Toggle SGML Header (+)


Section 1: 13F-HR

Form 13F Filer Information

Filer CIK
Filer CCC
File Number
06-30-2019
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:
06-30-2019
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]
08-14-2019
[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:
3813
Form 13F Information table Value Total:
1341154394
(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 2170 117482 SH DFND 2,20 95347 0 22135
58 COM INC SPON ADR REP A 31680Q104 117599 1891579 SH DFND 1,2,5,8,10,11,12,13,19,20 1474639 50503 366437
AIRGAIN INC COM 00938A104 1575 111286 SH DFND 2,20 111286 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 14212 630231 SH DFND 2,5,8,20 588725 0 41506
DECKERS OUTDOOR CORP COM 243537107 172567 980659 SH DFND 2,5,6,8,11,12,13,19,20 857110 293 123256
DEERE & CO COM 244199105 2086885 12536440 SH DFND 1,2,5,6,8,10,11,12,13,19,20 11101384 213571 1221485
DEL FRISCOS RESTAURANT GROUP COM 245077102 4557 572505 SH DFND 2,5,20 477143 0 95362
DEL TACO RESTAURANTS INC COM 245496104 7868 613718 SH DFND 2,5,8,20 526809 0 86909
DELEK US HLDGS INC NEW COM 24665A103 107213 2645923 SH DFND 2,5,8,12,20 2392196 1400 252327
DELL TECHNOLOGIES INC CL C 24703L202 191444 3768574 SH DFND 1,2,5,6,8,10,12,13,19,20 3180122 107833 480619
DELPHI TECHNOLOGIES PLC SHS G2709G107 25137 1256843 SH DFND 2,5,6,8,11,12,13,20 1233551 4049 19243
DELTA AIR LINES INC DEL COM NEW 247361702 1172637 20663203 SH DFND 1,2,5,6,8,10,11,12,13,19,20 18615917 214103 1833183
DELTA APPAREL INC COM 247368103 1691 72972 SH DFND 2,20 72972 0 0
AK STL HLDG CORP COM 001547108 46814 19752617 SH DFND 2,5,12,13,20 18771526 5075 976016
DELUXE CORP COM 248019101 61697 1517383 SH DFND 2,5,6,8,11,19,20 1351913 7967 157503
DENALI THERAPEUTICS INC COM 24823R105 41230 1986023 SH DFND 2,5,8,20 1831889 0 154134
DENBURY RES INC COM NEW 247916208 38335 30915453 SH DFND 2,5,20 29453069 13143 1449241
DENNYS CORP COM 24869P104 26086 1270636 SH DFND 2,5,8,20 1073500 0 197136
DENTSPLY SIRONA INC COM 24906P109 569709 9747502 SH DFND 2,5,6,8,10,11,12,13,19,20 8648306 144921 954275
DERMIRA INC COM 24983L104 8808 921390 SH DFND 2,5,8,20 768077 0 153313
DESIGNER BRANDS INC CL A 250565108 40988 2110808 SH DFND 2,5,8,12,20 2110808 0 0
DESPEGAR COM CORP ORD SHS G27358103 1717 123600 SH DFND 5,20 123600 0 0
DESTINATION XL GROUP INC COM 25065K104 39 22082 SH DFND 20 22082 0 0
DEVON ENERGY CORP NEW COM 25179M103 623414 21858836 SH DFND 1,2,5,6,8,10,11,12,13,19,20 19866276 340159 1652401
AKAMAI TECHNOLOGIES INC COM 00971T101 550889 6874080 SH DFND 2,5,6,8,10,11,12,13,19,20 5829950 178001 866129
DEXCOM INC COM 252131107 292780 1953954 SH DFND 2,5,6,8,10,12,13,19,20 1663919 55016 235019
DEXCOM INC NOTE 0.750% 5/1 252131AF4 17940 11235000 SH DFND 2,5 11235000 0 0
DHI GROUP INC COM 23331S100 2751 770643 SH DFND 2,20 770643 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 9973 1687440 SH DFND 2,5,20 1412053 0 275387
DIAGEO P L C SPON ADR NEW 25243Q205 2328 13537 SH DFND 1,20 13537 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9438 66594 SH DFND 2,5,8,20 56784 0 9810
DIAMOND OFFSHORE DRILLING IN COM 25271C102 25527 2877948 SH DFND 2,5,8,12,13,20 2658164 2974 216810
DIAMOND S SHIPPING INC COM Y20676105 3746 293355 SH DFND 2,5,20 293355 0 0
DIAMONDBACK ENERGY INC COM 25278X109 871178 7994659 SH DFND 2,5,6,8,10,11,12,13,19,20 7341096 108273 545290
DIAMONDROCK HOSPITALITY CO COM 252784301 114173 10910953 SH DFND 2,5,8,10,13,20 9946495 53008 911450
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 37700 35225000 SH DFND 2,5 35225000 0 0
DIANA SHIPPING INC COM Y2066G104 387 116939 SH DFND 2,20 116939 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 28284 1795778 SH DFND 2,5,8,20 1628970 0 166808
DICKS SPORTING GOODS INC COM 253393102 69443 2005271 SH DFND 2,5,6,8,11,12,13,19,20 1900441 3507 101323
DIEBOLD NXDF INC COM 253651103 21486 2345686 SH DFND 2,5,8,20 2104236 2012 239438
DIGI INTL INC COM 253798102 9388 740384 SH DFND 2,5,20 663737 0 76647
DIGIMARC CORP NEW COM 25381B101 10764 242482 SH DFND 2,5,20 206174 0 36308
DIGITAL RLTY TR INC COM 253868103 1697718 14413089 SH DFND 2,5,6,8,10,11,12,13,19,20 13047086 170921 1195082
DIGITAL TURBINE INC COM NEW 25400W102 6590 1317948 SH DFND 2,5,20 1317948 0 0
DILLARDS INC CL A 254067101 33968 544535 SH DFND 2,5,6,8,11,12,13,19,20 503430 349 40756
DIME CMNTY BANCSHARES COM 253922108 17935 944434 SH DFND 2,5,8,20 849656 874 93904
AKCEA THERAPEUTICS INC COM 00972L107 17017 725659 SH DFND 2,5,8,20 679036 0 46623
DINE BRANDS GLOBAL INC COM 254423106 48475 504107 SH DFND 2,5,8,20 446332 3647 54128
DIODES INC COM 254543101 52827 1452490 SH DFND 2,5,8,20 1314377 1663 136450
DIPLOMAT PHARMACY INC COM 25456K101 11527 1892811 SH DFND 2,5,8,20 1719382 0 173429
DISCOVER FINL SVCS COM 254709108 1112865 14342890 SH DFND 2,5,6,8,10,11,12,13,19,20 12775340 256771 1310779
DISCOVERY INC COM SER A 25470F104 225287 7338330 SH DFND 2,5,6,8,10,11,12,13,19,20 6336098 124931 877301
DISCOVERY INC COM SER C 25470F302 537926 18907769 SH DFND 2,5,6,8,10,11,12,13,19,20 15825271 358051 2724447
DISH NETWORK CORP CL A 25470M109 381353 9928484 SH DFND 2,5,6,8,10,11,12,13,19,20 8910103 155112 863269
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29087 31200000 SH DFND 2,5 31200000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 90429 91742000 SH DFND 2,5 91742000 0 0
DISNEY WALT CO COM DISNEY 254687106 10210769 73122093 SH DFND 1,2,5,6,8,10,11,12,13,19,20 58648203 1874175 12599715
AKEBIA THERAPEUTICS INC COM 00972D105 28066 5798682 SH DFND 2,5,8,20 5453962 1272 343448
DMC GLOBAL INC COM 23291C103 30851 486848 SH DFND 2,5,8,20 442563 0 44285
DNB FINL CORP COM 233237106 1953 43912 SH DFND 2,20 38338 0 5574
DOCUSIGN INC COM 256163106 121920 2452620 SH DFND 2,5,6,8,10,12,13,19,20 2291378 0 161242
DOLBY LABORATORIES INC COM CL A 25659T107 60065 929803 SH DFND 2,5,8,13,19,20 854517 562 74724
DOLLAR GEN CORP NEW COM 256677105 1548172 11454366 SH DFND 2,5,6,8,10,11,12,13,19,20 10018937 387844 1047585
DOLLAR TREE INC COM 256746108 1124002 10466539 SH DFND 2,5,6,8,10,11,12,13,19,20 9279541 146982 1040016
DOMINION ENERGY INC COM 25746U109 3155095 40805678 SH DFND 2,5,6,8,10,11,12,13,19,20 36779355 446507 3579816
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 37879 756077 SH DFND 2 756077 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 35187 340000 SH DFND 2 340000 0 0
DOMINOS PIZZA INC COM 25754A201 375935 1350924 SH DFND 2,5,6,8,10,11,12,13,19,20 1217035 31325 102564
AKORN INC COM 009728106 18798 3650103 SH DFND 2,5,8,13,20 3316147 2800 331156
DOMO INC COM CL B 257554105 10106 369924 SH DFND 2,5,8,20 324946 0 44978
DOMTAR CORP COM NEW 257559203 76585 1719849 SH DFND 2,5,6,8,11,12,13,19,20 1627581 550 91718
DONALDSON INC COM 257651109 280911 5523212 SH DFND 2,5,6,8,11,13,19,20 5348166 1696 173350
DONEGAL GROUP INC CL A 257701201 3423 224165 SH DFND 2,5,8,20 197322 0 26843
DONNELLEY FINL SOLUTIONS INC COM 25787G100 12944 970306 SH DFND 2,5,8,20 868811 504 100991
DONNELLEY R R & SONS CO COM 257867200 4476 2272294 SH DFND 2,5,8,20 2059567 1344 211383
DORIAN LPG LTD SHS USD Y2106R110 4670 517772 SH DFND 2,5,20 429166 0 88606
DORMAN PRODUCTS INC COM 258278100 71139 816372 SH DFND 2,5,8,20 732692 100 83580
DOUGLAS DYNAMICS INC COM 25960R105 18877 474408 SH DFND 2,5,8,20 393479 8300 72629
DOUGLAS EMMETT INC COM 25960P109 342598 8544165 SH DFND 2,5,6,8,10,11,12,13,19,20 8052786 42566 448813
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2370 370372 SH DFND 2,20 370372 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 2897 205454 SH DFND 2,20 168574 0 36880
DOVER CORP COM 260003108 799794 7981972 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7213351 165278 603343
DOW INC COM 260557103 1744349 35375153 SH DFND 2,5,6,8,10,11,12,13,19,20 35375153 0 0
DR REDDYS LABS LTD ADR 256135203 21924 585103 SH DFND 2,5,8,13,19,20 554738 0 30365
DRIL QUIP INC COM 262037104 58760 1224170 SH DFND 2,5,6,8,19,20 1102820 1296 120054
DRIVE SHACK INC COM 262077100 4904 1045678 SH DFND 2,5,20 884351 0 161327
DROPBOX INC CL A 26210C104 99832 3985305 SH DFND 2,5,6,8,10,12,13,19,20 3985305 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 147 38384 SH DFND 2 38384 0 0
DSP GROUP INC COM 23332B106 6871 478503 SH DFND 2,5,20 478503 0 0
DTE ENERGY CO COM 233331107 1240011 9627070 SH DFND 2,5,6,8,10,11,12,13,19,20 8772069 161736 693265
ALAMO GROUP INC COM 011311107 30552 305736 SH DFND 2,5,8,20 254896 0 50840
DTE ENERGY CO UNIT 99/99/9999 233331883 19430 346159 SH DFND 2 346159 0 0
DUCOMMUN INC DEL COM 264147109 10547 234023 SH DFND 2,5,8,20 202792 0 31231
DUKE ENERGY CORP NEW COM NEW 26441C204 3296001 37352685 SH DFND 1,2,5,6,8,10,11,12,13,19,20 33634667 522154 3195864
DUKE REALTY CORP COM NEW 264411505 790285 25001096 SH DFND 2,5,6,8,10,11,12,13,19,20 22652542 322554 2026000
DULUTH HLDGS INC COM CL B 26443V101 2564 188642 SH DFND 2,8,20 157559 0 31083
DUNKIN BRANDS GROUP INC COM 265504100 158907 1994814 SH DFND 2,5,6,8,11,13,20 1883903 900 110011
DUPONT DE NEMOURS INC COM 26614N102 3058236 40738459 SH DFND 2,5,6,8,10,11,12,13,19,20 40738459 0 0
DURECT CORP COM 266605104 67 103401 SH DFND 5,20 103401 0 0
DXC TECHNOLOGY CO COM 23355L106 609817 11015901 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9800367 185964 1029570
DXP ENTERPRISES INC NEW COM NEW 233377407 16621 438670 SH DFND 2,5,8,20 388856 0 49814
ALARM COM HLDGS INC COM 011642105 56246 1051329 SH DFND 2,5,8,20 931736 0 119593
DYCOM INDS INC COM 267475101 73080 1241374 SH DFND 2,5,6,8,11,13,20 878860 805 361709
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 14394 14660000 SH DFND 2,5 14660000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5319 1333096 SH DFND 2,5,8,20 1127942 0 205154
DYNEX CAP INC COM 26817Q886 8862 523514 SH DFND 2,5,8,20 523514 0 0
E L F BEAUTY INC COM 26856L103 10021 710685 SH DFND 2,5,20 378032 0 332653
E TRADE FINANCIAL CORP COM NEW 269246401 481575 10797647 SH DFND 2,5,6,8,10,11,12,13,19,20 9688683 171664 937300
EAGLE BANCORP INC MD COM 268948106 59544 1100012 SH DFND 2,5,8,20 990867 800 108345
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 4148 791560 SH DFND 2,20 651085 0 140475
EAGLE MATERIALS INC COM 26969P108 105151 1133081 SH DFND 2,5,6,11,13,19,20 1064194 738 68149
EAGLE PHARMACEUTICALS INC COM 269796108 36534 656136 SH DFND 2,5,8,20 621221 0 34915
8X8 INC NEW COM 282914100 67394 2796426 SH DFND 2,5,8,20 2496210 300 299916
ALASKA AIR GROUP INC COM 011659109 254977 3989620 SH DFND 2,5,6,8,10,11,12,13,19,20 3648831 555 340234
EARTHSTONE ENERGY INC CL A 27032D304 2020 330109 SH DFND 2,20 265365 0 64744
EAST WEST BANCORP INC COM 27579R104 292775 6259892 SH DFND 2,5,6,8,10,11,12,13,19,20 5775316 125222 359354
EASTERLY GOVT PPTYS INC COM 27616P103 66976 3698294 SH DFND 2,5,6,8,10,20 3402048 17400 278846
EASTERN CO COM 276317104 2331 83192 SH DFND 2,20 70727 0 12465
EASTGROUP PPTY INC COM 277276101 267455 2292174 SH DFND 2,5,6,8,10,11,19,20 2069591 9629 212954
EASTMAN CHEMICAL CO COM 277432100 510770 6511425 SH DFND 2,5,6,8,10,11,12,13,19,20 5672842 102389 736194
EASTMAN KODAK CO COM NEW 277461406 111 46102 SH DFND 2,20 46102 0 0
EATON CORP PLC SHS G29183103 1554055 18660608 SH DFND 2,5,6,8,10,11,12,13,19,20 16313833 471276 1875499
EATON VANCE CORP COM NON VTG 278265103 467663 10843095 SH DFND 2,5,6,8,10,11,12,13,19,20 10219837 165959 457299
EBAY INC COM 278642103 1480505 37481148 SH DFND 2,5,6,8,10,11,12,13,19,20 32846673 671578 3962897
ALASKA COMMUNICATIONS SYS GR COM 01167P101 52 30563 SH DFND 20 30563 0 0
EBIX INC COM NEW 278715206 35762 712106 SH DFND 2,5,8,20 634521 500 77085
ECHO GLOBAL LOGISTICS INC COM 27875T101 18716 896813 SH DFND 2,5,8,20 805338 0 91475
ECHOSTAR CORP CL A 278768106 31913 720057 SH DFND 2,5,8,13,20 662005 307 57745
ECOLAB INC COM 278865100 2288089 11562332 SH DFND 2,5,6,8,10,11,12,13,19,20 10222098 182157 1158077
ECOPETROL S A SPONSORED ADS 279158109 29762 1627207 SH DFND 2,5,10,13,19,20 1466448 116906 43853
EDGEWELL PERS CARE CO COM 28035Q102 47790 1773293 SH DFND 2,5,6,8,11,12,13,20 1598926 850 173517
EDISON INTL COM 281020107 1657733 24591793 SH DFND 2,5,6,8,10,11,12,13,19,20 16010084 7279058 1302651
EDITAS MEDICINE INC COM 28106W103 68246 2758513 SH DFND 2,5,8,20 2604669 0 153844
EDWARDS LIFESCIENCES CORP COM 28176E108 1633185 8840451 SH DFND 2,5,6,8,10,11,12,13,19,20 7773779 236458 830214
EGAIN CORP COM NEW 28225C806 3093 379933 SH DFND 2,5,20 326433 0 53500
ALBANY INTL CORP CL A 012348108 71240 857445 SH DFND 2,5,8,20 764094 136 93215
EHEALTH INC COM 28238P109 51301 595827 SH DFND 2,5,8,20 524554 0 71273
EIDOS THERAPEUTICS INC COM 28249H104 6738 216797 SH DFND 2,5,20 188297 0 28500
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3805 358990 SH DFND 2,5,20 358990 0 0
EKSO BIONICS HLDGS INC COM NEW 282644202 34 26600 SH DFND 20 26600 0 0
EL PASO ELEC CO COM NEW 283677854 79806 1220276 SH DFND 2,5,8,20 1091737 500 128039
EL POLLO LOCO HLDGS INC COM 268603107 6300 590993 SH DFND 2,5,8,20 535236 0 55757
ELANCO ANIMAL HEALTH INC COM 28414H103 225642 6675786 SH DFND 2,5,6,8,10,12,13,19,20 6466874 0 208912
ELASTIC N V ORD SHS N14506104 31683 424360 SH DFND 2,5,8,20 407509 0 16851
ELDORADO GOLD CORP NEW COM 284902509 229 39400 SH DFND 8,20 39400 0 0
ELDORADO RESORTS INC COM 28470R102 94927 2060493 SH DFND 2,5,6,8,20 1850681 0 209812
ALBEMARLE CORP COM 012653101 484014 6839364 SH DFND 2,5,6,8,10,11,12,13,19,20 6377509 59335 402520
ELECTROCORE INC COM 28531P103 377 188656 SH DFND 2,20 163656 0 25000
ELECTRONIC ARTS INC COM 285512109 1335209 13185947 SH DFND 2,5,6,8,10,11,12,13,19,20 11850929 211065 1123953
ELECTRONICS FOR IMAGING INC COM 286082102 46662 1264198 SH DFND 2,5,8,20 1121677 1881 140640
ELEMENT SOLUTIONS INC COM 28618M106 30943 2992530 SH DFND 2,5,8,20 2992530 0 0
ELEVATE CREDIT INC COM 28621V101 1202 291725 SH DFND 2,20 247467 0 44258
ELLINGTON FINANCIAL INC COM 28852N109 7280 404567 SH DFND 2,5,20 404567 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 327 28953 SH DFND 2,20 28953 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 3783 379466 SH DFND 2,5,20 306496 0 72970
EMBRAER S A SPONSORED ADS 29082A107 11483 570430 SH DFND 1,2,5,10,19,20 493411 68254 8765
EMC INS GROUP INC COM 268664109 6247 173396 SH DFND 2,5,8,20 145810 798 26788
ALBIREO PHARMA INC COM 01345P106 5688 176412 SH DFND 2,5,20 144812 0 31600
EMCOR GROUP INC COM 29084Q100 162586 1845469 SH DFND 2,5,6,8,11,12,13,20 1651428 1018 193023
EMCORE CORP COM NEW 290846203 116 35148 SH DFND 2,20 35148 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 6328 567568 SH DFND 2,5,8,20 503085 0 64483
EMERGENT BIOSOLUTIONS INC COM 29089Q105 123865 2563965 SH DFND 2,5,8,20 2414143 900 148922
EMERSON ELEC CO COM 291011104 1952978 29271255 SH DFND 1,2,5,6,8,10,11,12,13,19,20 25972734 665299 2633222
EMPIRE RESORTS INC COM PAR $0 01 292052305 522 54328 SH DFND 2,20 45011 0 9317
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 922 62273 SH DFND 2 62273 0 0
EMPIRE ST RLTY TR INC CL A 292104106 81363 5493810 SH DFND 2,5,8,10,20 5130467 36484 326859
EMPLOYERS HOLDINGS INC COM 292218104 40074 948051 SH DFND 2,5,8,20 848758 0 99293
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 915 50400 SH DFND 5,20 50400 0 0
ALCOA CORP COM 013872106 84180 3595905 SH DFND 2,5,8,12,13,19,20 3365523 2121 228261
ENANTA PHARMACEUTICALS INC COM 29251M106 72597 860358 SH DFND 2,5,8,20 804931 0 55427
ENBRIDGE INC COM 29250N105 78720 2181663 SH DFND 1,2,5,6,8,10,12,19,20 1806456 286535 88672
ENCANA CORP COM 292505104 16799 3274648 SH DFND 2,5,12,20 3274648 0 0
ENCOMPASS HEALTH CORP COM 29261A100 158627 2493028 SH DFND 2,5,6,8,11,13,20 2356530 1452 135046
ENCORE CAP GROUP INC COM 292554102 27358 807750 SH DFND 2,5,8,20 701975 900 104875
ENCORE WIRE CORP COM 292562105 36430 621881 SH DFND 2,5,8,20 553075 400 68406
ENDO INTL PLC SHS G30401106 31509 7647807 SH DFND 2,5,8,13,20 6897732 6160 743915
ENDOLOGIX INC COM NEW 29266S304 1100 151871 SH DFND 2,20 151871 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 6869 1431020 SH DFND 2,5,8,20 1212271 0 218749
ENEL AMERICAS S A SPONSORED ADR 29274F104 34446 3885745 SH DFND 1,2,5,8,10,13,19,20 3698036 0 187709
ALCON INC ORD SHS H01301128 26031 419518 SH DFND 20 419518 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 11787 2465983 SH DFND 2,5,8,10,13,19,20 2369578 0 96405
ENERGIZER HLDGS INC NEW COM 29272W109 61344 1587582 SH DFND 2,5,6,8,11,13,20 1512158 650 74774
ENERGOUS CORP COM 29272C103 1809 413939 SH DFND 2,5,20 338570 0 75369
ENERGY FOCUS INC COM NEW 29268T300 4 10200 SH DFND 20 10200 0 0
ENERGY FUELS INC COM NEW 292671708 5379 1718643 SH DFND 2,5,6,20 1424932 0 293711
ENERGY RECOVERY INC COM 29270J100 7338 704197 SH DFND 2,5,8,20 589079 0 115118
ENERSYS COM 29275Y102 96166 1403879 SH DFND 2,5,6,8,11,13,19,20 1256114 305 147460
ENI S P A SPONSORED ADR 26874R108 405 12251 SH DFND 1,20 12251 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 5286 523903 SH DFND 5,8,19,20 473678 3325 46900
ENNIS INC COM 293389102 12422 605366 SH DFND 2,5,8,20 511010 1458 92898
ALDER BIOPHARMACEUTICALS INC COM 014339105 38523 3272990 SH DFND 2,5,8,20 3044172 0 228818
ENOCHIAN BIOSCIENCES INC COM 29350E104 106 32440 SH DFND 2,20 32440 0 0
ENOVA INTL INC COM 29357K103 24531 1064249 SH DFND 2,5,8,20 891165 0 173084
ENPHASE ENERGY INC COM 29355A107 32380 1776209 SH DFND 2,5,8,20 1508509 0 267700
ENPRO INDS INC COM 29355X107 38489 602893 SH DFND 2,5,8,20 535478 843 66572
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 20930 26250000 SH DFND 2,5 26250000 0 0
ENSCO ROWAN PLC SHS CLASS A G3166L100 33881 3971941 SH DFND 2,5,6,8,11,12,13,20 3971941 0 0
ENSIGN GROUP INC COM 29358P101 86529 1518950 SH DFND 2,5,8,20 1334614 1400 182936
ENSTAR GROUP LIMITED SHS G3075P101 49038 281374 SH DFND 2,5,8,20 243363 300 37711
ENTEGRA FINL CORP COM 29363J108 3133 104018 SH DFND 2,13,20 86800 0 17218
ENTEGRIS INC COM 29362U104 65903 1765890 SH DFND 2,5,8,13,19,20 1626689 2169 137032
ALDEYRA THERAPEUTICS INC COM 01438T106 2395 399208 SH DFND 2,20 336454 0 62754
ENTERCOM COMMUNICATIONS CORP CL A 293639100 18331 3160532 SH DFND 2,5,8,13,20 2745793 0 414739
ENTERGY CORP NEW COM 29364G103 1075707 10450859 SH DFND 2,5,6,8,10,11,12,13,19,20 9282484 110957 1057418
ENTERPRISE BANCORP INC MASS COM 293668109 5610 176915 SH DFND 2,5,20 149601 0 27314
ENTERPRISE FINL SVCS CORP COM 293712105 28019 673532 SH DFND 2,5,8,20 509878 0 163654
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4195 1344632 SH DFND 2,5,8,20 1085671 0 258961
ENVESTNET INC COM 29404K106 70622 1032936 SH DFND 2,5,8,20 817317 1000 214619
ENVIVA PARTNERS LP COM UNIT 29414J107 512 16302 SH DFND 20 0 0 16302
ENZO BIOCHEM INC COM 294100102 2602 772093 SH DFND 2,5,20 642563 0 129530
EOG RES INC COM 26875P101 2567977 27565230 SH DFND 2,5,6,8,10,11,12,13,19,20 24877831 410931 2276468
EPAM SYS INC COM 29414B104 186645 1078247 SH DFND 2,5,6,8,10,12,13,19,20 1014550 800 62897
ALECTOR INC COM 014442107 2793 147025 SH DFND 2,20 147025 0 0
EPIZYME INC COM 29428V104 38558 3072334 SH DFND 2,5,8,20 2833753 0 238581
EPLUS INC COM 294268107 27432 397916 SH DFND 2,5,8,20 356128 0 41788
EPR PPTYS COM SH BEN INT 26884U109 242398 3233573 SH DFND 2,5,6,8,10,11,13,19,20 2996471 20840 216262
EQT CORP COM 26884L109 184906 11695491 SH DFND 2,5,6,8,10,11,12,13,19,20 10656209 7022 1032260
EQUIFAX INC COM 294429105 643665 4759428 SH DFND 2,5,6,8,10,11,12,13,19,20 4236594 82546 440288
EQUINIX INC COM 29444U700 1679056 3329545 SH DFND 2,5,6,8,10,11,12,13,19,20 2927824 43128 358593
EQUINOR ASA SPONSORED ADR 29446M102 1564 79053 SH DFND 1,20 79053 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 136251 6912774 SH DFND 2,5,6,8,11,12,13,19,20 6703330 5617 203827
EQUITY BANCSHARES INC COM CL A 29460X109 10241 384128 SH DFND 2,5,8,20 278136 0 105992
EQUITY COMWLTH COM SH BEN INT 294628102 170568 5245019 SH DFND 2,5,8,10,13,19,20 4945927 32049 267043
A10 NETWORKS INC COM 002121101 8697 1275271 SH DFND 2,5,20 1127161 0 148110
ALEXANDER & BALDWIN INC NEW COM 014491104 51658 2236272 SH DFND 2,5,6,8,11,20 1986363 2282 247627
EQUITY LIFESTYLE PPTYS INC COM 29472R108 527094 4322351 SH DFND 2,5,6,8,10,12,13,19,20 4057541 23199 241611
EQUITY RESIDENTIAL SH BEN INT 29476L107 1990969 26032524 SH DFND 2,5,6,8,10,11,12,13,19,20 23343460 336234 2352830
ERA GROUP INC COM 26885G109 4563 547167 SH DFND 2,5,20 491993 0 55174
ERIE INDTY CO CL A 29530P102 156624 615951 SH DFND 2,5,6,8,10,12,13,19,20 583692 700 31559
EROS INTL PLC SHS NEW G3788M114 788 583637 SH DFND 2,5,20 483942 0 99695
ESCALADE INC COM 296056104 1787 155768 SH DFND 2,20 131187 0 24581
ESCO TECHNOLOGIES INC COM 296315104 62367 754862 SH DFND 2,5,8,20 674878 21 79963
ESPERION THERAPEUTICS INC NE COM 29664W105 74105 1592981 SH DFND 2,5,8,20 1517105 900 74976
ESQUIRE FINL HLDGS INC COM 29667J101 2165 86083 SH DFND 2,20 70237 0 15846
ESSA BANCORP INC COM 29667D104 2216 145313 SH DFND 2,6,20 122231 0 23082
ALEXANDERS INC COM 014752109 28529 77042 SH DFND 2,5,8,10,20 67026 677 9339
ESSENT GROUP LTD COM G3198U102 110884 2359740 SH DFND 2,5,8,13,20 2047612 1700 310428
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 21715 1074115 SH DFND 2,5,8,20 932315 0 141800
ESSEX PPTY TR INC COM 297178105 1599886 5444523 SH DFND 2,5,6,8,10,11,12,13,19,20 5044988 52429 347106
ETHAN ALLEN INTERIORS INC COM 297602104 19129 908332 SH DFND 2,5,8,20 832669 1000 74663
ETSY INC COM 29786A106 97237 1584443 SH DFND 2,5,8,13,19,20 1460135 1600 122708
EURONAV NV ANTWERPEN SHS B38564108 434 45930 SH DFND 8,20 30449 0 15481
EURONET WORLDWIDE INC COM 298736109 112875 670916 SH DFND 2,5,8,13,19,20 602081 800 68035
EVANS BANCORP INC COM NEW 29911Q208 3459 91674 SH DFND 2,13,20 66236 0 25438
EVELO BIOSCIENCES INC COM 299734103 1986 221192 SH DFND 2,20 185387 0 35805
EVENTBRITE INC COM CL A 29975E109 9942 613723 SH DFND 2,5,20 613723 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 913114 6426838 SH DFND 2,5,6,8,10,11,12,13,19,20 5761172 88637 577029
EVERBRIDGE INC COM 29978A104 60350 674904 SH DFND 2,5,8,20 573448 0 101456
EVERCORE INC CLASS A 29977A105 92033 1039099 SH DFND 2,5,6,8,11,13,20 979192 300 59607
EVEREST RE GROUP LTD COM G3223R108 488445 1976069 SH DFND 2,5,6,8,10,11,12,13,19,20 1759555 24940 191574
EVERGY INC COM 30034W106 740998 12319174 SH DFND 2,5,6,8,10,11,12,13,19,20 11324418 191239 803517
EVERI HLDGS INC COM 30034T103 15969 1338585 SH DFND 2,5,8,20 1139688 0 198897
EVERQUOTE INC COM CL A 30041R108 1904 146424 SH DFND 2,20 146424 0 0
EVERSOURCE ENERGY COM 30040W108 1292926 17066079 SH DFND 2,5,6,8,10,11,12,13,19,20 15473725 287655 1304699
EVERSPIN TECHNOLOGIES INC COM 30041T104 74 11307 SH DFND 2,20 11307 0 0
EVERTEC INC COM 30040P103 62718 1917969 SH DFND 2,5,8,20 1662463 2000 253506
EVI INDUSTRIES INC COM 26929N102 1900 49650 SH DFND 2,20 41697 0 7953
ALEXION PHARMACEUTICALS INC COM 015351109 1454347 11103577 SH DFND 2,5,6,8,10,11,12,13,19,20 9925219 160190 1018168
EVINE LIVE INC CL A 300487105 9 20185 SH DFND 20 20185 0 0
EVO PMTS INC CL A COM 26927E104 19613 622058 SH DFND 2,5,8,20 526856 0 95202
EVOFEM BIOSCIENCES INC COM 30048L104 1256 189085 SH DFND 2,20 189085 0 0
EVOLENT HEALTH INC CL A 30050B101 10900 1371118 SH DFND 2,5,8,20 1152893 0 218225
EVOLUS INC COM 30052C107 2777 189941 SH DFND 2,20 163941 0 26000
EVOLUTION PETROLEUM CORP COM 30049A107 3739 522986 SH DFND 2,5,20 442429 0 80557
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 23401 1643332 SH DFND 2,5,8,20 1301816 0 341516
EXACT SCIENCES CORP COM 30063P105 358963 3041027 SH DFND 2,5,6,8,10,12,13,19,20 2883002 1874 156151
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 29273 23200000 SH DFND 2,5 23200000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 43663 25275000 SH DFND 2,5 25275000 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 148 12118 SH DFND 2 12118 0 0
EXANTAS CAP CORP COM NEW 30068N105 7428 644021 SH DFND 2,5,8,20 508223 0 135798
EXELA TECHNOLOGIES INC COM 30162V102 1808 825609 SH DFND 2,5,20 672569 0 153040
EXELIXIS INC COM 30161Q104 216964 10152741 SH DFND 2,5,6,8,11,13,19,20 9776281 8870 367590
EXELON CORP COM 30161N101 2922609 60963891 SH DFND 2,5,6,8,10,11,12,13,19,20 46378775 1168168 13416948
EXLSERVICE HOLDINGS INC COM 302081104 66309 1002704 SH DFND 2,5,8,20 895100 1200 106404
EXONE CO COM 302104104 131 14072 SH DFND 2,20 14072 0 0
EXP WORLD HOLDINGS INC COM 30212W100 2947 264757 SH DFND 2,8,20 264757 0 0
EXPEDIA GROUP INC COM NEW 30212P303 667605 5018455 SH DFND 2,5,6,8,10,11,12,13,19,20 4476401 84681 457373
EXPEDITORS INTL WASH INC COM 302130109 720970 9503957 SH DFND 2,5,6,8,10,11,12,13,19,20 8235900 276921 991136
EXPONENT INC COM 30214U102 89286 1525218 SH DFND 2,5,8,20 1356648 584 167986
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14034870 30749408 SH DFND 1,2,5,8,10,11,12,13,19,20 24556650 743424 5449334
EXPRESS INC COM 30219E103 7011 2567972 SH DFND 2,5,8,20 2288301 4100 275571
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 53737 3181613 SH DFND 2,5,8,13,20 2191552 4800 985261
EXTERRAN CORP COM 30227H106 15333 1078282 SH DFND 2,5,8,20 976246 1325 100711
EXTRA SPACE STORAGE INC COM 30225T102 956476 9014858 SH DFND 2,5,6,8,10,11,12,13,19,20 8232437 97441 684980
EXTRACTION OIL AND GAS INC COM 30227M105 29453 6801976 SH DFND 2,5,20 6681765 1600 118611
EXTREME NETWORKS INC COM 30226D106 25144 3886320 SH DFND 2,5,8,20 3238032 0 648288
EXXON MOBIL CORP COM 30231G102 15366695 200531057 SH DFND 1,2,5,6,8,10,11,12,13,19,20 177758231 3087352 19685474
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1273 776203 SH DFND 2,20 776203 0 0
EZCORP INC CL A NON VTG 302301106 13769 1453970 SH DFND 2,5,8,20 1273162 2136 178672
F M C CORP COM NEW 302491303 544786 6536751 SH DFND 2,5,6,8,10,11,12,13,19,20 5832579 70165 634007
ALICO INC COM 016230104 1901 62546 SH DFND 2,20 51760 0 10786
F5 NETWORKS INC COM 315616102 441017 3028337 SH DFND 2,5,6,8,10,11,12,13,19,20 2657084 88259 282994
FABRINET SHS G3323L100 53064 1068332 SH DFND 2,5,8,20 948672 0 119660
FACEBOOK INC CL A 30303M102 17912019 92808391 SH DFND 2,5,6,8,10,11,12,13,19,20 80901439 2542360 9364592
FACTSET RESH SYS INC COM 303075105 366662 1279528 SH DFND 2,5,6,8,10,11,12,13,19,20 1232646 598 46284
FAIR ISAAC CORP COM 303250104 224387 714564 SH DFND 2,5,6,8,11,13,19,20 670658 484 43422
FALCON MINERALS CORP CL A COM 30607B109 4550 541650 SH DFND 2,5,20 541650 0 0
FANG HLDGS LTD ADR 30711Y102 689 1108315 SH DFND 2,5,20 1088727 0 19588
FANHUA INC SPONSORED ADR 30712A103 9673 289008 SH DFND 1,2,5,20 289008 0 0
FARFETCH LTD ORD SH CL A 30744W107 491 23600 SH DFND 1,2 23600 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 4736 161917 SH DFND 2,5,20 135025 0 26892
ALIGN TECHNOLOGY INC COM 016255101 838880 3064961 SH DFND 2,5,6,8,10,11,12,13,19,20 2702763 80740 281458
FARMER BROS CO COM 307675108 3209 196026 SH DFND 2,5,20 172950 0 23076
FARMERS NATL BANC CORP COM 309627107 7494 505324 SH DFND 2,5,20 430455 0 74869
FARMLAND PARTNERS INC COM 31154R109 4281 603040 SH DFND 2,5,20 515725 0 87315
FARO TECHNOLOGIES INC COM 311642102 26009 494656 SH DFND 2,5,8,20 440344 373 53939
FASTENAL CO COM 311900104 993358 30480461 SH DFND 1,2,5,6,8,10,11,12,13,19,20 27335539 895488 2249434
FATE THERAPEUTICS INC COM 31189P102 49289 2428026 SH DFND 2,5,8,20 2268130 0 159896
FB FINL CORP COM 30257X104 13665 373350 SH DFND 2,5,8,20 323806 0 49544
FBL FINL GROUP INC CL A 30239F106 13657 214064 SH DFND 2,5,8,20 184074 400 29590
FEDERAL AGRIC MTG CORP CL C 313148306 13022 179222 SH DFND 2,5,8,20 151895 0 27327
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 921734 7103680 SH DFND 2,5,6,8,10,11,12,13,19,20 6651411 68428 383841
ALJ REGIONAL HLDGS INC COM 001627108 21 13800 SH DFND 20 13800 0 0
FEDERAL SIGNAL CORP COM 313855108 48072 1797084 SH DFND 2,5,8,20 1596552 2400 198132
FEDERATED INVS INC PA CL B 314211103 101516 3123559 SH DFND 2,5,6,8,11,12,20 2811826 597 311136
FEDEX CORP COM 31428X106 1650592 10014649 SH DFND 2,5,6,8,10,11,12,13,19,20 8899363 176970 938316
FEDNAT HLDG CO COM 31431B109 2911 204016 SH DFND 2,5,20 170992 0 33024
FERRARI N V COM N3167Y103 389 2408 SH DFND 6,12,20 622 41 1745
FERRO CORP COM 315405100 37972 2403265 SH DFND 2,5,8,20 2075503 317 327445
FERROGLOBE PLC SHS G33856108 82 48220 SH DFND 2,20 48220 0 0
FGL HLDGS ORD SHS G3402M102 25163 2995612 SH DFND 2,5,8,20 2548512 0 447100
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 764 55240 SH DFND 2,6,20 55240 0 0
FIBROGEN INC COM 31572Q808 137177 3036225 SH DFND 2,5,8,13,19,20 2779894 1800 254531
ALKERMES PLC SHS G01767105 133437 5920002 SH DFND 2,5,6,8,10,12,13,19,20 5367749 79062 473191
FIDELITY D & D BANCORP INC COM 31609R100 2837 42223 SH DFND 2,20 33923 0 8300
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 286217 7102160 SH DFND 2,5,6,8,10,12,13,19,20 6188201 289723 624236
FIDELITY NATL INFORMATION SV COM 31620M106 1635674 13332847 SH DFND 1,2,5,6,8,10,11,12,13,19,20 11589839 228900 1514108
FIDELITY SOUTHERN CORP NEW COM 316394105 18029 579925 SH DFND 2,5,8,20 516328 0 63597
FIESTA RESTAURANT GROUP INC COM 31660B101 8966 682306 SH DFND 2,5,8,20 607663 0 74643
FIFTH THIRD BANCORP COM 316773100 998924 35500526 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32162320 587406 2750800
FINANCIAL INSTNS INC COM 317585404 9668 328867 SH DFND 2,5,20 280408 0 48459
FINISAR CORP COM NEW 31787A507 79011 3454796 SH DFND 2,5,8,13,20 3066562 3287 384947
FINISAR CORP NOTE 0.500%12/1 31787AAP6 17794 18275000 SH DFND 2,5 18275000 0 0
FINJAN HLDGS INC COM NEW 31788H303 29 13078 SH DFND 2 13078 0 0
AAC HLDGS INC COM 000307108 21 24280 SH DFND 20 24280 0 0
ALLAKOS INC COM 01671P100 13792 318304 SH DFND 2,5,8,20 263839 0 54465
FIREEYE INC COM 31816Q101 40197 2714148 SH DFND 2,5,8,20 2453543 1300 259305
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 14868 15200000 SH DFND 2 15200000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 13388 14225000 SH DFND 2,5 14225000 0 0
FIRST AMERN FINL CORP COM 31847R102 179121 3335592 SH DFND 2,5,6,8,11,12,13,20 3193369 2185 140038
FIRST BANCORP INC ME COM 31866P102 5122 190754 SH DFND 2,5,13,20 159437 0 31317
FIRST BANCORP N C COM 318910106 24499 670495 SH DFND 2,5,8,20 580619 0 89876
FIRST BANCORP P R COM NEW 318672706 101505 9194292 SH DFND 2,5,8,20 8492597 0 701695
FIRST BANCSHARES INC MS COM 318916103 9488 312730 SH DFND 2,5,20 261096 0 51634
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3475 295958 SH DFND 2,20 240514 0 55444
FIRST BUS FINL SVCS INC WIS COM 319390100 3936 167486 SH DFND 2,13,20 131963 0 35523
ALLEGHANY CORP DEL COM 017175100 382062 560940 SH DFND 2,5,6,8,10,11,12,13,19,20 509535 10247 41158
FIRST BUSEY CORP COM NEW 319383204 26954 1020587 SH DFND 2,5,8,20 858077 0 162510
FIRST CAPITAL INC COM 31942S104 1878 37160 SH DFND 2,20 37160 0 0
FIRST CHOICE BANCORP COM 31948P104 3323 146134 SH DFND 2,20 125500 0 20634
FIRST CMNTY BANKSHARES INC V COM 31983A103 11929 353350 SH DFND 2,5,8,20 301882 0 51468
FIRST COMWLTH FINL CORP PA COM 319829107 44147 3277420 SH DFND 2,5,8,20 2957509 0 319911
FIRST CTZNS BANCSHARES INC N CL A 31946M103 77730 172481 SH DFND 2,5,8,13,20 163058 113 9310
FIRST DATA CORP NEW COM CL A 32008D106 309132 11419722 SH DFND 2,5,6,8,10,12,13,19,20 9829675 290437 1299610
FIRST DEFIANCE FINL CORP COM 32006W106 11851 414809 SH DFND 2,5,8,20 355106 0 59703
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2144 151524 SH DFND 2,20 133611 0 17913
FIRST FINL BANCORP OH COM 320209109 84150 3474409 SH DFND 2,5,8,20 3158770 1282 314357
ALLEGHENY TECHNOLOGIES INC COM 01741R102 127324 5052526 SH DFND 2,5,6,8,11,12,13,20 4641307 945 410274
FIRST FINL BANKSHARES COM 32020R109 160709 5200699 SH DFND 2,5,6,8,11,13,20 4781620 2400 416679
FIRST FINL CORP IND COM 320218100 11883 292122 SH DFND 2,5,8,20 252669 351 39102
FIRST FNDTN INC COM 32026V104 11707 871063 SH DFND 2,5,8,20 765704 0 105359
FIRST GTY BANCSHARES INC COM 32043P106 1423 68232 SH DFND 2,20 55400 0 12832
FIRST HAWAIIAN INC COM 32051X108 93179 3601823 SH DFND 2,5,8,13,20 3445408 2300 154115
FIRST HORIZON NATL CORP COM 320517105 187257 12427408 SH DFND 2,5,6,8,11,12,13,20 12026494 2907 398007
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 284019 7683216 SH DFND 2,5,6,8,10,11,19,20 7048306 33365 601545
FIRST INTERNET BANCORP COM 320557101 3448 159632 SH DFND 2,20 129614 0 30018
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 40806 1030194 SH DFND 2,5,8,20 864788 0 165406
FIRST LONG IS CORP COM 320734106 9653 480751 SH DFND 2,5,8,20 406709 0 74042
ALLEGIANCE BANCSHARES INC COM 01748H107 10349 310399 SH DFND 2,5,20 253514 0 56885
FIRST MERCHANTS CORP COM 320817109 54933 1449408 SH DFND 2,5,8,20 1236430 0 212978
FIRST MID BANCSHARES INC COM 320866106 9829 281478 SH DFND 2,5,8,20 239980 0 41498
FIRST MIDWEST BANCORP DEL COM 320867104 84734 4111475 SH DFND 2,5,8,20 3768733 3100 339642
FIRST NORTHWEST BANCORP COM 335834107 2909 179014 SH DFND 2,13,20 148260 0 30754
FIRST REP BK SAN FRANCISCO C COM 33616C100 911108 9330340 SH DFND 2,5,6,8,10,11,12,13,19,20 8650800 85898 593642
FIRST SAVINGS FINL GROUP INC COM 33621E109 382 6362 SH DFND 2,20 2964 0 3398
FIRST SOLAR INC COM 336433107 132129 2011705 SH DFND 2,5,6,8,11,12,13,20 1910095 773 100837
FIRST WESTN FINL INC COM 33751L105 137 10339 SH DFND 20 0 0 10339
FIRSTCASH INC COM 33767D105 125640 1256151 SH DFND 2,5,8,13,20 1118517 541 137093
FIRSTENERGY CORP COM 337932107 1578156 36864188 SH DFND 2,5,6,8,10,11,12,13,19,20 23249030 11305399 2309759
ALLEGIANT TRAVEL CO COM 01748X102 55293 385320 SH DFND 2,5,8,20 345505 0 39815
FISERV INC COM 337738108 1498584 16439052 SH DFND 2,5,6,8,10,11,12,13,19,20 14142434 417839 1878779
FITBIT INC CL A 33812L102 19536 4440080 SH DFND 2,5,8,20 3763176 0 676904
FIVE BELOW INC COM 33829M101 160016 1333241 SH DFND 2,5,6,8,11,13,19,20 1274621 700 57920
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 724 96331 SH DFND 2,5,8,20 96331 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 4034 669035 SH DFND 2,5,8,20 562829 0 106206
FIVE STAR SENIOR LIVING INC COM 33832D106 10 21088 SH DFND 20 21088 0 0
FIVE9 INC COM 338307101 63322 1234580 SH DFND 2,5,8,20 1048569 0 186011
FLAGSTAR BANCORP INC COM PAR .001 337930705 27533 830804 SH DFND 2,5,8,20 743863 0 86941
FLEETCOR TECHNOLOGIES INC COM 339041105 946654 3370674 SH DFND 2,5,6,8,10,11,12,13,19,20 2989212 46648 334814
FLEX LTD ORD Y2573F102 103346 10798929 SH DFND 2,5,6,8,10,12,13,19,20 5926958 551732 4320239
ALLEGION PUB LTD CO ORD SHS G0176J109 464005 4197237 SH DFND 2,5,6,8,10,11,12,13,19,20 3648171 62273 486793
FLEXION THERAPEUTICS INC COM 33938J106 22433 1823798 SH DFND 2,5,8,20 1728723 0 95075
FLEXSTEEL INDS INC COM 339382103 2262 130972 SH DFND 2,5,20 110579 0 20393
FLIR SYS INC COM 302445101 300925 5562385 SH DFND 2,5,6,8,10,11,12,13,19,20 4807402 148224 606759
FLOOR & DECOR HLDGS INC CL A 339750101 33688 804018 SH DFND 2,5,8,19,20 729355 0 74663
FLOTEK INDS INC DEL COM 343389102 3321 1003281 SH DFND 2,5,20 849135 0 154146
FLOWERS FOODS INC COM 343498101 106179 4562898 SH DFND 2,5,6,8,11,12,13,19,20 4325222 4167 233509
FLOWSERVE CORP COM 34354P105 283130 5354498 SH DFND 2,5,6,8,10,11,12,13,19,20 4607893 87048 659557
FLUENT INC COM 34380C102 3748 696683 SH DFND 2,20 616667 0 80016
FLUIDIGM CORP DEL COM 34385P108 15972 1296439 SH DFND 2,5,8,20 1088346 0 208093
FLUOR CORP NEW COM 343412102 164328 4862367 SH DFND 2,5,6,8,10,11,12,13,19,20 4395870 143549 322948
ALLERGAN PLC SHS G0177J108 2196392 13118250 SH DFND 2,5,6,8,10,11,12,13,19,20 11556105 235455 1326690
FLUSHING FINL CORP COM 343873105 13185 593926 SH DFND 2,5,8,20 506508 882 86536
FLWS/1-800 FLOWERS CL A 68243Q106 13657 723384 SH DFND 2,5,8,20 638977 0 84407
FLY LEASING LTD SPONSORED ADR 34407D109 457 26254 SH DFND 2 26254 0 0
FNB CORP PA COM 302520101 141354 12009716 SH DFND 2,5,6,8,11,13,20 11493994 2953 512769
FNCB BANCORP INC COM 302578109 754 182653 SH DFND 2,20 182653 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 118 49508 SH DFND 2 49508 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 14467 529745 SH DFND 2,5,20 437171 0 92574
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 18370 189869 SH DFND 1,5,8,13,20 183301 0 6568
FONAR CORP COM NEW 344437405 208 9662 SH DFND 2,20 9662 0 0
FOOT LOCKER INC COM 344849104 173961 4149825 SH DFND 2,5,6,8,10,11,12,13,19,20 3778666 4564 366595
ALLETE INC COM NEW 018522300 145886 1753223 SH DFND 2,5,6,8,11,13,20 1568950 600 183673
FORD MTR CO DEL COM 345370860 1818900 177800581 SH DFND 2,5,6,8,10,11,12,13,19,20 155874525 2842316 19083740
FORESCOUT TECHNOLOGIES INC COM 34553D101 27420 809810 SH DFND 2,5,8,20 688104 0 121706
FORESTAR GROUP INC COM 346232101 3326 170127 SH DFND 2,5,20 143167 203 26757
FORMFACTOR INC COM 346375108 35995 2297085 SH DFND 2,5,8,20 2071703 1294 224088
FORRESTER RESH INC COM 346563109 14654 311587 SH DFND 2,5,8,20 275326 1090 35171
FORTERRA INC COM 34960W106 1521 306079 SH DFND 2,5,20 252457 0 53622
FORTINET INC COM 34959E109 450885 5868600 SH DFND 2,5,6,8,10,11,12,13,19,20 5096123 153504 618973
FORTIS INC COM 349553107 1472 37184 SH DFND 20 25822 3123 8239
FORTIVE CORP 5% PFD CNV SER A 34959J207 35963 35150 SH DFND 2 35150 0 0
FORTIVE CORP COM 34959J108 953523 11696802 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10452572 247089 997141
ALLIANCE DATA SYSTEMS CORP COM 018581108 280104 1998887 SH DFND 2,5,6,8,10,11,12,13,19,20 1731116 29392 238379
FORTRESS BIOTECH INC COM 34960Q109 136 90937 SH DFND 2,20 90937 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 689 45617 SH DFND 2 45617 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 361589 6329232 SH DFND 2,5,6,8,10,11,12,13,19,20 5598537 131458 599237
FORTY SEVEN INC COM 34983P104 2823 266332 SH DFND 2,20 231932 0 34400
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 7688 2247896 SH DFND 2,5,8,20 2002535 0 245361
FORWARD AIR CORP COM 349853101 55015 930088 SH DFND 2,5,8,20 820131 84 109873
FOSSIL GROUP INC COM 34988V106 16419 1427759 SH DFND 2,5,8,20 1273094 1924 152741
FOSTER L B CO COM 350060109 5554 203134 SH DFND 2,20 127126 0 76008
FOUNDATION BLDG MATLS INC COM 350392106 5207 292837 SH DFND 2,5,8,20 245874 0 46963
FOUR CORNERS PPTY TR INC COM 35086T109 65302 2361544 SH DFND 2,5,6,8,10,20 2057955 18570 285019
ALLIANT ENERGY CORP COM 018802108 601082 12246993 SH DFND 2,5,6,8,10,11,12,13,19,20 11164467 182402 900124
FOX CORP CL A COM 35137L105 572569 15626871 SH DFND 2,5,6,8,10,11,12,13,19,20 15626871 0 0
FOX CORP CL B COM 35137L204 259919 7115229 SH DFND 2,5,6,8,10,11,12,13,19,20 7115229 0 0
FOX FACTORY HLDG CORP COM 35138V102 88565 1073386 SH DFND 2,5,8,20 951820 0 121566
FRANCESCAS HLDGS CORP COM 351793104 19 39267 SH DFND 20 39267 0 0
FRANKLIN COVEY CO COM 353469109 6187 181970 SH DFND 2,5,20 155012 0 26958
FRANKLIN ELEC INC COM 353514102 60212 1267629 SH DFND 2,5,8,20 1103629 80 163920
FRANKLIN FINL NETWORK INC COM 35352P104 12600 452272 SH DFND 2,5,8,20 412951 0 39321
FRANKLIN FINL SVCS CORP COM 353525108 888 43589 SH DFND 2,20 43589 0 0
FRANKLIN RES INC COM 354613101 773117 22054125 SH DFND 2,5,6,8,10,11,12,13,19,20 20285303 433910 1334912
FRANKLIN STREET PPTYS CORP COM 35471R106 42409 5746440 SH DFND 2,5,8,10,20 5270236 27622 448582
AAON INC COM PAR $0.004 000360206 59622 1184399 SH DFND 2,5,8,20 1051508 0 132891
ALLIED MOTION TECHNOLOGIES I COM 019330109 4432 116935 SH DFND 2,20 97214 0 19721
FRANKS INTL N V COM N33462107 11432 2090921 SH DFND 2,5,8,20 1753761 0 337160
FREDS INC CL A 356108100 15 30184 SH DFND 20 30184 0 0
FREEPORT-MCMORAN INC CL B 35671D857 787774 67853063 SH DFND 2,5,6,8,10,11,12,13,19,20 61621210 974707 5257146
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 258 6562 SH DFND 20 6562 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 18002 667967 SH DFND 2,5,8,20 559650 1338 106979
FRESHPET INC COM 358039105 29343 644754 SH DFND 2,5,8,20 546690 0 98064
FRONT YD RESIDENTIAL CORP COM 35904G107 20234 1635928 SH DFND 2,5,8,20 1449216 333 186379
FRONTDOOR INC COM 35905A109 46410 1065669 SH DFND 2,5,8,13,20 969432 1050 95187
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6300 3600079 SH DFND 1,2,5,8,13,20 3216916 2106 381057
FRONTLINE LTD SHS NEW G3682E192 261 32640 SH DFND 20 32640 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 71962 1552572 SH DFND 2,5,8,13,20 1392747 2400 157425
FRP HLDGS INC COM 30292L107 7645 137075 SH DFND 2,5,20 115295 0 21780
FS BANCORP INC COM 30263Y104 3554 68509 SH DFND 2,20 58009 0 10500
FTI CONSULTING INC COM 302941109 93481 1114998 SH DFND 2,5,8,20 989021 1302 124675
FTS INTERNATIONAL INC COM 30283W104 3389 607375 SH DFND 2,5,20 501172 0 106203
FULLER H B CO COM 359694106 195765 4219067 SH DFND 2,5,8,19,20 3906525 337 312205
FULTON FINL CORP PA COM 360271100 123298 7472935 SH DFND 2,5,6,8,11,20 6619951 2356 850628
FUNKO INC COM CL A 361008105 6624 273488 SH DFND 2,5,20 226466 0 47022
FUTUREFUEL CORPORATION COM 36116M106 8651 740002 SH DFND 2,5,8,20 656217 0 83785
FVCBANKCORP INC COM 36120Q101 2545 131037 SH DFND 2,20 124011 0 7026
G-III APPAREL GROUP LTD COM 36237H101 41367 1406090 SH DFND 2,5,8,20 1121594 660 283836
ALLOGENE THERAPEUTICS INC COM 019770106 43046 1603221 SH DFND 2,5,8,20 1482398 0 120823
G1 THERAPEUTICS INC COM 3621LQ109 40961 1335960 SH DFND 2,5,8,20 1235786 0 100174
GAIA INC NEW CL A 36269P104 1359 179262 SH DFND 2,20 148180 0 31082
GAIN CAP HLDGS INC COM 36268W100 2131 516086 SH DFND 2,5,20 427183 0 88903
GALAPAGOS NV SPON ADR 36315X101 2606 20215 SH DFND 1 20215 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 2140 515546 SH DFND 2,20 515546 0 0
GALLAGHER ARTHUR J & CO COM 363576109 773391 8829670 SH DFND 2,5,6,8,10,11,12,13,19,20 7772182 127749 929739
GAMCO INVESTORS INC CL A COM 361438104 2767 144358 SH DFND 2,5,8,20 118624 0 25734
GAMESTOP CORP NEW CL A 36467W109 21436 3918904 SH DFND 2,5,8,12,13,20 3562457 1932 354515
GAMING & LEISURE PPTYS INC COM 36467J108 178518 4579731 SH DFND 2,5,8,10,12,13,19,20 3963135 53478 563118
GANNETT CO INC COM 36473H104 29714 3641450 SH DFND 2,5,8,12,20 3254739 4464 382247
ALLOT LTD SHS M0854Q105 291 40339 SH DFND 2 40339 0 0
GAP INC COM 364760108 185625 10329739 SH DFND 2,5,6,8,10,11,12,13,19,20 8876214 326905 1126620
GARDNER DENVER HLDGS INC COM 36555P107 53822 1555548 SH DFND 2,5,8,13,19,20 1405437 2100 148011
GARMIN LTD SHS H2906T109 465462 5832764 SH DFND 2,5,6,8,10,11,12,13,19,20 4837124 182263 813377
GARRETT MOTION INC COM 366505105 26600 1732908 SH DFND 1,2,5,8,12,13,20 1706877 3987 22044
GARTNER INC COM 366651107 571075 3548374 SH DFND 2,5,6,8,10,11,12,13,19,20 3152309 47310 348755
GASLOG LTD SHS G37585109 11299 784677 SH DFND 2,5,10,20 659409 0 125268
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 6590 577566 SH DFND 2,5,8,20 524566 0 53000
GATX CORP COM 361448103 97974 1235638 SH DFND 2,5,6,8,11,20 1112542 337 122759
GCI LIBERTY INC COM CLASS A 36164V305 78945 1284496 SH DFND 2,5,8,13,20 1164290 943 119263
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 30092 1329156 SH DFND 2,5,8,13,19,20 1132551 1704 194901
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 64298 5528643 SH DFND 2,5,6,8,11,20 4974156 845 553642
GDS HLDGS LTD SPONSORED ADS 36165L108 42951 1143218 SH DFND 1,2,5,8,10,11,12,13,19,20 907018 26400 209800
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1662 196880 SH DFND 2,20 154831 0 42049
GENCOR INDS INC COM 368678108 1681 129302 SH DFND 2,20 107434 0 21868
GENERAC HLDGS INC COM 368736104 90901 1309628 SH DFND 2,5,8,19,20 1086173 400 223055
GENERAL DYNAMICS CORP COM 369550108 2145665 11801042 SH DFND 2,5,6,8,10,11,12,13,19,20 10785479 264876 750687
GENERAL ELECTRIC CO COM 369604103 3619988 344435927 SH DFND 1,2,5,6,8,10,11,12,13,19,20 306813918 4787873 32834136
GENERAL FIN CORP DEL COM 369822101 1301 155417 SH DFND 2,20 124892 0 30525
GENERAL MLS INC COM 370334104 1835402 34946729 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23943276 8529309 2474144
GENERAL MOLY INC COM 370373102 15 42932 SH DFND 20 42932 0 0
GENERAL MTRS CO COM 37045V100 2248939 58368510 SH DFND 2,5,6,8,10,11,12,13,19,20 51715143 988255 5665112
ALLSTATE CORP COM 020002101 1676392 16406441 SH DFND 2,5,6,8,10,11,12,13,19,20 14428258 424063 1554120
GENESCO INC COM 371532102 28209 667027 SH DFND 2,5,8,20 603880 904 62243
GENESEE & WYO INC CL A 371559105 150624 1506235 SH DFND 2,5,6,8,11,13,20 1345661 583 159991
GENESIS HEALTHCARE INC CL A COM 37185X106 1300 1048675 SH DFND 2,5,20 939684 0 108991
GENIE ENERGY LTD CL B 372284208 2211 207580 SH DFND 2,20 207580 0 0
GENMARK DIAGNOSTICS INC COM 372309104 6873 1059007 SH DFND 2,5,8,20 915568 0 143439
GENOMIC HEALTH INC COM 37244C101 99250 1706198 SH DFND 2,5,8,20 1617699 0 88499
GENPACT LIMITED SHS G3922B107 71531 1877954 SH DFND 2,5,8,13,19,20 1698888 0 179066
GENTEX CORP COM 371901109 162987 6622776 SH DFND 2,5,6,8,11,12,13,19,20 6290894 10554 321328
GENTHERM INC COM 37253A103 42351 1012462 SH DFND 2,5,8,20 887700 1140 123622
GENUINE PARTS CO COM 372460105 913558 8757421 SH DFND 2,5,6,8,10,11,12,13,19,20 7938687 274886 543848
ALLY FINL INC COM 02005N100 359446 11598768 SH DFND 2,5,6,8,10,12,13,19,20 9057800 480914 2060054
GENWORTH FINL INC COM CL A 37247D106 74027 19953253 SH DFND 2,5,6,8,11,12,13,20 18200568 17784 1734901
GEO GROUP INC NEW COM 36162J106 81726 3889846 SH DFND 2,5,6,8,11,13,20 3544879 2464 342503
GEOSPACE TECHNOLOGIES CORP COM 37364X109 4440 293827 SH DFND 2,20 293827 0 0
GERDAU S A SPON ADR REP PFD 373737105 15780 4056437 SH DFND 1,2,10,12,19,20 3517164 465625 73648
GERMAN AMERN BANCORP INC COM 373865104 16346 542689 SH DFND 2,5,8,20 385397 0 157292
GERON CORP COM 374163103 4988 3537526 SH DFND 2,5,8,20 3015045 0 522481
GETTY RLTY CORP NEW COM 374297109 46981 1510525 SH DFND 2,5,8,10,20 1366031 8609 135885
GIBRALTAR INDS INC COM 374689107 37476 928548 SH DFND 2,5,8,20 826651 1270 100627
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 295 34934 SH DFND 2,20 34934 0 0
GILDAN ACTIVEWEAR INC COM 375916103 360 9296 SH DFND 20 9296 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 209927 2893157 SH DFND 2,5,6,8,10,12,13,19,20 2582303 45527 265327
GILEAD SCIENCES INC COM 375558103 3883631 57484173 SH DFND 2,5,6,8,10,11,12,13,19,20 50716627 1015790 5751756
GLACIER BANCORP INC NEW COM 37637Q105 118466 2921488 SH DFND 2,5,8,20 2649457 1085 270946
GLADSTONE COML CORP COM 376536108 14140 666375 SH DFND 2,5,8,20 557521 9600 99254
GLADSTONE LD CORP COM 376549101 2621 227324 SH DFND 2,20 182129 0 45195
GLATFELTER COM 377316104 21318 1262925 SH DFND 2,5,8,20 1126328 2208 134389
GLAUKOS CORP COM 377322102 63739 845339 SH DFND 2,5,8,20 731820 0 113519
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 392990 9701155 SH DFND 1,20 111354 9382916 206885
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 115216 2190413 SH DFND 2,5,8,20 2016457 0 173956
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 20262 463345 SH DFND 2,5,8,20 397481 0 65864
GLOBAL EAGLE ENTMT INC COM 37951D102 19 29907 SH DFND 20 29907 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5044 540083 SH DFND 2,5,20 472601 0 67482
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5306 171383 SH DFND 2,5,8,20 142968 0 28415
GLOBAL MED REIT INC COM NEW 37954A204 6818 639267 SH DFND 2,5,20 550653 0 88614
GLOBAL NET LEASE INC COM NEW 379378201 69960 3565739 SH DFND 2,5,8,10,20 3192905 20900 351934
GLOBAL PMTS INC COM 37940X102 976677 6099276 SH DFND 2,5,6,8,10,11,12,13,19,20 5421580 85342 592354
GLOBAL WTR RES INC COM 379463102 1892 181193 SH DFND 2,5,20 152507 0 28686
GLOBALSTAR INC COM 378973408 665 1385812 SH DFND 5,8,20 1253812 0 132000
GLOBANT S A COM L44385109 103400 1023259 SH DFND 2,5,8,10,12,13,19,20 1023259 0 0
GLOBUS MED INC CL A 379577208 111285 2630858 SH DFND 2,5,6,8,11,19,20 2388393 600 241865
GLU MOBILE INC COM 379890106 20300 2827364 SH DFND 2,5,8,10,20 2342551 0 484813
GLYCOMIMETICS INC COM 38000Q102 12711 1066394 SH DFND 2,5,8,20 959107 0 107287
ALPHABET INC CAP STK CL A 02079K305 12533402 11574993 SH DFND 2,5,6,8,10,11,12,13,19,20 10079686 303278 1192029
GMS INC COM 36251C103 20618 937204 SH DFND 2,5,8,20 811835 0 125369
GNC HLDGS INC COM CL A 36191G107 2264 1509646 SH DFND 2,5,20 1239238 0 270408
GODADDY INC CL A 380237107 262512 3742155 SH DFND 2,5,6,8,10,12,13,19,20 3100994 83347 557814
GOGO INC COM 38046C109 4532 1138780 SH DFND 2,5,8,20 958588 0 180192
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 11504 12285000 SH DFND 2,5 12285000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 30567 1640789 SH DFND 2,5,8,10,20 1355882 0 284907
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1804 333519 SH DFND 1,5,8,20 333519 0 0
GOLD RESOURCE CORP COM 38068T105 4280 1266313 SH DFND 2,5,6,20 1120662 0 145651
GOLDEN ENTMT INC COM 381013101 4630 330684 SH DFND 2,5,8,20 281300 0 49384
GOLDEN MINERALS CO COM 381119106 8 28779 SH DFND 20 28779 0 0
AAR CORP COM 000361105 65310 1775221 SH DFND 2,5,8,20 1650751 786 123684
ALPHABET INC CAP STK CL C 02079K107 12628166 11682902 SH DFND 2,5,6,8,10,11,12,13,19,20 10091048 338890 1252964
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 240 41341 SH DFND 2,5,20 41341 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 225 55845 SH DFND 2 55845 0 0
GOLDFIELD CORP COM 381370105 84 36419 SH DFND 13,20 11419 0 25000
GOLDMAN SACHS GROUP INC COM 38141G104 4258424 20813410 SH DFND 1,2,5,6,8,10,11,12,13,19,20 13224112 802355 6786943
GOODRICH PETE CORP COM PAR 382410843 1891 145589 SH DFND 2,20 118311 0 27278
GOODYEAR TIRE & RUBR CO COM 382550101 93680 6122897 SH DFND 2,5,6,8,11,12,13,19,20 5865146 8009 249742
GOOSEHEAD INS INC COM CL A 38267D109 10018 209575 SH DFND 2,5,20 175175 0 34400
GOPRO INC CL A 38268T103 12809 2345931 SH DFND 2,5,8,20 1990511 0 355420
GORMAN RUPP CO COM 383082104 12285 374210 SH DFND 2,5,8,20 324947 0 49263
GOSSAMER BIO INC COM 38341P102 7706 347447 SH DFND 2,5,8,20 347447 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 1815 399812 SH DFND 2,20 399812 0 0
GP STRATEGIES CORP COM 36225V104 3466 229813 SH DFND 2,5,20 194094 0 35719
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 19671 188579 SH DFND 2,5,19,20 187579 0 1000
GRACE W R & CO DEL NEW COM 38388F108 62643 823061 SH DFND 2,5,8,13,20 741145 3104 78812
GRACO INC COM 384109104 205601 4097279 SH DFND 2,5,6,8,11,13,19,20 3871837 2301 223141
GRAFTECH INTL LTD COM 384313508 9810 853012 SH DFND 2,5,8,20 783041 0 69971
GRAHAM CORP COM 384556106 3725 184293 SH DFND 2,5,20 155043 0 29250
GRAHAM HLDGS CO COM 384637104 81827 118584 SH DFND 2,5,6,8,11,12,13,20 112732 65 5787
GRAINGER W W INC COM 384802104 673348 2510338 SH DFND 2,5,6,8,10,11,12,13,19,20 2243208 78703 188427
GRAN TIERRA ENERGY INC COM 38500T101 1483 932798 SH DFND 2,5,20 853548 0 79250
GRAND CANYON ED INC COM 38526M106 71931 614688 SH DFND 2,5,8,13,19,20 556912 600 57176
ALTA MESA RES INC CL A 02133L109 12 79300 SH DFND 20 79300 0 0
GRANITE CONSTR INC COM 387328107 70820 1466067 SH DFND 2,5,6,8,11,20 1313011 1209 151847
GRANITE PT MTG TR INC COM 38741L107 30516 1590199 SH DFND 2,5,6,8,20 1407052 606 182541
GRAPHIC PACKAGING HLDG CO COM 388689101 54627 3886627 SH DFND 2,5,8,12,13,20 3520019 4200 362408
GRAY TELEVISION INC COM 389375106 29298 1787538 SH DFND 2,5,8,20 1487194 0 300344
GREAT AJAX CORP COM 38983D300 6695 478205 SH DFND 2,5,20 427681 0 50524
GREAT LAKES DREDGE & DOCK CO COM 390607109 13218 1197271 SH DFND 2,5,8,20 998812 0 198459
GREAT SOUTHN BANCORP INC COM 390905107 14482 240695 SH DFND 2,5,8,20 206164 0 34531
GREAT WESTN BANCORP INC COM 391416104 81031 2268519 SH DFND 2,5,8,20 2084671 1600 182248
GREEN BRICK PARTNERS INC COM 392709101 3533 425101 SH DFND 2,5,20 357163 0 67938
GREEN DOT CORP CL A 39304D102 75814 1550382 SH DFND 2,5,6,8,11,13,20 1387865 900 161617
ALTABA INC COM 021346101 11094 159928 SH DFND 20 107193 0 52735
GREEN PLAINS INC COM 393222104 18328 1700200 SH DFND 2,5,8,20 1565628 0 134572
GREENBRIER COS INC COM 393657101 31036 1020918 SH DFND 2,5,8,20 880466 0 140452
GREENE COUNTY BANCORP INC COM 394357107 1122 38153 SH DFND 2,20 31275 0 6878
GREENHILL & CO INC COM 395259104 7910 582075 SH DFND 2,5,8,20 474918 2100 105057
GREENLANE HLDGS INC CL A 395330103 369 52275 SH DFND 2,20 52275 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4833 569244 SH DFND 2,5,8,20 473608 1200 94436
GREENSKY INC CL A 39572G100 2841 231177 SH DFND 2,8,20 231177 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 193 14858 SH DFND 2 14858 0 0
GREIF INC CL A 397624107 28755 871754 SH DFND 2,5,6,8,11,20 789665 83 82006
GREIF INC CL B 397624206 4877 110083 SH DFND 2,5,20 94031 0 16052
ALTAIR ENGR INC COM CL A 021369103 30956 766416 SH DFND 2,5,8,20 646914 0 119502
GRIDSUM HLDG INC SPONSORED ADR 398132100 70 24841 SH DFND 2 24841 0 0
GRIFFIN INL RLTY INC COM 398231100 297 8408 SH DFND 2,20 7144 0 1264
GRIFFON CORP COM 398433102 18176 1074205 SH DFND 2,5,8,20 957775 0 116430
GRIFOLS S A SP ADR REP B NVT 398438408 4821 228440 SH DFND 1,2,10,13,20 222440 0 6000
GRITSTONE ONCOLOGY INC COM 39868T105 3910 351030 SH DFND 2,5,20 296030 0 55000
GROUP 1 AUTOMOTIVE INC COM 398905109 57073 696953 SH DFND 2,5,8,12,20 550733 705 145515
GROUPON INC COM 399473107 37545 10487537 SH DFND 2,5,8,19,20 9012761 1800 1472976
GRUBHUB INC COM 400110102 150190 1925759 SH DFND 2,5,6,8,10,12,13,19,20 1668716 64372 192671
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 10131 207271 SH DFND 2,19,20 207271 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16187 99730 SH DFND 1,2,13,19,20 99050 0 680
ALTERYX INC COM CL A 02156B103 68568 628374 SH DFND 2,5,8,13,20 591912 0 36462
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 144 17964 SH DFND 5 17964 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 112716 3175098 SH DFND 2,5,8,10,12,13,19,20 3175098 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 1163 147609 SH DFND 2,5,20 147609 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 9086 1076514 SH DFND 1,5,20 1076514 0 0
GSI TECHNOLOGY COM 36241U106 1569 183060 SH DFND 2,20 183060 0 0
GTT COMMUNICATIONS INC COM 362393100 13864 787744 SH DFND 2,5,8,20 671605 0 116139
GTY TECHNOLOGY HOLDINGS INC COM 362409104 2712 395893 SH DFND 2,20 395893 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 4310 137619 SH DFND 2,20 116126 0 21493
GUARANTY FED BANCSHARES INC COM 40108P101 303 13011 SH DFND 20 2300 0 10711
GUARDANT HEALTH INC COM 40131M109 38142 441819 SH DFND 2,5,8,13,20 416295 0 25524
ALTICE USA INC CL A 02156K103 141831 5824664 SH DFND 2,5,6,8,10,12,13,19,20 5824664 0 0
GUESS INC COM 401617105 31183 1917682 SH DFND 2,5,8,12,20 1717740 6337 193605
GUIDEWIRE SOFTWARE INC COM 40171V100 104469 1030471 SH DFND 2,5,8,13,19,20 925262 1300 103909
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 13760 12250000 SH DFND 2,5 12250000 0 0
GULF ISLAND FABRICATION INC COM 402307102 1055 148569 SH DFND 2,20 148569 0 0
GULFPORT ENERGY CORP COM NEW 402635304 47195 9611961 SH DFND 2,5,20 8943195 3200 665566
GW PHARMACEUTICALS PLC ADS 36197T103 1518 8806 SH DFND 1,2,5,13,20 8806 0 0
GWG HLDGS INC COM 36192A109 116 20228 SH DFND 2,20 20228 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 19556 672251 SH DFND 2,5,8,20 566571 0 105680
HABIT RESTAURANTS INC COM CL A 40449J103 3656 348529 SH DFND 2,5,20 295212 0 53317
HACKETT GROUP INC COM 404609109 10035 591384 SH DFND 2,5,8,20 518941 0 72443
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4164 211807 SH DFND 2,5,8,20 169463 1000 41344
HAEMONETICS CORP COM 405024100 207392 1723382 SH DFND 2,5,6,8,11,13,19,20 1554267 604 168511
HAIN CELESTIAL GROUP INC COM 405217100 49093 2241677 SH DFND 2,5,6,8,11,13,19,20 2123279 666 117732
HALCON RES CORP COM 40537Q605 79 448216 SH DFND 2,5,20 448216 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1691 300379 SH DFND 2,20 259496 0 40883
HALLIBURTON CO COM 406216101 934390 41090163 SH DFND 2,5,6,8,10,11,12,13,19,20 36997036 620323 3472804
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 3459 243078 SH DFND 2,20 204485 0 38593
HALOZYME THERAPEUTICS INC COM 40637H109 76081 4428475 SH DFND 2,5,8,20 3960631 0 467844
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2769 145379 SH DFND 2,5,20 119721 536 25122
HAMILTON LANE INC CL A 407497106 22683 395973 SH DFND 2,5,8,20 330114 0 65859
HANCOCK WHITNEY CORPORATION COM 410120109 145165 3623695 SH DFND 2,5,6,8,11,12,13,20 3316440 1000 306255
ALTRA INDL MOTION CORP COM 02208R106 53585 1486766 SH DFND 2,5,6,8,13,20 1074887 199 411680
HANESBRANDS INC COM 410345102 349272 20282926 SH DFND 1,2,5,6,8,10,11,12,13,19,20 18463042 238338 1581546
HANGER INC COM NEW 41043F208 11786 615459 SH DFND 2,5,8,20 615459 0 0
HANMI FINL CORP COM NEW 410495204 24578 1103649 SH DFND 2,5,8,20 1009291 0 94358
HANNON ARMSTRONG SUST INFR C COM 41068X100 35513 1260234 SH DFND 2,5,8,20 1036167 0 224067
HANOVER INS GROUP INC COM 410867105 162817 1269037 SH DFND 2,5,6,8,11,12,13,20 1215650 900 52487
HARBORONE BANCORP INC COM 41165F101 5548 296226 SH DFND 2,5,20 255532 0 40694
HARLEY DAVIDSON INC COM 412822108 270317 7544421 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6743266 115900 685255
HARMONIC INC COM 413160102 13211 2380275 SH DFND 2,5,8,20 2127928 0 252347
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 109 47900 SH DFND 8,20 47900 0 0
HARPOON THERAPEUTICS INC COM 41358P106 1081 83163 SH DFND 2,20 83163 0 0
ALTRIA GROUP INC COM 02209S103 3559913 73981961 SH DFND 1,2,5,6,8,10,12,13,19,20 67226019 1162841 5593101
HARRIS CORP DEL COM 413875105 978204 5172127 SH DFND 2,5,6,8,10,11,12,13,19,20 4684228 70134 417765
HARROW HEALTH INC COM 415858109 161 18513 SH DFND 2 18513 0 0
HARSCO CORP COM 415864107 63505 2314309 SH DFND 2,5,8,20 2036689 3081 274539
HARTFORD FINL SVCS GROUP INC COM 416515104 1193920 21315595 SH DFND 2,5,6,8,10,11,12,13,19,20 15923094 4045394 1347107
HARVARD BIOSCIENCE INC COM 416906105 75 37352 SH DFND 2,20 37352 0 0
HASBRO INC COM 418056107 530228 5017297 SH DFND 2,5,6,8,10,11,12,13,19,20 4424854 131136 461307
HAVERTY FURNITURE INC COM 419596101 10253 602079 SH DFND 2,5,8,20 544286 0 57793
HAWAIIAN ELEC INDUSTRIES COM 419870100 129284 2968625 SH DFND 2,5,6,8,11,12,13,20 2813465 1256 153904
HAWAIIAN HOLDINGS INC COM 419879101 42909 1564310 SH DFND 2,5,8,13,20 1394904 0 169406
HAWKINS INC COM 420261109 11851 272997 SH DFND 2,5,8,20 242269 349 30379
AARONS INC COM PAR $0.50 002535300 155707 2534067 SH DFND 2,5,6,8,10,11,19,20 2156766 804 376497
ALTUS MIDSTREAM CO CL A 02215L100 3021 812065 SH DFND 2,20 812065 0 0
HAWTHORN BANCSHARES INC COM 420476103 2283 85074 SH DFND 2,20 65015 0 20059
HAYNES INTERNATIONAL INC COM NEW 420877201 13821 434473 SH DFND 2,5,8,20 395683 900 37890
HC2 HLDGS INC COM 404139107 73 30988 SH DFND 2,20 30988 0 0
HCA HEALTHCARE INC COM 40412C101 1615445 11951212 SH DFND 2,5,6,8,10,11,12,13,19,20 10414397 357478 1179337
HCI GROUP INC COM 40416E103 8428 208259 SH DFND 2,5,8,20 185066 0 23193
HCP INC COM 40414L109 1122286 35093363 SH DFND 2,5,6,8,10,11,12,13,19,20 31842991 450886 2799486
HD SUPPLY HLDGS INC COM 40416M105 169705 4213140 SH DFND 2,5,6,8,10,12,13,19,20 3356125 203866 653149
HDFC BANK LTD SPONSORED ADS 40415F101 30870 237195 SH DFND 1,8,20 237195 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 6155 237452 SH DFND 2,5,20 198800 0 38652
HEALTHCARE RLTY TR COM 421946104 243517 7775142 SH DFND 2,5,6,8,10,11,13,19,20 7130812 35034 609296
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 297 33762 SH DFND 5 33762 0 0
HEALTHCARE SVCS GRP INC COM 421906108 77019 2540207 SH DFND 2,5,6,8,11,13,19,20 2129195 1025 409987
HEALTHCARE TR AMER INC CL A NEW 42225P501 173732 6333651 SH DFND 2,5,8,10,12,13,19,20 5709261 52890 571500
HEALTHEQUITY INC COM 42226A107 120662 1844988 SH DFND 2,5,6,8,11,13,20 1643198 1200 200590
HEALTHSTREAM INC COM 42222N103 20642 798219 SH DFND 2,5,8,20 715574 800 81845
HEARTLAND EXPRESS INC COM 422347104 26740 1478175 SH DFND 2,5,8,20 1329468 2724 145983
HEARTLAND FINL USA INC COM 42234Q102 32111 717890 SH DFND 2,5,8,20 614714 0 103176
HECLA MNG CO COM 422704106 37286 20714679 SH DFND 2,5,8,20 19235724 9381 1469574
HEICO CORP NEW CL A 422806208 157484 1522484 SH DFND 2,5,6,8,10,12,13,19,20 1448063 1718 72703
HEICO CORP NEW COM 422806109 189013 1411818 SH DFND 2,5,6,8,10,12,13,19,20 1370570 275 40973
HEIDRICK & STRUGGLES INTL IN COM 422819102 16903 563999 SH DFND 2,5,8,20 478745 5400 79854
AMAG PHARMACEUTICALS INC COM 00163U106 27305 2733270 SH DFND 2,5,8,20 2620541 342 112387
HELEN OF TROY CORP LTD COM G4388N106 118804 909746 SH DFND 2,5,6,8,11,13,19,20 825532 388 83826
HELIOS TECHNOLOGIES INC COM 42328H109 27183 585724 SH DFND 2,5,8,20 585724 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 38834 4499911 SH DFND 2,5,8,20 4053757 3985 442169
HELMERICH & PAYNE INC COM 423452101 311923 6162046 SH DFND 2,5,6,8,10,11,12,13,19,20 5355702 71806 734538
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4386 339474 SH DFND 2,20 291649 0 47825
HENRY JACK & ASSOC INC COM 426281101 474030 3539648 SH DFND 2,5,6,8,10,11,12,13,19,20 3046344 108896 384408
HENRY SCHEIN INC COM 806407102 543072 7769267 SH DFND 2,5,6,8,10,11,12,13,19,20 6919154 201096 649017
HERBALIFE NUTRITION LTD COM SHS G4412G101 74959 1753023 SH DFND 2,5,6,8,12,13,19,20 1324927 1210 426886
HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 21525 20783000 SH DFND 2,5 20783000 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 17441 17825000 SH DFND 2,5 17825000 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 3311 189739 SH DFND 2,20 161539 0 28200
HERC HLDGS INC COM 42704L104 25240 550737 SH DFND 2,5,8,13,20 471978 623 78136
HERITAGE COMMERCE CORP COM 426927109 11257 918913 SH DFND 2,5,8,20 798993 0 119920
HERITAGE CRYSTAL CLEAN INC COM 42726M106 7637 290253 SH DFND 2,5,8,20 249249 0 41004
HERITAGE FINL CORP WASH COM 42722X106 32981 1116475 SH DFND 2,5,8,20 1002947 0 113528
HERITAGE INS HLDGS INC COM 42727J102 7815 505457 SH DFND 2,5,8,20 406979 0 98478
HERON THERAPEUTICS INC COM 427746102 75518 4062313 SH DFND 2,5,8,20 3704396 0 357917
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 33432 1987885 SH DFND 2,5,8,10,20 1817278 10249 160358
HERSHEY CO COM 427866108 958808 7153684 SH DFND 2,5,6,8,10,11,12,13,19,20 6086081 136709 930894
HERTZ GLOBAL HLDGS INC COM 42806J106 32622 2044016 SH DFND 2,5,8,12,13,20 1800602 1871 241543
HERTZ GLOBAL HLDGS INC RIGHT 07/12/2019 42806J114 3136 1608131 SH DFND 2,5,8,12,13,20 1608131 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 5417 279377 SH DFND 1,2,5,13,20 273077 0 6300
HESKA CORP COM RESTRC NEW 42805E306 23703 278305 SH DFND 2,5,8,20 256054 0 22251
HESS CORP COM 42809H107 815142 12822739 SH DFND 2,5,6,8,10,11,12,13,19,20 11644833 153972 1023934
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1026772 68171392 SH DFND 1,2,5,6,8,10,11,12,13,19,20 54245182 6526834 7399376
HEXCEL CORP NEW COM 428291108 182279 2253702 SH DFND 2,5,8,13,19,20 2127685 1771 124246
HF FOODS GROUP INC COM 40417F109 1736 84825 SH DFND 2,20 84825 0 0
HFF INC CL A 40418F108 51476 1131839 SH DFND 2,5,8,20 1001685 200 129954
HIBBETT SPORTS INC COM 428567101 12853 706198 SH DFND 2,5,8,20 636177 1262 68759
HIGHPOINT RES CORP COM 43114K108 5883 3232363 SH DFND 2,5,20 2848938 2400 381025
HIGHWOODS PPTYS INC COM 431284108 226773 5490879 SH DFND 2,5,6,8,10,11,13,19,20 5175874 27034 287971
HILL ROM HLDGS INC COM 431475102 194255 1856767 SH DFND 2,5,6,8,11,13,20 1662097 1000 193670
AMAZON COM INC COM 023135106 31372617 16567448 SH DFND 1,2,5,6,8,10,11,12,13,19,20 14685031 286045 1596372
HILLENBRAND INC COM 431571108 72924 1842918 SH DFND 2,5,8,19,20 1624218 595 218105
HILLTOP HOLDINGS INC COM 432748101 42585 2002118 SH DFND 2,5,8,20 1768122 1279 232717
HILTON GRAND VACATIONS INC COM 43283X105 39605 1244669 SH DFND 2,5,8,13,20 1102158 1690 140821
HILTON WORLDWIDE HLDGS INC COM 43300A203 1148426 11749804 SH DFND 2,5,6,8,10,11,12,13,19,20 10530314 147900 1071590
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 790 226912 SH DFND 2,10,19 226912 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4590 23180 SH DFND 2,5,20 19033 0 4147
HMS HLDGS CORP COM 40425J101 89197 2753829 SH DFND 2,5,8,20 2203544 2919 547366
HNI CORP COM 404251100 50144 1417306 SH DFND 2,5,6,8,11,19,20 1249477 7217 160612
HOLLYFRONTIER CORP COM 436106108 433267 9361854 SH DFND 2,5,6,8,10,11,12,13,19,20 8080048 190618 1091188
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3951 207941 SH DFND 2,5,13,20 207941 0 0
AMBAC FINL GROUP INC COM NEW 023139884 22637 1343414 SH DFND 2,5,8,20 1185738 0 157676
HOLOGIC INC COM 436440101 542528 11297965 SH DFND 2,5,6,8,10,11,12,13,19,20 9927660 192770 1177535
HOME BANCORP INC COM 43689E107 5947 154553 SH DFND 2,5,20 109166 0 45387
HOME BANCSHARES INC COM 436893200 119912 6225944 SH DFND 2,5,6,8,11,13,20 5656907 3300 565737
HOME DEPOT INC COM 437076102 10958062 52690591 SH DFND 1,2,5,6,8,10,11,12,13,19,20 41900516 837451 9952624
HOMESTREET INC COM 43785V102 23439 790775 SH DFND 2,5,8,20 664340 0 126435
HOMETRUST BANCSHARES INC COM 437872104 9431 375142 SH DFND 2,5,20 322654 0 52488
HOMOLOGY MEDICINES INC COM 438083107 17520 895237 SH DFND 2,5,8,20 822109 0 73128
HONDA MOTOR LTD AMERN SHS 438128308 543 20997 SH DFND 2,20 20997 0 0
HONEYWELL INTL INC COM 438516106 5139504 29437565 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26294248 781682 2361635
HOOKER FURNITURE CORP COM 439038100 4771 231384 SH DFND 2,5,8,13,20 193988 0 37396
AMBARELLA INC SHS G037AX101 27179 615876 SH DFND 2,5,8,20 515243 100 100533
HOOKIPA PHARMA INC COM 43906K100 134 24536 SH DFND 2,20 24536 0 0
HOPE BANCORP INC COM 43940T109 66678 4838733 SH DFND 2,5,8,13,20 4433566 1800 403367
HOPFED BANCORP INC COM 439734104 292 15391 SH DFND 20 1717 0 13674
HORACE MANN EDUCATORS CORP N COM 440327104 54981 1364638 SH DFND 2,5,8,20 1126892 77 237669
HORIZON BANCORP INC COM 440407104 13338 816286 SH DFND 2,5,8,20 616112 0 200174
HORIZON GLOBAL CORP COM 44052W104 66 18292 SH DFND 20 18292 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 13653 12250000 SH DFND 2,5 12250000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 62478 2596769 SH DFND 2,5,8,13,20 2596769 0 0
HORMEL FOODS CORP COM 440452100 1161840 28659091 SH DFND 2,5,6,8,10,12,13,19,20 15885121 10684131 2089839
HORNBECK OFFSHORE SVCS INC N COM 440543106 33 26475 SH DFND 20 26475 0 0
AMBER RD INC COM 02318Y108 5892 451123 SH DFND 2,5,20 387756 0 63367
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 226794 9071770 SH DFND 2,5,6,8,10,11,12,13,19,20 8559618 44429 467723
HOST HOTELS & RESORTS INC COM 44107P104 908401 49324802 SH DFND 2,5,6,8,10,11,12,13,19,20 44100542 969603 4254657
HOSTESS BRANDS INC CL A 44109J106 38754 2683829 SH DFND 2,5,8,20 1729871 0 953958
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 12374 2148325 SH DFND 2,5,8,20 1817107 5100 326118
HOULIHAN LOKEY INC CL A 441593100 32938 739687 SH DFND 2,5,8,20 604896 0 134791
HOWARD BANCORP INC COM 442496105 3313 218420 SH DFND 2,20 180425 0 37995
HOWARD HUGHES CORP COM 44267D107 64040 517119 SH DFND 2,5,8,13,20 466756 560 49803
HP INC COM 40434L105 1530172 73042565 SH DFND 1,2,5,6,8,10,11,12,13,19,20 57059323 8103180 7880062
HSBC HLDGS PLC ADR A 1/40PF A 404280604 14974 571515 SH DFND 2 571515 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 218 5167 SH DFND 20 5167 0 0
AMBEV SA SPONSORED ADR 02319V103 109803 23512501 SH DFND 2,5,8,10,13,19,20 21129290 2053652 329559
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 53 31862 SH DFND 2,20 31862 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 504 21149 SH DFND 5,20 21149 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 14418 13335000 SH DFND 2,5 13335000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 96341 2657695 SH DFND 1,2,5,8,10,11,12,13,19,20 2126965 66700 464030
HUB GROUP INC CL A 443320106 45152 1075569 SH DFND 2,5,8,12,20 947374 55 128140
HUBBELL INC COM 443510607 175661 1347090 SH DFND 2,5,6,8,11,12,13,19,20 1274642 691 71757
HUBSPOT INC COM 443573100 86414 506767 SH DFND 2,5,8,13,19,20 465672 800 40295
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 21091 11341000 SH DFND 2,5 11341000 0 0
HUDSON LTD COM CL A G46408103 9606 696625 SH DFND 2,5,20 583623 0 113002
HUDSON PAC PPTYS INC COM 444097109 212046 6373500 SH DFND 2,5,8,10,13,19,20 5902930 41004 429566
ABB LTD SPONSORED ADR 000375204 1251 62468 SH DFND 2,20 62468 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 10094 1081843 SH DFND 2,5,8,20 914713 320 166810
HUDSON TECHNOLOGIES INC COM 444144109 25 29255 SH DFND 20 29255 0 0
HUMANA INC COM 444859102 1566976 5894286 SH DFND 2,5,6,8,10,11,12,13,19,20 5171601 103297 619388
HUNT COS FIN TR INC COM 44558T100 194 55757 SH DFND 20 2209 0 53548
HUNT J B TRANS SVCS INC COM 445658107 335155 3666500 SH DFND 2,5,6,8,10,11,12,13,19,20 3206448 115969 344083
HUNTINGTON BANCSHARES INC COM 446150104 720937 51659073 SH DFND 2,5,6,8,10,11,12,13,19,20 47248240 593874 3816959
HUNTINGTON INGALLS INDS INC COM 446413106 745881 3318863 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1910728 1038018 370117
HUNTSMAN CORP COM 447011107 62441 3054858 SH DFND 2,5,8,12,13,20 2777400 12636 264822
HURCO COMPANIES INC COM 447324104 4109 115156 SH DFND 2,5,20 97752 0 17404
HURON CONSULTING GROUP INC COM 447462102 22670 449986 SH DFND 2,5,8,20 376131 902 72953
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 19827 901243 SH DFND 2,5,8,10,11,12,13,19,20 682743 24500 194000
AMC NETWORKS INC CL A 00164V103 63785 1170588 SH DFND 2,5,6,8,11,13,20 1112246 293 58049
HUTTIG BLDG PRODS INC COM 448451104 58 22582 SH DFND 2,20 22582 0 0
HUYA INC ADS REP SHS A 44852D108 382 15463 SH DFND 2 15463 0 0
HYATT HOTELS CORP COM CL A 448579102 36221 475777 SH DFND 2,5,10,13,20 434058 0 41719
HYSTER YALE MATLS HANDLING I CL A 449172105 11965 216524 SH DFND 2,5,8,20 183245 536 32743
I D SYSTEMS INC COM 449489103 111 18871 SH DFND 2,20 18871 0 0
I3 VERTICALS INC COM CL A 46571Y107 4233 143723 SH DFND 2,5,20 118773 0 24950
IAA INC COM 449253103 86651 2234426 SH DFND 2,5,8,13,20 2234426 0 0
IAC INTERACTIVECORP COM 44919P508 368809 1695441 SH DFND 2,5,6,8,10,12,13,19,20 1429864 89477 176100
IBERIABANK CORP COM 450828108 141602 1856270 SH DFND 2,5,8,13,20 1592350 474 263446
ICF INTL INC COM 44925C103 28127 385623 SH DFND 2,5,8,20 323811 0 61812
AMCOR PLC ORD G0250X107 785696 68380836 SH DFND 2,5,6,8,10,11,12,13,19,20 68380836 0 0
ICHOR HOLDINGS SHS G4740B105 15398 651339 SH DFND 2,5,8,20 580098 0 71241
ICICI BK LTD ADR 45104G104 101166 8035444 SH DFND 1,2,5,8,13,19,20 7972022 0 63422
ICON PLC SHS G4705A100 22046 143182 SH DFND 2,5,8,10,13,19,20 141199 0 1983
ICU MED INC COM 44930G107 114402 454138 SH DFND 2,5,6,8,11,13,19,20 426591 300 27247
IDACORP INC COM 451107106 142452 1418418 SH DFND 2,5,6,8,11,12,13,20 1265068 490 152860
IDEANOMICS INC COM 45166V106 2153 875340 SH DFND 2,20 875340 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 77 28774 SH DFND 13,20 27212 0 1562
IDEX CORP COM 45167R104 434181 2522253 SH DFND 2,5,6,8,10,11,12,13,19,20 2215665 99879 206709
IDEXX LABS INC COM 45168D104 1011230 3672792 SH DFND 2,5,6,8,10,11,12,13,19,20 3217826 70624 384342
IDT CORP CL B NEW 448947507 2008 212072 SH DFND 2,20 212072 0 0
AMDOCS LTD SHS G02602103 114555 1836625 SH DFND 2,5,6,8,10,12,13,19,20 1726871 0 109754
IES HLDGS INC COM 44951W106 2743 145495 SH DFND 2,20 119766 0 25729
IHS MARKIT LTD SHS G47567105 925438 14523502 SH DFND 2,5,6,8,10,11,12,13,19,20 12862479 232395 1428628
II VI INC COM 902104108 64972 1777133 SH DFND 2,5,8,20 1577415 308 199410
ILLINOIS TOOL WKS INC COM 452308109 2142945 14116927 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12503707 354088 1259132
ILLUMINA INC COM 452327109 2259849 6138392 SH DFND 2,5,6,8,10,11,12,13,19,20 5392810 153341 592241
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 24532 15900000 SH DFND 2,5 15900000 0 0
IMAX CORP COM 45245E109 21177 1048349 SH DFND 2,5,8,20 881612 1600 165137
IMMERSION CORP COM 452521107 3854 506395 SH DFND 2,5,20 424183 0 82212
IMMUNOGEN INC COM 45253H101 6408 2952996 SH DFND 2,5,8,20 2503525 1976 447495
IMMUNOMEDICS INC COM 452907108 113472 8181125 SH DFND 2,5,8,19,20 7605179 3000 572946
AMEDISYS INC COM 023436108 117766 969982 SH DFND 2,5,6,8,11,20 858989 574 110419
IMPINJ INC COM 453204109 8818 308106 SH DFND 2,5,20 255925 0 52181
INCYTE CORP COM 45337C102 685001 8062629 SH DFND 2,5,6,8,10,11,12,13,19,20 7281990 97231 683408
INDEPENDENCE CONTRACT DRIL I COM 453415309 1212 766991 SH DFND 2,20 626379 0 140612
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3949 101470 SH DFND 2,20 86682 0 14788
INDEPENDENCE RLTY TR INC COM 45378A106 57380 4884174 SH DFND 2,5,8,10,20 4473193 50800 360181
INDEPENDENT BANK CORP MASS COM 453836108 98742 1289232 SH DFND 1,2,5,8,20 1105641 247 183344
INDEPENDENT BANK CORP MICH COM NEW 453838609 15590 715458 SH DFND 2,5,20 520544 0 194914
INDEPENDENT BK GROUP INC COM 45384B106 58599 1066219 SH DFND 2,5,8,20 934558 0 131661
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 44521 2138363 SH DFND 2,5,8,10,20 1850762 17004 270597
INFINERA CORPORATION COM 45667G103 10946 3761470 SH DFND 2,5,8,20 3228716 4811 527943
AMERANT BANCORP INC CL A 023576101 2750 258848 SH DFND 2,5,20 258848 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 8550 12450000 SH DFND 2,5 12450000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 100 55289 SH DFND 20 55289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1595 504787 SH DFND 2,20 405550 0 99237
INFOSYS LTD SPONSORED ADR 456788108 186969 17473732 SH DFND 1,2,5,8,10,13,19,20 16037972 0 1435760
ING GROEP N V SPONSORED ADR 456837103 552 47676 SH DFND 1,2,20 47676 0 0
INGERSOLL-RAND PLC SHS G47791101 1289415 10179324 SH DFND 2,5,6,8,10,11,12,13,19,20 8943776 183124 1052424
INGEVITY CORP COM 45688C107 150791 1433779 SH DFND 2,5,6,8,11,13,20 1207423 1113 225243
INGLES MKTS INC CL A 457030104 11791 378760 SH DFND 2,5,8,20 325758 0 53002
INGREDION INC COM 457187102 244474 2941574 SH DFND 2,5,6,8,10,11,12,13,19,20 2627905 89876 223793
INNERWORKINGS INC COM 45773Y105 2874 752411 SH DFND 2,5,20 627588 0 124823
AMERCO COM 023586100 87105 230102 SH DFND 2,5,6,8,10,12,13,19,20 174435 8123 47544
INNOPHOS HOLDINGS INC COM 45774N108 17416 598274 SH DFND 2,5,8,20 527193 400 70681
INNOSPEC INC COM 45768S105 70578 773539 SH DFND 2,5,8,20 639415 400 133724
INNOVATIVE INDL PPTYS INC COM 45781V101 34874 280955 SH DFND 2,5,8,20 253855 0 27100
INNOVIVA INC COM 45781M101 31787 2183177 SH DFND 2,5,8,20 1948473 2787 231917
INOGEN INC COM 45780L104 46980 703720 SH DFND 2,5,6,8,11,19,20 645932 200 57588
INOVALON HLDGS INC COM CL A 45781D101 19691 1357096 SH DFND 2,5,8,20 1141500 0 215596
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 5108 1737450 SH DFND 2,5,8,20 1478963 0 258487
INPHI CORP COM 45772F107 57386 1145424 SH DFND 2,5,8,20 1003092 0 142332
INSEEGO CORP COM 45782B104 3517 734247 SH DFND 2,20 734247 0 0
INSIGHT ENTERPRISES INC COM 45765U103 65489 1125238 SH DFND 2,5,8,20 993869 65 131304
AMEREN CORP COM 023608102 989291 13171235 SH DFND 2,5,6,8,10,11,12,13,19,20 11786130 351283 1033822
INSMED INC COM PAR $.01 457669307 81420 3180476 SH DFND 2,5,8,20 2935555 2000 242921
INSMED INC NOTE 1.750% 1/1 457669AA7 13501 13775000 SH DFND 2,5 13775000 0 0
INSPERITY INC COM 45778Q107 151664 1241721 SH DFND 2,5,6,8,11,19,20 1092288 500 148933
INSPIRE MED SYS INC COM 457730109 17069 281433 SH DFND 2,5,8,20 239072 0 42361
INSPIRED ENTMT INC COM 45782N108 943 111768 SH DFND 2,20 111768 0 0
INSTALLED BLDG PRODS INC COM 45780R101 41370 698579 SH DFND 2,5,8,20 625043 0 73536
INSTEEL INDUSTRIES INC COM 45774W108 13136 630908 SH DFND 2,5,8,20 579917 0 50991
INSTRUCTURE INC COM 45781U103 31742 746861 SH DFND 2,5,8,20 641855 0 105006
INSULET CORP COM 45784P101 103416 866275 SH DFND 2,5,8,13,19,20 750266 803 115206
INSULET CORP NOTE 1.375%11/1 45784PAH4 16685 11725000 SH DFND 2,5 11725000 0 0
AMERESCO INC CL A 02361E108 5719 388264 SH DFND 2,5,8,20 328967 0 59297
INTEGER HLDGS CORP COM 45826H109 87933 1047820 SH DFND 2,5,8,20 933728 343 113749
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 116292 2082225 SH DFND 2,5,6,8,11,13,19,20 1813992 474 267759
INTEL CORP COM 458140100 9360604 195542175 SH DFND 1,2,5,6,8,10,11,12,13,19,20 165314530 5831320 24396325
INTELLIA THERAPEUTICS INC COM 45826J105 30256 1848280 SH DFND 2,5,8,20 1745801 0 102479
INTELLIGENT SYS CORP NEW COM 45816D100 3173 110209 SH DFND 2,20 110209 0 0
INTELSAT S A COM L5140P101 22339 1148536 SH DFND 2,5,20 949833 0 198703
INTER PARFUMS INC COM 458334109 34276 513416 SH DFND 2,5,8,20 454720 0 58696
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 97868 1805684 SH DFND 2,5,6,8,11,13,20 1738274 625 66785
INTERCEPT PHARMACEUTICALS IN COM 45845P108 98968 1243786 SH DFND 2,5,8,19,20 1165720 500 77566
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12275 13550000 SH DFND 2,5 13550000 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 28113 1930813 SH DFND 1,5,8,13,20 1829288 0 101525
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2124581 24721675 SH DFND 2,5,6,8,10,11,12,13,19,20 21827200 398330 2496145
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 272 4073 SH DFND 20 4073 0 0
INTERDIGITAL INC COM 45867G101 72537 1126349 SH DFND 2,5,6,8,11,13,19,20 1019135 498 106716
INTERFACE INC COM 458665304 26952 1758149 SH DFND 2,5,8,20 1555101 2324 200724
INTERNAP CORP COM PAR 45885A409 107 35473 SH DFND 2,5,20 35473 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 75099 1991475 SH DFND 2,5,6,8,11,20 1807121 270 184084
INTERNATIONAL BUSINESS MACHS COM 459200101 7402358 53679173 SH DFND 2,5,6,8,10,11,12,13,19,20 35195440 8982313 9501420
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 632987 4341671 SH DFND 2,5,6,8,10,11,12,13,19,20 3751182 51573 538916
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22811 425500 SH DFND 2 425500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 13866 1069090 SH DFND 2,5,8,10,12,13,20 964613 0 104477
ABBOTT LABS COM 002824100 6174715 73421106 SH DFND 1,2,5,6,8,10,11,12,13,19,20 65124121 1235770 7061215
AMERICAN AIRLS GROUP INC COM 02376R102 455133 13956839 SH DFND 2,5,6,8,10,11,12,13,19,20 12321060 82475 1553304
INTERNATIONAL MNY EXPRESS IN COM 46005L101 2411 171010 SH DFND 2,20 171010 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 9539 502043 SH DFND 2,5,8,20 411924 0 90119
INTERNATIONAL SPEEDWAY CORP CL A 460335201 35150 783034 SH DFND 2,5,6,8,11,20 705433 375 77226
INTERPUBLIC GROUP COS INC COM 460690100 420854 18630116 SH DFND 2,5,6,8,10,11,12,13,19,20 16469646 548010 1612460
INTERSECT ENT INC COM 46071F103 15742 691642 SH DFND 2,5,8,20 594097 0 97545
INTERXION HOLDING N.V SHS N47279109 31166 409598 SH DFND 2,5,8,13,20 315996 1329 92273
INTEVAC INC COM 461148108 78 16119 SH DFND 2,5,20 16119 0 0
INTL FCSTONE INC COM 46116V105 18510 467547 SH DFND 2,5,8,20 421628 0 45919
INTL PAPER CO COM 460146103 1095701 25293183 SH DFND 2,5,6,8,10,11,12,13,19,20 16033361 7817214 1442608
INTRA CELLULAR THERAPIES INC COM 46116X101 12968 999100 SH DFND 2,5,8,20 850130 0 148970
AMERICAN ASSETS TR INC COM 024013104 118012 2504504 SH DFND 2,5,8,10,20 2248565 12375 243564
INTREPID POTASH INC COM 46121Y102 5999 1785328 SH DFND 2,5,8,20 1529335 0 255993
INTREXON CORP COM 46122T102 34140 4456949 SH DFND 2,5,8,19,20 4224745 1500 230704
INTRICON CORP COM 46121H109 5188 222075 SH DFND 2,20 115480 0 106595
INTUIT COM 461202103 2885561 11041829 SH DFND 2,5,6,8,10,11,12,13,19,20 9552569 423538 1065722
INTUITIVE SURGICAL INC COM NEW 46120E602 2521165 4806338 SH DFND 2,5,6,8,10,11,12,13,19,20 4243223 118968 444147
INVACARE CORP COM 461203101 5782 1113991 SH DFND 2,5,20 1020238 0 93753
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 72680 4439807 SH DFND 2,19,20 4439807 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2160 137306 SH DFND 8 137306 0 0
INVESCO LTD SHS G491BT108 394191 19266426 SH DFND 2,5,6,8,10,11,12,13,19,20 17337873 280532 1648021
INVESCO MORTGAGE CAPITAL INC COM 46131B100 67495 4074603 SH DFND 2,5,8,13,20 3613519 600 460484
AMERICAN AXLE & MFG HLDGS IN COM 024061103 44186 3462839 SH DFND 2,5,8,20 3092277 3329 367233
INVESTAR HLDG CORP COM 46134L105 3991 167336 SH DFND 2,13,20 133417 0 33919
INVESTORS BANCORP INC NEW COM 46146L101 105901 9497862 SH DFND 2,5,8,13,20 8716660 5800 775402
INVESTORS REAL ESTATE TR SH BEN INT 461730509 25183 424204 SH DFND 2,5,8,10,20 370073 3497 50634
INVESTORS TITLE CO COM 461804106 3862 23123 SH DFND 2,5,20 18989 0 4134
INVITAE CORP COM 46185L103 113089 4812277 SH DFND 2,5,8,20 4535412 0 276865
INVITATION HOMES INC COM 46187W107 523690 19591856 SH DFND 2,5,6,8,10,12,13,19,20 17573350 265234 1753272
ION GEOPHYSICAL CORP COM NEW 462044207 141 17574 SH DFND 2,20 17574 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 83904 3421866 SH DFND 2,5,8,20 3072909 0 348957
IPG PHOTONICS CORP COM 44980X109 217241 1408367 SH DFND 2,5,6,8,10,11,12,13,19,20 1220882 35979 151506
IQIYI INC SPONSORED ADS 46267X108 51491 2493502 SH DFND 2,5,8,10,11,12,13,19,20 2493502 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 338609 7335558 SH DFND 2,5,6,8,10,11,12,13,19,20 6917997 35956 381605
IQVIA HLDGS INC COM 46266C105 1090828 6779538 SH DFND 2,5,6,8,10,11,12,13,19,20 5977576 89044 712918
IRADIMED CORP COM 46266A109 1133 55402 SH DFND 2,20 45302 0 10100
IRHYTHM TECHNOLOGIES INC COM 450056106 49052 620286 SH DFND 2,5,8,20 542455 0 77831
IRIDIUM COMMUNICATIONS INC COM 46269C102 67984 2922797 SH DFND 2,5,8,20 2590208 0 332589
IROBOT CORP COM 462726100 99923 1090388 SH DFND 2,5,8,20 1004596 1000 84792
IRON MTN INC NEW COM 46284V101 393867 12348696 SH DFND 2,5,6,8,10,11,12,13,19,20 10883721 160976 1303999
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 67143 6137412 SH DFND 2,5,8,20 5631323 3300 502789
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 531 54300 SH DFND 5,20 54300 0 0
ISHARES INC CORE MSCI EMKT 46434G103 310993 6045747 SH DFND 1,2,20 6045747 0 0
ISHARES INC MSCI CDA ETF 464286509 39983 1397042 SH DFND 2 1397042 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 95879 5673341 SH DFND 2,5,6,8,11,12,13,19,20 5011505 1874 659962
ISHARES INC MSCI FRNTR100ETF 464286145 933 31500 SH DFND 10 0 0 31500
ISHARES INC MSCI GBL ETF NEW 46434G848 1515 50000 SH DFND 10 0 0 50000
ISHARES INC MSCI JPN ETF NEW 46434G822 8654 158561 SH DFND 12 0 0 158561
ISHARES INC MSCI PAC JP ETF 464286665 11069 234363 SH DFND 12 0 0 234363
ISHARES INC MSCI STH KOR ETF 464286772 1580 26393 SH DFND 20 26393 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4169 266400 SH DFND 10 0 0 266400
ISHARES TR 1 3 YR TREAS BD 464287457 166885 1968450 SH DFND 2 1968450 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 27817 221193 SH DFND 1,2 221193 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 123534 1122833 SH DFND 1,2 1122833 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1019 16597 SH DFND 1 16597 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2230946 25348777 SH DFND 2,5,6,8,10,11,12,13,19,20 22652734 374787 2321256
ISHARES TR CORE S&P MCP ETF 464287507 91680 471944 SH DFND 1,2 456826 15117 1
ISHARES TR CORE S&P SCP ETF 464287804 147059 1878624 SH DFND 1,2,20 1877193 1431 0
ISHARES TR CORE S&P500 ETF 464287200 1385 4700 SH DFND 1,6 4700 0 0
ISHARES TR CORE US AGGBD ET 464287226 1981 17794 SH DFND 1,20 2469 0 15325
ISHARES TR EAFE SML CP ETF 464288273 56501 984343 SH DFND 1,6,20 853743 0 130600
ISHARES TR FLTG RATE NT ETF 46429B655 10926 214534 SH DFND 1 214534 0 0
ISHARES TR INTRM GOV CR ETF 464288612 15243 135762 SH DFND 1 34937 100825 0
ISHARES TR INTRM TR CRP ETF 464288638 1035 18167 SH DFND 1 18167 0 0
ISHARES TR MIN VOL USA ETF 46429B697 544 8814 SH DFND 1 8814 0 0
ISHARES TR MSCI ACWI ETF 464288257 19816 268842 SH DFND 6 0 0 268842
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 21212 397000 SH DFND 2 397000 0 0
ISHARES TR MSCI EAFE ETF 464287465 533431 8115488 SH DFND 1,2,6,20 8051829 0 63659
ISHARES TR MSCI EMG MKT ETF 464287234 38502 897263 SH DFND 1,6 2283 0 894980
ISHARES TR MSCI INDIA ETF 46429B598 103769 2939645 SH DFND 2,5,8,12,20 1862431 0 1077214
ISHARES TR MSCI INDIA SM CP 46429B614 37535 970400 SH DFND 20 0 0 970400
ISHARES TR MSCI SAUDI ARBIA 46434V423 22875 692752 SH DFND 2,10,20 692752 0 0
ISHARES TR RUS 1000 ETF 464287622 2015 12375 SH DFND 1,6 11675 0 700
ISHARES TR RUS 1000 VAL ETF 464287598 799 6277 SH DFND 1 6277 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8251 68474 SH DFND 20 24 0 68450
ISHARES TR RUS MID CAP ETF 464287499 2541 45488 SH DFND 1,20 45488 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 28598 183907 SH DFND 1,6 118568 0 65339
AMERICAN EQTY INVT LIFE HLD COM 025676206 84185 3099591 SH DFND 2,5,8,12,13,20 2801478 2200 295913
ISHARES TR RUSSELL 3000 ETF 464287689 21072 122256 SH DFND 1 121233 0 1023
ISHARES TR SELECT DIVID ETF 464287168 1834 18424 SH DFND 1 18424 0 0
ISHARES TR TIPS BD ETF 464287176 204672 1772205 SH DFND 1,2,20 1772205 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 230452 3585679 SH DFND 2,5,6,8,10,12,13,19,20 3427153 1805 156721
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 24758 20890000 SH DFND 2,5 20890000 0 0
ISORAY INC COM 46489V104 4 10577 SH DFND 20 10577 0 0
ISRAMCO INC COM NEW 465141406 1780 15017 SH DFND 2,20 13102 0 1915
ISTAR INC COM 45031U101 26406 2126115 SH DFND 2,5,8,20 1880743 4567 240805
ITAU CORPBANCA SPONSORED ADR 45033E105 1650 131972 SH DFND 2,5,19,20 130272 0 1700
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 237948 25250180 SH DFND 1,2,5,8,10,13,19,20 22239578 2112648 897954
AMERICAN EXPRESS CO COM 025816109 4461411 36142341 SH DFND 1,2,5,6,8,10,11,12,13,19,20 27174908 539894 8427539
ITERIS INC COM 46564T107 1855 358844 SH DFND 2,20 302372 0 56472
ITRON INC COM 465741106 62332 996199 SH DFND 2,5,8,20 884477 343 111379
ITT INC COM 45073V108 145359 2214960 SH DFND 2,5,6,8,11,13,19,20 2103167 1092 110701
ITURAN LOCATION AND CONTROL SHS M6158M104 3325 109649 SH DFND 2,5,8,20 93071 0 16578
IVERIC BIO INC COM 46583P102 54 41652 SH DFND 20 41652 0 0
J & J SNACK FOODS CORP COM 466032109 74685 462618 SH DFND 2,5,8,20 399417 500 62701
J ALEXANDERS HLDGS INC COM 46609J106 2745 244463 SH DFND 2,5,20 210273 0 34190
J JILL INC COM 46620W102 514 258264 SH DFND 2,20 227514 0 30750
J2 GLOBAL INC COM 48123V102 138691 1560256 SH DFND 2,5,6,8,11,13,19,20 1406719 882 152655
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 16853 12065000 SH DFND 2,5 12065000 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 20787 1907047 SH DFND 2,5,8,20 1851143 0 55904
JABIL INC COM 466313103 167482 5300062 SH DFND 2,5,6,8,10,11,12,13,19,20 5014214 67279 218569
JACK IN THE BOX INC COM 466367109 68718 844309 SH DFND 2,5,6,8,11,20 759775 161 84373
JACOBS ENGR GROUP INC COM 469814107 777175 9209324 SH DFND 2,5,6,8,10,11,12,13,19,20 4482015 4263001 464308
JAGGED PEAK ENERGY INC COM 47009K107 21777 2633238 SH DFND 2,5,20 2426747 0 206491
JAKKS PAC INC COM 47012E106 9 12513 SH DFND 20 12513 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 201 14900 SH DFND 20 14900 0 0
JAMES RIV GROUP LTD COM G5005R107 38615 823348 SH DFND 2,5,8,20 730398 0 92950
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 82113 3837060 SH DFND 2,5,6,8,11,12,13,19,20 3784005 2845 50210
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 18061 18200000 SH DFND 2,5 18200000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17656 17172000 SH DFND 2,5 17172000 0 0
ABBVIE INC COM 00287Y109 4891691 67267479 SH DFND 1,2,5,6,8,10,11,12,13,19,20 60176142 1139433 5951904
AMERICAN FINL GROUP INC OHIO COM 025932104 307739 3003206 SH DFND 2,5,6,8,10,11,12,13,19,20 2676788 49198 277220
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 208893 1465296 SH DFND 2,5,6,8,10,12,13,19,20 1170391 57702 237203
JBG SMITH PPTYS COM 46590V100 251231 6386159 SH DFND 2,5,6,8,10,11,13,19,20 6087471 32277 266411
JD COM INC SPON ADR CL A 47215P106 523240 17274335 SH DFND 1,2,5,8,10,11,12,13,19,20 14008637 457408 2808290
JEFFERIES FINL GROUP INC COM 47233W109 227307 11820431 SH DFND 2,5,6,8,10,11,12,13,19,20 10406930 196325 1217176
JELD-WEN HLDG INC COM 47580P103 29437 1386554 SH DFND 2,5,8,20 1171295 0 215259
JERNIGAN CAP INC COM 476405105 10072 483636 SH DFND 2,5,20 420912 0 62724
JETBLUE AWYS CORP COM 477143101 134297 7263242 SH DFND 2,5,6,11,13,19,20 6945098 0 318144
JIANPU TECHNOLOGY INC ADR 47738D101 495 132313 SH DFND 2,5,20 132313 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 7234 333524 SH DFND 1,2,5,20 333524 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 118821 980940 SH DFND 2,5,8,13,20 803321 321 177298
AMERICAN HOMES 4 RENT CL A 02665T306 258590 10615879 SH DFND 2,5,8,10,13,19,20 9815471 70750 729658
JOHNSON & JOHNSON COM 478160104 21239548 152495321 SH DFND 1,2,5,6,8,10,11,12,13,19,20 99232527 37262357 16000437
JOHNSON CTLS INTL PLC SHS G51502105 1423116 34219307 SH DFND 2,5,6,8,10,11,12,13,19,20 30090628 444547 3684132
JOHNSON OUTDOORS INC CL A 479167108 8307 111397 SH DFND 2,5,8,20 96773 0 14624
JOINT CORP COM 47973J102 3514 193056 SH DFND 2,5,20 193056 0 0
JONES LANG LASALLE INC COM 48020Q107 227518 1617158 SH DFND 2,5,6,8,10,11,12,13,19,20 1406809 46438 163911
JOUNCE THERAPEUTICS INC COM 481116101 1852 374069 SH DFND 2,20 336685 0 37384
JPMORGAN CHASE & CO COM 46625H100 16717613 149531420 SH DFND 1,2,5,6,8,10,11,12,13,19,20 128651625 2577952 18301843
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 783 318107 SH DFND 2,5,20 318107 0 0
JUNIPER NETWORKS INC COM 48203R104 406542 15266299 SH DFND 2,5,6,8,10,11,12,13,19,20 13378401 373281 1514617
JUPAI HLDGS LTD ADS 48205B107 34 15103 SH DFND 2 15103 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2082932 39094061 SH DFND 1,2,5,6,8,10,11,12,13,19,20 35074557 612568 3406936
K12 INC COM 48273U102 30039 987788 SH DFND 2,5,8,20 672770 0 315018
KADANT INC COM 48282T104 21112 232483 SH DFND 2,5,8,20 195920 0 36563
KADMON HLDGS INC COM 48283N106 4139 2009273 SH DFND 2,20 1718073 0 291200
KAISER ALUMINUM CORP COM PAR $0.01 483007704 68327 699997 SH DFND 2,5,6,8,13,20 646613 100 53284
KALA PHARMACEUTICALS INC COM 483119103 1696 265855 SH DFND 2,20 235825 0 30030
KALEIDO BIOSCIENCES INC COM 483347100 621 69175 SH DFND 2,20 69175 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 4448 200826 SH DFND 2,5,20 200826 0 0
KAMAN CORP COM 483548103 53757 841428 SH DFND 2,5,8,20 755084 0 86344
KANDI TECHNOLOGIES GROUP INC COM 483709101 268 54365 SH DFND 2 54365 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 523718 4286659 SH DFND 2,5,6,8,10,11,12,13,19,20 3770653 108054 407952
AMERICAN NATL BANKSHARES INC COM 027745108 8515 219733 SH DFND 2,5,13,20 184465 0 35268
KAR AUCTION SVCS INC COM 48238T109 48183 1927335 SH DFND 2,5,8,13,20 1749077 1500 176758
KARYOPHARM THERAPEUTICS INC COM 48576U106 6707 1119726 SH DFND 2,5,8,20 966197 0 153529
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4218 106840 SH DFND 2,5,19,20 106050 0 790
KB HOME COM 48666K109 72053 2800334 SH DFND 2,5,6,8,11,20 2513981 309 286044
KBR INC COM 48242W106 118909 4752994 SH DFND 2,5,6,8,11,12,20 4308639 804 443551
KEANE GROUP INC COM 48669A108 8819 1312346 SH DFND 2,5,8,20 1131583 0 180763
KEARNY FINL CORP MD COM 48716P108 26664 2006354 SH DFND 2,5,6,8,20 1684281 0 322073
KELLOGG CO COM 487836108 655578 12237778 SH DFND 2,5,6,8,10,11,12,13,19,20 10509359 170586 1557833
KELLY SVCS INC CL A 488152208 25700 981309 SH DFND 2,5,8,20 856052 1753 123504
KEMET CORP COM NEW 488360207 33453 1778454 SH DFND 2,5,8,20 1548810 0 229644
AMERICAN NATL INS CO COM 028591105 18419 158144 SH DFND 2,5,8,13,20 143873 0 14271
KEMPER CORP DEL COM 488401100 144605 1675798 SH DFND 2,5,6,8,11,13,20 1616082 954 58762
KENNAMETAL INC COM 489170100 98280 2656946 SH DFND 2,5,6,8,11,19,20 2362176 5460 289310
KENNEDY-WILSON HLDGS INC COM 489398107 60638 2918398 SH DFND 2,5,8,20 2433507 2500 482391
KEURIG DR PEPPER INC COM 49271V100 64967 2247984 SH DFND 2,5,8,10,12,13,19,20 2102728 4050 141206
KEYCORP NEW COM 493267108 884994 49858797 SH DFND 2,5,6,8,10,11,12,13,19,20 45290184 721673 3846940
KEYSIGHT TECHNOLOGIES INC COM 49338L103 690530 7688784 SH DFND 2,5,6,8,10,11,12,13,19,20 6761618 129886 797280
KEZAR LIFE SCIENCES INC COM 49372L100 1668 216385 SH DFND 2,20 185285 0 31100
KFORCE INC COM 493732101 18094 515641 SH DFND 2,5,8,20 406954 0 108687
KILROY RLTY CORP COM 49427F108 392377 5281760 SH DFND 2,5,6,8,10,11,13,19,20 4972482 27055 282223
KIMBALL ELECTRONICS INC COM 49428J109 10223 629508 SH DFND 2,5,8,20 552245 44 77219
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9232 1024592 SH DFND 2,5,20 875904 2400 146288
KIMBALL INTL INC CL B 494274103 12664 723225 SH DFND 2,5,8,20 609916 59 113250
KIMBERLY CLARK CORP COM 494368103 2484320 18501714 SH DFND 1,2,5,6,8,10,11,12,13,19,20 16441465 258133 1802116
KIMCO RLTY CORP COM 49446R109 579736 31371014 SH DFND 2,5,6,8,10,11,12,13,19,20 28438413 386582 2546019
KINDER MORGAN INC DEL COM 49456B101 2032830 97357756 SH DFND 2,5,6,8,10,11,12,13,19,20 87888827 1417421 8051508
KINDRED BIOSCIENCES INC COM 494577109 5202 624487 SH DFND 2,5,20 530204 0 94283
KINGSTONE COS INC COM 496719105 115 13297 SH DFND 2,20 13297 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2981 220195 SH DFND 2,20 190595 0 29600
KINROSS GOLD CORP COM 496902404 159 41100 SH DFND 5,20 41100 0 0
KINSALE CAP GROUP INC COM 49714P108 37030 404783 SH DFND 2,5,8,20 345020 0 59763
KIRBY CORP COM 497266106 106325 1345883 SH DFND 2,5,6,8,11,13,20 1284600 0 61283
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14501 490230 SH DFND 2,5,8,20 436147 0 54083
KIRKLANDS INC COM 497498105 347 153322 SH DFND 2,20 153322 0 0
KITE RLTY GROUP TR COM NEW 49803T300 68185 4506636 SH DFND 2,5,8,10,20 4130560 23012 353064
KKR & CO INC CL A 48251W104 132992 5262843 SH DFND 2,5,6,8,10,12,13,19,20 4763200 0 499643
KKR REAL ESTATE FIN TR INC COM 48251K100 12674 623800 SH DFND 2,5,8,20 529284 0 94516
KLA-TENCOR CORP COM 482480100 834116 7056820 SH DFND 2,5,6,8,10,11,12,13,19,20 6221360 182847 652613
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 13704 670773 SH DFND 2,5,8,20 601426 254 69093
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 145952 4444342 SH DFND 2,5,6,8,10,11,12,13,19,20 3864112 89959 490271
KNOLL INC COM NEW 498904200 24461 1064452 SH DFND 2,5,8,20 866984 1800 195668
KNOWLES CORP COM 49926D109 47587 2598955 SH DFND 1,2,5,8,20 2309849 3428 285678
KODIAK SCIENCES INC COM 50015M109 4768 407493 SH DFND 2,5,20 349393 0 58100
AMERICAN RENAL ASSOCIATES HO COM 029227105 1603 215465 SH DFND 2,20 180236 0 35229
KOHLS CORP COM 500255104 404769 8512489 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7244600 202358 1065531
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5753 132006 SH DFND 1,2,20 132006 0 0
KONTOOR BRANDS INC COM 50050N103 61237 2185469 SH DFND 2,5,8,10,12,13,19,20 2185469 0 0
KOPIN CORP COM 500600101 685 628300 SH DFND 2,20 628300 0 0
KOPPERS HOLDINGS INC COM 50060P106 31501 1072927 SH DFND 2,5,8,20 554824 800 517303
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4152 374092 SH DFND 2,5 374092 0 0
KORN FERRY COM NEW 500643200 66280 1654103 SH DFND 2,5,8,19,20 1472518 513 181072
KORNIT DIGITAL LTD SHS M6372Q113 6693 211418 SH DFND 2,5,8,20 175460 0 35958
KOSMOS ENERGY LTD COM 500688106 48038 7661569 SH DFND 2,5,20 7303078 0 358491
KRAFT HEINZ CO COM 500754106 894923 28831287 SH DFND 2,5,6,8,10,11,12,13,19,20 25999998 349349 2481940
AMERICAN RLTY INVS INC COM 029174109 206 15126 SH DFND 2,20 11451 0 3675
KRATON CORPORATION COM 50077C106 28736 924872 SH DFND 2,5,8,20 825627 600 98645
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 95118 4155440 SH DFND 2,5,8,20 3864950 2900 287590
KROGER CO COM 501044101 861860 39698767 SH DFND 2,5,6,8,10,11,12,13,19,20 34973519 983401 3741847
KRONOS WORLDWIDE INC COM 50105F105 9296 606764 SH DFND 2,5,8,20 519038 11494 76232
KRYSTAL BIOTECH INC COM 501147102 6369 158146 SH DFND 2,5,20 158146 0 0
KT CORP SPONSORED ADR 48268K101 7455 602653 SH DFND 2 602653 0 0
KULICKE & SOFFA INDS INC COM 501242101 17971 792721 SH DFND 2,5,8,20 765710 226 26785
KURA ONCOLOGY INC COM 50127T109 15889 806946 SH DFND 2,5,8,20 723307 0 83639
KVH INDS INC COM 482738101 3258 299721 SH DFND 2,20 248740 0 50981
L BRANDS INC COM 501797104 285683 10945707 SH DFND 2,5,6,8,10,11,12,13,19,20 9670232 152773 1122702
AMERICAN SOFTWARE INC CL A 029683109 7386 561692 SH DFND 2,5,20 475124 0 86568
L3 TECHNOLOGIES INC COM 502413107 788988 3218128 SH DFND 1,2,5,6,8,10,11,12,13,19,20 2921285 54265 242578
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3845 415663 SH DFND 2,5,20 347749 0 67914
LA Z BOY INC COM 505336107 42742 1394068 SH DFND 2,5,8,20 1243229 2069 148770
LABORATORY CORP AMER HLDGS COM NEW 50540R409 745649 4312601 SH DFND 2,5,6,8,10,11,12,13,19,20 3858534 79100 374967
LADDER CAP CORP CL A 505743104 37545 2217989 SH DFND 2,5,8,20 1876067 0 341922
LADENBURG THALMAN FIN SVCS I COM 50575Q102 7202 2099815 SH DFND 2,5,8,20 1809393 0 290422
LAKELAND BANCORP INC COM 511637100 16879 1045134 SH DFND 2,5,8,20 891448 0 153686
LAKELAND FINL CORP COM 511656100 25109 536170 SH DFND 2,5,8,20 434545 0 101625
LAM RESEARCH CORP COM 512807108 1229000 6505605 SH DFND 2,5,6,8,10,11,12,13,19,20 5631733 175048 698824
LAMAR ADVERTISING CO NEW CL A 512816109 170683 2114770 SH DFND 2,5,6,8,11,12,13,20 2000879 873 113018
1ST SOURCE CORP COM 336901103 16811 362316 SH DFND 2,5,8,20 282553 0 79763
ABEONA THERAPEUTICS INC COM 00289Y107 2930 612973 SH DFND 2,5,20 528016 0 84957
AMERICAN STS WTR CO COM 029899101 218570 2904972 SH DFND 2,5,8,13,19,20 2788171 200 116601
LAMB WESTON HLDGS INC COM 513272104 409956 6470260 SH DFND 2,5,6,8,10,11,12,13,19,20 5809919 83739 576602
LANCASTER COLONY CORP COM 513847103 229450 1544080 SH DFND 2,5,6,8,11,19,20 1482213 300 61567
LANDEC CORP COM 514766104 5388 574995 SH DFND 2,5,8,20 490807 1589 82599
LANDS END INC NEW COM 51509F105 3048 249396 SH DFND 2,5,8,20 205906 422 43068
LANDSTAR SYS INC COM 515098101 114958 1064520 SH DFND 2,5,6,8,11,13,19,20 1011103 692 52725
LANNET INC COM 516012101 7879 1300183 SH DFND 2,5,20 1219843 0 80340
LANTHEUS HLDGS INC COM 516544103 41832 1478166 SH DFND 2,5,8,20 1312428 0 165738
LAREDO PETROLEUM INC COM 516806106 32114 11073738 SH DFND 2,5,20 10549884 2700 521154
LAS VEGAS SANDS CORP COM 517834107 458864 7765505 SH DFND 2,5,6,8,10,12,13,19,20 6494903 404410 866192
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9007 961022 SH DFND 2,5,13,19,20 946928 0 14094
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2771 298601 SH DFND 2,20 298601 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 45846 3142316 SH DFND 2,5,8,20 2738461 5981 397874
LAUDER ESTEE COS INC CL A 518439104 1831228 10000701 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8821786 282929 895986
LAUREATE EDUCATION INC CL A 518613203 30104 1916236 SH DFND 2,5,8,20 1634732 0 281504
LAWSON PRODS INC COM 520776105 3977 108277 SH DFND 2,20 88809 0 19468
LAZARD LTD SHS A G54050102 45441 1321342 SH DFND 2,5,13,20 1200589 0 120753
LCI INDS COM 50189K103 65949 732769 SH DFND 2,5,8,13,20 634127 247 98395
LCNB CORP COM 50181P100 3996 210304 SH DFND 2,20 182425 0 27879
LEAF GROUP LTD COM 52177G102 1771 238970 SH DFND 2,20 207270 0 31700
LEAR CORP COM NEW 521865204 228936 1643826 SH DFND 2,5,6,8,10,12,13,19,20 1355391 101302 187133
LEE ENTERPRISES INC COM 523768109 1462 652603 SH DFND 2,20 652603 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3773261 18374644 SH DFND 2,5,6,8,10,11,12,13,19,20 16368274 241661 1764709
LEGACY HOUSING CORP COM 52472M101 713 57309 SH DFND 2,20 57309 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 67473 1657394 SH DFND 2,5,8,20 1482909 1200 173285
LEGG MASON INC COM 524901105 89414 2335790 SH DFND 2,5,6,8,11,12,13,20 2213692 698 121400
LEGGETT & PLATT INC COM 524660107 529830 13668609 SH DFND 2,5,6,8,10,11,12,13,19,20 12816226 143079 709304
LEIDOS HLDGS INC COM 525327102 373750 4680657 SH DFND 2,5,6,8,10,11,12,13,19,20 4333105 73683 273869
LEMAITRE VASCULAR INC COM 525558201 18642 666249 SH DFND 2,5,8,20 581835 0 84414
LENDINGCLUB CORP COM 52603A109 21464 6544045 SH DFND 2,5,8,20 5594860 0 949185
LENDINGTREE INC NEW COM 52603B107 109934 261730 SH DFND 2,5,6,8,11,20 253554 100 8076
LENNAR CORP CL A 526057104 609122 12569585 SH DFND 2,5,6,8,10,11,12,13,19,20 11314947 161617 1093021
LENNAR CORP CL B 526057302 2344 60860 SH DFND 2,5,8,10,13,20 51497 73 9290
AMERICAN VANGUARD CORP COM 030371108 12201 790722 SH DFND 2,5,8,20 698463 953 91306
LENNOX INTL INC COM 526107107 359698 1304360 SH DFND 2,5,6,8,10,11,12,13,19,20 1161452 25068 117840
LEVEL ONE BANCORP INC COM 52730D208 1987 79397 SH DFND 2,20 61288 0 18109
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 666 31900 SH DFND 20 31900 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5906 938952 SH DFND 2,5,8,20 801531 1485 135936
LEXINFINTECH HLDGS LTD ADR 528877103 1847 165516 SH DFND 2,5,20 165516 0 0
LEXINGTON REALTY TRUST COM 529043101 92715 9749530 SH DFND 2,5,8,10,13,20 8741557 63621 944352
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2820 363853 SH DFND 2,5,19,20 354845 0 9008
LGI HOMES INC COM 50187T106 47978 671685 SH DFND 2,5,8,20 585623 0 86062
LHC GROUP INC COM 50187A107 105178 879562 SH DFND 2,5,8,20 780409 600 98553
LIBBEY INC COM 529898108 29 15548 SH DFND 20 15548 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 37962 448618 SH DFND 2,5,8,20 386288 661 61669
LIBERTY BROADBAND CORP COM SER A 530307107 30824 299730 SH DFND 2,5,8,10,12,13,19,20 280764 0 18966
LIBERTY BROADBAND CORP COM SER C 530307305 235288 2257609 SH DFND 2,5,6,8,10,12,13,19,20 1938279 54160 265170
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 61606 1289088 SH DFND 2,5,8,12,13,20 1106047 1629 181412
LIBERTY GLOBAL PLC SHS CL A G5480U104 67495 2500757 SH DFND 2,5,6,8,10,12,13,19,20 1854573 123797 522387
LIBERTY GLOBAL PLC SHS CL C G5480U120 163357 6157452 SH DFND 2,5,6,8,10,12,13,19,20 5044234 299360 813858
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16261 943741 SH DFND 2,5,8,12,13,20 808424 1326 133991
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 39701 2309557 SH DFND 2,5,8,13,20 1942408 3465 363684
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7496 8300000 SH DFND 2 8300000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 8197 11784360 SH DFND 2 11784360 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 9111 12907000 SH DFND 2 12907000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1055931 9102855 SH DFND 2,5,6,8,10,11,12,13,19,20 8283837 119870 699148
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5469 196709 SH DFND 2,5,8,13,20 166129 370 30210
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 81434 2153757 SH DFND 2,5,6,8,10,12,13,19,20 1668251 47099 438407
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 20124 719480 SH DFND 2,5,8,13,20 606453 880 112147
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 148624 3913214 SH DFND 2,5,6,8,10,12,13,19,20 3431708 99155 382351
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 9781 272748 SH DFND 2,5,13,20 248221 0 24527
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 147292 3937228 SH DFND 2,5,6,8,10,12,13,19,20 3305702 100048 531478
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 16983 14400000 SH DFND 2,5 14400000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35568 31727000 SH DFND 2,5 31727000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 16562 1023597 SH DFND 2,5,8,20 891645 0 131952
LIBERTY PPTY TR SH BEN INT 531172104 496141 9835157 SH DFND 2,5,6,8,10,11,12,13,19,20 8787638 221661 825858
AMERICAS CAR MART INC COM 03062T105 15253 177191 SH DFND 2,5,8,20 136200 0 40991
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 19811 1597627 SH DFND 2,5,8,20 1355845 3014 238768
LIFE STORAGE INC COM 53223X107 240240 2526711 SH DFND 2,5,6,8,10,11,12,13,19,20 2382007 12761 131943
LIFETIME BRANDS INC COM 53222Q103 1892 199977 SH DFND 2,5,20 164763 0 35214
LIFEVANTAGE CORP COM NEW 53222K205 2149 165535 SH DFND 2,20 165535 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 134350 1176963 SH DFND 2,5,6,8,11,13,20 1111268 448 65247
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 19845 23025000 SH DFND 2,5 23025000 0 0
LILIS ENERGY INC COM NEW 532403201 42 69132 SH DFND 2,20 69132 0 0
LILLY ELI & CO COM 532457108 4181497 37742552 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32740578 1029098 3972876
LIMELIGHT NETWORKS INC COM 53261M104 5990 2218564 SH DFND 2,5,8,20 1900857 0 317707
LIMONEIRA CO COM 532746104 5547 278184 SH DFND 2,5,20 232308 0 45876
AMERICOLD RLTY TR COM 03064D108 153186 4699241 SH DFND 2,5,8,10,20 4275369 50700 373172
LINCOLN EDL SVCS CORP COM 533535100 27 11584 SH DFND 20 11584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 304441 3677520 SH DFND 2,5,6,8,11,13,19,20 3593252 595 83673
LINCOLN NATL CORP IND COM 534187109 618162 9591345 SH DFND 2,5,6,8,10,11,12,13,19,20 8489892 226473 874980
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9064 504962 SH DFND 2,5,8,20 416230 0 88732
LINDE PLC SHS G5494J103 4446970 22146267 SH DFND 2,5,6,8,10,11,12,13,19,20 19916118 165610 2064539
LINDSAY CORP COM 535555106 26384 320932 SH DFND 2,5,8,20 284845 400 35687
LINE CORP SPONSORED ADR 53567X101 257 9150 SH DFND 2 9150 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 8548 697822 SH DFND 2,5,8,20 628757 1200 67865
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 14327 1234062 SH DFND 2,5,8,13,20 1107420 612 126030
LIPOCINE INC NEW COM 53630X104 24 12400 SH DFND 20 12400 0 0
AMERIPRISE FINL INC COM 03076C106 894593 6162807 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5435460 156679 570668
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1284 160438 SH DFND 2,20 138883 0 21555
LIQUIDITY SERVICES INC COM 53635B107 4113 675332 SH DFND 2,5,20 604436 0 70896
LITHIA MTRS INC CL A 536797103 83369 701879 SH DFND 2,5,8,20 629650 435 71794
LITTELFUSE INC COM 537008104 111325 629277 SH DFND 2,5,6,8,11,13,19,20 564031 349 64897
LIVANOVA PLC SHS G5509L101 117492 1632738 SH DFND 2,5,6,8,11,13,19,20 1473794 476 158468
LIVE NATION ENTERTAINMENT IN COM 538034109 301537 4551502 SH DFND 2,5,6,8,10,11,12,13,19,20 4122794 70976 357732
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20274 17025000 SH DFND 2,5 17025000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 11253 656157 SH DFND 2,5,8,20 577088 0 79069
LIVENT CORP COM 53814L108 29977 4331892 SH DFND 2,5,8,20 3895631 0 436261
LIVEPERSON INC COM 538146101 49853 1777915 SH DFND 2,5,8,20 1576816 1936 199163
AMERIS BANCORP COM 03076K108 72585 1847635 SH DFND 2,5,8,20 1675048 0 172587
LIVERAMP HLDGS INC COM 53815P108 107882 2225295 SH DFND 2,5,6,8,11,13,20 2002839 365 222091
LIVEXLIVE MEDIA INC COM NEW 53839L208 1796 432694 SH DFND 2,20 355040 0 77654
LKQ CORP COM 501889208 362130 13608776 SH DFND 2,5,6,8,10,11,12,13,19,20 11649801 218520 1740455
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 51 17941 SH DFND 20 17941 0 0
LOCKHEED MARTIN CORP COM 539830109 16034793 44107368 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10476634 32973160 657574
LOEWS CORP COM 540424108 727544 13307923 SH DFND 2,5,6,8,10,11,12,13,19,20 11674146 292319 1341458
LOGICBIO THERAPEUTICS INC COM 54142F102 1559 119925 SH DFND 2,20 104157 0 15768
LOGITECH INTL S A SHS H50430232 273 6867 SH DFND 2 6867 0 0
LOGMEIN INC COM 54142L109 97153 1318581 SH DFND 2,5,6,8,11,13,19,20 1196862 829 120890
LOMA NEGRA CORP SPONSORED ADS 54150E104 1706 145800 SH DFND 5,20 145800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 35854 2235269 SH DFND 2,5,8,12,20 2004429 15330 215510
AMERISAFE INC COM 03071H100 43119 676162 SH DFND 2,5,8,20 541034 500 134628
LONESTAR RES US INC CL A VTG 54240F103 26 11500 SH DFND 20 11500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 9623 278854 SH DFND 2,5,8,20 238690 562 39602
LOUISIANA PAC CORP COM 546347105 105771 4033989 SH DFND 2,5,6,8,11,13,19,20 3614777 2053 417159
LOVESAC COMPANY COM 54738L109 2874 92516 SH DFND 2,5,20 80754 0 11762
LOWES COS INC COM 548661107 3531765 34999159 SH DFND 1,2,5,6,8,10,11,12,13,19,20 31203378 592734 3203047
LPL FINL HLDGS INC COM 50212V100 93853 1150579 SH DFND 2,5,8,13,20 1033248 6500 110831
LRAD CORP COM 50213V109 44 13450 SH DFND 20 13450 0 0
LSB INDS INC COM 502160104 2134 547167 SH DFND 2,5,20 491127 0 56040
LSC COMMUNICATIONS INC COM 50218P107 3329 906976 SH DFND 2,5,20 817438 0 89538
LSI INDS INC COM 50216C108 162 44444 SH DFND 2,20 44444 0 0
AMERISOURCEBERGEN CORP COM 03073E105 615018 7213444 SH DFND 2,5,6,8,10,11,12,13,19,20 6219059 108240 886145
LTC PPTYS INC COM 502175102 110419 2418279 SH DFND 2,5,8,10,20 2228746 10827 178706
LULULEMON ATHLETICA INC COM 550021109 491831 2729208 SH DFND 2,5,6,8,10,12,13,19,20 2182241 171140 375827
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 9419 815458 SH DFND 2,5,8,20 731794 900 82764
LUMENTUM HLDGS INC COM 55024U109 135007 2527746 SH DFND 2,5,6,8,11,13,19,20 2248874 1471 277401
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 15228 13025000 SH DFND 2,5 13025000 0 0
LUMINEX CORP DEL COM 55027E102 25756 1244297 SH DFND 2,5,8,20 1102878 2378 139041
LUNA INNOVATIONS COM 550351100 51 11302 SH DFND 20 11302 0 0
LUTHER BURBANK CORP COM 550550107 3725 342027 SH DFND 2,20 278861 0 63166
LUXFER HOLDINGS PLC SHS G5698W116 9715 396202 SH DFND 2,5,20 396202 0 0
LYDALL INC DEL COM 550819106 11755 581952 SH DFND 2,5,8,20 448523 0 133429
AMES NATL CORP COM 031001100 4719 174136 SH DFND 2,5,20 148433 0 25703
LYFT INC CL A COM 55087P104 52406 797530 SH DFND 2,6,20 797530 0 0
LYON WILLIAM HOMES CL A NEW 552074700 19811 1086712 SH DFND 2,5,8,20 978050 0 108662
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1214767 14103881 SH DFND 2,5,6,8,10,11,12,13,19,20 12084823 577890 1441168
M & T BK CORP COM 55261F104 1130945 6649880 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5892440 106806 650634
M D C HLDGS INC COM 552676108 55215 1684414 SH DFND 2,5,8,20 1532102 0 152312
M/I HOMES INC COM 55305B101 27151 951343 SH DFND 2,5,8,20 867233 0 84110
MACATAWA BK CORP COM 554225102 5636 549312 SH DFND 2,5,20 468093 0 81219
MACERICH CO COM 554382101 292792 8742667 SH DFND 2,5,6,8,10,11,12,13,19,20 7813693 97894 831080
MACK CALI RLTY CORP COM 554489104 118991 5109096 SH DFND 2,5,6,8,10,11,13,20 4692543 25428 391125
MACKINAC FINL CORP COM 554571109 1893 119634 SH DFND 2,20 108006 0 11628
AMETEK INC NEW COM 031100100 829586 9132387 SH DFND 2,5,6,8,10,11,12,13,19,20 8151927 157662 822798
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 19841 1311390 SH DFND 2,5,8,20 1163972 527 146891
MACQUARIE INFRASTRUCTURE COR COM 55608B105 74175 1829686 SH DFND 2,5,8,12,13,20 1731656 2100 95930
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10191 11400000 SH DFND 2,5 11400000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 1593 1575000 SH DFND 5 1575000 0 0
MACROGENICS INC COM 556099109 44527 2623875 SH DFND 2,5,8,20 2467050 0 156825
MACYS INC COM 55616P104 355207 16271213 SH DFND 2,5,6,8,10,11,12,13,19,20 14354240 325729 1591244
MADDEN STEVEN LTD COM 556269108 83703 2465470 SH DFND 2,5,8,19,20 2190270 430 274770
MADISON SQUARE GARDEN CO NEW CL A 55825T103 65414 233673 SH DFND 2,5,8,13,20 211092 216 22365
MADRIGAL PHARMACEUTICALS INC COM 558868105 64746 617746 SH DFND 2,5,8,19,20 593014 0 24732
MAGELLAN HEALTH INC COM NEW 559079207 63838 860002 SH DFND 2,5,8,12,20 778933 98 80971
AMGEN INC COM 031162100 4916985 26682139 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23312477 693627 2676035
MAGENTA THERAPEUTICS INC COM 55910K108 4082 276715 SH DFND 2,5,20 268915 0 7800
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 526 50809 SH DFND 2 50809 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 33425 2886423 SH DFND 2,5,20 2886423 0 0
MAGYAR BANCORP INC COM 55977T109 421 34772 SH DFND 20 0 0 34772
MAIDEN HOLDINGS LTD SHS G5753U112 38 59684 SH DFND 5,20 59684 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 898 73499 SH DFND 2,20 73499 0 0
MAJESCO COM 56068V102 830 89112 SH DFND 2,20 75472 0 13640
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1484 59834 SH DFND 2 59834 0 0
MALIBU BOATS INC COM CL A 56117J100 17092 439951 SH DFND 2,5,8,20 351548 0 88403
MALLINCKRODT PUB LTD CO SHS G5785G107 34081 3712554 SH DFND 2,5,6,8,11,12,13,20 3425806 5147 281601
AMICUS THERAPEUTICS INC COM 03152W109 122279 9797979 SH DFND 2,5,8,13,20 9037219 3500 757260
MALVERN BANCORP INC COM 561409103 2519 114445 SH DFND 2,20 78693 0 35752
MAMMOTH ENERGY SVCS INC COM 56155L108 1683 244609 SH DFND 2,5,20 208169 0 36440
MANCHESTER UTD PLC NEW ORD CL A G5784H106 405 22374 SH DFND 2 22374 0 0
MANHATTAN ASSOCS INC COM 562750109 114356 1649448 SH DFND 2,5,6,8,11,13,19,20 1563744 900 84804
MANITEX INTL INC COM 563420108 111 18146 SH DFND 2,20 18146 0 0
MANITOWOC CO INC COM NEW 563571405 12617 708836 SH DFND 2,5,8,20 595615 1196 112025
MANNKIND CORP COM NEW 56400P706 3591 3122523 SH DFND 2,5,20 2581603 0 540920
MANPOWERGROUP INC COM 56418H100 273551 2831792 SH DFND 2,5,6,8,10,11,12,13,19,20 2242712 91294 497786
MANTECH INTL CORP CL A 564563104 57484 872950 SH DFND 2,5,8,20 782619 707 89624
MANULIFE FINL CORP COM 56501R106 424 23325 SH DFND 20 153 23172 0
AMKOR TECHNOLOGY INC COM 031652100 17784 2383955 SH DFND 2,5,8,20 2018565 5032 360358
MARATHON OIL CORP COM 565849106 608074 42792006 SH DFND 1,2,5,6,8,10,11,12,13,19,20 38761117 628964 3401925
MARATHON PETE CORP COM 56585A102 1833287 32807564 SH DFND 1,2,5,6,8,10,11,12,13,19,20 29703317 583156 2521091
MARCHEX INC CL B 56624R108 2178 463310 SH DFND 2,20 463310 0 0
MARCUS & MILLICHAP INC COM 566324109 18795 609236 SH DFND 2,5,8,20 525798 0 83438
MARCUS CORP COM 566330106 20346 617303 SH DFND 2,5,8,20 538168 1684 77451
MARINE PRODS CORP COM 568427108 2339 151487 SH DFND 2,20 130100 0 21387
MARINEMAX INC COM 567908108 12694 772167 SH DFND 2,5,8,20 695589 0 76578
MARINUS PHARMACEUTICALS INC COM 56854Q101 3685 888008 SH DFND 2,5,20 704407 0 183601
MARKEL CORP COM 570535104 372224 341615 SH DFND 2,5,6,8,10,12,13,19,20 302445 7472 31698
MARKER THERAPEUTICS INC COM 57055L107 3941 497578 SH DFND 2,20 497578 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 78104 1439699 SH DFND 2,5,8,20 1238142 205 201352
MARKETAXESS HLDGS INC COM 57060D108 515787 1604715 SH DFND 2,5,6,8,10,11,12,13,19,20 1566628 600 37487
MARLIN BUSINESS SVCS CORP COM 571157106 4571 183351 SH DFND 2,5,20 153528 0 29823
MARRIOTT INTL INC NEW CL A 571903202 1658277 11820353 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10568018 165755 1086580
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 127578 1323424 SH DFND 1,2,5,6,8,11,13,20 1180146 515 142763
MARRONE BIO INNOVATIONS INC COM 57165B106 1169 779620 SH DFND 2,20 579320 0 200300
MARSH & MCLENNAN COS INC COM 571748102 2341539 23474076 SH DFND 2,5,6,8,10,11,12,13,19,20 20442799 522062 2509215
MARTEN TRANS LTD COM 573075108 23169 1276555 SH DFND 2,5,8,20 1087704 0 188851
MARTIN MARIETTA MATLS INC COM 573284106 599308 2604442 SH DFND 2,5,6,8,10,11,12,13,19,20 2343577 33296 227569
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 337574 14142202 SH DFND 2,5,6,8,10,12,13,19,20 11552644 418140 2171418
MASCO CORP COM 574599106 509426 12982305 SH DFND 2,5,6,8,10,11,12,13,19,20 11587863 218937 1175505
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 15278 2130847 SH DFND 2,5,8,20 1839649 2533 288665
MASIMO CORP COM 574795100 186491 1253131 SH DFND 2,5,6,8,11,13,19,20 1166281 744 86106
MASONITE INTL CORP NEW COM 575385109 28697 544737 SH DFND 2,5,8,20 452469 200 92068
MASTEC INC COM 576323109 101163 1963188 SH DFND 2,5,6,8,11,13,20 1759460 487 203241
MASTERCARD INC CL A 57636Q104 9757409 36885830 SH DFND 2,5,6,8,10,11,12,13,19,20 32155620 1121005 3609205
MASTERCRAFT BOAT HLDGS INC COM 57637H103 7980 407372 SH DFND 2,5,8,20 311972 0 95400
MATADOR RES CO COM 576485205 110213 5543890 SH DFND 2,5,6,11,20 5191793 2200 349897
MATCH GROUP INC COM 57665R106 42716 634987 SH DFND 2,5,10,20 597852 0 37135
MATERIALISE NV SPONSORED ADS 57667T100 1577 80801 SH DFND 1,2 80801 0 0
MATERION CORP COM 576690101 52948 780823 SH DFND 2,5,8,20 693743 1087 85993
MATRIX SVC CO COM 576853105 17249 851361 SH DFND 2,5,6,8,20 757154 1000 93207
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 23050 1091905 SH DFND 2,5,8,20 966306 0 125599
MATSON INC COM 57686G105 48597 1250876 SH DFND 2,5,8,20 1094547 0 156329
MATTEL INC COM 577081102 108385 9668634 SH DFND 2,5,6,8,11,12,13,20 8439820 10370 1218444
MATTHEWS INTL CORP CL A 577128101 32249 925353 SH DFND 2,5,8,20 824295 71 100987
MAUI LD & PINEAPPLE INC COM 577345101 917 89153 SH DFND 2,20 74247 0 14906
MAXAR TECHNOLOGIES INC COM 57778K105 8019 1025431 SH DFND 2,5,13,20 1025431 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 681282 11388861 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9966973 328960 1092928
MAXIMUS INC COM 577933104 150422 2073640 SH DFND 2,5,6,8,11,13,19,20 1853419 1410 218811
MAXLINEAR INC COM 57776J100 48501 2069140 SH DFND 2,5,8,20 1855691 500 212949
MAYVILLE ENGINEERING CO INC COM 578605107 516 63821 SH DFND 2,20 63821 0 0
MBIA INC COM 55262C100 18292 1964717 SH DFND 2,5,8,12,20 1677247 5003 282467
ABIOMED INC COM 003654100 491824 1888073 SH DFND 2,5,6,8,10,11,12,13,19,20 1693583 29307 165183
AMPHENOL CORP NEW CL A 032095101 1222079 12708460 SH DFND 2,5,6,8,10,11,12,13,19,20 11070509 311219 1326732
MBT FINL CORP COM 578877102 2223 221852 SH DFND 2,13,20 150901 0 70951
MCCORMICK & CO INC COM NON VTG 579780206 1042430 6724920 SH DFND 2,5,6,8,10,11,12,13,19,20 5862855 89278 772787
MCDERMOTT INTL INC COM 580037703 66468 6880796 SH DFND 2,5,6,8,11,12,13,20 6294903 4007 581886
MCDONALDS CORP COM 580135101 8210765 39539463 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30421794 498008 8619661
MCEWEN MNG INC COM 58039P107 6948 3970308 SH DFND 2,5,8,20 3887658 0 82650
MCGRATH RENTCORP COM 580589109 33799 543829 SH DFND 2,5,8,20 465842 1067 76920
MCKESSON CORP COM 58155Q103 1190311 8832074 SH DFND 2,5,6,8,10,11,12,13,19,20 7724674 143219 964181
MDC PARTNERS INC CL A SUB VTG 552697104 2326 923172 SH DFND 2,5,20 765836 0 157336
MDU RES GROUP INC COM 552690109 397428 15286136 SH DFND 2,5,6,11,12,13,19,20 15052596 3190 230350
MECHEL PAO SPONSORED ADR NE 583840608 1374 657649 SH DFND 2,5,20 653049 4600 0
AMPIO PHARMACEUTICALS INC COM 03209T109 18 46838 SH DFND 20 46838 0 0
MEDALLION FINL CORP COM 583928106 1603 237795 SH DFND 2,20 237795 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 293263 16591277 SH DFND 2,5,6,8,10,11,13,19,20 15393898 107200 1090179
MEDICINES CO COM 584688105 132603 3635939 SH DFND 2,5,8,13,20 3401927 400 233612
MEDICINES CO NOTE 2.500% 1/1 584688AE5 13932 11480000 SH DFND 2,5 11480000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 13088 13250000 SH DFND 2,5 13250000 0 0
MEDICINOVA INC COM NEW 58468P206 6698 695530 SH DFND 2,5,20 582684 0 112846
MEDIDATA SOLUTIONS INC COM 58471A105 140041 1547238 SH DFND 2,5,6,8,11,13,19,20 1409232 500 137506
MEDIFAST INC COM 58470H101 45197 350238 SH DFND 2,5,8,20 308288 4818 37132
MEDNAX INC COM 58502B106 63560 2519224 SH DFND 2,5,6,8,11,12,13,20 2226469 2892 289863
MEDPACE HLDGS INC COM 58506Q109 51662 789704 SH DFND 2,5,8,20 681110 0 108594
AMYRIS INC COM NEW 03236M200 2260 634795 SH DFND 2,20 522610 0 112185
MEDTRONIC PLC SHS G5960L103 5618575 57691503 SH DFND 2,5,6,8,10,11,12,13,19,20 51261693 995500 5434310
MEET GROUP INC COM 58513U101 5064 1455087 SH DFND 2,5,20 1268286 0 186801
MEI PHARMA INC COM NEW 55279B202 2286 914210 SH DFND 2,20 914210 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 7169 266720 SH DFND 2,5,8,20 235920 0 30800
MELCO RESORTS AND ENTMT LTD ADR 585464100 96421 4439272 SH DFND 1,2,5,6,8,10,12,13,19,20 3528454 334125 576693
MELINTA THERAPEUTICS INC COM NEW 58549G209 68 10201 SH DFND 20 10201 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 13034 117771 SH DFND 2,5,8,10,13,20 103829 1100 12842
MENLO THERAPEUTICS INC COM 586858102 1249 208522 SH DFND 2,20 182186 0 26336
MERCADOLIBRE INC COM 58733R102 280520 458538 SH DFND 2,5,6,8,10,12,13,19,20 361753 23181 73604
MERCANTILE BANK CORP COM 587376104 11146 342097 SH DFND 2,5,20 295156 0 46941
ANADARKO PETE CORP COM 032511107 1698858 24076782 SH DFND 1,2,5,6,8,10,11,12,13,19,20 21568415 361056 2147311
MERCER INTL INC COM 588056101 8037 514949 SH DFND 2,5,8,20 494602 0 20347
MERCHANTS BANCORP IND COM 58844R108 4442 259764 SH DFND 2,5,20 210214 0 49550
MERCK & CO INC COM 58933Y105 9833920 116524116 SH DFND 1,2,5,6,8,10,11,12,13,19,20 98382398 2012251 16129467
MERCURY GENL CORP NEW COM 589400100 66549 1064787 SH DFND 2,5,6,8,11,12,13,20 1021740 6634 36413
MERCURY SYS INC COM 589378108 173009 2459256 SH DFND 2,5,8,13,20 2280436 399 178421
MEREDITH CORP COM 589433101 287957 5229874 SH DFND 2,5,6,8,11,20 5101202 3662 125010
MEREO BIOPHARMA GROUP PLC ADS 589492107 40 16516 SH DFND 1 16516 0 0
MERIDIAN BANCORP INC MD COM 58958U103 19498 1085654 SH DFND 2,5,6,8,20 935334 0 150320
MERIDIAN BIOSCIENCE INC COM 589584101 19694 1657732 SH DFND 2,5,8,20 1529534 500 127698
MERIT MED SYS INC COM 589889104 103794 1742675 SH DFND 2,5,8,20 1538578 372 203725
ANALOG DEVICES INC COM 032654105 1667873 14776939 SH DFND 2,5,6,8,10,11,12,13,19,20 13136399 275344 1365196
MERITAGE HOMES CORP COM 59001A102 61077 1189648 SH DFND 2,5,8,12,20 1066603 1564 121481
MERITOR INC COM 59001K100 40524 1671077 SH DFND 2,5,8,20 1411390 303 259384
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 68 11185 SH DFND 20 11185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 2179 537903 SH DFND 2,13,20 426633 0 111270
MESA AIR GROUP INC COM NEW 590479135 2442 267174 SH DFND 2,20 211774 0 55400
MESA LABS INC COM 59064R109 34357 140610 SH DFND 2,5,8,20 130840 0 9770
META FINL GROUP INC COM 59100U108 25210 897324 SH DFND 2,5,8,20 781653 0 115671
METHANEX CORP COM 59151K108 357 7855 SH DFND 5,8,20 7855 0 0
METHODE ELECTRS INC COM 591520200 33360 1167660 SH DFND 2,5,8,20 994611 1308 171741
METLIFE INC COM 59156R108 2269546 45692497 SH DFND 2,5,6,8,10,11,12,13,19,20 38060787 600696 7031014
ANAPLAN INC COM 03272L108 45634 904182 SH DFND 2,5,20 843980 0 60202
METROPOLITAN BK HLDG CORP COM 591774104 4722 107318 SH DFND 2,5,20 88565 0 18753
METTLER TOLEDO INTERNATIONAL COM 592688105 890836 1060519 SH DFND 2,5,6,8,10,11,12,13,19,20 928171 27345 105003
MFA FINL INC COM 55272X102 59542 8065498 SH DFND 2,5,8,12,13,20 7343741 10663 711094
MGE ENERGY INC COM 55277P104 58049 794322 SH DFND 2,5,8,13,20 680894 148 113280
MGIC INVT CORP WIS COM 552848103 88643 6746011 SH DFND 1,2,5,8,12,13,20 6393303 9270 343438
MGM GROWTH PPTYS LLC CL A COM 55303A105 7105 228387 SH DFND 2,5,8,20 173097 0 55290
MGM RESORTS INTERNATIONAL COM 552953101 590593 20671780 SH DFND 2,5,6,8,10,12,13,19,20 18622161 278536 1771083
MGP INGREDIENTS INC NEW COM 55303J106 30291 456809 SH DFND 2,5,8,20 327964 0 128845
MICHAELS COS INC COM 59408Q106 28591 3286335 SH DFND 2,5,6,8,11,12,13,20 3149787 2800 133748
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 46406 1771896 SH DFND 1,2,5,6,8,10,12,13,20 1771896 0 0
ANAPTYSBIO INC COM 032724106 54022 957499 SH DFND 2,5,8,20 881948 0 75551
MICROCHIP TECHNOLOGY INC COM 595017104 818810 9444173 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8361780 171413 910980
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 92897 52530000 SH DFND 2,5 52530000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 74342 62475000 SH DFND 2,5 62475000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 25973 21935000 SH DFND 2,5 21935000 0 0
MICRON TECHNOLOGY INC COM 595112103 1826040 47318998 SH DFND 2,5,6,8,10,11,12,13,19,20 41214025 1266702 4838271
MICROSOFT CORP COM 594918104 41942690 313098610 SH DFND 1,2,5,6,8,10,11,12,13,19,20 269936831 7422481 35739298
MICROSTRATEGY INC CL A NEW 594972408 38598 269333 SH DFND 2,5,8,20 241208 373 27752
MICROVISION INC DEL COM NEW 594960304 26 32402 SH DFND 20 32402 0 0
MID AMER APT CMNTYS INC COM 59522J103 970520 8241505 SH DFND 2,5,6,8,10,11,12,13,19,20 7534839 94482 612184
MID PENN BANCORP INC COM 59540G107 2182 87472 SH DFND 2,20 74079 0 13393
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 2138 634282 SH DFND 2,20 634282 0 0
MIDDLEBY CORP COM 596278101 156121 1150489 SH DFND 2,5,6,8,10,12,13,19,20 949921 36453 164115
MIDDLESEX WATER CO COM 596680108 20008 337691 SH DFND 2,5,8,20 286377 600 50714
MIDLAND STS BANCORP INC ILL COM 597742105 13066 488998 SH DFND 2,5,8,20 394284 0 94714
MIDSOUTH BANCORP INC COM 598039105 3280 276625 SH DFND 2,5,20 196398 0 80227
MIDSTATES PETE CO INC COM PAR 59804T407 1470 249633 SH DFND 2,20 219240 0 30393
MIDWESTONE FINL GROUP INC NE COM 598511103 5517 197329 SH DFND 2,5,20 156706 0 40623
MILACRON HLDGS CORP COM 59870L106 18923 1371208 SH DFND 2,5,8,20 1147131 0 224077
MILLENDO THERAPEUTICS INC COM 60040X103 1347 116525 SH DFND 2,20 116525 0 0
MILLER HERMAN INC COM 600544100 85640 1907585 SH DFND 2,5,6,8,11,19,20 1693580 2047 211958
MILLER INDS INC TENN COM NEW 600551204 6575 213817 SH DFND 2,5,20 179034 0 34783
ANDERSONS INC COM 034164103 23429 855070 SH DFND 2,5,8,20 752883 1437 100750
MIMECAST LTD ORD SHS G14838109 5007 107183 SH DFND 2,5,8,20 103883 0 3300
MINERALS TECHNOLOGIES INC COM 603158106 61060 1141104 SH DFND 2,5,6,8,11,20 1005019 914 135171
MINERVA NEUROSCIENCES INC COM 603380106 3115 553352 SH DFND 2,5,20 474770 0 78582
MIRAGEN THERAPEUTICS INC COM 60463E103 25 12400 SH DFND 20 12400 0 0
MIRATI THERAPEUTICS INC COM 60468T105 117639 1142123 SH DFND 2,5,8,13,20 1063659 0 78464
MISONIX INC COM 604871103 2752 108278 SH DFND 2,20 108278 0 0
MISTRAS GROUP INC COM 60649T107 4967 345636 SH DFND 2,5,8,20 293134 1600 50902
MITEK SYS INC COM NEW 606710200 6491 653057 SH DFND 2,5,8,20 557810 0 95247
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 121 25536 SH DFND 20 25536 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 128 44519 SH DFND 20 44519 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 3720 285959 SH DFND 2,5,8,20 278559 0 7400
MKS INSTRUMENT INC COM 55306N104 106461 1366808 SH DFND 2,5,6,8,11,13,19,20 1303349 901 62558
MMA CAPITAL HOLDINGS INC COM 55315D105 1751 52301 SH DFND 2,20 52301 0 0
MOBILE MINI INC COM 60740F105 38904 1278462 SH DFND 2,5,8,20 1134511 248 143703
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 120168 12907383 SH DFND 2,5,8,10,12,13,19,20 10141084 427393 2338906
MOBILEIRON INC COM NEW 60739U204 13142 2119635 SH DFND 2,5,8,20 1826094 0 293541
MODEL N INC COM 607525102 13131 673360 SH DFND 2,5,8,20 569140 0 104220
MODERNA INC COM 60770K107 4537 309875 SH DFND 2,20 309875 0 0
MODINE MFG CO COM 607828100 15012 1049052 SH DFND 2,5,8,20 829060 2378 217614
MOELIS & CO CL A 60786M105 35390 1012583 SH DFND 2,5,8,20 861579 0 151004
MOHAWK INDS INC COM 608190104 414632 2811633 SH DFND 2,5,6,8,10,11,12,13,19,20 2543006 40466 228161
ABM INDS INC COM 000957100 254399 6359977 SH DFND 2,5,8,20 6143154 1976 214847
ANGIODYNAMICS INC COM 03475V101 27600 1401702 SH DFND 2,5,8,20 1271910 0 129792
MOLECULAR TEMPLATES INC COM 608550109 1829 218995 SH DFND 2,20 192095 0 26900
MOLINA HEALTHCARE INC COM 60855R100 218125 1523857 SH DFND 2,5,6,8,11,12,13,20 1441635 700 81522
MOLSON COORS BREWING CO CL B 60871R209 478615 8546688 SH DFND 2,5,6,8,10,12,13,19,20 7628305 134547 783836
MOMENTA PHARMACEUTICALS INC COM 60877T100 46625 3744948 SH DFND 2,5,8,20 3439392 0 305556
MOMO INC ADR 60879B107 110005 3072755 SH DFND 1,2,5,8,10,11,12,13,19,20 2473969 75900 522886
MONARCH CASINO & RESORT INC COM 609027107 14583 341199 SH DFND 2,5,8,20 309769 0 31430
MONDELEZ INTL INC CL A 609207105 3516713 64934641 SH DFND 2,5,6,8,10,11,12,13,19,20 57939089 1055769 5939783
MONEYGRAM INTL INC COM NEW 60935Y208 135 54772 SH DFND 2,20 54772 0 0
MONGODB INC CL A 60937P106 89273 586972 SH DFND 2,5,6,8,10,12,13,19,20 586972 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 43991 3246576 SH DFND 2,5,8,10,20 2829718 27605 389253
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3735 209692 SH DFND 1,5,8,20 209692 0 0
MONOLITHIC PWR SYS INC COM 609839105 143318 1052453 SH DFND 2,5,6,8,11,13,19,20 997739 500 54214
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 21975 1295958 SH DFND 2,5,8,20 1156167 1500 138291
MONRO INC COM 610236101 86593 1015158 SH DFND 2,5,8,20 876767 129 138262
MONSTER BEVERAGE CORP NEW COM 61174X109 1126034 17641133 SH DFND 2,5,6,8,10,11,12,13,19,20 15473136 427398 1740599
MONTAGE RES CORP COM 61179L100 2120 347614 SH DFND 2,5,20 347614 0 0
MOODYS CORP COM 615369105 1409611 7217302 SH DFND 2,5,6,8,10,11,12,13,19,20 6463245 94766 659291
MOOG INC CL A 615394202 127563 1362711 SH DFND 2,5,8,13,19,20 1254494 288 107929
MORGAN STANLEY COM NEW 617446448 5316177 121346201 SH DFND 2,5,6,8,10,11,12,13,19,20 49926501 65380953 6038747
MORNINGSTAR INC COM 617700109 39574 273601 SH DFND 2,5,8,19,20 249298 126 24177
MOSAIC CO NEW COM 61945C103 490134 19581847 SH DFND 2,5,6,8,10,11,12,13,19,20 17219266 240939 2121642
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1725 19486 SH DFND 1,20 19486 0 0
MOTORCAR PTS AMER INC COM 620071100 11520 538077 SH DFND 2,5,8,20 476953 1500 59624
MOTOROLA SOLUTIONS INC COM NEW 620076307 1262453 7546612 SH DFND 2,5,6,8,10,11,12,13,19,20 6393488 185734 967390
MOVADO GROUP INC COM 624580106 12554 464962 SH DFND 2,5,8,20 416048 1300 47614
MR COOPER GROUP INC COM 62482R107 11685 1458756 SH DFND 2,5,8,20 1216024 0 242732
MRC GLOBAL INC COM 55345K103 30078 1756898 SH DFND 2,5,8,20 1481455 3600 271843
MSA SAFETY INC COM 553498106 248675 2359572 SH DFND 2,5,6,8,11,13,19,20 2147091 326 212155
MSC INDL DIRECT INC CL A 553530106 84844 1142521 SH DFND 2,5,6,8,11,13,19,20 1085823 748 55950
MSCI INC COM 55354G100 939547 3934618 SH DFND 2,5,6,8,10,11,12,13,19,20 3498101 62613 373904
MSG NETWORK INC CL A 553573106 26510 1278226 SH DFND 2,5,8,20 1088142 1848 188236
MTS SYS CORP COM 553777103 30364 516159 SH DFND 2,5,8,20 459696 561 55902
ANI PHARMACEUTICALS INC COM 00182C103 23736 288765 SH DFND 2,5,8,20 257492 0 31273
MUELLER INDS INC COM 624756102 54606 1865612 SH DFND 2,5,8,19,20 1502468 2118 361026
MUELLER WTR PRODS INC COM SER A 624758108 32816 3341800 SH DFND 2,5,8,20 2835243 4315 502242
MULTI COLOR CORP COM 625383104 20091 402064 SH DFND 2,5,8,20 357794 0 44270
MURPHY OIL CORP COM 626717102 142805 5793296 SH DFND 2,5,6,8,11,12,13,19,20 5575052 5029 213215
MURPHY USA INC COM 626755102 97953 1165694 SH DFND 2,5,6,8,11,12,13,20 972841 669 192184
MUSTANG BIO INC COM 62818Q104 1174 318998 SH DFND 2,20 267925 0 51073
MUTUALFIRST FINL INC COM 62845B104 4952 145480 SH DFND 2,5,20 77238 0 68242
MVB FINANCIAL CORP COM 553810102 1988 117231 SH DFND 2,20 94614 0 22617
MYERS INDS INC COM 628464109 19359 997862 SH DFND 2,5,8,20 884956 0 112906
MYLAN N V SHS EURO N59465109 426731 22412351 SH DFND 2,5,6,8,10,11,12,13,19,20 20059982 358396 1993973
ANIKA THERAPEUTICS INC COM 035255108 31907 785495 SH DFND 2,5,8,20 742104 0 43391
MYOKARDIA INC COM 62857M105 49503 987300 SH DFND 2,5,8,20 843156 0 144144
MYOVANT SCIENCES LTD COM G637AM102 305 33700 SH DFND 5,20 33400 0 300
MYR GROUP INC DEL COM 55405W104 18045 483137 SH DFND 2,5,8,20 431188 0 51949
MYRIAD GENETICS INC COM 62855J104 114517 4122289 SH DFND 2,5,8,19,20 3896802 1182 224305
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 12760 17800000 SH DFND 2,5 17800000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 43514 14967931 SH DFND 2,5,8,12,13,20 14461121 4258 502552
NACCO INDS INC CL A 629579103 4007 77140 SH DFND 2,5,20 64478 0 12662
NAM TAI PPTY INC SHS G63907102 723 74157 SH DFND 2,5,20 74157 0 0
NANOMETRICS INC COM 630077105 23153 667054 SH DFND 2,5,8,20 592394 1700 72960
NANOSTRING TECHNOLOGIES INC COM 63009R109 19483 641949 SH DFND 2,5,8,20 541518 0 100431
ANIXTER INTL INC COM 035290105 55331 926662 SH DFND 2,5,8,12,20 827869 143 98650
NANOVIRICIDES INC COM NEW 630087203 3 13538 SH DFND 20 13538 0 0
NANTHEALTH INC COM 630104107 5 10100 SH DFND 20 10100 0 0
NANTKWEST INC COM 63016Q102 22 21381 SH DFND 2,20 21381 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 6554 220828 SH DFND 2,5,20 189661 0 31167
NASDAQ INC COM 631103108 498261 5181041 SH DFND 2,5,6,8,10,11,12,13,19,20 4610029 81249 489763
NATERA INC COM 632307104 54346 1970480 SH DFND 2,5,8,20 1793964 0 176516
NATHANS FAMOUS INC NEW COM 632347100 4002 51232 SH DFND 2,20 42822 0 8410
NATIONAL BANKSHARES INC VA COM 634865109 5321 136675 SH DFND 2,5,20 115864 0 20811
NATIONAL BEVERAGE CORP COM 635017106 10835 242764 SH DFND 2,5,8,20 206527 0 36237
NATIONAL BK HLDGS CORP CL A 633707104 34169 941307 SH DFND 2,5,8,20 837761 0 103546
ANNALY CAP MGMT INC COM 035710409 408977 43634603 SH DFND 2,5,6,8,10,12,13,19,20 32798201 776766 10059636
NATIONAL CINEMEDIA INC COM 635309107 11204 1707998 SH DFND 2,5,8,20 1464670 2300 241028
NATIONAL ENERGY SERVICES REU SHS G6375R107 2546 292642 SH DFND 2,20 292642 0 0
NATIONAL FUEL GAS CO N J COM 636180101 319597 6009837 SH DFND 2,5,6,11,12,13,19,20 5910851 1287 97699
NATIONAL GEN HLDGS CORP COM 636220303 32394 1409754 SH DFND 2,5,8,20 1150602 0 259152
NATIONAL GRID PLC SPONSORED ADR NE 636274409 1520 28425 SH DFND 1,20 28425 0 0
NATIONAL HEALTH INVS INC COM 63633D104 124123 1570218 SH DFND 2,5,8,10,20 1381824 10998 177396
NATIONAL HEALTHCARE CORP COM 635906100 26745 327493 SH DFND 2,5,6,8,20 281430 0 46063
NATIONAL INSTRS CORP COM 636518102 123058 2930654 SH DFND 2,5,6,8,11,13,19,20 2678080 2055 250519
NATIONAL OILWELL VARCO INC COM 637071101 418462 18824182 SH DFND 2,5,6,8,10,11,12,13,19,20 16351834 247622 2224726
NATIONAL PRESTO INDS INC COM 637215104 38271 410235 SH DFND 2,5,20 391921 357 17957
ANSYS INC COM 03662Q105 731771 3572750 SH DFND 2,5,6,8,10,11,12,13,19,20 3072581 114194 385975
NATIONAL RESH CORP COM NEW 637372202 12492 216217 SH DFND 2,5,8,20 182163 0 34054
NATIONAL RETAIL PPTYS INC COM 637417106 764665 14424921 SH DFND 2,5,6,8,10,11,12,13,19,20 13388851 146144 889926
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 88276 3050316 SH DFND 2,5,8,10,20 2790225 14600 245491
NATIONAL VISION HLDGS INC COM 63845R107 44119 1435683 SH DFND 2,5,8,19,20 1218349 0 217334
NATIONAL WESTN LIFE GROUP IN CL A 638517102 12429 48363 SH DFND 2,5,8,20 39610 0 8753
NATURAL GAS SERVICES GROUP COM 63886Q109 4807 291357 SH DFND 2,5,20 203685 0 87672
NATURAL GROCERS BY VITAMIN C COM 63888U108 1847 183794 SH DFND 2,20 155991 0 27803
NATURES SUNSHINE PRODUCTS IN COM 639027101 1604 172627 SH DFND 2,20 143041 0 29586
NATUS MEDICAL INC DEL COM 639050103 32792 1276461 SH DFND 2,5,8,20 1174716 0 101745
NAUTILUS INC COM 63910B102 733 331472 SH DFND 2,20 331472 0 0
ANTARES PHARMA INC COM 036642106 13472 4094721 SH DFND 2,5,8,20 3587290 0 507431
NAVIENT CORPORATION COM 63938C108 83323 6104257 SH DFND 1,2,5,6,8,11,12,13,20 5761961 12827 329469
NAVIGANT CONSULTING INC COM 63935N107 28965 1249022 SH DFND 2,5,8,20 1102878 2630 143514
NAVISTAR INTL CORP NEW COM 63934E108 36081 1047356 SH DFND 2,5,8,13,20 887666 356 159334
NBT BANCORP INC COM 628778102 48286 1287273 SH DFND 2,5,8,20 1146522 323 140428
NCR CORP NEW COM 62886E108 153805 4945502 SH DFND 1,2,5,6,8,11,12,13,19,20 4792680 1952 150870
NCS MULTISTAGE HLDGS INC COM 628877102 672 189411 SH DFND 2,5,20 167426 0 21985
NEENAH INC COM 640079109 36538 540903 SH DFND 2,5,8,20 466118 0 74785
NEKTAR THERAPEUTICS COM 640268108 254131 7142510 SH DFND 2,5,6,8,10,11,12,13,19,20 6405308 103929 633273
NELNET INC CL A 64031N108 23608 398641 SH DFND 2,5,8,20 332584 1060 64997
NEOGEN CORP COM 640491106 102089 1643674 SH DFND 2,5,8,19,20 1478036 613 165025
ANTERO MIDSTREAM CORP COM 03676B102 31662 2762796 SH DFND 2,5,8,19,20 2762796 0 0
NEOGENOMICS INC COM NEW 64049M209 56490 2574740 SH DFND 2,5,8,20 2288656 0 286084
NEON THERAPEUTICS INC COM 64050Y100 915 192934 SH DFND 2,20 149534 0 43400
NEOPHOTONICS CORP COM 64051T100 2581 617493 SH DFND 2,5,20 516696 0 100797
NEOS THERAPEUTICS INC COM 64052L106 57 44481 SH DFND 2,20 44481 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 577 144305 SH DFND 2 144305 0 0
NETAPP INC COM 64110D104 649258 10522828 SH DFND 2,5,6,8,10,11,12,13,19,20 9146393 401118 975317
NETEASE INC SPONSORED ADR 64110W102 409321 1600332 SH DFND 1,2,5,8,10,11,12,13,19,20 1279631 44858 275843
NETFLIX INC COM 64110L106 5963355 16234767 SH DFND 2,5,6,8,10,11,12,13,19,20 14259573 253553 1721641
NETGEAR INC COM 64111Q104 25148 994390 SH DFND 2,5,8,20 860944 96 133350
NETSCOUT SYS INC COM 64115T104 62328 2454821 SH DFND 2,5,6,8,11,13,19,20 2213156 2065 239600
ABRAXAS PETE CORP COM 003830106 2806 2724302 SH DFND 2,5,20 2295745 0 428557
ANTERO RES CORP COM 03674X106 54161 9793995 SH DFND 2,5,12,13,20 9494655 8100 291240
NEUROCRINE BIOSCIENCES INC COM 64125C109 156654 1855431 SH DFND 2,5,8,13,19,20 1733094 3500 118837
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 20923 15825000 SH DFND 2,5 15825000 0 0
NEURONETICS INC COM 64131A105 2584 206519 SH DFND 2,20 172119 0 34400
NEVRO CORP COM 64157F103 48294 744938 SH DFND 2,5,8,20 650511 600 93827
NEW AGE BEVERAGES CORP COM 64157V108 5612 1204286 SH DFND 2,5,20 1204286 0 0
NEW HOME CO INC COM 645370107 162 42200 SH DFND 13,20 26300 0 15900
NEW JERSEY RES COM 646025106 344887 6889994 SH DFND 2,5,6,8,11,13,19,20 6603580 1356 285058
NEW MEDIA INVT GROUP INC COM 64704V106 18120 1919478 SH DFND 2,5,8,20 1734445 476 184557
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 277439 2872630 SH DFND 2,5,8,10,11,12,13,19,20 2272788 78613 521229
NEW RELIC INC COM 64829B100 60799 702798 SH DFND 2,5,8,13,19,20 574629 800 127369
ANTHEM INC COM 036752103 3169423 11230724 SH DFND 2,5,6,8,10,11,12,13,19,20 9833832 314061 1082831
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 15882 14875000 SH DFND 2,5 14875000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 87351 5494755 SH DFND 2,5,8,12,13,20 4957250 6800 530705
NEW SR INVT GROUP INC COM 648691103 12295 1829679 SH DFND 2,5,8,20 1530918 1100 297661
NEW YORK CMNTY BANCORP INC COM 649445103 162134 16245913 SH DFND 2,5,6,8,11,12,13,19,20 14021841 13767 2210305
NEW YORK MTG TR INC COM PAR $.02 649604501 37740 5910981 SH DFND 2,5,8,20 5202348 0 708633
NEW YORK TIMES CO CL A 650111107 114273 3503149 SH DFND 2,5,6,8,11,13,19,20 3355143 1300 146706
NEWATER TECHNOLOGY INC SHS G64335105 68 12535 SH DFND 2 12535 0 0
NEWELL BRANDS INC COM 651229106 291627 18912279 SH DFND 2,5,6,8,10,11,12,13,19,20 16873116 263347 1775816
NEWLINK GENETICS CORP COM 651511107 39 26145 SH DFND 20 26145 0 0
NEWMARK GROUP INC CL A 65158N102 27007 3007415 SH DFND 2,5,8,13,20 2532242 2543 472630
ANTHEM INC NOTE 2.750%10/1 94973VBG1 32364 8236000 SH DFND 2,5 8236000 0 0
NEWMARKET CORP COM 651587107 83826 208143 SH DFND 2,5,6,8,11,13,19,20 198241 183 9719
NEWMONT GOLDCORP CORPORATION COM 651639106 1455400 37832083 SH DFND 1,2,5,6,8,10,11,12,13,19,20 33653289 343765 3835029
NEWPARK RES INC COM PAR $.01NEW 651718504 21024 2833421 SH DFND 2,5,8,20 2537432 4148 291841
NEWS CORP NEW CL A 65249B109 238922 17711072 SH DFND 2,5,6,8,10,11,12,13,19,20 15578544 258073 1874455
NEWS CORP NEW CL B 65249B208 58485 4189469 SH DFND 2,5,6,10,11,12,13,19,20 3827868 1000 360601
NEXA RES S A COM L67359106 687 71589 SH DFND 2,5,20 71589 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 18385 444073 SH DFND 2,5,8,20 364466 0 79607
NEXSTAR MEDIA GROUP INC CL A 65336K103 61292 606849 SH DFND 2,5,8,10,13,20 561090 612 45147
NEXTCURE INC COM 65343E108 300 26502 SH DFND 2,20 26502 0 0
NEXTDECADE CORP COM 65342K105 1364 215884 SH DFND 2,20 195284 0 20600
ANWORTH MORTGAGE ASSET CP COM 037347101 11182 2867659 SH DFND 2,5,8,20 2544248 0 323411
NEXTERA ENERGY INC COM 65339F101 5147335 25126109 SH DFND 2,5,6,8,10,11,12,13,19,20 22877725 336827 1911557
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 49604 755811 SH DFND 2 755811 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4818 99861 SH DFND 2,5,8,20 82497 1200 16164
NEXTGEN HEALTHCARE INC COM 65343C102 29640 1489457 SH DFND 2,5,8,20 1298666 1604 189187
NGM BIOPHARMACEUTICALS INC COM 62921N105 732 89095 SH DFND 2,20 89095 0 0
NI HLDGS INC COM 65342T106 2419 137353 SH DFND 2,20 114047 0 23306
NIC INC COM 62914B100 35307 2201197 SH DFND 2,5,8,20 1815986 1718 383493
NICE LTD SPONSORED ADR 653656108 904 6598 SH DFND 20 6598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2413 1420000 SH DFND 5 1420000 0 0
NICOLET BANKSHARES INC COM 65406E102 11123 179236 SH DFND 2,5,8,20 153466 0 25770
AON PLC SHS CL A G0408V102 2063924 10695014 SH DFND 2,5,6,8,10,11,12,13,19,20 9484098 237604 973312
NIELSEN HLDGS PLC SHS EUR G6518L108 353892 15658926 SH DFND 2,5,6,8,10,11,12,13,19,20 13992493 209333 1457100
NIKE INC CL B 654106103 5003302 59445682 SH DFND 1,2,5,6,8,10,11,12,13,19,20 47159348 1524118 10762216
NINE ENERGY SVC INC COM 65441V101 5314 306631 SH DFND 2,5,8,20 263429 0 43202
NIO INC SPON ADS 62914V106 28481 11168974 SH DFND 2,5,8,10,11,12,13,19,20 11168974 0 0
NISOURCE INC COM 65473P105 536679 18634696 SH DFND 2,5,6,8,10,11,12,13,19,20 16980234 270584 1383878
NL INDS INC COM NEW 629156407 505 138220 SH DFND 2,20 113636 0 24584
NLIGHT INC COM 65487K100 10671 555759 SH DFND 2,5,8,20 458684 0 97075
NMI HLDGS INC CL A 629209305 54843 1931778 SH DFND 2,5,8,20 1682018 0 249760
NN INC COM 629337106 10118 1036730 SH DFND 2,5,8,20 923010 0 113720
NOAH HLDGS LTD SPON ADS CL A 65487X102 25765 605533 SH DFND 2,5,8,10,11,12,13,19,20 488082 14400 103051
APACHE CORP COM 037411105 561547 19383737 SH DFND 2,5,6,8,10,11,12,13,19,20 17210489 263437 1909811
NOBLE CORP PLC SHS USD G65431101 20308 10859945 SH DFND 2,5,8,12,13,20 10027871 6589 825485
NOBLE ENERGY INC COM 655044105 548420 24483022 SH DFND 2,5,6,8,10,11,12,13,19,20 21717372 321214 2444436
NOKIA CORP SPONSORED ADR 654902204 57 11330 SH DFND 1,20 11330 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1685 78909 SH DFND 2,5,20 78909 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 127 35760 SH DFND 20 35760 0 0
NOODLES & CO COM CL A 65540B105 3652 463411 SH DFND 2,5,20 373014 0 90397
NORDIC AMERICAN TANKERS LIMI COM G65773106 6195 2647465 SH DFND 2,5,20 2193753 0 453712
NORDSON CORP COM 655663102 269310 1905810 SH DFND 2,5,6,8,11,13,19,20 1830263 526 75021
NORDSTROM INC COM 655664100 219270 6882286 SH DFND 2,5,6,8,10,11,12,13,19,20 6037167 162444 682675
NORFOLK SOUTHERN CORP COM 655844108 2230208 11188524 SH DFND 2,5,6,8,10,11,12,13,19,20 9844582 216223 1127719
APARTMENT INVT & MGMT CO CL A 03748R754 469748 9372471 SH DFND 2,5,6,8,10,11,12,13,19,20 9372471 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 3112 112837 SH DFND 2,20 112837 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 20301 10518704 SH DFND 2,5,20 9630135 0 888569
NORTHERN TR CORP COM 665859104 860969 9503916 SH DFND 2,5,6,8,10,11,12,13,19,20 8540422 144193 819301
NORTHFIELD BANCORP INC DEL COM 66611T108 22186 1421252 SH DFND 2,5,6,8,20 1283560 0 137692
NORTHRIM BANCORP INC COM 666762109 5107 143215 SH DFND 2,5,20 123944 0 19271
NORTHROP GRUMMAN CORP COM 666807102 5684220 17592212 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6062532 11083837 445843
NORTHSTAR REALTY EUROPE CORP COM 66706L101 32223 1961221 SH DFND 2,5,8,20 1790602 916 169703
NORTHWEST BANCSHARES INC MD COM 667340103 53992 3065998 SH DFND 2,5,6,8,20 2753628 1598 310772
NORTHWEST NAT HLDG CO COM 66765N105 61737 888299 SH DFND 2,5,8,19,20 795092 38 93169
NORTHWEST PIPE CO COM 667746101 6244 242192 SH DFND 2,5,20 214725 0 27467
APELLIS PHARMACEUTICALS INC COM 03753U106 42959 1695322 SH DFND 2,5,8,20 1547529 0 147793
NORTHWESTERN CORP COM NEW 668074305 123209 1707680 SH DFND 2,5,6,8,11,12,13,19,20 1535463 700 171517
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 508154 9475178 SH DFND 2,5,6,8,10,11,12,13,19,20 8503527 151926 819725
NORWOOD FINANCIAL CORP COM 669549107 3328 95596 SH DFND 2,20 79629 0 15967
NOVA MEASURING INSTRUMENTS L COM M7516K103 357 13949 SH DFND 2 13949 0 0
NOVAGOLD RES INC COM NEW 66987E206 23631 3998457 SH DFND 2,5,6,20 3998457 0 0
NOVANTA INC COM 67000B104 64450 683452 SH DFND 2,5,8,20 576701 0 106751
NOVARTIS A G SPONSORED ADR 66987V109 244079 2673208 SH DFND 1,2,20 107489 0 2565719
NOVAVAX INC COM NEW 670002401 2403 410123 SH DFND 2,5,8,20 410123 0 0
NOVO-NORDISK A S ADR 670100205 237738 4657972 SH DFND 1,20 151685 0 4506287
NOVOCURE LTD ORD SHS G6674U108 99320 1570771 SH DFND 2,5,8,20 1297360 0 273411
APERGY CORP COM 03755L104 72612 2164934 SH DFND 1,2,5,6,8,11,12,13,19,20 2060956 5503 98475
NOW INC COM 67011P100 51808 3510005 SH DFND 2,5,6,8,11,12,20 3157361 4090 348554
NRC GROUP HLDGS CORP COM 629375106 811 123958 SH DFND 2,20 123958 0 0
NRG ENERGY INC COM NEW 629377508 468962 13353140 SH DFND 2,5,6,8,10,11,12,13,19,20 12032677 286534 1033929
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 17890 16725000 SH DFND 2,5 16725000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 68317 1385182 SH DFND 2,5,6,8,11,13,19,20 1313922 1640 69620
NUANCE COMMUNICATIONS INC COM 67020Y100 59992 3756561 SH DFND 2,5,8,13,20 3395201 8683 352677
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19447 20745000 SH DFND 2,5 20745000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 10653 10825000 SH DFND 2,5 10825000 0 0
NUCOR CORP COM 670346105 1025376 18477391 SH DFND 2,5,6,8,10,11,12,13,19,20 16758192 254667 1464532
NUTANIX INC CL A 67059N108 45955 1771586 SH DFND 2,5,8,13,19,20 1591877 1100 178609
APOGEE ENTERPRISES INC COM 037598109 54287 1249702 SH DFND 2,5,8,20 746623 1128 501951
NUTANIX INC NOTE 1/1 67059NAB4 16940 18225000 SH DFND 2,5 18225000 0 0
NUTRIEN LTD COM 67077M108 55610 1031915 SH DFND 2,10 1031915 0 0
NUVASIVE INC COM 670704105 110774 1892273 SH DFND 2,5,6,8,11,13,19,20 1652250 761 239262
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 22294 19607000 SH DFND 2,5 19607000 0 0
NUVECTRA CORP COM 67075N108 126 37476 SH DFND 2,20 37476 0 0
NV5 GLOBAL INC COM 62945V109 16296 200197 SH DFND 2,5,8,20 168873 0 31324
NVE CORP COM NEW 629445206 7273 104447 SH DFND 2,5,8,20 89008 0 15439
NVENT ELECTRIC PLC SHS G6700G107 289030 11659120 SH DFND 2,5,6,8,11,12,13,19,20 11448414 7326 203380
NVIDIA CORP COM 67066G104 3992490 24310358 SH DFND 2,5,6,8,10,11,12,13,19,20 21233310 641467 2435581
NVR INC COM 62944T105 426202 126460 SH DFND 2,5,6,8,10,11,12,13,19,20 112682 3876 9902
AC IMMUNE SA SHS H00263105 180 32439 SH DFND 2 32439 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 91295 4848260 SH DFND 2,5,6,8,20 4334713 0 513547
NXP SEMICONDUCTORS N V COM N6596X109 727710 7436331 SH DFND 2,5,6,8,10,11,12,13,19,20 5398677 468496 1569158
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 37595 35690000 SH DFND 2,5 35690000 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 34 23677 SH DFND 6 23677 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1252083 3390240 SH DFND 2,5,6,8,10,11,12,13,19,20 3014971 59411 315858
OAK VALLEY BANCORP OAKDALE C COM 671807105 2135 109192 SH DFND 2,20 90873 0 18319
OASIS PETE INC NEW COM 674215108 97791 17216701 SH DFND 2,5,6,8,11,12,13,20 16155207 2400 1059094
OCCIDENTAL PETE CORP COM 674599105 1867856 36595437 SH DFND 2,5,6,8,10,11,12,13,19,20 33305856 529118 2760463
OCEANEERING INTL INC COM 675232102 73976 3628068 SH DFND 2,5,6,8,11,12,20 3307781 2087 318200
OCEANFIRST FINL CORP COM 675234108 25253 1016234 SH DFND 2,5,8,20 823543 0 192691
OCH ZIFF CPTL MANGEMNT GRP I CL A NEW 67551U204 5776 251557 SH DFND 2,5,20 251557 0 0
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 2872 171893 SH DFND 2,5,8,20 160704 0 11189
OCULAR THERAPEUTIX INC COM 67576A100 2555 580731 SH DFND 2,5,20 492316 0 88415
OCWEN FINL CORP COM NEW 675746309 4818 2327602 SH DFND 2,5,8,20 1961219 5379 361004
ODONATE THERAPEUTICS INC COM 676079106 5165 140767 SH DFND 2,5,20 125637 0 15130
OFFICE DEPOT INC COM 676220106 37990 18441852 SH DFND 2,5,8,12,13,20 16632913 8740 1800199
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 68361 2602238 SH DFND 2,5,8,10,12,20 2602238 0 0
OFG BANCORP COM 67103X102 40357 1693046 SH DFND 2,5,8,20 1515171 3711 174164
OGE ENERGY CORP COM 670837103 311957 7329814 SH DFND 2,5,6,8,10,11,12,13,19,20 6529280 258493 542041
OHIO VY BANC CORP COM 677719106 2429 62986 SH DFND 2,20 51636 0 11350
OI S A SPONSORED ADR NE 670851500 835 415639 SH DFND 2 415639 0 0
OIL DRI CORP AMER COM 677864100 3381 99337 SH DFND 2,5,13,20 78663 0 20674
APPFOLIO INC COM CL A 03783C100 33894 331413 SH DFND 2,5,8,20 285808 0 45605
OIL STS INTL INC COM 678026105 42069 2298834 SH DFND 2,5,8,20 1782696 2097 514041
OKTA INC CL A 679295105 254125 2057529 SH DFND 2,5,6,8,10,12,13,19,20 1946705 0 110824
OLD DOMINION FREIGHT LINE IN COM 679580100 337050 2258141 SH DFND 2,5,6,8,10,11,12,13,19,20 1983069 88125 186947
OLD LINE BANCSHARES INC COM 67984M100 8516 320034 SH DFND 2,5,20 270119 0 49915
OLD NATL BANCORP IND COM 680033107 99635 6005708 SH DFND 2,5,8,20 5450196 700 554812
OLD POINT FINL CORP COM 680194107 809 36689 SH DFND 20 1701 0 34988
OLD REP INTL CORP COM 680223104 540625 24156607 SH DFND 2,5,6,8,11,12,13,19,20 23026935 60786 1068886
OLD SECOND BANCORP INC ILL COM 680277100 6894 539848 SH DFND 2,5,20 436744 0 103104
OLIN CORP COM PAR $1 680665205 143030 6528064 SH DFND 2,5,6,11,13,20 3759580 2579239 189245
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 109218 1253791 SH DFND 2,5,6,8,11,19,20 1201112 1300 51379
APPIAN CORP CL A 03782L101 24418 676956 SH DFND 2,5,8,20 676956 0 0
OLYMPIC STEEL INC COM 68162K106 3774 276491 SH DFND 2,5,20 245349 0 31142
OMEGA FLEX INC COM 682095104 4522 58656 SH DFND 2,5,20 48958 0 9698
OMEGA HEALTHCARE INVS INC COM 681936100 333398 9072062 SH DFND 2,5,6,8,10,11,13,19,20 8415042 57271 599749
OMEROS CORP COM 682143102 16310 1039509 SH DFND 2,5,8,20 889092 0 150417
OMNICELL INC COM 68213N109 101722 1182404 SH DFND 2,5,8,20 1028930 602 152872
OMNICOM GROUP INC COM 681919106 926341 11217972 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10069809 244636 903527
OMNOVA SOLUTIONS INC COM 682129101 5559 892278 SH DFND 2,5,8,20 744866 3146 144266
ON DECK CAP INC COM 682163100 4490 1081810 SH DFND 2,5,20 915439 0 166371
ON SEMICONDUCTOR CORP COM 682189105 218851 10828836 SH DFND 2,5,6,8,10,12,13,19,20 9332504 290405 1205927
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 25680 20900000 SH DFND 2,5 20900000 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 149273 9411919 SH DFND 2,5,8,10,12,13,19,20 8758814 58558 594547
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 21637 17700000 SH DFND 2,5 17700000 0 0
ONCOCYTE CORPORATION COM 68235C107 877 352320 SH DFND 2,20 352320 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 180 26998 SH DFND 20 26998 0 0
ONE GAS INC COM 68235P108 157589 1745170 SH DFND 2,5,6,8,11,13,19,20 1573550 545 171075
ONE LIBERTY PPTYS INC COM 682406103 10974 373158 SH DFND 2,5,8,20 316560 0 56598
ONEMAIN HLDGS INC COM 68268W103 32319 955911 SH DFND 2,5,8,13,20 858877 1100 95934
ONEOK INC NEW COM 682680103 1382584 20092777 SH DFND 2,5,6,8,10,11,12,13,19,20 18191520 236420 1664837
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1574 197678 SH DFND 5,20 197678 0 0
ONESPAN INC COM 68287N100 14319 1010549 SH DFND 2,5,8,20 914666 1012 94871
ONESPAWORLD HOLDINGS LIMITED COM P73684113 9989 644471 SH DFND 2,5,20 644471 0 0
APPLE INC COM 037833100 37027946 187085416 SH DFND 2,5,6,8,10,11,12,13,19,20 158625265 4755894 23704257
OOMA INC COM 683416101 3452 329404 SH DFND 2,20 272135 0 57269
OP BANCORP COM 67109R109 1991 183662 SH DFND 2,20 150166 0 33496
OPKO HEALTH INC COM 68375N103 44916 18408152 SH DFND 2,5,8,13,19,20 17344253 12625 1051274
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4921 180769 SH DFND 2,20 151874 0 28895
OPTIMIZERX CORP COM NEW 68401U204 1768 169560 SH DFND 2,20 169560 0 0
OPTINOSE INC COM 68404V100 2877 406412 SH DFND 2,5,20 348912 0 57500
OPUS BK IRVINE CALIF COM 684000102 15590 738534 SH DFND 2,5,8,20 663690 1600 73244
ORACLE CORP COM 68389X105 5813753 102049379 SH DFND 1,2,5,6,8,10,11,12,13,19,20 88843165 2806113 10400101
ORASURE TECHNOLOGIES INC COM 68554V108 24494 2639386 SH DFND 2,5,8,20 2456267 1058 182061
ORBCOMM INC COM 68555P100 11834 1632295 SH DFND 2,5,8,20 1404840 0 227455
APPLIED DNA SCIENCES INC COM NEW 03815U201 6 12700 SH DFND 20 12700 0 0
ORCHID IS CAP INC COM 68571X103 6391 992500 SH DFND 2,5,20 845648 0 146852
ORGANOGENESIS HLDGS INC COM 68621F102 593 123006 SH DFND 2,20 123006 0 0
ORGANOVO HLDGS INC COM 68620A104 33 63907 SH DFND 20 63907 0 0
ORIGIN BANCORP INC COM 68621T102 12489 378440 SH DFND 2,5,8,20 285792 0 92648
ORION ENGINEERED CARBONS S A COM L72967109 19429 907462 SH DFND 2,5,20 907462 0 0
ORION GROUP HOLDINGS INC COM 68628V308 39 14384 SH DFND 20 14384 0 0
ORITANI FINL CORP DEL COM 68633D103 23054 1299532 SH DFND 2,5,6,8,20 1176507 0 123025
ORIX CORP SPONSORED ADR 686330101 417 5566 SH DFND 2,20 5566 0 0
ORMAT TECHNOLOGIES INC COM 686688102 53297 840780 SH DFND 2,5,8,20 712276 100 128404
ORRSTOWN FINL SVCS INC COM 687380105 3150 143249 SH DFND 2,20 123765 0 19484
APPLIED INDL TECHNOLOGIES IN COM 03820C105 78101 1269320 SH DFND 2,5,8,20 1023111 295 245914
ORTHOFIX MED INC COM 68752M108 37521 709558 SH DFND 2,5,8,20 628980 859 79719
ORTHOPEDIATRICS CORP COM 68752L100 6423 164689 SH DFND 2,5,8,20 137608 0 27081
OSHKOSH CORP COM 688239201 184076 2204770 SH DFND 2,5,6,8,11,12,13,19,20 2114290 1186 89294
OSI SYSTEMS INC COM 671044105 56525 501865 SH DFND 2,5,8,20 448574 0 53291
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 464 122164 SH DFND 2,20 122164 0 0
OTONOMY INC COM 68906L105 95 34590 SH DFND 20 34590 0 0
OTTER TAIL CORP COM 689648103 45855 868301 SH DFND 2,5,20 745123 0 123178
OUTFRONT MEDIA INC COM 69007J106 49556 1921514 SH DFND 2,5,8,13,20 1754362 902 166250
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1726 917963 SH DFND 2,20 740959 0 177004
OVERSTOCK COM INC DEL COM 690370101 6459 474944 SH DFND 2,5,8,20 405619 0 69325
APPLIED MATLS INC COM 038222105 2077579 46260953 SH DFND 1,2,5,6,8,10,11,12,13,19,20 40977174 1157622 4126157
OWENS & MINOR INC NEW COM 690732102 6989 2184168 SH DFND 2,5,20 2003227 0 180941
OWENS CORNING NEW COM 690742101 180713 3105039 SH DFND 2,5,6,8,10,12,13,19,20 2645878 116333 342828
OWENS ILL INC COM NEW 690768403 98819 5721980 SH DFND 2,5,6,8,11,12,13,19,20 5527426 2286 192268
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 425 30910 SH DFND 2 30910 0 0
OXFORD INDS INC COM 691497309 36440 480743 SH DFND 2,5,8,20 428080 641 52022
P A M TRANSN SVCS INC COM 693149106 1245 20079 SH DFND 2,20 16579 0 3500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 24498 813617 SH DFND 2,5,13,20 776800 0 36817
PACCAR INC COM 693718108 1074150 14989529 SH DFND 2,5,6,8,10,11,12,13,19,20 13209797 369214 1410518
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 17601 2909222 SH DFND 2,5,8,20 2468890 0 440332
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2892 169695 SH DFND 2,20 142995 0 26700
APPLIED OPTOELECTRONICS INC COM 03823U102 5591 543917 SH DFND 2,5,8,20 489368 0 54549
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 4763 378015 SH DFND 2,5,20 378015 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 23 29552 SH DFND 20 29552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 2143 259740 SH DFND 2,20 187962 0 71778
PACIFIC PREMIER BANCORP COM 69478X105 60288 1952328 SH DFND 2,5,8,20 1721976 0 230352
PACIRA BIOSCIENCES COM 695127100 40977 942210 SH DFND 2,5,8,20 802222 1000 138988
PACKAGING CORP AMER COM 695156109 395800 4119369 SH DFND 2,5,6,8,10,11,12,13,19,20 3654404 91575 373390
PACWEST BANCORP DEL COM 695263103 180147 4639375 SH DFND 2,5,6,8,11,12,13,20 4490685 1379 147311
PAGERDUTY INC COM 69553P100 3883 82528 SH DFND 2,5,20 82528 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 4354 111720 SH DFND 2,8,10,19 111720 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 3729 3214257 SH DFND 2,5,20 2663114 0 551143
ACACIA COMMUNICATIONS INC COM 00401C108 34585 733345 SH DFND 2,5,8,20 619486 0 113859
APPROACH RESOURCES INC COM 03834A103 8 26043 SH DFND 20 26043 0 0
PALO ALTO NETWORKS INC COM 697435105 398705 1956736 SH DFND 2,5,6,8,10,12,13,19,20