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Section 1: 13F-HR

Form 13F Filer Information

Filer CIK
Filer CCC
File Number
03-31-2019
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:
03-31-2019
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]
05-15-2019
[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:
3743
Form 13F Information table Value Total:
1281701585
(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 1978 111325 SH DFND 2,20 89190 0 22135
58 COM INC SPON ADR REP A 31680Q104 121371 1847919 SH DFND 2,5,8,10,11,12,13,19,20 1452819 51303 343797
AK STL HLDG CORP COM 001547108 45838 16668367 SH DFND 2,5,12,13,20 15684576 5075 978716
DIGI INTL INC COM 253798102 9075 716242 SH DFND 2,5,20 639595 0 76647
DIGIMARC CORP NEW COM 25381B101 6053 192893 SH DFND 2,5,20 162988 0 29905
DIGITAL RLTY TR INC COM 253868103 1624532 13651531 SH DFND 2,5,6,8,10,11,12,13,19,20 12277720 166214 1207597
DILLARDS INC CL A 254067101 38534 534309 SH DFND 2,5,6,8,11,12,13,20 493589 349 40371
DIME CMNTY BANCSHARES COM 253922108 17086 912225 SH DFND 2,5,8,20 817447 874 93904
DINE BRANDS GLOBAL INC COM 254423106 45763 497518 SH DFND 2,5,8,20 437468 3647 56403
DIODES INC COM 254543101 47469 1367992 SH DFND 2,5,8,10,20 1230726 1663 135603
DIPLOMAT PHARMACY INC COM 25456K101 12124 2086832 SH DFND 2,5,8,20 1910863 0 175969
DISCOVER FINL SVCS COM 254709108 1027447 14438541 SH DFND 2,5,6,8,10,11,12,13,19,20 12834721 253681 1350139
DISCOVERY INC COM SER A 25470F104 193922 7176967 SH DFND 2,5,6,8,10,11,12,13,19,20 6129045 124752 923170
AKAMAI TECHNOLOGIES INC COM 00971T101 496368 6921876 SH DFND 2,5,6,8,10,11,12,13,19,20 5867922 175511 878443
DISCOVERY INC COM SER C 25470F302 467467 18389715 SH DFND 2,5,6,8,10,11,12,13,19,20 15277315 300378 2812022
DISH NETWORK CORP CL A 25470M109 310571 9800285 SH DFND 2,5,6,8,10,11,12,13,19,20 8745351 141592 913342
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 21745 26400000 SH DFND 2,5 26400000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 78923 92242000 SH DFND 2,5 92242000 0 0
DISNEY WALT CO COM DISNEY 254687106 8301433 74767473 SH DFND 1,2,5,6,8,10,11,12,13,19,20 60133350 1834292 12799831
DMC GLOBAL INC COM 23291C103 14600 293996 SH DFND 2,5,8,20 251211 0 42785
DNB FINL CORP COM 233237106 216 5711 SH DFND 2,20 1976 0 3735
DOCUSIGN INC COM 256163106 43645 841924 SH DFND 2,5,10,19,20 761196 0 80728
DOLBY LABORATORIES INC COM CL A 25659T107 56843 902698 SH DFND 2,5,8,13,19,20 825512 562 76624
DOLLAR GEN CORP NEW COM 256677105 1361446 11411953 SH DFND 2,5,6,8,10,11,12,13,19,20 9963874 372262 1075817
AKCEA THERAPEUTICS INC COM 00972L107 16427 579857 SH DFND 2,5,8,20 532134 0 47723
DOLLAR TREE INC COM 256746108 1081045 10291743 SH DFND 2,5,6,8,10,11,12,13,19,20 9093484 145801 1052458
DOMINION ENERGY INC COM 25746U109 3022820 39431512 SH DFND 2,5,6,8,10,11,12,13,19,20 35413717 423048 3594747
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 35511 711077 SH DFND 2 711077 0 0
DOMINOS PIZZA INC COM 25754A201 349256 1353182 SH DFND 2,5,6,8,10,11,12,13,19,20 1215439 31525 106218
DOMO INC COM CL B 257554105 11817 293000 SH DFND 2,20 251822 0 41178
DOMTAR CORP COM NEW 257559203 82061 1652786 SH DFND 2,5,6,8,11,12,13,19,20 1558024 550 94212
DONALDSON INC COM 257651109 288413 5761354 SH DFND 2,5,6,8,11,13,19,20 5582332 1196 177826
DONEGAL GROUP INC CL A 257701201 2936 218289 SH DFND 2,5,8,20 192946 0 25343
DONNELLEY FINL SOLUTIONS INC COM 25787G100 14105 947914 SH DFND 2,5,8,20 847319 504 100091
DONNELLEY R R & SONS CO COM 257867200 10347 2192248 SH DFND 2,5,8,20 1979521 1344 211383
AKEBIA THERAPEUTICS INC COM 00972D105 27698 3381967 SH DFND 2,5,8,20 3132226 1272 248469
DORIAN LPG LTD SHS USD Y2106R110 3183 495858 SH DFND 2,5,20 411352 0 84506
DORMAN PRODUCTS INC COM 258278100 69576 789829 SH DFND 2,5,8,20 704231 100 85498
DOUGLAS DYNAMICS INC COM 25960R105 17415 457449 SH DFND 2,5,8,20 378820 8300 70329
DOUGLAS EMMETT INC COM 25960P109 325234 7995376 SH DFND 2,5,6,8,10,11,12,13,19,20 7500572 38866 455938
DOVA PHARMACEUTICALS INC COM 25985T102 1914 215257 SH DFND 2,5,20 176977 0 38280
DOVER CORP COM 260003108 826434 8810595 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7992255 157125 661215
DOWDUPONT INC COM 26078J100 5348922 100336180 SH DFND 2,5,6,8,10,11,12,13,19,20 84714151 1306262 14315767
DR REDDYS LABS LTD ADR 256135203 30553 754400 SH DFND 2,5,8,13,19,20 724035 0 30365
DRIL QUIP INC COM 262037104 56369 1229419 SH DFND 2,5,6,8,19,20 1110269 1296 117854
DRIVE SHACK INC COM 262077100 4660 1037972 SH DFND 2,5,20 876445 0 161527
AKORN INC COM 009728106 13516 3839901 SH DFND 2,5,8,13,19,20 3507345 2800 329756
DROPBOX INC CL A 26210C104 5294 242852 SH DFND 2,10,20 242852 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 181 39074 SH DFND 2 39074 0 0
DSP GROUP INC COM 23332B106 3083 219130 SH DFND 2,20 219130 0 0
DSW INC CL A 23334L102 48203 2145761 SH DFND 2,5,8,12,20 1916669 2806 226286
DTE ENERGY CO COM 233331107 1178732 9380200 SH DFND 2,5,6,8,10,11,12,13,19,20 8534042 139898 706260
DTE ENERGY CO UNIT 99/99/9999 233331883 18582 335659 SH DFND 2 335659 0 0
DUCOMMUN INC DEL COM 264147109 9196 211302 SH DFND 2,5,20 182671 0 28631
DUKE ENERGY CORP NEW COM NEW 26441C204 3285550 36506112 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32751361 502822 3251929
DUKE REALTY CORP COM NEW 264411505 727307 23783744 SH DFND 2,5,6,8,10,11,12,13,19,20 21404167 316458 2063119
DULUTH HLDGS INC COM CL B 26443V101 4428 185725 SH DFND 2,8,20 150798 0 34927
AKOUSTIS TECHNOLOGIES INC COM 00973N102 75 12981 SH DFND 2,20 12981 0 0
DUNKIN BRANDS GROUP INC COM 265504100 150109 1998785 SH DFND 2,5,6,8,11,13,20 1885791 900 112094
DURECT CORP COM 266605104 1600 2556423 SH DFND 2,5,20 2152729 0 403694
DXC TECHNOLOGY CO COM 23355L106 718924 11146640 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9839793 187596 1119251
DXP ENTERPRISES INC NEW COM NEW 233377407 16484 423526 SH DFND 2,5,8,20 373609 0 49917
DYCOM INDS INC COM 267475101 56458 1228955 SH DFND 2,5,6,8,11,13,20 863172 805 364978
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 12248 13260000 SH DFND 2,5 13260000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 26961 3688249 SH DFND 2,5,8,20 3483495 0 204754
DYNEX CAP INC COM NEW 26817Q506 9002 1464825 SH DFND 2,5,8,20 1282403 0 182422
E L F BEAUTY INC COM 26856L103 7374 695640 SH DFND 2,5,20 360311 0 335329
E TRADE FINANCIAL CORP COM NEW 269246401 506238 10903245 SH DFND 2,5,6,8,10,11,12,13,19,20 9739635 191664 971946
ALAMO GROUP INC COM 011311107 29508 295258 SH DFND 2,5,8,20 244403 0 50855
EAGLE BANCORP INC MD COM 268948106 58259 1160546 SH DFND 2,5,8,20 1056892 800 102854
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3452 742465 SH DFND 2,20 601990 0 140475
EAGLE MATERIALS INC COM 26969P108 98463 1168010 SH DFND 2,5,6,11,13,19,20 1096795 738 70477
EAGLE PHARMACEUTICALS INC COM 269796108 32933 652265 SH DFND 2,5,8,20 615870 0 36395
EARTHSTONE ENERGY INC CL A 27032D304 2280 321998 SH DFND 2,20 260354 0 61644
EAST WEST BANCORP INC COM 27579R104 290152 6048607 SH DFND 2,5,6,8,10,11,12,13,19,20 5559700 121841 367066
EASTERLY GOVT PPTYS INC COM 27616P103 55550 3084377 SH DFND 2,5,6,8,10,20 2819351 14100 250926
EASTERN CO COM 276317104 2250 81748 SH DFND 2,20 69283 0 12465
EASTGROUP PPTY INC COM 277276101 223320 1987558 SH DFND 2,5,8,10,19,20 1773076 8629 205853
EASTMAN CHEMICAL CO COM 277432100 506567 6621260 SH DFND 2,5,6,8,10,11,12,13,19,20 5651107 157049 813104
ALARM COM HLDGS INC COM 011642105 60880 938058 SH DFND 2,5,8,20 835009 0 103049
EASTMAN KODAK CO COM NEW 277461406 992 335241 SH DFND 2,5,20 291530 0 43711
EATON CORP PLC SHS G29183103 1509125 18732936 SH DFND 2,5,6,8,10,11,12,13,19,20 16298077 448824 1986035
EATON VANCE CORP COM NON VTG 278265103 444886 11036625 SH DFND 2,5,6,8,10,11,12,13,19,20 10396273 161759 478593
EBAY INC COM 278642103 1431707 38548916 SH DFND 2,5,6,8,10,11,12,13,19,20 33576344 675395 4297177
EBIX INC COM NEW 278715206 34230 693332 SH DFND 2,5,8,20 615969 500 76863
ECHO GLOBAL LOGISTICS INC COM 27875T101 21286 858991 SH DFND 2,5,8,20 766247 0 92744
ECHOSTAR CORP CL A 278768106 27546 755727 SH DFND 2,5,8,13,20 690775 307 64645
ECOLAB INC COM 278865100 2062317 11651631 SH DFND 2,5,6,8,10,11,12,13,19,20 10334061 175487 1142083
ECOPETROL S A SPONSORED ADS 279158109 35213 1642378 SH DFND 2,5,10,13,19,20 1479188 119337 43853
EDGEWELL PERS CARE CO COM 28035Q102 77940 1775814 SH DFND 2,5,6,8,11,12,13,20 1606047 850 168917
ALASKA AIR GROUP INC COM 011659109 226435 4034833 SH DFND 2,5,6,8,10,11,12,13,19,20 3682244 555 352034
EDISON INTL COM 281020107 1539373 24619477 SH DFND 2,5,6,8,10,11,12,13,19,20 15764554 7501689 1353234
EDITAS MEDICINE INC COM 28106W103 69798 2854727 SH DFND 2,5,8,20 2711011 0 143716
EDWARDS LIFESCIENCES CORP COM 28176E108 1695958 8864047 SH DFND 2,5,6,8,10,11,12,13,19,20 7786988 222854 854205
EGAIN CORP COM NEW 28225C806 4018 384517 SH DFND 2,5,20 330917 0 53600
EHEALTH INC COM 28238P109 33718 540869 SH DFND 2,5,8,20 477027 0 63842
EHI CAR SVCS LTD SPON ADS CL A 26853A100 5302 450882 SH DFND 1,2,5,20 450882 0 0
EIDOS THERAPEUTICS INC COM 28249H104 4816 205363 SH DFND 2,20 170563 0 34800
EIGER BIOPHARMACEUTICALS INC COM 28249U105 219 15699 SH DFND 20 15699 0 0
EKSO BIONICS HLDGS INC COM NEW 282644202 73 28936 SH DFND 2,20 28936 0 0
EL PASO ELEC CO COM NEW 283677854 69831 1187196 SH DFND 2,5,8,20 1058822 500 127874
ALASKA COMMUNICATIONS SYS GR COM 01167P101 59 30563 SH DFND 20 30563 0 0
EL POLLO LOCO HLDGS INC COM 268603107 7455 573023 SH DFND 2,5,8,20 518766 0 54257
ELANCO ANIMAL HEALTH INC COM 28414H103 189547 5910424 SH DFND 2,5,6,8,10,12,13,19,20 5714717 0 195707
ELASTIC N V ORD SHS N14506104 8743 109468 SH DFND 2,20 104868 0 4600
ELDORADO GOLD CORP NEW COM 284902509 141 30400 SH DFND 8,20 30400 0 0
ELDORADO RESORTS INC COM 28470R102 93493 2002410 SH DFND 2,5,6,8,20 1796814 0 205596
ELECTROCORE INC COM 28531P103 570 81444 SH DFND 2,20 60044 0 21400
ELECTRONIC ARTS INC COM 285512109 1322135 13009300 SH DFND 2,5,6,8,10,11,12,13,19,20 11651105 202755 1155440
ELECTRONICS FOR IMAGING INC COM 286082102 34089 1267265 SH DFND 2,5,8,20 1120344 1881 145040
ELEMENT SOLUTIONS INC COM 28618M106 30420 3011891 SH DFND 2,5,8,20 3011891 0 0
ELEVATE CREDIT INC COM 28621V101 1221 281250 SH DFND 2,20 239892 0 41358
8X8 INC NEW COM 282914100 55111 2728252 SH DFND 2,5,8,20 2428703 300 299249
ALBANY INTL CORP CL A 012348108 58929 821088 SH DFND 2,5,8,20 727771 136 93181
ELLIE MAE INC COM 28849P100 70554 714904 SH DFND 2,5,8,13,19,20 605690 900 108314
ELLINGTON FINANCIAL INC COM 28852N109 1228 68582 SH DFND 2,20 68582 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 322 26347 SH DFND 2,20 26347 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 4213 360685 SH DFND 2,5,20 287615 0 73070
EMBRAER S A SPONSORED ADS 29082A107 10935 575216 SH DFND 1,2,5,10,19,20 470281 68254 36681
EMC INS GROUP INC COM 268664109 5501 172546 SH DFND 2,5,8,20 145460 798 26288
EMCOR GROUP INC COM 29084Q100 134033 1834062 SH DFND 2,5,6,8,11,12,13,20 1641718 1018 191326
EMCORE CORP COM NEW 290846203 122 33396 SH DFND 2,20 33396 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 6518 513228 SH DFND 2,5,8,20 448745 0 64483
EMERGENT BIOSOLUTIONS INC COM 29089Q105 112830 2233381 SH DFND 2,5,8,20 2079483 900 152998
ALBEMARLE CORP COM 012653101 542007 6581975 SH DFND 2,5,6,8,10,11,12,13,19,20 6110134 59199 412642
EMERSON ELEC CO COM 291011104 2044844 29864815 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26397240 659151 2808424
EMPIRE RESORTS INC COM PAR $0 01 292052305 508 50550 SH DFND 2,20 41233 0 9317
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 962 60293 SH DFND 2 60293 0 0
EMPIRE ST RLTY TR INC CL A 292104106 52921 3349442 SH DFND 2,5,8,10,20 2993399 31984 324059
EMPLOYERS HOLDINGS INC COM 292218104 37676 939305 SH DFND 2,5,8,20 837212 0 102093
ENANTA PHARMACEUTICALS INC COM 29251M106 87922 920453 SH DFND 2,5,8,20 866277 0 54176
ENBRIDGE INC COM 29250N105 79358 2188594 SH DFND 1,2,5,6,8,10,12,19,20 1813983 290135 84476
ENCANA CORP COM 292505104 24049 3321724 SH DFND 2,5,12,20 3321724 0 0
ENCOMPASS HEALTH CORP COM 29261A100 145095 2473149 SH DFND 2,5,6,8,11,13,20 2325973 1452 145724
ENCORE CAP GROUP INC COM 292554102 19789 726736 SH DFND 2,5,8,20 637481 900 88355
ALBIREO PHARMA INC COM 01345P106 4577 142108 SH DFND 2,20 113908 0 28200
ENCORE WIRE CORP COM 292562105 34123 596353 SH DFND 2,5,8,20 533047 400 62906
ENDO INTL PLC SHS G30401106 55178 6871534 SH DFND 2,5,8,13,20 6129585 6160 735789
ENDOLOGIX INC COM NEW 29266S304 1282 193976 SH DFND 2,5,20 193976 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 10175 1403401 SH DFND 2,5,8,20 1184252 0 219149
ENEL AMERICAS S A SPONSORED ADR 29274F104 33695 3773282 SH DFND 2,5,8,10,13,19,20 3488673 0 284609
ENEL CHILE S A SPONSORED ADR 29278D105 12879 2486302 SH DFND 2,5,8,10,13,19,20 2389897 0 96405
ENERGIZER HLDGS INC NEW COM 29272W109 71124 1583003 SH DFND 2,5,6,8,11,13,20 1502589 650 79764
ENERGOUS CORP COM 29272C103 2588 408215 SH DFND 2,5,20 332746 0 75469
ENERGY FOCUS INC COM NEW 29268T300 12 10200 SH DFND 20 10200 0 0
ENERGY FUELS INC COM NEW 292671708 4889 1468236 SH DFND 2,5,6,20 1185825 0 282411
ALCOA CORP COM 013872106 95415 3388312 SH DFND 2,5,6,8,12,13,19,20 3134350 2121 251841
ENERGY RECOVERY INC COM 29270J100 5759 659628 SH DFND 2,5,20 552410 0 107218
ENERSYS COM 29275Y102 88629 1360170 SH DFND 2,5,6,8,11,13,19,20 1212083 305 147782
ENI S P A SPONSORED ADR 26874R108 667 18914 SH DFND 1,20 18914 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 6559 513260 SH DFND 5,8,19,20 447535 3325 62400
ENNIS INC COM 293389102 12625 608161 SH DFND 2,5,8,20 515715 1458 90988
ENOVA INTL INC COM 29357K103 23515 1030460 SH DFND 2,5,8,20 854987 0 175473
ENPHASE ENERGY INC COM 29355A107 14738 1596712 SH DFND 2,5,20 1331012 0 265700
ENPRO INDS INC COM 29355X107 38150 591926 SH DFND 2,5,8,20 525443 843 65640
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 20543 26400000 SH DFND 2,5 26400000 0 0
ENSCO PLC SHS CLASS A G3157S106 32123 8173710 SH DFND 2,5,6,8,11,12,13,20 8038157 12538 123015
ALDER BIOPHARMACEUTICALS INC COM 014339105 43209 3165522 SH DFND 2,5,8,20 2979375 0 186147
ENSIGN GROUP INC COM 29358P101 75413 1471822 SH DFND 2,5,8,20 1293048 1400 177374
ENSTAR GROUP LIMITED SHS G3075P101 48022 275991 SH DFND 2,5,8,20 238145 300 37546
ENTEGRA FINL CORP COM 29363J108 2351 104719 SH DFND 2,13,20 84601 0 20118
ENTEGRIS INC COM 29362U104 100781 2823792 SH DFND 2,5,8,13,19,20 2377581 2169 444042
ENTERCOM COMMUNICATIONS CORP CL A 293639100 15981 3043927 SH DFND 2,5,8,13,20 2632588 0 411339
ENTERGY CORP NEW COM 29364G103 978647 10233684 SH DFND 2,5,6,8,10,11,12,13,19,20 8990005 147303 1096376
ENTERPRISE BANCORP INC MASS COM 293668109 4992 173772 SH DFND 2,5,20 146458 0 27314
ENTERPRISE FINL SVCS CORP COM 293712105 26302 645125 SH DFND 2,5,8,20 498816 0 146309
ENTRAVISION COMMUNICATIONS C CL A 29382R107 5026 1551123 SH DFND 2,5,8,20 1310982 0 240141
ENVESTNET INC COM 29404K106 63063 964420 SH DFND 2,5,8,20 762639 1000 200781
ALDEYRA THERAPEUTICS INC COM 01438T106 3207 355202 SH DFND 2,20 291742 0 63460
ENVIVA PARTNERS LP COM UNIT 29414J107 224 6951 SH DFND 20 0 0 6951
ENZO BIOCHEM INC COM 294100102 2027 742444 SH DFND 2,5,20 632212 0 110232
EOG RES INC COM 26875P101 2675956 28114686 SH DFND 2,5,6,8,10,11,12,13,19,20 25371122 402564 2341000
EP ENERGY CORP CL A 268785102 199 763882 SH DFND 2,5,20 656281 0 107601
EPAM SYS INC COM 29414B104 108500 641516 SH DFND 2,5,8,13,19,20 573209 500 67807
EPIZYME INC COM 29428V104 28317 2285444 SH DFND 2,5,8,20 2100951 0 184493
EPLUS INC COM 294268107 34196 386222 SH DFND 2,5,8,20 344428 0 41794
EPR PPTYS COM SH BEN INT 26884U109 231234 2992472 SH DFND 2,5,6,8,10,11,13,19,20 2756635 18940 216897
EQT CORP COM 26884L109 231116 11143481 SH DFND 2,5,6,8,10,11,12,13,19,20 10110599 7022 1025860
EQUIFAX INC COM 294429105 565990 4776283 SH DFND 2,5,6,8,10,11,12,13,19,20 4241841 80835 453607
ALECTOR INC COM 014442107 1553 82944 SH DFND 2,20 82944 0 0
EQUILLIUM INC COM 29446K106 493 61624 SH DFND 2,20 51922 0 9702
EQUINIX INC COM 29444U700 1492514 3293570 SH DFND 2,5,6,8,10,11,12,13,19,20 2892095 43202 358273
EQUINOR ASA SPONSORED ADR 29446M102 2351 107001 SH DFND 1,20 107001 0 0
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EROS INTL PLC SHS NEW G3788M114 5284 578107 SH DFND 2,5,20 478312 0 99795
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ESCO TECHNOLOGIES INC COM 296315104 48653 725839 SH DFND 2,5,8,20 645055 21 80763
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EVELO BIOSCIENCES INC COM 299734103 1639 204883 SH DFND 2,20 168420 0 36463
EVERBRIDGE INC COM 29978A104 44328 590960 SH DFND 2,5,8,20 504954 0 86006
EVERCORE INC CLASS A 29977A105 92848 1020309 SH DFND 2,5,6,8,11,13,20 956886 300 63123
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EVERGY INC COM 30034W106 727489 12532107 SH DFND 2,5,6,8,10,11,12,13,19,20 11343466 252852 935789
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EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 57142 3183375 SH DFND 2,5,8,13,20 2212443 4800 966132
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EZCORP INC CL A NON VTG 302301106 13257 1422447 SH DFND 2,5,8,20 1248694 2136 171617
F M C CORP COM NEW 302491303 516236 6685610 SH DFND 2,5,6,8,10,11,12,13,19,20 5972141 71085 642384
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FACEBOOK INC CL A 30303M102 15436497 92606020 SH DFND 2,5,6,8,10,11,12,13,19,20 80540504 2547830 9517686
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ALIGN TECHNOLOGY INC COM 016255101 887481 3121307 SH DFND 2,5,6,8,10,11,12,13,19,20 2733372 102851 285084
FALCON MINERALS CORP CL A COM 30607B109 237 26800 SH DFND 20 26800 0 0
FANG HLDGS LTD ADR 30711Y102 1863 1380188 SH DFND 2,5,20 1360600 0 19588
FANHUA INC SPONSORED ADR 30712A103 6750 255002 SH DFND 1,2,5,20 255002 0 0
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FARO TECHNOLOGIES INC COM 311642102 21304 485179 SH DFND 2,5,8,20 431340 373 53466
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FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1108 74646 SH DFND 2,6,20 74646 0 0
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FIDELITY D & D BANCORP INC COM 31609R100 2373 40133 SH DFND 2,20 31933 0 8200
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ALLEGHANY CORP DEL COM 017175100 338203 552258 SH DFND 2,5,6,8,10,11,12,13,19,20 499839 9672 42747
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ALLEGHENY TECHNOLOGIES INC COM 01741R102 121314 4744401 SH DFND 2,5,6,8,11,12,13,20 4345882 945 397574
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FIRST FINL BANCORP OH COM 320209109 86882 3611041 SH DFND 2,5,8,20 3295064 1282 314695
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FIRST FNDTN INC COM 32026V104 11927 878907 SH DFND 2,5,8,20 774424 0 104483
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FIRST REP BK SAN FRANCISCO C COM 33616C100 949514 9451667 SH DFND 2,5,6,8,10,11,12,13,19,20 8752987 86598 612082
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FIVE POINT HOLDINGS LLC COM CL A 33833Q106 561 77764 SH DFND 5,8,20 77764 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 17569 1311113 SH DFND 2,5,8,20 1203907 0 107206
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FLAGSTAR BANCORP INC COM PAR .001 337930705 26531 805917 SH DFND 2,5,8,20 718076 0 87841
FLEETCOR TECHNOLOGIES INC COM 339041105 831437 3371737 SH DFND 2,5,6,8,10,11,12,13,19,20 2977896 47208 346633
FLEX LTD ORD Y2573F102 124432 12443245 SH DFND 2,5,6,8,10,12,13,19,20 6472755 528232 5442258
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ALLENA PHARMACEUTICALS INC COM 018119107 1274 181520 SH DFND 2,20 145843 0 35677
FLOWERS FOODS INC COM 343498101 96615 4531648 SH DFND 2,5,6,8,11,12,13,19,20 4298672 4167 228809
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FLWS/1-800 FLOWERS CL A 68243Q106 12039 660396 SH DFND 2,5,8,20 564458 0 95938
FLY LEASING LTD SPONSORED ADR 34407D109 363 26254 SH DFND 2 26254 0 0
FNB CORP PA COM 302520101 151583 14300328 SH DFND 2,5,6,8,11,13,20 13807092 2953 490283
FOAMIX PHARMACEUTICALS LTD SHS M46135105 186 49508 SH DFND 2 49508 0 0
ALLERGAN PLC SHS G0177J108 1972355 13471449 SH DFND 2,5,6,8,10,11,12,13,19,20 11807064 228659 1435726
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FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15934 172669 SH DFND 5,8,13,20 166101 0 6568
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FORD MTR CO DEL COM 345370860 1540418 175446267 SH DFND 2,5,6,8,10,11,12,13,19,20 151042487 2577298 21826482
FORESCOUT TECHNOLOGIES INC COM 34553D101 25696 613134 SH DFND 2,5,8,20 524019 0 89115
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FORMFACTOR INC COM 346375108 35627 2214228 SH DFND 2,5,8,20 1983112 1294 229822
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ALLETE INC COM NEW 018522300 140527 1708947 SH DFND 2,5,6,8,11,13,20 1529667 600 178680
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FORTRESS BIOTECH INC COM 34960Q109 1016 570733 SH DFND 2,20 482475 0 88258
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 672 39299 SH DFND 2 39299 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 309803 6507102 SH DFND 2,5,6,8,10,11,12,13,19,20 5760271 132458 614373
FORTY SEVEN INC COM 34983P104 2164 133915 SH DFND 2,20 102515 0 31400
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13134 2570217 SH DFND 2,5,8,20 1916666 0 653551
FORWARD AIR CORP COM 349853101 58079 897253 SH DFND 2,5,8,20 786742 84 110427
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FOSSIL GROUP INC COM 34988V106 20273 1477592 SH DFND 2,5,8,20 1324327 1924 151341
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FOUNDATION BLDG MATLS INC COM 350392106 2661 270459 SH DFND 2,5,20 225096 0 45363
FOUR CORNERS PPTY TR INC COM 35086T109 77674 2598986 SH DFND 2,5,6,8,10,20 2295636 16670 286680
FOX CORP CL A COM 35137L105 508234 13844566 SH DFND 2,5,6,8,10,11,12,13,19,20 13844566 0 0
FOX CORP CL B COM 35137L204 219572 6119621 SH DFND 2,5,6,8,10,11,12,13,19,20 6119621 0 0
FOX FACTORY HLDG CORP COM 35138V102 70736 1012111 SH DFND 2,5,8,20 896016 0 116095
FRANCESCAS HLDGS CORP COM 351793104 513 757840 SH DFND 2,5,20 651073 0 106767
FRANKLIN COVEY CO COM 353469109 4639 183347 SH DFND 2,5,20 152162 0 31185
FRANKLIN ELEC INC COM 353514102 63914 1251014 SH DFND 2,5,8,20 1072171 80 178763
ALLIANT ENERGY CORP COM 018802108 574160 12182483 SH DFND 2,5,6,8,10,11,12,13,19,20 11067930 179690 934863
FRANKLIN FINL NETWORK INC COM 35352P104 13783 475125 SH DFND 2,5,8,20 438769 0 36356
FRANKLIN RES INC COM 354613101 726798 21761870 SH DFND 2,5,6,8,10,11,12,13,19,20 19993221 429610 1339039
FRANKLIN STREET PPTYS CORP COM 35471R106 39374 5476226 SH DFND 2,5,8,10,20 4912934 27622 535670
FRANKS INTL N V COM N33462107 9897 1591163 SH DFND 2,5,8,20 1350247 0 240916
FREDS INC CL A 356108100 75 30184 SH DFND 20 30184 0 0
FREEPORT-MCMORAN INC CL B 35671D857 871467 67607953 SH DFND 2,5,6,8,10,11,12,13,19,20 61012164 938064 5657725
FREIGHTCAR AMER INC COM 357023100 1293 209822 SH DFND 2,5,20 174711 0 35111
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 518 12780 SH DFND 1,20 12780 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 17455 645769 SH DFND 2,5,8,20 544652 1338 99779
FRESHPET INC COM 358039105 23266 550153 SH DFND 2,5,8,20 469616 0 80537
ALLIED MOTION TECHNOLOGIES I COM 019330109 3952 114855 SH DFND 2,20 95234 0 19621
FRONT YD RESIDENTIAL CORP COM 35904G107 15172 1610787 SH DFND 2,5,8,20 1427675 333 182779
FRONTDOOR INC COM 35905A109 33914 985303 SH DFND 2,5,8,13,20 882972 1050 101281
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 8038 4039113 SH DFND 1,2,5,8,13,20 3670083 2106 366924
FRONTLINE LTD SHS NEW G3682E192 8300 1284849 SH DFND 2,5,20 1060071 0 224778
FRP HLDGS INC COM 30292L107 6341 133294 SH DFND 2,5,20 111514 0 21780
FS BANCORP INC COM 30263Y104 3348 66322 SH DFND 2,20 55822 0 10500
FTD COS INC COM 30281V108 7 14163 SH DFND 20 14163 0 0
FTI CONSULTING INC COM 302941109 84437 1099156 SH DFND 2,5,8,20 975075 1302 122779
FTS INTERNATIONAL INC COM 30283W104 5426 542583 SH DFND 2,5,20 448580 0 94003
FUELCELL ENERGY INC COM NEW 35952H502 299 1212967 SH DFND 2,20 1024367 0 188600
ALLISON TRANSMISSION HLDGS I COM 01973R101 72316 1609886 SH DFND 2,5,8,13,20 1448439 2400 159047
FULLER H B CO COM 359694106 205247 4219715 SH DFND 2,5,8,19,20 3902591 337 316787
FULTON FINL CORP PA COM 360271100 132049 8458836 SH DFND 2,5,6,8,11,20 7596874 2356 859606
FUNKO INC COM CL A 361008105 3898 179481 SH DFND 2,20 151636 0 27845
FUSION CONNECT INC COM 36116X102 446 340566 SH DFND 2,20 229966 0 110600
FUTUREFUEL CORPORATION COM 36116M106 9687 722943 SH DFND 2,5,8,20 640407 0 82536
FVCBANKCORP INC COM 36120Q101 212 12518 SH DFND 2,20 5100 0 7418
G-III APPAREL GROUP LTD COM 36237H101 54744 1369981 SH DFND 2,5,8,20 1078100 660 291221
G1 THERAPEUTICS INC COM 3621LQ109 19959 1202361 SH DFND 2,5,8,20 1132646 0 69715
GAIA INC NEW CL A 36269P104 1616 176578 SH DFND 2,20 145396 0 31182
GAIN CAP HLDGS INC COM 36268W100 4412 702576 SH DFND 2,5,20 613673 0 88903
ALLOGENE THERAPEUTICS INC COM 019770106 32549 1125859 SH DFND 2,20 1060959 0 64900
GALECTIN THERAPEUTICS INC COM NEW 363225202 503 98403 SH DFND 2,20 98403 0 0
GALLAGHER ARTHUR J & CO COM 363576109 674104 8631294 SH DFND 2,5,6,8,10,11,12,13,19,20 7565462 128810 937022
GAMCO INVESTORS INC CL A COM 361438104 2882 140587 SH DFND 2,5,8,20 114153 0 26434
GAMESTOP CORP NEW CL A 36467W109 35865 3530007 SH DFND 2,5,8,12,13,20 3176063 1932 352012
GAMING & LEISURE PPTYS INC COM 36467J108 166776 4323993 SH DFND 2,5,8,10,12,13,19,20 3699847 48978 575168
GANNETT CO INC COM 36473H104 37776 3584106 SH DFND 2,5,8,12,20 3200114 4464 379528
GAP INC COM 364760108 266338 10173344 SH DFND 2,5,6,8,10,11,12,13,19,20 8703144 318193 1152007
GARDNER DENVER HLDGS INC COM 36555P107 42722 1536196 SH DFND 2,5,8,19,20 1381295 2100 152801
GARMIN LTD SHS H2906T109 503519 5831058 SH DFND 2,5,6,8,10,11,12,13,19,20 4800168 166832 864058
GARRETT MOTION INC COM 366505105 32294 2192167 SH DFND 1,2,5,8,12,13,20 2114041 3987 74139
AAON INC COM PAR $0.004 000360206 53639 1161522 SH DFND 2,5,8,20 1030917 0 130605
ALLOT LTD SHS M0854Q105 306 38600 SH DFND 2 38600 0 0
GARTNER INC COM 366651107 537478 3543500 SH DFND 2,5,6,8,10,11,12,13,19,20 3136418 47626 359456
GASLOG LTD SHS G37585109 13734 786591 SH DFND 2,5,10,20 663723 0 122868
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 8317 579953 SH DFND 2,5,8,20 533153 0 46800
GATX CORP COM 361448103 93151 1219732 SH DFND 2,5,6,8,11,20 1097027 337 122368
GCI LIBERTY INC COM CLASS A 36164V305 69776 1254737 SH DFND 2,5,8,13,20 1127831 943 125963
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42691 1442249 SH DFND 2,5,8,13,19,20 1206040 1704 234505
GDS HLDGS LTD SPONSORED ADS 36165L108 40991 1148517 SH DFND 1,2,5,8,10,11,12,13,19,20 923717 26400 198400
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1253 167999 SH DFND 2,20 138778 0 29221
GENCOR INDS INC COM 368678108 1572 127215 SH DFND 2,20 105347 0 21868
GENERAC HLDGS INC COM 368736104 64179 1252770 SH DFND 2,5,8,20 1041909 400 210461
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 51936 5444073 SH DFND 2,5,6,8,11,20 4886836 845 556392
GENERAL DYNAMICS CORP COM 369550108 1986785 11736680 SH DFND 2,5,6,8,10,11,12,13,19,20 10695491 264264 776925
GENERAL ELECTRIC CO COM 369604103 3486060 348625235 SH DFND 1,2,5,6,8,10,11,12,13,19,20 309270266 5282704 34072265
GENERAL FIN CORP DEL COM 369822101 1441 154453 SH DFND 2,20 123928 0 30525
GENERAL MLS INC COM 370334104 1825621 35277709 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23954428 8811735 2511546
GENERAL MOLY INC COM 370373102 9 42932 SH DFND 20 42932 0 0
GENERAL MTRS CO COM 37045V100 2141608 57725287 SH DFND 2,5,6,8,10,11,12,13,19,20 50523956 955692 6245639
GENESCO INC COM 371532102 29896 656325 SH DFND 2,5,8,20 591518 904 63903
GENESEE & WYO INC CL A 371559105 135310 1552791 SH DFND 2,5,6,8,11,13,20 1362215 583 189993
GENESIS HEALTHCARE INC CL A COM 37185X106 1379 957381 SH DFND 2,5,20 848190 0 109191
GENIE ENERGY LTD CL B 372284208 92 10854 SH DFND 20 10854 0 0
ALLSTATE CORP COM 020002101 1547017 16341929 SH DFND 2,5,6,8,10,11,12,13,19,20 14326263 409826 1605840
GENMARK DIAGNOSTICS INC COM 372309104 7247 1022153 SH DFND 2,5,8,20 878514 0 143639
GENOCEA BIOSCIENCES INC COM 372427104 16 26324 SH DFND 20 20600 0 5724
GENOMIC HEALTH INC COM 37244C101 85918 1226519 SH DFND 2,5,8,20 1157323 0 69196
GENPACT LIMITED SHS G3922B107 61105 1736922 SH DFND 2,5,8,13,19,20 1573895 0 163027
GENTEX CORP COM 371901109 141943 6863775 SH DFND 2,5,6,8,11,12,13,19,20 6499268 10554 353953
GENTHERM INC COM 37253A103 36672 994906 SH DFND 2,5,8,20 871223 1140 122543
GENUINE PARTS CO COM 372460105 971916 8619524 SH DFND 2,5,6,8,10,11,12,13,19,20 7794349 267940 557235
GENWORTH FINL INC COM CL A 37247D106 75289 19657794 SH DFND 2,5,6,8,11,12,13,20 17953986 17784 1686024
GEO GROUP INC NEW COM 36162J106 72321 3766730 SH DFND 2,5,6,8,11,13,20 3418597 2464 345669
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1688 130412 SH DFND 2,20 130412 0 0
ALLY FINL INC COM 02005N100 323559 11770045 SH DFND 2,5,6,8,10,12,13,19,20 9171559 477116 2121370
GERDAU S A SPON ADR REP PFD 373737105 15619 4025597 SH DFND 2,10,12,19,20 3486324 465625 73648
GERMAN AMERN BANCORP INC COM 373865104 14728 500952 SH DFND 2,5,8,20 352060 0 148892
GERON CORP COM 374163103 5568 3353973 SH DFND 2,5,8,20 2879951 0 474022
GETTY RLTY CORP NEW COM 374297109 43905 1355839 SH DFND 2,5,8,10,20 1211445 8609 135785
GIBRALTAR INDS INC COM 374689107 36737 904634 SH DFND 2,5,8,20 803237 1270 100127
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 301 34210 SH DFND 2,20 34210 0 0
GILDAN ACTIVEWEAR INC COM 375916103 336 9296 SH DFND 20 9296 0 0
GILEAD SCIENCES INC COM 375558103 3812813 58649643 SH DFND 2,5,6,8,10,11,12,13,19,20 51688857 991011 5969775
GLACIER BANCORP INC NEW COM 37637Q105 126919 3167420 SH DFND 2,5,8,20 2904621 1085 261714
GLADSTONE COML CORP COM 376536108 13393 644830 SH DFND 2,5,8,20 537076 9600 98154
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 256847 2748494 SH DFND 2,5,6,8,10,12,13,19,20 2447229 45097 256168
GLADSTONE LD CORP COM 376549101 2705 213863 SH DFND 2,20 169333 0 44530
GLATFELTER COM 377316104 17346 1228479 SH DFND 2,5,8,20 1091082 2208 135189
GLAUKOS CORP COM 377322102 65912 841031 SH DFND 2,5,8,20 729053 0 111978
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 411997 9720629 SH DFND 1,20 41274 9477470 201885
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 126927 2398015 SH DFND 2,5,8,20 2234400 0 163615
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15595 452818 SH DFND 2,5,8,20 388979 0 63839
GLOBAL EAGLE ENTMT INC COM 37951D102 53 74081 SH DFND 2,20 74081 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5123 168629 SH DFND 2,5,8,20 143514 0 25115
GLOBAL MED REIT INC COM NEW 37954A204 4820 481707 SH DFND 2,20 429493 0 52214
GLOBAL NET LEASE INC COM NEW 379378201 58091 3073615 SH DFND 2,5,8,10,20 2693659 16900 363056
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5064 439931 SH DFND 2,5,20 376328 0 63603
GLOBAL PMTS INC COM 37940X102 833929 6108474 SH DFND 2,5,6,8,10,11,12,13,19,20 5411468 85931 611075
GLOBAL WTR RES INC COM 379463102 1620 165129 SH DFND 2,5,20 136443 0 28686
GLOBALSTAR INC COM 378973408 448 1042710 SH DFND 5,8,20 910710 0 132000
GLOBUS MED INC CL A 379577208 126596 2562146 SH DFND 2,5,6,8,11,19,20 2326180 600 235366
GLOWPOINT INC COM NEW 379887201 2 11101 SH DFND 20 11101 0 0
GLU MOBILE INC COM 379890106 28566 2611137 SH DFND 2,5,8,20 2158836 0 452301
GLYCOMIMETICS INC COM 38000Q102 13653 1095747 SH DFND 2,5,20 989860 0 105887
GMS INC COM 36251C103 9698 641409 SH DFND 2,5,8,20 522616 0 118793
GNC HLDGS INC COM CL A 36191G107 4412 1615983 SH DFND 2,5,8,20 1323337 3200 289446
GODADDY INC CL A 380237107 280765 3734068 SH DFND 2,5,6,8,10,12,13,19,20 3008641 83644 641783
ALPHABET INC CAP STK CL A 02079K305 13524517 11491743 SH DFND 2,5,6,8,10,11,12,13,19,20 9984999 296829 1209915
GOGO INC COM 38046C109 5030 1120239 SH DFND 2,5,8,20 939747 0 180492
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12900 13485000 SH DFND 2,5 13485000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 33850 1593698 SH DFND 2,5,8,10,20 1317291 0 276407
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1129 302570 SH DFND 5,8,20 302570 0 0
GOLD RESOURCE CORP COM 38068T105 4599 1170347 SH DFND 2,5,6,20 1021686 0 148661
GOLDCORP INC NEW COM 380956409 371 32400 SH DFND 5,20 32400 0 0
GOLDEN ENTMT INC COM 381013101 4561 322128 SH DFND 2,5,8,20 273262 0 48866
GOLDEN MINERALS CO COM 381119106 8 28779 SH DFND 20 28779 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 197 41341 SH DFND 2,5,20 41341 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 222 55845 SH DFND 2 55845 0 0
ALPHABET INC CAP STK CL C 02079K107 13660524 11642724 SH DFND 2,5,6,8,10,11,12,13,19,20 10034376 332581 1275767
GOLDFIELD CORP COM 381370105 80 36419 SH DFND 13,20 11419 0 25000
GOLDMAN SACHS GROUP INC COM 38141G104 4012273 20898342 SH DFND 1,2,5,6,8,10,11,12,13,19,20 13227915 812478 6857949
GOODRICH PETE CORP COM PAR 382410843 1722 126594 SH DFND 2,20 99275 0 27319
GOODYEAR TIRE & RUBR CO COM 382550101 160705 8854254 SH DFND 2,5,6,8,10,11,12,13,19,20 7530196 160511 1163547
GOOSEHEAD INS INC COM CL A 38267D109 4809 169753 SH DFND 2,20 138453 0 31300
GOPRO INC CL A 38268T103 14459 2224464 SH DFND 2,5,8,20 1873544 0 350920
GORMAN RUPP CO COM 383082104 12353 363980 SH DFND 2,5,8,20 315150 0 48830
GOSSAMER BIO INC COM 38341P102 3309 152681 SH DFND 2,20 152681 0 0
GP STRATEGIES CORP COM 36225V104 2851 234687 SH DFND 2,5,20 198968 0 35719
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 16886 189796 SH DFND 2,5,19,20 188796 0 1000
ALTA MESA RES INC CL A 02133L109 414 1558335 SH DFND 2,20 1273935 0 284400
GRACE W R & CO DEL NEW COM 38388F108 72940 934646 SH DFND 2,5,8,13,20 845243 3104 86299
GRACO INC COM 384109104 200134 4041484 SH DFND 2,5,6,8,11,13,19,20 3811762 1801 227921
GRAFTECH INTL LTD COM 384313508 9621 752218 SH DFND 2,5,8,20 690647 0 61571
GRAHAM CORP COM 384556106 3478 177195 SH DFND 2,5,20 150914 0 26281
GRAHAM HLDGS CO COM 384637104 78036 114224 SH DFND 2,5,6,8,11,12,13,20 108065 65 6094
GRAINGER W W INC COM 384802104 758017 2518915 SH DFND 2,5,6,8,10,11,12,13,19,20 2241021 81909 195985
GRAN TIERRA ENERGY INC COM 38500T101 2660 1172026 SH DFND 2,5,10,20 899296 124142 148588
GRAND CANYON ED INC COM 38526M106 70626 616769 SH DFND 2,5,8,13,19,20 551551 600 64618
GRANITE CONSTR INC COM 387328107 60302 1393306 SH DFND 2,5,6,8,11,20 1253579 1209 138518
GRANITE PT MTG TR INC COM 38741L107 27191 1433818 SH DFND 2,5,6,8,20 1272104 606 161108
ALTABA INC COM 021346101 14131 190657 SH DFND 20 115730 0 74927
GRAPHIC PACKAGING HLDG CO COM 388689101 52185 4107398 SH DFND 2,5,8,13,20 3719364 4200 383834
GRAY TELEVISION INC COM 389375106 33592 1572648 SH DFND 2,5,8,20 1315452 0 257196
GREAT AJAX CORP COM 38983D300 5866 426954 SH DFND 2,5,20 373969 0 52985
GREAT LAKES DREDGE & DOCK CO COM 390607109 9596 1076998 SH DFND 2,5,8,20 914439 0 162559
GREAT SOUTHN BANCORP INC COM 390905107 12247 234534 SH DFND 2,5,8,20 200003 0 34531
GREAT WESTN BANCORP INC COM 391416104 78694 2491101 SH DFND 2,5,8,20 2302853 1600 186648
GREEN BRICK PARTNERS INC COM 392709101 3485 398244 SH DFND 2,5,20 332706 0 65538
GREEN DOT CORP CL A 39304D102 91194 1503613 SH DFND 2,5,6,8,11,13,20 1346378 900 156335
GREEN PLAINS INC COM 393222104 27180 1629515 SH DFND 2,5,8,20 1497743 0 131772
GREENBRIER COS INC COM 393657101 31229 968945 SH DFND 2,5,8,20 846760 0 122185
AAR CORP COM 000361105 55784 1715899 SH DFND 2,5,8,20 1598229 786 116884
ALTAIR ENGR INC COM CL A 021369103 18748 509326 SH DFND 2,5,20 432586 0 76740
GREENE COUNTY BANCORP INC COM 394357107 1151 37919 SH DFND 2,20 31041 0 6878
GREENHILL & CO INC COM 395259104 12622 586790 SH DFND 2,5,8,20 489173 2100 95517
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 6009 552816 SH DFND 2,5,8,20 457180 1200 94436
GREENSKY INC CL A 39572G100 1906 147277 SH DFND 2,20 147277 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 209 15138 SH DFND 2 15138 0 0
GREIF INC CL A 397624107 35884 860797 SH DFND 2,5,6,8,11,20 778808 83 81906
GREIF INC CL B 397624206 5024 101416 SH DFND 2,5,20 84564 0 16852
GRIDSUM HLDG INC SPONSORED ADR 398132100 76 25600 SH DFND 2 25600 0 0
GRIFFIN INL RLTY INC COM 398231100 286 8208 SH DFND 2,20 6944 0 1264
GRIFFON CORP COM 398433102 18713 1012601 SH DFND 2,5,8,20 903851 0 108750
ALTERYX INC COM CL A 02156B103 47886 570961 SH DFND 2,5,20 484271 0 86690
GRIFOLS S A SP ADR REP B NVT 398438408 3797 188836 SH DFND 1,2,10,13,20 182836 0 6000
GRITSTONE ONCOLOGY INC COM 39868T105 1473 110715 SH DFND 2,20 90915 0 19800
GROUP 1 AUTOMOTIVE INC COM 398905109 45234 699137 SH DFND 2,5,8,12,20 545817 705 152615
GROUPON INC COM 399473107 36603 10310637 SH DFND 2,5,8,20 8875223 1800 1433614
GRUBHUB INC COM 400110102 131224 1888930 SH DFND 2,5,6,8,10,12,13,19,20 1634327 57172 197431
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 9403 208529 SH DFND 2,19,20 208529 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16018 99031 SH DFND 1,2,13,19,20 98351 0 680
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 140 17964 SH DFND 5 17964 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 6139 555071 SH DFND 1,5,20 555071 0 0
GSI TECHNOLOGY COM 36241U106 143 18379 SH DFND 2,20 18379 0 0
ALTICE USA INC CL A 02156K103 73550 3424133 SH DFND 2,5,6,8,10,12,13,19,20 3424133 0 0
GTT COMMUNICATIONS INC COM 362393100 29971 863718 SH DFND 2,5,8,20 730841 0 132877
GTX INC DEL COM NEW 40052B207 358 298447 SH DFND 2,20 289547 0 8900
GUARANTY BANCSHARES INC TEX COM 400764106 3830 130314 SH DFND 2,20 108821 0 21493
GUARANTY FED BANCSHARES INC COM 40108P101 289 12873 SH DFND 20 2300 0 10573
GUARDANT HEALTH INC COM 40131M109 22226 289776 SH DFND 2,20 246844 0 42932
GUESS INC COM 401617105 37055 1890548 SH DFND 2,5,8,12,20 1670249 28337 191962
GUIDEWIRE SOFTWARE INC COM 40171V100 98543 1014237 SH DFND 2,5,8,13,19,20 905870 1300 107067
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12553 11550000 SH DFND 2,5 11550000 0 0
GULF ISLAND FABRICATION INC COM 402307102 1333 145358 SH DFND 2,20 145358 0 0
GULFPORT ENERGY CORP COM NEW 402635304 73628 9180521 SH DFND 2,5,20 8520668 3200 656653
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 5112 215949 SH DFND 2,5,8,20 174431 1000 40518
GW PHARMACEUTICALS PLC ADS 36197T103 1409 8359 SH DFND 2,13,20 8359 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 16295 648925 SH DFND 2,5,8,20 547345 0 101580
HABIT RESTAURANTS INC COM CL A 40449J103 3658 338064 SH DFND 2,5,20 284747 0 53317
HACKETT GROUP INC COM 404609109 9079 574600 SH DFND 2,5,8,20 503343 0 71257
HAEMONETICS CORP COM 405024100 150611 1721667 SH DFND 2,5,6,8,11,13,19,20 1552977 604 168086
HAIN CELESTIAL GROUP INC COM 405217100 51229 2215786 SH DFND 2,5,6,8,11,13,19,20 2100288 666 114832
HALCON RES CORP COM PAR NEW 40537Q605 4250 3147949 SH DFND 2,5,20 2735332 0 412617
HALLADOR ENERGY COMPANY COM 40609P105 1355 257584 SH DFND 2,20 222001 0 35583
HALLIBURTON CO COM 406216101 1221687 41695802 SH DFND 2,5,6,8,10,11,12,13,19,20 37497637 598169 3599996
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2378 228685 SH DFND 2,20 190692 0 37993
ALTRA INDL MOTION CORP COM 02208R106 44410 1422483 SH DFND 2,5,6,8,13,20 996109 199 426175
HALOZYME THERAPEUTICS INC COM 40637H109 63658 3953883 SH DFND 2,5,8,20 3549791 0 404092
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3130 145857 SH DFND 2,5,20 120159 536 25162
HAMILTON LANE INC CL A 407497106 13313 303973 SH DFND 2,5,20 253133 0 50840
HANCOCK WHITNEY CORPORATION COM 410120109 151084 3739698 SH DFND 2,5,6,8,11,12,13,20 3440324 1000 298374
HANESBRANDS INC COM 410345102 350528 19604486 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17738853 236838 1628795
HANGER INC COM NEW 41043F208 1405 73743 SH DFND 2,20 73743 0 0
HANMI FINL CORP COM NEW 410495204 24887 1170034 SH DFND 2,5,8,20 1074576 0 95458
HANNON ARMSTRONG SUST INFR C COM 41068X100 29379 1145832 SH DFND 2,5,8,20 941928 0 203904
HANOVER INS GROUP INC COM 410867105 136236 1193275 SH DFND 2,5,6,8,11,12,13,20 1137588 900 54787
HARBORONE BANCORP INC COM 41165F101 4791 278551 SH DFND 2,5,20 241257 0 37294
ALTRIA GROUP INC COM 02209S103 4195658 72058201 SH DFND 1,2,5,6,8,10,12,13,19,20 65182692 1160371 5715138
HARLEY DAVIDSON INC COM 412822108 265167 7435992 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6569053 118301 748638
HARMONIC INC COM 413160102 12281 2265800 SH DFND 2,5,8,20 2032153 0 233647
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HARRIS CORP DEL COM 413875105 826203 5173143 SH DFND 2,5,6,8,10,11,12,13,19,20 4683823 72910 416410
HARSCO CORP COM 415864107 45798 2271707 SH DFND 2,5,8,20 1984521 3081 284105
HARTFORD FINL SVCS GROUP INC COM 416515104 1029551 20587619 SH DFND 2,5,6,8,10,11,12,13,19,20 15120187 4087801 1379631
HARVARD BIOSCIENCE INC COM 416906105 2242 520084 SH DFND 2,20 425848 0 94236
HASBRO INC COM 418056107 424458 4992447 SH DFND 2,5,6,8,10,11,12,13,19,20 4408663 127836 455948
HAVERTY FURNITURE INC COM 419596101 13214 603924 SH DFND 2,5,8,20 546131 0 57793
HAWAIIAN ELEC INDUSTRIES COM 419870100 119634 2934352 SH DFND 2,5,6,8,11,12,13,20 2764841 1256 168255
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 289 31132 SH DFND 5 31132 0 0
HAWAIIAN HOLDINGS INC COM 419879101 40876 1557171 SH DFND 2,5,8,13,20 1389565 0 167606
HAWKINS INC COM 420261109 10913 296314 SH DFND 2,5,8,20 265586 349 30379
HAWTHORN BANCSHARES INC COM 420476103 487 20851 SH DFND 20 1872 0 18979
HAYNES INTERNATIONAL INC COM NEW 420877201 13891 423132 SH DFND 2,5,8,20 384342 900 37890
HC2 HLDGS INC COM 404139107 1528 623676 SH DFND 2,5,20 502565 0 121111
HCA HEALTHCARE INC COM 40412C101 1580146 12119541 SH DFND 2,5,6,8,10,11,12,13,19,20 10527740 357776 1234025
HCI GROUP INC COM 40416E103 8827 206571 SH DFND 2,5,8,20 183378 0 23193
HCP INC COM 40414L109 1034139 33039577 SH DFND 2,5,6,8,10,11,12,13,19,20 29754397 401529 2883651
HD SUPPLY HLDGS INC COM 40416M105 182392 4207423 SH DFND 2,5,6,8,10,12,13,19,20 3371001 195616 640806
HDFC BANK LTD SPONSORED ADS 40415F101 17680 152532 SH DFND 1,8,20 152532 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 36371 2823826 SH DFND 2,5,8,20 2711097 342 112387
HEALTH INS INNOVATIONS INC COM CL A 42225K106 6992 260710 SH DFND 2,5,20 219458 0 41252
HEALTHCARE RLTY TR COM 421946104 229477 7146594 SH DFND 2,5,6,8,10,11,13,19,20 6525946 31334 589314
HEALTHCARE SVCS GRP INC COM 421906108 81077 2457623 SH DFND 2,5,6,8,11,13,19,20 2074618 1025 381980
HEALTHCARE TR AMER INC CL A NEW 42225P501 161176 5637506 SH DFND 2,5,8,10,12,13,19,20 5002822 49890 584794
HEALTHEQUITY INC COM 42226A107 124996 1689593 SH DFND 2,5,6,8,11,13,20 1517394 1200 170999
HEALTHSTREAM INC COM 42222N103 21801 776925 SH DFND 2,5,8,20 693463 800 82662
HEARTLAND EXPRESS INC COM 422347104 28062 1454024 SH DFND 2,5,8,20 1303904 2724 147396
HEARTLAND FINL USA INC COM 42234Q102 29989 703141 SH DFND 2,5,8,20 611365 0 91776
HECLA MNG CO COM 422704106 36245 15758541 SH DFND 2,5,8,20 14303436 9381 1445724
HEICO CORP NEW CL A 422806208 80829 961562 SH DFND 2,5,8,13,19,20 851188 1718 108656
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2895 185007 SH DFND 2,20 156807 0 28200
HEICO CORP NEW COM 422806109 105966 1116964 SH DFND 2,5,8,13,19,20 1053969 275 62720
HEIDRICK & STRUGGLES INTL IN COM 422819102 21814 569107 SH DFND 2,5,8,20 484098 5400 79609
HELEN OF TROY CORP LTD COM G4388N106 110578 953590 SH DFND 2,5,6,8,11,13,19,20 870167 388 83035
HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 1604 240823 SH DFND 2,20 184883 0 55940
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 34697 4386481 SH DFND 2,5,8,20 3946127 3985 436369
HELMERICH & PAYNE INC COM 423452101 344818 6206235 SH DFND 2,5,6,8,10,11,12,13,19,20 5344303 73006 788926
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4392 311470 SH DFND 2,20 263874 0 47596
HENRY JACK & ASSOC INC COM 426281101 487114 3510981 SH DFND 2,5,6,8,10,11,12,13,19,20 2998085 105288 407608
HENRY SCHEIN INC COM 806407102 470183 7822039 SH DFND 2,5,6,8,10,11,12,13,19,20 7037080 187890 597069
HERBALIFE NUTRITION LTD COM SHS G4412G101 97030 1831109 SH DFND 2,5,6,8,12,13,19,20 1395707 1210 434192
AMARIN CORP PLC SPONS ADR NEW 023111206 5686 273890 SH DFND 1,2,5,13,20 267590 0 6300
HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 25436 20433000 SH DFND 2,5 20433000 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 15449 14625000 SH DFND 2 14625000 0 0
HERC HLDGS INC COM 42704L104 20861 535172 SH DFND 2,5,8,13,20 455642 623 78907
HERITAGE COMMERCE CORP COM 426927109 11579 956916 SH DFND 2,5,8,20 836158 0 120758
HERITAGE CRYSTAL CLEAN INC COM 42726M106 7232 263467 SH DFND 2,5,8,20 226252 0 37215
HERITAGE FINL CORP WASH COM 42722X106 34460 1143335 SH DFND 2,5,8,20 1031407 0 111928
HERITAGE INS HLDGS INC COM 42727J102 6064 413655 SH DFND 2,5,8,20 338929 0 74726
HERON THERAPEUTICS INC COM 427746102 79005 3232627 SH DFND 2,5,8,20 2915969 0 316658
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 32214 1849479 SH DFND 2,5,8,10,20 1680672 10249 158558
HERSHEY CO COM 427866108 813897 7087842 SH DFND 2,5,6,8,10,11,12,13,19,20 6037687 132758 917397
AARONS INC COM PAR $0.50 002535300 134884 2562648 SH DFND 2,5,6,8,10,11,19,20 2179550 804 382294
AMAZON COM INC COM 023135106 29446950 16536263 SH DFND 2,5,6,8,10,11,12,13,19,20 14649973 265375 1620915
HERTZ GLOBAL HLDGS INC COM 42806J106 27071 1558515 SH DFND 2,5,8,12,13,20 1377001 1871 179643
HESKA CORP COM RESTRC NEW 42805E306 22002 258487 SH DFND 2,5,8,20 236260 0 22227
HESS CORP COM 42809H107 785070 13034526 SH DFND 2,5,6,8,10,11,12,13,19,20 11892045 154604 987877
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1054857 67867630 SH DFND 1,2,5,6,8,10,11,12,13,19,20 53185357 6601874 8080399
HEXCEL CORP NEW COM 428291108 146170 2113512 SH DFND 2,5,8,13,19,20 1989500 1771 122241
HFF INC CL A 40418F108 51668 1082059 SH DFND 2,5,8,20 960347 200 121512
HIBBETT SPORTS INC COM 428567101 12672 555526 SH DFND 2,5,8,20 479436 1262 74828
HIGHPOINT RES CORP COM 43114K108 6786 3070761 SH DFND 2,5,20 2723317 2400 345044
HIGHWOODS PPTYS INC COM 431284108 242472 5183240 SH DFND 2,5,6,8,10,11,13,19,20 4863435 24534 295271
HILL ROM HLDGS INC COM 431475102 196827 1859310 SH DFND 2,5,6,8,11,13,20 1658206 1000 200104
AMBAC FINL GROUP INC COM NEW 023139884 23506 1297243 SH DFND 2,5,8,20 1144031 0 153212
HILLENBRAND INC COM 431571108 75377 1814996 SH DFND 2,5,8,19,20 1590539 595 223862
HILLTOP HOLDINGS INC COM 432748101 34394 1884626 SH DFND 2,5,8,20 1656230 1279 227117
HILTON GRAND VACATIONS INC COM 43283X105 39293 1273682 SH DFND 2,5,8,13,20 1117183 1690 154809
HILTON WORLDWIDE HLDGS INC COM 43300A203 965590 11618218 SH DFND 2,5,6,8,10,11,12,13,19,20 10395200 149266 1073752
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 670 210170 SH DFND 2,10,19 210170 0 0
HINGHAM INSTN SVGS MASS COM 433323102 3838 22313 SH DFND 2,5,20 18566 0 3747
HMS HLDGS CORP COM 40425J101 77664 2622899 SH DFND 2,5,8,20 2073477 2919 546503
HNI CORP COM 404251100 50585 1393904 SH DFND 2,5,6,8,11,19,20 1226806 7217 159881
HOLLYFRONTIER CORP COM 436106108 472106 9582012 SH DFND 2,5,6,8,10,11,12,13,19,20 8204858 255611 1121543
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3848 183776 SH DFND 2,5,13,20 183776 0 0
AMBARELLA INC SHS G037AX101 25623 593117 SH DFND 2,5,8,20 493084 100 99933
HOLOGIC INC COM 436440101 553210 11429962 SH DFND 2,5,6,8,10,11,12,13,19,20 10081598 194370 1153994
HOME BANCORP INC COM 43689E107 4999 150355 SH DFND 2,5,20 105074 0 45281
HOME BANCSHARES INC COM 436893200 119890 6823542 SH DFND 2,5,6,8,11,13,20 6268637 3300 551605
HOME DEPOT INC COM 437076102 10152355 52907162 SH DFND 1,2,5,6,8,10,11,12,13,19,20 42034395 807010 10065757
HOMESTREET INC COM 43785V102 20979 796167 SH DFND 2,5,8,20 655699 0 140468
HOMETOWN BANKSHARES CORP COM 43787N108 210 14649 SH DFND 20 0 0 14649
HOMETRUST BANCSHARES INC COM 437872104 9510 377376 SH DFND 2,5,20 320160 0 57216
HOMOLOGY MEDICINES INC COM 438083107 8237 297041 SH DFND 2,20 248761 0 48280
HONDA MOTOR LTD AMERN SHS 438128308 552 20323 SH DFND 2,20 20323 0 0
HONEYWELL INTL INC COM 438516106 4702801 29592252 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26388660 792081 2411511
AMBER RD INC COM 02318Y108 3243 373996 SH DFND 2,20 312532 0 61464
HOOKER FURNITURE CORP COM 439038100 6556 227408 SH DFND 2,5,8,13,20 190012 0 37396
HOPE BANCORP INC COM 43940T109 77445 5920893 SH DFND 2,5,8,13,20 5520926 1800 398167
HOPFED BANCORP INC COM 439734104 335 17024 SH DFND 20 1717 0 15307
HORACE MANN EDUCATORS CORP N COM 440327104 46309 1315216 SH DFND 2,5,8,20 1074792 77 240347
HORIZON BANCORP INC COM 440407104 12868 799739 SH DFND 2,5,8,20 608601 0 191138
HORIZON GLOBAL CORP COM 44052W104 70 35950 SH DFND 2,20 35950 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 13215 11650000 SH DFND 2,5 11650000 0 0
HORIZON PHARMA PLC SHS G4617B105 100392 3798424 SH DFND 2,5,8,13,20 3223854 4600 569970
HORMEL FOODS CORP COM 440452100 1249189 27908605 SH DFND 2,5,6,8,10,12,13,19,20 14950258 10846357 2111990
HORNBECK OFFSHORE SVCS INC N COM 440543106 62 49768 SH DFND 2,20 49768 0 0
AMBEV SA SPONSORED ADR 02319V103 99563 23154265 SH DFND 2,5,8,10,13,19,20 20737754 2086952 329559
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 224927 8549118 SH DFND 2,5,6,8,10,11,12,13,19,20 8036566 40629 471923
HOST HOTELS & RESORTS INC COM 44107P104 1012219 53000422 SH DFND 2,5,6,8,10,11,12,13,19,20 47254150 896628 4849644
HOSTESS BRANDS INC CL A 44109J106 32298 2583823 SH DFND 2,5,8,20 1635765 0 948058
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 15226 2094325 SH DFND 2,5,8,20 1762324 5100 326901
HOULIHAN LOKEY INC CL A 441593100 33258 725363 SH DFND 2,5,8,20 589752 0 135611
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 975 88845 SH DFND 2,5,13,20 88845 0 0
HOWARD BANCORP INC COM 442496105 3167 213825 SH DFND 2,20 175830 0 37995
HOWARD HUGHES CORP COM 44267D107 56000 509091 SH DFND 2,5,8,13,20 457262 560 51269
HP INC COM 40434L105 1455806 74316484 SH DFND 1,2,5,6,8,10,11,12,13,19,20 57124035 8589803 8602646
HSBC HLDGS PLC ADR A 1/40PF A 404280604 13006 504693 SH DFND 2 504693 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 15432 1039174 SH DFND 2,5,8,20 872044 320 166810
HSBC HLDGS PLC SPON ADR NEW 404280406 4845 119249 SH DFND 1,20 119249 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 154 61796 SH DFND 2,20 61796 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 546 23564 SH DFND 5,20 23564 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 16075 13985000 SH DFND 2,5 13985000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 105942 2514056 SH DFND 1,2,5,8,10,11,12,13,19,20 2014856 67700 431500
HUB GROUP INC CL A 443320106 43615 1067678 SH DFND 2,5,8,20 931854 55 135769
HUBBELL INC COM 443510607 159966 1355872 SH DFND 2,5,6,8,11,12,13,19,20 1280775 491 74606
HUBSPOT INC COM 443573100 124560 749411 SH DFND 2,5,8,13,19,20 629546 800 119065
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 20411 11266000 SH DFND 2,5 11266000 0 0
HUDSON GLOBAL INC COM 443787106 24 15816 SH DFND 20 15816 0 0
AMC NETWORKS INC CL A 00164V103 67409 1187616 SH DFND 2,5,6,8,11,13,20 1126781 293 60542
HUDSON LTD COM CL A G46408103 9421 685138 SH DFND 2,5,20 571481 0 113657
HUDSON PAC PPTYS INC COM 444097109 204441 5939589 SH DFND 2,5,8,10,13,19,20 5462037 38704 438848
HUDSON TECHNOLOGIES INC COM 444144109 56 29255 SH DFND 20 29255 0 0
HUMANA INC COM 444859102 1643290 6165123 SH DFND 2,5,6,8,10,11,12,13,19,20 5330595 161079 673449
HUNT COS FIN TR INC COM 44558T100 191 53575 SH DFND 20 2209 0 51366
HUNT J B TRANS SVCS INC COM 445658107 375212 3704336 SH DFND 2,5,6,8,10,11,12,13,19,20 3216752 127177 360407
HUNTINGTON BANCSHARES INC COM 446150104 653352 50960089 SH DFND 2,5,6,8,10,11,12,13,19,20 46441182 600509 3918398
HUNTINGTON INGALLS INDS INC COM 446413106 692885 3344039 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1867352 1103110 373577
HUNTSMAN CORP COM 447011107 64741 2878666 SH DFND 2,5,8,12,13,20 2590513 12636 275517
HURCO COMPANIES INC COM 447324104 5486 135592 SH DFND 2,5,20 118254 0 17338
AMDOCS LTD SHS G02602103 100027 1838902 SH DFND 2,5,6,8,10,12,13,19,20 1731597 0 107305
HURON CONSULTING GROUP INC COM 447462102 20694 438252 SH DFND 2,5,8,20 361844 902 75506
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 25772 842775 SH DFND 2,5,8,10,11,12,13,19,20 640775 25600 176400
HUTTIG BLDG PRODS INC COM 448451104 56 20163 SH DFND 2,20 20163 0 0
HUYA INC ADS REP SHS A 44852D108 1250 44436 SH DFND 2,5 44436 0 0
HYATT HOTELS CORP COM CL A 448579102 36037 496581 SH DFND 2,5,10,13,20 453456 0 43125
HYSTER YALE MATLS HANDLING I CL A 449172105 12824 205644 SH DFND 2,5,8,20 173465 536 31643
I D SYSTEMS INC COM 449489103 103 17315 SH DFND 2,20 17315 0 0
I3 VERTICALS INC COM CL A 46571Y107 3209 133616 SH DFND 2,5,20 113466 0 20150
IAC INTERACTIVECORP COM 44919P508 350695 1669104 SH DFND 2,5,6,8,10,12,13,19,20 1404751 84853 179500
IBERIABANK CORP COM 450828108 144090 1997327 SH DFND 2,5,8,13,20 1729748 474 267105
AMEDISYS INC COM 023436108 109228 886159 SH DFND 2,5,6,8,11,20 799322 574 86263
ICF INTL INC COM 44925C103 28374 372262 SH DFND 2,5,8,20 312262 0 60000
ICHOR HOLDINGS SHS G4740B105 14091 624057 SH DFND 2,5,8,20 550205 0 73852
ICICI BK LTD ADR 45104G104 98381 8584701 SH DFND 1,2,5,8,13,19,20 8521279 0 63422
ICON PLC SHS G4705A100 15237 111560 SH DFND 2,5,8,10,13,19,20 109577 0 1983
ICU MED INC COM 44930G107 104692 437439 SH DFND 2,5,6,8,11,13,19,20 411358 300 25781
IDACORP INC COM 451107106 176030 1768431 SH DFND 2,5,6,8,11,12,13,20 1497900 490 270041
IDEANOMICS INC COM 45166V106 351 180900 SH DFND 2 180900 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 979 383988 SH DFND 2,5,13,20 333204 0 50784
IDEX CORP COM 45167R104 380614 2508328 SH DFND 2,5,6,8,10,11,12,13,19,20 2204784 95226 208318
IDEXX LABS INC COM 45168D104 828476 3705170 SH DFND 2,5,6,8,10,11,12,13,19,20 3252540 71114 381516
AMERCO COM 023586100 80241 215704 SH DFND 2,5,6,8,10,12,13,19,20 160153 7783 47768
IDT CORP CL B NEW 448947507 136 20543 SH DFND 2,20 20543 0 0
IES HLDGS INC COM 44951W106 2771 155910 SH DFND 2,20 130181 0 25729
IHS MARKIT LTD SHS G47567105 787140 14474806 SH DFND 2,5,6,8,10,11,12,13,19,20 12847475 234649 1392682
II VI INC COM 902104108 64744 1738570 SH DFND 2,5,8,20 1538356 308 199906
ILLINOIS TOOL WKS INC COM 452308109 2043134 14137593 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12551500 332369 1253724
ILLUMINA INC COM 452327109 1915356 6164846 SH DFND 2,5,6,8,10,11,12,13,19,20 5412635 148934 603277
ILLUMINA INC NOTE 6/1 452327AF6 22523 18395000 SH DFND 2,5 18395000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 20841 15350000 SH DFND 2,5 15350000 0 0
IMAX CORP COM 45245E109 23459 1034339 SH DFND 2,5,8,20 863286 1600 169453
IMMERSION CORP COM 452521107 4185 496445 SH DFND 2,5,20 415663 0 80782
ABB LTD SPONSORED ADR 000375204 864 45810 SH DFND 2,20 45810 0 0
AMEREN CORP COM 023608102 949593 12910848 SH DFND 2,5,6,8,10,11,12,13,19,20 11511873 333763 1065212
IMMUNE DESIGN CORP COM 45252L103 3493 597011 SH DFND 2,20 507040 0 89971
IMMUNOGEN INC COM 45253H101 34275 12647744 SH DFND 2,5,8,20 12197691 1976 448077
IMMUNOMEDICS INC COM 452907108 135925 7075737 SH DFND 2,5,8,19,20 6612028 3000 460709
IMPAC MTG HLDGS INC COM NEW 45254P508 534 136132 SH DFND 2,20 108143 0 27989
IMPINJ INC COM 453204109 5135 306447 SH DFND 2,5,20 254034 0 52413
INCYTE CORP COM 45337C102 698274 8118520 SH DFND 2,5,6,8,10,11,12,13,19,20 7353948 97531 667041
INDEPENDENCE CONTRACT DRIL I COM 453415309 1941 700680 SH DFND 2,20 566968 0 133712
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3745 106238 SH DFND 2,20 91450 0 14788
INDEPENDENCE RLTY TR INC COM 45378A106 49272 4491885 SH DFND 2,5,8,10,20 4097393 47300 347192
INDEPENDENT BANK CORP MASS COM 453836108 83746 1028553 SH DFND 1,2,5,8,20 865921 247 162385
AMERESCO INC CL A 02361E108 5480 338678 SH DFND 2,20 287281 0 51397
INDEPENDENT BANK CORP MICH COM NEW 453838609 16181 752614 SH DFND 2,5,20 574026 0 178588
INDEPENDENT BK GROUP INC COM 45384B106 61446 1198017 SH DFND 2,5,8,20 1077429 0 120588
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 26753 1326381 SH DFND 2,5,8,20 1098280 904 227197
INFINERA CORPORATION COM 45667G103 14891 3431208 SH DFND 2,5,8,20 2949354 4811 477043
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 8596 10700000 SH DFND 2,5 10700000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 104 55289 SH DFND 20 55289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1856 497579 SH DFND 2,20 397234 0 100345
INFOSYS LTD SPONSORED ADR 456788108 203577 18625561 SH DFND 1,2,5,8,10,13,19,20 16792477 0 1833084
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 1234 235406 SH DFND 2,20 189306 0 46100
INFRAREIT INC COM 45685L100 19431 915764 SH DFND 2,5,8,19,20 763383 0 152381
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 26137 1830329 SH DFND 1,5,8,13,20 1705604 0 124725
ING GROEP N V SPONSORED ADR 456837103 176 14463 SH DFND 2,20 14463 0 0
INGERSOLL-RAND PLC SHS G47791101 1113418 10314197 SH DFND 2,5,6,8,10,11,12,13,19,20 9061152 177152 1075893
INGEVITY CORP COM 45688C107 148841 1409342 SH DFND 2,5,6,8,11,13,19,20 1188887 1113 219342
INGLES MKTS INC CL A 457030104 10140 367122 SH DFND 2,5,8,20 316391 0 50731
INGREDION INC COM 457187102 282839 2967621 SH DFND 2,5,6,8,10,11,12,13,19,20 2642076 87376 238169
INNERWORKINGS INC COM 45773Y105 2948 814322 SH DFND 2,5,8,20 682339 0 131983
INNOPHOS HOLDINGS INC COM 45774N108 17611 584313 SH DFND 2,5,8,20 521132 400 62781
INNOSPEC INC COM 45768S105 63254 758891 SH DFND 2,5,8,20 607967 400 150524
INNOVATE BIOPHARMACEUTICLS I COM PAR 45782F105 493 255682 SH DFND 2,5,20 216685 0 38997
INNOVATIVE INDL PPTYS INC COM 45781V101 20374 248041 SH DFND 2,20 220941 0 27100
AMERICAN AIRLS GROUP INC COM 02376R102 450948 14198627 SH DFND 2,5,6,8,10,11,12,13,19,20 12403907 83275 1711445
INNOVIVA INC COM 45781M101 32619 2324934 SH DFND 2,5,8,20 2081730 2787 240417
INOGEN INC COM 45780L104 63590 666771 SH DFND 2,5,6,8,11,19,20 608832 200 57739
INOVALON HLDGS INC COM CL A 45781D101 16414 1320545 SH DFND 2,5,8,20 1106867 0 213678
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 15618 4187183 SH DFND 2,5,8,20 3933296 0 253887
INPHI CORP COM 45772F107 48811 1115925 SH DFND 2,5,8,20 980369 0 135556
INSEEGO CORP COM 45782B104 481 101861 SH DFND 2,20 101861 0 0
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KKR & CO INC CL A 48251W104 120338 5122951 SH DFND 2,5,6,8,10,12,13,19,20 4635908 0 487043
KKR REAL ESTATE FIN TR INC COM 48251K100 11108 544770 SH DFND 2,5,8,20 465891 0 78879
KLA-TENCOR CORP COM 482480100 822126 6884898 SH DFND 2,5,6,8,10,11,12,13,19,20 6044696 175264 664938
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 15663 623017 SH DFND 2,5,8,20 557890 254 64873
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 142127 4349053 SH DFND 2,5,6,8,10,11,12,13,19,20 3733788 90159 525106
AMERICAN STS WTR CO COM 029899101 200434 2811134 SH DFND 2,5,8,13,19,20 2694101 200 116833
KNOLL INC COM NEW 498904200 19616 1037323 SH DFND 2,5,8,20 856661 1800 178862
KNOWLES CORP COM 49926D109 45107 2558509 SH DFND 1,2,5,8,20 2266117 3428 288964
KODIAK SCIENCES INC COM 50015M109 742 113655 SH DFND 2,20 78155 0 35500
KOHLS CORP COM 500255104 599798 8637566 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7261437 228572 1147557
KONA GRILL INC COM 50047H201 10 10880 SH DFND 20 10880 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2246 54973 SH DFND 1,2,20 54973 0 0
KOPIN CORP COM 500600101 2257 1684494 SH DFND 2,5,20 1499014 0 185480
KOPPERS HOLDINGS INC COM 50060P106 30640 1179374 SH DFND 2,5,8,20 550607 800 627967
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4964 381585 SH DFND 2,5 381585 0 0
KORN FERRY COM NEW 500643200 73684 1641795 SH DFND 2,5,8,19,20 1461029 513 180253
AMERICAN TOWER CORP NEW COM 03027X100 3632177 18431832 SH DFND 2,5,6,8,10,11,12,13,19,20 16438235 242812 1750785
KORNIT DIGITAL LTD SHS M6372Q113 4049 170112 SH DFND 2,5,8,20 144906 0 25206
KOSMOS ENERGY LTD COM 500688106 39998 6420291 SH DFND 2,5,20 6142290 0 278001
KRAFT HEINZ CO COM 500754106 913696 27984566 SH DFND 2,5,6,8,10,11,12,13,19,20 25095147 328726 2560693
KRATON CORPORATION COM 50077C106 28674 891045 SH DFND 2,5,8,20 793979 600 96466
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 65392 4183749 SH DFND 2,5,8,20 3906200 2900 274649
KROGER CO COM 501044101 972468 39531207 SH DFND 2,5,6,8,10,11,12,13,19,20 34587510 960791 3982906
KRONOS WORLDWIDE INC COM 50105F105 8183 583679 SH DFND 2,5,8,20 502045 11494 70140
KRYSTAL BIOTECH INC COM 501147102 230 7003 SH DFND 2,20 7003 0 0
KT CORP SPONSORED ADR 48268K101 10686 858966 SH DFND 2,5,11,12,20 858966 0 0
KULICKE & SOFFA INDS INC COM 501242101 17545 789290 SH DFND 2,5,8,20 759555 226 29509
AMERICAN VANGUARD CORP COM 030371108 13193 765250 SH DFND 2,5,8,20 674191 953 90106
KURA ONCOLOGY INC COM 50127T109 15658 943837 SH DFND 2,5,8,20 865325 0 78512
KVH INDS INC COM 482738101 2955 290018 SH DFND 2,20 244111 0 45907
L BRANDS INC COM 501797104 292281 10597555 SH DFND 2,5,6,8,10,11,12,13,19,20 9315525 151473 1130557
L3 TECHNOLOGIES INC COM 502413107 718492 3481573 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3168182 52886 260505
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2733 425017 SH DFND 2,5,20 357603 0 67414
LA Z BOY INC COM 505336107 45793 1388075 SH DFND 2,5,8,20 1236579 2069 149427
LABORATORY CORP AMER HLDGS COM NEW 50540R409 676348 4421155 SH DFND 2,5,6,8,10,11,12,13,19,20 3960050 76020 385085
LADDER CAP CORP CL A 505743104 35406 2041554 SH DFND 2,5,8,20 1741474 0 300080
LADENBURG THALMAN FIN SVCS I COM 50575Q102 5472 1933663 SH DFND 2,5,8,20 1623276 0 310387
LAKELAND BANCORP INC COM 511637100 15223 1019618 SH DFND 2,5,8,20 888232 0 131386
AMERICAN WOODMARK CORPORATIO COM 030506109 35004 423619 SH DFND 2,5,8,20 365927 661 57031
LAKELAND FINL CORP COM 511656100 23185 512717 SH DFND 2,5,8,20 418970 0 93747
LAM RESEARCH CORP COM 512807108 1166137 6475084 SH DFND 2,5,6,8,10,11,12,13,19,20 5570368 173714 731002
LAMAR ADVERTISING CO NEW CL A 512816109 167238 2109996 SH DFND 2,5,6,8,11,12,13,20 1994211 873 114912
LAMB WESTON HLDGS INC COM 513272104 474056 6325804 SH DFND 2,5,6,8,10,11,12,13,19,20 5644145 96983 584676
LANCASTER COLONY CORP COM 513847103 190300 1214502 SH DFND 2,5,6,8,11,19,20 1154638 300 59564
LANDEC CORP COM 514766104 6921 563625 SH DFND 2,5,8,20 477437 1589 84599
LANDS END INC NEW COM 51509F105 4084 245861 SH DFND 2,5,8,20 202371 422 43068
LANDSTAR SYS INC COM 515098101 115923 1059719 SH DFND 2,5,6,8,11,13,19,20 1004520 692 54507
LANNET INC COM 516012101 9311 1183157 SH DFND 2,5,20 1102817 0 80340
LANTHEUS HLDGS INC COM 516544103 30566 1248606 SH DFND 2,5,8,20 1083129 0 165477
AMERICAN WTR WKS CO INC NEW COM 030420103 934657 8964671 SH DFND 2,5,6,8,10,11,12,13,19,20 8129918 118981 715772
LAREDO PETROLEUM INC COM 516806106 31713 10263127 SH DFND 2,5,20 9764483 2700 495944
LAS VEGAS SANDS CORP COM 517834107 495267 8124462 SH DFND 2,5,6,8,10,12,13,19,20 6825392 400505 898565
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 10280 971622 SH DFND 2,5,13,19,20 957528 0 14094
LATTICE SEMICONDUCTOR CORP COM 518415104 33295 2790871 SH DFND 2,5,8,20 2412207 5981 372683
LAUDER ESTEE COS INC CL A 518439104 1663223 10046653 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8842462 273980 930211
LAUREATE EDUCATION INC CL A 518613203 26581 1775635 SH DFND 2,5,8,20 1495331 0 280304
LAWSON PRODS INC COM 520776105 3263 104051 SH DFND 2,20 85483 0 18568
LAZARD LTD SHS A G54050102 49976 1382831 SH DFND 2,5,13,20 1253171 0 129660
LCI INDS COM 50189K103 54880 714391 SH DFND 2,5,8,13,20 612495 247 101649
LCNB CORP COM 50181P100 2973 173358 SH DFND 2,20 147779 0 25579
AMERICAS CAR MART INC COM 03062T105 14240 155896 SH DFND 2,5,8,20 117230 0 38666
LEAF GROUP LTD COM 52177G102 1861 232009 SH DFND 2,20 200309 0 31700
LEAR CORP COM NEW 521865204 225309 1660226 SH DFND 2,5,6,8,10,12,13,19,20 1342667 106451 211108
LEE ENTERPRISES INC COM 523768109 215 65000 SH DFND 2,20 65000 0 0
LEGACY HOUSING CORP COM 52472M101 351 29503 SH DFND 2,20 29503 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 63196 1690178 SH DFND 2,5,8,20 1487307 1200 201671
LEGG MASON INC COM 524901105 64929 2343778 SH DFND 2,5,6,8,11,12,13,20 2217892 698 125188
LEGGETT & PLATT INC COM 524660107 597042 14017411 SH DFND 2,5,6,8,10,11,12,13,19,20 13096754 143879 776778
LEIDOS HLDGS INC COM 525327102 303344 4733101 SH DFND 2,5,6,8,10,11,12,13,19,20 4371461 74880 286760
LEMAITRE VASCULAR INC COM 525558201 18871 607109 SH DFND 2,5,8,20 534449 0 72660
LENDINGCLUB CORP COM 52603A109 19553 6327760 SH DFND 2,5,8,20 5347075 0 980685
AMERICOLD RLTY TR COM 03064D108 114538 3729906 SH DFND 2,5,8,10,20 3171626 31100 527180
LENDINGTREE INC NEW COM 52603B107 121923 346805 SH DFND 2,5,6,8,11,20 320961 100 25744
LENNAR CORP CL A 526057104 624965 12731009 SH DFND 2,5,6,8,10,11,12,13,19,20 11344945 192717 1193347
LENNAR CORP CL B 526057302 2421 61882 SH DFND 2,5,8,10,13,20 52719 73 9090
LENNOX INTL INC COM 526107107 341061 1286854 SH DFND 2,5,6,8,10,11,12,13,19,20 1142244 25168 119442
LEVEL ONE BANCORP INC COM 52730D208 1411 60579 SH DFND 2,20 41666 0 18913
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5180 931697 SH DFND 2,5,8,20 794276 1485 135936
LEXINFINTECH HLDGS LTD ADR 528877103 700 66643 SH DFND 2 66643 0 0
LEXINGTON REALTY TRUST COM 529043101 78608 8579392 SH DFND 2,5,8,10,13,20 7611019 54521 913852
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3214 371614 SH DFND 2,5,19,20 362606 0 9008
LGI HOMES INC COM 50187T106 39447 654824 SH DFND 2,5,8,20 574410 0 80414
1ST SOURCE CORP COM 336901103 15877 353522 SH DFND 2,5,8,20 273759 0 79763
ABEONA THERAPEUTICS INC COM 00289Y107 4186 568756 SH DFND 2,5,20 482129 0 86627
AMERIPRISE FINL INC COM 03076C106 789764 6165212 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5437721 157069 570422
LHC GROUP INC COM 50187A107 94103 848841 SH DFND 2,5,8,20 752706 600 95535
LIBBEY INC COM 529898108 75 26460 SH DFND 2,20 26460 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 27873 304156 SH DFND 2,5,6,8,10,12,13,19,20 286690 0 17466
LIBERTY BROADBAND CORP COM SER C 530307305 207438 2261147 SH DFND 2,5,6,8,10,12,13,19,20 1935319 54860 270968
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 54039 1262602 SH DFND 2,5,8,12,13,20 1085761 1629 175212
LIBERTY GLOBAL PLC SHS CL A G5480U104 61819 2480689 SH DFND 2,5,6,8,10,12,13,19,20 1835699 122697 522293
LIBERTY GLOBAL PLC SHS CL C G5480U120 148925 6151399 SH DFND 2,5,6,8,10,12,13,19,20 5038703 302494 810202
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16471 851667 SH DFND 2,5,8,13,20 716750 1326 133591
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 43671 2245299 SH DFND 2,5,8,13,20 1887250 3465 354584
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6254 8300000 SH DFND 2 8300000 0 0
AMERIS BANCORP COM 03076K108 70730 2053085 SH DFND 2,5,8,20 1897784 0 155301
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9776 14284360 SH DFND 2 14284360 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 9044 12907000 SH DFND 2 12907000 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5321 190432 SH DFND 2,5,8,13,20 159629 370 30433
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 81661 2138833 SH DFND 2,5,6,8,10,12,13,19,20 1635146 46499 457188
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 19214 691902 SH DFND 2,5,8,13,20 579162 880 111860
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 151701 3967086 SH DFND 2,5,6,8,10,12,13,19,20 3448664 100455 417967
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 9511 279414 SH DFND 2,5,13,20 254787 0 24627
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 136388 3891228 SH DFND 2,5,6,8,10,12,13,19,20 3228846 99935 562447
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 14422 12800000 SH DFND 2,5 12800000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35072 31127000 SH DFND 2,5 31127000 0 0
AMERISAFE INC COM 03071H100 39198 659903 SH DFND 2,5,8,20 522929 500 136474
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 15387 999811 SH DFND 2,5,20 867235 0 132576
LIBERTY PPTY TR SH BEN INT 531172104 455268 9324615 SH DFND 2,5,6,8,10,11,12,13,19,20 8322104 208861 793650
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 22324 1573195 SH DFND 2,5,8,20 1333876 3014 236305
LIFE STORAGE INC COM 53223X107 230820 2372978 SH DFND 2,5,6,8,10,11,12,13,19,20 2225140 11661 136177
LIFETIME BRANDS INC COM 53222Q103 1898 200835 SH DFND 2,5,20 165621 0 35214
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 162230 1290508 SH DFND 2,5,6,8,11,13,19,20 1223297 448 66763
LILIS ENERGY INC COM NEW 532403201 826 705782 SH DFND 2,5,20 591785 0 113997
LILLY ELI & CO COM 532457108 4955825 38192243 SH DFND 1,2,5,6,8,10,11,12,13,19,20 33097143 1049376 4045724
LIMELIGHT NETWORKS INC COM 53261M104 6635 2054192 SH DFND 2,5,8,20 1738699 0 315493
LIMONEIRA CO COM 532746104 5755 244573 SH DFND 2,5,20 203286 0 41287
AMERISOURCEBERGEN CORP COM 03073E105 574851 7229007 SH DFND 2,5,6,8,10,11,12,13,19,20 6210317 109218 909472
LINCOLN EDL SVCS CORP COM 533535100 36 11584 SH DFND 20 11584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 298559 3540222 SH DFND 2,5,6,8,11,13,19,20 3452102 595 87525
LINCOLN NATL CORP IND COM 534187109 557683 9500561 SH DFND 2,5,6,8,10,11,12,13,19,20 8367794 216373 916394
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 7180 470803 SH DFND 2,5,20 389833 0 80970
LINDE PLC COM G5494J103 3970953 22571208 SH DFND 2,5,6,8,10,11,12,13,19,20 20275620 198544 2097044
LINDSAY CORP COM 535555106 30181 311821 SH DFND 2,5,8,20 275773 400 35648
LIONS GATE ENTMNT CORP CL A VTG 535919401 10784 689511 SH DFND 2,5,8,20 620656 1200 67655
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18731 1240489 SH DFND 2,5,8,13,20 1113430 612 126447
LIPOCINE INC NEW COM 53630X104 29 12400 SH DFND 20 12400 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 781 68638 SH DFND 2,20 56338 0 12300
AMES NATL CORP COM 031001100 4834 176351 SH DFND 2,5,20 150748 0 25603
LIQUIDITY SERVICES INC COM 53635B107 5094 660677 SH DFND 2,5,20 593700 0 66977
LITHIA MTRS INC CL A 536797103 63576 685460 SH DFND 2,5,8,20 612674 435 72351
LITTELFUSE INC COM 537008104 116038 635897 SH DFND 2,5,6,8,11,13,19,20 566315 349 69233
LIVANOVA PLC SHS G5509L101 154746 1591215 SH DFND 2,5,6,8,11,13,19,20 1434553 476 156186
LIVE NATION ENTERTAINMENT IN COM 538034109 294158 4629494 SH DFND 2,5,6,8,10,11,12,13,19,20 4109700 73562 446232
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14903 12925000 SH DFND 2 12925000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 11746 803994 SH DFND 2,5,8,20 724733 0 79261
LIVENT CORP COM 53814L108 52782 4298188 SH DFND 2,5,8,20 3871707 0 426481
LIVEPERSON INC COM 538146101 48813 1682032 SH DFND 2,5,8,20 1492210 1936 187886
LIVERAMP HLDGS INC COM 53815P108 117873 2160036 SH DFND 2,5,6,8,11,13,20 1935004 365 224667
AMETEK INC NEW COM 031100100 757539 9130278 SH DFND 2,5,6,8,10,11,12,13,19,20 8128455 151462 850361
LIVEXLIVE MEDIA INC COM NEW 53839L208 2136 396963 SH DFND 2,20 319209 0 77754
LKQ CORP COM 501889208 381561 13444719 SH DFND 2,5,6,8,10,11,12,13,19,20 11466563 201520 1776636
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 58 17941 SH DFND 20 17941 0 0
LOCKHEED MARTIN CORP COM 539830109 13512083 45016269 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10570232 33750419 695618
LOEWS CORP COM 540424108 615232 12836049 SH DFND 2,5,6,8,10,11,12,13,19,20 11191632 269934 1374483
LOGICBIO THERAPEUTICS INC COM 54142F102 676 68447 SH DFND 2,20 54079 0 14368
LOGMEIN INC COM 54142L109 105412 1316002 SH DFND 2,5,6,8,11,13,19,20 1187097 829 128076
LONESTAR RES US INC CL A VTG 54240F103 46 11500 SH DFND 20 11500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 9936 275612 SH DFND 2,5,8,20 235457 562 39593
LOUISIANA PAC CORP COM 546347105 106718 4377294 SH DFND 2,5,6,8,11,13,19,20 3923009 2053 452232
AMGEN INC COM 031162100 5214729 27448834 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23958218 734055 2756561
LOVESAC COMPANY COM 54738L109 2291 82379 SH DFND 2,20 70617 0 11762
LOWES COS INC COM 548661107 3903091 35654437 SH DFND 1,2,5,6,8,10,11,12,13,19,20 31541870 809994 3302573
LPL FINL HLDGS INC COM 50212V100 80885 1161308 SH DFND 2,5,8,13,20 1036976 6500 117832
LRAD CORP COM 50213V109 38 13450 SH DFND 20 13450 0 0
LSB INDS INC COM 502160104 3410 546554 SH DFND 2,5,20 490514 0 56040
LSC COMMUNICATIONS INC COM 50218P107 6273 960679 SH DFND 2,5,8,20 836700 504 123475
LSI INDS INC COM 50216C108 113 42985 SH DFND 2,20 41285 0 1700
LTC PPTYS INC COM 502175102 101660 2219645 SH DFND 2,5,8,10,20 2035556 9527 174562
LULULEMON ATHLETICA INC COM 550021109 394195 2405537 SH DFND 2,5,6,8,10,12,13,19,20 1894279 148659 362599
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 7990 791060 SH DFND 2,5,8,20 706311 900 83849
AMICUS THERAPEUTICS INC COM 03152W109 117823 8663483 SH DFND 2,5,8,13,20 8052832 3500 607151
LUMENTUM HLDGS INC COM 55024U109 139804 2472664 SH DFND 2,5,6,8,11,13,19,20 2184274 1471 286919
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17407 14725000 SH DFND 2,5 14725000 0 0
LUMINEX CORP DEL COM 55027E102 28782 1247342 SH DFND 2,5,8,20 1103203 2378 141761
LUNA INNOVATIONS COM 550351100 47 11302 SH DFND 20 11302 0 0
LUTHER BURBANK CORP COM 550550107 3345 331232 SH DFND 2,20 267712 0 63520
LUXFER HOLDINGS PLC SHS G5698W116 301 12048 SH DFND 2 12048 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2212 37669 SH DFND 2 37669 0 0
LYDALL INC DEL COM 550819106 13388 570678 SH DFND 2,5,8,20 441434 0 129244
LYFT INC CL A COM 55087P104 18781 240189 SH DFND 2,6,20 240189 0 0
LYON WILLIAM HOMES CL A NEW 552074700 17406 1132485 SH DFND 2,5,8,20 1025001 0 107484
AMKOR TECHNOLOGY INC COM 031652100 20785 2433837 SH DFND 2,5,8,20 1991777 5032 437028
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1224787 14566921 SH DFND 2,5,6,8,10,11,12,13,19,20 12411775 590676 1564470
M & T BK CORP COM 55261F104 1052112 6700495 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5927031 105073 668391
M D C HLDGS INC COM 552676108 49666 1709081 SH DFND 2,5,8,20 1557469 0 151612
M/I HOMES INC COM 55305B101 24796 931462 SH DFND 2,5,8,20 845722 0 85740
MACATAWA BK CORP COM 554225102 5374 540615 SH DFND 2,5,20 459396 0 81219
MACERICH CO COM 554382101 353112 8145599 SH DFND 2,5,6,8,10,11,12,13,19,20 7230271 94894 820434
MACK CALI RLTY CORP COM 554489104 105830 4767101 SH DFND 2,5,6,8,10,11,13,20 4356248 22628 388225
MACKINAC FINL CORP COM 554571109 376 23872 SH DFND 20 11300 0 12572
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 20206 1209206 SH DFND 2,5,8,20 1061988 527 146691
MACQUARIE INFRASTRUCTURE COR COM 55608B105 76186 1848280 SH DFND 2,5,8,12,13,20 1747550 2100 98630
AMN HEALTHCARE SERVICES INC COM 001744101 66936 1421446 SH DFND 2,5,8,20 1225682 205 195559
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10683 12000000 SH DFND 2,5 12000000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13830 13800000 SH DFND 2,5 13800000 0 0
MACROGENICS INC COM 556099109 25598 1423718 SH DFND 2,5,8,20 1301325 0 122393
MACYS INC COM 55616P104 399388 16364363 SH DFND 2,5,6,8,10,11,12,13,19,20 14325184 366749 1672430
MADDEN STEVEN LTD COM 556269108 82331 2432940 SH DFND 2,5,8,19,20 2155281 430 277229
MADISON SQUARE GARDEN CO NEW CL A 55825T103 68777 234631 SH DFND 2,5,8,13,20 211237 216 23178
MADRIGAL PHARMACEUTICALS INC COM 558868105 70943 566362 SH DFND 2,5,8,20 544166 0 22196
MAGELLAN HEALTH INC COM NEW 559079207 56591 858476 SH DFND 2,5,8,12,20 767074 98 91304
MAGENTA THERAPEUTICS INC COM 55910K108 2508 152280 SH DFND 2,20 150880 0 1400
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 382 51624 SH DFND 2 51624 0 0
ABERCROMBIE & FITCH CO CL A 002896207 58066 2118434 SH DFND 2,5,8,12,20 1876169 25630 216635
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 27497 1940492 SH DFND 2,5,8,20 1653437 2533 284522
MAGNOLIA OIL & GAS CORP CL A 559663109 11444 953660 SH DFND 2,20 953660 0 0
MAGYAR BANCORP INC COM 55977T109 376 33355 SH DFND 20 0 0 33355
MAIDEN HOLDINGS LTD SHS G5753U112 1060 1427598 SH DFND 2,5,8,20 1135529 3900 288169
MAJESCO COM 56068V102 334 47412 SH DFND 2,20 33772 0 13640
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1691 61254 SH DFND 2 61254 0 0
MALIBU BOATS INC COM CL A 56117J100 16005 404373 SH DFND 2,5,20 322374 0 81999
MALLINCKRODT PUB LTD CO SHS G5785G107 69490 3196406 SH DFND 2,5,6,8,11,12,13,20 2912604 5147 278655
MALVERN BANCORP INC COM 561409103 2337 116174 SH DFND 2,20 78227 0 37947
MAMMOTH ENERGY SVCS INC COM 56155L108 3880 233053 SH DFND 2,20 196083 0 36970
MANCHESTER UTD PLC NEW ORD CL A G5784H106 421 21916 SH DFND 2 21916 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21682 1061284 SH DFND 2,5,8,20 937507 0 123777
MANHATTAN ASSOCS INC COM 562750109 91037 1651909 SH DFND 2,5,6,8,11,13,19,20 1564439 500 86970
MANITEX INTL INC COM 563420108 1739 227307 SH DFND 2,20 179007 0 48300
MANITOWOC CO INC COM NEW 563571405 11499 700718 SH DFND 2,5,8,20 589097 1196 110425
MANNKIND CORP COM NEW 56400P706 5284 2682145 SH DFND 2,5,20 2237225 0 444920
MANPOWERGROUP INC COM 56418H100 220419 2665605 SH DFND 2,5,6,8,10,11,12,13,19,20 2074762 91080 499763
MANTECH INTL CORP CL A 564563104 44126 816848 SH DFND 2,5,8,20 729957 707 86184
MANULIFE FINL CORP COM 56501R106 410 24225 SH DFND 20 153 24072 0
MARATHON OIL CORP COM 565849106 719257 43043515 SH DFND 1,2,5,6,8,10,11,12,13,19,20 38979879 610664 3452972
MARATHON PETE CORP COM 56585A102 2059084 34404077 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30896065 802549 2705463
MARCHEX INC CL B 56624R108 163 34450 SH DFND 2,20 34450 0 0
AMPHENOL CORP NEW CL A 032095101 1147188 12118250 SH DFND 2,5,6,8,10,11,12,13,19,20 10447822 309107 1361321
MARCUS & MILLICHAP INC COM 566324109 22338 548442 SH DFND 2,5,8,20 477383 0 71059
MARCUS CORP COM 566330106 23645 590398 SH DFND 2,5,8,20 516240 1684 72474
MARINE PRODS CORP COM 568427108 2008 149104 SH DFND 2,20 127717 0 21387
MARINEMAX INC COM 567908108 15029 784411 SH DFND 2,5,8,20 707387 0 77024
MARINUS PHARMACEUTICALS INC COM 56854Q101 2978 712325 SH DFND 2,5,20 610229 0 102096
MARKEL CORP COM 570535104 334711 335974 SH DFND 2,5,6,8,10,12,13,19,20 295595 7586 32793
MARKER THERAPEUTICS INC COM 57055L107 140 21200 SH DFND 20 21200 0 0
MARKETAXESS HLDGS INC COM 57060D108 220645 896638 SH DFND 2,5,6,8,11,13,20 846705 600 49333
MARLIN BUSINESS SVCS CORP COM 571157106 3815 177423 SH DFND 2,5,20 148360 0 29063
MARRIOTT INTL INC NEW CL A 571903202 1500945 11998924 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10600346 259983 1138595
AMPIO PHARMACEUTICALS INC COM 03209T109 608 1082051 SH DFND 2,20 849502 0 232549
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 116455 1245510 SH DFND 1,2,5,6,8,11,13,20 1119483 515 125512
MARRONE BIO INNOVATIONS INC COM 57165B106 1247 814912 SH DFND 2,20 614212 0 200700
MARSH & MCLENNAN COS INC COM 571748102 2164976 23056188 SH DFND 2,5,6,8,10,11,12,13,19,20 20014131 525500 2516557
MARTEN TRANS LTD COM 573075108 22242 1247431 SH DFND 2,5,8,20 1064026 0 183405
MARTIN MARIETTA MATLS INC COM 573284106 525508 2612129 SH DFND 2,5,6,8,10,11,12,13,19,20 2341228 33415 237486
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 293155 14738828 SH DFND 2,5,6,8,10,12,13,19,20 11299299 421631 3017898
MASCO CORP COM 574599106 511008 12999440 SH DFND 2,5,6,8,10,11,12,13,19,20 11561041 221792 1216607
MASIMO CORP COM 574795100 172578 1248030 SH DFND 2,5,6,8,11,13,19,20 1159008 744 88278
MASONITE INTL CORP NEW COM 575385109 26842 538014 SH DFND 2,5,8,20 445060 200 92754
MASTEC INC COM 576323109 94082 1955963 SH DFND 2,5,6,8,11,13,20 1752170 487 203306
AMYRIS INC COM NEW 03236M200 1127 539134 SH DFND 2,20 446528 0 92606
MASTERCARD INC CL A 57636Q104 8702736 36962140 SH DFND 2,5,6,8,10,11,12,13,19,20 32158488 1112899 3690753
MASTERCRAFT BOAT HLDGS INC COM 57637H103 9051 401003 SH DFND 2,5,8,20 305503 0 95500
MATADOR RES CO COM 576485205 108378 5606711 SH DFND 2,5,6,11,20 5283003 2200 321508
MATCH GROUP INC COM 57665R106 36778 649671 SH DFND 2,5,10,20 592646 0 57025
MATERIALISE NV SPONSORED ADS 57667T100 1168 74201 SH DFND 1,2 74201 0 0
MATERION CORP COM 576690101 39448 691343 SH DFND 2,5,8,20 604263 1087 85993
MATRIX SVC CO COM 576853105 17034 869973 SH DFND 2,5,6,8,20 777201 1000 91772
MATSON INC COM 57686G105 44140 1223043 SH DFND 2,5,8,20 1069286 0 153757
MATTEL INC COM 577081102 198602 15277066 SH DFND 2,5,6,8,10,11,12,13,19,20 12615688 179170 2482208
MATTHEWS INTL CORP CL A 577128101 33192 898307 SH DFND 2,5,8,20 798549 71 99687
ANADARKO PETE CORP COM 032511107 1141382 25096353 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22526925 352153 2217275
MAUI LD & PINEAPPLE INC COM 577345101 1040 91009 SH DFND 2,20 76103 0 14906
MAXAR TECHNOLOGIES INC COM 57778K105 4148 1031882 SH DFND 2,5,13,20 1031882 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 608898 11451904 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10000971 327457 1123476
MAXIMUS INC COM 577933104 144418 2034627 SH DFND 2,5,6,8,11,13,19,20 1816160 1410 217057
MAXLINEAR INC COM 57776J100 50790 1989432 SH DFND 2,5,8,20 1788469 500 200463
MAXWELL TECHNOLOGIES INC COM 577767106 3123 698631 SH DFND 2,5,20 589159 0 109472
MBIA INC COM 55262C100 18180 1909656 SH DFND 2,5,8,20 1611886 5003 292767
MBT FINL CORP COM 578877102 2342 233706 SH DFND 2,13,20 161166 0 72540
MCCORMICK & CO INC COM NON VTG 579780206 1033280 6859724 SH DFND 2,5,6,8,10,11,12,13,19,20 5966918 89144 803662
MCDERMOTT INTL INC COM 580037703 50386 6772345 SH DFND 2,5,6,8,11,12,13,20 6187303 4007 581035
ANALOG DEVICES INC COM 032654105 1538798 14617631 SH DFND 2,5,6,8,10,11,12,13,19,20 12937977 264425 1415229
MCDONALDS CORP COM 580135101 7474605 39360741 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30138321 531743 8690677
MCEWEN MNG INC COM 58039P107 4720 3146668 SH DFND 2,5,8,20 3064018 0 82650
MCGRATH RENTCORP COM 580589109 29832 527347 SH DFND 2,5,8,20 449398 1067 76882
MCKESSON CORP COM 58155Q103 1065266 9071367 SH DFND 2,5,6,8,10,11,12,13,19,20 7899390 140506 1031471
MDC PARTNERS INC CL A SUB VTG 552697104 2062 916503 SH DFND 2,5,20 758967 0 157536
MDU RES GROUP INC COM 552690109 372461 14309061 SH DFND 2,5,6,11,12,13,19,20 14066420 3190 239451
MECHEL PAO SPONSORED ADR NE 583840608 1308 660858 SH DFND 2,5,20 656258 4600 0
MEDEQUITIES RLTY TR INC COM 58409L306 7832 703708 SH DFND 2,5,20 623655 0 80053
MEDICAL PPTYS TRUST INC COM 58463J304 272354 14523182 SH DFND 2,5,6,8,10,11,13,19,20 13374314 93700 1055168
MEDICINES CO COM 584688105 61618 2204590 SH DFND 2,5,8,13,19,20 1976096 400 228094
ANAPLAN INC COM 03272L108 13493 342814 SH DFND 2,20 289114 0 53700
MEDICINES CO NOTE 2.500% 1/1 584688AE5 11493 11430000 SH DFND 2,5 11430000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 9920 11750000 SH DFND 2,5 11750000 0 0
MEDICINOVA INC COM NEW 58468P206 5439 656897 SH DFND 2,5,20 543851 0 113046
MEDIDATA SOLUTIONS INC COM 58471A105 141340 1929821 SH DFND 2,5,6,8,11,13,19,20 1657450 500 271871
MEDIFAST INC COM 58470H101 43878 341973 SH DFND 2,5,8,20 299917 4818 37238
MEDNAX INC COM 58502B106 68153 2508381 SH DFND 2,5,6,8,11,13,20 2220182 2892 285307
MEDPACE HLDGS INC COM 58506Q109 40878 693205 SH DFND 2,5,8,20 603345 0 89860
MEDTRONIC PLC SHS G5960L103 5277174 57627175 SH DFND 2,5,6,8,10,11,12,13,19,20 51151108 965659 5510408
MEET GROUP INC COM 58513U101 8693 1728234 SH DFND 2,5,20 1544533 0 183701
MEI PHARMA INC COM NEW 55279B202 109 35440 SH DFND 2,20 35440 0 0
ANAPTYSBIO INC COM 032724106 72979 999029 SH DFND 2,5,8,20 935181 0 63848
MEIRAGTX HOLDINGS PLC COM G59665102 2910 168877 SH DFND 2,20 142977 0 25900
MELCO RESORTS AND ENTMT LTD ADR 585464100 102615 4542508 SH DFND 1,2,5,6,8,10,12,13,19,20 3560736 371125 610647
MELINTA THERAPEUTICS INC COM NEW 58549G209 383 107829 SH DFND 2,5,20 107829 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 31676 267620 SH DFND 2,5,8,10,13,20 108220 1100 158300
MENLO THERAPEUTICS INC COM 586858102 1041 132572 SH DFND 2,20 106236 0 26336
MERCADOLIBRE INC COM 58733R102 227537 448146 SH DFND 2,5,6,8,10,12,13,19,20 349904 23141 75101
MERCANTILE BANK CORP COM 587376104 10730 327948 SH DFND 2,5,20 281407 0 46541
MERCER INTL INC COM 588056101 6679 489920 SH DFND 2,5,8,20 468452 0 21468
MERCHANTS BANCORP IND COM 58844R108 5613 260239 SH DFND 2,5,20 210589 0 49650
MERCK & CO INC COM 58933Y105 9811648 117202098 SH DFND 1,2,5,6,8,10,11,12,13,19,20 98824841 1980853 16396404
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 161 52661 SH DFND 2,20 52661 0 0
MERCURY GENL CORP NEW COM 589400100 53784 1074183 SH DFND 2,5,6,8,11,12,13,20 1029459 6634 38090
MERCURY SYS INC COM 589378108 126826 1979188 SH DFND 2,5,8,20 1823231 199 155758
MEREDITH CORP COM 589433101 308926 5590410 SH DFND 2,5,6,8,11,20 5461538 3662 125210
MERIDIAN BANCORP INC MD COM 58958U103 16636 1055666 SH DFND 2,5,6,8,20 905346 0 150320
MERIDIAN BIOSCIENCE INC COM 589584101 27468 1559799 SH DFND 2,5,8,20 1430010 500 129289
MERIT MED SYS INC COM 589889104 106171 1717142 SH DFND 2,5,8,20 1509913 372 206857
MERITAGE HOMES CORP COM 59001A102 50459 1128575 SH DFND 2,5,8,20 1008315 1564 118696
MERITOR INC COM 59001K100 33538 1648070 SH DFND 2,5,8,20 1386239 303 261528
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 78 11185 SH DFND 20 11185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1007 191490 SH DFND 2,13,20 150400 0 41090
ABIOMED INC COM 003654100 531816 1862165 SH DFND 2,5,6,8,10,11,12,13,19,20 1650523 39479 172163
ANDERSONS INC COM 034164103 25275 780129 SH DFND 2,5,8,20 690942 1437 87750
MESA AIR GROUP INC COM NEW 590479135 1276 152982 SH DFND 2,20 131782 0 21200
MESA LABS INC COM 59064R109 15213 66002 SH DFND 2,5,8,20 56216 0 9786
META FINL GROUP INC COM 59100U108 15225 771650 SH DFND 2,5,8,20 679732 0 91918
METHANEX CORP COM 59151K108 447 7855 SH DFND 5,8,20 7855 0 0
METHODE ELECTRS INC COM 591520200 31945 1109967 SH DFND 2,5,8,20 949749 1308 158910
METLIFE INC COM 59156R108 1945720 45706359 SH DFND 2,5,6,8,10,11,12,13,19,20 37563634 585240 7557485
METROPOLITAN BK HLDG CORP COM 591774104 3383 97233 SH DFND 2,20 76980 0 20253
METTLER TOLEDO INTERNATIONAL COM 592688105 763919 1056596 SH DFND 2,5,6,8,10,11,12,13,19,20 925208 26768 104620
MFA FINL INC COM 55272X102 58731 7862386 SH DFND 2,5,8,12,13,20 7189317 10663 662406
MGE ENERGY INC COM 55277P104 52411 771096 SH DFND 2,5,8,13,20 661068 148 109880
ANGI HOMESERVICES INC COM CL A 00183L102 4230 273989 SH DFND 2,5,8,20 266589 0 7400
MGIC INVT CORP WIS COM 552848103 127733 9684080 SH DFND 1,2,5,8,12,13,20 8531469 9270 1143341
MGM GROWTH PPTYS LLC CL A COM 55303A105 7225 220881 SH DFND 2,5,8,20 160981 0 59900
MGM RESORTS INTERNATIONAL COM 552953101 520629 20289509 SH DFND 2,5,6,8,10,12,13,19,20 18180445 280738 1828326
MGP INGREDIENTS INC NEW COM 55303J106 33154 429729 SH DFND 2,5,8,20 318097 0 111632
MICHAELS COS INC COM 59408Q106 30319 2654915 SH DFND 2,5,6,8,11,12,13,20 2519178 2800 132937
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 77374 2936134 SH DFND 1,2,5,6,8,10,12,13,20 2548087 143292 244755
MICROCHIP TECHNOLOGY INC COM 595017104 781411 9419132 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8306295 168413 944424
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 84685 51930000 SH DFND 2,5 51930000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 69783 63225000 SH DFND 2,5 63225000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 20545 18635000 SH DFND 2,5 18635000 0 0
ANGIODYNAMICS INC COM 03475V101 30401 1329874 SH DFND 2,5,8,20 1202710 0 127164
MICRON TECHNOLOGY INC COM 595112103 1982465 47966742 SH DFND 2,5,6,8,10,11,12,13,19,20 41357080 1219635 5390027
MICROSOFT CORP COM 594918104 36928597 313113425 SH DFND 1,2,5,6,8,10,11,12,13,19,20 269435968 7448923 36228534
MICROSTRATEGY INC CL A NEW 594972408 38185 264716 SH DFND 2,5,8,20 237590 373 26753
MICROVISION INC DEL COM NEW 594960304 31 32402 SH DFND 20 32402 0 0
MID AMER APT CMNTYS INC COM 59522J103 851145 7785098 SH DFND 2,5,6,8,10,11,12,13,19,20 7087562 92159 605377
MID PENN BANCORP INC COM 59540G107 1641 66967 SH DFND 2,20 55094 0 11873
MIDDLEBY CORP COM 596278101 149330 1148430 SH DFND 2,5,6,8,10,12,13,19,20 929831 52953 165646
MIDDLEFIELD BANC CORP COM NEW 596304204 1645 39906 SH DFND 2,20 33693 0 6213
MIDDLESEX WATER CO COM 596680108 18435 329254 SH DFND 2,5,8,20 275818 600 52836
MIDLAND STS BANCORP INC ILL COM 597742105 12072 501736 SH DFND 2,5,8,20 407250 0 94486
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1734 131737 SH DFND 1,5,8,20 131737 0 0
MIDSOUTH BANCORP INC COM 598039105 2609 228491 SH DFND 2,5,20 164142 0 64349
MIDSTATES PETE CO INC COM PAR 59804T407 3026 309677 SH DFND 2,20 279284 0 30393
MIDWESTONE FINL GROUP INC NE COM 598511103 5337 195860 SH DFND 2,5,20 154430 0 41430
MILACRON HLDGS CORP COM 59870L106 15157 1338963 SH DFND 2,5,8,20 1121044 0 217919
MILLER HERMAN INC COM 600544100 66755 1886924 SH DFND 2,5,6,8,11,19,20 1671603 2047 213274
MILLER INDS INC TENN COM NEW 600551204 7496 242980 SH DFND 2,5,20 206800 0 36180
MIMECAST LTD ORD SHS G14838109 4631 97795 SH DFND 2,5,8,20 94495 0 3300
MINERALS TECHNOLOGIES INC COM 603158106 65914 1121175 SH DFND 2,5,6,8,11,20 984890 914 135371
MINERVA NEUROSCIENCES INC COM 603380106 3961 503941 SH DFND 2,5,20 425259 0 78682
MIRAGEN THERAPEUTICS INC COM 60463E103 1069 383297 SH DFND 2,20 326308 0 56989
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4558 54276 SH DFND 1,20 54276 0 0
MIRATI THERAPEUTICS INC COM 60468T105 103502 1412039 SH DFND 2,5,8,20 1346595 0 65444
MISTRAS GROUP INC COM 60649T107 4633 335513 SH DFND 2,5,8,20 282369 1600 51544
MITEK SYS INC COM NEW 606710200 7305 596853 SH DFND 2,5,20 502906 0 93947
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 126 25536 SH DFND 20 25536 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 136 44519 SH DFND 20 44519 0 0
MKS INSTRUMENT INC COM 55306N104 128003 1375633 SH DFND 2,5,6,8,11,13,19,20 1292711 901 82021
MOBILE MINI INC COM 60740F105 42314 1246720 SH DFND 2,5,8,20 1104651 248 141821
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 105783 13992461 SH DFND 2,5,8,10,12,13,19,20 11212874 427393 2352194
MOBILEIRON INC COM NEW 60739U204 7678 1403680 SH DFND 2,5,20 1172255 0 231425
MODEL N INC COM 607525102 10285 586352 SH DFND 2,5,8,20 501826 0 84526
ANI PHARMACEUTICALS INC COM 00182C103 18701 265112 SH DFND 2,5,8,20 236676 0 28436
MODERNA INC COM 60770K107 6145 301980 SH DFND 2,20 301980 0 0
MODINE MFG CO COM 607828100 14158 1020762 SH DFND 2,5,8,20 808370 2378 210014
MOELIS & CO CL A 60786M105 39033 938069 SH DFND 2,5,8,20 796913 0 141156
MOHAWK INDS INC COM 608190104 356802 2828397 SH DFND 2,5,6,8,10,11,12,13,19,20 2546932 43689 237776
MOLECULAR TEMPLATES INC COM 608550109 906 156023 SH DFND 2,20 133323 0 22700
MOLINA HEALTHCARE INC COM 60855R100 215718 1519571 SH DFND 2,5,6,8,11,12,13,20 1435513 700 83358
MOLSON COORS BREWING CO CL B 60871R209 497907 8347134 SH DFND 2,5,6,8,10,12,13,19,20 7394877 133712 818545
MOMENTA PHARMACEUTICALS INC COM 60877T100 54338 3739677 SH DFND 2,5,8,20 3446426 0 293251
MOMO INC ADR 60879B107 107675 2815756 SH DFND 1,2,5,8,10,11,12,13,19,20 2249325 77500 488931
MONARCH CASINO & RESORT INC COM 609027107 14640 333329 SH DFND 2,5,8,20 302054 0 31275
ANIKA THERAPEUTICS INC COM 035255108 22063 729605 SH DFND 2,5,8,20 687214 0 42391
MONDELEZ INTL INC CL A 609207105 3269361 65156496 SH DFND 2,5,6,8,10,11,12,13,19,20 57966505 1028544 6161447
MONEYGRAM INTL INC COM NEW 60935Y208 1211 593607 SH DFND 2,5,8,20 500604 842 92161
MONGODB INC CL A 60937P106 8928 60727 SH DFND 2,13,20 60727 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 36020 2732933 SH DFND 2,5,8,10,20 2352687 24205 356041
MONOLITHIC PWR SYS INC COM 609839105 143897 1058947 SH DFND 2,5,6,8,11,13,19,20 1004082 500 54365
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 24785 1238886 SH DFND 2,5,8,20 1099529 1500 137857
MONRO INC COM 610236101 85450 987630 SH DFND 2,5,8,20 845658 129 141843
MONSTER BEVERAGE CORP NEW COM 61174X109 967234 17721394 SH DFND 2,5,6,8,10,11,12,13,19,20 15457653 449050 1814691
MONTAGE RES CORP COM 61179L100 1656 110112 SH DFND 2,5,20 110112 0 0
MOODYS CORP COM 615369105 1309348 7230374 SH DFND 2,5,6,8,10,11,12,13,19,20 6388041 175972 666361
ANIXTER INTL INC COM 035290105 49676 885339 SH DFND 2,5,8,12,20 789238 143 95958
MOOG INC CL A 615394202 110409 1269797 SH DFND 2,5,8,13,19,20 1165132 288 104377
MORGAN STANLEY COM NEW 617446448 5291221 125384392 SH DFND 2,5,6,8,10,11,12,13,19,20 49859003 69384842 6140547
MORNINGSTAR INC COM 617700109 34091 270585 SH DFND 2,5,8,19,20 243570 126 26889
MOSAIC CO NEW COM 61945C103 538645 19723378 SH DFND 2,5,6,8,10,11,12,13,19,20 17242470 268600 2212308
MOTORCAR PTS AMER INC COM 620071100 10022 531104 SH DFND 2,5,8,20 469980 1500 59624
MOTOROLA SOLUTIONS INC COM NEW 620076307 1074154 7619192 SH DFND 2,5,6,8,10,11,12,13,19,20 6443811 180682 994699
MOVADO GROUP INC COM 624580106 16449 452145 SH DFND 2,5,8,20 403575 1300 47270
MR COOPER GROUP INC COM 62482R107 18245 1902531 SH DFND 2,5,8,20 1676621 0 225910
MRC GLOBAL INC COM 55345K103 30479 1743628 SH DFND 2,5,8,20 1466431 3600 273597
MSA SAFETY INC COM 553498106 237677 2298618 SH DFND 2,5,6,8,11,13,19,20 2093405 326 204887
ANNALY CAP MGMT INC COM 035710409 489284 47573712 SH DFND 2,5,6,8,10,12,13,19,20 35804900 987516 10781296
MSC INDL DIRECT INC CL A 553530106 99183 1199162 SH DFND 2,5,6,8,11,13,19,20 1138340 748 60074
MSCI INC COM 55354G100 792114 3983674 SH DFND 2,5,6,8,10,11,12,13,19,20 3520828 63595 399251
MSG NETWORK INC CL A 553573106 27743 1275560 SH DFND 2,5,8,10,20 1066907 21508 187145
MTS SYS CORP COM 553777103 27406 500419 SH DFND 2,5,8,20 444256 561 55602
MUELLER INDS INC COM 624756102 57240 1826431 SH DFND 2,5,8,19,20 1460561 2118 363752
MUELLER WTR PRODS INC COM SER A 624758108 32210 3208139 SH DFND 2,5,8,20 2713582 4315 490242
MULTI COLOR CORP COM 625383104 19296 386766 SH DFND 2,5,8,20 345196 0 41570
MURPHY OIL CORP COM 626717102 164386 5610446 SH DFND 2,5,6,8,11,12,13,19,20 5381973 5029 223444
MURPHY USA INC COM 626755102 98127 1146080 SH DFND 2,5,6,8,11,12,13,20 953401 669 192010
MUSTANG BIO INC COM 62818Q104 769 225655 SH DFND 2,20 181082 0 44573
ANSYS INC COM 03662Q105 651550 3566036 SH DFND 2,5,6,8,10,11,12,13,19,20 3060337 112045 393654
MUTUALFIRST FINL INC COM 62845B104 4410 147152 SH DFND 2,5,20 80273 0 66879
MVB FINANCIAL CORP COM 553810102 1777 116496 SH DFND 2,20 93879 0 22617
MYERS INDS INC COM 628464109 15960 925478 SH DFND 2,5,8,20 827742 0 97736
MYLAN N V SHS EURO N59465109 628244 22168107 SH DFND 2,5,6,8,10,11,12,13,19,20 19714397 353716 2099994
MYOKARDIA INC COM 62857M105 40372 776525 SH DFND 2,5,8,20 666041 0 110484
MYOVANT SCIENCES LTD COM G637AM102 341 14300 SH DFND 5,20 14000 0 300
MYR GROUP INC DEL COM 55405W104 16120 465481 SH DFND 2,5,8,20 413727 0 51754
MYRIAD GENETICS INC COM 62855J104 134965 4065222 SH DFND 2,5,8,19,20 3839042 1182 224998
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 12393 17350000 SH DFND 2,5 17350000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 37382 10836423 SH DFND 2,5,8,12,13,20 10364617 4258 467548
ABM INDS INC COM 000957100 236068 6494302 SH DFND 2,5,8,20 6284379 1976 207947
ANTARES PHARMA INC COM 036642106 10857 3583220 SH DFND 2,5,8,20 3162389 0 420831
NACCO INDS INC CL A 629579103 4211 110170 SH DFND 2,5,20 97408 0 12762
NAM TAI PPTY INC SHS G63907102 791 80257 SH DFND 2,5,20 80257 0 0
NANOMETRICS INC COM 630077105 20807 673797 SH DFND 2,5,8,20 575571 1700 96526
NANOSTRING TECHNOLOGIES INC COM 63009R109 11024 460680 SH DFND 2,5,20 383008 0 77672
NANOVIRICIDES INC COM NEW 630087203 4 13538 SH DFND 20 13538 0 0
NANTHEALTH INC COM 630104107 188 203913 SH DFND 2,20 164577 0 39336
NANTKWEST INC COM 63016Q102 654 414136 SH DFND 2,5,20 346351 0 67785
NAPCO SEC TECHNOLOGIES INC COM 630402105 4296 207130 SH DFND 2,20 172819 0 34311
NASDAQ INC COM 631103108 446999 5109142 SH DFND 2,5,6,8,10,11,12,13,19,20 4522492 77639 509011
NATERA INC COM 632307104 35399 1716724 SH DFND 2,5,8,20 1611289 0 105435
ANTERO MIDSTREAM CORP COM 03676B102 3451 250434 SH DFND 5,8,20 250434 0 0
NATHANS FAMOUS INC NEW COM 632347100 3420 49999 SH DFND 2,20 40837 0 9162
NATIONAL BANKSHARES INC VA COM 634865109 5758 134368 SH DFND 2,5,20 113557 0 20811
NATIONAL BEVERAGE CORP COM 635017106 13608 235711 SH DFND 2,5,8,20 199374 0 36337
NATIONAL BK HLDGS CORP CL A 633707104 31630 950998 SH DFND 2,5,8,20 842287 0 108711
NATIONAL CINEMEDIA INC COM 635309107 11992 1700930 SH DFND 2,5,8,20 1448502 2300 250128
NATIONAL COMM CORP COM 63546L102 12824 327052 SH DFND 2,5,8,20 274757 0 52295
NATIONAL FUEL GAS CO N J COM 636180101 378286 6163159 SH DFND 2,5,6,11,12,13,20 6062440 1287 99432
NATIONAL GEN HLDGS CORP COM 636220303 31586 1328810 SH DFND 2,5,8,20 1075576 0 253234
NATIONAL GRID PLC SPONSORED ADR NE 636274409 3505 62690 SH DFND 1,20 62690 0 0
NATIONAL HEALTH INVS INC COM 63633D104 109458 1375378 SH DFND 2,5,8,10,20 1196010 9798 169570
ANTERO RES CORP COM 03674X106 74576 8445725 SH DFND 2,5,12,13,20 7928757 226600 290368
NATIONAL HEALTHCARE CORP COM 635906100 23505 307652 SH DFND 2,5,6,20 263266 0 44386
NATIONAL INSTRS CORP COM 636518102 124979 2817377 SH DFND 2,5,6,8,11,13,19,20 2601856 2055 213466
NATIONAL OILWELL VARCO INC COM 637071101 509997 19144026 SH DFND 2,5,6,8,10,11,12,13,19,20 16765358 248893 2129775
NATIONAL PRESTO INDS INC COM 637215104 29488 271651 SH DFND 2,5,20 254037 357 17257
NATIONAL RESH CORP COM NEW 637372202 7952 204996 SH DFND 2,5,20 173770 0 31226
NATIONAL RETAIL PPTYS INC COM 637417106 764188 13796505 SH DFND 2,5,6,8,10,11,12,13,19,20 12719197 141544 935764
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 79381 2784308 SH DFND 2,5,8,10,20 2536008 12700 235600
NATIONAL VISION HLDGS INC COM 63845R107 41385 1316729 SH DFND 2,5,8,19,20 1113679 0 203050
NATIONAL WESTN LIFE GROUP IN CL A 638517102 12339 47012 SH DFND 2,5,8,20 38745 0 8267
NATURAL GAS SERVICES GROUP COM 63886Q109 5289 305551 SH DFND 2,5,20 218579 0 86972
ANTHEM INC COM 036752103 3252710 11334274 SH DFND 2,5,6,8,10,11,12,13,19,20 9896079 299433 1138762
NATURAL GROCERS BY VITAMIN C COM 63888U108 2198 183894 SH DFND 2,20 156091 0 27803
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1720 132752 SH DFND 2,5,20 110782 0 21970
NATURES SUNSHINE PRODUCTS IN COM 639027101 1608 173127 SH DFND 2,20 143541 0 29586
NATUS MEDICAL INC DEL COM 639050103 34269 1350255 SH DFND 2,5,8,20 1249059 0 101196
NAUTILUS INC COM 63910B102 4747 853836 SH DFND 2,5,8,20 762145 0 91691
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 9 64995 SH DFND 20 64995 0 0
NAVIENT CORPORATION COM 63938C108 74080 6402761 SH DFND 1,2,5,6,8,11,12,13,20 6033629 12827 356305
NAVIGANT CONSULTING INC COM 63935N107 24437 1255097 SH DFND 2,5,8,20 1097052 2630 155415
NAVIGATORS GROUP INC COM 638904102 49236 704675 SH DFND 2,5,8,20 568124 850 135701
NAVISTAR INTL CORP NEW COM 63934E108 32823 1016193 SH DFND 2,5,8,13,20 859160 356 156677
ANTHEM INC NOTE 2.750%10/1 94973VBG1 31454 7886000 SH DFND 2,5 7886000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 1839 1800000 SH DFND 5 1800000 0 0
NBT BANCORP INC COM 628778102 44864 1245882 SH DFND 2,5,8,20 1113231 323 132328
NCI BUILDING SYS INC COM NEW 628852204 5494 891866 SH DFND 2,5,8,20 716896 0 174970
NCR CORP NEW COM 62886E108 137008 5020453 SH DFND 1,2,5,6,8,11,12,13,19,20 4865673 1952 152828
NCS MULTISTAGE HLDGS INC COM 628877102 833 160766 SH DFND 2,5,20 138781 0 21985
NEENAH INC COM 640079109 33308 517523 SH DFND 2,5,8,20 450138 0 67385
NEKTAR THERAPEUTICS COM 640268108 238523 7098904 SH DFND 2,5,6,8,10,11,12,13,19,20 6338496 103929 656479
NELNET INC CL A 64031N108 21608 392366 SH DFND 2,5,8,20 324967 1060 66339
NEOGEN CORP COM 640491106 92437 1610687 SH DFND 2,5,8,19,20 1449495 613 160579
NEOGENOMICS INC COM NEW 64049M209 48019 2346975 SH DFND 2,5,8,20 2089585 0 257390
ANWORTH MORTGAGE ASSET CP COM 037347101 11142 2672767 SH DFND 2,5,8,20 2353456 0 319311
NEON THERAPEUTICS INC COM 64050Y100 749 115887 SH DFND 2,20 91287 0 24600
NEOPHOTONICS CORP COM 64051T100 3926 624219 SH DFND 2,5,20 523422 0 100797
NEOS THERAPEUTICS INC COM 64052L106 1733 664136 SH DFND 2,5,20 580081 0 84055
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 834 232282 SH DFND 2,5,8,20 182913 0 49369
NETAPP INC COM 64110D104 749381 10807346 SH DFND 2,5,6,8,10,11,12,13,19,20 9194779 456421 1156146
NETEASE INC SPONSORED ADR 64110W102 441354 1827931 SH DFND 2,5,8,10,11,12,13,19,20 1482952 49258 295721
NETFLIX INC COM 64110L106 5776924 16201829 SH DFND 2,5,6,8,10,11,12,13,19,20 14165883 267229 1768717
NETGEAR INC COM 64111Q104 32960 995180 SH DFND 2,5,8,20 883769 96 111315
NETSCOUT SYS INC COM 64115T104 68133 2427264 SH DFND 2,5,6,8,11,13,19,20 2182399 2065 242800
NEUROCRINE BIOSCIENCES INC COM 64125C109 177799 2018154 SH DFND 2,5,8,13,19,20 1891485 3500 123169
AON PLC SHS CL A G0408V102 1797466 10529973 SH DFND 2,5,6,8,10,11,12,13,19,20 9296145 233146 1000682
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 20870 15325000 SH DFND 2,5 15325000 0 0
NEURONETICS INC COM 64131A105 1666 109235 SH DFND 2,20 78035 0 31200
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 26 10515 SH DFND 20 10515 0 0
NEVRO CORP COM 64157F103 50983 815603 SH DFND 2,5,8,20 722178 600 92825
NEW AGE BEVERAGES CORP COM 64157V108 285 54185 SH DFND 2,20 54185 0 0
NEW HOME CO INC COM 645370107 1156 242830 SH DFND 2,13,20 200813 0 42017
NEW JERSEY RES COM 646025106 324656 6482854 SH DFND 2,5,6,8,11,13,19,20 6205797 1356 275701
NEW MEDIA INVT GROUP INC COM 64704V106 18860 1796177 SH DFND 2,5,8,20 1611144 476 184557
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 277740 3082919 SH DFND 2,5,8,10,11,12,13,19,20 2500063 84913 497943
NEW RELIC INC COM 64829B100 97967 992575 SH DFND 2,5,8,13,19,20 770586 800 221189
APACHE CORP COM 037411105 689855 19903500 SH DFND 2,5,6,8,10,11,12,13,19,20 17649508 369839 1884153
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 91707 5423270 SH DFND 2,5,8,12,13,20 4891253 3300 528717
NEW SR INVT GROUP INC COM 648691103 9288 1704294 SH DFND 2,5,8,20 1414952 1100 288242
NEW YORK CMNTY BANCORP INC COM 649445103 188500 16292167 SH DFND 2,5,6,8,11,12,13,19,20 14031495 13767 2246905
NEW YORK MTG TR INC COM PAR $.02 649604501 30842 4905988 SH DFND 2,5,8,20 4378843 0 527145
NEW YORK TIMES CO CL A 650111107 138206 4207192 SH DFND 2,5,6,8,11,13,19,20 3784735 1300 421157
NEWATER TECHNOLOGY INC SHS G64335105 94 12926 SH DFND 2 12926 0 0
NEWELL BRANDS INC COM 651229106 292736 19083178 SH DFND 2,5,6,8,10,11,12,13,19,20 16810454 314496 1958228
NEWLINK GENETICS CORP COM 651511107 1016 526561 SH DFND 2,5,20 444676 0 81885
NEWMARK GROUP INC CL A 65158N102 24153 2896102 SH DFND 2,5,8,13,20 2420213 2543 473346
NEWMARKET CORP COM 651587107 96196 220984 SH DFND 2,5,6,8,11,13,19,20 210280 183 10521
APARTMENT INVT & MGMT CO CL A 03748R754 446948 8887414 SH DFND 2,5,6,8,10,11,12,13,19,20 8887414 0 0
NEWMONT MNG CORP COM 651639106 978622 27358728 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23973804 420331 2964593
NEWPARK RES INC COM PAR $.01NEW 651718504 25600 2794791 SH DFND 2,5,8,20 2500302 4148 290341
NEWS CORP NEW CL A 65249B109 220007 17550368 SH DFND 2,5,6,8,10,11,12,13,19,20 15205022 259773 2085573
NEWS CORP NEW CL B 65249B208 51521 4093737 SH DFND 2,5,6,10,11,12,13,19,20 3720036 1000 372701
NEXA RES S A COM L67359106 857 68855 SH DFND 2,5,20 68855 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 16226 423205 SH DFND 2,5,8,20 347045 0 76160
NEXSTAR MEDIA GROUP INC CL A 65336K103 96783 893083 SH DFND 2,5,8,13,20 749108 612 143363
NEXTDECADE CORP COM 65342K105 778 140942 SH DFND 2,20 110942 0 30000
NEXTERA ENERGY INC COM 65339F101 4760836 24626714 SH DFND 2,5,6,8,10,11,12,13,19,20 22346151 325241 1955322
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 51056 817811 SH DFND 2 817811 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 20852 1069343 SH DFND 2,5,8,20 950935 0 118408
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4736 101538 SH DFND 2,5,8,20 81737 1200 18601
NEXTGEN HEALTHCARE INC COM 65343C102 24391 1449273 SH DFND 2,5,8,20 1264545 1604 183124
NI HLDGS INC COM 65342T106 2167 135455 SH DFND 2,20 112149 0 23306
NIC INC COM 62914B100 36267 2122106 SH DFND 2,5,8,20 1733316 1718 387072
NICE LTD SPONSORED ADR 653656108 808 6598 SH DFND 20 6598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2022 1320000 SH DFND 5 1320000 0 0
NICOLET BANKSHARES INC COM 65406E102 10232 171679 SH DFND 2,5,8,20 146709 0 24970
NIELSEN HLDGS PLC SHS EUR G6518L108 371874 15710784 SH DFND 2,5,6,8,10,11,12,13,19,20 13978792 231033 1500959
NII HLDGS INC COM PAR 62913F508 3828 1952957 SH DFND 2,5,8,20 1669157 0 283800
NIKE INC CL B 654106103 5013449 59385252 SH DFND 1,2,5,6,8,10,11,12,13,19,20 46956573 1504935 10923744
ABRAXAS PETE CORP COM 003830106 3304 2643550 SH DFND 2,5,20 2228351 0 415199
APERGY CORP COM 03755L104 88969 2166810 SH DFND 1,2,5,6,8,11,12,13,19,20 2063132 5503 98175
NINE ENERGY SVC INC COM 65441V101 6146 271338 SH DFND 2,8,20 228136 0 43202
NIO INC SPON ADS 62914V106 477 93466 SH DFND 2,19 93466 0 0
NISOURCE INC COM 65473P105 530574 18512705 SH DFND 2,5,6,8,10,11,12,13,19,20 16833072 263618 1416015
NL INDS INC COM NEW 629156407 538 138720 SH DFND 2,20 114136 0 24584
NLIGHT INC COM 65487K100 9079 407481 SH DFND 2,8,20 336988 0 70493
NMI HLDGS INC CL A 629209305 47648 1841816 SH DFND 2,5,8,20 1587767 0 254049
NN INC COM 629337106 6571 877293 SH DFND 2,5,8,20 763773 0 113520
NOAH HLDGS LTD SPON ADS CL A 65487X102 28160 581096 SH DFND 2,5,8,10,11,12,13,19,20 470745 15200 95151
NOBLE CORP PLC SHS USD G65431101 27800 9686581 SH DFND 2,5,8,12,20 8857630 6589 822362
NOBLE ENERGY INC COM 655044105 616414 24925768 SH DFND 2,5,6,8,10,11,12,13,19,20 22223778 324555 2377435
APOGEE ENTERPRISES INC COM 037598109 47142 1257465 SH DFND 2,5,8,20 730996 1128 525341
NOKIA CORP SPONSORED ADR 654902204 2776 485337 SH DFND 1,20 485337 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1584 77478 SH DFND 2,5,20 77478 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 128 35760 SH DFND 20 35760 0 0
NOODLES & CO COM CL A 65540B105 1742 256184 SH DFND 2,5,20 215047 0 41137
NORDIC AMERICAN TANKERS LIMI COM G65773106 5261 2604288 SH DFND 2,5,20 2160376 0 443912
NORDSON CORP COM 655663102 256970 1939105 SH DFND 2,5,6,8,11,13,19,20 1862955 526 75624
NORDSTROM INC COM 655664100 295218 6652048 SH DFND 2,5,6,8,10,11,12,13,19,20 5775415 173444 703189
NORFOLK SOUTHERN CORP COM 655844108 2120998 11348910 SH DFND 2,5,6,8,10,11,12,13,19,20 9944084 212542 1192284
NORTHEAST BANCORP COM NEW 663904209 2306 111501 SH DFND 2,20 94065 0 17436
NORTHERN OIL & GAS INC NEV COM 665531109 23838 8700009 SH DFND 2,5,20 8069328 0 630681
APOLLO COML REAL EST FIN INC COM 03762U105 76894 4120501 SH DFND 2,5,6,8,20 3709252 0 411249
NORTHERN TR CORP COM 665859104 863898 9494544 SH DFND 2,5,6,8,10,11,12,13,19,20 8538707 140801 815036
NORTHFIELD BANCORP INC DEL COM 66611T108 18930 1361878 SH DFND 2,5,6,8,20 1228286 0 133592
NORTHRIM BANCORP INC COM 666762109 4827 140236 SH DFND 2,5,20 120965 0 19271
NORTHROP GRUMMAN CORP COM 666807102 4807203 17830872 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6062613 11294108 474151
NORTHSTAR REALTY EUROPE CORP COM 66706L101 33533 1931646 SH DFND 2,5,8,20 1759394 916 171336
NORTHWEST BANCSHARES INC MD COM 667340103 49644 2925411 SH DFND 2,5,6,8,20 2616886 1598 306927
NORTHWEST NAT HLDG CO COM 66765N105 55188 840898 SH DFND 2,5,8,19,20 752191 38 88669
NORTHWEST PIPE CO COM 667746101 5539 230801 SH DFND 2,5,20 204047 0 26754
NORTHWESTERN CORP COM NEW 668074305 116638 1656549 SH DFND 2,5,6,8,11,12,13,19,20 1489395 700 166454
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 489542 8907245 SH DFND 2,5,6,8,10,11,12,13,19,20 7906463 143226 857556
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 3337 182156 SH DFND 2,5,8,20 171026 0 11130
NORWOOD FINANCIAL CORP COM 669549107 2909 94323 SH DFND 2,20 78356 0 15967
NOVA MEASURING INSTRUMENTS L COM M7516K103 344 13655 SH DFND 2 13655 0 0
NOVANTA INC COM 67000B104 56098 662078 SH DFND 2,5,8,20 548088 0 113990
NOVARTIS A G SPONSORED ADR 66987V109 250460 2605159 SH DFND 1,2,20 47670 0 2557489
NOVAVAX INC COM 670002104 4299 7803450 SH DFND 2,5,8,20 6589520 7500 1206430
NOVO-NORDISK A S ADR 670100205 243479 4586096 SH DFND 1,20 50865 0 4535231
NOVOCURE LTD ORD SHS G6674U108 64964 1348637 SH DFND 2,5,8,20 1114272 0 234365
NOW INC COM 67011P100 47723 3418572 SH DFND 2,5,6,8,11,12,20 3072328 4090 342154
NRG ENERGY INC COM NEW 629377508 586127 13797718 SH DFND 2,5,6,8,10,11,12,13,19,20 12361522 310863 1125333
NU SKIN ENTERPRISES INC CL A 67018T105 65522 1369038 SH DFND 2,5,6,8,11,13,19,20 1296362 2940 69736
APPFOLIO INC COM CL A 03783C100 24533 308975 SH DFND 2,5,20 262692 0 46283
NUANCE COMMUNICATIONS INC COM 67020Y100 62864 3713144 SH DFND 2,5,8,13,20 3344584 8683 359877
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19092 20445000 SH DFND 2,5 20445000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9959 9975000 SH DFND 2,5 9975000 0 0
NUCOR CORP COM 670346105 1075698 18311373 SH DFND 2,5,6,8,10,11,12,13,19,20 16528733 253228 1529412
NUTANIX INC CL A 67059N108 64354 1705205 SH DFND 2,5,8,13,19,20 1521581 1100 182524
NUTANIX INC NOTE 1/1 67059NAB4 17643 16575000 SH DFND 2,5 16575000 0 0
NUTRIEN LTD COM 67077M108 58628 1102243 SH DFND 2,10 1102243 0 0
NUVASIVE INC COM 670704105 107280 1889069 SH DFND 2,5,6,8,11,13,19,20 1632813 761 255495
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21146 19007000 SH DFND 2,5 19007000 0 0
NUVECTRA CORP COM 67075N108 3260 296053 SH DFND 2,20 244833 0 51220
APPIAN CORP CL A 03782L101 3546 102978 SH DFND 2,20 102978 0 0
NV5 GLOBAL INC COM 62945V109 10760 181266 SH DFND 2,5,8,20 153897 0 27369
NVE CORP COM NEW 629445206 9987 102020 SH DFND 2,5,8,20 86681 0 15339
NVENT ELECTRIC PLC SHS G6700G107 349163 12941553 SH DFND 2,5,6,8,11,12,13,19,20 12726047 7326 208180
NVIDIA CORP COM 67066G104 4346218 24204822 SH DFND 2,5,6,8,10,11,12,13,19,20 21084728 657473 2462621
NVR INC COM 62944T105 347411 125555 SH DFND 2,5,6,8,10,11,12,13,19,20 111653 3764 10138
NXP SEMICONDUCTORS N V COM N6596X109 984565 11106901 SH DFND 2,5,6,8,10,11,12,13,19,20 8652850 535896 1918155
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 35765 34640000 SH DFND 2,5 34640000 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 957 485584 SH DFND 2,6,20 422143 0 63441
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1314331 3384834 SH DFND 2,5,6,8,10,11,12,13,19,20 2988794 59059 336981
OAK VALLEY BANCORP OAKDALE C COM 671807105 1774 100543 SH DFND 2,20 82224 0 18319
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 144031 8836265 SH DFND 2,5,8,10,12,13,19,20 8155626 55258 625381
OASIS PETE INC NEW COM 674215108 98117 16244574 SH DFND 2,5,6,8,11,12,13,20 15334726 2400 907448
OCCIDENTAL PETE CORP COM 674599105 2489204 37176295 SH DFND 2,5,6,8,10,11,12,13,19,20 33757839 518492 2899964
OCEANEERING INTL INC COM 675232102 57970 3675953 SH DFND 2,5,6,8,11,20 3363266 2087 310600
OCEANFIRST FINL CORP COM 675234108 23155 962368 SH DFND 2,5,8,20 763647 0 198721
OCONEE FED FINL CORP COM 675607105 213 8180 SH DFND 2,20 5753 0 2427
OCULAR THERAPEUTIX INC COM 67576A100 2070 521326 SH DFND 2,5,20 432711 0 88615
OCWEN FINL CORP COM NEW 675746309 3974 2183420 SH DFND 2,5,8,20 1817037 5379 361004
ODONATE THERAPEUTICS INC COM 676079106 2418 109361 SH DFND 2,20 94191 0 15170
OFFICE DEPOT INC COM 676220106 61913 17056030 SH DFND 2,5,8,12,13,20 15261365 8740 1785925
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 51954 1879662 SH DFND 2,5,8,10,20 1879662 0 0
APPLE INC COM 037833100 36214020 190650277 SH DFND 2,5,6,8,10,11,12,13,19,20 161639798 4639685 24370794
OFG BANCORP COM 67103X102 31574 1589774 SH DFND 2,5,8,20 1440373 3711 145690
OGE ENERGY CORP COM 670837103 314328 7289614 SH DFND 2,5,6,8,10,11,12,13,19,20 6483955 253116 552543
OHIO VY BANC CORP COM 677719106 2163 59833 SH DFND 2,20 50568 0 9265
OI S A SPONSORED ADR NE 670851500 805 428424 SH DFND 2 428424 0 0
OIL DRI CORP AMER COM 677864100 3054 98066 SH DFND 2,5,13,20 77392 0 20674
OIL STS INTL INC COM 678026105 37469 2209241 SH DFND 2,5,8,20 1788422 2097 418722
OKTA INC CL A 679295105 85126 1028965 SH DFND 2,5,13,19,20 891723 0 137242
OLD DOMINION FREIGHT LINE IN COM 679580100 323061 2237418 SH DFND 2,5,6,8,10,11,12,13,19,20 1954798 80925 201695
OLD LINE BANCSHARES INC COM 67984M100 7658 307185 SH DFND 2,5,20 257435 0 49750
OLD NATL BANCORP IND COM 680033107 101789 6206626 SH DFND 2,5,8,20 5715213 700 490713
APPLIED DNA SCIENCES INC COM NEW 03815U201 9 12700 SH DFND 20 12700 0 0
OLD POINT FINL CORP COM 680194107 748 35297 SH DFND 2,20 3697 0 31600
OLD REP INTL CORP COM 680223104 451125 21564283 SH DFND 2,5,6,8,11,12,13,19,20 20423555 60786 1079942
OLD SECOND BANCORP INC ILL COM 680277100 6745 535747 SH DFND 2,5,20 427063 0 108684
OLIN CORP COM PAR $1 680665205 151066 6528355 SH DFND 2,5,6,8,11,13,20 3725032 2590278 213045
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 135342 1586097 SH DFND 2,5,6,8,11,19,20 1424179 1300 160618
OLYMPIC STEEL INC COM 68162K106 4204 264918 SH DFND 2,5,20 233776 0 31142
OMEGA FLEX INC COM 682095104 4039 53285 SH DFND 2,5,20 44487 0 8798
OMEGA HEALTHCARE INVS INC COM 681936100 300864 7886354 SH DFND 2,5,6,8,10,11,13,19,20 7266419 49171 570764
OMEROS CORP COM 682143102 18354 1056639 SH DFND 2,5,8,20 914822 0 141817
OMNICELL INC COM 68213N109 90169 1115399 SH DFND 2,5,8,20 967720 602 147077
APPLIED INDL TECHNOLOGIES IN COM 03820C105 73451 1235086 SH DFND 2,5,8,20 991305 295 243486
OMNICOM GROUP INC COM 681919106 826904 11238686 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10073389 239974 925323
OMNOVA SOLUTIONS INC COM 682129101 6082 866405 SH DFND 2,5,8,20 719293 3146 143966
ON DECK CAP INC COM 682163100 5000 922451 SH DFND 2,5,20 762300 0 160151
ON SEMICONDUCTOR CORP COM 682189105 212467 10328987 SH DFND 2,5,6,8,10,12,13,19,20 8706315 294235 1328437
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 26726 21550000 SH DFND 2,5 21550000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 19842 16000000 SH DFND 2,5 16000000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 11 10189 SH DFND 20 10189 0 0
ONCOSEC MED INC COM NEW 68234L207 7 13300 SH DFND 20 13300 0 0
ONE GAS INC COM 68235P108 151623 1703055 SH DFND 2,5,6,8,11,13,19,20 1538435 545 164075
ONE LIBERTY PPTYS INC COM 682406103 10614 360900 SH DFND 2,5,8,20 304479 0 56421
AC IMMUNE SA SHS H00263105 164 32439 SH DFND 2 32439 0 0
APPLIED MATLS INC COM 038222105 1825591 46031038 SH DFND 1,2,5,6,8,10,11,12,13,19,20 40651046 1144849 4235143
ONEMAIN HLDGS INC COM 68268W103 32287 1016914 SH DFND 2,5,8,13,20 909679 1100 106135
ONEOK INC NEW COM 682680103 1419661 20327327 SH DFND 2,5,6,8,10,11,12,13,19,20 18444696 237524 1645107
ONESPAN INC COM 68287N100 17902 931423 SH DFND 2,5,8,20 834994 1012 95417
OOMA INC COM 683416101 4293 324223 SH DFND 2,20 267309 0 56914
OP BANCORP COM 67109R109 1554 177554 SH DFND 2,20 144358 0 33196
OPHTHOTECH CORP COM 683745103 59 41652 SH DFND 20 41652 0 0
OPKO HEALTH INC COM 68375N103 52533 20127594 SH DFND 2,5,8,13,19,20 19077995 12625 1036974
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4720 181397 SH DFND 2,20 155902 0 25495
OPTINOSE INC COM 68404V100 3267 317148 SH DFND 2,5,20 263748 0 53400
OPUS BK IRVINE CALIF COM 684000102 15081 761679 SH DFND 2,5,8,20 689416 1600 70663
APPLIED OPTOELECTRONICS INC COM 03823U102 6416 525869 SH DFND 2,5,8,20 469966 0 55903
ORACLE CORP COM 68389X105 5717546 106452173 SH DFND 1,2,5,6,8,10,11,12,13,19,20 92552086 2838648 11061439
ORASURE TECHNOLOGIES INC COM 68554V108 27880 2500483 SH DFND 2,5,8,20 2314454 1058 184971
ORBCOMM INC COM 68555P100 10764 1587630 SH DFND 2,5,8,20 1359247 0 228383
ORCHID IS CAP INC COM 68571X103 6387 958980 SH DFND 2,5,20 812128 0 146852
ORGANOVO HLDGS INC COM 68620A104 1748 1762494 SH DFND 2,5,20 1494738 0 267756
ORIGIN BANCORP INC COM 68621T102 11374 334044 SH DFND 2,5,8,20 252384 0 81660
ORION ENGINEERED CARBONS S A COM L72967109 381 20080 SH DFND 2,5 20080 0 0
ORION GROUP HOLDINGS INC COM 68628V308 2144 734303 SH DFND 2,5,20 647732 0 86571
ORITANI FINL CORP DEL COM 68633D103 21252 1277939 SH DFND 2,5,6,8,20 1154714 0 123225
ORIX CORP SPONSORED ADR 686330101 353 4911 SH DFND 2,20 4911 0 0
APPROACH RESOURCES INC COM 03834A103 225 635135 SH DFND 2,20 535035 0 100100
ORMAT TECHNOLOGIES INC COM 686688102 45015 816229 SH DFND 2,5,8,20 687625 100 128504
ORRSTOWN FINL SVCS INC COM 687380105 2119 113969 SH DFND 2,20 95585 0 18384
ORTHOFIX MED INC COM 68752M108 38238 677850 SH DFND 2,5,8,20 609683 859 67308
ORTHOPEDIATRICS CORP COM 68752L100 5568 125885 SH DFND 2,20 105245 0 20640
OSHKOSH CORP COM 688239201 166080 2210564 SH DFND 2,5,6,8,11,12,13,19,20 2115984 1186 93394
OSI SYSTEMS INC COM 671044105 43702 498884 SH DFND 2,5,8,20 444868 0 54016
OSIRIS THERAPEUTICS INC NEW COM 68827R108 220 11600 SH DFND 20 11600 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 383 106523 SH DFND 2,20 106523 0 0
OTONOMY INC COM 68906L105 91 34590 SH DFND 20 34590 0 0
OTTER TAIL CORP COM 689648103 41369 830360 SH DFND 2,5,20 709382 0 120978
APTARGROUP INC COM 038336103 275865 2592957 SH DFND 2,5,6,8,11,13,19,20 2515405 810 76742
OUTFRONT MEDIA INC COM 69007J106 44330 1894453 SH DFND 2,5,8,13,20 1720301 902 173250
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1998 872390 SH DFND 2,20 706786 0 165604
OVERSTOCK COM INC DEL COM 690370101 10559 635337 SH DFND 2,5,8,20 564951 0 70386
OVID THERAPEUTICS INC COM 690469101 333 187915 SH DFND 2,20 159016 0 28899
OWENS & MINOR INC NEW COM 690732102 10632 2593217 SH DFND 2,5,8,20 2392882 2344 197991
OWENS CORNING NEW COM 690742101 150714 3184773 SH DFND 2,5,6,8,10,12,13,19,20 2713682 101460 369631
OWENS ILL INC COM NEW 690768403 104111 5485301 SH DFND 2,5,6,8,11,12,13,19,20 5286747 2286 196268
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7577 439766 SH DFND 2,5,20 365705 0 74061
OXFORD INDS INC COM 691497309 35328 469408 SH DFND 2,5,8,20 416637 641 52130
P A M TRANSN SVCS INC COM 693149106 1706 34861 SH DFND 2,20 27861 0 7000
APTEVO THERAPEUTICS INC COM 03835L108 11 12061 SH DFND 20 12061 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 20210 735973 SH DFND 2,5,13,20 699156 0 36817
PACCAR INC COM 693718108 1010381 14828019 SH DFND 2,5,6,8,10,11,12,13,19,20 12988575 342761 1496683
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 19948 2759036 SH DFND 2,5,8,20 2320844 0 438192
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2788 159753 SH DFND 2,20 133453 0 26300
PACIFIC ETHANOL INC COM PAR $.001 69423U305 29 29552 SH DFND 20 29552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1985 260551 SH DFND 2,20 186189 0 74362
PACIFIC PREMIER BANCORP COM 69478X105 46529 1753832 SH DFND 2,5,8,20 1569649 0 184183
PACIRA PHARMACEUTICALS INC COM 695127100 36468 958180 SH DFND 2,5,8,20 824578 1000 132602
PACKAGING CORP AMER COM 695156109 415107 4143449 SH DFND 2,5,6,8,10,11,12,13,19,20 3658011 91511 393927
PACWEST BANCORP DEL COM 695263103 187479 4984831 SH DFND 2,5,6,8,11,12,13,20 4828541 1379 154911
APTINYX INC COM 03836N103 841 207682 SH DFND 2,20 169112 0 38570
PAGSEGURO DIGITAL LTD COM CL A G68707101 3226 108058 SH DFND 2,8,10,19 108058 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2750 2805125 SH DFND 2,20 2257652 0 547473
PALO ALTO NETWORKS INC COM 697435105 469509 1933090 SH DFND 2,5,6,8,10,12,13,19,20 1651433 53113 228544
PANHANDLE OIL AND GAS INC CL A 698477106 4679 297995 SH DFND 2,5,20 251650 0 46345
PAPA JOHNS INTL INC COM 698813102 37253 703550 SH DFND 2,5,6,8,11,20 629465 458 73627
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 19648 1103173 SH DFND 2,5,20 1011536 0 91637
PAR TECHNOLOGY CORP COM 698884103 4933 201670 SH DFND 2,5,20 167600 0 34070
PARAMOUNT GROUP INC COM 69924R108 100149 7008805 SH DFND 2,5,8,10,13,20 6474556 52375 481874
PARATEK PHARMACEUTICALS INC COM 699374302 3127 583443 SH DFND 2,5,20 476915 0 106528
PARETEUM CORP COM NEW 69946T207 197 43203 SH DFND 20 43203 0 0
APTIV PLC SHS G6095L109 853794 10740883 SH DFND 2,5,6,8,10,11,12,13,19,20 9453980 279890 1007013
PARK CITY GROUP INC COM NEW 700215304 1629 203934 SH DFND 2,20 168622 0 35312
PARK ELECTROCHEMICAL CORP COM 700416209 8699 554075 SH DFND 2,5,8,20 491565 861 61649
PARK HOTELS RESORTS INC COM 700517105 258952 8213793 SH DFND 2,5,6,8,10,12,13,19,20 7560327 50357 603109
PARK NATL CORP COM 700658107 27873 294173 SH DFND 2,5,8,20 252093 0 42080
PARK OHIO HLDGS CORP COM 700666100 5285 163223 SH DFND 2,5,20 137979 0 25244
PARKE BANCORP INC COM 700885106 2342 112131 SH DFND 2,20 97943 0 14188
PARKER HANNIFIN CORP COM 701094104 907866 5289977 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4685282 94464 510231
PARSLEY ENERGY INC CL A 701877102 144973 7511537 SH DFND 2,5,6,8,10,12,13,19,20 6636736 118800 756001
PARTY CITY HOLDCO INC COM 702149105 11275 1419988 SH DFND 2,5,8,20 1243317 0 176671
PATRICK INDS INC COM 703343103 29786 657237 SH DFND 2,5,8,20 563859 0 93378
APYX MED CORP COM 03837C106 194 30706 SH DFND 2,20 30706 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 40052 1787337 SH DFND 2,5,8,20 1527318 0 260019
PATTERSON COMPANIES INC COM 703395103 62507 2860750 SH DFND 2,5,6,8,11,12,13,19,20 2597622 3364 259764
PATTERSON UTI ENERGY INC COM 703481101 81715 5828425 SH DFND 2,5,6,8,11,12,13,19,20 5569864 2087 256474
PAYCHEX INC COM 704326107 1136442 14170101 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12284460 491758 1393883
PAYCOM SOFTWARE INC COM 70432V102 117003 618637 SH DFND 2,5,8,13,19,20 551689 500 66448
PAYLOCITY HLDG CORP COM 70438V106 55581 623176 SH DFND 2,5,8,20 502492 0 120684
PAYPAL HLDGS INC COM 70450Y103 4730101 45551824 SH DFND 2,5,6,8,10,11,12,13,19,20 40401191 668194 4482439
PBF ENERGY INC CL A 69318G106 140159 4500922 SH DFND 2,5,6,8,11,12,13,20 4336129 1000 163793
PC CONNECTION INC COM 69318J100 8988 245108 SH DFND 2,5,8,20 211044 0 34064
PC-TEL INC COM 69325Q105 58 11562 SH DFND 20 11562 0 0
AQUA AMERICA INC COM 03836W103 345651 9485490 SH DFND 2,5,6,8,11,12,13,19,20 9257358 1876 226256
PCSB FINL CORP COM 69324R104 5835 298182 SH DFND 2,5,6,20 249503 0 48679
PDC ENERGY INC COM 69327R101 118789 2920074 SH DFND 2,5,13,20 2696158 1214 222702
PDF SOLUTIONS INC COM 693282105 9676 783519 SH DFND 2,5,20 705006 0 78513
PDL BIOPHARMA INC COM 69329Y104 23696 6369872 SH DFND 2,5,8,20 5819412 4743 545717
PDL CMNTY BANCORP COM 69290X101 1813 129974 SH DFND 2,6,20 106349 0 23625
PDVWIRELESS INC COM 69290R104 6542 186060 SH DFND 2,5,8,20 157774 0 28286
PEABODY ENERGY CORP NEW COM 704551100 63402 2237981 SH DFND 2,5,8,13,20 2019306 2400 216275
PEAPACK-GLADSTONE FINL CORP COM 704699107 10967 418268 SH DFND 2,5,20 367496 0 50772
PEBBLEBROOK HOTEL TR COM 70509V100 236297 7516511 SH DFND 2,5,6,8,10,11,13,19,20 6927111 31046 558354
PEGASYSTEMS INC COM 705573103 33551 515934 SH DFND 2,5,8,19,20 467297 226 48411
AQUANTIA CORP COM 03842Q108 3194 352509 SH DFND 2,5,20 284689 0 67820
PENN NATL GAMING INC COM 707569109 67655 3365925 SH DFND 2,5,6,8,20 3018292 3150 344483
PENN VA CORP NEW COM 70788V102 20774 471074 SH DFND 2,5,8,20 429951 0 41123
PENNEY J C CORP INC COM 708160106 16023 10753372 SH DFND 1,2,5,8,20 9750508 11544 991320
PENNS WOODS BANCORP INC COM 708430103 3409 82950 SH DFND 2,5,20 71124 0 11826
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22250 3537413 SH DFND 2,5,8,10,20 3238159 19029 280225
PENNYMAC FINL SVCS INC COM 70932M107 8780 394778 SH DFND 2,5,20 336489 0 58289
PENNYMAC MTG INVT TR COM 70931T103 41807 2018683 SH DFND 2,5,8,13,20 1766348 29100 223235
PENSKE AUTOMOTIVE GRP INC COM 70959W103 28149 630444 SH DFND 2,5,8,13,20 579774 1317 49353
PENTAIR PLC SHS G7S00T104 450732 10126542 SH DFND 2,5,6,8,10,11,12,13,19,20 9119960 165518 841064
PENUMBRA INC COM 70975L107 72491 493100 SH DFND 2,5,8,13,19,20 435994 700 56406
ACACIA COMMUNICATIONS INC COM 00401C108 33471 583623 SH DFND 2,5,8,20 499557 0 84066
AQUAVENTURE HLDGS LTD SHS G0443N107 3883 200647 SH DFND 2,5,8,20 171153 0 29494
PEOPLES BANCORP INC COM 709789101 12157 392538 SH