official filing submitted in paper format? YES

Submission Contact Information

Name
Phone
Email Address

Notification Information

Notify via Filing website only? YES

Notification will automatically be sent to the Login CIK, Submission Contact, and Primary Issuers. Specify additional addresses below.

Notification Email Addresses

United States
Securities and Exchange Commission
Washington, D.C. 20549

Form 13F

Form 13F Cover Page

Report for the Calendar Year or Quarter Ended:
12-31-2018
Check here if Amendment: Amendment Number:

This Amendment (Check only one.):

is a restatement.
adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
STATE STREET CORP
Address:
ONE LINCOLN STREET
BOSTON
MA
02111

Form 13F File Number:

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

Person Signing this Report on Behalf of Reporting Manager:

Name:
Ian W Appleyard
Title:
Global Controller and Chief Accounting Officer
Phone:
44-203-395-8019

Signature, Place, and Date of Signing:

Ian W Appleyard
[Signature]
London,MA
[City, State]
02-11-2019
[Date]

Report Type (Check only one.):

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

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

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

List of Other Managers Reporting for this Manager

[If there are no entries in this list, omit this section.]

Form 13F File Number Name

[Repeat as necessary.]

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

Additional Information

Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
11
Form 13F Information table Entry Total:
3761
Form 13F Information table Value Total:
1098368614
(thousands)

Confidential information has been omitted from the public Form 13F report and filed separately with the Commission.

List of Other Included Managers:

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

No.Form 13F File NumberName
1
2
5
6
8
10
11
12
13
19
20

[Repeat as necessary.]


028-00733
028-11338
028-11326
028-11327
028-11330
028-11332
028-18493
028-11331
028-11334
028-14459
028-18135




STATE STREET BANK & TRUST CO
SSGA FUNDS MANAGEMENT INC
State Street Global Advisors LTD
State Street Global Advisors Ltd.
State Street Global Advisors, Australia
State Street Global Advisors (Japan) Co., Ltd.
State Street Global Advisors Singapore LTD
State Street Global Advisors Asia LTD
State Street Global Advisors GmbH
State Street Global Advisors Ireland Ltd
State Street Global Advisors Trust Co
(Back To Top)

Section 2: INFORMATION TABLE

FORM 13F INFORMATION TABLE

Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Name of Issuer Title of Class CUSIP Value
(x$1000)
SHRS or
PRN AMT
SH/PRN PUT/CALL Investment
DISCRETION
Other
Manager
Voting Authority
Sole Shared None
1ST CONSTITUTION BANCORP COM 31986N102 2172 108979 SH DFND 2,20 86844 0 22135
58 COM INC SPON ADR REP A 31680Q104 88785 1637798 SH DFND 2,5,6,8,10,11,12,13,19,20 1245898 51003 340897
AIR TRANSPORT SERVICES GRP I COM 00922R105 26870 1177977 SH DFND 2,5,20 985832 0 192145
DIAMOND OFFSHORE DRILLING IN COM 25271C102 27566 2920177 SH DFND 2,5,6,8,11,12,13,20 2697263 2974 219940
DIAMONDBACK ENERGY INC COM 25278X109 764009 8241733 SH DFND 2,5,6,8,10,11,12,13,19,20 7596983 104502 540248
DIAMONDROCK HOSPITALITY CO COM 252784301 78485 8643679 SH DFND 2,5,8,10,13,20 7633623 44708 965348
DIANA SHIPPING INC COM Y2066G104 249 78403 SH DFND 2,20 78403 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 21860 2044890 SH DFND 2,5,8,20 1881371 0 163519
DICKS SPORTING GOODS INC COM 253393102 65925 2112973 SH DFND 2,5,6,8,11,12,13,20 2001166 3507 108300
DIEBOLD NXDF INC COM 253651103 5932 2382513 SH DFND 2,5,8,20 1862949 2012 517552
DIGI INTL INC COM 253798102 6893 683126 SH DFND 2,5,20 599279 0 83847
DIGIMARC CORP NEW COM 25381B101 2701 186273 SH DFND 2,5,20 153468 0 32805
DIGITAL RLTY TR INC COM 253868103 1265561 11767220 SH DFND 2,5,6,8,10,11,12,13,19,20 10329779 177003 1260438
AIRCASTLE LTD COM G0129K104 20708 1201175 SH DFND 2,5,8,20 1005352 2600 193223
DILLARDS INC CL A 254067101 35485 587399 SH DFND 2,5,6,8,11,12,13,20 544653 349 42397
DIME CMNTY BANCSHARES COM 253922108 15293 900632 SH DFND 2,5,8,20 797654 874 102104
DINE BRANDS GLOBAL INC COM 254423106 34008 500777 SH DFND 2,5,8,10,20 431100 3647 66030
DIODES INC COM 254543101 43336 1343327 SH DFND 2,5,8,10,20 1156110 1663 185554
DIPLOMAT PHARMACY INC COM 25456K101 25528 1896608 SH DFND 2,5,8,20 1530069 0 366539
DISCOVER FINL SVCS COM 254709108 861424 14605363 SH DFND 2,5,6,8,10,11,12,13,19,20 12918181 255790 1431392
DISCOVERY INC COM SER A 25470F104 159287 6438443 SH DFND 2,5,6,8,10,11,12,13,19,20 5384285 124752 929406
DISCOVERY INC COM SER C 25470F302 381377 16524155 SH DFND 2,5,6,8,10,11,12,13,19,20 13398522 294097 2831536
DISH NETWORK CORP CL A 25470M109 217105 8694634 SH DFND 2,5,6,8,10,11,12,13,19,20 7595203 143792 955639
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 23328 29250000 SH DFND 2,5 29250000 0 0
AK STL HLDG CORP COM 001547108 37779 16790792 SH DFND 2,5,12,13,20 15740601 5075 1045116
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 80256 98792000 SH DFND 2,5 98792000 0 0
DISNEY WALT CO COM DISNEY 254687106 6647817 60151873 SH DFND 1,2,5,6,8,10,11,12,13,19,20 46547474 1566868 12037531
DMC GLOBAL INC COM 23291C103 9440 268643 SH DFND 2,5,8,20 225411 0 43232
DOCUSIGN INC COM 256163106 32323 806452 SH DFND 2,5,20 715276 0 91176
DOLBY LABORATORIES INC COM 25659T107 55477 897111 SH DFND 2,5,8,13,20 815265 562 81284
DOLLAR GEN CORP NEW COM 256677105 1201807 11119603 SH DFND 2,5,6,8,10,11,12,13,19,20 9595539 380425 1143639
DOLLAR TREE INC COM 256746108 897462 9936468 SH DFND 2,5,6,8,10,11,12,13,19,20 8709221 143347 1083900
DOMINION ENERGY INC COM 25746U109 2273173 31810419 SH DFND 2,5,6,8,10,11,12,13,19,20 28308066 380791 3121562
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 35293 732077 SH DFND 2 732077 0 0
DOMINOS PIZZA INC COM 25754A201 314006 1266206 SH DFND 2,5,6,8,10,11,12,13,19,20 1117317 31952 116937
AKAMAI TECHNOLOGIES INC COM 00971T101 409604 6706020 SH DFND 2,5,6,8,10,11,12,13,19,20 5589336 176767 939917
DOMO INC COM CL B 257554105 3478 177161 SH DFND 2,20 134006 0 43155
DOMTAR CORP COM NEW 257559203 58839 1654736 SH DFND 2,5,6,8,11,12,13,20 1554934 550 99252
DONALDSON INC COM 257651109 218620 5038479 SH DFND 2,5,6,8,11,13,20 4845053 1196 192230
DONEGAL GROUP INC CL A 257701201 2911 213371 SH DFND 2,5,8,20 188028 0 25343
DONNELLEY FINL SOLUTIONS INC COM 25787G100 12782 911044 SH DFND 2,5,8,20 801549 504 108991
DONNELLEY R R & SONS CO COM 257867200 7510 1896342 SH DFND 2,5,8,20 1666015 1344 228983
DORIAN LPG LTD SHS USD Y2106R110 2793 479090 SH DFND 2,5,20 394584 0 84506
DORMAN PRODUCTS INC COM 258278100 68799 764265 SH DFND 2,5,8,20 669876 100 94289
DOUGLAS DYNAMICS INC COM 25960R105 15761 439149 SH DFND 2,5,8,20 358246 8300 72603
DOUGLAS EMMETT INC COM 25960P109 229614 6677291 SH DFND 2,5,6,8,10,11,12,13,19,20 6184161 36566 456564
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 20713 20835000 SH DFND 2,5 20835000 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 1556 205221 SH DFND 2,5,20 166941 0 38280
DOVER CORP COM 260003108 593511 8365201 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7516571 157684 690946
DOVER DOWNS GAMING & ENTMT I COM 260095104 29 10513 SH DFND 20 10513 0 0
DOWDUPONT INC COM 26078J100 5238492 97952354 SH DFND 2,5,6,8,10,11,12,13,19,20 81761136 1315632 14875586
DR REDDYS LABS LTD ADR 256135203 27705 734887 SH DFND 2,5,8,13,19,20 677858 0 57029
DRIL-QUIP INC COM 262037104 40376 1344512 SH DFND 2,5,6,8,11,20 1226062 1296 117154
DRIVE SHACK INC COM 262077100 3958 1009808 SH DFND 2,5,20 847395 0 162413
DROPBOX INC CL A 26210C104 3838 187838 SH DFND 2,20 187838 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 89 15730 SH DFND 2 15730 0 0
DSP GROUP INC COM 23332B106 2277 203272 SH DFND 2,20 198272 0 5000
AKCEA THERAPEUTICS INC COM 00972L107 9880 327807 SH DFND 2,5,8,20 280084 0 47723
DSW INC CL A 23334L102 59495 2384987 SH DFND 2,5,8,10,12,20 2084955 2806 297226
DTE ENERGY CO COM 233331107 1018990 9162117 SH DFND 2,5,6,8,10,11,12,13,19,20 8281516 151724 728877
DTE ENERGY CO UNIT 99/99/9999 233331883 17439 334659 SH DFND 2 334659 0 0
DUCOMMUN INC DEL COM 264147109 7540 207594 SH DFND 2,5,20 179863 0 27731
DUKE ENERGY CORP NEW COM NEW 26441C204 3013670 34920856 SH DFND 1,2,5,6,8,10,11,12,13,19,20 31146429 501016 3273411
DUKE REALTY CORP COM NEW 264411505 530091 20466827 SH DFND 2,5,6,8,10,11,12,13,19,20 18039914 309075 2117838
DULUTH HLDGS INC COM CL B 26443V101 4393 174109 SH DFND 2,8,20 138784 0 35325
DUN & BRADSTREET CORP DEL NE COM 26483E100 133849 937710 SH DFND 2,5,6,8,11,12,13,19,20 884546 701 52463
DUNKIN BRANDS GROUP INC COM 265504100 124505 1941744 SH DFND 2,5,6,8,11,13,20 1817132 900 123712
DURECT CORP COM 266605104 1220 2525565 SH DFND 2,5,20 2121871 0 403694
AKEBIA THERAPEUTICS INC COM 00972D105 14587 2637846 SH DFND 2,5,8,20 2390350 1272 246224
DXC TECHNOLOGY CO COM 23355L106 581385 10896037 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9545171 196726 1154140
DXP ENTERPRISES INC NEW COM NEW 233377407 11476 412230 SH DFND 2,5,8,20 359789 0 52441
DYCOM INDS INC COM 267475101 60545 1120381 SH DFND 2,5,6,8,11,13,20 841732 805 277844
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 14454 15560000 SH DFND 2,5 15560000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 27619 3018416 SH DFND 2,5,8,20 2794549 0 223867
DYNEX CAP INC COM NEW 26817Q506 9809 1662943 SH DFND 2,5,8,10,20 1494721 0 168222
E L F BEAUTY INC COM 26856L103 6022 695330 SH DFND 2,5,20 349901 0 345429
E TRADE FINANCIAL CORP COM NEW 269246401 471771 10751385 SH DFND 2,5,6,8,10,11,12,13,19,20 9532203 194177 1025005
EAGLE BANCORP INC MD COM 268948106 56300 1155828 SH DFND 2,5,8,20 1044374 800 110654
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3072 666370 SH DFND 2,20 525895 0 140475
AKORN INC COM 009728106 13799 4070492 SH DFND 2,5,8,13,20 3713936 2800 353756
EAGLE MATERIALS INC COM 26969P108 69529 1137357 SH DFND 2,5,6,11,13,20 1058276 738 78343
EAGLE PHARMACEUTICALS INC COM 269796108 33309 826735 SH DFND 2,5,8,20 787540 0 39195
EARTHSTONE ENERGY INC CL A 27032D304 1417 313573 SH DFND 2,20 251929 0 61644
EAST WEST BANCORP INC COM 27579R104 275292 6324198 SH DFND 2,5,6,8,10,11,12,13,19,20 5826963 121841 375394
EASTERLY GOVT PPTYS INC COM 27616P103 41264 2631643 SH DFND 2,5,6,8,10,20 2354638 12700 264305
EASTERN CO COM 276317104 2017 83408 SH DFND 2,20 70137 0 13271
EASTGROUP PPTY INC COM 277276101 143698 1554562 SH DFND 2,5,8,10,20 1331718 8129 214715
EASTMAN CHEM CO COM 277432100 479732 6506009 SH DFND 2,5,6,8,10,11,12,13,19,20 5496906 156749 852354
EASTMAN KODAK CO COM NEW 277461406 855 335130 SH DFND 2,5,20 291419 0 43711
EATON CORP PLC SHS G29183103 1252800 18246425 SH DFND 2,5,6,8,10,11,12,13,19,20 15765960 448290 2032175
AKOUSTIS TECHNOLOGIES INC COM 00973N102 66 13285 SH DFND 2,20 13285 0 0
EATON VANCE CORP COM NON VTG 278265103 303311 8621694 SH DFND 2,5,6,8,10,11,12,13,19,20 7958821 163759 499114
EBAY INC COM 278642103 1066845 38006599 SH DFND 2,5,6,8,10,11,12,13,19,20 33022944 672249 4311406
EBIX INC COM NEW 278715206 28757 675689 SH DFND 2,5,8,20 592726 500 82463
ECHO GLOBAL LOGISTICS INC COM 27875T101 18279 899105 SH DFND 2,5,8,20 796431 0 102674
ECHOSTAR CORP CL A 278768106 26031 708902 SH DFND 2,5,8,13,20 643650 307 64945
ECLIPSE RES CORP COM 27890G100 1424 1356005 SH DFND 2,5,20 1119388 0 236617
ECOLAB INC COM 278865100 1636331 11070941 SH DFND 2,5,6,8,10,11,12,13,19,20 9729840 174972 1166129
ECOPETROL S A SPONSORED ADS 279158109 20623 1298666 SH DFND 1,2,5,10,13,20 1140115 114698 43853
EDGE THERAPEUTICS INC COM 279870109 4 13523 SH DFND 20 13523 0 0
EDGEWELL PERS CARE CO COM 28035Q102 63503 1700221 SH DFND 2,5,6,8,11,12,13,20 1533154 850 166217
ALAMO GROUP INC COM 011311107 21887 283069 SH DFND 2,5,8,20 228915 0 54154
EDISON INTL COM 281020107 1408580 24548933 SH DFND 2,5,6,8,10,11,12,13,19,20 15271602 7920416 1356915
EDITAS MEDICINE INC COM 28106W103 48958 2152000 SH DFND 2,5,8,10,20 1995294 0 156706
EDWARDS LIFESCIENCES CORP COM 28176E108 1301103 8494500 SH DFND 2,5,6,8,10,11,12,13,19,20 7358296 224315 911889
EGAIN CORP COM NEW 28225C806 2811 427883 SH DFND 2,5,10,20 341198 0 86685
EHEALTH INC COM 28238P109 18677 486117 SH DFND 2,5,8,20 421423 0 64694
EHI CAR SVCS LTD SPON ADS CL A 26853A100 847 80688 SH DFND 2,5,20 80688 0 0
EIDOS THERAPEUTICS INC COM 28249H104 1007 73147 SH DFND 2,20 57147 0 16000
EKSO BIONICS HLDGS INC COM NEW 282644202 36 28936 SH DFND 2,20 28936 0 0
EL PASO ELEC CO COM NEW 283677854 57597 1148953 SH DFND 2,5,8,20 1007593 500 140860
EL POLLO LOCO HLDGS INC COM 268603107 9119 601133 SH DFND 2,5,20 458776 0 142357
8X8 INC NEW COM 282914100 46936 2601777 SH DFND 2,5,8,20 2287907 300 313570
ALARM COM HLDGS INC COM 011642105 45769 882384 SH DFND 2,5,8,20 771635 0 110749
ELANCO ANIMAL HEALTH INC COM 28414H103 37309 1183274 SH DFND 2,5,6,20 1125163 0 58111
ELASTIC N V ORD SHS N14506104 6122 85651 SH DFND 2,20 79264 0 6387
ELDORADO RESORTS INC COM 28470R102 70671 1951705 SH DFND 2,5,6,8,20 1746268 0 205437
ELECTRO SCIENTIFIC INDS COM 285229100 28151 939627 SH DFND 2,5,8,20 823937 0 115690
ELECTROCORE INC COM 28531P103 386 61585 SH DFND 2,20 37085 0 24500
ELECTRONIC ARTS INC COM 285512109 912272 11560919 SH DFND 2,5,6,8,10,11,12,13,19,20 10147271 204146 1209502
ELECTRONICS FOR IMAGING INC COM 286082102 31605 1274406 SH DFND 2,5,8,10,20 1090711 1881 181814
ELEVATE CREDIT INC COM 28621V101 1255 280030 SH DFND 2,20 238672 0 41358
ELLIE MAE INC COM 28849P100 44444 707371 SH DFND 2,5,8,13,20 597078 900 109393
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 278 26303 SH DFND 2,20 25811 0 492
ALASKA AIR GROUP INC COM 011659109 247265 4063524 SH DFND 2,5,6,8,10,11,12,13,19,20 3699954 555 363015
ELOXX PHARMACEUTICALS INC COM 29014R103 4159 346308 SH DFND 2,5,20 273238 0 73070
EMBRAER S A SP ADR REP 4 COM 29082A107 13970 630999 SH DFND 2,5,10,20 460964 70854 99181
EMC INS GROUP INC COM 268664109 5462 171494 SH DFND 2,5,20 144408 798 26288
EMCOR GROUP INC COM 29084Q100 109290 1830967 SH DFND 2,5,6,8,10,11,12,13,20 1618726 1018 211223
EMCORE CORP COM NEW 290846203 143 33944 SH DFND 2,20 33944 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 4940 400291 SH DFND 2,5,20 336908 0 63383
EMERGENT BIOSOLUTIONS INC COM 29089Q105 116584 1966661 SH DFND 2,5,8,10,20 1786053 900 179708
EMERSON ELEC CO COM 291011104 1716260 28724023 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25142079 659004 2922940
EMPIRE RESORTS INC COM PAR $0 01 292052305 511 50442 SH DFND 2,20 41125 0 9317
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 654 46201 SH DFND 2 46201 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 44 30563 SH DFND 20 30563 0 0
EMPIRE ST RLTY TR INC CL A 292104106 32387 2275985 SH DFND 2,5,8,10,20 1912595 31584 331806
EMPLOYERS HOLDINGS INC COM 292218104 38458 916320 SH DFND 2,5,8,20 793985 0 122335
ENANTA PHARMACEUTICALS INC COM 29251M106 68073 961079 SH DFND 2,5,8,10,20 901406 0 59673
ENBRIDGE INC COM 29250N105 272838 8778564 SH DFND 1,2,5,6,8,10,12,19,20 1979061 6675414 124089
ENCOMPASS HEALTH CORP COM 29261A100 151902 2451312 SH DFND 2,5,6,8,11,13,20 2291714 1452 158146
ENCORE CAP GROUP INC COM 292554102 16477 701131 SH DFND 2,5,8,20 609421 900 90810
ENCORE WIRE CORP COM 292562105 28745 572828 SH DFND 2,5,8,20 504922 400 67506
ENDO INTL PLC SHS G30401106 53253 7294970 SH DFND 2,5,8,10,12,13,20 6389403 6160 899407
ENDOLOGIX INC COM 29266S106 1239 1730909 SH DFND 2,5,20 1140419 0 590490
ENDURANCE INTL GROUP HLDGS I COM 29272B105 9135 1373664 SH DFND 2,5,8,20 1154515 0 219149
ALBANY INTL CORP CL A 012348108 50102 800243 SH DFND 2,5,8,20 700756 136 99351
ENEL AMERICAS S A SPONSORED ADR 29274F104 31181 3495679 SH DFND 2,5,8,10,13,20 3333008 0 162671
ENEL CHILE S A SPONSORED ADR 29278D105 10203 2061262 SH DFND 2,5,8,10,13,20 1940495 0 120767
ENERGIZER HLDGS INC NEW COM 29272W109 68186 1510207 SH DFND 2,5,6,8,11,13,20 1423179 650 86378
ENERGOUS CORP COM 29272C103 2186 377623 SH DFND 2,5,20 312954 0 64669
ENERGY FOCUS INC COM NEW 29268T300 6 10200 SH DFND 20 10200 0 0
ENERGY FUELS INC COM NEW 292671708 3791 1330140 SH DFND 2,5,6,20 1047729 0 282411
ENERGY RECOVERY INC COM 29270J100 4303 639392 SH DFND 2,5,20 532174 0 107218
ENERSYS COM 29275Y102 102626 1322328 SH DFND 2,5,6,8,10,11,13,20 1166103 305 155920
ENGILITY HLDGS INC NEW COM 29286C107 27820 977520 SH DFND 1,2,5,8,20 904364 682 72474
ENI S P A SPONSORED ADR 26874R108 1834 58213 SH DFND 1,20 58213 0 0
ALBEMARLE CORP COM 012653101 475901 6148661 SH DFND 2,5,6,8,10,11,12,13,19,20 5647831 60299 440531
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1066 112318 SH DFND 5,8,19,20 93593 3325 15400
ENNIS INC COM 293389102 14128 733938 SH DFND 2,5,8,10,20 597342 1458 135138
ENOVA INTL INC COM 29357K103 19353 994508 SH DFND 2,5,8,20 810833 0 183675
ENPHASE ENERGY INC COM 29355A107 7002 1480419 SH DFND 2,5,20 1205319 0 275100
ENPRO INDS INC COM 29355X107 35583 592058 SH DFND 2,5,8,20 521496 843 69719
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 20017 29650000 SH DFND 2,5 29650000 0 0
ENSCO PLC SHS CLASS A G3157S106 29502 8287128 SH DFND 2,5,6,8,11,12,13,20 8156413 12538 118177
ENSIGN GROUP INC COM 29358P101 58845 1515208 SH DFND 2,5,8,10,20 1292973 1400 220835
ENSTAR GROUP LIMITED SHS G3075P101 45034 268750 SH DFND 2,5,8,20 231504 300 36946
ENTEGRA FINL CORP COM 29363J108 2539 122340 SH DFND 2,13,20 102222 0 20118
ALBIREO PHARMA INC COM 01345P106 3414 139167 SH DFND 2,20 110967 0 28200
ENTEGRIS INC COM 29362U104 80513 2886297 SH DFND 2,5,8,10,13,20 2373801 2169 510327
ENTERCOM COMMUNICATIONS CORP CL A 293639100 17076 2990583 SH DFND 2,5,8,13,20 2593144 0 397439
ENTERGY CORP NEW COM 29364G103 818691 9511917 SH DFND 2,5,6,8,10,11,12,13,19,20 8235591 136329 1139997
ENTERPRISE BANCORP INC MASS COM 293668109 5567 173100 SH DFND 2,5,20 145786 0 27314
ENTERPRISE FINL SVCS CORP COM 293712105 25162 668674 SH DFND 2,5,8,20 530932 0 137742
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4942 1698137 SH DFND 2,5,20 1466628 0 231509
ENVESTNET INC COM 29404K106 46701 949402 SH DFND 2,5,8,20 744529 1000 203873
ENVIVA PARTNERS LP COM UNIT 29414J107 206 7434 SH DFND 20 0 0 7434
ENZO BIOCHEM INC COM 294100102 2030 730075 SH DFND 2,5,20 619943 0 110132
EOG RES INC COM 26875P101 2350105 26947653 SH DFND 2,5,6,8,10,11,12,13,19,20 24135615 401788 2410250
ALCOA CORP COM 013872106 88640 3334839 SH DFND 2,5,6,8,12,13,19,20 3078601 2121 254117
EP ENERGY CORP CL A 268785102 497 710082 SH DFND 2,5,20 602481 0 107601
EPAM SYS INC COM 29414B104 73651 634864 SH DFND 2,5,8,13,20 557349 500 77015
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ALDEYRA THERAPEUTICS INC COM 01438T106 2361 284480 SH DFND 2,20 223620 0 60860
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AAC HLDGS INC COM 000307108 278 198222 SH DFND 2,20 166883 0 31339
ALLEGHENY TECHNOLOGIES INC COM 01741R102 103654 4761340 SH DFND 2,5,6,8,11,12,13,20 4365621 945 394774
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FLAGSTAR BANCORP INC COM PAR .001 337930705 20683 783445 SH DFND 2,5,8,20 681408 0 102037
FLEETCOR TECHNOLOGIES INC COM 339041105 606910 3267876 SH DFND 2,5,6,8,10,11,12,13,19,20 2855008 47600 365268
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ALLEGION PUB LTD CO ORD SHS G0176J109 317650 3985069 SH DFND 2,5,6,8,10,11,12,13,19,20 3419398 66669 499002
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FLY LEASING LTD SPONSORED ADR 34407D109 286 27046 SH DFND 2 27046 0 0
FNB CORP PA COM 302520101 151405 15386703 SH DFND 2,5,6,8,11,13,20 14893503 2953 490247
FOAMIX PHARMACEUTICALS LTD SHS M46135105 183 50999 SH DFND 2 50999 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 8600 326638 SH DFND 2,20 269788 0 56850
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 14455 167978 SH DFND 1,5,8,13,20 161410 0 6568
ALLENA PHARMACEUTICALS INC COM 018119107 1010 185307 SH DFND 2,20 149630 0 35677
FONAR CORP COM NEW 344437405 3222 159184 SH DFND 2,20 144659 0 14525
FOOT LOCKER INC COM 344849104 231060 4343234 SH DFND 2,5,6,8,10,11,12,13,19,20 3932324 4564 406346
FORD MTR CO DEL COM PAR $0.01 345370860 1296497 169476779 SH DFND 2,5,6,8,10,11,12,13,19,20 144490381 2994202 21992196
FORESCOUT TECHNOLOGIES INC COM 34553D101 15838 609382 SH DFND 2,5,20 502546 0 106836
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ALLERGAN PLC SHS G0177J108 1725209 12907442 SH DFND 2,5,6,8,10,11,12,13,19,20 11217586 229294 1460562
FORTIVE CORP 5% PFD CNV SER A 34959J207 33489 37050 SH DFND 2 37050 0 0
FORTIVE CORP COM 34959J108 768474 11357884 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9996899 268468 1092517
FORTRESS BIOTECH INC COM 34960Q109 477 554468 SH DFND 2,20 466010 0 88458
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 581 40515 SH DFND 2 40515 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 240023 6318045 SH DFND 2,5,6,8,10,11,12,13,19,20 5527179 133458 657408
FORTY SEVEN INC COM 34983P104 1763 112126 SH DFND 2,20 94526 0 17600
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11370 2753015 SH DFND 2,5,8,20 2158811 0 594204
FORWARD AIR CORP COM 349853101 50633 923113 SH DFND 2,5,8,10,20 782255 84 140774
FOSSIL GROUP INC COM 34988V106 25530 1623018 SH DFND 2,5,8,20 1459457 1924 161637
FOSTER L B CO COM 350060109 2890 181773 SH DFND 2,20 117093 0 64680
ALLETE INC COM NEW 018522300 127789 1676585 SH DFND 2,5,6,8,11,13,20 1498242 600 177743
FOUNDATION BLDG MATLS INC COM 350392106 2267 272864 SH DFND 2,5,20 227501 0 45363
FOUR CORNERS PPTY TR INC COM 35086T109 54075 2063918 SH DFND 2,5,6,8,10,20 1744647 16470 302801
FOX FACTORY HLDG CORP COM 35138V102 58880 1000171 SH DFND 2,5,8,20 875395 0 124776
FRANCESCAS HLDGS CORP COM 351793104 898 925279 SH DFND 2,5,20 809712 0 115567
FRANKLIN COVEY CO COM 353469109 3991 178740 SH DFND 2,5,20 148155 0 30585
FRANKLIN ELEC INC COM 353514102 51948 1211466 SH DFND 2,5,8,20 1024672 80 186714
FRANKLIN FINL NETWORK INC COM 35352P104 12527 475044 SH DFND 2,5,20 435588 0 39456
FRANKLIN RES INC COM 354613101 661118 22098195 SH DFND 2,5,6,8,10,11,12,13,19,20 20277950 435089 1385156
FRANKLIN STREET PPTYS CORP COM 35471R106 28800 4622848 SH DFND 2,5,8,10,20 4033224 26522 563102
FRANKS INTL N V COM N33462107 8651 1654202 SH DFND 2,5,8,20 1412000 0 242202
ALLIANCE DATA SYSTEMS CORP COM 018581108 290661 1936708 SH DFND 2,5,6,8,10,11,12,13,19,20 1621529 29512 285667
FREDS INC CL A 356108100 57 30184 SH DFND 20 30184 0 0
FREEPORT-MCMORAN INC CL B 35671D857 678047 65765994 SH DFND 2,5,6,8,10,11,12,13,19,20 58929940 993486 5842568
FREIGHTCAR AMER INC COM 357023100 1410 210702 SH DFND 2,5,20 175591 0 35111
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 213 6562 SH DFND 20 6562 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 18916 669114 SH DFND 2,5,8,20 541369 1338 126407
FRESHPET INC COM 358039105 16062 499433 SH DFND 2,5,8,20 418400 0 81033
FRONT YD RESIDENTIAL CORP COM 35904G107 14088 1586658 SH DFND 2,5,8,20 1403246 333 183079
FRONTDOOR INC COM 35905A109 22722 853888 SH DFND 2,5,8,12,13,20 747830 1050 105008
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 10058 4225881 SH DFND 1,2,5,8,13,20 3842200 2106 381575
FRONTLINE LTD SHS NEW G3682E192 6876 1243324 SH DFND 2,5,20 1018546 0 224778
ALLIANT ENERGY CORP COM 018802108 500618 11848939 SH DFND 2,5,6,8,10,11,12,13,19,20 10663857 212090 972992
FRP HLDGS INC COM 30292L107 6114 132887 SH DFND 2,5,20 111107 0 21780
FS BANCORP INC COM 30263Y104 2699 62953 SH DFND 2,20 52453 0 10500
FTD COS INC COM 30281V108 21 14163 SH DFND 20 14163 0 0
FTI CONSULTING INC COM 302941109 72607 1089548 SH DFND 2,5,8,10,20 935997 1302 152249
FTS INTERNATIONAL INC COM 30283W104 3416 480401 SH DFND 2,5,20 386398 0 94003
FUELCELL ENERGY INC COM NEW 35952H502 589 1069267 SH DFND 2,20 880667 0 188600
FULLER H B CO COM 359694106 172438 4041203 SH DFND 2,5,8,19,20 3683039 337 357827
FULTON FINL CORP PA COM 360271100 133314 8546481 SH DFND 2,5,6,8,11,20 7668528 2356 875597
FUNKO INC COM CL A 361008105 2713 206301 SH DFND 2,20 173581 0 32720
FUSION CONNECT INC COM 36116X102 580 345166 SH DFND 2,20 229966 0 115200
ALLIED MOTION TECHNOLOGIES I COM 019330109 4830 108077 SH DFND 2,20 88456 0 19621
FUTUREFUEL CORPORATION COM 36116M106 11085 698913 SH DFND 2,5,20 606195 0 92718
G-III APPAREL GROUP LTD COM 36237H101 36873 1322096 SH DFND 2,5,8,20 1020387 660 301049
G1 THERAPEUTICS INC COM 3621LQ109 23216 1212339 SH DFND 2,5,8,20 1142005 0 70334
GAIA INC NEW CL A 36269P104 1622 156530 SH DFND 2,20 125348 0 31182
GAIN CAP HLDGS INC COM 36268W100 4978 808049 SH DFND 2,5,20 719146 0 88903
GALECTIN THERAPEUTICS INC COM NEW 363225202 335 97558 SH DFND 2,20 97558 0 0
GALLAGHER ARTHUR J & CO COM 363576109 623878 8465103 SH DFND 2,5,6,8,10,11,12,13,19,20 7357921 149010 958172
GAMCO INVESTORS INC CL A COM 361438104 2432 143807 SH DFND 2,5,8,20 117373 0 26434
GAMESTOP CORP NEW CL A 36467W109 44684 3540699 SH DFND 2,5,8,12,13,20 3164878 1932 373889
GAMING & LEISURE PPTYS INC COM 36467J108 136235 4216505 SH DFND 2,5,8,10,12,13,19,20 3577278 46578 592649
AAON INC COM PAR $0.004 000360206 39326 1121671 SH DFND 2,5,8,20 982366 0 139305
ALLISON TRANSMISSION HLDGS I COM 01973R101 68651 1563451 SH DFND 2,5,8,13,20 1380500 2400 180551
GANNETT CO INC COM 36473H104 28539 3345733 SH DFND 2,5,8,12,20 2931733 4464 409536
GAP INC DEL COM 364760108 257684 10003244 SH DFND 2,5,6,8,10,11,12,13,19,20 8502158 318193 1182893
GARDNER DENVER HLDGS INC COM 36555P107 30325 1482900 SH DFND 2,5,8,20 1314380 2100 166420
GARMIN LTD SHS H2906T109 376834 5951154 SH DFND 2,5,6,8,10,11,12,13,19,20 4811915 174680 964559
GARRETT MOTION INC COM 366505105 23118 1873414 SH DFND 1,2,5,6,8,12,13,19,20 1767277 3987 102150
GARTNER INC COM 366651107 437588 3422933 SH DFND 2,5,6,8,10,11,12,13,19,20 2991369 50567 380997
GASLOG LTD SHS G37585109 12225 742699 SH DFND 2,5,10,20 620831 0 121868
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 7178 542165 SH DFND 2,5,8,20 493299 0 48866
GATX CORP COM 361448103 84662 1195629 SH DFND 2,5,6,8,10,11,20 1072412 337 122880
GCI LIBERTY INC COM CLASS A 36164V305 51194 1243791 SH DFND 2,5,8,13,20 1111124 943 131724
ALLOGENE THERAPEUTICS INC COM 019770106 9555 354792 SH DFND 2,20 290592 0 64200
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 34511 1405752 SH DFND 2,5,8,13,20 1173463 1704 230585
GDS HLDGS LTD SPONSORED ADR 36165L108 23978 1038446 SH DFND 1,2,5,6,8,10,11,12,13,19,20 809046 27500 201900
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1121 142118 SH DFND 2,20 119759 0 22359
GENCOR INDS INC COM 368678108 1552 141447 SH DFND 2,20 119579 0 21868
GENERAC HLDGS INC COM 368736104 62251 1252540 SH DFND 2,5,8,20 1017224 400 234916
GENERAL DYNAMICS CORP COM 369550108 1778140 11310604 SH DFND 2,5,6,8,10,11,12,13,19,20 10238787 264958 806859
GENERAL ELECTRIC CO COM 369604103 2563115 338146805 SH DFND 1,2,5,6,8,10,11,12,13,19,20 298149341 5252004 34745460
GENERAL FIN CORP DEL COM 369822101 1670 165176 SH DFND 2,20 134651 0 30525
GENERAL MLS INC COM 370334104 1329820 34150497 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22650705 8984119 2515673
GENERAL MOLY INC COM 370373102 10 42932 SH DFND 20 42932 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 50857 5275658 SH DFND 2,5,6,8,11,12,20 4723321 845 551492
GENERAL MTRS CO COM 37045V100 1866811 55808989 SH DFND 2,5,6,8,10,11,12,13,19,20 48590061 955087 6263841
GENESCO INC COM 371532102 30645 691761 SH DFND 2,5,8,20 622733 904 68124
GENESEE & WYO INC CL A 371559105 112816 1524125 SH DFND 2,5,6,8,11,13,20 1331919 583 191623
GENESIS HEALTHCARE INC CL A COM 37185X106 1432 1213601 SH DFND 2,5,20 1085345 0 128256
GENIE ENERGY LTD CL B 372284208 65 10854 SH DFND 20 10854 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4827 993124 SH DFND 2,5,20 836785 0 156339
GENOCEA BIOSCIENCES INC COM 372427104 8 26324 SH DFND 20 20600 0 5724
GENOMIC HEALTH INC COM 37244C101 66550 1033225 SH DFND 2,5,8,10,20 963976 0 69249
GENPACT LIMITED SHS G3922B107 44410 1645438 SH DFND 2,5,8,13,20 1473061 0 172377
GENTEX CORP COM 371901109 135718 6715366 SH DFND 2,5,6,8,11,12,13,19,20 6303931 10554 400881
ALLSTATE CORP COM 020002101 1357743 16339802 SH DFND 2,5,6,8,10,11,12,13,19,20 14264032 406866 1668904
GENTHERM INC COM 37253A103 40049 1001735 SH DFND 2,5,8,20 853668 1140 146927
GENUINE PARTS CO COM 372460105 818800 8465491 SH DFND 2,5,6,8,10,11,12,13,19,20 7608995 277886 578610
GENWORTH FINL INC COM CL A 37247D106 83071 17826339 SH DFND 2,5,6,8,11,12,13,20 16162887 17784 1645668
GEO GROUP INC NEW COM 36162J106 73014 3706318 SH DFND 2,5,6,8,11,13,20 3363443 5664 337211
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1239 120187 SH DFND 2,20 116587 0 3600
GERDAU S A SPON ADR REP PFD 373737105 14569 3874723 SH DFND 2,5,10,12,20 3325050 476025 73648
GERMAN AMERN BANCORP INC COM 373865104 13624 490593 SH DFND 2,5,8,20 343901 0 146692
GERON CORP COM 374163103 3147 3146997 SH DFND 2,5,8,20 2672975 0 474022
GETTY RLTY CORP NEW COM 374297109 34235 1150545 SH DFND 2,5,8,10,20 985032 7909 157604
GIBRALTAR INDS INC COM 374689107 31700 890705 SH DFND 2,5,8,20 781508 1270 107927
ALLY FINL INC COM 02005N100 252793 11155932 SH DFND 2,5,6,8,10,12,13,19,20 8536654 477817 2141461
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 240 26188 SH DFND 2,20 26188 0 0
GILDAN ACTIVEWEAR INC COM 375916103 282 9296 SH DFND 20 9296 0 0
GILEAD SCIENCES INC COM 375558103 3510021 56115444 SH DFND 2,5,6,8,10,11,12,13,19,20 48955735 983709 6176000
GLACIER BANCORP INC NEW COM 37637Q105 134189 3386902 SH DFND 2,5,8,20 3103542 1085 282275
GLADSTONE COML CORP COM 376536108 10999 613774 SH DFND 2,5,8,20 508520 9600 95654
GLADSTONE LD CORP COM 376549101 2431 211721 SH DFND 2,20 167191 0 44530
GLATFELTER COM 377316104 11568 1185249 SH DFND 2,5,8,20 1036452 2208 146589
GLAUKOS CORP COM 377322102 43445 773454 SH DFND 2,5,8,20 665958 0 107496
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 382418 9883390 SH DFND 1,20 40967 9627088 215335
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 89821 2188096 SH DFND 2,5,8,10,20 2032881 0 155215
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 175329 2404735 SH DFND 2,5,6,8,10,12,13,19,20 2087558 45997 271180
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 10849 431356 SH DFND 2,5,20 357007 0 74349
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 71 11077 SH DFND 2,5 11077 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 170 76321 SH DFND 2,20 76321 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 6068 167474 SH DFND 2,5,8,20 142759 0 24715
GLOBAL MED REIT INC COM NEW 37954A204 3781 416281 SH DFND 2,20 364067 0 52214
GLOBAL NET LEASE INC COM NEW 379378201 44018 2498211 SH DFND 2,5,8,10,20 2098855 15300 384056
GLOBAL PMTS INC COM 37940X102 607228 5887986 SH DFND 2,5,6,8,10,11,12,13,19,20 5161525 83747 642714
GLOBAL WTR RES INC COM 379463102 1583 156084 SH DFND 2,5,20 127398 0 28686
GLOBALSTAR INC COM 378973408 737 1151467 SH DFND 5,8,20 1019467 0 132000
GLOBUS MED INC CL A 379577208 107043 2473269 SH DFND 2,5,6,8,11,20 2207564 600 265105
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3547 348125 SH DFND 2,5,20 285343 0 62782
GLOWPOINT INC COM NEW 379887201 1 11101 SH DFND 20 11101 0 0
GLU MOBILE INC COM 379890106 20012 2479753 SH DFND 2,5,8,20 1970052 0 509701
GLYCOMIMETICS INC COM 38000Q102 11814 1247496 SH DFND 2,5,20 1136776 0 110720
GMS INC COM 36251C103 9346 628966 SH DFND 2,5,20 508398 0 120568
GNC HLDGS INC COM CL A 36191G107 4035 1702432 SH DFND 2,5,8,20 1383386 3200 315846
GODADDY INC CL A 380237107 214235 3264777 SH DFND 2,5,6,8,10,12,13,19,20 2539889 83144 641744
GOGO INC COM 38046C109 3268 1093124 SH DFND 2,5,8,20 912632 0 180492
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12086 12885000 SH DFND 2,5 12885000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 34349 1567882 SH DFND 2,5,8,10,20 1296375 0 271507
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 966 274570 SH DFND 5,8,20 274570 0 0
ALPHABET INC CAP STK CL A 02079K305 11225558 10742476 SH DFND 2,5,6,8,10,11,12,13,19,20 9185099 296385 1260992
GOLD RESOURCE CORP COM 38068T105 4572 1142896 SH DFND 2,5,6,20 994235 0 148661
GOLDEN ENTMT INC COM 381013101 4937 308174 SH DFND 2,5,20 259308 0 48866
GOLDEN MINERALS CO COM 381119106 6 28779 SH DFND 20 28779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 277 44912 SH DFND 2,5,20 44912 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 181 57528 SH DFND 2 57528 0 0
GOLDFIELD CORP COM 381370105 82 36419 SH DFND 13,20 11419 0 25000
GOLDMAN SACHS GROUP INC COM 38141G104 3524038 21095709 SH DFND 1,2,5,6,8,10,11,12,13,19,20 13094391 808334 7192984
GOODRICH PETE CORP COM PAR 382410843 1564 115839 SH DFND 2,20 88520 0 27319
GOODYEAR TIRE & RUBR CO COM 382550101 217560 10659473 SH DFND 2,5,6,8,10,11,12,13,19,20 8850040 166359 1643074
GOOSEHEAD INS INC COM CL A 38267D109 5029 191282 SH DFND 2,20 160482 0 30800
ALPHABET INC CAP STK CL C 02079K107 11274360 10886685 SH DFND 2,5,6,8,10,11,12,13,19,20 9229604 330156 1326925
GOPRO INC CL A 38268T103 9411 2219613 SH DFND 2,5,8,20 1882193 0 337420
GORMAN RUPP CO COM 383082104 12444 383950 SH DFND 2,5,10,20 320771 0 63179
GP STRATEGIES CORP COM 36225V104 2844 225537 SH DFND 2,5,20 189818 0 35719
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 14592 178928 SH DFND 2,5,19,20 177928 0 1000
GRACE W R & CO DEL NEW COM 38388F108 57942 892649 SH DFND 2,5,8,13,20 794746 3104 94799
GRACO INC COM 384109104 163277 3901480 SH DFND 2,5,6,8,11,13,20 3647980 1801 251699
GRAFTECH INTL LTD COM 384313508 8303 725802 SH DFND 2,5,8,20 661631 0 64171
GRAHAM CORP COM 384556106 4110 179959 SH DFND 2,5,20 153678 0 26281
GRAHAM HLDGS CO COM 384637104 68135 106364 SH DFND 2,5,6,8,11,12,13,20 100419 65 5880
GRAINGER W W INC COM 384802104 684464 2424084 SH DFND 2,5,6,8,10,11,12,13,19,20 2129045 82149 212890
ALTA MESA RES INC CL A 02133L109 1492 1492135 SH DFND 2,20 1207735 0 284400
GRAN TIERRA ENERGY INC COM 38500T101 2534 1167826 SH DFND 2,5,10,20 911694 124142 131990
GRAND CANYON ED INC COM 38526M106 59268 616481 SH DFND 2,5,8,13,20 541736 600 74145
GRANITE CONSTR INC COM 387328107 54385 1345873 SH DFND 2,5,6,8,11,20 1208246 1209 136418
GRANITE PT MTG TR INC COM 38741L107 21874 1185929 SH DFND 2,5,6,8,20 1018778 606 166545
GRAPHIC PACKAGING HLDG CO COM 388689101 44093 4115782 SH DFND 2,5,8,13,20 3691534 4200 420048
GRAY TELEVISION INC COM 389375106 22650 1536622 SH DFND 2,5,8,20 1273627 0 262995
GREAT AJAX CORP COM 38983D300 5046 418783 SH DFND 2,5,20 369939 0 48844
GREAT LAKES DREDGE & DOCK CO COM 390607109 6947 1049377 SH DFND 2,5,8,20 891418 0 157959
GREAT SOUTHN BANCORP INC COM 390905107 10774 232450 SH DFND 2,5,20 193473 0 38977
GREAT WESTN BANCORP INC COM 391416104 85054 2721726 SH DFND 2,5,8,20 2520524 1600 199602
AAR CORP COM 000361105 55202 1478371 SH DFND 2,5,8,20 1352493 786 125092
ALTABA INC COM 021346101 12106 208932 SH DFND 20 129867 0 79065
GREEN BRICK PARTNERS INC COM 392709101 2870 396462 SH DFND 2,5,20 330924 0 65538
GREEN DOT CORP CL A 39304D102 104906 1319246 SH DFND 2,5,8,10,13,20 1145098 900 173248
GREEN PLAINS INC COM 393222104 25672 1958204 SH DFND 2,5,8,20 1822132 0 136072
GREENBRIER COS INC COM 393657101 36343 919134 SH DFND 2,5,8,20 787746 0 131388
GREENE COUNTY BANCORP INC COM 394357107 1152 37008 SH DFND 2,20 31030 0 5978
GREENHILL & CO INC COM 395259104 14248 583944 SH DFND 2,5,8,20 471478 2100 110366
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 5123 594343 SH DFND 2,5,8,20 498707 1200 94436
GREENSKY INC CL A 39572G100 415 43322 SH DFND 2,20 43322 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 195 14998 SH DFND 2 14998 0 0
GREIF INC CL A 397624107 32247 858998 SH DFND 2,5,6,8,11,20 749053 5883 104062
ALTAIR ENGR INC COM CL A 021369103 13709 497071 SH DFND 2,5,20 421031 0 76040
GREIF INC CL B 397624206 4452 98860 SH DFND 2,5,20 82008 0 16852
GRIFFIN INL RLTY INC COM 398231100 262 8208 SH DFND 2,20 6944 0 1264
GRIFFON CORP COM 398433102 9730 931090 SH DFND 2,5,8,20 814140 0 116950
GRIFOLS S A SP ADR REP B NVT 398438408 2799 152441 SH DFND 1,2,10,13,20 146441 0 6000
GRITSTONE ONCOLOGY INC COM 39868T105 945 61160 SH DFND 2,20 41360 0 19800
GROUP 1 AUTOMOTIVE INC COM 398905109 40785 773623 SH DFND 2,5,8,12,20 619685 705 153233
GROUPON INC COM 399473107 34894 10904247 SH DFND 2,5,8,20 9477046 1800 1425401
GRUBHUB INC COM 400110102 132209 1721247 SH DFND 2,5,6,8,10,12,13,19,20 1448657 57172 215418
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 7446 195847 SH DFND 2,19,20 195847 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 13961 92704 SH DFND 2,13,19,20 92024 0 680
ALTERYX INC COM CL A 02156B103 32592 548044 SH DFND 2,5,20 462454 0 85590
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 106 17964 SH DFND 5 17964 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1667 60473 SH DFND 1 60473 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 7170 569971 SH DFND 1,5,13,20 567871 0 2100
GSI TECHNOLOGY COM 36241U106 96 18724 SH DFND 2,20 18724 0 0
GTT COMMUNICATIONS INC COM 362393100 19854 839133 SH DFND 2,5,8,20 707256 0 131877
GTX INC DEL COM NEW 40052B207 290 371621 SH DFND 2,20 311610 0 60011
GUARANTY BANCSHARES INC TEX COM 400764106 3686 122937 SH DFND 2,20 101844 0 21093
GUARANTY FED BANCSHARES INC COM 40108P101 325 14866 SH DFND 20 2300 0 12566
GUARDANT HEALTH INC COM 40131M109 8337 221786 SH DFND 2,20 178086 0 43700
GUESS INC COM 401617105 44624 2127515 SH DFND 2,5,8,10,12,20 1890445 28337 208733
ALTICE USA INC CL A 02156K103 2189 132502 SH DFND 2,5,8,10,20 132502 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 80126 998704 SH DFND 2,5,8,13,20 878946 1300 118458
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 11280 11700000 SH DFND 2,5 11700000 0 0
GULF ISLAND FABRICATION INC COM 402307102 1069 148079 SH DFND 2,20 144979 0 3100
GULFPORT ENERGY CORP COM NEW 402635304 66350 10129701 SH DFND 2,5,20 9340098 3200 786403
GW PHARMACEUTICALS PLC ADS 36197T103 829 8510 SH DFND 1,2 8510 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 13647 668312 SH DFND 2,5,8,10,20 552280 0 116032
HABIT RESTAURANTS INC COM CL A 40449J103 3545 337575 SH DFND 2,5,20 284258 0 53317
HACKETT GROUP INC COM 404609109 9576 591903 SH DFND 2,5,10,20 518866 0 73037
HAEMONETICS CORP COM 405024100 165989 1659058 SH DFND 2,5,6,8,10,11,13,20 1475192 604 183262
HAIN CELESTIAL GROUP INC COM 405217100 34733 2189979 SH DFND 2,5,6,8,11,13,20 2059049 666 130264
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4760 211671 SH DFND 2,5,8,20 171526 1000 39145
HALCON RES CORP COM PAR NEW 40537Q605 25310 14888510 SH DFND 2,5,20 14478705 0 409805
HALLADOR ENERGY COMPANY COM 40609P105 1384 273022 SH DFND 2,10,20 237439 0 35583
HALLIBURTON CO COM 406216101 1107159 41653848 SH DFND 2,5,6,8,10,11,12,13,19,20 37408518 592567 3652763
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2404 224844 SH DFND 2,20 186851 0 37993
HALOZYME THERAPEUTICS INC COM 40637H109 60093 4107501 SH DFND 2,5,8,10,20 3711495 0 396006
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3409 145305 SH DFND 2,5,20 119607 536 25162
HAMILTON LANE INC CL A 407497106 11468 308341 SH DFND 2,5,20 257617 0 50724
HANCOCK WHITNEY CORPORATION COM 410120109 143499 4141377 SH DFND 2,5,6,8,11,13,20 3843622 1000 296755
HANESBRANDS INC COM 410345102 244189 19488329 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17532287 236838 1719204
HANGER INC COM NEW 41043F208 600 31636 SH DFND 2,20 31636 0 0
ALTRA INDL MOTION CORP COM 02208R106 34370 1357573 SH DFND 2,5,6,8,13,20 962021 199 395353
HANMI FINL CORP COM NEW 410495204 24390 1238086 SH DFND 2,5,8,20 1135222 0 102864
HANNON ARMSTRONG SUST INFR C COM 41068X100 19982 1031193 SH DFND 2,5,8,20 846989 0 184204
HANOVER INS GROUP INC COM 410867105 137631 1178653 SH DFND 2,5,6,8,11,12,13,20 1119431 900 58322
HARBORONE BANCORP INC COM 41165F101 4359 274315 SH DFND 2,5,20 237021 0 37294
HARLEY DAVIDSON INC COM 412822108 234300 6866951 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5967194 118821 780936
HARMONIC INC COM 413160102 10203 2161609 SH DFND 2,5,20 1917062 0 244547
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 156 87300 SH DFND 8,20 87300 0 0
HARRIS CORP DEL COM 413875105 680928 5057021 SH DFND 2,5,6,8,10,11,12,13,19,20 4515204 72830 468987
HARSCO CORP COM 415864107 44553 2243351 SH DFND 2,5,8,12,20 1912008 3081 328262
HARTFORD FINL SVCS GROUP INC COM 416515104 909867 20330917 SH DFND 2,5,6,8,10,11,12,13,19,20 14782455 4122423 1426039
ALTRIA GROUP INC COM 02209S103 3485287 69440106 SH DFND 1,2,5,6,8,10,12,13,19,20 62243868 1186067 6010171
HARVARD BIOSCIENCE INC COM 416906105 1598 502435 SH DFND 2,20 408199 0 94236
HASBRO INC COM 418056107 398153 4900339 SH DFND 2,5,6,8,10,11,12,13,19,20 4269188 130836 500315
HAVERTY FURNITURE INC COM 419596101 11910 634195 SH DFND 2,5,8,20 572202 0 61993
HAWAIIAN ELEC INDUSTRIES COM 419870100 106143 2898494 SH DFND 2,5,6,8,11,12,13,20 2725867 1256 171371
HAWAIIAN HOLDINGS INC COM 419879101 39444 1493518 SH DFND 2,5,13,20 1314641 0 178877
HAWKINS INC COM 420261109 13101 319918 SH DFND 2,5,8,20 288790 349 30779
HAWTHORN BANCSHARES INC COM 420476103 403 19056 SH DFND 20 1872 0 17184
HAYNES INTERNATIONAL INC COM NEW 420877201 11099 420434 SH DFND 2,5,8,20 378444 900 41090
HC2 HLDGS INC COM 404139107 1623 614597 SH DFND 2,5,20 493486 0 121111
HCA HEALTHCARE INC COM 40412C101 1441336 11581647 SH DFND 2,5,6,8,10,11,12,13,19,20 9915797 357150 1308700
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 193 24618 SH DFND 5 24618 0 0
HCI GROUP INC COM 40416E103 10182 200397 SH DFND 2,5,8,20 175204 0 25193
HCP INC COM 40414L109 794430 28443621 SH DFND 2,5,6,8,10,11,12,13,19,20 25216641 386080 2840900
HD SUPPLY HLDGS INC COM 40416M105 149291 3978978 SH DFND 2,5,6,8,10,12,13,19,20 3085774 196616 696588
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4229 40821 SH DFND 1,8,20 40821 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 5948 222524 SH DFND 2,5,10,20 179918 0 42606
HEALTHCARE RLTY TR COM 421946104 175673 6176957 SH DFND 2,5,6,8,10,11,13,19,20 5559909 29834 587214
HEALTHCARE SVCS GRP INC COM 421906108 96068 2390951 SH DFND 2,5,6,8,11,13,20 2005510 1025 384416
HEALTHCARE TR AMER INC CL A NEW 42225P501 106238 4147898 SH DFND 2,5,8,10,12,13,19,20 3506732 47490 593676
HEALTHEQUITY INC COM 42226A107 99996 1676371 SH DFND 2,5,6,8,11,13,20 1502835 1200 172336
HEALTHSTREAM INC COM 42222N103 19429 804499 SH DFND 2,5,8,10,20 671413 800 132286
AMAG PHARMACEUTICALS INC COM 00163U106 39261 2584646 SH DFND 2,5,8,10,20 2405169 342 179135
HEARTLAND EXPRESS INC COM 422347104 25442 1390265 SH DFND 2,5,8,20 1227493 2724 160048
HEARTLAND FINL USA INC COM 42234Q102 32458 738528 SH DFND 2,5,8,20 647952 0 90576
HECLA MNG CO COM 422704106 36442 15441376 SH DFND 2,5,6,8,20 13991871 9381 1440124
HEICO CORP NEW CL A 422806208 58899 934902 SH DFND 2,5,8,13,20 813745 1718 119439
HEICO CORP NEW COM 422806109 85649 1105439 SH DFND 2,5,8,13,20 1031307 275 73857
HEIDRICK & STRUGGLES INTL IN COM 422819102 18710 599886 SH DFND 2,5,8,20 511177 5400 83309
HELEN OF TROY CORP LTD COM G4388N106 118222 901221 SH DFND 2,5,6,8,10,11,13,20 805860 388 94973
HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 2154 235113 SH DFND 2,20 181373 0 53740
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 24390 4508397 SH DFND 2,5,8,20 4028843 3985 475569
HELMERICH & PAYNE INC COM 423452101 284420 5932826 SH DFND 2,5,6,8,10,11,12,13,19,20 5078155 72406 782265
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 3190 163611 SH DFND 2,20 135361 0 28250
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 3754 309252 SH DFND 2,20 257296 0 51956
HENRY JACK & ASSOC INC COM 426281101 430818 3405134 SH DFND 2,5,6,8,10,11,12,13,19,20 2873066 105216 426852
HERBALIFE NUTRITION LTD COM SHS G4412G101 105463 1789033 SH DFND 2,5,6,8,12,13,19,20 1341527 1210 446296
HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 27289 19733000 SH DFND 2,5 19733000 0 0
HERC HLDGS INC COM 42704L104 12596 484664 SH DFND 2,5,8,13,20 405134 623 78907
HERITAGE COMMERCE CORP COM 426927109 11543 1017942 SH DFND 2,5,20 896798 0 121144
HERITAGE CRYSTAL CLEAN INC COM 42726M106 5883 255658 SH DFND 2,5,20 218243 0 37415
HERITAGE FINL CORP WASH COM 42722X106 37856 1273763 SH DFND 2,5,8,20 1108121 0 165642
HERITAGE INS HLDGS INC COM 42727J102 6155 416438 SH DFND 2,5,8,20 342339 0 74099
HERON THERAPEUTICS INC COM 427746102 90427 3485992 SH DFND 2,5,8,10,20 3187625 0 298367
AARONS INC COM PAR $0.50 002535300 106103 2521168 SH DFND 2,5,6,8,10,11,20 2113246 804 407118
AMARIN CORP PLC SPONS ADR NEW 023111206 30488 2241609 SH DFND 1,2,5,13 2235309 0 6300
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 29585 1686717 SH DFND 2,5,8,10,20 1501922 9249 175546
HERSHEY CO COM 427866108 692097 6457330 SH DFND 2,5,6,8,10,11,12,13,19,20 5381285 128935 947110
HERTZ GLOBAL HLDGS INC COM 42806J106 21270 1558259 SH DFND 2,5,8,12,13,20 1376045 1871 180343
HESKA CORP COM RESTRC NEW 42805E306 18699 217183 SH DFND 2,5,20 193356 0 23827
HESS CORP COM 42809H107 531745 13129518 SH DFND 2,5,6,8,10,11,12,13,19,20 11927134 155854 1046530
HESS CORP DEP PDF SR A 42809H404 15645 315424 SH DFND 2 315424 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 893114 67040917 SH DFND 1,2,5,6,8,10,11,12,13,19,20 51708719 7006381 8325817
HEXCEL CORP NEW COM 428291108 122671 2139369 SH DFND 2,5,8,13,20 2007757 1771 129841
HFF INC CL A 40418F108 36245 1093036 SH DFND 2,5,8,10,20 924427 200 168409
HIBBETT SPORTS INC COM 428567101 8059 563541 SH DFND 2,5,8,20 484942 1262 77337
AMAZON COM INC COM 023135106 23692139 15773900 SH DFND 1,2,5,6,8,10,11,12,13,19,20 13829766 262163 1681971
HIGHPOINT RES CORP COM 43114K108 18255 7331394 SH DFND 2,5,20 6964540 2400 364454
HIGHWOODS PPTYS INC COM 431284108 168423 4353128 SH DFND 2,5,6,8,10,11,13,19,20 4032162 23034 297932
HILL ROM HLDGS INC COM 431475102 160776 1815648 SH DFND 2,5,6,8,11,13,20 1595392 1000 219256
HILLENBRAND INC COM 431571108 68921 1817047 SH DFND 2,5,8,10,20 1545210 595 271242
HILLTOP HOLDINGS INC COM 432748101 36611 2053365 SH DFND 2,5,8,20 1824631 1279 227455
HILTON GRAND VACATIONS INC COM 43283X105 33387 1265157 SH DFND 2,5,8,13,20 1105359 1690 158108
HILTON WORLDWIDE HLDGS INC COM 43300A203 808953 11266759 SH DFND 2,5,6,8,10,11,12,13,19,20 9986671 149750 1130338
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 687 200237 SH DFND 2,5,10,20 200237 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4315 21821 SH DFND 2,5,20 18074 0 3747
HMS HLDGS CORP COM 40425J101 73293 2605518 SH DFND 2,5,8,10,20 1996280 2919 606319
AMBAC FINL GROUP INC COM NEW 023139884 21447 1243997 SH DFND 2,5,8,20 1081954 0 162043
HNI CORP COM 404251100 48579 1371120 SH DFND 2,5,6,8,10,11,20 1204534 7217 159369
HOLLYFRONTIER CORP COM 436106108 489054 9566790 SH DFND 2,5,6,8,10,11,12,13,19,20 8174608 252094 1140088
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3020 172449 SH DFND 2,5,20 172449 0 0
HOLOGIC INC COM 436440101 443345 10786982 SH DFND 2,5,6,8,10,11,12,13,19,20 9424520 183485 1178977
HOME BANCORP INC COM 43689E107 5867 165735 SH DFND 2,5,20 117045 0 48690
HOME BANCSHARES INC COM 436893200 116961 7157959 SH DFND 2,5,6,8,11,13,20 6595533 3300 559126
HOME DEPOT INC COM 437076102 8932899 51989867 SH DFND 1,2,5,6,8,10,11,12,13,19,20 40574542 812319 10603006
HOMESTREET INC COM 43785V102 16041 755562 SH DFND 2,5,20 622824 0 132738
HOMETOWN BANKSHARES CORP COM 43787N108 201 17001 SH DFND 20 0 0 17001
HOMETRUST BANCSHARES INC COM 437872104 9629 367805 SH DFND 2,5,20 310589 0 57216
AMBARELLA INC SHS G037AX101 20669 590889 SH DFND 2,5,8,20 492242 100 98547
HOMOLOGY MEDICINES INC COM 438083107 6132 274222 SH DFND 2,20 229242 0 44980
HONDA MOTOR LTD AMERN SHS 438128308 504 19059 SH DFND 2,20 19059 0 0
HONEYWELL INTL INC COM 438516106 3834638 29023904 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25700984 793778 2529142
HOOKER FURNITURE CORP COM 439038100 5872 222916 SH DFND 2,5,13,20 185520 0 37396
HOPE BANCORP INC COM 43940T109 73217 6173405 SH DFND 2,5,8,13,20 5742438 1800 429167
HOPFED BANCORP INC COM 439734104 179 13433 SH DFND 20 1717 0 11716
HORACE MANN EDUCATORS CORP N COM 440327104 46888 1252010 SH DFND 2,5,8,20 1002031 77 249902
HORIZON BANCORP INC COM 440407104 12615 799434 SH DFND 2,5,20 590776 0 208658
HORIZON GLOBAL CORP COM 44052W104 52 36623 SH DFND 2,20 36623 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 12198 12200000 SH DFND 2,5 12200000 0 0
AMBER RD INC COM 02318Y108 2890 351204 SH DFND 2,20 288435 0 62769
HORIZON PHARMA PLC SHS G4617B105 70353 3600455 SH DFND 2,5,8,10,13,20 3021318 4600 574537
HORMEL FOODS CORP COM 440452100 1185354 27773057 SH DFND 2,5,6,8,10,12,13,19,20 14276468 11392123 2104466
HORNBECK OFFSHORE SVCS INC N COM 440543106 73 50514 SH DFND 2,20 50514 0 0
HORTONWORKS INC COM 440894103 20460 1418840 SH DFND 2,5,8,20 1200329 0 218511
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 172918 7241103 SH DFND 2,5,6,8,10,11,12,13,19,20 6725953 38129 477021
HOST HOTELS & RESORTS INC COM 44107P104 778449 46013566 SH DFND 1,2,5,6,8,10,11,12,13,19,20 40160184 879948 4973434
HOSTESS BRANDS INC CL A 44109J106 27481 2512006 SH DFND 2,5,8,20 1563248 0 948758
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 18121 2045207 SH DFND 2,5,8,20 1713206 5100 326901
HOULIHAN LOKEY INC CL A 441593100 26812 728585 SH DFND 2,5,20 591820 0 136765
HOVNANIAN ENTERPRISES INC CL A 442487203 1504 2199164 SH DFND 2,5,13,20 1775883 0 423281
AMBEV SA SPONSORED ADR 02319V103 89173 22304041 SH DFND 2,5,8,10,13,20 19895130 2083452 325459
HOWARD BANCORP INC COM 442496105 2948 206183 SH DFND 2,20 168188 0 37995
HOWARD HUGHES CORP COM 44267D107 48966 501596 SH DFND 2,5,8,13,20 445867 560 55169
HP INC COM 40434L105 1506180 73051946 SH DFND 1,2,5,6,8,10,11,12,13,19,20 55515355 8654331 8882260
HSBC HLDGS PLC ADR A 1/40PF A 404280604 12909 500935 SH DFND 2 500935 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1933 47030 SH DFND 1,20 47030 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 151 59438 SH DFND 2,20 59438 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 469 18742 SH DFND 5,20 18742 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 14408 14834999 SH DFND 2,5 14834999 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 63977 2210702 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1719402 67700 423600
HUB GROUP INC CL A 443320106 40199 1084413 SH DFND 2,5,8,20 918614 55 165744
AMC ENTMT HLDGS INC CL A COM 00165C104 12424 1011743 SH DFND 2,5,8,20 846113 320 165310
HUBBELL INC COM 443510607 130655 1315228 SH DFND 2,5,6,8,11,13,20 1234069 491 80668
HUBSPOT INC COM 443573100 90820 722338 SH DFND 2,5,8,13,20 605983 800 115555
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 16651 11591000 SH DFND 2,5 11591000 0 0
HUDSON GLOBAL INC COM 443787106 21 15816 SH DFND 20 15816 0 0
HUDSON LTD COM CL A G46408103 11349 661767 SH DFND 2,5,20 548110 0 113657
HUDSON PAC PPTYS INC COM 444097109 140568 4837180 SH DFND 2,5,8,10,13,19,20 4351990 36904 448286
HUDSON TECHNOLOGIES INC COM 444144109 26 29255 SH DFND 20 29255 0 0
HUMANA INC COM 444859102 1713499 5970895 SH DFND 2,5,6,8,10,11,12,13,19,20 5104784 161415 704696
HUNT COS FIN TR INC COM 44558T100 155 53229 SH DFND 20 2209 0 51020
HUNT J B TRANS SVCS INC COM 445658107 335179 3602530 SH DFND 2,5,6,8,10,11,12,13,19,20 3097089 127577 377864
AMC NETWORKS INC CL A 00164V103 63236 1152258 SH DFND 2,5,6,8,11,13,20 1084404 293 67561
HUNTINGTON BANCSHARES INC COM 446150104 620999 51479559 SH DFND 2,5,6,8,10,11,12,13,19,20 46684801 668439 4126319
HUNTINGTON INGALLS INDS INC COM 446413106 613872 3225643 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1751283 1099025 375335
HUNTSMAN CORP COM 447011107 54010 2799887 SH DFND 2,5,8,12,13,20 2509203 12636 278048
HURCO COMPANIES INC COM 447324104 5577 156218 SH DFND 2,5,20 139280 0 16938
HURON CONSULTING GROUP INC COM 447462102 22026 429264 SH DFND 2,5,8,20 356192 902 72170
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 17385 752943 SH DFND 1,2,5,8,10,11,12,13,20 555443 25600 171900
HUTTIG BLDG PRODS INC COM 448451104 37 20713 SH DFND 2,20 20713 0 0
HUYA INC ADS REP SHS A 44852D108 502 32441 SH DFND 2,5 32441 0 0
HYATT HOTELS CORP COM CL A 448579102 33125 490022 SH DFND 2,5,10,13,20 442781 0 47241
HYSTER YALE MATLS HANDLING I CL A 449172105 12066 194732 SH DFND 2,5,8,20 163553 536 30643
AMDOCS LTD SHS G02602103 110164 1872815 SH DFND 2,5,6,8,10,12,13,19,20 1758546 0 114269
I D SYSTEMS INC COM 449489103 98 17619 SH DFND 2,20 17619 0 0
I3 VERTICALS INC COM CL A 46571Y107 2671 110832 SH DFND 2,20 90682 0 20150
IAC INTERACTIVECORP COM 44919P508 290281 1585889 SH DFND 2,5,6,8,10,12,13,19,20 1244114 81753 260022
IBERIABANK CORP COM 450828108 148579 2296928 SH DFND 2,5,8,13,20 2033365 474 263089
ICF INTL INC COM 44925C103 23770 366156 SH DFND 2,5,8,20 306684 0 59472
ICHOR HOLDINGS SHS G4740B105 9913 608188 SH DFND 2,5,20 522636 0 85552
ICICI BK LTD ADR 45104G104 87887 8540978 SH DFND 1,2,5,8,20 8385958 0 155020
ICON PLC SHS G4705A100 13552 104885 SH DFND 2,5,8,10,13,19,20 104402 0 483
ICONIX BRAND GROUP INC COM 451055107 5 60862 SH DFND 20 60862 0 0
ICU MED INC COM 44930G107 96057 418310 SH DFND 2,5,6,8,11,13,20 389398 300 28612
AMEDISYS INC COM 023436108 93440 797886 SH DFND 2,5,8,20 686055 574 111257
IDACORP INC COM 451107106 160784 1727745 SH DFND 2,5,6,8,11,12,13,20 1452582 490 274673
IDEANOMICS INC COM 45166V106 140 116369 SH DFND 2 116369 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 1181 426217 SH DFND 2,5,13,20 314471 0 111746
IDEX CORP COM 45167R104 299118 2369064 SH DFND 2,5,6,8,10,11,12,13,19,20 2049449 97200 222415
IDEXX LABS INC COM 45168D104 664666 3573087 SH DFND 2,5,6,8,10,11,12,13,19,20 3089532 71517 412038
IDT CORP CL B NEW 448947507 127 20437 SH DFND 2,20 20437 0 0
IES HLDGS INC COM 44951W106 2387 153534 SH DFND 2,20 127805 0 25729
IHS MARKIT LTD SHS G47567105 663480 13831140 SH DFND 2,5,6,8,10,11,12,13,19,20 12161140 235500 1434500
II VI INC COM 902104108 54006 1663757 SH DFND 2,5,8,20 1452354 308 211095
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 14634 718037 SH DFND 1,2,5,20 714606 0 3431
ABB LTD SPONSORED ADR 000375204 803 42254 SH DFND 2,20 42254 0 0
AMERCO COM 023586100 62820 191169 SH DFND 2,5,6,8,10,12,13,19,20 137638 7083 46448
ILLINOIS TOOL WKS INC COM 452308109 1789739 14016519 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12362120 333973 1320426
ILLUMINA INC COM 452327109 1738204 5795367 SH DFND 2,5,6,8,10,11,12,13,19,20 5020041 146384 628942
ILLUMINA INC NOTE 6/1 452327AF6 25074 20645000 SH DFND 2,5 20645000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 21728 16600000 SH DFND 2,5 16600000 0 0
IMAX CORP COM 45245E109 19161 1018674 SH DFND 2,5,8,20 849921 1600 167153
IMMERSION CORP COM 452521107 4459 497608 SH DFND 2,5,20 416426 0 81182
IMMUNE DESIGN CORP COM 45252L103 860 661776 SH DFND 2,20 540027 0 121749
IMMUNOGEN INC COM 45253H101 38882 8100371 SH DFND 2,5,8,10,20 7599967 1976 498428
IMMUNOMEDICS INC COM 452907108 78953 5532786 SH DFND 2,5,8,10,20 5076329 3000 453457
IMPAC MTG HLDGS INC COM NEW 45254P508 513 135739 SH DFND 2,20 107750 0 27989
AMEREN CORP COM 023608102 816225 12513035 SH DFND 2,5,6,8,10,11,12,13,19,20 11024871 356003 1132161
IMPERVA INC COM 45321L100 39311 705897 SH DFND 2,5,8,20 594593 0 111304
IMPINJ INC COM 453204109 4495 308916 SH DFND 2,5,20 256403 0 52513
INCYTE CORP COM 45337C102 484731 7622760 SH DFND 2,5,6,8,10,11,12,13,19,20 6816698 95733 710329
INDEPENDENCE CONTRACT DRIL I COM 453415309 1858 595444 SH DFND 2,20 468932 0 126512
INDEPENDENCE HLDG CO NEW COM NEW 453440307 4316 122616 SH DFND 2,10,20 99848 0 22768
INDEPENDENCE RLTY TR INC COM 45378A106 35073 3748673 SH DFND 2,5,8,10,20 3332284 46700 369689
INDEPENDENT BANK CORP MASS COM 453836108 70721 1000469 SH DFND 1,2,5,8,20 834472 247 165750
INDEPENDENT BANK CORP MICH COM NEW 453838609 15814 752322 SH DFND 2,5,10,20 559793 0 192529
INDEPENDENT BK GROUP INC COM 45384B106 34061 744185 SH DFND 2,5,20 674443 0 69742
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 28661 1457088 SH DFND 2,5,8,10,20 1193226 10438 253424
AMERESCO INC CL A 02361E108 4677 331726 SH DFND 2,20 280329 0 51397
INFINERA CORPORATION COM 45667G103 14074 3527352 SH DFND 2,5,8,20 3052798 4811 469743
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 9161 12450000 SH DFND 2,5 12450000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 65 55289 SH DFND 20 55289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 2093 493547 SH DFND 2,20 393202 0 100345
INFOSYS LTD SPONSORED ADR 456788108 172428 18112158 SH DFND 1,2,5,8,10,13,19,20 16098433 0 2013725
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 1899 231905 SH DFND 2,20 185805 0 46100
INFRAREIT INC COM 45685L100 18946 890877 SH DFND 2,5,8,19,20 735031 0 155846
ING GROEP N V SPONSORED ADR 456837103 154 14463 SH DFND 2,20 14463 0 0
INGERSOLL-RAND PLC SHS G47791101 914724 10026571 SH DFND 2,5,6,8,10,11,12,13,19,20 8742505 177709 1106357
INGEVITY CORP COM 45688C107 104549 1249244 SH DFND 2,5,8,13,20 1016560 1113 231571
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 18029 1265191 SH DFND 1,5,8,13,20 1110596 0 154595
INGLES MKTS INC CL A 457030104 10292 378091 SH DFND 2,5,8,10,20 327351 0 50740
INGREDION INC COM 457187102 263951 2868467 SH DFND 2,5,6,8,10,11,12,13,19,20 2539760 91276 237431
INNERWORKINGS INC COM 45773Y105 3039 812452 SH DFND 2,5,8,20 680469 0 131983
INNOPHOS HOLDINGS INC COM 45774N108 15297 623618 SH DFND 2,5,8,10,20 542115 400 81103
INNOSPEC INC COM 45768S105 45798 741549 SH DFND 2,5,8,20 582313 400 158836
INNOVATE BIOPHARMACEUTICLS I COM PAR 45782F105 586 253569 SH DFND 2,5,20 214572 0 38997
INNOVATIVE INDL PPTYS INC COM 45781V101 6596 144262 SH DFND 2,20 117662 0 26600
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KINDRED BIOSCIENCES INC COM 494577109 4977 454528 SH DFND 2,20 361162 0 93366
KINGSTONE COS INC COM 496719105 2530 142991 SH DFND 2,20 122552 0 20439
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2296 81724 SH DFND 2,20 67624 0 14100
KINSALE CAP GROUP INC COM 49714P108 21587 388542 SH DFND 2,5,8,20 328413 0 60129
KIRBY CORP COM 497266106 89856 1333962 SH DFND 2,5,6,8,11,13,20 1259103 0 74859
AMERICAN STS WTR CO COM 029899101 176867 2638233 SH DFND 2,5,8,13,19,20 2510177 200 127856
KIRKLANDS INC COM 497498105 3692 387438 SH DFND 2,20 339388 0 48050
KITE RLTY GROUP TR COM NEW 49803T300 50597 3591007 SH DFND 2,5,8,10,20 3141535 19512 429960
KKR & CO INC CL A 48251W104 19131 974570 SH DFND 2,20 440642 0 533928
KKR REAL ESTATE FIN TR INC COM 48251K100 7714 395035 SH DFND 2,5,20 326346 0 68689
KLA-TENCOR CORP COM 482480100 584154 6527590 SH DFND 2,5,6,8,10,11,12,13,19,20 5667336 170265 689989
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 15930 679319 SH DFND 2,5,8,20 610357 254 68708
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 103918 4145102 SH DFND 2,5,6,8,10,11,12,13,19,20 3486433 91959 566710
KNOLL INC COM NEW 498904200 18538 1124877 SH DFND 2,5,8,10,20 880444 1800 242633
KNOWLES CORP COM 49926D109 33164 2491630 SH DFND 1,2,5,8,10,20 2179087 3428 309115
KODIAK SCIENCES INC COM 50015M109 651 91677 SH DFND 2,20 56177 0 35500
AMERICAN TOWER CORP NEW COM 03027X100 2849243 17916697 SH DFND 2,5,6,8,10,11,12,13,19,20 15848239 242382 1826076
KOHLS CORP COM 500255104 570036 8592642 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7172862 259504 1160276
KONA GRILL INC COM 50047H201 11 10880 SH DFND 20 10880 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 697 19841 SH DFND 1,2,20 19841 0 0
KOPIN CORP COM 500600101 1621 1622652 SH DFND 2,5,20 1421972 0 200680
KOPPERS HOLDINGS INC COM 50060P106 21191 1243590 SH DFND 2,5,8,20 506006 800 736784
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4994 338596 SH DFND 2,5 338596 0 0
KORN FERRY INTL COM NEW 500643200 64157 1618531 SH DFND 2,5,8,10,20 1390048 513 227970
KORNIT DIGITAL LTD SHS M6372Q113 3008 160695 SH DFND 2,5,8,20 136689 0 24006
KRAFT HEINZ CO COM 500754106 1143199 26561314 SH DFND 2,5,6,8,10,11,12,13,19,20 23668299 325196 2567819
KRATON CORPORATION COM 50077C106 18819 861659 SH DFND 2,5,8,20 747863 600 113196
AMERICAN VANGUARD CORP COM 030371108 11411 750258 SH DFND 2,5,8,20 652099 953 97206
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 58883 4179050 SH DFND 2,5,8,20 3900001 2900 276149
KROGER CO COM 501044101 997477 36271877 SH DFND 2,5,6,8,10,11,12,13,19,20 31201712 962608 4107557
KRONOS WORLDWIDE INC COM 50105F105 5077 440680 SH DFND 2,5,8,20 357305 11494 71881
KT CORP SPONSORED ADR 48268K101 12812 900999 SH DFND 2,5,11,12,20 900999 0 0
KULICKE & SOFFA INDS INC COM 501242101 15049 738166 SH DFND 2,5,8,20 692381 226 45559
KURA ONCOLOGY INC COM 50127T109 12266 873626 SH DFND 2,5,20 792405 0 81221
KVH INDS INC COM 482738101 2823 274342 SH DFND 2,20 228435 0 45907
L BRANDS INC COM 501797104 268278 10451042 SH DFND 2,5,6,8,10,11,12,13,19,20 9091802 155973 1203267
L3 TECHNOLOGIES INC COM 502413107 583240 3358516 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3035811 52270 270435
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3842 407397 SH DFND 2,5,20 339983 0 67414
AMERICAN WOODMARK CORPORATIO COM 030506109 22522 404494 SH DFND 2,5,8,20 345809 661 58024
LA Z BOY INC COM 505336107 39047 1409135 SH DFND 2,5,8,10,20 1197924 2069 209142
LABORATORY CORP AMER HLDGS COM NEW 50540R409 537574 4254303 SH DFND 2,5,6,8,10,11,12,13,19,20 3751882 87418 415003
LADDER CAP CORP CL A 505743104 30623 1912822 SH DFND 2,5,8,10,20 1544970 0 367852
LADENBURG THALMAN FIN SVCS I COM 50575Q102 4456 1912419 SH DFND 2,5,20 1602032 0 310387
LAKELAND BANCORP INC COM 511637100 15196 1026082 SH DFND 2,5,8,20 894696 0 131386
LAKELAND FINL CORP COM 511656100 20141 501512 SH DFND 2,5,8,20 407526 0 93986
LAM RESEARCH CORP COM 512807108 869712 6386955 SH DFND 2,5,6,8,10,11,12,13,19,20 5426806 171799 788350
LAMAR ADVERTISING CO NEW CL A 512816109 140477 2030598 SH DFND 2,5,6,8,11,12,13,20 1903498 873 126227
LAMB WESTON HLDGS INC COM 513272104 441268 5998750 SH DFND 2,5,6,8,10,11,12,13,19,20 5297984 91546 609220
LANCASTER COLONY CORP COM 513847103 241331 1364530 SH DFND 2,5,6,8,11,20 1305420 300 58810
AMERICAN WTR WKS CO INC NEW COM 030420103 784277 8640265 SH DFND 2,5,6,8,10,11,12,13,19,20 7787301 115681 737283
LANDEC CORP COM 514766104 6220 525357 SH DFND 2,5,8,20 439169 1589 84599
LANDS END INC NEW COM 51509F105 5593 393571 SH DFND 2,5,8,20 350081 422 43068
LANDSTAR SYS INC COM 515098101 103108 1077743 SH DFND 2,5,6,8,11,13,20 1016127 692 60924
LANNET INC COM 516012101 4527 912776 SH DFND 2,5,20 822836 0 89940
LANTHEUS HLDGS INC COM 516544103 19929 1273399 SH DFND 2,5,20 1095168 0 178231
LAREDO PETROLEUM INC COM 516806106 59689 16488570 SH DFND 2,5,20 15951126 2700 534744
LAS VEGAS SANDS CORP COM 517834107 394087 7571309 SH DFND 2,5,6,8,10,12,13,19,20 6233993 403631 933685
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9279 900857 SH DFND 2,5,13,20 880543 0 20314
LATTICE SEMICONDUCTOR CORP COM 518415104 18940 2736934 SH DFND 2,5,8,20 2351435 5981 379518
LAUDER ESTEE COS INC CL A 518439104 1235304 9495038 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8228912 272619 993507
AMERICAS CAR MART INC COM 03062T105 13726 189460 SH DFND 2,5,20 143313 0 46147
LAUREATE EDUCATION INC CL A 518613203 26007 1706528 SH DFND 2,5,8,20 1435924 0 270604
LAWSON PRODS INC COM 520776105 3216 101785 SH DFND 2,20 83217 0 18568
LAZARD LTD SHS A G54050102 51369 1391748 SH DFND 2,5,13,20 1242619 0 149129
LCI INDS COM 50189K103 46702 699131 SH DFND 2,5,8,13,20 591033 247 107851
LCNB CORP COM 50181P100 2112 139422 SH DFND 2,20 113843 0 25579
LEAF GROUP LTD COM 52177G102 1548 226058 SH DFND 2,20 194358 0 31700
LEAR CORP COM NEW 521865204 187804 1528598 SH DFND 2,5,6,8,10,12,13,19,20 1201376 107069 220153
LEE ENTERPRISES INC COM 523768109 139 66075 SH DFND 2,20 66075 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 56473 1759847 SH DFND 2,5,8,20 1543841 1200 214806
LEGG MASON INC COM 524901105 56083 2169347 SH DFND 2,5,6,8,11,12,13,20 2039211 698 129438
AMERICOLD RLTY TR COM 03064D108 50018 1944536 SH DFND 2,5,8,10,20 1560356 21000 363180
LEGGETT & PLATT INC COM 524660107 469251 12959829 SH DFND 2,5,6,8,10,11,12,13,19,20 12094955 143649 721225
LEIDOS HLDGS INC COM 525327102 238707 4527828 SH DFND 2,5,6,8,10,11,12,13,19,20 4153704 74880 299244
LEMAITRE VASCULAR INC COM 525558201 14069 595136 SH DFND 2,5,20 525745 0 69391
LENDINGCLUB CORP COM 52603A109 16120 6129292 SH DFND 2,5,8,20 5154307 0 974985
LENDINGTREE INC NEW COM 52603B107 88919 404971 SH DFND 2,5,6,8,11,20 379628 100 25243
LENNAR CORP CL A 526057104 489347 12499287 SH DFND 2,5,6,8,10,11,12,13,19,20 11073107 192041 1234139
LENNAR CORP CL B 526057302 1953 62347 SH DFND 2,5,8,10,13,20 52550 73 9724
LENNOX INTL INC COM 526107107 262754 1197088 SH DFND 2,5,6,8,10,11,12,13,19,20 1045791 25157 126140
LEVEL ONE BANCORP INC COM 52730D208 1182 52651 SH DFND 2,20 30009 0 22642
LEXICON PHARMACEUTICALS INC COM NEW 528872302 12261 1846498 SH DFND 2,5,8,20 1637360 1485 207653
1ST SOURCE CORP COM 336901103 14089 349256 SH DFND 2,5,8,20 270189 0 79067
ABEONA THERAPEUTICS INC COM 00289Y107 3942 552085 SH DFND 2,5,20 465458 0 86627
AMERIPRISE FINL INC COM 03076C106 648219 6210781 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5454726 157827 598228
LEXINFINTECH HLDGS LTD ADR 528877103 409 56386 SH DFND 2 56386 0 0
LEXINGTON REALTY TRUST COM 529043101 57665 6876721 SH DFND 2,5,8,10,13,20 5853370 54321 969030
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2510 306485 SH DFND 2,5,20 297477 0 9008
LGI HOMES INC COM 50187T106 29239 646598 SH DFND 2,5,8,20 560692 0 85906
LHC GROUP INC COM 50187A107 78160 832548 SH DFND 2,5,8,20 729587 600 102361
LIBBEY INC COM 529898108 105 27034 SH DFND 2,20 27034 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 20423 284407 SH DFND 2,5,6,8,10,12,13,19,20 265950 0 18457
LIBERTY BROADBAND CORP COM SER C 530307305 151334 2100982 SH DFND 2,5,6,8,10,12,13,19,20 1764908 55197 280877
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 50095 1280878 SH DFND 2,5,8,12,13,20 1105837 1629 173412
LIBERTY GLOBAL PLC SHS CL A G5480U104 46999 2202395 SH DFND 2,5,6,8,10,12,13,19,20 1549788 124997 527610
AMERIS BANCORP COM 03076K108 65423 2059310 SH DFND 2,5,8,20 1899924 0 159386
LIBERTY GLOBAL PLC SHS CL C G5480U120 112179 5435028 SH DFND 2,5,6,8,10,12,13,19,20 4277561 307606 849861
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 12041 831559 SH DFND 2,5,13,20 694242 1326 135991
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 31552 2165523 SH DFND 2,5,8,13,20 1810174 3465 351884
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5544 8800000 SH DFND 2 8800000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9703 14284360 SH DFND 2 14284360 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 8644 13000000 SH DFND 2 13000000 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 4694 188192 SH DFND 2,5,8,13,20 157389 370 30433
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 73265 1990905 SH DFND 2,5,6,8,10,12,13,19,20 1503563 46899 440443
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 16613 667476 SH DFND 2,5,8,13,20 555952 880 110644
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 134855 3646702 SH DFND 2,5,6,8,10,12,13,19,20 3112492 100455 433755
AMERISAFE INC COM 03071H100 37525 661938 SH DFND 2,5,8,10,20 501101 500 160337
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 7658 257656 SH DFND 2,5,13,20 232404 0 25252
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 111106 3619096 SH DFND 2,5,6,8,10,12,13,19,20 2955162 101135 562799
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 16430 15900000 SH DFND 2,5 15900000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 33461 31327000 SH DFND 2,5 31327000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 14797 1142619 SH DFND 2,5,20 1009804 0 132815
LIBERTY PPTY TR SH BEN INT 531172104 340341 8050933 SH DFND 2,5,6,8,10,11,12,13,19,20 7016058 208883 825992
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 25232 1587943 SH DFND 2,5,8,20 1286059 3014 298870
LIFE STORAGE INC COM 53223X107 185749 1997517 SH DFND 2,5,6,8,10,11,12,13,19,20 1849041 10961 137515
LIFETIME BRANDS INC COM 53222Q103 2014 200754 SH DFND 2,5,20 165540 0 35214
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 136370 1004934 SH DFND 2,5,6,8,10,11,13,20 938015 448 66471
AMERISOURCEBERGEN CORP COM 03073E105 520873 7000975 SH DFND 2,5,6,8,10,11,12,13,19,20 5915054 132523 953398
LILIS ENERGY INC COM NEW 532403201 924 674778 SH DFND 2,5,20 553008 0 121770
LILLY ELI & CO COM 532457108 4579245 39571766 SH DFND 1,2,5,6,8,10,11,12,13,19,20 33992582 1095239 4483945
LIMELIGHT NETWORKS INC COM 53261M104 4744 2027545 SH DFND 2,5,20 1712052 0 315493
LIMONEIRA CO COM 532746104 4626 235706 SH DFND 2,5,20 194419 0 41287
LINCOLN EDL SVCS CORP COM 533535100 37 11584 SH DFND 20 11584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 275767 3477034 SH DFND 2,5,6,8,11,13,20 3381743 595 94696
LINCOLN NATL CORP IND COM 534187109 494599 9639432 SH DFND 2,5,6,8,10,11,12,13,19,20 8465464 212825 961143
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 5956 442523 SH DFND 2,5,20 365484 0 77039
LINDE PLC COM G5494J103 3374400 21625224 SH DFND 2,5,6,8,10,11,12,13,19,20 19135743 197599 2291882
LINDSAY CORP COM 535555106 29088 302208 SH DFND 2,5,8,20 263360 400 38448
AMES NATL CORP COM 031001100 3967 156075 SH DFND 2,5,20 129501 0 26574
LIONS GATE ENTMNT CORP CL A VTG 535919401 10706 664989 SH DFND 2,5,8,20 593434 1200 70355
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 17579 1181361 SH DFND 2,5,8,13,20 1044970 612 135779
LIPOCINE INC NEW COM 53630X104 16 12400 SH DFND 20 12400 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1404 64830 SH DFND 2,20 52530 0 12300
LIQUIDITY SERVICES INC COM 53635B107 3964 642404 SH DFND 2,5,20 571027 0 71377
LITHIA MTRS INC CL A 536797103 54122 709048 SH DFND 2,5,8,20 631027 435 77586
LITTELFUSE INC COM 537008104 108985 635557 SH DFND 2,5,6,8,11,13,20 562959 349 72249
LIVANOVA PLC SHS G5509L101 138729 1516662 SH DFND 2,5,6,8,11,13,20 1362347 476 153839
LIVE NATION ENTERTAINMENT IN COM 538034109 207972 4222788 SH DFND 2,5,6,8,10,11,12,13,19,20 3677239 74962 470587
LIVE OAK BANCSHARES INC COM 53803X105 12339 833174 SH DFND 2,5,20 753913 0 79261
AMETEK INC NEW COM 031100100 598808 8845027 SH DFND 2,5,6,8,10,11,12,13,19,20 7818361 152458 874208
LIVENT CORP COM 53814L108 5032 364651 SH DFND 2,20 292131 0 72520
LIVEPERSON INC COM 538146101 30661 1625701 SH DFND 2,5,8,20 1416688 1936 207077
LIVERAMP HLDGS INC COM 53815P108 86154 2230231 SH DFND 2,5,6,8,11,13,20 1984961 365 244905
LIVEXLIVE MEDIA INC COM NEW 53839L208 1347 272103 SH DFND 2,20 216317 0 55786
LKQ CORP COM 501889208 309176 13028898 SH DFND 2,5,6,8,10,11,12,13,19,20 10969541 229520 1829837
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 46 17941 SH DFND 20 17941 0 0
LOCKHEED MARTIN CORP COM 539830109 11696436 44670166 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10290706 33627825 751635
LOEWS CORP COM 540424108 586319 12880465 SH DFND 2,5,6,8,10,11,12,13,19,20 11197992 270129 1412344
LOGICBIO THERAPEUTICS INC COM 54142F102 625 60118 SH DFND 2,20 45750 0 14368
LOGMEIN INC COM 54142L109 104278 1278388 SH DFND 2,5,6,8,11,13,20 1140533 829 137026
AMGEN INC COM 031162100 5212474 26775950 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23133952 734368 2907630
LONESTAR RES US INC CL A VTG 54240F103 42 11500 SH DFND 20 11500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 9884 265336 SH DFND 2,5,8,20 225181 562 39593
LOUISIANA PAC CORP COM 546347105 96779 4355496 SH DFND 2,5,6,8,11,13,20 3866671 2053 486772
LOVESAC COMPANY COM 54738L109 1012 44111 SH DFND 2,20 32811 0 11300
LOWES COS INC COM 548661107 3174760 34373758 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30125740 813194 3434824
LOXO ONCOLOGY INC COM 548862101 125252 894207 SH DFND 2,5,8,10,13,20 809811 300 84096
LPL FINL HLDGS INC COM 50212V100 71759 1174843 SH DFND 2,5,8,13,20 1038334 6500 130009
LRAD CORP COM 50213V109 34 13450 SH DFND 20 13450 0 0
LSB INDS INC COM 502160104 3048 552168 SH DFND 2,5,20 490428 0 61740
LSC COMMUNICATIONS INC COM 50218P107 7116 1016600 SH DFND 2,5,8,20 889541 504 126555
AMICUS THERAPEUTICS INC COM 03152W109 81953 8554552 SH DFND 2,5,8,10,13,20 7947219 3500 603833
LSI INDS INC COM 50216C108 138 43578 SH DFND 2,20 41878 0 1700
LTC PPTYS INC COM 502175102 72356 1735977 SH DFND 2,5,8,10,20 1517108 9427 209442
LULULEMON ATHLETICA INC COM 550021109 267803 2202144 SH DFND 2,5,6,8,10,12,13,19,20 1668211 146259 387674
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 7105 746336 SH DFND 2,5,8,20 654387 900 91049
LUMENTUM HLDGS INC COM 55024U109 98311 2340178 SH DFND 2,5,6,8,11,13,20 2065686 1471 273021
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 15831 15875000 SH DFND 2,5 15875000 0 0
LUMINEX CORP DEL COM 55027E102 31702 1368498 SH DFND 2,5,8,10,20 1183732 2378 182388
LUNA INNOVATIONS COM 550351100 38 11302 SH DFND 20 11302 0 0
LUTHER BURBANK CORP COM 550550107 2761 306072 SH DFND 2,20 235096 0 70976
LUXFER HOLDINGS PLC SHS G5698W116 210 11911 SH DFND 2 11911 0 0
AMKOR TECHNOLOGY INC COM 031652100 15706 2394149 SH DFND 2,5,8,20 1964442 5032 424675
LUXOFT HLDG INC ORD SHS CL A G57279104 950 31222 SH DFND 2 31222 0 0
LYDALL INC DEL COM 550819106 11616 571926 SH DFND 2,5,8,20 415882 0 156044
LYON WILLIAM HOMES CL A NEW 552074700 11928 1115802 SH DFND 2,5,20 1003359 0 112443
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1192198 14336195 SH DFND 2,5,6,8,10,11,12,13,19,20 12066648 618919 1650628
M & T BK CORP COM 55261F104 979728 6845023 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6038761 105841 700421
M D C HLDGS INC COM 552676108 41360 1471378 SH DFND 2,5,8,10,20 1319139 0 152239
M/I HOMES INC COM 55305B101 19018 904769 SH DFND 2,5,8,20 811729 0 93040
MACATAWA BK CORP COM 554225102 4617 479924 SH DFND 2,5,20 400377 0 79547
MACERICH CO COM 554382101 298321 6892821 SH DFND 2,5,6,8,10,11,12,13,19,20 5957264 92794 842763
MACK CALI RLTY CORP COM 554489104 79830 4075049 SH DFND 2,5,6,8,10,11,13,20 3670696 22028 382325
AMN HEALTHCARE SERVICES INC COM 001744101 77974 1376179 SH DFND 2,5,8,10,20 1181565 205 194409
MACKINAC FINL CORP COM 554571109 206 14941 SH DFND 20 100 0 14841
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 18338 1263791 SH DFND 2,5,8,20 1117673 527 145591
MACQUARIE INFRASTRUCTURE COR COM 55608B105 64958 1776761 SH DFND 2,5,8,13,20 1674316 2100 100345
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10611 12150000 SH DFND 2,5 12150000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 11906 11850000 SH DFND 2,5 11850000 0 0
MACROGENICS INC COM 556099109 17088 1345529 SH DFND 2,5,8,20 1223790 0 121739
MACYS INC COM 55616P104 470744 15617518 SH DFND 2,5,6,8,10,11,12,13,19,20 13426671 437537 1753310
MADDEN STEVEN LTD COM 556269108 75713 2502069 SH DFND 2,5,8,10,20 2160371 430 341268
MADISON SQUARE GARDEN CO NEW CL A 55825T103 61850 231041 SH DFND 2,5,8,13,20 205478 216 25347
MADRIGAL PHARMACEUTICALS INC COM 558868105 67680 600427 SH DFND 2,5,8,10,20 577860 0 22567
ABERCROMBIE & FITCH CO CL A 002896207 44510 2219926 SH DFND 2,5,8,12,20 1956498 25630 237798
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 27593 2039393 SH DFND 2,5,8,20 1757471 2533 279389
MAGELLAN HEALTH INC COM NEW 559079207 43676 767731 SH DFND 2,5,8,12,20 673958 98 93675
MAGENTA THERAPEUTICS INC COM 55910K108 128 22500 SH DFND 2,20 21100 0 1400
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 270 35361 SH DFND 2 35361 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 330 53218 SH DFND 2 53218 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 21853 1949417 SH DFND 2,20 1949417 0 0
MAGYAR BANCORP INC COM 55977T109 461 37660 SH DFND 20 0 0 37660
MAIDEN HOLDINGS LTD SHS G5753U112 3332 2019331 SH DFND 2,5,8,20 1735551 3900 279880
MAJESCO COM 56068V102 241 34023 SH DFND 2,20 23130 0 10893
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1197 49213 SH DFND 2 49213 0 0
MALIBU BOATS INC COM CL A 56117J100 14784 424827 SH DFND 2,5,10,20 314804 0 110023
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 20257 1017941 SH DFND 2,5,8,20 886493 0 131448
MALLINCKRODT PUB LTD CO SHS G5785G107 54203 3430569 SH DFND 2,5,6,8,10,11,12,13,20 3131057 5147 294365
MALVERN BANCORP INC COM 561409103 2202 111629 SH DFND 2,20 74506 0 37123
MAMMOTH ENERGY SVCS INC COM 56155L108 4266 237257 SH DFND 2,20 194619 0 42638
MANCHESTER UTD PLC NEW ORD CL A G5784H106 476 24967 SH DFND 2 24967 0 0
MANHATTAN ASSOCS INC COM 562750109 69636 1643521 SH DFND 2,5,6,8,11,13,20 1543254 500 99767
MANITEX INTL INC COM 563420108 1257 221328 SH DFND 2,20 173028 0 48300
MANITOWOC CO INC COM NEW 563571405 10230 692641 SH DFND 2,5,8,20 583120 1196 108325
MANNKIND CORP COM NEW 56400P706 2387 2252014 SH DFND 2,5,20 1807094 0 444920
MANPOWERGROUP INC COM 56418H100 152556 2354257 SH DFND 2,5,6,8,10,11,12,13,19,20 1834994 92080 427183
MANTECH INTL CORP CL A 564563104 41782 798962 SH DFND 2,5,8,10,20 705444 707 92811
AMPHENOL CORP NEW CL A 032095101 953533 11736182 SH DFND 2,5,6,8,10,11,12,13,19,20 9991336 308588 1436258
MANULIFE FINL CORP COM 56501R106 344 24225 SH DFND 20 153 24072 0
MARATHON OIL CORP COM 565849106 631973 44070611 SH DFND 1,2,5,6,8,10,11,12,13,19,20 39903160 609578 3557873
MARATHON PETE CORP COM 56585A102 2052898 34788986 SH DFND 1,2,5,6,8,10,11,12,13,19,20 31213405 809246 2766335
MARCHEX INC CL B 56624R108 93 35181 SH DFND 2,20 35181 0 0
MARCUS & MILLICHAP INC COM 566324109 18129 528092 SH DFND 2,5,8,20 451599 0 76493
MARCUS CORP COM 566330106 22625 572788 SH DFND 2,5,8,20 477841 1684 93263
MARINE PRODS CORP COM 568427108 2483 146832 SH DFND 2,20 123488 0 23344
MARINEMAX INC COM 567908108 14747 805433 SH DFND 2,5,8,20 723441 0 81992
MARINUS PHARMACEUTICALS INC COM 56854Q101 1699 592067 SH DFND 2,5,20 490071 0 101996
MARKEL CORP COM 570535104 323755 311888 SH DFND 2,5,6,8,10,12,13,19,20 270568 7556 33764
AMPIO PHARMACEUTICALS INC COM 03209T109 402 1018542 SH DFND 2,20 785993 0 232549
MARKER THERAPEUTICS INC COM 57055L107 118 21200 SH DFND 20 21200 0 0
MARKETAXESS HLDGS INC COM 57060D108 184479 873024 SH DFND 2,5,6,8,11,13,20 817991 600 54433
MARLIN BUSINESS SVCS CORP COM 571157106 3812 170722 SH DFND 2,5,20 144145 0 26577
MARRIOTT INTL INC NEW CL A 571903202 1276279 11756438 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10283717 267309 1205412
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 87571 1234539 SH DFND 1,2,5,6,8,11,13,20 1110128 215 124196
MARRONE BIO INNOVATIONS INC COM 57165B106 1341 911934 SH DFND 2,20 634032 0 277902
MARSH & MCLENNAN COS INC COM 571748102 1796466 22526221 SH DFND 2,5,6,8,10,11,12,13,19,20 19427563 523698 2574960
MARTEN TRANS LTD COM 573075108 21740 1342811 SH DFND 2,5,8,20 1122063 0 220748
MARTIN MARIETTA MATLS INC COM 573284106 428831 2495087 SH DFND 2,5,6,8,10,11,12,13,19,20 2209693 33225 252169
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 230923 14212049 SH DFND 2,5,6,8,10,12,13,19,20 10707600 419831 3084618
AMYRIS INC COM NEW 03236M200 1630 488007 SH DFND 2,20 390033 0 97974
MASCO CORP COM 574599106 372885 12752569 SH DFND 2,5,6,8,10,11,12,13,19,20 11222346 231884 1298339
MASIMO CORP COM 574795100 128697 1198628 SH DFND 2,5,6,8,11,13,20 1101378 744 96506
MASONITE INTL CORP NEW COM 575385109 23965 534571 SH DFND 2,5,8,20 442417 200 91954
MASTEC INC COM 576323109 77881 1920149 SH DFND 2,5,6,8,11,13,20 1720556 487 199106
MASTERCARD INCORPORATED CL A 57636Q104 6730498 35677170 SH DFND 2,5,6,8,10,11,12,13,19,20 30708670 1114053 3854447
MASTERCRAFT BOAT HLDGS INC COM 57637H103 7804 417329 SH DFND 2,5,8,20 313401 0 103928
MATADOR RES CO COM 576485205 95209 6130677 SH DFND 2,5,6,11,20 5812185 2200 316292
MATCH GROUP INC COM 57665R106 26569 621217 SH DFND 2,5,20 556104 0 65113
MATERIALISE NV SPONSORED ADS 57667T100 422 21050 SH DFND 2 21050 0 0
MATERION CORP COM 576690101 32496 722299 SH DFND 2,5,8,20 624378 1087 96834
ANADARKO PETE CORP COM 032511107 1106886 25248321 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22621770 368616 2257935
MATRIX SVC CO COM 576853105 16972 946041 SH DFND 2,5,6,8,10,20 819884 1000 125157
MATSON INC COM 57686G105 41518 1296617 SH DFND 2,5,8,10,20 1128814 0 167803
MATTEL INC COM 577081102 150127 15027706 SH DFND 2,5,6,8,10,11,12,13,19,20 12263720 182770 2581216
MATTHEWS INTL CORP CL A 577128101 35198 866524 SH DFND 2,5,8,20 758866 71 107587
MAUI LD & PINEAPPLE INC COM 577345101 902 90975 SH DFND 2,20 76069 0 14906
MAXIM INTEGRATED PRODS INC COM 57772K101 562568 11063276 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9545810 327507 1189959
MAXIMUS INC COM 577933104 128399 1972637 SH DFND 2,5,6,8,11,13,20 1754050 1410 217177
MAXLINEAR INC COM 57776J100 34726 1973092 SH DFND 2,5,8,20 1760655 500 211937
MAXWELL TECHNOLOGIES INC COM 577767106 1215 586884 SH DFND 2,5,20 456712 0 130172
MB FINANCIAL INC NEW COM 55264U108 165108 4166241 SH DFND 2,5,6,8,11,13,20 3898590 2114 265537
ANALOG DEVICES INC COM 032654105 1208502 14080177 SH DFND 2,5,6,8,10,11,12,13,19,20 12358428 264141 1457608
MBIA INC COM 55262C100 17150 1922642 SH DFND 2,5,8,12,20 1626972 5003 290667
MBT FINL CORP COM 578877102 3189 342891 SH DFND 2,10,13,20 252182 0 90709
MCCORMICK & CO INC COM NON VTG 579780206 908279 6496903 SH DFND 2,5,6,8,10,11,12,13,19,20 5574839 102124 819940
MCDERMOTT INTL INC COM 580037703 42174 6448572 SH DFND 2,5,6,8,11,12,13,20 5863195 4007 581370
MCDONALDS CORP COM 580135101 6913485 38933857 SH DFND 1,2,5,6,8,10,11,12,13,19,20 29342575 525627 9065655
MCEWEN MNG INC COM 58039P107 5714 3139474 SH DFND 2,5,8,20 3056824 0 82650
MCGRATH RENTCORP COM 580589109 28701 557519 SH DFND 2,5,8,10,20 452881 1067 103571
MCKESSON CORP COM 58155Q103 976506 8808678 SH DFND 2,5,6,8,10,11,12,13,19,20 7643520 141747 1023411
MDC PARTNERS INC CL A SUB VTG 552697104 2371 908307 SH DFND 2,5,20 750771 0 157536
MDU RES GROUP INC COM 552690109 297445 12377612 SH DFND 2,5,6,8,11,12,13,19,20 12124009 3190 250413
ANAPLAN INC COM 03272L108 7319 275765 SH DFND 2,20 221265 0 54500
MECHEL PAO SPONSORED ADR NE 583840608 1149 580108 SH DFND 2,5,20 575508 4600 0
MEDEQUITIES RLTY TR INC COM 58409L306 4868 711769 SH DFND 2,5,20 631716 0 80053
MEDICAL PPTYS TRUST INC COM 58463J304 187897 11511603 SH DFND 2,5,6,8,10,11,13,19,20 10365778 86800 1059025
MEDICINES CO COM 584688105 43050 2249193 SH DFND 2,5,8,13,20 2004289 400 244504
MEDICINES CO NOTE 2.500% 1/1 584688AE5 11041 12755000 SH DFND 2,5 12755000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 9691 12950000 SH DFND 2,5 12950000 0 0
MEDICINOVA INC COM NEW 58468P206 5292 647792 SH DFND 2,5,20 534746 0 113046
MEDIDATA SOLUTIONS INC COM 58471A105 126420 1875106 SH DFND 2,5,6,8,11,13,20 1602598 500 272008
MEDIFAST INC COM 58470H101 47692 379153 SH DFND 2,5,8,20 326437 4818 47898
MEDNAX INC COM 58502B106 78594 2381636 SH DFND 2,5,6,8,11,13,20 2117003 2892 261741
ANAPTYSBIO INC COM 032724106 71567 1121917 SH DFND 2,5,8,10,20 1057750 0 64167
MEDPACE HLDGS INC COM 58506Q109 39467 745652 SH DFND 2,5,8,10,20 626344 0 119308
MEDTRONIC PLC SHS G5960L103 5025364 54945930 SH DFND 2,5,6,8,10,11,12,13,19,20 48339902 966966 5639062
MEET GROUP INC COM 58513U101 11043 2385147 SH DFND 2,5,20 2096400 0 288747
MEI PHARMA INC COM NEW 55279B202 69 26136 SH DFND 2,20 26136 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 380 39440 SH DFND 2,20 26340 0 13100
MELCO RESORT ENTERTAINMENT L ADR 585464100 73745 4185293 SH DFND 1,2,5,6,8,10,12,13,19,20 3173938 363969 647386
MELINTA THERAPEUTICS INC COM 58549G100 365 460256 SH DFND 2,5,20 378111 0 82145
MELLANOX TECHNOLOGIES LTD SHS M51363113 24996 270577 SH DFND 2,5,8,10,13,20 98664 1100 170813
MENLO THERAPEUTICS INC COM 586858102 756 183421 SH DFND 2,20 149760 0 33661
MERCADOLIBRE INC COM 58733R102 112166 383014 SH DFND 2,5,6,8,10,12,13,19,20 284667 21501 76846
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 84 53804 SH DFND 2,20 53804 0 0
MERCANTILE BANK CORP COM 587376104 9535 337409 SH DFND 2,5,20 282930 0 54479
MERCER INTL INC COM 588056101 1411 135122 SH DFND 2,5,8,20 114889 0 20233
MERCHANTS BANCORP IND COM 58844R108 4999 250448 SH DFND 2,5,20 201498 0 48950
MERCK & CO INC COM 58933Y105 8594307 111673630 SH DFND 1,2,5,6,8,10,11,12,13,19,20 92782049 1918148 16973433
MERCURY GENL CORP NEW COM 589400100 186374 3604211 SH DFND 2,5,6,8,11,12,13,20 3559560 6634 38017
MERCURY SYS INC COM 589378108 100689 2129184 SH DFND 2,5,8,20 1961021 199 167964
MEREDITH CORP COM 589433101 260806 5021289 SH DFND 2,5,6,8,11,20 4894117 3662 123510
MERIDIAN BANCORP INC MD COM 58958U103 14437 1003259 SH DFND 2,5,6,8,20 854139 0 149120
MERIDIAN BIOSCIENCE INC COM 589584101 23916 1377667 SH DFND 2,5,8,10,20 1236283 500 140884
MERIDIAN CORPORATION COM 58958P104 172 10344 SH DFND 20 2500 0 7844
ABIOMED INC COM 003654100 573773 1765237 SH DFND 2,5,6,8,10,11,12,13,19,20 1536763 39433 189041
ANDERSONS INC COM 034164103 22352 743581 SH DFND 2,5,8,20 651794 1437 90350
MERIT MED SYS INC COM 589889104 91526 1639949 SH DFND 2,5,8,20 1419823 372 219754
MERITAGE HOMES CORP COM 59001A102 40414 1100595 SH DFND 2,5,8,20 970935 1564 128096
MERITOR INC COM 59001K100 27167 1606579 SH DFND 2,5,8,20 1344369 303 261907
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 43 11185 SH DFND 20 11185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 717 175808 SH DFND 2,13,20 131912 0 43896
MESA AIR GROUP INC COM NEW 590479135 981 127244 SH DFND 2,20 106044 0 21200
MESA LABS INC COM 59064R109 13458 64579 SH DFND 2,5,20 54193 0 10386
META FINL GROUP INC COM 59100U108 14697 756381 SH DFND 2,5,8,20 657026 0 99355
METHODE ELECTRS INC COM 591520200 23975 1029410 SH DFND 2,5,8,20 858041 1308 170061
METLIFE INC COM 59156R108 1887669 45973423 SH DFND 2,5,6,8,10,11,12,13,19,20 37621909 589597 7761917
ANGI HOMESERVICES INC COM CL A 00183L102 3741 232794 SH DFND 2,5,8,20 225394 0 7400
METROPOLITAN BK HLDG CORP COM 591774104 2992 96992 SH DFND 2,20 76739 0 20253
METTLER TOLEDO INTERNATIONAL COM 592688105 573431 1013881 SH DFND 2,5,6,8,10,11,12,13,19,20 876255 27850 109776
MFA FINL INC COM 55272X102 53196 7736326 SH DFND 2,5,8,12,13,20 7090783 10663 634880
MGE ENERGY INC COM 55277P104 45034 751062 SH DFND 2,5,8,13,20 642934 148 107980
MGIC INVT CORP WIS COM 552848103 116557 11143164 SH DFND 1,2,5,8,13,20 9868024 9270 1265870
MGM GROWTH PPTYS LLC CL A COM 55303A105 4760 177262 SH DFND 2,5,8,20 126562 0 50700
MGM RESORTS INTERNATIONAL COM 552953101 478240 19713127 SH DFND 2,5,6,8,10,12,13,19,20 17533658 283554 1895915
MGP INGREDIENTS INC NEW COM 55303J106 23605 413761 SH DFND 2,5,8,20 305129 0 108632
MICHAEL KORS HLDGS LTD SHS G60754101 244322 6443090 SH DFND 2,5,6,8,10,11,12,13,19,20 5398937 269192 774961
MICHAELS COS INC COM 59408Q106 37909 2799782 SH DFND 2,5,6,8,11,12,13,20 2649355 2800 147627
ANGIODYNAMICS INC COM 03475V101 26027 1292966 SH DFND 2,5,8,20 1152501 0 140465
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 52540 3052888 SH DFND 1,2,5,6,8,10,12,13,20 2601750 144819 306319
MICROCHIP TECHNOLOGY INC COM 595017104 649812 9035204 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7890595 165665 978944
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 76948 54780000 SH DFND 2,5 54780000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 64700 66325000 SH DFND 2,5 66325000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 20855 21210000 SH DFND 2,5 21210000 0 0
MICRON TECHNOLOGY INC COM 595112103 1476074 46519814 SH DFND 2,5,6,8,10,11,12,13,19,20 39683195 1246212 5590407
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 35406 32044000 SH DFND 2,5 32044000 0 0
MICROSOFT CORP COM 594918104 30837706 303610380 SH DFND 1,2,5,6,8,10,11,12,13,19,20 258087222 7419492 38103666
MICROSTRATEGY INC CL A NEW 594972408 35446 277460 SH DFND 2,5,8,20 237616 373 39471
MICROVISION INC DEL COM NEW 594960304 20 32402 SH DFND 20 32402 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1715 136637 SH DFND 1,5,8,20 136637 0 0
MID AMER APT CMNTYS INC COM 59522J103 647550 6766455 SH DFND 2,5,6,8,10,11,12,13,19,20 6051864 100206 614385
MID PENN BANCORP INC COM 59540G107 1447 62862 SH DFND 2,20 50989 0 11873
MIDDLEBY CORP COM 596278101 109896 1069760 SH DFND 2,5,6,8,10,12,13,19,20 841818 53253 174689
MIDDLEFIELD BANC CORP COM NEW 596304204 1692 39869 SH DFND 2,20 34456 0 5413
MIDDLESEX WATER CO COM 596680108 17242 323185 SH DFND 2,5,8,20 270057 600 52528
MIDLAND STS BANCORP INC ILL COM 597742105 11136 498492 SH DFND 2,5,20 411355 0 87137
MIDSOUTH BANCORP INC COM 598039105 2440 230007 SH DFND 2,5,20 162285 0 67722
MIDSTATES PETE CO INC COM PAR 59804T407 3137 417765 SH DFND 2,20 377562 0 40203
MIDWESTONE FINL GROUP INC NE COM 598511103 5194 209163 SH DFND 2,5,20 167669 0 41494
MILACRON HLDGS CORP COM 59870L106 15700 1320459 SH DFND 2,5,8,20 1103940 0 216519
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 236 3586 SH DFND 20 3586 0 0
MILLER HERMAN INC COM 600544100 56185 1845960 SH DFND 2,5,6,8,10,11,20 1626505 2047 217408
MILLER INDS INC TENN COM NEW 600551204 7772 287860 SH DFND 2,5,20 250305 0 37555
MIMECAST LTD ORD SHS G14838109 2667 79296 SH DFND 2,5,8,20 77296 0 2000
MINDBODY INC COM CL A 60255W105 30529 838712 SH DFND 2,5,8,20 706490 0 132222
MINERALS TECHNOLOGIES INC COM 603158106 55770 1086297 SH DFND 2,5,6,8,11,20 954379 914 131004
MINERVA NEUROSCIENCES INC COM 603380106 3341 495769 SH DFND 2,5,20 417087 0 78682
MIRAGEN THERAPEUTICS INC COM 60463E103 1093 360766 SH DFND 2,20 303977 0 56789
MIRATI THERAPEUTICS INC COM 60468T105 64968 1531549 SH DFND 2,5,8,20 1467469 0 64080
MISTRAS GROUP INC COM 60649T107 4762