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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 331183 SH DFND 2,5,8,20 278039 1600 51544
MITEK SYS INC COM NEW 606710200 6054 560044 SH DFND 2,5,20 468197 0 91847
ANI PHARMACEUTICALS INC COM 00182C103 10868 241398 SH DFND 2,5,20 211762 0 29636
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 124 25536 SH DFND 20 25536 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 134 44519 SH DFND 20 44519 0 0
MKS INSTRUMENT INC COM 55306N104 84299 1304740 SH DFND 2,5,6,8,11,13,20 1210254 901 93585
MOBILE MINI INC COM 60740F105 38599 1215731 SH DFND 2,5,8,20 1061402 248 154081
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 79345 11335013 SH DFND 1,2,5,8,10,12,13,20 8551998 427393 2355622
MOBILEIRON INC COM NEW 60739U204 5985 1303977 SH DFND 2,5,20 1089252 0 214725
MODEL N INC COM 607525102 6912 522440 SH DFND 2,5,20 437914 0 84526
MODINE MFG CO COM 607828100 10903 1008562 SH DFND 2,5,8,20 803656 2378 202528
MOELIS & CO CL A 60786M105 32356 941125 SH DFND 2,5,8,10,20 795264 0 145861
MOHAWK INDS INC COM 608190104 320815 2742946 SH DFND 2,5,6,8,10,11,12,13,19,20 2451593 44189 247164
ANIKA THERAPEUTICS INC COM 035255108 16942 504087 SH DFND 2,5,8,20 457996 0 46091
MOLECULAR TEMPLATES INC COM 608550109 593 146848 SH DFND 2,20 124148 0 22700
MOLINA HEALTHCARE INC COM 60855R100 172819 1487000 SH DFND 2,5,6,8,11,12,13,20 1394236 700 92064
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 29293 10226000 SH DFND 2,5 10226000 0 0
MOLSON COORS BREWING CO CL B 60871R209 438306 7804587 SH DFND 2,5,6,8,10,12,13,19,20 6834348 143622 826617
MOMENTA PHARMACEUTICALS INC COM 60877T100 41190 3730943 SH DFND 2,5,8,10,20 3463171 0 267772
MOMO INC ADR 60879B107 58686 2470991 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1901833 77500 491658
MONARCH CASINO & RESORT INC COM 609027107 11861 310974 SH DFND 2,5,20 276471 0 34503
MONDELEZ INTL INC CL A 609207105 2558193 63496670 SH DFND 2,5,6,8,10,11,12,13,19,20 56215032 1034563 6247075
MONEYGRAM INTL INC COM NEW 60935Y208 1135 567656 SH DFND 2,5,8,20 474653 842 92161
MONGODB INC CL A 60937P106 4871 58171 SH DFND 2,20 58171 0 0
ANIXTER INTL INC COM 035290105 44943 827534 SH DFND 2,5,8,12,20 725898 143 101493
MONMOUTH REAL ESTATE INVT CO CL A 609720107 24753 1996192 SH DFND 2,5,8,10,20 1618087 23405 354700
MONOLITHIC PWR SYS INC COM 609839105 116842 1002531 SH DFND 2,5,6,8,11,13,20 940455 500 61576
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 18728 1197761 SH DFND 2,5,8,20 1052300 1500 143961
MONRO INC COM 610236101 68691 999141 SH DFND 2,5,8,20 848382 129 150630
MONSTER BEVERAGE CORP NEW COM 61174X109 831538 16894307 SH DFND 2,5,6,8,10,11,12,13,19,20 14538130 465182 1890995
MOODYS CORP COM 615369105 991817 7082385 SH DFND 2,5,6,8,10,11,12,13,19,20 6227160 171361 683864
MOOG INC CL A 615394202 93102 1201627 SH DFND 2,5,8,10,13,20 1070786 288 130553
MORGAN STANLEY COM NEW 617446448 5179883 130640173 SH DFND 2,5,6,8,10,11,12,13,19,20 48981868 75198251 6460054
MORNINGSTAR INC COM 617700109 31614 287821 SH DFND 2,5,8,20 256025 126 31670
MOSAIC CO NEW COM 61945C103 553653 18954211 SH DFND 2,5,6,8,10,11,12,13,19,20 16429843 267600 2256768
ANNALY CAP MGMT INC COM 035710409 433682 42915810 SH DFND 2,5,6,8,10,12,13,19,20 31403668 1008397 10503745
MOTORCAR PTS AMER INC COM 620071100 8516 511763 SH DFND 2,5,8,20 445839 1500 64424
MOTOROLA SOLUTIONS INC COM NEW 620076307 882201 7631981 SH DFND 2,5,6,8,10,11,12,13,19,20 6322999 212929 1096053
MOVADO GROUP INC COM 624580106 14280 451608 SH DFND 2,5,8,20 391483 1300 58825
MR COOPER GROUP INC COM 62482R107 21092 1807411 SH DFND 2,5,8,20 1587192 0 220219
MRC GLOBAL INC COM 55345K103 21029 1719482 SH DFND 2,5,8,20 1443180 3600 272702
MSA SAFETY INC COM 553498106 214863 2279231 SH DFND 2,5,6,8,11,13,20 2081564 326 197341
MSC INDL DIRECT INC CL A 553530106 101752 1322834 SH DFND 2,5,6,8,11,13,20 1261208 748 60878
MSCI INC COM 55354G100 587750 3986640 SH DFND 2,5,6,8,10,11,12,13,19,20 3506214 64136 416290
MSG NETWORK INC CL A 553573106 30107 1277887 SH DFND 2,5,8,10,20 1037131 21508 219248
MTS SYS CORP COM 553777103 19848 494598 SH DFND 2,5,8,20 433135 561 60902
ANSYS INC COM 03662Q105 507027 3547129 SH DFND 2,5,6,8,10,11,12,13,19,20 3017561 111562 418006
MUELLER INDS INC COM 624756102 41222 1764658 SH DFND 2,5,8,20 1385367 2118 377173
MUELLER WTR PRODS INC COM SER A 624758108 28308 3110773 SH DFND 2,5,8,20 2566412 4315 540046
MULTI COLOR CORP COM 625383104 13094 373167 SH DFND 2,5,8,20 328397 0 44770
MURPHY OIL CORP COM 626717102 137334 5871468 SH DFND 2,5,6,8,11,12,13,19,20 5636735 5029 229704
MURPHY USA INC COM 626755102 89783 1171493 SH DFND 2,5,6,8,11,12,13,20 973298 669 197526
MUSTANG BIO INC COM 62818Q104 661 224886 SH DFND 2,20 180413 0 44473
MUTUALFIRST FINL INC COM 62845B104 4205 158258 SH DFND 2,5,20 79533 0 78725
MVB FINANCIAL CORP COM 553810102 1968 109086 SH DFND 2,20 87869 0 21217
MYERS INDS INC COM 628464109 13530 888822 SH DFND 2,5,8,20 782762 0 106060
MYLAN N V SHS EURO N59465109 568933 20763993 SH DFND 2,5,6,8,10,11,12,13,19,20 18260707 352239 2151047
ABM INDS INC COM 000957100 237243 7388432 SH DFND 2,5,8,20 7166009 1976 220447
ANTARES PHARMA INC COM 036642106 11237 4131348 SH DFND 2,5,20 3710517 0 420831
MYOKARDIA INC COM 62857M105 35640 729431 SH DFND 2,5,8,20 617467 0 111964
MYOVANT SCIENCES LTD COM G637AM102 235 14300 SH DFND 5,20 14000 0 300
MYR GROUP INC DEL COM 55405W104 12821 455129 SH DFND 2,5,8,20 399000 0 56129
MYRIAD GENETICS INC COM 62855J104 107741 3706264 SH DFND 2,5,8,10,20 3416077 1182 289005
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 11512 18550000 SH DFND 2,5 18550000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 19570 9533821 SH DFND 2,5,8,12,13,20 8962815 4258 566748
NACCO INDS INC CL A 629579103 4407 130006 SH DFND 2,5,20 117244 0 12762
NAM TAI PPTY INC SHS G63907102 700 80697 SH DFND 2,5,20 80697 0 0
NANOMETRICS INC COM 630077105 18398 673175 SH DFND 2,5,8,20 563097 1700 108378
NANOSTRING TECHNOLOGIES INC COM 63009R109 6020 405919 SH DFND 2,5,20 328752 0 77167
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 1238 110710 SH DFND 5,8,20 90810 0 19900
NANOVIRICIDES INC COM NEW 630087203 3 13538 SH DFND 20 13538 0 0
NANTHEALTH INC COM 630104107 111 203513 SH DFND 2,20 164477 0 39036
NANTKWEST INC COM 63016Q102 477 411444 SH DFND 2,5,20 343659 0 67785
NAPCO SEC TECHNOLOGIES INC COM 630402105 2991 189887 SH DFND 2,20 155576 0 34311
NASDAQ INC COM 631103108 406862 4987887 SH DFND 2,5,6,8,10,11,12,13,19,20 4384755 77639 525493
NATERA INC COM 632307104 30627 2193916 SH DFND 2,5,8,20 2085560 0 108356
NATHANS FAMOUS INC NEW COM 632347100 3239 48744 SH DFND 2,20 39782 0 8962
NATIONAL BANKSHARES INC VA COM 634865109 4784 131322 SH DFND 2,5,20 111011 0 20311
NATIONAL BEVERAGE CORP COM 635017106 17205 230529 SH DFND 2,5,8,20 194692 0 35837
NATIONAL BK HLDGS CORP CL A 633707104 31139 1008713 SH DFND 2,5,8,20 881961 0 126752
ANTERO RES CORP COM 03674X106 95459 10165986 SH DFND 2,5,6,8,10,12,13,19,20 8170136 422278 1573572
NATIONAL CINEMEDIA INC COM 635309107 11760 1814773 SH DFND 2,5,8,10,20 1415548 2300 396925
NATIONAL COMM CORP COM 63546L102 11179 310537 SH DFND 2,5,20 258742 0 51795
NATIONAL FUEL GAS CO N J COM 636180101 305079 5912852 SH DFND 2,5,6,11,12,13,20 5809172 1287 102393
NATIONAL GEN HLDGS CORP COM 636220303 30839 1271745 SH DFND 2,5,8,20 1023559 0 248186
NATIONAL GRID PLC SPONSORED ADR NE 636274409 4417 91936 SH DFND 1,20 91936 0 0
NATIONAL HEALTH INVS INC COM 63633D104 87042 1137723 SH DFND 2,5,8,10,20 940210 9298 188215
NATIONAL HEALTHCARE CORP COM 635906100 26137 331081 SH DFND 2,5,6,10,20 274471 0 56610
NATIONAL INSTRS CORP COM 636518102 125130 2757391 SH DFND 2,5,6,8,11,13,20 2544863 2055 210473
NATIONAL OILWELL VARCO INC COM 637071101 485892 18906306 SH DFND 2,5,6,8,10,11,12,13,19,20 16622059 255961 2028286
NATIONAL PRESTO INDS INC COM 637215104 30902 264303 SH DFND 2,5,10,20 239451 357 24495
ANTHEM INC COM 036752103 2869205 10924896 SH DFND 2,5,6,8,10,11,12,13,19,20 9461005 298983 1164908
NATIONAL RESH CORP COM NEW 637372202 7967 205197 SH DFND 2,5,20 173971 0 31226
NATIONAL RETAIL PPTYS INC COM 637417106 668770 13786232 SH DFND 2,5,6,8,10,11,12,13,19,20 12696139 151278 938815
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 61882 2338710 SH DFND 2,5,8,10,20 2073672 12400 252638
NATIONAL VISION HLDGS INC COM 63845R107 38359 1361688 SH DFND 2,5,8,20 1167838 0 193850
NATIONAL WESTN LIFE GROUP IN CL A 638517102 14261 47426 SH DFND 2,5,8,20 39377 0 8049
NATURAL GAS SERVICES GROUP COM 63886Q109 4951 301170 SH DFND 2,5,20 212769 0 88401
NATURAL GROCERS BY VITAMIN C COM 63888U108 2889 188440 SH DFND 2,20 160637 0 27803
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2434 131625 SH DFND 2,5,20 106407 0 25218
NATURES SUNSHINE PRODUCTS IN COM 639027101 1409 172878 SH DFND 2,20 143292 0 29586
NATUS MEDICAL INC DEL COM 639050103 38890 1142829 SH DFND 2,5,8,20 1035033 0 107796
ANTHEM INC NOTE 2.750%10/1 94973VBG1 33758 9336000 SH DFND 2,5 9336000 0 0
NAUTILUS INC COM 63910B102 8792 806642 SH DFND 2,5,8,20 707151 0 99491
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 7 64995 SH DFND 20 64995 0 0
NAVIENT CORPORATION COM 63938C108 56006 6357046 SH DFND 1,2,5,6,8,11,12,13,20 5955460 12827 388759
NAVIGANT CONSULTING INC COM 63935N107 30345 1261756 SH DFND 2,5,8,20 1064957 2630 194169
NAVIGATORS GROUP INC COM 638904102 46715 672248 SH DFND 2,5,8,20 537278 850 134120
NAVISTAR INTL CORP NEW COM 63934E108 25948 999929 SH DFND 2,5,8,13,20 844196 356 155377
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 12524 12400000 SH DFND 2,5 12400000 0 0
NBT BANCORP INC COM 628778102 44868 1297127 SH DFND 2,5,8,20 1154440 323 142364
NCI BUILDING SYS INC COM NEW 628852204 6966 960782 SH DFND 2,5,20 720188 0 240594
NCR CORP NEW COM 62886E108 115052 4984906 SH DFND 1,2,5,6,8,11,12,13,19,20 4818242 1952 164712
ANWORTH MORTGAGE ASSET CP COM 037347101 10442 2504620 SH DFND 2,5,8,20 2185309 0 319311
NCS MULTISTAGE HLDGS INC COM 628877102 806 158310 SH DFND 2,5,20 136325 0 21985
NEENAH INC COM 640079109 29678 503700 SH DFND 2,5,8,20 432625 0 71075
NEKTAR THERAPEUTICS COM 640268108 223201 6790432 SH DFND 2,5,6,8,10,11,12,13,19,20 5984024 105729 700679
NELNET INC CL A 64031N108 20354 388880 SH DFND 2,5,8,10,20 320634 1060 67186
NEOGEN CORP COM 640491106 86972 1525827 SH DFND 2,5,8,20 1353025 613 172189
NEOGENOMICS INC COM NEW 64049M209 15723 1246841 SH DFND 2,5,8,20 1029626 0 217215
NEON THERAPEUTICS INC COM 64050Y100 286 56769 SH DFND 2,20 32169 0 24600
NEOPHOTONICS CORP COM 64051T100 3974 613348 SH DFND 2,5,20 512551 0 100797
NEOS THERAPEUTICS INC COM 64052L106 918 556267 SH DFND 2,5,20 445412 0 110855
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 926 197547 SH DFND 2,5,8,20 160480 0 37067
AON PLC SHS CL A G0408V102 1514470 10418754 SH DFND 2,5,6,8,10,11,12,13,19,20 9150889 232067 1035798
NETAPP INC COM 64110D104 647764 10855769 SH DFND 2,5,6,8,10,11,12,13,19,20 9109081 452747 1293941
NETEASE INC SPONSORED ADR 64110W102 389645 1655456 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1309377 48858 297221
NETFLIX INC COM 64110L106 4067740 15197413 SH DFND 2,5,6,8,10,11,12,13,19,20 13107640 262445 1827328
NETGEAR INC COM 64111Q104 48841 938715 SH DFND 2,5,8,20 822621 96 115998
NETSCOUT SYS INC COM 64115T104 56413 2387346 SH DFND 2,5,6,8,11,13,20 2147681 2065 237600
NEUROCRINE BIOSCIENCES INC COM 64125C109 131455 1840845 SH DFND 2,5,8,13,20 1701806 3500 135539
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 17313 14775000 SH DFND 2,5 14775000 0 0
NEURONETICS INC COM 64131A105 1676 86626 SH DFND 2,20 70426 0 16200
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 25 10515 SH DFND 20 10515 0 0
NEVRO CORP COM 64157F103 29597 761046 SH DFND 2,5,8,20 668121 600 92325
APACHE CORP COM 037411105 541280 20620203 SH DFND 2,5,6,8,10,11,12,13,19,20 18275390 360639 1984174
NEW AGE BEVERAGES CORP COM 64157V108 285 54800 SH DFND 2,20 54800 0 0
NEW HOME CO INC COM 645370107 1283 245325 SH DFND 2,13,20 203308 0 42017
NEW JERSEY RES COM 646025106 283098 6161271 SH DFND 2,5,6,8,11,13,19,20 5887250 1356 272665
NEW MEDIA INVT GROUP INC COM 64704V106 18360 1586838 SH DFND 2,5,8,20 1388005 476 198357
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 155731 2841287 SH DFND 1,2,5,6,8,10,11,12,13,19,20 2258831 84913 497543
NEW RELIC INC COM 64829B100 79602 983106 SH DFND 2,5,8,13,20 748171 800 234135
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 69671 4740101 SH DFND 2,5,8,12,13,20 4259789 3300 477012
NEW SR INVT GROUP INC COM 648691103 7134 1731599 SH DFND 2,5,8,20 1437657 1100 292842
NEW YORK CMNTY BANCORP INC COM 649445103 167415 17791159 SH DFND 2,5,6,8,11,12,13,19,20 15537926 13767 2239466
NEW YORK MTG TR INC COM PAR $.02 649604501 26410 4354464 SH DFND 2,5,8,20 3842302 0 512162
APARTMENT INVT & MGMT CO CL A 03748R101 353851 8064072 SH DFND 2,5,6,8,10,11,12,13,19,20 7320348 35134 708590
NEW YORK TIMES CO CL A 650111107 90628 4065840 SH DFND 2,5,6,8,11,20 3649010 900 415930
NEWATER TECHNOLOGY INC SHS G64335105 62 11126 SH DFND 2 11126 0 0
NEWELL BRANDS INC COM 651229106 355904 19144896 SH DFND 2,5,6,8,10,11,12,13,19,20 16833703 319496 1991697
NEWFIELD EXPL CO COM 651290108 174726 11918562 SH DFND 2,5,6,8,10,11,12,13,19,20 10742404 8948 1167210
NEWLINK GENETICS CORP COM 651511107 791 520661 SH DFND 2,5,20 438776 0 81885
NEWMARK GROUP INC CL A 65158N102 22756 2837441 SH DFND 2,5,8,13,20 2294407 36234 506800
NEWMARKET CORP COM 651587107 89018 215128 SH DFND 2,5,6,8,11,13,20 202701 183 12244
NEWMONT MINING CORP COM 651639106 909413 26245688 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22786750 463847 2995091
NEWPARK RES INC COM PAR $.01NEW 651718504 19329 2813551 SH DFND 2,5,8,20 2499962 4148 309441
NEWS CORP NEW CL A 65249B109 179148 15783926 SH DFND 2,5,6,8,10,11,12,13,19,20 13292520 260455 2230951
APELLIS PHARMACEUTICALS INC COM 03753U106 14048 1065027 SH DFND 2,5,8,20 947467 0 117560
NEWS CORP NEW CL B 65249B208 42413 3672098 SH DFND 2,5,6,10,11,12,13,19,20 3260897 1000 410201
NEXA RES S A COM L67359106 788 66248 SH DFND 2,5,20 66248 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 6340 738077 SH DFND 2,5,20 616920 0 121157
NEXPOINT RESIDENTIAL TR INC COM 65341D102 15168 432746 SH DFND 2,5,8,20 345640 0 87106
NEXSTAR MEDIA GROUP INC CL A 65336K103 69251 880608 SH DFND 2,5,8,13,20 737312 612 142684
NEXTDECADE CORP COM 65342K105 1044 193269 SH DFND 2,20 163269 0 30000
NEXTERA ENERGY INC COM 65339F101 4177464 24033276 SH DFND 2,5,6,8,10,11,12,13,19,20 21683937 331047 2018292
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 46388 803811 SH DFND 2 803811 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 3763 87409 SH DFND 2,5,8,20 68844 1200 17365
NEXTGEN HEALTHCARE INC COM 65343C102 21424 1414146 SH DFND 2,5,8,20 1219310 1604 193232
ABRAXAS PETE CORP COM 003830106 2761 2532683 SH DFND 2,5,20 2117484 0 415199
APERGY CORP COM 03755L104 58594 2163730 SH DFND 1,2,5,6,8,11,12,13,20 2055205 5503 103022
NI HLDGS INC COM 65342T106 2131 135478 SH DFND 2,20 112172 0 23306
NIC INC COM 62914B100 25595 2050862 SH DFND 2,5,8,20 1647106 1718 402038
NICE LTD SPONSORED ADR 653656108 858 7925 SH DFND 6,20 7925 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1813 1320000 SH DFND 5 1320000 0 0
NICOLET BANKSHARES INC COM 65406E102 8197 167970 SH DFND 2,5,20 143000 0 24970
NIELSEN HLDGS PLC SHS EUR G6518L108 344725 14776038 SH DFND 2,5,6,8,10,11,12,13,19,20 13070836 233983 1471219
NII HLDGS INC COM PAR 62913F508 10591 2401663 SH DFND 2,5,8,20 2117863 0 283800
NIKE INC CL B 654106103 4356747 58589112 SH DFND 1,2,5,6,8,10,11,12,13,19,20 45623506 1507264 11458342
NINE ENERGY SVC INC COM 65441V101 5803 257460 SH DFND 2,20 214258 0 43202
NISOURCE INC COM 65473P105 446618 17618052 SH DFND 2,5,6,8,10,11,12,13,19,20 15840282 327724 1450046
APOGEE ENTERPRISES INC COM 037598109 35982 1205414 SH DFND 2,5,8,20 669701 1128 534585
NL INDS INC COM NEW 629156407 487 138720 SH DFND 2,20 114136 0 24584
NLIGHT INC COM 65487K100 6399 359912 SH DFND 2,20 300392 0 59520
NMI HLDGS INC CL A 629209305 31089 1741705 SH DFND 2,5,8,20 1470356 0 271349
NN INC COM 629337106 5042 751388 SH DFND 2,5,20 634768 0 116620
NOAH HLDGS LTD SPON ADS CL A 65487X102 22352 515968 SH DFND 2,5,8,10,11,12,13,20 407817 15200 92951
NOBLE CORP PLC SHS USD G65431101 25668 9796930 SH DFND 2,5,8,12,20 8891365 6589 898976
NOBLE ENERGY INC COM 655044105 473384 25233682 SH DFND 2,5,6,8,10,11,12,13,19,20 22508636 323255 2401791
NOKIA CORP SPONSORED ADR 654902204 4124 708554 SH DFND 1,20 708554 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 485 29012 SH DFND 5,20 29012 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 133 35760 SH DFND 20 35760 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 69872 4082735 SH DFND 2,5,6,8,20 3651726 0 431009
NOODLES & CO COM CL A 65540B105 1717 245621 SH DFND 2,5,20 204484 0 41137
NORDIC AMERICAN TANKERS LIMI COM G65773106 4913 2456638 SH DFND 2,5,20 2042103 0 414535
NORDSON CORP COM 655663102 232976 1946441 SH DFND 2,5,6,8,11,13,20 1862068 526 83847
NORDSTROM INC COM 655664100 294668 6321988 SH DFND 2,5,6,8,10,11,12,13,19,20 5407840 190417 723731
NORFOLK SOUTHERN CORP COM 655844108 1680722 11239279 SH DFND 2,5,6,8,10,11,12,13,19,20 9777195 214023 1248061
NORTHEAST BANCORP COM NEW 663904209 1829 109308 SH DFND 2,20 91872 0 17436
NORTHERN OIL & GAS INC NEV COM 665531109 27899 12344550 SH DFND 2,5,10,20 11384305 0 960245
NORTHERN TR CORP COM 665859104 804355 9559024 SH DFND 2,5,6,8,10,11,12,13,19,20 8571183 141337 846504
NORTHFIELD BANCORP INC DEL COM 66611T108 17986 1327407 SH DFND 2,5,6,8,20 1183715 0 143692
NORTHRIM BANCORP INC COM 666762109 5109 155422 SH DFND 2,5,10,20 121596 0 33826
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 3792 191057 SH DFND 2,5,8,20 172427 0 18630
NORTHROP GRUMMAN CORP COM 666807102 4329517 17678713 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5928051 11241996 508666
NORTHSTAR REALTY EUROPE CORP COM 66706L101 22247 1530049 SH DFND 2,5,8,20 1357409 916 171724
NORTHWEST BANCSHARES INC MD COM 667340103 56300 3323516 SH DFND 2,5,6,8,10,20 2965976 1598 355942
NORTHWEST NAT HLDG CO COM 66765N105 48969 809943 SH DFND 2,5,8,19,20 713173 38 96732
NORTHWEST PIPE CO COM 667746101 3558 152786 SH DFND 2,5,20 126032 0 26754
NORTHWESTERN CORP COM NEW 668074305 99680 1676990 SH DFND 2,5,6,8,11,12,13,19,20 1491013 700 185277
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 363310 8570658 SH DFND 2,5,6,8,10,11,12,13,19,20 7584449 143311 842898
NORWOOD FINANCIAL CORP COM 669549107 3116 94435 SH DFND 2,20 78435 0 16000
NOVA MEASURING INSTRUMENTS L COM M7516K103 247 10859 SH DFND 2 10859 0 0
NOVANTA INC COM 67000B104 41087 652182 SH DFND 2,5,8,10,20 534711 0 117471
APPFOLIO INC COM CL A 03783C100 17024 287469 SH DFND 2,5,20 241677 0 45792
NOVARTIS A G SPONSORED ADR 66987V109 224890 2620787 SH DFND 1,2,12,20 12022 0 2608765
NOVAVAX INC COM 670002104 27084 14719594 SH DFND 2,5,8,20 13334058 7500 1378036
NOVO-NORDISK A S ADR 670100205 218466 4742036 SH DFND 1,20 77923 0 4664113
NOVOCURE LTD ORD SHS G6674U108 43027 1285146 SH DFND 2,5,8,20 1052409 0 232737
NOW INC COM 67011P100 38819 3334992 SH DFND 2,5,6,8,11,12,20 2994148 4090 336754
NRG ENERGY INC COM NEW 629377508 537105 13563260 SH DFND 2,5,6,8,10,11,12,13,19,20 12078067 304863 1180330
NU SKIN ENTERPRISES INC CL A 67018T105 82021 1337369 SH DFND 2,5,6,8,11,13,20 1260393 2940 74036
NUANCE COMMUNICATIONS INC COM 67020Y100 48603 3673695 SH DFND 2,5,6,8,12,13,19,20 3284970 8683 380042
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 18449 21395000 SH DFND 2,5 21395000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9362 10625000 SH DFND 2,5 10625000 0 0
APPIAN CORP CL A 03782L101 2321 86904 SH DFND 2,20 86904 0 0
NUCOR CORP COM 670346105 915540 17536723 SH DFND 2,5,6,8,10,11,12,13,19,20 15679779 276958 1579986
NUTANIX INC CL A 67059N108 68861 1655717 SH DFND 2,5,8,13,20 1451416 1100 203201
NUTRI SYS INC NEW COM 67069D108 42573 970224 SH DFND 2,5,8,20 860174 8100 101950
NUTRIEN LTD COM 67077M108 56902 1199545 SH DFND 2,10 1199545 0 0
NUVASIVE INC COM 670704105 89839 1812727 SH DFND 2,5,6,8,11,13,20 1544782 761 267184
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21930 20757000 SH DFND 2,5 20757000 0 0
NUVECTRA CORP COM 67075N108 4531 277276 SH DFND 2,20 225823 0 51453
NV5 GLOBAL INC COM 62945V109 10048 165946 SH DFND 2,5,8,20 138511 0 27435
NVE CORP COM NEW 629445206 9208 105185 SH DFND 2,5,8,20 90146 0 15039
NVENT ELECTRIC PLC SHS G6700G107 296205 13188127 SH DFND 2,5,6,8,11,12,13,19,20 12957021 7326 223780
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 104059 7247408 SH DFND 2,5,8,10,12,13,19,20 6549335 50958 647115
NVIDIA CORP COM 67066G104 3113419 23321493 SH DFND 2,5,6,8,10,11,12,13,19,20 20129745 652288 2539460
NVR INC COM 62944T105 287726 118066 SH DFND 2,5,6,8,10,11,12,13,19,20 103594 3804 10668
NXP SEMICONDUCTORS N V COM N6596X109 767109 10431924 SH DFND 2,5,6,8,10,11,12,13,19,20 7927583 522523 1981818
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 39313 39240000 SH DFND 2,5 39240000 0 0
NXSTAGE MEDICAL INC COM 67072V103 44998 1572264 SH DFND 2,5,8,20 1363121 1900 207243
NYMOX PHARMACEUTICAL CORP COM P73398102 611 466747 SH DFND 2,6,20 403306 0 63441
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1147348 3332117 SH DFND 2,5,6,8,10,11,12,13,19,20 2910090 62482 359545
OAK VALLEY BANCORP OAKDALE C COM 671807105 1775 96997 SH DFND 2,20 78678 0 18319
OASIS PETE INC NEW COM 674215108 91236 16498312 SH DFND 2,5,6,8,11,12,13,20 15586725 2400 909187
OCCIDENTAL PETE CORP DEL COM 674599105 2316291 37268037 SH DFND 2,5,6,8,10,11,12,13,19,20 33740169 522023 3005845
APPLE INC COM 037833100 29248115 185419773 SH DFND 1,2,5,6,8,10,11,12,13,19,20 155101578 4673293 25644902
OCEANEERING INTL INC COM 675232102 43256 3574861 SH DFND 2,5,6,8,11,20 3261056 2087 311718
OCEANFIRST FINL CORP COM 675234108 20952 930803 SH DFND 2,5,20 727337 0 203466
OCULAR THERAPEUTIX INC COM 67576A100 1929 484677 SH DFND 2,5,20 390298 0 94379
OCWEN FINL CORP COM NEW 675746309 2865 2137779 SH DFND 2,5,8,20 1778896 5379 353504
ODONATE THERAPEUTICS INC COM 676079106 1487 105634 SH DFND 2,20 90464 0 15170
OFFICE DEPOT INC COM 676220106 47083 18249407 SH DFND 2,5,8,12,13,20 16305539 8740 1935128
OFG BANCORP COM 67103X102 28586 1729338 SH DFND 2,5,8,20 1572345 3711 153282
OGE ENERGY CORP COM 670837103 280934 7168506 SH DFND 2,5,6,8,10,11,12,13,19,20 6326237 294216 548053
OHIO VY BANC CORP COM 677719106 2020 57082 SH DFND 2,20 47817 0 9265
OIL DRI CORP AMER COM 677864100 2609 98447 SH DFND 2,5,13,20 77773 0 20674
APPLIED DNA SCIENCES INC COM NEW 03815U201 5 12700 SH DFND 20 12700 0 0
OIL STS INTL INC COM 678026105 32729 2291935 SH DFND 2,5,6,8,12,20 1866705 2097 423133
OKTA INC CL A 679295105 73424 1150851 SH DFND 2,5,13,20 911098 0 239753
OLD DOMINION FGHT LINES INC COM 679580100 259979 2105264 SH DFND 2,5,6,8,10,11,12,13,19,20 1797305 81425 226534
OLD LINE BANCSHARES INC COM 67984M100 7551 286898 SH DFND 2,5,20 237148 0 49750
OLD NATL BANCORP IND COM 680033107 101381 6583168 SH DFND 2,5,8,20 6067449 700 515019
OLD POINT FINL CORP COM 680194107 784 35920 SH DFND 2,20 3779 0 32141
OLD REP INTL CORP COM 680223104 452150 21981051 SH DFND 2,5,6,8,11,12,13,19,20 20841843 60786 1078422
OLD SECOND BANCORP INC ILL COM 680277100 6942 534036 SH DFND 2,5,20 421959 0 112077
OLIN CORP COM PAR $1 680665205 128796 6404563 SH DFND 2,5,6,8,11,13,20 3576165 2616917 211481
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 105218 1581995 SH DFND 2,5,6,8,11,20 1422402 1300 158293
APPLIED INDL TECHNOLOGIES IN COM 03820C105 65703 1218073 SH DFND 2,5,8,10,20 943173 295 274605
OLYMPIC STEEL INC COM 68162K106 3654 256060 SH DFND 2,5,20 226718 0 29342
OMEGA FLEX INC COM 682095104 2763 50882 SH DFND 2,20 42084 0 8798
OMEGA HEALTHCARE INVS INC COM 681936100 223510 6358756 SH DFND 2,5,6,8,10,11,13,19,20 5735133 46771 576852
OMEROS CORP COM 682143102 12595 1130650 SH DFND 2,5,8,20 991533 0 139117
OMNICELL INC COM 68213N109 68409 1117070 SH DFND 2,5,8,20 933228 202 183640
OMNICOM GROUP INC COM 681919106 722764 9789804 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8571960 240374 977470
OMNOVA SOLUTIONS INC COM 682129101 6102 832432 SH DFND 2,5,8,20 691295 3146 137991
ON DECK CAP INC COM 682163100 5299 898205 SH DFND 2,5,20 738054 0 160151
ON SEMICONDUCTOR CORP COM 682189105 147135 8911844 SH DFND 2,5,6,8,10,12,13,19,20 7197076 294235 1420533
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 24871 22625000 SH DFND 2,5 22625000 0 0
AC IMMUNE SA SHS H00263105 316 33418 SH DFND 2 33418 0 0
APPLIED MATLS INC COM 038222105 1460864 44620171 SH DFND 1,2,5,6,8,10,11,12,13,19,20 39020365 1129725 4470081
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 19441 18150000 SH DFND 2,5 18150000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 8 10189 SH DFND 20 10189 0 0
ONCOSEC MED INC COM NEW 68234L207 9 13300 SH DFND 20 13300 0 0
ONE GAS INC COM 68235P108 134257 1686643 SH DFND 2,5,6,8,10,11,13,19,20 1502506 545 183592
ONE LIBERTY PPTYS INC COM 682406103 8367 339201 SH DFND 2,5,8,20 281213 0 57988
ONEMAIN HLDGS INC COM 68268W103 23777 978897 SH DFND 2,5,8,13,20 873660 1100 104137
ONEOK INC NEW COM 682680103 1087044 20149108 SH DFND 2,5,6,8,10,11,12,13,19,20 18158474 241494 1749140
ONESPAN INC COM 68287N100 11708 904064 SH DFND 2,5,8,20 800006 1012 103046
OOMA INC COM 683416101 4428 319023 SH DFND 2,20 262109 0 56914
OP BANCORP COM 67109R109 1561 176025 SH DFND 2,20 142829 0 33196
APPLIED OPTOELECTRONICS INC COM 03823U102 11269 730329 SH DFND 2,5,20 669726 0 60603
OPHTHOTECH CORP COM 683745103 50 41652 SH DFND 20 41652 0 0
OPKO HEALTH INC COM 68375N103 47083 15642110 SH DFND 2,5,8,10,13,20 14605611 12625 1023874
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 5737 224521 SH DFND 2,10,20 174332 0 50189
OPTINOSE INC COM 68404V100 1917 309187 SH DFND 2,5,20 255787 0 53400
OPUS BK IRVINE CALIF COM 684000102 16384 836344 SH DFND 2,5,8,20 760147 1600 74597
ORACLE CORP COM 68389X105 4801456 106344532 SH DFND 1,2,5,6,8,10,11,12,13,19,20 91460535 3032073 11851924
ORASURE TECHNOLOGIES INC COM 68554V108 25390 2173839 SH DFND 2,5,8,20 1973610 1058 199171
ORBCOMM INC COM 68555P100 12762 1545048 SH DFND 2,5,8,20 1318865 0 226183
ORBOTECH LTD ORD M75253100 13201 233478 SH DFND 2,5,8,10,20 177351 451 55676
ORCHID IS CAP INC COM 68571X103 6075 939065 SH DFND 2,5,20 792213 0 146852
APPROACH RESOURCES INC COM 03834A103 531 608691 SH DFND 2,20 508591 0 100100
ORGANOVO HLDGS INC COM 68620A104 1589 1660159 SH DFND 2,5,20 1392403 0 267756
ORIGIN BANCORP INC COM 68621T102 10848 318296 SH DFND 2,5,20 236200 0 82096
ORION ENGINEERED CARBONS S A COM L72967109 353 13958 SH DFND 2,5 13958 0 0
ORION GROUP HOLDINGS INC COM 68628V308 3222 751107 SH DFND 2,5,20 657636 0 93471
ORITANI FINL CORP DEL COM 68633D103 20113 1363615 SH DFND 2,5,6,8,20 1228790 0 134825
ORIX CORP SPONSORED ADR 686330101 345 4827 SH DFND 2,20 4827 0 0
ORMAT TECHNOLOGIES INC COM 686688102 41461 792755 SH DFND 2,5,8,20 667751 100 124904
ORRSTOWN FINL SVCS INC COM 687380105 2432 133575 SH DFND 2,20 110863 0 22712
ORTHOFIX MED INC COM 68752M108 36662 698462 SH DFND 2,5,8,10,20 594314 859 103289
ORTHOPEDIATRICS CORP COM 68752L100 3867 110862 SH DFND 2,20 90072 0 20790
APPTIO INC CL A 03835C108 25714 677401 SH DFND 2,5,8,20 573442 0 103959
OSHKOSH CORP COM 688239201 138274 2255330 SH DFND 2,5,6,8,11,12,13,19,20 2157027 1186 97117
OSI SYSTEMS INC COM 671044105 37144 506737 SH DFND 2,5,8,10,20 429800 0 76937
OSIRIS THERAPEUTICS INC NEW COM 68827R108 157 11600 SH DFND 20 11600 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 152 19600 SH DFND 2,20 19600 0 0
OTONOMY INC COM 68906L105 64 34590 SH DFND 20 34590 0 0
OTTER TAIL CORP COM 689648103 40128 808378 SH DFND 2,5,20 681381 0 126997
OUTFRONT MEDIA INC COM 69007J106 34132 1883684 SH DFND 2,5,8,13,20 1698932 902 183850
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1460 879534 SH DFND 2,20 664998 0 214536
OVERSTOCK COM INC DEL COM 690370101 10610 781318 SH DFND 2,5,8,20 714532 0 66786
OVID THERAPEUTICS INC COM 690469101 411 169815 SH DFND 2,20 140916 0 28899
APTARGROUP INC COM 038336103 237565 2525411 SH DFND 2,5,6,8,11,13,20 2444650 810 79951
OWENS & MINOR INC NEW COM 690732102 18726 2928895 SH DFND 2,5,8,12,20 2725360 2344 201191
OWENS CORNING NEW COM 690742101 128594 2923929 SH DFND 2,5,6,8,10,12,13,19,20 2439459 104272 380198
OWENS ILL INC COM NEW 690768403 94296 5469614 SH DFND 2,5,6,8,11,12,13,19,20 5263074 2286 204254
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5333 417292 SH DFND 2,5,20 343231 0 74061
OXFORD INDS INC COM 691497309 32532 457941 SH DFND 2,5,8,20 400970 641 56330
P A M TRANSN SVCS INC COM 693149106 1553 39401 SH DFND 2,20 31401 0 8000
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 18134 691865 SH DFND 2,5,13,20 655048 0 36817
PACCAR INC COM 693718108 853827 14439425 SH DFND 2,5,6,8,10,11,12,13,19,20 12585246 338477 1515702
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 19257 2602331 SH DFND 2,5,8,20 2178039 0 424292
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2405 153646 SH DFND 2,20 124450 0 29196
APTEVO THERAPEUTICS INC COM 03835L108 15 12061 SH DFND 20 12061 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 25 29552 SH DFND 20 29552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1844 257892 SH DFND 2,20 178218 0 79674
PACIFIC PREMIER BANCORP COM 69478X105 48573 1903331 SH DFND 2,5,8,20 1718897 0 184434
PACIRA PHARMACEUTICALS INC COM 695127100 40059 931175 SH DFND 2,5,8,20 800157 1000 130018
PACKAGING CORP AMER COM 695156109 338577 4017952 SH DFND 2,5,6,8,10,11,12,13,19,20 3508461 91511 417980
PACWEST BANCORP DEL COM 695263103 187241 5626231 SH DFND 2,5,6,8,11,12,13,20 5465941 1379 158911
PAGSEGURO DIGITAL LTD COM CL A G68707101 902 48158 SH DFND 2,5,8 48158 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 1896 2675827 SH DFND 2,20 2202758 0 473069
PALO ALTO NETWORKS INC COM 697435105 332902 1767464 SH DFND 2,5,6,8,10,12,13,19,20 1471458 52204 243802
PANDORA MEDIA INC COM 698354107 41642 5147292 SH DFND 2,5,8,20 4330694 6900 809698
APTINYX INC COM 03836N103 3257 196893 SH DFND 2,20 159123 0 37770
PANHANDLE OIL AND GAS INC CL A 698477106 4502 290478 SH DFND 2,5,20 244933 0 45545
PAPA JOHNS INTL INC COM 698813102 27529 691509 SH DFND 2,5,6,8,11,20 617789 458 73262
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 16499 1163538 SH DFND 2,5,20 1064501 0 99037
PAR TECHNOLOGY CORP COM 698884103 3976 182798 SH DFND 2,5,20 149328 0 33470
PARAMOUNT GROUP INC COM 69924R108 70146 5541264 SH DFND 2,5,8,10,13,20 4995867 48775 496622
PARATEK PHARMACEUTICALS INC COM 699374302 2960 576992 SH DFND 2,5,20 478564 0 98428
PARETEUM CORP COM NEW 69946T207 65 38725 SH DFND 20 38725 0 0
PARK CITY GROUP INC COM NEW 700215304 1172 196248 SH DFND 2,20 160936 0 35312
PARK ELECTROCHEMICAL CORP COM 700416209 10319 567948 SH DFND 2,5,8,20 500638 861 66449
PARK HOTELS RESORTS INC COM 700517105 179014 6638714 SH DFND 2,5,6,8,10,12,13,19,20 5986042 47957 604715
APTIV PLC SHS G6095L109 647772 10520901 SH DFND 2,5,6,8,10,11,12,13,19,20 9160732 281048 1079121
PARK NATL CORP COM 700658107 24692 290668 SH DFND 2,5,8,20 247338 0 43330
PARK OHIO HLDGS CORP COM 700666100 5014 163368 SH DFND 2,5,20 138124 0 25244
PARKE BANCORP INC COM 700885106 1692 90433 SH DFND 2,20 76245 0 14188
PARKER HANNIFIN CORP COM 701094104 765649 5133762 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4510370 93458 529934
PARSLEY ENERGY INC CL A 701877102 124447 7787653 SH DFND 2,5,6,8,10,12,13,19,20 6894589 118800 774264
PARTY CITY HOLDCO INC COM 702149105 16045 1607714 SH DFND 2,5,20 1431981 0 175733
PATRICK INDS INC COM 703343103 19242 649858 SH DFND 2,5,8,20 549914 0 99944
PATTERN ENERGY GROUP INC CL A 70338P100 32068 1684203 SH DFND 2,5,8,20 1426684 0 257519
PATTERSON COMPANIES INC COM 703395103 56554 2876579 SH DFND 2,5,6,8,11,12,13,20 2614151 3364 259064
PATTERSON UTI ENERGY INC COM 703481101 58109 5614423 SH DFND 2,5,6,8,11,12,13,20 5338506 2087 273830
AQUA AMERICA INC COM 03836W103 298252 8723373 SH DFND 1,2,5,6,8,11,12,13,19,20 8493490 1876 228007
PAYCHEX INC COM 704326107 894619 13731687 SH DFND 1,2,5,6,8,10,11,12,13,19,20 11783012 467081 1481594
PAYCOM SOFTWARE INC COM 70432V102 74975 612288 SH DFND 2,5,8,13,20 535412 500 76376
PAYLOCITY HLDG CORP COM 70438V106 36944 613589 SH DFND 2,5,8,20 480559 0 133030
PAYPAL HLDGS INC COM 70450Y103 3697013 43964955 SH DFND 2,5,6,8,10,11,12,13,19,20 38586255 675236 4703464
PBF ENERGY INC CL A 69318G106 154291 4722727 SH DFND 2,5,6,8,11,12,13,20 4558000 1000 163727
PC CONNECTION INC COM 69318J100 9276 308727 SH DFND 2,5,8,20 273563 0 35164
PC-TEL INC COM 69325Q105 50 11562 SH DFND 20 11562 0 0
PCSB FINL CORP COM 69324R104 5701 291474 SH DFND 2,5,6,20 243595 0 47879
PDC ENERGY INC COM 69327R101 100470 3376010 SH DFND 2,5,13,20 3143187 1214 231609
PDF SOLUTIONS INC COM 693282105 6245 740755 SH DFND 2,5,20 655242 0 85513
AQUANTIA CORP COM 03842Q108 2969 338502 SH DFND 2,5,20 270682 0 67820
PDL BIOPHARMA INC COM 69329Y104 18380 6337916 SH DFND 2,5,8,20 5760236 4743 572937
PDL CMNTY BANCORP COM 69290X101 1512 118720 SH DFND 2,20 96495 0 22225
PDVWIRELESS INC COM 69290R104 6541 174932 SH DFND 2,5,20 146646 0 28286
PEABODY ENERGY CORP NEW COM 704551100 66940 2196209 SH DFND 2,5,8,10,13,20 1979972 2400 213837
PEAPACK-GLADSTONE FINL CORP COM 704699107 10462 415479 SH DFND 2,5,20 364707 0 50772
PEBBLEBROOK HOTEL TR COM 70509V100 170889 5988741 SH DFND 2,5,6,8,10,11,13,20 5359934 31346 597461
PEGASYSTEMS INC COM 705573103 24311 507953 SH DFND 2,5,8,20 449614 226 58113
PENN NATL GAMING INC COM 707569109 61535 3267935 SH DFND 2,5,6,8,20 2930153 3150 334632
PENN VA CORP NEW COM 70788V102 37329 690503 SH DFND 2,5,20 646982 0 43521
PENNEY J C INC COM 708160106 14029 13489878 SH DFND 1,2,5,8,12,20 12406214 11544 1072120
ACACIA COMMUNICATIONS INC COM 00401C108 21989 578646 SH DFND 2,5,8,20 494959 0 83687
AQUAVENTURE HLDGS LTD SHS G0443N107 3485 184466 SH DFND 2,5,20 154972 0 29494
PENNS WOODS BANCORP INC COM 708430103 3