0000093751-19-000415.txt : 20190515 0000093751-19-000415.hdr.sgml : 20190515 20190515145613 ACCESSION NUMBER: 0000093751-19-000415 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190515 DATE AS OF CHANGE: 20190515 EFFECTIVENESS DATE: 20190515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE STREET CORP CENTRAL INDEX KEY: 0000093751 STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022] IRS NUMBER: 042456637 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00399 FILM NUMBER: 19827339 BUSINESS ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 617 786-3000 MAIL ADDRESS: STREET 1: ONE LINCOLN STREET CITY: BOSTON STATE: MA ZIP: 02111 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET Corp DATE OF NAME CHANGE: 20090218 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET CORP DATE OF NAME CHANGE: 19970424 FORMER COMPANY: FORMER CONFORMED NAME: STATE STREET BOSTON FINANCIAL CORP DATE OF NAME CHANGE: 19780525 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000093751 XXXXXXXX 03-31-2019 03-31-2019 STATE STREET CORP

ONE LINCOLN STREET BOSTON MA 02111

13F HOLDINGS REPORT 028-00399 N Ian W Appleyard 44-203-395-8019 Ian W Appleyard London X0 05-15-2019 11 3743 1281701585 false 1 0000093748 028-00733 STATE STREET BANK & TRUST CO 2 0001257442 028-11338 SSGA FUNDS MANAGEMENT INC 5 0001324602 028-11326 State Street Global Advisors LTD 6 0001324601 028-11327 State Street Global Advisors Ltd. 8 0001324595 028-11330 State Street Global Advisors, Australia 10 0001324600 028-11332 State Street Global Advisors (Japan) Co., Ltd. 11 0001324599 028-18493 State Street Global Advisors Singapore LTD 12 0001324598 028-11331 State Street Global Advisors Asia LTD 13 0001324597 028-11334 State Street Global Advisors GmbH 19 0001520010 028-14459 State Street Global Advisors Ireland Ltd 20 0001714343 028-18135 State Street Global Advisors Trust Co INFORMATION TABLE 2 nullInfoTable_100_v1.xml 1ST CONSTITUTION BANCORP COM 31986N102 1978 111325 SH DFND 2,20 89190 0 22135 58 COM INC SPON ADR REP A 31680Q104 121371 1847919 SH DFND 2,5,8,10,11,12,13,19,20 1452819 51303 343797 AK STL HLDG CORP COM 001547108 45838 16668367 SH DFND 2,5,12,13,20 15684576 5075 978716 DIGI INTL INC COM 253798102 9075 716242 SH DFND 2,5,20 639595 0 76647 DIGIMARC CORP NEW COM 25381B101 6053 192893 SH DFND 2,5,20 162988 0 29905 DIGITAL RLTY TR INC COM 253868103 1624532 13651531 SH DFND 2,5,6,8,10,11,12,13,19,20 12277720 166214 1207597 DILLARDS INC CL A 254067101 38534 534309 SH DFND 2,5,6,8,11,12,13,20 493589 349 40371 DIME CMNTY BANCSHARES COM 253922108 17086 912225 SH DFND 2,5,8,20 817447 874 93904 DINE BRANDS GLOBAL INC COM 254423106 45763 497518 SH DFND 2,5,8,20 437468 3647 56403 DIODES INC COM 254543101 47469 1367992 SH DFND 2,5,8,10,20 1230726 1663 135603 DIPLOMAT PHARMACY INC COM 25456K101 12124 2086832 SH DFND 2,5,8,20 1910863 0 175969 DISCOVER FINL SVCS COM 254709108 1027447 14438541 SH DFND 2,5,6,8,10,11,12,13,19,20 12834721 253681 1350139 DISCOVERY INC COM SER A 25470F104 193922 7176967 SH DFND 2,5,6,8,10,11,12,13,19,20 6129045 124752 923170 AKAMAI TECHNOLOGIES INC COM 00971T101 496368 6921876 SH DFND 2,5,6,8,10,11,12,13,19,20 5867922 175511 878443 DISCOVERY INC COM SER C 25470F302 467467 18389715 SH DFND 2,5,6,8,10,11,12,13,19,20 15277315 300378 2812022 DISH NETWORK CORP CL A 25470M109 310571 9800285 SH DFND 2,5,6,8,10,11,12,13,19,20 8745351 141592 913342 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 21745 26400000 SH DFND 2,5 26400000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 78923 92242000 SH DFND 2,5 92242000 0 0 DISNEY WALT CO COM DISNEY 254687106 8301433 74767473 SH DFND 1,2,5,6,8,10,11,12,13,19,20 60133350 1834292 12799831 DMC GLOBAL INC COM 23291C103 14600 293996 SH DFND 2,5,8,20 251211 0 42785 DNB FINL CORP COM 233237106 216 5711 SH DFND 2,20 1976 0 3735 DOCUSIGN INC COM 256163106 43645 841924 SH DFND 2,5,10,19,20 761196 0 80728 DOLBY LABORATORIES INC COM CL A 25659T107 56843 902698 SH DFND 2,5,8,13,19,20 825512 562 76624 DOLLAR GEN CORP NEW COM 256677105 1361446 11411953 SH DFND 2,5,6,8,10,11,12,13,19,20 9963874 372262 1075817 AKCEA THERAPEUTICS INC COM 00972L107 16427 579857 SH DFND 2,5,8,20 532134 0 47723 DOLLAR TREE INC COM 256746108 1081045 10291743 SH DFND 2,5,6,8,10,11,12,13,19,20 9093484 145801 1052458 DOMINION ENERGY INC COM 25746U109 3022820 39431512 SH DFND 2,5,6,8,10,11,12,13,19,20 35413717 423048 3594747 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 35511 711077 SH DFND 2 711077 0 0 DOMINOS PIZZA INC COM 25754A201 349256 1353182 SH DFND 2,5,6,8,10,11,12,13,19,20 1215439 31525 106218 DOMO INC COM CL B 257554105 11817 293000 SH DFND 2,20 251822 0 41178 DOMTAR CORP COM NEW 257559203 82061 1652786 SH DFND 2,5,6,8,11,12,13,19,20 1558024 550 94212 DONALDSON INC COM 257651109 288413 5761354 SH DFND 2,5,6,8,11,13,19,20 5582332 1196 177826 DONEGAL GROUP INC CL A 257701201 2936 218289 SH DFND 2,5,8,20 192946 0 25343 DONNELLEY FINL SOLUTIONS INC COM 25787G100 14105 947914 SH DFND 2,5,8,20 847319 504 100091 DONNELLEY R R & SONS CO COM 257867200 10347 2192248 SH DFND 2,5,8,20 1979521 1344 211383 AKEBIA THERAPEUTICS INC COM 00972D105 27698 3381967 SH DFND 2,5,8,20 3132226 1272 248469 DORIAN LPG LTD SHS USD Y2106R110 3183 495858 SH DFND 2,5,20 411352 0 84506 DORMAN PRODUCTS INC COM 258278100 69576 789829 SH DFND 2,5,8,20 704231 100 85498 DOUGLAS DYNAMICS INC COM 25960R105 17415 457449 SH DFND 2,5,8,20 378820 8300 70329 DOUGLAS EMMETT INC COM 25960P109 325234 7995376 SH DFND 2,5,6,8,10,11,12,13,19,20 7500572 38866 455938 DOVA PHARMACEUTICALS INC COM 25985T102 1914 215257 SH DFND 2,5,20 176977 0 38280 DOVER CORP COM 260003108 826434 8810595 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7992255 157125 661215 DOWDUPONT INC COM 26078J100 5348922 100336180 SH DFND 2,5,6,8,10,11,12,13,19,20 84714151 1306262 14315767 DR REDDYS LABS LTD ADR 256135203 30553 754400 SH DFND 2,5,8,13,19,20 724035 0 30365 DRIL QUIP INC COM 262037104 56369 1229419 SH DFND 2,5,6,8,19,20 1110269 1296 117854 DRIVE SHACK INC COM 262077100 4660 1037972 SH DFND 2,5,20 876445 0 161527 AKORN INC COM 009728106 13516 3839901 SH DFND 2,5,8,13,19,20 3507345 2800 329756 DROPBOX INC CL A 26210C104 5294 242852 SH DFND 2,10,20 242852 0 0 DRYSHIPS INC COM PAR NEW Y2109Q705 181 39074 SH DFND 2 39074 0 0 DSP GROUP INC COM 23332B106 3083 219130 SH DFND 2,20 219130 0 0 DSW INC CL A 23334L102 48203 2145761 SH DFND 2,5,8,12,20 1916669 2806 226286 DTE ENERGY CO COM 233331107 1178732 9380200 SH DFND 2,5,6,8,10,11,12,13,19,20 8534042 139898 706260 DTE ENERGY CO UNIT 99/99/9999 233331883 18582 335659 SH DFND 2 335659 0 0 DUCOMMUN INC DEL COM 264147109 9196 211302 SH DFND 2,5,20 182671 0 28631 DUKE ENERGY CORP NEW COM NEW 26441C204 3285550 36506112 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32751361 502822 3251929 DUKE REALTY CORP COM NEW 264411505 727307 23783744 SH DFND 2,5,6,8,10,11,12,13,19,20 21404167 316458 2063119 DULUTH HLDGS INC COM CL B 26443V101 4428 185725 SH DFND 2,8,20 150798 0 34927 AKOUSTIS TECHNOLOGIES INC COM 00973N102 75 12981 SH DFND 2,20 12981 0 0 DUNKIN BRANDS GROUP INC COM 265504100 150109 1998785 SH DFND 2,5,6,8,11,13,20 1885791 900 112094 DURECT CORP COM 266605104 1600 2556423 SH DFND 2,5,20 2152729 0 403694 DXC TECHNOLOGY CO COM 23355L106 718924 11146640 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9839793 187596 1119251 DXP ENTERPRISES INC NEW COM NEW 233377407 16484 423526 SH DFND 2,5,8,20 373609 0 49917 DYCOM INDS INC COM 267475101 56458 1228955 SH DFND 2,5,6,8,11,13,20 863172 805 364978 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 12248 13260000 SH DFND 2,5 13260000 0 0 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 26961 3688249 SH DFND 2,5,8,20 3483495 0 204754 DYNEX CAP INC COM NEW 26817Q506 9002 1464825 SH DFND 2,5,8,20 1282403 0 182422 E L F BEAUTY INC COM 26856L103 7374 695640 SH DFND 2,5,20 360311 0 335329 E TRADE FINANCIAL CORP COM NEW 269246401 506238 10903245 SH DFND 2,5,6,8,10,11,12,13,19,20 9739635 191664 971946 ALAMO GROUP INC COM 011311107 29508 295258 SH DFND 2,5,8,20 244403 0 50855 EAGLE BANCORP INC MD COM 268948106 58259 1160546 SH DFND 2,5,8,20 1056892 800 102854 EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3452 742465 SH DFND 2,20 601990 0 140475 EAGLE MATERIALS INC COM 26969P108 98463 1168010 SH DFND 2,5,6,11,13,19,20 1096795 738 70477 EAGLE PHARMACEUTICALS INC COM 269796108 32933 652265 SH DFND 2,5,8,20 615870 0 36395 EARTHSTONE ENERGY INC CL A 27032D304 2280 321998 SH DFND 2,20 260354 0 61644 EAST WEST BANCORP INC COM 27579R104 290152 6048607 SH DFND 2,5,6,8,10,11,12,13,19,20 5559700 121841 367066 EASTERLY GOVT PPTYS INC COM 27616P103 55550 3084377 SH DFND 2,5,6,8,10,20 2819351 14100 250926 EASTERN CO COM 276317104 2250 81748 SH DFND 2,20 69283 0 12465 EASTGROUP PPTY INC COM 277276101 223320 1987558 SH DFND 2,5,8,10,19,20 1773076 8629 205853 EASTMAN CHEMICAL CO COM 277432100 506567 6621260 SH DFND 2,5,6,8,10,11,12,13,19,20 5651107 157049 813104 ALARM COM HLDGS INC COM 011642105 60880 938058 SH DFND 2,5,8,20 835009 0 103049 EASTMAN KODAK CO COM NEW 277461406 992 335241 SH DFND 2,5,20 291530 0 43711 EATON CORP PLC SHS G29183103 1509125 18732936 SH 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INC CL A 292104106 52921 3349442 SH DFND 2,5,8,10,20 2993399 31984 324059 EMPLOYERS HOLDINGS INC COM 292218104 37676 939305 SH DFND 2,5,8,20 837212 0 102093 ENANTA PHARMACEUTICALS INC COM 29251M106 87922 920453 SH DFND 2,5,8,20 866277 0 54176 ENBRIDGE INC COM 29250N105 79358 2188594 SH DFND 1,2,5,6,8,10,12,19,20 1813983 290135 84476 ENCANA CORP COM 292505104 24049 3321724 SH DFND 2,5,12,20 3321724 0 0 ENCOMPASS HEALTH CORP COM 29261A100 145095 2473149 SH DFND 2,5,6,8,11,13,20 2325973 1452 145724 ENCORE CAP GROUP INC COM 292554102 19789 726736 SH DFND 2,5,8,20 637481 900 88355 ALBIREO PHARMA INC COM 01345P106 4577 142108 SH DFND 2,20 113908 0 28200 ENCORE WIRE CORP COM 292562105 34123 596353 SH DFND 2,5,8,20 533047 400 62906 ENDO INTL PLC SHS G30401106 55178 6871534 SH DFND 2,5,8,13,20 6129585 6160 735789 ENDOLOGIX INC COM NEW 29266S304 1282 193976 SH DFND 2,5,20 193976 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 10175 1403401 SH DFND 2,5,8,20 1184252 0 219149 ENEL AMERICAS S A SPONSORED ADR 29274F104 33695 3773282 SH DFND 2,5,8,10,13,19,20 3488673 0 284609 ENEL CHILE S A SPONSORED ADR 29278D105 12879 2486302 SH DFND 2,5,8,10,13,19,20 2389897 0 96405 ENERGIZER HLDGS INC NEW COM 29272W109 71124 1583003 SH DFND 2,5,6,8,11,13,20 1502589 650 79764 ENERGOUS CORP COM 29272C103 2588 408215 SH DFND 2,5,20 332746 0 75469 ENERGY FOCUS INC COM NEW 29268T300 12 10200 SH DFND 20 10200 0 0 ENERGY FUELS INC COM NEW 292671708 4889 1468236 SH DFND 2,5,6,20 1185825 0 282411 ALCOA CORP COM 013872106 95415 3388312 SH DFND 2,5,6,8,12,13,19,20 3134350 2121 251841 ENERGY RECOVERY INC COM 29270J100 5759 659628 SH DFND 2,5,20 552410 0 107218 ENERSYS COM 29275Y102 88629 1360170 SH DFND 2,5,6,8,11,13,19,20 1212083 305 147782 ENI S P A SPONSORED ADR 26874R108 667 18914 SH DFND 1,20 18914 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 6559 513260 SH DFND 5,8,19,20 447535 3325 62400 ENNIS INC COM 293389102 12625 608161 SH DFND 2,5,8,20 515715 1458 90988 ENOVA INTL INC COM 29357K103 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ENTERPRISE BANCORP INC MASS COM 293668109 4992 173772 SH DFND 2,5,20 146458 0 27314 ENTERPRISE FINL SVCS CORP COM 293712105 26302 645125 SH DFND 2,5,8,20 498816 0 146309 ENTRAVISION COMMUNICATIONS C CL A 29382R107 5026 1551123 SH DFND 2,5,8,20 1310982 0 240141 ENVESTNET INC COM 29404K106 63063 964420 SH DFND 2,5,8,20 762639 1000 200781 ALDEYRA THERAPEUTICS INC COM 01438T106 3207 355202 SH DFND 2,20 291742 0 63460 ENVIVA PARTNERS LP COM UNIT 29414J107 224 6951 SH DFND 20 0 0 6951 ENZO BIOCHEM INC COM 294100102 2027 742444 SH DFND 2,5,20 632212 0 110232 EOG RES INC COM 26875P101 2675956 28114686 SH DFND 2,5,6,8,10,11,12,13,19,20 25371122 402564 2341000 EP ENERGY CORP CL A 268785102 199 763882 SH DFND 2,5,20 656281 0 107601 EPAM SYS INC COM 29414B104 108500 641516 SH DFND 2,5,8,13,19,20 573209 500 67807 EPIZYME INC COM 29428V104 28317 2285444 SH DFND 2,5,8,20 2100951 0 184493 EPLUS INC COM 294268107 34196 386222 SH DFND 2,5,8,20 344428 0 41794 EPR PPTYS COM SH BEN INT 26884U109 231234 2992472 SH DFND 2,5,6,8,10,11,13,19,20 2756635 18940 216897 EQT CORP COM 26884L109 231116 11143481 SH DFND 2,5,6,8,10,11,12,13,19,20 10110599 7022 1025860 EQUIFAX INC COM 294429105 565990 4776283 SH DFND 2,5,6,8,10,11,12,13,19,20 4241841 80835 453607 ALECTOR INC COM 014442107 1553 82944 SH DFND 2,20 82944 0 0 EQUILLIUM INC COM 29446K106 493 61624 SH DFND 2,20 51922 0 9702 EQUINIX INC COM 29444U700 1492514 3293570 SH DFND 2,5,6,8,10,11,12,13,19,20 2892095 43202 358273 EQUINOR ASA SPONSORED ADR 29446M102 2351 107001 SH DFND 1,20 107001 0 0 EQUITRANS MIDSTREAM CORPORAT COM 294600101 144704 6643912 SH DFND 2,5,6,8,11,12,13,19,20 6439068 5617 199227 EQUITY BANCSHARES INC COM CL A 29460X109 10535 365801 SH DFND 2,5,8,20 287054 0 78747 EQUITY COMWLTH COM SH BEN INT 294628102 154077 4713264 SH DFND 2,5,8,10,13,19,20 4408872 28749 275643 EQUITY LIFESTYLE PPTYS INC COM 29472R108 390798 3401084 SH DFND 2,5,6,8,10,13,19,20 3126132 21499 253453 EQUITY RESIDENTIAL SH BEN INT 29476L107 1871946 24669952 SH DFND 2,5,6,8,10,11,12,13,19,20 21965242 328516 2376194 ERA GROUP INC COM 26885G109 6379 552804 SH DFND 2,5,20 497630 0 55174 ERICSSON ADR B SEK 10 294821608 823 89688 SH DFND 1 89688 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 55427 2178753 SH DFND 2,5,6,8,11,20 1934344 2282 242127 ERIE INDTY CO CL A 29530P102 63470 355536 SH DFND 2,5,8,13,20 321413 700 33423 EROS INTL PLC SHS NEW G3788M114 5284 578107 SH DFND 2,5,20 478312 0 99795 ESCALADE INC COM 296056104 1714 153472 SH DFND 2,20 128891 0 24581 ESCO TECHNOLOGIES INC COM 296315104 48653 725839 SH DFND 2,5,8,20 645055 21 80763 ESPERION THERAPEUTICS INC NE COM 29664W105 55732 1388090 SH DFND 2,5,8,20 1314351 900 72839 ESQUIRE FINL HLDGS INC COM 29667J101 1893 83177 SH DFND 2,20 67431 0 15746 ESSA BANCORP INC COM 29667D104 2608 169369 SH DFND 2,6,20 121239 0 48130 ESSENT GROUP LTD COM G3198U102 104169 2397455 SH DFND 2,5,8,13,20 2088410 1700 307345 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 14703 745301 SH DFND 2,20 639601 0 105700 ESSEX PPTY TR INC COM 297178105 1512466 5194589 SH DFND 2,5,6,8,10,11,12,13,19,20 4789322 51547 353720 ALEXANDERS INC COM 014752109 26754 71123 SH DFND 2,5,8,10,20 60907 677 9539 ETHAN ALLEN INTERIORS INC COM 297602104 15057 787092 SH DFND 2,5,8,20 711890 1000 74202 ETSY INC COM 29786A106 162038 2410568 SH DFND 2,5,8,13,19,20 2028247 1600 380721 EURONAV NV ANTWERPEN SHS B38564108 394 48398 SH DFND 8,20 30449 0 17949 EURONET WORLDWIDE INC COM 298736109 91914 644605 SH DFND 2,5,8,13,19,20 577838 400 66367 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 21963 11100000 SH DFND 2,5 11100000 0 0 EVANS BANCORP INC COM NEW 29911Q208 3315 91666 SH DFND 2,13,20 65039 0 26627 EVELO BIOSCIENCES INC COM 299734103 1639 204883 SH DFND 2,20 168420 0 36463 EVERBRIDGE INC COM 29978A104 44328 590960 SH DFND 2,5,8,20 504954 0 86006 EVERCORE INC CLASS A 29977A105 92848 1020309 SH DFND 2,5,6,8,11,13,20 956886 300 63123 EVEREST RE GROUP LTD COM G3223R108 418384 1937323 SH DFND 2,5,6,8,10,11,12,13,19,20 1710037 27120 200166 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1034569 7208587 SH DFND 2,5,6,8,10,11,12,13,19,20 6545947 85437 577203 EVERGY INC COM 30034W106 727489 12532107 SH DFND 2,5,6,8,10,11,12,13,19,20 11343466 252852 935789 EVERI HLDGS INC COM 30034T103 15207 1445485 SH DFND 2,5,8,20 1256685 0 188800 EVERSOURCE ENERGY COM 30040W108 1177139 16591103 SH DFND 2,5,6,8,10,11,12,13,19,20 14990283 278734 1322086 EVERSPIN TECHNOLOGIES INC COM 30041T104 78 10248 SH DFND 2,20 10248 0 0 EVERTEC INC COM 30040P103 52016 1870400 SH DFND 2,5,8,20 1617773 2000 250627 EVI INDUSTRIES INC COM 26929N102 1889 49528 SH DFND 2,20 41615 0 7913 EVINE LIVE INC CL A 300487105 9 20185 SH DFND 20 20185 0 0 EVO PMTS INC CL A COM 26927E104 13707 471838 SH DFND 2,20 401808 0 70030 EVOLENT HEALTH INC CL A 30050B101 16443 1307056 SH DFND 2,5,8,20 1089426 0 217630 EVOLUS INC COM 30052C107 3516 155787 SH DFND 2,20 129787 0 26000 A10 NETWORKS INC COM 002121101 8144 1148706 SH DFND 2,5,20 1000396 0 148310 ALEXION PHARMACEUTICALS INC COM 015351109 1506559 11144840 SH DFND 2,5,6,8,10,11,12,13,19,20 9946455 155728 1042657 EVOLUTION PETROLEUM CORP COM 30049A107 3419 506587 SH DFND 2,5,20 432030 0 74557 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 19834 1576641 SH DFND 2,5,8,20 1232825 0 343816 EXACT SCIENCES CORP COM 30063P105 199373 2301697 SH DFND 2,5,8,13,19,20 2136912 1874 162911 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 18928 18500000 SH DFND 2 18500000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 35452 25925000 SH DFND 2,5 25925000 0 0 EXANTAS CAP CORP COM NEW 30068N105 7408 681929 SH DFND 2,5,8,20 552065 0 129864 EXELA TECHNOLOGIES INC COM 30162V102 2558 765775 SH DFND 2,5,20 612535 0 153240 EXELIXIS INC COM 30161Q104 236317 9929280 SH DFND 2,5,6,8,11,13,19,20 9532329 8870 388081 EXELON CORP COM 30161N101 3013433 60112375 SH DFND 2,5,6,8,10,11,12,13,19,20 45651960 1106882 13353533 EXLSERVICE HOLDINGS INC COM 302081104 58367 972455 SH DFND 2,5,8,20 863138 1200 108117 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5706539 31277302 SH DFND 1,2,5,8,10,11,12,13,19,20 25777998 705924 4793380 EXONE CO COM 302104104 120 14107 SH DFND 2,20 14107 0 0 EXP WORLD HOLDINGS INC COM 30212W100 387 35600 SH DFND 8,20 35600 0 0 EXPEDIA GROUP INC COM NEW 30212P303 588679 4946883 SH DFND 2,5,6,8,10,11,12,13,19,20 4398806 81636 466441 EXPEDITORS INTL WASH INC COM 302130109 731565 9638533 SH DFND 2,5,6,8,10,11,12,13,19,20 8406832 269623 962078 EXPONENT INC COM 30214U102 84436 1462863 SH DFND 2,5,8,20 1299019 584 163260 EXPRESS INC COM 30219E103 12591 2941880 SH DFND 2,5,8,20 2676532 4100 261248 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 57142 3183375 SH DFND 2,5,8,13,20 2212443 4800 966132 EXTERRAN CORP COM 30227H106 16725 992610 SH DFND 2,5,8,20 891211 1325 100074 EXTRA SPACE STORAGE INC COM 30225T102 868833 8525489 SH DFND 2,5,6,8,10,11,12,13,19,20 7744582 95155 685752 EXTRACTION OIL AND GAS INC COM 30227M105 23924 5655824 SH DFND 2,5,20 5501087 1600 153137 ALICO INC COM 016230104 1635 59947 SH DFND 2,20 49161 0 10786 EXTREME NETWORKS INC COM 30226D106 27713 3700025 SH DFND 2,5,8,20 3252070 0 447955 EXXON MOBIL CORP COM 30231G102 16502294 204236311 SH DFND 1,2,5,6,8,10,11,12,13,19,20 181210137 2989434 20036740 EYEPOINT PHARMACEUTICALS INC COM 30233G100 57 31700 SH DFND 20 31700 0 0 EZCORP INC CL A NON VTG 302301106 13257 1422447 SH DFND 2,5,8,20 1248694 2136 171617 F M C CORP COM NEW 302491303 516236 6685610 SH DFND 2,5,6,8,10,11,12,13,19,20 5972141 71085 642384 F5 NETWORKS INC COM 315616102 458869 2924036 SH DFND 2,5,6,8,10,11,12,13,19,20 2509072 108322 306642 FABRINET SHS G3323L100 54196 1035064 SH DFND 2,5,8,20 918535 0 116529 FACEBOOK INC CL A 30303M102 15436497 92606020 SH DFND 2,5,6,8,10,11,12,13,19,20 80540504 2547830 9517686 FACTSET RESH SYS INC COM 303075105 231190 931202 SH DFND 2,5,6,8,11,13,19,20 880706 598 49898 FAIR ISAAC CORP COM 303250104 194404 715695 SH DFND 2,5,6,8,11,13,19,20 670346 484 44865 ALIGN TECHNOLOGY INC COM 016255101 887481 3121307 SH DFND 2,5,6,8,10,11,12,13,19,20 2733372 102851 285084 FALCON MINERALS CORP CL A COM 30607B109 237 26800 SH DFND 20 26800 0 0 FANG HLDGS LTD ADR 30711Y102 1863 1380188 SH DFND 2,5,20 1360600 0 19588 FANHUA INC SPONSORED ADR 30712A103 6750 255002 SH DFND 1,2,5,20 255002 0 0 FARMER & MERCHANTS BANCORP I COM 30779N105 4348 143721 SH DFND 2,5,20 116319 0 27402 FARMER BROS CO COM 307675108 3766 188202 SH DFND 2,5,20 165126 0 23076 FARMERS NATL BANC CORP COM 309627107 6766 490636 SH DFND 2,5,20 420967 0 69669 FARMLAND PARTNERS INC COM 31154R109 3719 576022 SH DFND 2,5,20 488707 0 87315 FARO TECHNOLOGIES INC COM 311642102 21304 485179 SH DFND 2,5,8,20 431340 373 53466 FASTENAL CO COM 311900104 1003157 15598770 SH DFND 1,2,5,6,8,10,11,12,13,19,20 14054193 413044 1131533 FATE THERAPEUTICS INC COM 31189P102 45615 2596179 SH DFND 2,5,8,20 2421737 0 174442 ALJ REGIONAL HLDGS INC COM 001627108 22 13800 SH DFND 20 13800 0 0 FB FINL CORP COM 30257X104 12294 387082 SH DFND 2,5,8,20 340362 0 46720 FBL FINL GROUP INC CL A 30239F106 13579 216494 SH DFND 2,5,8,20 186804 400 29290 FEDERAL AGRIC MTG CORP CL C 313148306 12637 174474 SH DFND 2,5,8,20 147088 0 27386 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 948445 6830726 SH DFND 2,5,6,8,10,11,12,13,19,20 6373630 65768 391328 FEDERAL SIGNAL CORP COM 313855108 52844 2033235 SH DFND 2,5,8,20 1556993 2400 473842 FEDERATED INVS INC PA CL B 314211103 89018 3037136 SH DFND 2,5,6,8,11,20 2736422 597 300117 FEDEX CORP COM 31428X106 1831355 10060982 SH DFND 2,5,6,8,10,11,12,13,19,20 8889016 172535 999431 FEDNAT HLDG CO COM 31431B109 3332 207727 SH DFND 2,5,20 174703 0 33024 FENNEC PHARMACEUTICALS INC COM 31447P100 812 167372 SH DFND 2,20 126976 0 40396 FERRARI N V COM N3167Y103 1441 10771 SH DFND 6,12,20 8985 41 1745 ALKERMES PLC SHS G01767105 181764 4981207 SH DFND 2,5,6,8,10,12,13,19,20 4425110 78062 478035 FERRO CORP COM 315405100 45115 2383257 SH DFND 2,5,8,20 2054546 317 328394 FERROGLOBE PLC SHS G33856108 99 48220 SH DFND 2,20 48220 0 0 FGL HLDGS ORD SHS G3402M102 22450 2849014 SH DFND 2,5,8,20 2374114 0 474900 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1108 74646 SH DFND 2,6,20 74646 0 0 FIBROGEN INC COM 31572Q808 149484 2750396 SH DFND 2,5,8,13,19,20 2505377 1800 243219 FIDELITY D & D BANCORP INC COM 31609R100 2373 40133 SH DFND 2,20 31933 0 8200 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 250492 6853395 SH DFND 2,5,6,8,10,12,13,19,20 5960270 267523 625602 FIDELITY NATL INFORMATION SV COM 31620M106 1503550 13293992 SH DFND 2,5,6,8,10,11,12,13,19,20 11503459 222188 1568345 FIDELITY SOUTHERN CORP NEW COM 316394105 22526 822417 SH DFND 2,5,8,20 761720 0 60697 FIESTA RESTAURANT GROUP INC COM 31660B101 8755 667792 SH DFND 2,5,8,20 591949 0 75843 ALLAKOS INC COM 01671P100 35082 866221 SH DFND 2,8,20 826561 0 39660 FIFTH THIRD BANCORP COM 316773100 909816 35768860 SH DFND 1,2,5,6,8,10,11,12,13,19,20 32341839 514806 2912215 FINANCIAL INSTNS INC COM 317585404 8704 317593 SH DFND 2,5,20 269354 0 48239 FINISAR CORP COM NEW 31787A507 79352 3424767 SH DFND 2,5,8,13,20 3044627 3287 376853 FINISAR CORP NOTE 0.500%12/1 31787AAP6 16083 16375000 SH DFND 2,5 16375000 0 0 FINJAN HLDGS INC COM NEW 31788H303 132 45110 SH DFND 2 45110 0 0 FIREEYE INC COM 31816Q101 44274 2636939 SH DFND 2,5,8,20 2383193 1300 252446 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 13190 14025000 SH DFND 2,5 14025000 0 0 FIRST AMERN FINL CORP COM 31847R102 161026 3126714 SH DFND 2,5,6,8,11,12,13,20 2981691 2185 142838 FIRST BANCORP INC ME COM 31866P102 4576 183618 SH DFND 2,5,13,20 152301 0 31317 FIRST BANCORP N C COM 318910106 20110 576545 SH DFND 2,5,8,20 483234 0 93311 ALLEGHANY CORP DEL COM 017175100 338203 552258 SH DFND 2,5,6,8,10,11,12,13,19,20 499839 9672 42747 FIRST BANCORP P R COM NEW 318672706 104395 9109546 SH DFND 2,5,8,20 8423690 0 685856 FIRST BANCSHARES INC MS COM 318916103 7951 257316 SH DFND 2,5,20 217037 0 40279 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3689 319948 SH DFND 2,20 229841 0 90107 FIRST BUS FINL SVCS INC WIS COM 319390100 3303 164969 SH DFND 2,13,20 129764 0 35205 FIRST BUSEY CORP COM NEW 319383204 21584 884589 SH DFND 2,5,8,20 752779 0 131810 FIRST CHOICE BANCORP COM 31948P104 2457 114298 SH DFND 2,20 94664 0 19634 FIRST CMNTY BANKSHARES INC V COM 31983A103 11533 348002 SH DFND 2,5,8,20 292434 0 55568 FIRST CMNTY CORP S C COM 319835104 1976 103615 SH DFND 2,20 81223 0 22392 FIRST COMWLTH FINL CORP PA COM 319829107 42472 3370810 SH DFND 2,5,8,20 3040499 0 330311 FIRST CTZNS BANCSHARES INC N CL A 31946M103 72481 177862 SH DFND 2,5,8,13,20 168101 113 9648 ALLEGHENY TECHNOLOGIES INC COM 01741R102 121314 4744401 SH DFND 2,5,6,8,11,12,13,20 4345882 945 397574 FIRST DATA CORP NEW COM CL A 32008D106 286439 10903660 SH DFND 2,5,6,8,10,12,13,19,20 9346096 286096 1271468 FIRST DEFIANCE FINL CORP COM 32006W106 11217 390282 SH DFND 2,5,20 331179 0 59103 FIRST FINANCIAL NORTHWEST IN COM 32022K102 2327 147744 SH DFND 2,20 129831 0 17913 FIRST FINL BANCORP OH COM 320209109 86882 3611041 SH DFND 2,5,8,20 3295064 1282 314695 FIRST FINL BANKSHARES COM 32020R109 142131 2454008 SH DFND 2,5,6,8,11,13,20 2250060 1200 202748 FIRST FINL CORP IND COM 320218100 11947 284442 SH DFND 2,5,8,20 247489 351 36602 FIRST FNDTN INC COM 32026V104 11927 878907 SH DFND 2,5,8,20 774424 0 104483 FIRST GTY BANCSHARES INC COM 32043P106 1312 64005 SH DFND 2,20 54773 0 9232 FIRST HAWAIIAN INC COM 32051X108 98685 3788291 SH DFND 2,5,8,13,20 3625776 2300 160215 FIRST HORIZON NATL CORP COM 320517105 180871 12812312 SH DFND 2,5,6,8,11,12,13,20 12414114 2907 395291 ALLEGIANCE BANCSHARES INC COM 01748H107 7598 225335 SH DFND 2,5,20 188318 0 37017 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 255255 7172508 SH DFND 2,5,6,8,10,11,19,20 6554398 29765 588345 FIRST INTERNET BANCORP COM 320557101 2910 150068 SH DFND 2,20 119973 0 30095 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 38363 963422 SH DFND 2,5,8,20 816116 0 147306 FIRST LONG IS CORP COM 320734106 10259 467799 SH DFND 2,5,8,20 394557 0 73242 FIRST MERCHANTS CORP COM 320817109 52664 1429150 SH DFND 2,5,8,20 1223045 0 206105 FIRST MID ILL BANCSHARES INC COM 320866106 8057 241821 SH DFND 2,5,20 201313 0 40508 FIRST MIDWEST BANCORP DEL COM 320867104 87109 4232852 SH DFND 2,5,8,20 3897310 3100 332442 FIRST NORTHWEST BANCORP COM 335834107 2572 165165 SH DFND 2,13,20 134411 0 30754 FIRST REP BK SAN FRANCISCO C COM 33616C100 949514 9451667 SH DFND 2,5,6,8,10,11,12,13,19,20 8752987 86598 612082 FIRST SAVINGS FINL GROUP INC COM 33621E109 1579 29221 SH DFND 2,20 20684 0 8537 AAC HLDGS INC COM 000307108 382 207578 SH DFND 2,20 176239 0 31339 ALLEGIANT TRAVEL CO COM 01748X102 49536 382608 SH DFND 2,5,8,20 342756 0 39852 FIRST SOLAR INC COM 336433107 108272 2049053 SH DFND 2,5,6,8,11,12,13,20 1942403 773 105877 FIRST UTD CORP COM 33741H107 1744 101031 SH DFND 2,20 82680 0 18351 FIRST WESTN FINL INC COM 33751L105 138 10546 SH DFND 20 0 0 10546 FIRSTCASH INC COM 33767D105 106951 1236428 SH DFND 2,5,8,13,20 1098450 541 137437 FIRSTENERGY CORP COM 337932107 1518174 36485787 SH DFND 2,5,6,8,10,11,12,13,19,20 22701409 11308330 2476048 FISERV INC COM 337738108 1464176 16585589 SH DFND 2,5,6,8,10,11,12,13,19,20 14246483 409948 1929158 FITBIT INC CL A 33812L102 25710 4342989 SH DFND 2,5,8,20 3693785 0 649204 FIVE BELOW INC COM 33829M101 212155 1707485 SH DFND 2,5,6,8,11,13,19,20 1532428 700 174357 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 561 77764 SH DFND 5,8,20 77764 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 17569 1311113 SH DFND 2,5,8,20 1203907 0 107206 ALLEGION PUB LTD CO ORD SHS G0176J109 378824 4176214 SH DFND 2,5,6,8,10,11,12,13,19,20 3629245 65859 481110 FIVE STAR SENIOR LIVING INC COM 33832D106 21 21088 SH DFND 20 21088 0 0 FIVE9 INC COM 338307101 62673 1186309 SH DFND 2,5,8,20 1003203 0 183106 FLAGSTAR BANCORP INC COM PAR .001 337930705 26531 805917 SH DFND 2,5,8,20 718076 0 87841 FLEETCOR TECHNOLOGIES INC COM 339041105 831437 3371737 SH DFND 2,5,6,8,10,11,12,13,19,20 2977896 47208 346633 FLEX LTD ORD Y2573F102 124432 12443245 SH DFND 2,5,6,8,10,12,13,19,20 6472755 528232 5442258 FLEXION THERAPEUTICS INC COM 33938J106 23936 1917973 SH DFND 2,5,8,20 1823439 0 94534 FLEXSTEEL INDS INC COM 339382103 3477 149936 SH DFND 2,5,20 129543 0 20393 FLIR SYS INC COM 302445101 260903 5483458 SH DFND 2,5,6,8,10,11,12,13,19,20 4725999 134324 623135 FLOOR & DECOR HLDGS INC CL A 339750101 29615 718463 SH DFND 2,5,8,19,20 648748 0 69715 FLOTEK INDS INC DEL COM 343389102 3237 999150 SH DFND 2,5,20 845004 0 154146 ALLENA PHARMACEUTICALS INC COM 018119107 1274 181520 SH DFND 2,20 145843 0 35677 FLOWERS FOODS INC COM 343498101 96615 4531648 SH DFND 2,5,6,8,11,12,13,19,20 4298672 4167 228809 FLOWSERVE CORP COM 34354P105 243055 5362121 SH DFND 2,5,6,8,10,11,12,13,19,20 4604586 87548 669987 FLUENT INC COM 34380C102 2293 408085 SH DFND 2,20 334269 0 73816 FLUIDIGM CORP DEL COM 34385P108 7653 575853 SH DFND 2,5,20 488462 0 87391 FLUOR CORP NEW COM 343412102 216104 5840541 SH DFND 2,5,6,8,10,11,12,13,19,20 5101640 138077 600824 FLUSHING FINL CORP COM 343873105 12551 572313 SH DFND 2,5,8,20 484895 882 86536 FLWS/1-800 FLOWERS CL A 68243Q106 12039 660396 SH DFND 2,5,8,20 564458 0 95938 FLY LEASING LTD SPONSORED ADR 34407D109 363 26254 SH DFND 2 26254 0 0 FNB CORP PA COM 302520101 151583 14300328 SH DFND 2,5,6,8,11,13,20 13807092 2953 490283 FOAMIX PHARMACEUTICALS LTD SHS M46135105 186 49508 SH DFND 2 49508 0 0 ALLERGAN PLC SHS G0177J108 1972355 13471449 SH DFND 2,5,6,8,10,11,12,13,19,20 11807064 228659 1435726 FOCUS FINL PARTNERS INC COM CL A 34417P100 14869 417194 SH DFND 2,20 344123 0 73071 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15934 172669 SH DFND 5,8,13,20 166101 0 6568 FONAR CORP COM NEW 344437405 2995 146327 SH DFND 2,20 131802 0 14525 FOOT LOCKER INC COM 344849104 253983 4191140 SH DFND 2,5,6,8,10,11,12,13,19,20 3801759 4564 384817 FORD MTR CO DEL COM 345370860 1540418 175446267 SH DFND 2,5,6,8,10,11,12,13,19,20 151042487 2577298 21826482 FORESCOUT TECHNOLOGIES INC COM 34553D101 25696 613134 SH DFND 2,5,8,20 524019 0 89115 FORESTAR GROUP INC COM 346232101 2818 162981 SH DFND 2,5,20 136021 203 26757 FORMFACTOR INC COM 346375108 35627 2214228 SH DFND 2,5,8,20 1983112 1294 229822 FORRESTER RESH INC COM 346563109 14402 297870 SH DFND 2,5,8,20 261960 1090 34820 FORTERRA INC COM 34960W106 1243 294608 SH DFND 2,5,20 240886 0 53722 ALLETE INC COM NEW 018522300 140527 1708947 SH DFND 2,5,6,8,11,13,20 1529667 600 178680 FORTINET INC COM 34959E109 490562 5842107 SH DFND 2,5,6,8,10,11,12,13,19,20 4985988 148410 707709 FORTIS INC COM 349553107 1490 40284 SH DFND 20 28922 3123 8239 FORTIVE CORP 5% PFD CNV SER A 34959J207 38886 36950 SH DFND 2 36950 0 0 FORTIVE CORP COM 34959J108 980777 11691225 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10393052 268694 1029479 FORTRESS BIOTECH INC COM 34960Q109 1016 570733 SH DFND 2,20 482475 0 88258 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 672 39299 SH DFND 2 39299 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 309803 6507102 SH DFND 2,5,6,8,10,11,12,13,19,20 5760271 132458 614373 FORTY SEVEN INC COM 34983P104 2164 133915 SH DFND 2,20 102515 0 31400 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13134 2570217 SH DFND 2,5,8,20 1916666 0 653551 FORWARD AIR CORP COM 349853101 58079 897253 SH DFND 2,5,8,20 786742 84 110427 ALLIANCE DATA SYSTEMS CORP COM 018581108 345681 1975545 SH DFND 2,5,6,8,10,11,12,13,19,20 1693186 29592 252767 FOSSIL GROUP INC COM 34988V106 20273 1477592 SH DFND 2,5,8,20 1324327 1924 151341 FOSTER L B CO COM 350060109 3598 191186 SH DFND 2,20 117345 0 73841 FOUNDATION BLDG MATLS INC COM 350392106 2661 270459 SH DFND 2,5,20 225096 0 45363 FOUR CORNERS PPTY TR INC COM 35086T109 77674 2598986 SH DFND 2,5,6,8,10,20 2295636 16670 286680 FOX CORP CL A COM 35137L105 508234 13844566 SH DFND 2,5,6,8,10,11,12,13,19,20 13844566 0 0 FOX CORP CL B COM 35137L204 219572 6119621 SH DFND 2,5,6,8,10,11,12,13,19,20 6119621 0 0 FOX FACTORY HLDG CORP COM 35138V102 70736 1012111 SH DFND 2,5,8,20 896016 0 116095 FRANCESCAS HLDGS CORP COM 351793104 513 757840 SH DFND 2,5,20 651073 0 106767 FRANKLIN COVEY CO COM 353469109 4639 183347 SH DFND 2,5,20 152162 0 31185 FRANKLIN ELEC INC COM 353514102 63914 1251014 SH DFND 2,5,8,20 1072171 80 178763 ALLIANT ENERGY CORP COM 018802108 574160 12182483 SH DFND 2,5,6,8,10,11,12,13,19,20 11067930 179690 934863 FRANKLIN FINL NETWORK INC COM 35352P104 13783 475125 SH DFND 2,5,8,20 438769 0 36356 FRANKLIN RES INC COM 354613101 726798 21761870 SH DFND 2,5,6,8,10,11,12,13,19,20 19993221 429610 1339039 FRANKLIN STREET PPTYS CORP COM 35471R106 39374 5476226 SH DFND 2,5,8,10,20 4912934 27622 535670 FRANKS INTL N V COM N33462107 9897 1591163 SH DFND 2,5,8,20 1350247 0 240916 FREDS INC CL A 356108100 75 30184 SH DFND 20 30184 0 0 FREEPORT-MCMORAN INC CL B 35671D857 871467 67607953 SH DFND 2,5,6,8,10,11,12,13,19,20 61012164 938064 5657725 FREIGHTCAR AMER INC COM 357023100 1293 209822 SH DFND 2,5,20 174711 0 35111 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 518 12780 SH DFND 1,20 12780 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 17455 645769 SH DFND 2,5,8,20 544652 1338 99779 FRESHPET INC COM 358039105 23266 550153 SH DFND 2,5,8,20 469616 0 80537 ALLIED MOTION TECHNOLOGIES I COM 019330109 3952 114855 SH DFND 2,20 95234 0 19621 FRONT YD RESIDENTIAL CORP COM 35904G107 15172 1610787 SH DFND 2,5,8,20 1427675 333 182779 FRONTDOOR INC COM 35905A109 33914 985303 SH DFND 2,5,8,13,20 882972 1050 101281 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 8038 4039113 SH DFND 1,2,5,8,13,20 3670083 2106 366924 FRONTLINE LTD SHS NEW G3682E192 8300 1284849 SH DFND 2,5,20 1060071 0 224778 FRP HLDGS INC COM 30292L107 6341 133294 SH DFND 2,5,20 111514 0 21780 FS BANCORP INC COM 30263Y104 3348 66322 SH DFND 2,20 55822 0 10500 FTD COS INC COM 30281V108 7 14163 SH DFND 20 14163 0 0 FTI CONSULTING INC COM 302941109 84437 1099156 SH DFND 2,5,8,20 975075 1302 122779 FTS INTERNATIONAL INC COM 30283W104 5426 542583 SH DFND 2,5,20 448580 0 94003 FUELCELL ENERGY INC COM NEW 35952H502 299 1212967 SH DFND 2,20 1024367 0 188600 ALLISON TRANSMISSION HLDGS I COM 01973R101 72316 1609886 SH DFND 2,5,8,13,20 1448439 2400 159047 FULLER H B CO COM 359694106 205247 4219715 SH DFND 2,5,8,19,20 3902591 337 316787 FULTON FINL CORP PA COM 360271100 132049 8458836 SH DFND 2,5,6,8,11,20 7596874 2356 859606 FUNKO INC COM CL A 361008105 3898 179481 SH DFND 2,20 151636 0 27845 FUSION CONNECT INC COM 36116X102 446 340566 SH DFND 2,20 229966 0 110600 FUTUREFUEL CORPORATION COM 36116M106 9687 722943 SH DFND 2,5,8,20 640407 0 82536 FVCBANKCORP INC COM 36120Q101 212 12518 SH DFND 2,20 5100 0 7418 G-III APPAREL GROUP LTD COM 36237H101 54744 1369981 SH DFND 2,5,8,20 1078100 660 291221 G1 THERAPEUTICS INC COM 3621LQ109 19959 1202361 SH DFND 2,5,8,20 1132646 0 69715 GAIA INC NEW CL A 36269P104 1616 176578 SH DFND 2,20 145396 0 31182 GAIN CAP HLDGS INC COM 36268W100 4412 702576 SH DFND 2,5,20 613673 0 88903 ALLOGENE THERAPEUTICS INC COM 019770106 32549 1125859 SH DFND 2,20 1060959 0 64900 GALECTIN THERAPEUTICS INC COM NEW 363225202 503 98403 SH DFND 2,20 98403 0 0 GALLAGHER ARTHUR J & CO COM 363576109 674104 8631294 SH DFND 2,5,6,8,10,11,12,13,19,20 7565462 128810 937022 GAMCO INVESTORS INC CL A COM 361438104 2882 140587 SH DFND 2,5,8,20 114153 0 26434 GAMESTOP CORP NEW CL A 36467W109 35865 3530007 SH DFND 2,5,8,12,13,20 3176063 1932 352012 GAMING & LEISURE PPTYS INC COM 36467J108 166776 4323993 SH DFND 2,5,8,10,12,13,19,20 3699847 48978 575168 GANNETT CO INC COM 36473H104 37776 3584106 SH DFND 2,5,8,12,20 3200114 4464 379528 GAP INC COM 364760108 266338 10173344 SH DFND 2,5,6,8,10,11,12,13,19,20 8703144 318193 1152007 GARDNER DENVER HLDGS INC COM 36555P107 42722 1536196 SH DFND 2,5,8,19,20 1381295 2100 152801 GARMIN LTD SHS H2906T109 503519 5831058 SH DFND 2,5,6,8,10,11,12,13,19,20 4800168 166832 864058 GARRETT MOTION INC COM 366505105 32294 2192167 SH DFND 1,2,5,8,12,13,20 2114041 3987 74139 AAON INC COM PAR $0.004 000360206 53639 1161522 SH DFND 2,5,8,20 1030917 0 130605 ALLOT LTD SHS M0854Q105 306 38600 SH DFND 2 38600 0 0 GARTNER INC COM 366651107 537478 3543500 SH DFND 2,5,6,8,10,11,12,13,19,20 3136418 47626 359456 GASLOG LTD SHS G37585109 13734 786591 SH DFND 2,5,10,20 663723 0 122868 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 8317 579953 SH DFND 2,5,8,20 533153 0 46800 GATX CORP COM 361448103 93151 1219732 SH DFND 2,5,6,8,11,20 1097027 337 122368 GCI LIBERTY INC COM CLASS A 36164V305 69776 1254737 SH DFND 2,5,8,13,20 1127831 943 125963 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 42691 1442249 SH DFND 2,5,8,13,19,20 1206040 1704 234505 GDS HLDGS LTD SPONSORED ADS 36165L108 40991 1148517 SH DFND 1,2,5,8,10,11,12,13,19,20 923717 26400 198400 GENCO SHIPPING & TRADING LTD SHS Y2685T131 1253 167999 SH DFND 2,20 138778 0 29221 GENCOR INDS INC COM 368678108 1572 127215 SH DFND 2,20 105347 0 21868 GENERAC HLDGS INC COM 368736104 64179 1252770 SH DFND 2,5,8,20 1041909 400 210461 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 51936 5444073 SH DFND 2,5,6,8,11,20 4886836 845 556392 GENERAL DYNAMICS CORP COM 369550108 1986785 11736680 SH DFND 2,5,6,8,10,11,12,13,19,20 10695491 264264 776925 GENERAL ELECTRIC CO COM 369604103 3486060 348625235 SH DFND 1,2,5,6,8,10,11,12,13,19,20 309270266 5282704 34072265 GENERAL FIN CORP DEL COM 369822101 1441 154453 SH DFND 2,20 123928 0 30525 GENERAL MLS INC COM 370334104 1825621 35277709 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23954428 8811735 2511546 GENERAL MOLY INC COM 370373102 9 42932 SH DFND 20 42932 0 0 GENERAL MTRS CO COM 37045V100 2141608 57725287 SH DFND 2,5,6,8,10,11,12,13,19,20 50523956 955692 6245639 GENESCO INC COM 371532102 29896 656325 SH DFND 2,5,8,20 591518 904 63903 GENESEE & WYO INC CL A 371559105 135310 1552791 SH DFND 2,5,6,8,11,13,20 1362215 583 189993 GENESIS HEALTHCARE INC CL A COM 37185X106 1379 957381 SH DFND 2,5,20 848190 0 109191 GENIE ENERGY LTD CL B 372284208 92 10854 SH DFND 20 10854 0 0 ALLSTATE CORP COM 020002101 1547017 16341929 SH DFND 2,5,6,8,10,11,12,13,19,20 14326263 409826 1605840 GENMARK DIAGNOSTICS INC COM 372309104 7247 1022153 SH DFND 2,5,8,20 878514 0 143639 GENOCEA BIOSCIENCES INC COM 372427104 16 26324 SH DFND 20 20600 0 5724 GENOMIC HEALTH INC COM 37244C101 85918 1226519 SH DFND 2,5,8,20 1157323 0 69196 GENPACT LIMITED SHS G3922B107 61105 1736922 SH DFND 2,5,8,13,19,20 1573895 0 163027 GENTEX CORP COM 371901109 141943 6863775 SH DFND 2,5,6,8,11,12,13,19,20 6499268 10554 353953 GENTHERM INC COM 37253A103 36672 994906 SH DFND 2,5,8,20 871223 1140 122543 GENUINE PARTS CO COM 372460105 971916 8619524 SH DFND 2,5,6,8,10,11,12,13,19,20 7794349 267940 557235 GENWORTH FINL INC COM CL A 37247D106 75289 19657794 SH DFND 2,5,6,8,11,12,13,20 17953986 17784 1686024 GEO GROUP INC NEW COM 36162J106 72321 3766730 SH DFND 2,5,6,8,11,13,20 3418597 2464 345669 GEOSPACE TECHNOLOGIES CORP COM 37364X109 1688 130412 SH DFND 2,20 130412 0 0 ALLY FINL INC COM 02005N100 323559 11770045 SH DFND 2,5,6,8,10,12,13,19,20 9171559 477116 2121370 GERDAU S A SPON ADR REP PFD 373737105 15619 4025597 SH DFND 2,10,12,19,20 3486324 465625 73648 GERMAN AMERN BANCORP INC COM 373865104 14728 500952 SH DFND 2,5,8,20 352060 0 148892 GERON CORP COM 374163103 5568 3353973 SH DFND 2,5,8,20 2879951 0 474022 GETTY RLTY CORP NEW COM 374297109 43905 1355839 SH DFND 2,5,8,10,20 1211445 8609 135785 GIBRALTAR INDS INC COM 374689107 36737 904634 SH DFND 2,5,8,20 803237 1270 100127 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 301 34210 SH DFND 2,20 34210 0 0 GILDAN ACTIVEWEAR INC COM 375916103 336 9296 SH DFND 20 9296 0 0 GILEAD SCIENCES INC COM 375558103 3812813 58649643 SH DFND 2,5,6,8,10,11,12,13,19,20 51688857 991011 5969775 GLACIER BANCORP INC NEW COM 37637Q105 126919 3167420 SH DFND 2,5,8,20 2904621 1085 261714 GLADSTONE COML CORP COM 376536108 13393 644830 SH DFND 2,5,8,20 537076 9600 98154 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 256847 2748494 SH DFND 2,5,6,8,10,12,13,19,20 2447229 45097 256168 GLADSTONE LD CORP COM 376549101 2705 213863 SH DFND 2,20 169333 0 44530 GLATFELTER COM 377316104 17346 1228479 SH DFND 2,5,8,20 1091082 2208 135189 GLAUKOS CORP COM 377322102 65912 841031 SH DFND 2,5,8,20 729053 0 111978 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 411997 9720629 SH DFND 1,20 41274 9477470 201885 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 126927 2398015 SH DFND 2,5,8,20 2234400 0 163615 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15595 452818 SH DFND 2,5,8,20 388979 0 63839 GLOBAL EAGLE ENTMT INC COM 37951D102 53 74081 SH DFND 2,20 74081 0 0 GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5123 168629 SH DFND 2,5,8,20 143514 0 25115 GLOBAL MED REIT INC COM NEW 37954A204 4820 481707 SH DFND 2,20 429493 0 52214 GLOBAL NET LEASE INC COM NEW 379378201 58091 3073615 SH DFND 2,5,8,10,20 2693659 16900 363056 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5064 439931 SH DFND 2,5,20 376328 0 63603 GLOBAL PMTS INC COM 37940X102 833929 6108474 SH DFND 2,5,6,8,10,11,12,13,19,20 5411468 85931 611075 GLOBAL WTR RES INC COM 379463102 1620 165129 SH DFND 2,5,20 136443 0 28686 GLOBALSTAR INC COM 378973408 448 1042710 SH DFND 5,8,20 910710 0 132000 GLOBUS MED INC CL A 379577208 126596 2562146 SH DFND 2,5,6,8,11,19,20 2326180 600 235366 GLOWPOINT INC COM NEW 379887201 2 11101 SH DFND 20 11101 0 0 GLU MOBILE INC COM 379890106 28566 2611137 SH DFND 2,5,8,20 2158836 0 452301 GLYCOMIMETICS INC COM 38000Q102 13653 1095747 SH DFND 2,5,20 989860 0 105887 GMS INC COM 36251C103 9698 641409 SH DFND 2,5,8,20 522616 0 118793 GNC HLDGS INC COM CL A 36191G107 4412 1615983 SH DFND 2,5,8,20 1323337 3200 289446 GODADDY INC CL A 380237107 280765 3734068 SH DFND 2,5,6,8,10,12,13,19,20 3008641 83644 641783 ALPHABET INC CAP STK CL A 02079K305 13524517 11491743 SH DFND 2,5,6,8,10,11,12,13,19,20 9984999 296829 1209915 GOGO INC COM 38046C109 5030 1120239 SH DFND 2,5,8,20 939747 0 180492 GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 12900 13485000 SH DFND 2,5 13485000 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 33850 1593698 SH DFND 2,5,8,10,20 1317291 0 276407 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1129 302570 SH DFND 5,8,20 302570 0 0 GOLD RESOURCE CORP COM 38068T105 4599 1170347 SH DFND 2,5,6,20 1021686 0 148661 GOLDCORP INC NEW COM 380956409 371 32400 SH DFND 5,20 32400 0 0 GOLDEN ENTMT INC COM 381013101 4561 322128 SH DFND 2,5,8,20 273262 0 48866 GOLDEN MINERALS CO COM 381119106 8 28779 SH DFND 20 28779 0 0 GOLDEN OCEAN GROUP LTD SHS NEW G39637205 197 41341 SH DFND 2,5,20 41341 0 0 GOLDEN STAR RES LTD CDA COM 38119T807 222 55845 SH DFND 2 55845 0 0 ALPHABET INC CAP STK CL C 02079K107 13660524 11642724 SH DFND 2,5,6,8,10,11,12,13,19,20 10034376 332581 1275767 GOLDFIELD CORP COM 381370105 80 36419 SH DFND 13,20 11419 0 25000 GOLDMAN SACHS GROUP INC COM 38141G104 4012273 20898342 SH DFND 1,2,5,6,8,10,11,12,13,19,20 13227915 812478 6857949 GOODRICH PETE CORP COM PAR 382410843 1722 126594 SH DFND 2,20 99275 0 27319 GOODYEAR TIRE & RUBR CO COM 382550101 160705 8854254 SH DFND 2,5,6,8,10,11,12,13,19,20 7530196 160511 1163547 GOOSEHEAD INS INC COM CL A 38267D109 4809 169753 SH DFND 2,20 138453 0 31300 GOPRO INC CL A 38268T103 14459 2224464 SH DFND 2,5,8,20 1873544 0 350920 GORMAN RUPP CO COM 383082104 12353 363980 SH DFND 2,5,8,20 315150 0 48830 GOSSAMER BIO INC COM 38341P102 3309 152681 SH DFND 2,20 152681 0 0 GP STRATEGIES CORP COM 36225V104 2851 234687 SH DFND 2,5,20 198968 0 35719 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 16886 189796 SH DFND 2,5,19,20 188796 0 1000 ALTA MESA RES INC CL A 02133L109 414 1558335 SH DFND 2,20 1273935 0 284400 GRACE W R & CO DEL NEW COM 38388F108 72940 934646 SH DFND 2,5,8,13,20 845243 3104 86299 GRACO INC COM 384109104 200134 4041484 SH DFND 2,5,6,8,11,13,19,20 3811762 1801 227921 GRAFTECH INTL LTD COM 384313508 9621 752218 SH DFND 2,5,8,20 690647 0 61571 GRAHAM CORP COM 384556106 3478 177195 SH DFND 2,5,20 150914 0 26281 GRAHAM HLDGS CO COM 384637104 78036 114224 SH DFND 2,5,6,8,11,12,13,20 108065 65 6094 GRAINGER W W INC COM 384802104 758017 2518915 SH DFND 2,5,6,8,10,11,12,13,19,20 2241021 81909 195985 GRAN TIERRA ENERGY INC COM 38500T101 2660 1172026 SH DFND 2,5,10,20 899296 124142 148588 GRAND CANYON ED INC COM 38526M106 70626 616769 SH DFND 2,5,8,13,19,20 551551 600 64618 GRANITE CONSTR INC COM 387328107 60302 1393306 SH DFND 2,5,6,8,11,20 1253579 1209 138518 GRANITE PT MTG TR INC COM 38741L107 27191 1433818 SH DFND 2,5,6,8,20 1272104 606 161108 ALTABA INC COM 021346101 14131 190657 SH DFND 20 115730 0 74927 GRAPHIC PACKAGING HLDG CO COM 388689101 52185 4107398 SH DFND 2,5,8,13,20 3719364 4200 383834 GRAY TELEVISION INC COM 389375106 33592 1572648 SH DFND 2,5,8,20 1315452 0 257196 GREAT AJAX CORP COM 38983D300 5866 426954 SH DFND 2,5,20 373969 0 52985 GREAT LAKES DREDGE & DOCK CO COM 390607109 9596 1076998 SH DFND 2,5,8,20 914439 0 162559 GREAT SOUTHN BANCORP INC COM 390905107 12247 234534 SH DFND 2,5,8,20 200003 0 34531 GREAT WESTN BANCORP INC COM 391416104 78694 2491101 SH DFND 2,5,8,20 2302853 1600 186648 GREEN BRICK PARTNERS INC COM 392709101 3485 398244 SH DFND 2,5,20 332706 0 65538 GREEN DOT CORP CL A 39304D102 91194 1503613 SH DFND 2,5,6,8,11,13,20 1346378 900 156335 GREEN PLAINS INC COM 393222104 27180 1629515 SH DFND 2,5,8,20 1497743 0 131772 GREENBRIER COS INC COM 393657101 31229 968945 SH DFND 2,5,8,20 846760 0 122185 AAR CORP COM 000361105 55784 1715899 SH DFND 2,5,8,20 1598229 786 116884 ALTAIR ENGR INC COM CL A 021369103 18748 509326 SH DFND 2,5,20 432586 0 76740 GREENE COUNTY BANCORP INC COM 394357107 1151 37919 SH DFND 2,20 31041 0 6878 GREENHILL & CO INC COM 395259104 12622 586790 SH DFND 2,5,8,20 489173 2100 95517 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 6009 552816 SH DFND 2,5,8,20 457180 1200 94436 GREENSKY INC CL A 39572G100 1906 147277 SH DFND 2,20 147277 0 0 GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 209 15138 SH DFND 2 15138 0 0 GREIF INC CL A 397624107 35884 860797 SH DFND 2,5,6,8,11,20 778808 83 81906 GREIF INC CL B 397624206 5024 101416 SH DFND 2,5,20 84564 0 16852 GRIDSUM HLDG INC SPONSORED ADR 398132100 76 25600 SH DFND 2 25600 0 0 GRIFFIN INL RLTY INC COM 398231100 286 8208 SH DFND 2,20 6944 0 1264 GRIFFON CORP COM 398433102 18713 1012601 SH DFND 2,5,8,20 903851 0 108750 ALTERYX INC COM CL A 02156B103 47886 570961 SH DFND 2,5,20 484271 0 86690 GRIFOLS S A SP ADR REP B NVT 398438408 3797 188836 SH DFND 1,2,10,13,20 182836 0 6000 GRITSTONE ONCOLOGY INC COM 39868T105 1473 110715 SH DFND 2,20 90915 0 19800 GROUP 1 AUTOMOTIVE INC COM 398905109 45234 699137 SH DFND 2,5,8,12,20 545817 705 152615 GROUPON INC COM 399473107 36603 10310637 SH DFND 2,5,8,20 8875223 1800 1433614 GRUBHUB INC COM 400110102 131224 1888930 SH DFND 2,5,6,8,10,12,13,19,20 1634327 57172 197431 GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 9403 208529 SH DFND 2,19,20 208529 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16018 99031 SH DFND 1,2,13,19,20 98351 0 680 GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 140 17964 SH DFND 5 17964 0 0 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 6139 555071 SH DFND 1,5,20 555071 0 0 GSI TECHNOLOGY COM 36241U106 143 18379 SH DFND 2,20 18379 0 0 ALTICE USA INC CL A 02156K103 73550 3424133 SH DFND 2,5,6,8,10,12,13,19,20 3424133 0 0 GTT COMMUNICATIONS INC COM 362393100 29971 863718 SH DFND 2,5,8,20 730841 0 132877 GTX INC DEL COM NEW 40052B207 358 298447 SH DFND 2,20 289547 0 8900 GUARANTY BANCSHARES INC TEX COM 400764106 3830 130314 SH DFND 2,20 108821 0 21493 GUARANTY FED BANCSHARES INC COM 40108P101 289 12873 SH DFND 20 2300 0 10573 GUARDANT HEALTH INC COM 40131M109 22226 289776 SH DFND 2,20 246844 0 42932 GUESS INC COM 401617105 37055 1890548 SH DFND 2,5,8,12,20 1670249 28337 191962 GUIDEWIRE SOFTWARE INC COM 40171V100 98543 1014237 SH DFND 2,5,8,13,19,20 905870 1300 107067 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12553 11550000 SH DFND 2,5 11550000 0 0 GULF ISLAND FABRICATION INC COM 402307102 1333 145358 SH DFND 2,20 145358 0 0 GULFPORT ENERGY CORP COM NEW 402635304 73628 9180521 SH DFND 2,5,20 8520668 3200 656653 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 5112 215949 SH DFND 2,5,8,20 174431 1000 40518 GW PHARMACEUTICALS PLC ADS 36197T103 1409 8359 SH DFND 2,13,20 8359 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 16295 648925 SH DFND 2,5,8,20 547345 0 101580 HABIT RESTAURANTS INC COM CL A 40449J103 3658 338064 SH DFND 2,5,20 284747 0 53317 HACKETT GROUP INC COM 404609109 9079 574600 SH DFND 2,5,8,20 503343 0 71257 HAEMONETICS CORP COM 405024100 150611 1721667 SH DFND 2,5,6,8,11,13,19,20 1552977 604 168086 HAIN CELESTIAL GROUP INC COM 405217100 51229 2215786 SH DFND 2,5,6,8,11,13,19,20 2100288 666 114832 HALCON RES CORP COM PAR NEW 40537Q605 4250 3147949 SH DFND 2,5,20 2735332 0 412617 HALLADOR ENERGY COMPANY COM 40609P105 1355 257584 SH DFND 2,20 222001 0 35583 HALLIBURTON CO COM 406216101 1221687 41695802 SH DFND 2,5,6,8,10,11,12,13,19,20 37497637 598169 3599996 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2378 228685 SH DFND 2,20 190692 0 37993 ALTRA INDL MOTION CORP COM 02208R106 44410 1422483 SH DFND 2,5,6,8,13,20 996109 199 426175 HALOZYME THERAPEUTICS INC COM 40637H109 63658 3953883 SH DFND 2,5,8,20 3549791 0 404092 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 3130 145857 SH DFND 2,5,20 120159 536 25162 HAMILTON LANE INC CL A 407497106 13313 303973 SH DFND 2,5,20 253133 0 50840 HANCOCK WHITNEY CORPORATION COM 410120109 151084 3739698 SH DFND 2,5,6,8,11,12,13,20 3440324 1000 298374 HANESBRANDS INC COM 410345102 350528 19604486 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17738853 236838 1628795 HANGER INC COM NEW 41043F208 1405 73743 SH DFND 2,20 73743 0 0 HANMI FINL CORP COM NEW 410495204 24887 1170034 SH DFND 2,5,8,20 1074576 0 95458 HANNON ARMSTRONG SUST INFR C COM 41068X100 29379 1145832 SH DFND 2,5,8,20 941928 0 203904 HANOVER INS GROUP INC COM 410867105 136236 1193275 SH DFND 2,5,6,8,11,12,13,20 1137588 900 54787 HARBORONE BANCORP INC COM 41165F101 4791 278551 SH DFND 2,5,20 241257 0 37294 ALTRIA GROUP INC COM 02209S103 4195658 72058201 SH DFND 1,2,5,6,8,10,12,13,19,20 65182692 1160371 5715138 HARLEY DAVIDSON INC COM 412822108 265167 7435992 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6569053 118301 748638 HARMONIC INC COM 413160102 12281 2265800 SH DFND 2,5,8,20 2032153 0 233647 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 91 47900 SH DFND 8,20 47900 0 0 HARRIS CORP DEL COM 413875105 826203 5173143 SH DFND 2,5,6,8,10,11,12,13,19,20 4683823 72910 416410 HARSCO CORP COM 415864107 45798 2271707 SH DFND 2,5,8,20 1984521 3081 284105 HARTFORD FINL SVCS GROUP INC COM 416515104 1029551 20587619 SH DFND 2,5,6,8,10,11,12,13,19,20 15120187 4087801 1379631 HARVARD BIOSCIENCE INC COM 416906105 2242 520084 SH DFND 2,20 425848 0 94236 HASBRO INC COM 418056107 424458 4992447 SH DFND 2,5,6,8,10,11,12,13,19,20 4408663 127836 455948 HAVERTY FURNITURE INC COM 419596101 13214 603924 SH DFND 2,5,8,20 546131 0 57793 HAWAIIAN ELEC INDUSTRIES COM 419870100 119634 2934352 SH DFND 2,5,6,8,11,12,13,20 2764841 1256 168255 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 289 31132 SH DFND 5 31132 0 0 HAWAIIAN HOLDINGS INC COM 419879101 40876 1557171 SH DFND 2,5,8,13,20 1389565 0 167606 HAWKINS INC COM 420261109 10913 296314 SH DFND 2,5,8,20 265586 349 30379 HAWTHORN BANCSHARES INC COM 420476103 487 20851 SH DFND 20 1872 0 18979 HAYNES INTERNATIONAL INC COM NEW 420877201 13891 423132 SH DFND 2,5,8,20 384342 900 37890 HC2 HLDGS INC COM 404139107 1528 623676 SH DFND 2,5,20 502565 0 121111 HCA HEALTHCARE INC COM 40412C101 1580146 12119541 SH DFND 2,5,6,8,10,11,12,13,19,20 10527740 357776 1234025 HCI GROUP INC COM 40416E103 8827 206571 SH DFND 2,5,8,20 183378 0 23193 HCP INC COM 40414L109 1034139 33039577 SH DFND 2,5,6,8,10,11,12,13,19,20 29754397 401529 2883651 HD SUPPLY HLDGS INC COM 40416M105 182392 4207423 SH DFND 2,5,6,8,10,12,13,19,20 3371001 195616 640806 HDFC BANK LTD SPONSORED ADS 40415F101 17680 152532 SH DFND 1,8,20 152532 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 36371 2823826 SH DFND 2,5,8,20 2711097 342 112387 HEALTH INS INNOVATIONS INC COM CL A 42225K106 6992 260710 SH DFND 2,5,20 219458 0 41252 HEALTHCARE RLTY TR COM 421946104 229477 7146594 SH DFND 2,5,6,8,10,11,13,19,20 6525946 31334 589314 HEALTHCARE SVCS GRP INC COM 421906108 81077 2457623 SH DFND 2,5,6,8,11,13,19,20 2074618 1025 381980 HEALTHCARE TR AMER INC CL A NEW 42225P501 161176 5637506 SH DFND 2,5,8,10,12,13,19,20 5002822 49890 584794 HEALTHEQUITY INC COM 42226A107 124996 1689593 SH DFND 2,5,6,8,11,13,20 1517394 1200 170999 HEALTHSTREAM INC COM 42222N103 21801 776925 SH DFND 2,5,8,20 693463 800 82662 HEARTLAND EXPRESS INC COM 422347104 28062 1454024 SH DFND 2,5,8,20 1303904 2724 147396 HEARTLAND FINL USA INC COM 42234Q102 29989 703141 SH DFND 2,5,8,20 611365 0 91776 HECLA MNG CO COM 422704106 36245 15758541 SH DFND 2,5,8,20 14303436 9381 1445724 HEICO CORP NEW CL A 422806208 80829 961562 SH DFND 2,5,8,13,19,20 851188 1718 108656 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 2895 185007 SH DFND 2,20 156807 0 28200 HEICO CORP NEW COM 422806109 105966 1116964 SH DFND 2,5,8,13,19,20 1053969 275 62720 HEIDRICK & STRUGGLES INTL IN COM 422819102 21814 569107 SH DFND 2,5,8,20 484098 5400 79609 HELEN OF TROY CORP LTD COM G4388N106 110578 953590 SH DFND 2,5,6,8,11,13,19,20 870167 388 83035 HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 1604 240823 SH DFND 2,20 184883 0 55940 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 34697 4386481 SH DFND 2,5,8,20 3946127 3985 436369 HELMERICH & PAYNE INC COM 423452101 344818 6206235 SH DFND 2,5,6,8,10,11,12,13,19,20 5344303 73006 788926 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4392 311470 SH DFND 2,20 263874 0 47596 HENRY JACK & ASSOC INC COM 426281101 487114 3510981 SH DFND 2,5,6,8,10,11,12,13,19,20 2998085 105288 407608 HENRY SCHEIN INC COM 806407102 470183 7822039 SH DFND 2,5,6,8,10,11,12,13,19,20 7037080 187890 597069 HERBALIFE NUTRITION LTD COM SHS G4412G101 97030 1831109 SH DFND 2,5,6,8,12,13,19,20 1395707 1210 434192 AMARIN CORP PLC SPONS ADR NEW 023111206 5686 273890 SH DFND 1,2,5,13,20 267590 0 6300 HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 25436 20433000 SH DFND 2,5 20433000 0 0 HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 15449 14625000 SH DFND 2 14625000 0 0 HERC HLDGS INC COM 42704L104 20861 535172 SH DFND 2,5,8,13,20 455642 623 78907 HERITAGE COMMERCE CORP COM 426927109 11579 956916 SH DFND 2,5,8,20 836158 0 120758 HERITAGE CRYSTAL CLEAN INC COM 42726M106 7232 263467 SH DFND 2,5,8,20 226252 0 37215 HERITAGE FINL CORP WASH COM 42722X106 34460 1143335 SH DFND 2,5,8,20 1031407 0 111928 HERITAGE INS HLDGS INC COM 42727J102 6064 413655 SH DFND 2,5,8,20 338929 0 74726 HERON THERAPEUTICS INC COM 427746102 79005 3232627 SH DFND 2,5,8,20 2915969 0 316658 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 32214 1849479 SH DFND 2,5,8,10,20 1680672 10249 158558 HERSHEY CO COM 427866108 813897 7087842 SH DFND 2,5,6,8,10,11,12,13,19,20 6037687 132758 917397 AARONS INC COM PAR $0.50 002535300 134884 2562648 SH DFND 2,5,6,8,10,11,19,20 2179550 804 382294 AMAZON COM INC COM 023135106 29446950 16536263 SH DFND 2,5,6,8,10,11,12,13,19,20 14649973 265375 1620915 HERTZ GLOBAL HLDGS INC COM 42806J106 27071 1558515 SH DFND 2,5,8,12,13,20 1377001 1871 179643 HESKA CORP COM RESTRC NEW 42805E306 22002 258487 SH DFND 2,5,8,20 236260 0 22227 HESS CORP COM 42809H107 785070 13034526 SH DFND 2,5,6,8,10,11,12,13,19,20 11892045 154604 987877 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1054857 67867630 SH DFND 1,2,5,6,8,10,11,12,13,19,20 53185357 6601874 8080399 HEXCEL CORP NEW COM 428291108 146170 2113512 SH DFND 2,5,8,13,19,20 1989500 1771 122241 HFF INC CL A 40418F108 51668 1082059 SH DFND 2,5,8,20 960347 200 121512 HIBBETT SPORTS INC COM 428567101 12672 555526 SH DFND 2,5,8,20 479436 1262 74828 HIGHPOINT RES CORP COM 43114K108 6786 3070761 SH DFND 2,5,20 2723317 2400 345044 HIGHWOODS PPTYS INC COM 431284108 242472 5183240 SH DFND 2,5,6,8,10,11,13,19,20 4863435 24534 295271 HILL ROM HLDGS INC COM 431475102 196827 1859310 SH DFND 2,5,6,8,11,13,20 1658206 1000 200104 AMBAC FINL GROUP INC COM NEW 023139884 23506 1297243 SH DFND 2,5,8,20 1144031 0 153212 HILLENBRAND INC COM 431571108 75377 1814996 SH DFND 2,5,8,19,20 1590539 595 223862 HILLTOP HOLDINGS INC COM 432748101 34394 1884626 SH DFND 2,5,8,20 1656230 1279 227117 HILTON GRAND VACATIONS INC COM 43283X105 39293 1273682 SH DFND 2,5,8,13,20 1117183 1690 154809 HILTON WORLDWIDE HLDGS INC COM 43300A203 965590 11618218 SH DFND 2,5,6,8,10,11,12,13,19,20 10395200 149266 1073752 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 670 210170 SH DFND 2,10,19 210170 0 0 HINGHAM INSTN SVGS MASS COM 433323102 3838 22313 SH DFND 2,5,20 18566 0 3747 HMS HLDGS CORP COM 40425J101 77664 2622899 SH DFND 2,5,8,20 2073477 2919 546503 HNI CORP COM 404251100 50585 1393904 SH DFND 2,5,6,8,11,19,20 1226806 7217 159881 HOLLYFRONTIER CORP COM 436106108 472106 9582012 SH DFND 2,5,6,8,10,11,12,13,19,20 8204858 255611 1121543 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3848 183776 SH DFND 2,5,13,20 183776 0 0 AMBARELLA INC SHS G037AX101 25623 593117 SH DFND 2,5,8,20 493084 100 99933 HOLOGIC INC COM 436440101 553210 11429962 SH DFND 2,5,6,8,10,11,12,13,19,20 10081598 194370 1153994 HOME BANCORP INC COM 43689E107 4999 150355 SH DFND 2,5,20 105074 0 45281 HOME BANCSHARES INC COM 436893200 119890 6823542 SH DFND 2,5,6,8,11,13,20 6268637 3300 551605 HOME DEPOT INC COM 437076102 10152355 52907162 SH DFND 1,2,5,6,8,10,11,12,13,19,20 42034395 807010 10065757 HOMESTREET INC COM 43785V102 20979 796167 SH DFND 2,5,8,20 655699 0 140468 HOMETOWN BANKSHARES CORP COM 43787N108 210 14649 SH DFND 20 0 0 14649 HOMETRUST BANCSHARES INC COM 437872104 9510 377376 SH DFND 2,5,20 320160 0 57216 HOMOLOGY MEDICINES INC COM 438083107 8237 297041 SH DFND 2,20 248761 0 48280 HONDA MOTOR LTD AMERN SHS 438128308 552 20323 SH DFND 2,20 20323 0 0 HONEYWELL INTL INC COM 438516106 4702801 29592252 SH DFND 1,2,5,6,8,10,11,12,13,19,20 26388660 792081 2411511 AMBER RD INC COM 02318Y108 3243 373996 SH DFND 2,20 312532 0 61464 HOOKER FURNITURE CORP COM 439038100 6556 227408 SH DFND 2,5,8,13,20 190012 0 37396 HOPE BANCORP INC COM 43940T109 77445 5920893 SH DFND 2,5,8,13,20 5520926 1800 398167 HOPFED BANCORP INC COM 439734104 335 17024 SH DFND 20 1717 0 15307 HORACE MANN EDUCATORS CORP N COM 440327104 46309 1315216 SH DFND 2,5,8,20 1074792 77 240347 HORIZON BANCORP INC COM 440407104 12868 799739 SH DFND 2,5,8,20 608601 0 191138 HORIZON GLOBAL CORP COM 44052W104 70 35950 SH DFND 2,20 35950 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 13215 11650000 SH DFND 2,5 11650000 0 0 HORIZON PHARMA PLC SHS G4617B105 100392 3798424 SH DFND 2,5,8,13,20 3223854 4600 569970 HORMEL FOODS CORP COM 440452100 1249189 27908605 SH DFND 2,5,6,8,10,12,13,19,20 14950258 10846357 2111990 HORNBECK OFFSHORE SVCS INC N COM 440543106 62 49768 SH DFND 2,20 49768 0 0 AMBEV SA SPONSORED ADR 02319V103 99563 23154265 SH DFND 2,5,8,10,13,19,20 20737754 2086952 329559 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 224927 8549118 SH DFND 2,5,6,8,10,11,12,13,19,20 8036566 40629 471923 HOST HOTELS & RESORTS INC COM 44107P104 1012219 53000422 SH DFND 2,5,6,8,10,11,12,13,19,20 47254150 896628 4849644 HOSTESS BRANDS INC CL A 44109J106 32298 2583823 SH DFND 2,5,8,20 1635765 0 948058 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 15226 2094325 SH DFND 2,5,8,20 1762324 5100 326901 HOULIHAN LOKEY INC CL A 441593100 33258 725363 SH DFND 2,5,8,20 589752 0 135611 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 975 88845 SH DFND 2,5,13,20 88845 0 0 HOWARD BANCORP INC COM 442496105 3167 213825 SH DFND 2,20 175830 0 37995 HOWARD HUGHES CORP COM 44267D107 56000 509091 SH DFND 2,5,8,13,20 457262 560 51269 HP INC COM 40434L105 1455806 74316484 SH DFND 1,2,5,6,8,10,11,12,13,19,20 57124035 8589803 8602646 HSBC HLDGS PLC ADR A 1/40PF A 404280604 13006 504693 SH DFND 2 504693 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 15432 1039174 SH DFND 2,5,8,20 872044 320 166810 HSBC HLDGS PLC SPON ADR NEW 404280406 4845 119249 SH DFND 1,20 119249 0 0 HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 154 61796 SH DFND 2,20 61796 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 546 23564 SH DFND 5,20 23564 0 0 HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 16075 13985000 SH DFND 2,5 13985000 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 105942 2514056 SH DFND 1,2,5,8,10,11,12,13,19,20 2014856 67700 431500 HUB GROUP INC CL A 443320106 43615 1067678 SH DFND 2,5,8,20 931854 55 135769 HUBBELL INC COM 443510607 159966 1355872 SH DFND 2,5,6,8,11,12,13,19,20 1280775 491 74606 HUBSPOT INC COM 443573100 124560 749411 SH DFND 2,5,8,13,19,20 629546 800 119065 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 20411 11266000 SH DFND 2,5 11266000 0 0 HUDSON GLOBAL INC COM 443787106 24 15816 SH DFND 20 15816 0 0 AMC NETWORKS INC CL A 00164V103 67409 1187616 SH DFND 2,5,6,8,11,13,20 1126781 293 60542 HUDSON LTD COM CL A G46408103 9421 685138 SH DFND 2,5,20 571481 0 113657 HUDSON PAC PPTYS INC COM 444097109 204441 5939589 SH DFND 2,5,8,10,13,19,20 5462037 38704 438848 HUDSON TECHNOLOGIES INC COM 444144109 56 29255 SH DFND 20 29255 0 0 HUMANA INC COM 444859102 1643290 6165123 SH DFND 2,5,6,8,10,11,12,13,19,20 5330595 161079 673449 HUNT COS FIN TR INC COM 44558T100 191 53575 SH DFND 20 2209 0 51366 HUNT J B TRANS SVCS INC COM 445658107 375212 3704336 SH DFND 2,5,6,8,10,11,12,13,19,20 3216752 127177 360407 HUNTINGTON BANCSHARES INC COM 446150104 653352 50960089 SH DFND 2,5,6,8,10,11,12,13,19,20 46441182 600509 3918398 HUNTINGTON INGALLS INDS INC COM 446413106 692885 3344039 SH DFND 1,2,5,6,8,10,11,12,13,19,20 1867352 1103110 373577 HUNTSMAN CORP COM 447011107 64741 2878666 SH DFND 2,5,8,12,13,20 2590513 12636 275517 HURCO COMPANIES INC COM 447324104 5486 135592 SH DFND 2,5,20 118254 0 17338 AMDOCS LTD SHS G02602103 100027 1838902 SH DFND 2,5,6,8,10,12,13,19,20 1731597 0 107305 HURON CONSULTING GROUP INC COM 447462102 20694 438252 SH DFND 2,5,8,20 361844 902 75506 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 25772 842775 SH DFND 2,5,8,10,11,12,13,19,20 640775 25600 176400 HUTTIG BLDG PRODS INC COM 448451104 56 20163 SH DFND 2,20 20163 0 0 HUYA INC ADS REP SHS A 44852D108 1250 44436 SH DFND 2,5 44436 0 0 HYATT HOTELS CORP COM CL A 448579102 36037 496581 SH DFND 2,5,10,13,20 453456 0 43125 HYSTER YALE MATLS HANDLING I CL A 449172105 12824 205644 SH DFND 2,5,8,20 173465 536 31643 I D SYSTEMS INC COM 449489103 103 17315 SH DFND 2,20 17315 0 0 I3 VERTICALS INC COM CL A 46571Y107 3209 133616 SH DFND 2,5,20 113466 0 20150 IAC INTERACTIVECORP COM 44919P508 350695 1669104 SH DFND 2,5,6,8,10,12,13,19,20 1404751 84853 179500 IBERIABANK CORP COM 450828108 144090 1997327 SH DFND 2,5,8,13,20 1729748 474 267105 AMEDISYS INC COM 023436108 109228 886159 SH DFND 2,5,6,8,11,20 799322 574 86263 ICF INTL INC COM 44925C103 28374 372262 SH DFND 2,5,8,20 312262 0 60000 ICHOR HOLDINGS SHS G4740B105 14091 624057 SH DFND 2,5,8,20 550205 0 73852 ICICI BK LTD ADR 45104G104 98381 8584701 SH DFND 1,2,5,8,13,19,20 8521279 0 63422 ICON PLC SHS G4705A100 15237 111560 SH DFND 2,5,8,10,13,19,20 109577 0 1983 ICU MED INC COM 44930G107 104692 437439 SH DFND 2,5,6,8,11,13,19,20 411358 300 25781 IDACORP INC COM 451107106 176030 1768431 SH DFND 2,5,6,8,11,12,13,20 1497900 490 270041 IDEANOMICS INC COM 45166V106 351 180900 SH DFND 2 180900 0 0 IDERA PHARMACEUTICALS INC COM PAR 45168K405 979 383988 SH DFND 2,5,13,20 333204 0 50784 IDEX CORP COM 45167R104 380614 2508328 SH DFND 2,5,6,8,10,11,12,13,19,20 2204784 95226 208318 IDEXX LABS INC COM 45168D104 828476 3705170 SH DFND 2,5,6,8,10,11,12,13,19,20 3252540 71114 381516 AMERCO COM 023586100 80241 215704 SH DFND 2,5,6,8,10,12,13,19,20 160153 7783 47768 IDT CORP CL B NEW 448947507 136 20543 SH DFND 2,20 20543 0 0 IES HLDGS INC COM 44951W106 2771 155910 SH DFND 2,20 130181 0 25729 IHS MARKIT LTD SHS G47567105 787140 14474806 SH DFND 2,5,6,8,10,11,12,13,19,20 12847475 234649 1392682 II VI INC COM 902104108 64744 1738570 SH DFND 2,5,8,20 1538356 308 199906 ILLINOIS TOOL WKS INC COM 452308109 2043134 14137593 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12551500 332369 1253724 ILLUMINA INC COM 452327109 1915356 6164846 SH DFND 2,5,6,8,10,11,12,13,19,20 5412635 148934 603277 ILLUMINA INC NOTE 6/1 452327AF6 22523 18395000 SH DFND 2,5 18395000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 20841 15350000 SH DFND 2,5 15350000 0 0 IMAX CORP COM 45245E109 23459 1034339 SH DFND 2,5,8,20 863286 1600 169453 IMMERSION CORP COM 452521107 4185 496445 SH DFND 2,5,20 415663 0 80782 ABB LTD SPONSORED ADR 000375204 864 45810 SH DFND 2,20 45810 0 0 AMEREN CORP COM 023608102 949593 12910848 SH DFND 2,5,6,8,10,11,12,13,19,20 11511873 333763 1065212 IMMUNE DESIGN CORP COM 45252L103 3493 597011 SH DFND 2,20 507040 0 89971 IMMUNOGEN INC COM 45253H101 34275 12647744 SH DFND 2,5,8,20 12197691 1976 448077 IMMUNOMEDICS INC COM 452907108 135925 7075737 SH DFND 2,5,8,19,20 6612028 3000 460709 IMPAC MTG HLDGS INC COM NEW 45254P508 534 136132 SH DFND 2,20 108143 0 27989 IMPINJ INC COM 453204109 5135 306447 SH DFND 2,5,20 254034 0 52413 INCYTE CORP COM 45337C102 698274 8118520 SH DFND 2,5,6,8,10,11,12,13,19,20 7353948 97531 667041 INDEPENDENCE CONTRACT DRIL I COM 453415309 1941 700680 SH DFND 2,20 566968 0 133712 INDEPENDENCE HLDG CO NEW COM NEW 453440307 3745 106238 SH DFND 2,20 91450 0 14788 INDEPENDENCE RLTY TR INC COM 45378A106 49272 4491885 SH DFND 2,5,8,10,20 4097393 47300 347192 INDEPENDENT BANK CORP MASS COM 453836108 83746 1028553 SH DFND 1,2,5,8,20 865921 247 162385 AMERESCO INC CL A 02361E108 5480 338678 SH DFND 2,20 287281 0 51397 INDEPENDENT BANK CORP MICH COM NEW 453838609 16181 752614 SH DFND 2,5,20 574026 0 178588 INDEPENDENT BK GROUP INC COM 45384B106 61446 1198017 SH DFND 2,5,8,20 1077429 0 120588 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 26753 1326381 SH DFND 2,5,8,20 1098280 904 227197 INFINERA CORPORATION COM 45667G103 14891 3431208 SH DFND 2,5,8,20 2949354 4811 477043 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 8596 10700000 SH DFND 2,5 10700000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 104 55289 SH DFND 20 55289 0 0 INFORMATION SERVICES GROUP I COM 45675Y104 1856 497579 SH DFND 2,20 397234 0 100345 INFOSYS LTD SPONSORED ADR 456788108 203577 18625561 SH DFND 1,2,5,8,10,13,19,20 16792477 0 1833084 INFRA AND ENERGY ALTRNTIVE I COM 45686J104 1234 235406 SH DFND 2,20 189306 0 46100 INFRAREIT INC COM 45685L100 19431 915764 SH DFND 2,5,8,19,20 763383 0 152381 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 26137 1830329 SH DFND 1,5,8,13,20 1705604 0 124725 ING GROEP N V SPONSORED ADR 456837103 176 14463 SH DFND 2,20 14463 0 0 INGERSOLL-RAND PLC SHS G47791101 1113418 10314197 SH DFND 2,5,6,8,10,11,12,13,19,20 9061152 177152 1075893 INGEVITY CORP COM 45688C107 148841 1409342 SH DFND 2,5,6,8,11,13,19,20 1188887 1113 219342 INGLES MKTS INC CL A 457030104 10140 367122 SH DFND 2,5,8,20 316391 0 50731 INGREDION INC COM 457187102 282839 2967621 SH DFND 2,5,6,8,10,11,12,13,19,20 2642076 87376 238169 INNERWORKINGS INC COM 45773Y105 2948 814322 SH DFND 2,5,8,20 682339 0 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13200000 SH DFND 2,5 13200000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1882560 24724984 SH DFND 2,5,6,8,10,11,12,13,19,20 21722092 387385 2615507 INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 252 4073 SH DFND 20 4073 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 327250 6877895 SH DFND 2,5,6,8,10,11,12,13,19,20 6457934 32956 387005 INTERDIGITAL INC COM 45867G101 76187 1154703 SH DFND 2,5,6,8,11,13,20 1044378 498 109827 INTERFACE INC COM 458665304 26622 1737702 SH DFND 2,5,8,20 1534454 2324 200924 INTERNAP CORP COM PAR 45885A409 1968 396834 SH DFND 2,5,20 338815 0 58019 INTERNATIONAL BANCSHARES COR COM 459044103 77294 2006006 SH DFND 2,5,6,8,11,20 1826652 270 179084 INTERNATIONAL BUSINESS MACHS COM 459200101 7686731 54477189 SH DFND 2,5,6,8,10,11,12,13,19,20 35555190 9201228 9720771 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 552977 4269579 SH DFND 2,5,6,8,10,11,12,13,19,20 3690968 49174 529437 INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 23470 466500 SH DFND 2 466500 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 14612 1107996 SH DFND 2,5,8,10,12,13,20 1003519 0 104477 INTERNATIONAL SEAWAYS INC COM Y41053102 7839 457376 SH DFND 2,5,8,20 381129 0 76247 INTERNATIONAL SPEEDWAY CORP CL A 460335201 33598 770077 SH DFND 2,5,6,8,11,20 689538 375 80164 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 122290 5515999 SH DFND 2,5,6,8,11,12,13,19,20 4902513 1874 611612 INTERPUBLIC GROUP COS INC COM 460690100 397621 18925327 SH DFND 2,5,6,8,10,11,12,13,19,20 16479403 713935 1731989 INTERSECT ENT INC COM 46071F103 21391 665359 SH DFND 2,5,8,20 568214 0 97145 INTERXION HOLDING N.V SHS N47279109 26977 404278 SH DFND 2,5,8,13,20 302736 629 100913 INTEVAC INC COM 461148108 98 15923 SH DFND 2,5,20 15923 0 0 INTL FCSTONE INC COM 46116V105 17577 453481 SH DFND 2,5,8,20 407562 0 45919 INTL PAPER CO COM 460146103 1172946 25350036 SH DFND 2,5,6,8,10,11,12,13,19,20 15990804 7847015 1512217 INTRA CELLULAR THERAPIES INC COM 46116X101 12060 990169 SH DFND 2,5,8,20 842160 0 148009 INTREPID POTASH INC COM 46121Y102 6616 1745707 SH DFND 2,5,8,20 1495614 0 250093 INTREXON CORP COM 46122T102 30476 5793960 SH DFND 2,5,8,19,20 5562341 1500 230119 INTRICON CORP COM 46121H109 5400 215322 SH DFND 2,20 114839 0 100483 AMERICAN ELEC PWR CO INC COM 025537101 2104165 25124353 SH DFND 2,5,6,8,10,11,12,13,19,20 22383438 365230 2375685 INTUIT COM 461202103 2851850 10909491 SH DFND 2,5,6,8,10,11,12,13,19,20 9448950 388936 1071605 INTUITIVE SURGICAL INC COM NEW 46120E602 2758272 4834155 SH DFND 2,5,6,8,10,11,12,13,19,20 4247655 120694 465806 INVACARE CORP COM 461203101 9332 1114931 SH DFND 2,5,8,20 1014540 1138 99253 INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 71765 4320571 SH DFND 2,19,20 4320571 0 0 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2183 137306 SH DFND 8 137306 0 0 INVESCO LTD SHS G491BT108 362848 18790663 SH DFND 2,5,6,8,10,11,12,13,19,20 16844993 264943 1680727 INVESCO MORTGAGE CAPITAL INC COM 46131B100 60630 3731246 SH DFND 2,5,8,13,20 3310092 600 420554 INVESTAR HLDG CORP COM 46134L105 3778 166364 SH DFND 2,13,20 129285 0 37079 INVESTORS BANCORP INC NEW COM 46146L101 132656 11194593 SH DFND 2,5,8,10,13,20 10351910 5800 836883 INVESTORS REAL ESTATE TR SH BEN INT 461730509 22963 378888 SH DFND 2,5,8,10,20 325057 3497 50334 AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 20824 410000 SH DFND 2 410000 0 0 INVESTORS TITLE CO COM 461804106 3608 22851 SH DFND 2,5,20 18717 0 4134 INVITAE CORP COM 46185L103 70224 2998463 SH DFND 2,5,8,20 2781101 0 217362 INVITATION HOMES INC COM 46187W107 377092 15499071 SH DFND 2,5,6,8,10,12,13,19,20 13748544 223434 1527093 ION GEOPHYSICAL CORP COM NEW 462044207 2424 167866 SH DFND 2,20 135476 0 32390 IOVANCE BIOTHERAPEUTICS INC COM 462260100 38641 4063235 SH DFND 2,5,8,20 3743448 0 319787 IPG PHOTONICS CORP COM 44980X109 214198 1411240 SH DFND 2,5,6,8,10,11,12,13,19,20 1218845 35868 156527 IQIYI INC SPONSORED ADS 46267X108 57746 2414114 SH DFND 2,5,8,10,11,12,19,20 2414114 0 0 IQVIA HLDGS INC COM 46266C105 970490 6746541 SH DFND 2,5,6,8,10,11,12,13,19,20 5964134 89238 693169 IRADIMED CORP COM 46266A109 1536 54682 SH DFND 2,20 44582 0 10100 IRHYTHM TECHNOLOGIES INC COM 450056106 44011 587130 SH DFND 2,5,8,20 514752 0 72378 ABBOTT LABS COM 002824100 5889454 73673424 SH DFND 1,2,5,6,8,10,11,12,13,19,20 65200990 1198032 7274402 AMERICAN EQTY INVT LIFE HLD COM 025676206 77318 2861504 SH DFND 2,5,8,12,13,20 2572426 2200 286878 IRIDIUM COMMUNICATIONS INC COM 46269C102 75294 2847746 SH DFND 2,5,8,20 2539488 0 308258 IROBOT CORP COM 462726100 113151 961434 SH DFND 2,5,8,20 873801 1000 86633 IRON MTN INC NEW COM 46284V101 432819 12000541 SH DFND 2,5,6,8,10,11,12,13,19,20 10550355 159052 1291134 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 75424 5574548 SH DFND 2,5,8,20 5136928 3300 434320 ISHARES INC CORE MSCI EMKT 46434G103 548427 10605825 SH DFND 1,2,20 10605825 0 0 ISHARES INC MSCI CDA ETF 464286509 35854 1297190 SH DFND 2 1297190 0 0 ISHARES INC MSCI FRNTR100ETF 464286145 783 27500 SH DFND 10 0 0 27500 ISHARES INC MSCI GBL ETF NEW 46434G848 1554 50000 SH DFND 10 0 0 50000 ISHARES INC MSCI JPN ETF NEW 46434G822 7774 142061 SH DFND 12 0 0 142061 ISHARES INC MSCI PAC JP ETF 464286665 9858 214763 SH DFND 12 0 0 214763 AMERICAN EXPRESS CO COM 025816109 3961864 36247611 SH DFND 1,2,5,6,8,10,11,12,13,19,20 27262168 530792 8454651 ISHARES INC MSCI STH KOR ETF 464286772 2616 42920 SH DFND 20 42920 0 0 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4008 251300 SH DFND 10 0 0 251300 ISHARES TR 1 3 YR TREAS BD 464287457 165586 1968450 SH DFND 2 1968450 0 0 ISHARES TR 3 7 YR TREAS BD 464288661 27228 221022 SH DFND 1,2 221022 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 119769 1122801 SH DFND 1,2 1122801 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1028 16920 SH DFND 1 16920 0 0 ISHARES TR CORE S&P MCP ETF 464287507 91746 484402 SH DFND 1,2 467515 16886 1 ISHARES TR CORE S&P SCP ETF 464287804 94638 1226671 SH DFND 1,2,20 1225240 1431 0 ISHARES TR CORE S&P500 ETF 464287200 3626 12744 SH DFND 1,6 12744 0 0 ISHARES TR CORE US AGGBD ET 464287226 1975 18108 SH DFND 1,20 2931 0 15177 AMERICAN FIN TR INC COM CLASS A 02607T109 2093 193800 SH DFND 8,20 150700 0 43100 ISHARES TR EAFE SML CP ETF 464288273 64477 1122511 SH DFND 1,6,20 843311 0 279200 ISHARES TR FLTG RATE NT ETF 46429B655 10286 202033 SH DFND 1 202033 0 0 ISHARES TR INTRM GOV CR ETF 464288612 17541 159088 SH DFND 1 35351 123737 0 ISHARES TR INTRM TR CRP ETF 464288638 1002 18167 SH DFND 1 18167 0 0 ISHARES TR MIN VOL USA ETF 46429B697 537 9126 SH DFND 1 9126 0 0 ISHARES TR MSCI ACWI ETF 464288257 15678 217292 SH DFND 6 0 0 217292 ISHARES TR MSCI EAFE ETF 464287465 546866 8431488 SH DFND 1,2,6,20 8354894 0 76594 ISHARES TR MSCI EMG MKT ETF 464287234 39075 910422 SH DFND 1,6 2142 0 908280 ISHARES TR MSCI INDIA ETF 46429B598 94581 2683145 SH DFND 5,8,12,20 1044331 0 1638814 ISHARES TR MSCI INDIA SM CP 46429B614 18896 466800 SH DFND 20 0 0 466800 AMERICAN FINL GROUP INC OHIO COM 025932104 274476 2852889 SH DFND 2,5,6,8,10,11,12,13,19,20 2511583 50140 291166 ISHARES TR RUS 1000 ETF 464287622 1948 12384 SH DFND 1,6 11684 0 700 ISHARES TR RUS 1000 VAL ETF 464287598 786 6364 SH DFND 1 6364 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 2800 23354 SH DFND 20 49 0 23305 ISHARES TR RUS MID CAP ETF 464287499 257 4755 SH DFND 1 4755 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 40164 262356 SH DFND 1,6 118742 0 143614 ISHARES TR RUSSELL 3000 ETF 464287689 20703 124193 SH DFND 1 123149 0 1044 ISHARES TR SELECT DIVID ETF 464287168 1812 18451 SH DFND 1 18451 0 0 ISHARES TR TIPS BD ETF 464287176 205463 1817131 SH DFND 1,2,20 1817131 0 0 ISIS PHARMACEUTICALS INC DEL COM 462222100 207234 2553088 SH DFND 2,5,8,13,19,20 2382369 1805 168914 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 27208 20065000 SH DFND 2,5 20065000 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 221938 9747091 SH DFND 2,5,8,10,13,19,20 8937918 65550 743623 ISORAY INC COM 46489V104 4 10577 SH DFND 20 10577 0 0 ISRAMCO INC COM NEW 465141406 1691 14967 SH DFND 2,20 13052 0 1915 ISTAR INC COM 45031U101 17766 2109950 SH DFND 2,5,8,20 1867078 4567 238305 ITAU CORPBANCA SPONSORED ADR 45033E105 1740 131954 SH DFND 2,5,19,20 130254 0 1700 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 214722 24361885 SH DFND 2,5,8,10,13,19,20 21237819 2147148 976918 ITERIS INC COM 46564T107 1478 354443 SH DFND 2,20 297871 0 56572 ITRON INC COM 465741106 45170 968283 SH DFND 2,5,8,20 859658 343 108282 ITT INC COM 45073V108 128129 2203620 SH DFND 2,5,6,8,11,13,19,20 2088927 1092 113601 ITURAN LOCATION AND CONTROL SHS M6158M104 3678 107000 SH DFND 2,5,8,20 90422 0 16578 J & J SNACK FOODS CORP COM 466032109 70803 444364 SH DFND 2,5,8,20 384226 500 59638 AMERICAN INTL GROUP INC COM NEW 026874784 1675454 38909743 SH DFND 1,2,5,6,8,10,11,12,13,19,20 34693911 593721 3622111 J ALEXANDERS HLDGS INC COM 46609J106 2362 240562 SH DFND 2,5,20 208272 0 32290 J JILL INC COM 46620W102 1700 256067 SH DFND 2,20 225317 0 30750 J2 GLOBAL INC COM 48123V102 132948 1535192 SH DFND 2,5,6,8,11,13,19,20 1384551 882 149759 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 15651 11615000 SH DFND 2,5 11615000 0 0 JABIL INC COM 466313103 146049 5492635 SH DFND 2,5,6,8,10,11,12,13,19,20 5198415 67279 226941 JACK IN THE BOX INC COM 466367109 67749 835784 SH DFND 2,5,6,8,11,20 752911 161 82712 JACOBS ENGR GROUP INC COM 469814107 700233 9312851 SH DFND 2,5,6,8,10,11,12,13,19,20 4445916 4349619 517316 JAGGED PEAK ENERGY INC COM 47009K107 24692 2358381 SH DFND 2,5,20 2156901 0 201480 JAKKS PAC INC COM 47012E106 13 12513 SH DFND 20 12513 0 0 JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 392 30445 SH DFND 8,20 30445 0 0 AMERICAN NATL BANKSHARES INC COM 027745108 6145 175963 SH DFND 2,5,13,20 150895 0 25068 JAMES RIV GROUP LTD COM G5005R107 30533 761790 SH DFND 2,5,8,20 678388 0 83402 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 63449 2539990 SH DFND 2,5,6,8,11,12,13,19,20 2482935 2845 54210 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 16409 16750000 SH DFND 2,5 16750000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17650 17322000 SH DFND 2,5 17322000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 210276 1470973 SH DFND 2,5,6,8,10,12,13,19,20 1168123 57333 245517 JBG SMITH PPTYS COM 46590V100 221951 5367622 SH DFND 2,5,6,8,10,11,13,19,20 5092834 26477 248311 JD COM INC SPON ADR CL A 47215P106 487814 16179569 SH DFND 1,2,5,8,10,11,12,13,19,20 13079971 470108 2629490 JEFFERIES FINL GROUP INC COM 47233W109 231315 12310550 SH DFND 2,5,6,8,10,11,12,13,19,20 10685147 200825 1424578 JELD-WEN HLDG INC COM 47580P103 24264 1373950 SH DFND 2,5,8,20 1151202 0 222748 JERNIGAN CAP INC COM 476405105 9433 440630 SH DFND 2,5,20 390406 0 50224 AMERICAN NATL INS CO COM 028591105 17224 142563 SH DFND 2,5,8,13,20 128478 0 14085 JETBLUE AWYS CORP COM 477143101 119108 7280448 SH DFND 2,5,6,11,13,19,20 6958501 0 321947 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 7087 393734 SH DFND 1,2,5,20 393734 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 88090 958643 SH DFND 2,5,8,13,20 780824 321 177498 JOHNSON & JOHNSON COM 478160104 21687210 155141354 SH DFND 1,2,5,6,8,10,11,12,13,19,20 100525737 38371536 16244081 JOHNSON CTLS INTL PLC SHS G51502105 1404072 37746344 SH DFND 2,5,6,8,10,11,12,13,19,20 33290460 512609 3943275 JOHNSON OUTDOORS INC CL A 479167108 7362 103171 SH DFND 2,5,20 88847 0 14324 JONES LANG LASALLE INC COM 48020Q107 249793 1620136 SH DFND 2,5,6,8,10,11,12,13,19,20 1381765 56016 182355 JOUNCE THERAPEUTICS INC COM 481116101 1574 253895 SH DFND 2,20 215501 0 38394 JPMORGAN CHASE & CO COM 46625H100 15205190 150204384 SH DFND 1,2,5,6,8,10,11,12,13,19,20 128918649 2561393 18724342 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 665 281955 SH DFND 2,5,20 281955 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9627 1030719 SH DFND 2,5,8,20 877031 2400 151288 JUNIPER NETWORKS INC COM 48203R104 404549 15283315 SH DFND 2,5,6,8,10,11,12,13,19,20 13320602 353285 1609428 JUPAI HLDGS LTD ADS 48205B107 55 15103 SH DFND 2 15103 0 0 K12 INC COM 48273U102 32588 954819 SH DFND 2,5,8,20 619397 0 335422 KADANT INC COM 48282T104 19560 222379 SH DFND 2,5,8,20 188458 0 33921 KADMON HLDGS INC COM 48283N106 3730 1413066 SH DFND 2,20 1140466 0 272600 KAISER ALUMINUM CORP COM PAR $0.01 483007704 64994 620586 SH DFND 2,5,6,8,13,20 565793 100 54693 KALA PHARMACEUTICALS INC COM 483119103 1841 222566 SH DFND 2,20 192436 0 30130 KALVISTA PHARMACEUTICALS INC COM 483497103 245 8575 SH DFND 2,20 8575 0 0 KAMAN CORP COM 483548103 47792 814889 SH DFND 2,5,8,20 726541 0 88348 KANDI TECHNOLOGIES GROUP INC COM 483709101 260 46358 SH DFND 2 46358 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 14371 477112 SH DFND 2,5,8,20 421468 0 55644 KANSAS CITY SOUTHERN COM NEW 485170302 499139 4290758 SH DFND 2,5,6,8,10,11,12,13,19,20 3787291 100628 402839 KAR AUCTION SVCS INC COM 48238T109 92206 1784937 SH DFND 2,5,8,13,20 1597115 1500 186322 KARYOPHARM THERAPEUTICS INC COM 48576U106 5628 963678 SH DFND 2,5,8,20 816049 0 147629 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3807 102716 SH DFND 2,5,19,20 99126 0 3590 KB HOME COM 48666K109 67252 2782438 SH DFND 2,5,6,8,11,20 2469141 309 312988 KBR INC COM 48242W106 87925 4586938 SH DFND 2,5,6,8,11,12,20 4145683 804 440451 KEANE GROUP INC COM 48669A108 14235 1307159 SH DFND 2,5,8,20 1124155 0 183004 KEARNY FINL CORP MD COM 48716P108 25577 1987362 SH DFND 2,5,6,8,20 1643879 0 343483 KELLOGG CO COM 487836108 703566 12261526 SH DFND 2,5,6,8,10,11,12,13,19,20 10489647 222874 1549005 KELLY SVCS INC CL A 488152208 20551 931618 SH DFND 2,5,8,20 811679 1753 118186 ABBVIE INC COM 00287Y109 5334939 66198521 SH DFND 1,2,5,6,8,10,11,12,13,19,20 58976797 1116804 6104920 AMERICAN RENAL ASSOCIATES HO COM 029227105 1368 222727 SH DFND 2,20 183000 0 39727 KEMET CORP COM NEW 488360207 29146 1717486 SH DFND 2,5,8,20 1493583 0 223903 KEMPER CORP DEL COM 488401100 145691 1913457 SH DFND 2,5,6,8,11,13,20 1743574 954 168929 KENNAMETAL INC COM 489170100 95457 2597456 SH DFND 2,5,6,8,11,19,20 2294561 5460 297435 KENNEDY-WILSON HLDGS INC COM 489398107 57924 2681959 SH DFND 2,5,8,20 2207882 2500 471577 KEURIG DR PEPPER INC COM 49271V100 60375 2158556 SH DFND 2,5,6,8,10,12,13,19,20 1997907 4050 156599 KEY ENERGY SVCS INC DEL COM 49309J103 647 159326 SH DFND 2,20 136220 0 23106 KEYCORP NEW COM 493267108 772765 49064429 SH DFND 2,5,6,8,10,11,12,13,19,20 44470588 704774 3889067 KEYSIGHT TECHNOLOGIES INC COM 49338L103 662126 7593193 SH DFND 2,5,6,8,10,11,12,13,19,20 6613357 126318 853518 KEYW HLDG CORP COM 493723100 16704 1937778 SH DFND 2,5,8,20 1764757 0 173021 KEZAR LIFE SCIENCES INC COM 49372L100 2945 166021 SH DFND 2,20 138321 0 27700 AMERICAN RLTY INVS INC COM 029174109 154 12726 SH DFND 2,20 9051 0 3675 KFORCE INC COM 493732101 17815 507261 SH DFND 2,5,8,20 395424 0 111837 KILROY RLTY CORP COM 49427F108 378528 4953846 SH DFND 2,5,6,8,10,11,13,19,20 4645168 24855 283823 KIMBALL ELECTRONICS INC COM 49428J109 9562 617283 SH DFND 2,5,8,20 539620 44 77619 KIMBALL INTL INC CL B 494274103 10062 707633 SH DFND 2,5,8,20 594224 59 113350 KIMBERLY CLARK CORP COM 494368103 2280793 18265945 SH DFND 1,2,5,6,8,10,11,12,13,19,20 16195286 252545 1818114 KIMCO RLTY CORP COM 49446R109 542114 29303470 SH DFND 2,5,6,8,10,11,12,13,19,20 26315811 378297 2609362 KINDER MORGAN INC DEL COM 49456B101 1973457 98623542 SH DFND 2,5,6,8,10,11,12,13,19,20 89020427 1109915 8493200 KINDRED BIOSCIENCES INC COM 494577109 4896 533873 SH DFND 2,20 442790 0 91083 KINGSTONE COS INC COM 496719105 2119 143755 SH DFND 2,20 123316 0 20439 KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2280 126223 SH DFND 2,20 99323 0 26900 AMERICAN SOFTWARE INC CL A 029683109 6523 545878 SH DFND 2,5,20 460410 0 85468 KINROSS GOLD CORP COM 496902404 141 41100 SH DFND 5,20 41100 0 0 KINSALE CAP GROUP INC COM 49714P108 26423 385346 SH DFND 2,5,8,20 326017 0 59329 KIRBY CORP COM 497266106 102321 1362286 SH DFND 2,5,6,8,11,13,20 1289768 0 72518 KIRKLANDS INC COM 497498105 2761 392782 SH DFND 2,20 348632 0 44150 KITE RLTY GROUP TR COM NEW 49803T300 67110 4196969 SH DFND 2,5,8,10,20 3827093 20412 349464 KKR & CO INC CL A 48251W104 120338 5122951 SH DFND 2,5,6,8,10,12,13,19,20 4635908 0 487043 KKR REAL ESTATE FIN TR INC COM 48251K100 11108 544770 SH DFND 2,5,8,20 465891 0 78879 KLA-TENCOR CORP COM 482480100 822126 6884898 SH DFND 2,5,6,8,10,11,12,13,19,20 6044696 175264 664938 KLX ENERGY SERVICS HOLDNGS I COM 48253L106 15663 623017 SH DFND 2,5,8,20 557890 254 64873 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 142127 4349053 SH DFND 2,5,6,8,10,11,12,13,19,20 3733788 90159 525106 AMERICAN STS WTR CO COM 029899101 200434 2811134 SH DFND 2,5,8,13,19,20 2694101 200 116833 KNOLL INC COM NEW 498904200 19616 1037323 SH DFND 2,5,8,20 856661 1800 178862 KNOWLES CORP COM 49926D109 45107 2558509 SH DFND 1,2,5,8,20 2266117 3428 288964 KODIAK SCIENCES INC COM 50015M109 742 113655 SH DFND 2,20 78155 0 35500 KOHLS CORP COM 500255104 599798 8637566 SH DFND 1,2,5,6,8,10,11,12,13,19,20 7261437 228572 1147557 KONA GRILL INC COM 50047H201 10 10880 SH DFND 20 10880 0 0 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2246 54973 SH DFND 1,2,20 54973 0 0 KOPIN CORP COM 500600101 2257 1684494 SH DFND 2,5,20 1499014 0 185480 KOPPERS HOLDINGS INC COM 50060P106 30640 1179374 SH DFND 2,5,8,20 550607 800 627967 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4964 381585 SH DFND 2,5 381585 0 0 KORN FERRY COM NEW 500643200 73684 1641795 SH DFND 2,5,8,19,20 1461029 513 180253 AMERICAN TOWER CORP NEW COM 03027X100 3632177 18431832 SH DFND 2,5,6,8,10,11,12,13,19,20 16438235 242812 1750785 KORNIT DIGITAL LTD SHS M6372Q113 4049 170112 SH DFND 2,5,8,20 144906 0 25206 KOSMOS ENERGY LTD COM 500688106 39998 6420291 SH DFND 2,5,20 6142290 0 278001 KRAFT HEINZ CO COM 500754106 913696 27984566 SH DFND 2,5,6,8,10,11,12,13,19,20 25095147 328726 2560693 KRATON CORPORATION COM 50077C106 28674 891045 SH DFND 2,5,8,20 793979 600 96466 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 65392 4183749 SH DFND 2,5,8,20 3906200 2900 274649 KROGER CO COM 501044101 972468 39531207 SH DFND 2,5,6,8,10,11,12,13,19,20 34587510 960791 3982906 KRONOS WORLDWIDE INC COM 50105F105 8183 583679 SH DFND 2,5,8,20 502045 11494 70140 KRYSTAL BIOTECH INC COM 501147102 230 7003 SH DFND 2,20 7003 0 0 KT CORP SPONSORED ADR 48268K101 10686 858966 SH DFND 2,5,11,12,20 858966 0 0 KULICKE & SOFFA INDS INC COM 501242101 17545 789290 SH DFND 2,5,8,20 759555 226 29509 AMERICAN VANGUARD CORP COM 030371108 13193 765250 SH DFND 2,5,8,20 674191 953 90106 KURA ONCOLOGY INC COM 50127T109 15658 943837 SH DFND 2,5,8,20 865325 0 78512 KVH INDS INC COM 482738101 2955 290018 SH DFND 2,20 244111 0 45907 L BRANDS INC COM 501797104 292281 10597555 SH DFND 2,5,6,8,10,11,12,13,19,20 9315525 151473 1130557 L3 TECHNOLOGIES INC COM 502413107 718492 3481573 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3168182 52886 260505 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2733 425017 SH DFND 2,5,20 357603 0 67414 LA Z BOY INC COM 505336107 45793 1388075 SH DFND 2,5,8,20 1236579 2069 149427 LABORATORY CORP AMER HLDGS COM NEW 50540R409 676348 4421155 SH DFND 2,5,6,8,10,11,12,13,19,20 3960050 76020 385085 LADDER CAP CORP CL A 505743104 35406 2041554 SH DFND 2,5,8,20 1741474 0 300080 LADENBURG THALMAN FIN SVCS I COM 50575Q102 5472 1933663 SH DFND 2,5,8,20 1623276 0 310387 LAKELAND BANCORP INC COM 511637100 15223 1019618 SH DFND 2,5,8,20 888232 0 131386 AMERICAN WOODMARK CORPORATIO COM 030506109 35004 423619 SH DFND 2,5,8,20 365927 661 57031 LAKELAND FINL CORP COM 511656100 23185 512717 SH DFND 2,5,8,20 418970 0 93747 LAM RESEARCH CORP COM 512807108 1166137 6475084 SH DFND 2,5,6,8,10,11,12,13,19,20 5570368 173714 731002 LAMAR ADVERTISING CO NEW CL A 512816109 167238 2109996 SH DFND 2,5,6,8,11,12,13,20 1994211 873 114912 LAMB WESTON HLDGS INC COM 513272104 474056 6325804 SH DFND 2,5,6,8,10,11,12,13,19,20 5644145 96983 584676 LANCASTER COLONY CORP COM 513847103 190300 1214502 SH DFND 2,5,6,8,11,19,20 1154638 300 59564 LANDEC CORP COM 514766104 6921 563625 SH DFND 2,5,8,20 477437 1589 84599 LANDS END INC NEW COM 51509F105 4084 245861 SH DFND 2,5,8,20 202371 422 43068 LANDSTAR SYS INC COM 515098101 115923 1059719 SH DFND 2,5,6,8,11,13,19,20 1004520 692 54507 LANNET INC COM 516012101 9311 1183157 SH DFND 2,5,20 1102817 0 80340 LANTHEUS HLDGS INC COM 516544103 30566 1248606 SH DFND 2,5,8,20 1083129 0 165477 AMERICAN WTR WKS CO INC NEW COM 030420103 934657 8964671 SH DFND 2,5,6,8,10,11,12,13,19,20 8129918 118981 715772 LAREDO PETROLEUM INC COM 516806106 31713 10263127 SH DFND 2,5,20 9764483 2700 495944 LAS VEGAS SANDS CORP COM 517834107 495267 8124462 SH DFND 2,5,6,8,10,12,13,19,20 6825392 400505 898565 LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 10280 971622 SH DFND 2,5,13,19,20 957528 0 14094 LATTICE SEMICONDUCTOR CORP COM 518415104 33295 2790871 SH DFND 2,5,8,20 2412207 5981 372683 LAUDER ESTEE COS INC CL A 518439104 1663223 10046653 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8842462 273980 930211 LAUREATE EDUCATION INC CL A 518613203 26581 1775635 SH DFND 2,5,8,20 1495331 0 280304 LAWSON PRODS INC COM 520776105 3263 104051 SH DFND 2,20 85483 0 18568 LAZARD LTD SHS A G54050102 49976 1382831 SH DFND 2,5,13,20 1253171 0 129660 LCI INDS COM 50189K103 54880 714391 SH DFND 2,5,8,13,20 612495 247 101649 LCNB CORP COM 50181P100 2973 173358 SH DFND 2,20 147779 0 25579 AMERICAS CAR MART INC COM 03062T105 14240 155896 SH DFND 2,5,8,20 117230 0 38666 LEAF GROUP LTD COM 52177G102 1861 232009 SH DFND 2,20 200309 0 31700 LEAR CORP COM NEW 521865204 225309 1660226 SH DFND 2,5,6,8,10,12,13,19,20 1342667 106451 211108 LEE ENTERPRISES INC COM 523768109 215 65000 SH DFND 2,20 65000 0 0 LEGACY HOUSING CORP COM 52472M101 351 29503 SH DFND 2,20 29503 0 0 LEGACY TEX FINL GROUP INC COM 52471Y106 63196 1690178 SH DFND 2,5,8,20 1487307 1200 201671 LEGG MASON INC COM 524901105 64929 2343778 SH DFND 2,5,6,8,11,12,13,20 2217892 698 125188 LEGGETT & PLATT INC COM 524660107 597042 14017411 SH DFND 2,5,6,8,10,11,12,13,19,20 13096754 143879 776778 LEIDOS HLDGS INC COM 525327102 303344 4733101 SH DFND 2,5,6,8,10,11,12,13,19,20 4371461 74880 286760 LEMAITRE VASCULAR INC COM 525558201 18871 607109 SH DFND 2,5,8,20 534449 0 72660 LENDINGCLUB CORP COM 52603A109 19553 6327760 SH DFND 2,5,8,20 5347075 0 980685 AMERICOLD RLTY TR COM 03064D108 114538 3729906 SH DFND 2,5,8,10,20 3171626 31100 527180 LENDINGTREE INC NEW COM 52603B107 121923 346805 SH DFND 2,5,6,8,11,20 320961 100 25744 LENNAR CORP CL A 526057104 624965 12731009 SH DFND 2,5,6,8,10,11,12,13,19,20 11344945 192717 1193347 LENNAR CORP CL B 526057302 2421 61882 SH DFND 2,5,8,10,13,20 52719 73 9090 LENNOX INTL INC COM 526107107 341061 1286854 SH DFND 2,5,6,8,10,11,12,13,19,20 1142244 25168 119442 LEVEL ONE BANCORP INC COM 52730D208 1411 60579 SH DFND 2,20 41666 0 18913 LEXICON PHARMACEUTICALS INC COM NEW 528872302 5180 931697 SH DFND 2,5,8,20 794276 1485 135936 LEXINFINTECH HLDGS LTD ADR 528877103 700 66643 SH DFND 2 66643 0 0 LEXINGTON REALTY TRUST COM 529043101 78608 8579392 SH DFND 2,5,8,10,13,20 7611019 54521 913852 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3214 371614 SH DFND 2,5,19,20 362606 0 9008 LGI HOMES INC COM 50187T106 39447 654824 SH DFND 2,5,8,20 574410 0 80414 1ST SOURCE CORP COM 336901103 15877 353522 SH DFND 2,5,8,20 273759 0 79763 ABEONA THERAPEUTICS INC COM 00289Y107 4186 568756 SH DFND 2,5,20 482129 0 86627 AMERIPRISE FINL INC COM 03076C106 789764 6165212 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5437721 157069 570422 LHC GROUP INC COM 50187A107 94103 848841 SH DFND 2,5,8,20 752706 600 95535 LIBBEY INC COM 529898108 75 26460 SH DFND 2,20 26460 0 0 LIBERTY BROADBAND CORP COM SER A 530307107 27873 304156 SH DFND 2,5,6,8,10,12,13,19,20 286690 0 17466 LIBERTY BROADBAND CORP COM SER C 530307305 207438 2261147 SH DFND 2,5,6,8,10,12,13,19,20 1935319 54860 270968 LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 54039 1262602 SH DFND 2,5,8,12,13,20 1085761 1629 175212 LIBERTY GLOBAL PLC SHS CL A G5480U104 61819 2480689 SH DFND 2,5,6,8,10,12,13,19,20 1835699 122697 522293 LIBERTY GLOBAL PLC SHS CL C G5480U120 148925 6151399 SH DFND 2,5,6,8,10,12,13,19,20 5038703 302494 810202 LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16471 851667 SH DFND 2,5,8,13,20 716750 1326 133591 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 43671 2245299 SH DFND 2,5,8,13,20 1887250 3465 354584 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6254 8300000 SH DFND 2 8300000 0 0 AMERIS BANCORP COM 03076K108 70730 2053085 SH DFND 2,5,8,20 1897784 0 155301 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9776 14284360 SH DFND 2 14284360 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 9044 12907000 SH DFND 2 12907000 0 0 LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5321 190432 SH DFND 2,5,8,13,20 159629 370 30433 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 81661 2138833 SH DFND 2,5,6,8,10,12,13,19,20 1635146 46499 457188 LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 19214 691902 SH DFND 2,5,8,13,20 579162 880 111860 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 151701 3967086 SH DFND 2,5,6,8,10,12,13,19,20 3448664 100455 417967 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 9511 279414 SH DFND 2,5,13,20 254787 0 24627 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 136388 3891228 SH DFND 2,5,6,8,10,12,13,19,20 3228846 99935 562447 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 14422 12800000 SH DFND 2,5 12800000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35072 31127000 SH DFND 2,5 31127000 0 0 AMERISAFE INC COM 03071H100 39198 659903 SH DFND 2,5,8,20 522929 500 136474 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 15387 999811 SH DFND 2,5,20 867235 0 132576 LIBERTY PPTY TR SH BEN INT 531172104 455268 9324615 SH DFND 2,5,6,8,10,11,12,13,19,20 8322104 208861 793650 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 22324 1573195 SH DFND 2,5,8,20 1333876 3014 236305 LIFE STORAGE INC COM 53223X107 230820 2372978 SH DFND 2,5,6,8,10,11,12,13,19,20 2225140 11661 136177 LIFETIME BRANDS INC COM 53222Q103 1898 200835 SH DFND 2,5,20 165621 0 35214 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 162230 1290508 SH DFND 2,5,6,8,11,13,19,20 1223297 448 66763 LILIS ENERGY INC COM NEW 532403201 826 705782 SH DFND 2,5,20 591785 0 113997 LILLY ELI & CO COM 532457108 4955825 38192243 SH DFND 1,2,5,6,8,10,11,12,13,19,20 33097143 1049376 4045724 LIMELIGHT NETWORKS INC COM 53261M104 6635 2054192 SH DFND 2,5,8,20 1738699 0 315493 LIMONEIRA CO COM 532746104 5755 244573 SH DFND 2,5,20 203286 0 41287 AMERISOURCEBERGEN CORP COM 03073E105 574851 7229007 SH DFND 2,5,6,8,10,11,12,13,19,20 6210317 109218 909472 LINCOLN EDL SVCS CORP COM 533535100 36 11584 SH DFND 20 11584 0 0 LINCOLN ELEC HLDGS INC COM 533900106 298559 3540222 SH DFND 2,5,6,8,11,13,19,20 3452102 595 87525 LINCOLN NATL CORP IND COM 534187109 557683 9500561 SH DFND 2,5,6,8,10,11,12,13,19,20 8367794 216373 916394 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 7180 470803 SH DFND 2,5,20 389833 0 80970 LINDE PLC COM G5494J103 3970953 22571208 SH DFND 2,5,6,8,10,11,12,13,19,20 20275620 198544 2097044 LINDSAY CORP COM 535555106 30181 311821 SH DFND 2,5,8,20 275773 400 35648 LIONS GATE ENTMNT CORP CL A VTG 535919401 10784 689511 SH DFND 2,5,8,20 620656 1200 67655 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 18731 1240489 SH DFND 2,5,8,13,20 1113430 612 126447 LIPOCINE INC NEW COM 53630X104 29 12400 SH DFND 20 12400 0 0 LIQUIDIA TECHNOLOGIES INC COM 53635D202 781 68638 SH DFND 2,20 56338 0 12300 AMES NATL CORP COM 031001100 4834 176351 SH DFND 2,5,20 150748 0 25603 LIQUIDITY SERVICES INC COM 53635B107 5094 660677 SH DFND 2,5,20 593700 0 66977 LITHIA MTRS INC CL A 536797103 63576 685460 SH DFND 2,5,8,20 612674 435 72351 LITTELFUSE INC COM 537008104 116038 635897 SH DFND 2,5,6,8,11,13,19,20 566315 349 69233 LIVANOVA PLC SHS G5509L101 154746 1591215 SH DFND 2,5,6,8,11,13,19,20 1434553 476 156186 LIVE NATION ENTERTAINMENT IN COM 538034109 294158 4629494 SH DFND 2,5,6,8,10,11,12,13,19,20 4109700 73562 446232 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14903 12925000 SH DFND 2 12925000 0 0 LIVE OAK BANCSHARES INC COM 53803X105 11746 803994 SH DFND 2,5,8,20 724733 0 79261 LIVENT CORP COM 53814L108 52782 4298188 SH DFND 2,5,8,20 3871707 0 426481 LIVEPERSON INC COM 538146101 48813 1682032 SH DFND 2,5,8,20 1492210 1936 187886 LIVERAMP HLDGS INC COM 53815P108 117873 2160036 SH DFND 2,5,6,8,11,13,20 1935004 365 224667 AMETEK INC NEW COM 031100100 757539 9130278 SH DFND 2,5,6,8,10,11,12,13,19,20 8128455 151462 850361 LIVEXLIVE MEDIA INC COM NEW 53839L208 2136 396963 SH DFND 2,20 319209 0 77754 LKQ CORP COM 501889208 381561 13444719 SH DFND 2,5,6,8,10,11,12,13,19,20 11466563 201520 1776636 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 58 17941 SH DFND 20 17941 0 0 LOCKHEED MARTIN CORP COM 539830109 13512083 45016269 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10570232 33750419 695618 LOEWS CORP COM 540424108 615232 12836049 SH DFND 2,5,6,8,10,11,12,13,19,20 11191632 269934 1374483 LOGICBIO THERAPEUTICS INC COM 54142F102 676 68447 SH DFND 2,20 54079 0 14368 LOGMEIN INC COM 54142L109 105412 1316002 SH DFND 2,5,6,8,11,13,19,20 1187097 829 128076 LONESTAR RES US INC CL A VTG 54240F103 46 11500 SH DFND 20 11500 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 9936 275612 SH DFND 2,5,8,20 235457 562 39593 LOUISIANA PAC CORP COM 546347105 106718 4377294 SH DFND 2,5,6,8,11,13,19,20 3923009 2053 452232 AMGEN INC COM 031162100 5214729 27448834 SH DFND 1,2,5,6,8,10,11,12,13,19,20 23958218 734055 2756561 LOVESAC COMPANY COM 54738L109 2291 82379 SH DFND 2,20 70617 0 11762 LOWES COS INC COM 548661107 3903091 35654437 SH DFND 1,2,5,6,8,10,11,12,13,19,20 31541870 809994 3302573 LPL FINL HLDGS INC COM 50212V100 80885 1161308 SH DFND 2,5,8,13,20 1036976 6500 117832 LRAD CORP COM 50213V109 38 13450 SH DFND 20 13450 0 0 LSB INDS INC COM 502160104 3410 546554 SH DFND 2,5,20 490514 0 56040 LSC COMMUNICATIONS INC COM 50218P107 6273 960679 SH DFND 2,5,8,20 836700 504 123475 LSI INDS INC COM 50216C108 113 42985 SH DFND 2,20 41285 0 1700 LTC PPTYS INC COM 502175102 101660 2219645 SH DFND 2,5,8,10,20 2035556 9527 174562 LULULEMON ATHLETICA INC COM 550021109 394195 2405537 SH DFND 2,5,6,8,10,12,13,19,20 1894279 148659 362599 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 7990 791060 SH DFND 2,5,8,20 706311 900 83849 AMICUS THERAPEUTICS INC COM 03152W109 117823 8663483 SH DFND 2,5,8,13,20 8052832 3500 607151 LUMENTUM HLDGS INC COM 55024U109 139804 2472664 SH DFND 2,5,6,8,11,13,19,20 2184274 1471 286919 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17407 14725000 SH DFND 2,5 14725000 0 0 LUMINEX CORP DEL COM 55027E102 28782 1247342 SH DFND 2,5,8,20 1103203 2378 141761 LUNA INNOVATIONS COM 550351100 47 11302 SH DFND 20 11302 0 0 LUTHER BURBANK CORP COM 550550107 3345 331232 SH DFND 2,20 267712 0 63520 LUXFER HOLDINGS PLC SHS G5698W116 301 12048 SH DFND 2 12048 0 0 LUXOFT HLDG INC ORD SHS CL A G57279104 2212 37669 SH DFND 2 37669 0 0 LYDALL INC DEL COM 550819106 13388 570678 SH DFND 2,5,8,20 441434 0 129244 LYFT INC CL A COM 55087P104 18781 240189 SH DFND 2,6,20 240189 0 0 LYON WILLIAM HOMES CL A NEW 552074700 17406 1132485 SH DFND 2,5,8,20 1025001 0 107484 AMKOR TECHNOLOGY INC COM 031652100 20785 2433837 SH DFND 2,5,8,20 1991777 5032 437028 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1224787 14566921 SH DFND 2,5,6,8,10,11,12,13,19,20 12411775 590676 1564470 M & T BK CORP COM 55261F104 1052112 6700495 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5927031 105073 668391 M D C HLDGS INC COM 552676108 49666 1709081 SH DFND 2,5,8,20 1557469 0 151612 M/I HOMES INC COM 55305B101 24796 931462 SH DFND 2,5,8,20 845722 0 85740 MACATAWA BK CORP COM 554225102 5374 540615 SH DFND 2,5,20 459396 0 81219 MACERICH CO COM 554382101 353112 8145599 SH DFND 2,5,6,8,10,11,12,13,19,20 7230271 94894 820434 MACK CALI RLTY CORP COM 554489104 105830 4767101 SH DFND 2,5,6,8,10,11,13,20 4356248 22628 388225 MACKINAC FINL CORP COM 554571109 376 23872 SH DFND 20 11300 0 12572 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 20206 1209206 SH DFND 2,5,8,20 1061988 527 146691 MACQUARIE INFRASTRUCTURE COR COM 55608B105 76186 1848280 SH DFND 2,5,8,12,13,20 1747550 2100 98630 AMN HEALTHCARE SERVICES INC COM 001744101 66936 1421446 SH DFND 2,5,8,20 1225682 205 195559 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10683 12000000 SH DFND 2,5 12000000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 13830 13800000 SH DFND 2,5 13800000 0 0 MACROGENICS INC COM 556099109 25598 1423718 SH DFND 2,5,8,20 1301325 0 122393 MACYS INC COM 55616P104 399388 16364363 SH DFND 2,5,6,8,10,11,12,13,19,20 14325184 366749 1672430 MADDEN STEVEN LTD COM 556269108 82331 2432940 SH DFND 2,5,8,19,20 2155281 430 277229 MADISON SQUARE GARDEN CO NEW CL A 55825T103 68777 234631 SH DFND 2,5,8,13,20 211237 216 23178 MADRIGAL PHARMACEUTICALS INC COM 558868105 70943 566362 SH DFND 2,5,8,20 544166 0 22196 MAGELLAN HEALTH INC COM NEW 559079207 56591 858476 SH DFND 2,5,8,12,20 767074 98 91304 MAGENTA THERAPEUTICS INC COM 55910K108 2508 152280 SH DFND 2,20 150880 0 1400 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 382 51624 SH DFND 2 51624 0 0 ABERCROMBIE & FITCH CO CL A 002896207 58066 2118434 SH DFND 2,5,8,12,20 1876169 25630 216635 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 27497 1940492 SH DFND 2,5,8,20 1653437 2533 284522 MAGNOLIA OIL & GAS CORP CL A 559663109 11444 953660 SH DFND 2,20 953660 0 0 MAGYAR BANCORP INC COM 55977T109 376 33355 SH DFND 20 0 0 33355 MAIDEN HOLDINGS LTD SHS G5753U112 1060 1427598 SH DFND 2,5,8,20 1135529 3900 288169 MAJESCO COM 56068V102 334 47412 SH DFND 2,20 33772 0 13640 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1691 61254 SH DFND 2 61254 0 0 MALIBU BOATS INC COM CL A 56117J100 16005 404373 SH DFND 2,5,20 322374 0 81999 MALLINCKRODT PUB LTD CO SHS G5785G107 69490 3196406 SH DFND 2,5,6,8,11,12,13,20 2912604 5147 278655 MALVERN BANCORP INC COM 561409103 2337 116174 SH DFND 2,20 78227 0 37947 MAMMOTH ENERGY SVCS INC COM 56155L108 3880 233053 SH DFND 2,20 196083 0 36970 MANCHESTER UTD PLC NEW ORD CL A G5784H106 421 21916 SH DFND 2 21916 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21682 1061284 SH DFND 2,5,8,20 937507 0 123777 MANHATTAN ASSOCS INC COM 562750109 91037 1651909 SH DFND 2,5,6,8,11,13,19,20 1564439 500 86970 MANITEX INTL INC COM 563420108 1739 227307 SH DFND 2,20 179007 0 48300 MANITOWOC CO INC COM NEW 563571405 11499 700718 SH DFND 2,5,8,20 589097 1196 110425 MANNKIND CORP COM NEW 56400P706 5284 2682145 SH DFND 2,5,20 2237225 0 444920 MANPOWERGROUP INC COM 56418H100 220419 2665605 SH DFND 2,5,6,8,10,11,12,13,19,20 2074762 91080 499763 MANTECH INTL CORP CL A 564563104 44126 816848 SH DFND 2,5,8,20 729957 707 86184 MANULIFE FINL CORP COM 56501R106 410 24225 SH DFND 20 153 24072 0 MARATHON OIL CORP COM 565849106 719257 43043515 SH DFND 1,2,5,6,8,10,11,12,13,19,20 38979879 610664 3452972 MARATHON PETE CORP COM 56585A102 2059084 34404077 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30896065 802549 2705463 MARCHEX INC CL B 56624R108 163 34450 SH DFND 2,20 34450 0 0 AMPHENOL CORP NEW CL A 032095101 1147188 12118250 SH DFND 2,5,6,8,10,11,12,13,19,20 10447822 309107 1361321 MARCUS & MILLICHAP INC COM 566324109 22338 548442 SH DFND 2,5,8,20 477383 0 71059 MARCUS CORP COM 566330106 23645 590398 SH DFND 2,5,8,20 516240 1684 72474 MARINE PRODS CORP COM 568427108 2008 149104 SH DFND 2,20 127717 0 21387 MARINEMAX INC COM 567908108 15029 784411 SH DFND 2,5,8,20 707387 0 77024 MARINUS PHARMACEUTICALS INC COM 56854Q101 2978 712325 SH DFND 2,5,20 610229 0 102096 MARKEL CORP COM 570535104 334711 335974 SH DFND 2,5,6,8,10,12,13,19,20 295595 7586 32793 MARKER THERAPEUTICS INC COM 57055L107 140 21200 SH DFND 20 21200 0 0 MARKETAXESS HLDGS INC COM 57060D108 220645 896638 SH DFND 2,5,6,8,11,13,20 846705 600 49333 MARLIN BUSINESS SVCS CORP COM 571157106 3815 177423 SH DFND 2,5,20 148360 0 29063 MARRIOTT INTL INC NEW CL A 571903202 1500945 11998924 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10600346 259983 1138595 AMPIO PHARMACEUTICALS INC COM 03209T109 608 1082051 SH DFND 2,20 849502 0 232549 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 116455 1245510 SH DFND 1,2,5,6,8,11,13,20 1119483 515 125512 MARRONE BIO INNOVATIONS INC COM 57165B106 1247 814912 SH DFND 2,20 614212 0 200700 MARSH & MCLENNAN COS INC COM 571748102 2164976 23056188 SH DFND 2,5,6,8,10,11,12,13,19,20 20014131 525500 2516557 MARTEN TRANS LTD COM 573075108 22242 1247431 SH DFND 2,5,8,20 1064026 0 183405 MARTIN MARIETTA MATLS INC COM 573284106 525508 2612129 SH DFND 2,5,6,8,10,11,12,13,19,20 2341228 33415 237486 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 293155 14738828 SH DFND 2,5,6,8,10,12,13,19,20 11299299 421631 3017898 MASCO CORP COM 574599106 511008 12999440 SH DFND 2,5,6,8,10,11,12,13,19,20 11561041 221792 1216607 MASIMO CORP COM 574795100 172578 1248030 SH DFND 2,5,6,8,11,13,19,20 1159008 744 88278 MASONITE INTL CORP NEW COM 575385109 26842 538014 SH DFND 2,5,8,20 445060 200 92754 MASTEC INC COM 576323109 94082 1955963 SH DFND 2,5,6,8,11,13,20 1752170 487 203306 AMYRIS INC COM NEW 03236M200 1127 539134 SH DFND 2,20 446528 0 92606 MASTERCARD INC CL A 57636Q104 8702736 36962140 SH DFND 2,5,6,8,10,11,12,13,19,20 32158488 1112899 3690753 MASTERCRAFT BOAT HLDGS INC COM 57637H103 9051 401003 SH DFND 2,5,8,20 305503 0 95500 MATADOR RES CO COM 576485205 108378 5606711 SH DFND 2,5,6,11,20 5283003 2200 321508 MATCH GROUP INC COM 57665R106 36778 649671 SH DFND 2,5,10,20 592646 0 57025 MATERIALISE NV SPONSORED ADS 57667T100 1168 74201 SH DFND 1,2 74201 0 0 MATERION CORP COM 576690101 39448 691343 SH DFND 2,5,8,20 604263 1087 85993 MATRIX SVC CO COM 576853105 17034 869973 SH DFND 2,5,6,8,20 777201 1000 91772 MATSON INC COM 57686G105 44140 1223043 SH DFND 2,5,8,20 1069286 0 153757 MATTEL INC COM 577081102 198602 15277066 SH DFND 2,5,6,8,10,11,12,13,19,20 12615688 179170 2482208 MATTHEWS INTL CORP CL A 577128101 33192 898307 SH DFND 2,5,8,20 798549 71 99687 ANADARKO PETE CORP COM 032511107 1141382 25096353 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22526925 352153 2217275 MAUI LD & PINEAPPLE INC COM 577345101 1040 91009 SH DFND 2,20 76103 0 14906 MAXAR TECHNOLOGIES INC COM 57778K105 4148 1031882 SH DFND 2,5,13,20 1031882 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 608898 11451904 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10000971 327457 1123476 MAXIMUS INC COM 577933104 144418 2034627 SH DFND 2,5,6,8,11,13,19,20 1816160 1410 217057 MAXLINEAR INC COM 57776J100 50790 1989432 SH DFND 2,5,8,20 1788469 500 200463 MAXWELL TECHNOLOGIES INC COM 577767106 3123 698631 SH DFND 2,5,20 589159 0 109472 MBIA INC COM 55262C100 18180 1909656 SH DFND 2,5,8,20 1611886 5003 292767 MBT FINL CORP COM 578877102 2342 233706 SH DFND 2,13,20 161166 0 72540 MCCORMICK & CO INC COM NON VTG 579780206 1033280 6859724 SH DFND 2,5,6,8,10,11,12,13,19,20 5966918 89144 803662 MCDERMOTT INTL INC COM 580037703 50386 6772345 SH DFND 2,5,6,8,11,12,13,20 6187303 4007 581035 ANALOG DEVICES INC COM 032654105 1538798 14617631 SH DFND 2,5,6,8,10,11,12,13,19,20 12937977 264425 1415229 MCDONALDS CORP COM 580135101 7474605 39360741 SH DFND 1,2,5,6,8,10,11,12,13,19,20 30138321 531743 8690677 MCEWEN MNG INC COM 58039P107 4720 3146668 SH DFND 2,5,8,20 3064018 0 82650 MCGRATH RENTCORP COM 580589109 29832 527347 SH DFND 2,5,8,20 449398 1067 76882 MCKESSON CORP COM 58155Q103 1065266 9071367 SH DFND 2,5,6,8,10,11,12,13,19,20 7899390 140506 1031471 MDC PARTNERS INC CL A SUB VTG 552697104 2062 916503 SH DFND 2,5,20 758967 0 157536 MDU RES GROUP INC COM 552690109 372461 14309061 SH DFND 2,5,6,11,12,13,19,20 14066420 3190 239451 MECHEL PAO SPONSORED ADR NE 583840608 1308 660858 SH DFND 2,5,20 656258 4600 0 MEDEQUITIES RLTY TR INC COM 58409L306 7832 703708 SH DFND 2,5,20 623655 0 80053 MEDICAL PPTYS TRUST INC COM 58463J304 272354 14523182 SH DFND 2,5,6,8,10,11,13,19,20 13374314 93700 1055168 MEDICINES CO COM 584688105 61618 2204590 SH DFND 2,5,8,13,19,20 1976096 400 228094 ANAPLAN INC COM 03272L108 13493 342814 SH DFND 2,20 289114 0 53700 MEDICINES CO NOTE 2.500% 1/1 584688AE5 11493 11430000 SH DFND 2,5 11430000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 9920 11750000 SH DFND 2,5 11750000 0 0 MEDICINOVA INC COM NEW 58468P206 5439 656897 SH DFND 2,5,20 543851 0 113046 MEDIDATA SOLUTIONS INC COM 58471A105 141340 1929821 SH DFND 2,5,6,8,11,13,19,20 1657450 500 271871 MEDIFAST INC COM 58470H101 43878 341973 SH DFND 2,5,8,20 299917 4818 37238 MEDNAX INC COM 58502B106 68153 2508381 SH DFND 2,5,6,8,11,13,20 2220182 2892 285307 MEDPACE HLDGS INC COM 58506Q109 40878 693205 SH DFND 2,5,8,20 603345 0 89860 MEDTRONIC PLC SHS G5960L103 5277174 57627175 SH DFND 2,5,6,8,10,11,12,13,19,20 51151108 965659 5510408 MEET GROUP INC COM 58513U101 8693 1728234 SH DFND 2,5,20 1544533 0 183701 MEI PHARMA INC COM NEW 55279B202 109 35440 SH DFND 2,20 35440 0 0 ANAPTYSBIO INC COM 032724106 72979 999029 SH DFND 2,5,8,20 935181 0 63848 MEIRAGTX HOLDINGS PLC COM G59665102 2910 168877 SH DFND 2,20 142977 0 25900 MELCO RESORTS AND ENTMT LTD ADR 585464100 102615 4542508 SH DFND 1,2,5,6,8,10,12,13,19,20 3560736 371125 610647 MELINTA THERAPEUTICS INC COM NEW 58549G209 383 107829 SH DFND 2,5,20 107829 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 31676 267620 SH DFND 2,5,8,10,13,20 108220 1100 158300 MENLO THERAPEUTICS INC COM 586858102 1041 132572 SH DFND 2,20 106236 0 26336 MERCADOLIBRE INC COM 58733R102 227537 448146 SH DFND 2,5,6,8,10,12,13,19,20 349904 23141 75101 MERCANTILE BANK CORP COM 587376104 10730 327948 SH DFND 2,5,20 281407 0 46541 MERCER INTL INC COM 588056101 6679 489920 SH DFND 2,5,8,20 468452 0 21468 MERCHANTS BANCORP IND COM 58844R108 5613 260239 SH DFND 2,5,20 210589 0 49650 MERCK & CO INC COM 58933Y105 9811648 117202098 SH DFND 1,2,5,6,8,10,11,12,13,19,20 98824841 1980853 16396404 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 161 52661 SH DFND 2,20 52661 0 0 MERCURY GENL CORP NEW COM 589400100 53784 1074183 SH DFND 2,5,6,8,11,12,13,20 1029459 6634 38090 MERCURY SYS INC COM 589378108 126826 1979188 SH DFND 2,5,8,20 1823231 199 155758 MEREDITH CORP COM 589433101 308926 5590410 SH DFND 2,5,6,8,11,20 5461538 3662 125210 MERIDIAN BANCORP INC MD COM 58958U103 16636 1055666 SH DFND 2,5,6,8,20 905346 0 150320 MERIDIAN BIOSCIENCE INC COM 589584101 27468 1559799 SH DFND 2,5,8,20 1430010 500 129289 MERIT MED SYS INC COM 589889104 106171 1717142 SH DFND 2,5,8,20 1509913 372 206857 MERITAGE HOMES CORP COM 59001A102 50459 1128575 SH DFND 2,5,8,20 1008315 1564 118696 MERITOR INC COM 59001K100 33538 1648070 SH DFND 2,5,8,20 1386239 303 261528 MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 78 11185 SH DFND 20 11185 0 0 MERSANA THERAPEUTICS INC COM 59045L106 1007 191490 SH DFND 2,13,20 150400 0 41090 ABIOMED INC COM 003654100 531816 1862165 SH DFND 2,5,6,8,10,11,12,13,19,20 1650523 39479 172163 ANDERSONS INC COM 034164103 25275 780129 SH DFND 2,5,8,20 690942 1437 87750 MESA AIR GROUP INC COM NEW 590479135 1276 152982 SH DFND 2,20 131782 0 21200 MESA LABS INC COM 59064R109 15213 66002 SH DFND 2,5,8,20 56216 0 9786 META FINL GROUP INC COM 59100U108 15225 771650 SH DFND 2,5,8,20 679732 0 91918 METHANEX CORP COM 59151K108 447 7855 SH DFND 5,8,20 7855 0 0 METHODE ELECTRS INC COM 591520200 31945 1109967 SH DFND 2,5,8,20 949749 1308 158910 METLIFE INC COM 59156R108 1945720 45706359 SH DFND 2,5,6,8,10,11,12,13,19,20 37563634 585240 7557485 METROPOLITAN BK HLDG CORP COM 591774104 3383 97233 SH DFND 2,20 76980 0 20253 METTLER TOLEDO INTERNATIONAL COM 592688105 763919 1056596 SH DFND 2,5,6,8,10,11,12,13,19,20 925208 26768 104620 MFA FINL INC COM 55272X102 58731 7862386 SH DFND 2,5,8,12,13,20 7189317 10663 662406 MGE ENERGY INC COM 55277P104 52411 771096 SH DFND 2,5,8,13,20 661068 148 109880 ANGI HOMESERVICES INC COM CL A 00183L102 4230 273989 SH DFND 2,5,8,20 266589 0 7400 MGIC INVT CORP WIS COM 552848103 127733 9684080 SH DFND 1,2,5,8,12,13,20 8531469 9270 1143341 MGM GROWTH PPTYS LLC CL A COM 55303A105 7225 220881 SH DFND 2,5,8,20 160981 0 59900 MGM RESORTS INTERNATIONAL COM 552953101 520629 20289509 SH DFND 2,5,6,8,10,12,13,19,20 18180445 280738 1828326 MGP INGREDIENTS INC NEW COM 55303J106 33154 429729 SH DFND 2,5,8,20 318097 0 111632 MICHAELS COS INC COM 59408Q106 30319 2654915 SH DFND 2,5,6,8,11,12,13,20 2519178 2800 132937 MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 77374 2936134 SH DFND 1,2,5,6,8,10,12,13,20 2548087 143292 244755 MICROCHIP TECHNOLOGY INC COM 595017104 781411 9419132 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8306295 168413 944424 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 84685 51930000 SH DFND 2,5 51930000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 69783 63225000 SH DFND 2,5 63225000 0 0 MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 20545 18635000 SH DFND 2,5 18635000 0 0 ANGIODYNAMICS INC COM 03475V101 30401 1329874 SH DFND 2,5,8,20 1202710 0 127164 MICRON TECHNOLOGY INC COM 595112103 1982465 47966742 SH DFND 2,5,6,8,10,11,12,13,19,20 41357080 1219635 5390027 MICROSOFT CORP COM 594918104 36928597 313113425 SH DFND 1,2,5,6,8,10,11,12,13,19,20 269435968 7448923 36228534 MICROSTRATEGY INC CL A NEW 594972408 38185 264716 SH DFND 2,5,8,20 237590 373 26753 MICROVISION INC DEL COM NEW 594960304 31 32402 SH DFND 20 32402 0 0 MID AMER APT CMNTYS INC COM 59522J103 851145 7785098 SH DFND 2,5,6,8,10,11,12,13,19,20 7087562 92159 605377 MID PENN BANCORP INC COM 59540G107 1641 66967 SH DFND 2,20 55094 0 11873 MIDDLEBY CORP COM 596278101 149330 1148430 SH DFND 2,5,6,8,10,12,13,19,20 929831 52953 165646 MIDDLEFIELD BANC CORP COM NEW 596304204 1645 39906 SH DFND 2,20 33693 0 6213 MIDDLESEX WATER CO COM 596680108 18435 329254 SH DFND 2,5,8,20 275818 600 52836 MIDLAND STS BANCORP INC ILL COM 597742105 12072 501736 SH DFND 2,5,8,20 407250 0 94486 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1734 131737 SH DFND 1,5,8,20 131737 0 0 MIDSOUTH BANCORP INC COM 598039105 2609 228491 SH DFND 2,5,20 164142 0 64349 MIDSTATES PETE CO INC COM PAR 59804T407 3026 309677 SH DFND 2,20 279284 0 30393 MIDWESTONE FINL GROUP INC NE COM 598511103 5337 195860 SH DFND 2,5,20 154430 0 41430 MILACRON HLDGS CORP COM 59870L106 15157 1338963 SH DFND 2,5,8,20 1121044 0 217919 MILLER HERMAN INC COM 600544100 66755 1886924 SH DFND 2,5,6,8,11,19,20 1671603 2047 213274 MILLER INDS INC TENN COM NEW 600551204 7496 242980 SH DFND 2,5,20 206800 0 36180 MIMECAST LTD ORD SHS G14838109 4631 97795 SH DFND 2,5,8,20 94495 0 3300 MINERALS TECHNOLOGIES INC COM 603158106 65914 1121175 SH DFND 2,5,6,8,11,20 984890 914 135371 MINERVA NEUROSCIENCES INC COM 603380106 3961 503941 SH DFND 2,5,20 425259 0 78682 MIRAGEN THERAPEUTICS INC COM 60463E103 1069 383297 SH DFND 2,20 326308 0 56989 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4558 54276 SH DFND 1,20 54276 0 0 MIRATI THERAPEUTICS INC COM 60468T105 103502 1412039 SH DFND 2,5,8,20 1346595 0 65444 MISTRAS GROUP INC COM 60649T107 4633 335513 SH DFND 2,5,8,20 282369 1600 51544 MITEK SYS INC COM NEW 606710200 7305 596853 SH DFND 2,5,20 502906 0 93947 MITSUBISHI UFJ FINL GROUP IN SPONSORED 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156023 SH DFND 2,20 133323 0 22700 MOLINA HEALTHCARE INC COM 60855R100 215718 1519571 SH DFND 2,5,6,8,11,12,13,20 1435513 700 83358 MOLSON COORS BREWING CO CL B 60871R209 497907 8347134 SH DFND 2,5,6,8,10,12,13,19,20 7394877 133712 818545 MOMENTA PHARMACEUTICALS INC COM 60877T100 54338 3739677 SH DFND 2,5,8,20 3446426 0 293251 MOMO INC ADR 60879B107 107675 2815756 SH DFND 1,2,5,8,10,11,12,13,19,20 2249325 77500 488931 MONARCH CASINO & RESORT INC COM 609027107 14640 333329 SH DFND 2,5,8,20 302054 0 31275 ANIKA THERAPEUTICS INC COM 035255108 22063 729605 SH DFND 2,5,8,20 687214 0 42391 MONDELEZ INTL INC CL A 609207105 3269361 65156496 SH DFND 2,5,6,8,10,11,12,13,19,20 57966505 1028544 6161447 MONEYGRAM INTL INC COM NEW 60935Y208 1211 593607 SH DFND 2,5,8,20 500604 842 92161 MONGODB INC CL A 60937P106 8928 60727 SH DFND 2,13,20 60727 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 36020 2732933 SH DFND 2,5,8,10,20 2352687 24205 356041 MONOLITHIC PWR SYS INC COM 609839105 143897 1058947 SH DFND 2,5,6,8,11,13,19,20 1004082 500 54365 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 24785 1238886 SH DFND 2,5,8,20 1099529 1500 137857 MONRO INC COM 610236101 85450 987630 SH DFND 2,5,8,20 845658 129 141843 MONSTER BEVERAGE CORP NEW COM 61174X109 967234 17721394 SH DFND 2,5,6,8,10,11,12,13,19,20 15457653 449050 1814691 MONTAGE RES CORP COM 61179L100 1656 110112 SH DFND 2,5,20 110112 0 0 MOODYS CORP COM 615369105 1309348 7230374 SH DFND 2,5,6,8,10,11,12,13,19,20 6388041 175972 666361 ANIXTER INTL INC COM 035290105 49676 885339 SH DFND 2,5,8,12,20 789238 143 95958 MOOG INC CL A 615394202 110409 1269797 SH DFND 2,5,8,13,19,20 1165132 288 104377 MORGAN STANLEY COM NEW 617446448 5291221 125384392 SH DFND 2,5,6,8,10,11,12,13,19,20 49859003 69384842 6140547 MORNINGSTAR INC COM 617700109 34091 270585 SH DFND 2,5,8,19,20 243570 126 26889 MOSAIC CO NEW COM 61945C103 538645 19723378 SH DFND 2,5,6,8,10,11,12,13,19,20 17242470 268600 2212308 MOTORCAR PTS AMER INC COM 620071100 10022 531104 SH DFND 2,5,8,20 469980 1500 59624 MOTOROLA SOLUTIONS INC COM NEW 620076307 1074154 7619192 SH DFND 2,5,6,8,10,11,12,13,19,20 6443811 180682 994699 MOVADO GROUP INC COM 624580106 16449 452145 SH DFND 2,5,8,20 403575 1300 47270 MR COOPER GROUP INC COM 62482R107 18245 1902531 SH DFND 2,5,8,20 1676621 0 225910 MRC GLOBAL INC COM 55345K103 30479 1743628 SH DFND 2,5,8,20 1466431 3600 273597 MSA SAFETY INC COM 553498106 237677 2298618 SH DFND 2,5,6,8,11,13,19,20 2093405 326 204887 ANNALY CAP MGMT INC COM 035710409 489284 47573712 SH DFND 2,5,6,8,10,12,13,19,20 35804900 987516 10781296 MSC INDL DIRECT INC CL A 553530106 99183 1199162 SH DFND 2,5,6,8,11,13,19,20 1138340 748 60074 MSCI INC COM 55354G100 792114 3983674 SH DFND 2,5,6,8,10,11,12,13,19,20 3520828 63595 399251 MSG NETWORK INC CL A 553573106 27743 1275560 SH DFND 2,5,8,10,20 1066907 21508 187145 MTS SYS CORP COM 553777103 27406 500419 SH DFND 2,5,8,20 444256 561 55602 MUELLER INDS INC COM 624756102 57240 1826431 SH DFND 2,5,8,19,20 1460561 2118 363752 MUELLER WTR PRODS INC COM SER A 624758108 32210 3208139 SH DFND 2,5,8,20 2713582 4315 490242 MULTI COLOR CORP COM 625383104 19296 386766 SH DFND 2,5,8,20 345196 0 41570 MURPHY OIL CORP COM 626717102 164386 5610446 SH DFND 2,5,6,8,11,12,13,19,20 5381973 5029 223444 MURPHY USA INC COM 626755102 98127 1146080 SH DFND 2,5,6,8,11,12,13,20 953401 669 192010 MUSTANG BIO INC COM 62818Q104 769 225655 SH DFND 2,20 181082 0 44573 ANSYS INC COM 03662Q105 651550 3566036 SH DFND 2,5,6,8,10,11,12,13,19,20 3060337 112045 393654 MUTUALFIRST FINL INC COM 62845B104 4410 147152 SH DFND 2,5,20 80273 0 66879 MVB FINANCIAL CORP COM 553810102 1777 116496 SH DFND 2,20 93879 0 22617 MYERS INDS INC COM 628464109 15960 925478 SH DFND 2,5,8,20 827742 0 97736 MYLAN N V SHS EURO N59465109 628244 22168107 SH DFND 2,5,6,8,10,11,12,13,19,20 19714397 353716 2099994 MYOKARDIA INC COM 62857M105 40372 776525 SH DFND 2,5,8,20 666041 0 110484 MYOVANT SCIENCES LTD COM G637AM102 341 14300 SH DFND 5,20 14000 0 300 MYR GROUP INC DEL COM 55405W104 16120 465481 SH DFND 2,5,8,20 413727 0 51754 MYRIAD GENETICS INC COM 62855J104 134965 4065222 SH DFND 2,5,8,19,20 3839042 1182 224998 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 12393 17350000 SH DFND 2,5 17350000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 37382 10836423 SH DFND 2,5,8,12,13,20 10364617 4258 467548 ABM INDS INC COM 000957100 236068 6494302 SH DFND 2,5,8,20 6284379 1976 207947 ANTARES PHARMA INC COM 036642106 10857 3583220 SH DFND 2,5,8,20 3162389 0 420831 NACCO INDS INC CL A 629579103 4211 110170 SH DFND 2,5,20 97408 0 12762 NAM TAI PPTY INC SHS G63907102 791 80257 SH DFND 2,5,20 80257 0 0 NANOMETRICS INC COM 630077105 20807 673797 SH DFND 2,5,8,20 575571 1700 96526 NANOSTRING TECHNOLOGIES INC COM 63009R109 11024 460680 SH DFND 2,5,20 383008 0 77672 NANOVIRICIDES INC COM NEW 630087203 4 13538 SH DFND 20 13538 0 0 NANTHEALTH INC COM 630104107 188 203913 SH DFND 2,20 164577 0 39336 NANTKWEST INC COM 63016Q102 654 414136 SH DFND 2,5,20 346351 0 67785 NAPCO SEC TECHNOLOGIES INC COM 630402105 4296 207130 SH DFND 2,20 172819 0 34311 NASDAQ INC COM 631103108 446999 5109142 SH DFND 2,5,6,8,10,11,12,13,19,20 4522492 77639 509011 NATERA INC COM 632307104 35399 1716724 SH DFND 2,5,8,20 1611289 0 105435 ANTERO MIDSTREAM CORP COM 03676B102 3451 250434 SH DFND 5,8,20 250434 0 0 NATHANS FAMOUS INC NEW COM 632347100 3420 49999 SH DFND 2,20 40837 0 9162 NATIONAL BANKSHARES INC VA COM 634865109 5758 134368 SH DFND 2,5,20 113557 0 20811 NATIONAL BEVERAGE CORP COM 635017106 13608 235711 SH DFND 2,5,8,20 199374 0 36337 NATIONAL BK HLDGS CORP CL A 633707104 31630 950998 SH DFND 2,5,8,20 842287 0 108711 NATIONAL CINEMEDIA INC COM 635309107 11992 1700930 SH DFND 2,5,8,20 1448502 2300 250128 NATIONAL COMM CORP COM 63546L102 12824 327052 SH DFND 2,5,8,20 274757 0 52295 NATIONAL FUEL GAS CO N J COM 636180101 378286 6163159 SH DFND 2,5,6,11,12,13,20 6062440 1287 99432 NATIONAL GEN HLDGS CORP COM 636220303 31586 1328810 SH DFND 2,5,8,20 1075576 0 253234 NATIONAL GRID PLC SPONSORED ADR NE 636274409 3505 62690 SH DFND 1,20 62690 0 0 NATIONAL HEALTH INVS INC COM 63633D104 109458 1375378 SH DFND 2,5,8,10,20 1196010 9798 169570 ANTERO RES CORP COM 03674X106 74576 8445725 SH DFND 2,5,12,13,20 7928757 226600 290368 NATIONAL HEALTHCARE CORP COM 635906100 23505 307652 SH DFND 2,5,6,20 263266 0 44386 NATIONAL INSTRS CORP COM 636518102 124979 2817377 SH DFND 2,5,6,8,11,13,19,20 2601856 2055 213466 NATIONAL OILWELL VARCO INC COM 637071101 509997 19144026 SH DFND 2,5,6,8,10,11,12,13,19,20 16765358 248893 2129775 NATIONAL PRESTO INDS INC COM 637215104 29488 271651 SH DFND 2,5,20 254037 357 17257 NATIONAL RESH CORP COM NEW 637372202 7952 204996 SH DFND 2,5,20 173770 0 31226 NATIONAL RETAIL PPTYS INC COM 637417106 764188 13796505 SH DFND 2,5,6,8,10,11,12,13,19,20 12719197 141544 935764 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 79381 2784308 SH DFND 2,5,8,10,20 2536008 12700 235600 NATIONAL VISION HLDGS INC COM 63845R107 41385 1316729 SH DFND 2,5,8,19,20 1113679 0 203050 NATIONAL WESTN LIFE GROUP IN CL A 638517102 12339 47012 SH DFND 2,5,8,20 38745 0 8267 NATURAL GAS SERVICES GROUP COM 63886Q109 5289 305551 SH DFND 2,5,20 218579 0 86972 ANTHEM INC COM 036752103 3252710 11334274 SH DFND 2,5,6,8,10,11,12,13,19,20 9896079 299433 1138762 NATURAL GROCERS BY VITAMIN C COM 63888U108 2198 183894 SH DFND 2,20 156091 0 27803 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1720 132752 SH DFND 2,5,20 110782 0 21970 NATURES SUNSHINE PRODUCTS IN COM 639027101 1608 173127 SH DFND 2,20 143541 0 29586 NATUS MEDICAL INC DEL COM 639050103 34269 1350255 SH DFND 2,5,8,20 1249059 0 101196 NAUTILUS INC COM 63910B102 4747 853836 SH DFND 2,5,8,20 762145 0 91691 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 9 64995 SH DFND 20 64995 0 0 NAVIENT CORPORATION COM 63938C108 74080 6402761 SH DFND 1,2,5,6,8,11,12,13,20 6033629 12827 356305 NAVIGANT CONSULTING INC COM 63935N107 24437 1255097 SH DFND 2,5,8,20 1097052 2630 155415 NAVIGATORS GROUP INC COM 638904102 49236 704675 SH DFND 2,5,8,20 568124 850 135701 NAVISTAR INTL CORP NEW COM 63934E108 32823 1016193 SH DFND 2,5,8,13,20 859160 356 156677 ANTHEM INC NOTE 2.750%10/1 94973VBG1 31454 7886000 SH DFND 2,5 7886000 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 1839 1800000 SH DFND 5 1800000 0 0 NBT BANCORP INC COM 628778102 44864 1245882 SH DFND 2,5,8,20 1113231 323 132328 NCI BUILDING SYS INC COM NEW 628852204 5494 891866 SH DFND 2,5,8,20 716896 0 174970 NCR CORP NEW COM 62886E108 137008 5020453 SH DFND 1,2,5,6,8,11,12,13,19,20 4865673 1952 152828 NCS MULTISTAGE HLDGS INC COM 628877102 833 160766 SH DFND 2,5,20 138781 0 21985 NEENAH INC COM 640079109 33308 517523 SH DFND 2,5,8,20 450138 0 67385 NEKTAR THERAPEUTICS COM 640268108 238523 7098904 SH DFND 2,5,6,8,10,11,12,13,19,20 6338496 103929 656479 NELNET INC CL A 64031N108 21608 392366 SH DFND 2,5,8,20 324967 1060 66339 NEOGEN CORP COM 640491106 92437 1610687 SH DFND 2,5,8,19,20 1449495 613 160579 NEOGENOMICS INC COM NEW 64049M209 48019 2346975 SH DFND 2,5,8,20 2089585 0 257390 ANWORTH MORTGAGE ASSET CP COM 037347101 11142 2672767 SH DFND 2,5,8,20 2353456 0 319311 NEON THERAPEUTICS INC COM 64050Y100 749 115887 SH DFND 2,20 91287 0 24600 NEOPHOTONICS CORP COM 64051T100 3926 624219 SH DFND 2,5,20 523422 0 100797 NEOS THERAPEUTICS INC COM 64052L106 1733 664136 SH DFND 2,5,20 580081 0 84055 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 834 232282 SH DFND 2,5,8,20 182913 0 49369 NETAPP INC COM 64110D104 749381 10807346 SH DFND 2,5,6,8,10,11,12,13,19,20 9194779 456421 1156146 NETEASE INC SPONSORED ADR 64110W102 441354 1827931 SH DFND 2,5,8,10,11,12,13,19,20 1482952 49258 295721 NETFLIX INC COM 64110L106 5776924 16201829 SH DFND 2,5,6,8,10,11,12,13,19,20 14165883 267229 1768717 NETGEAR INC COM 64111Q104 32960 995180 SH DFND 2,5,8,20 883769 96 111315 NETSCOUT SYS INC COM 64115T104 68133 2427264 SH DFND 2,5,6,8,11,13,19,20 2182399 2065 242800 NEUROCRINE BIOSCIENCES INC COM 64125C109 177799 2018154 SH DFND 2,5,8,13,19,20 1891485 3500 123169 AON PLC SHS CL A G0408V102 1797466 10529973 SH DFND 2,5,6,8,10,11,12,13,19,20 9296145 233146 1000682 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 20870 15325000 SH DFND 2,5 15325000 0 0 NEURONETICS INC COM 64131A105 1666 109235 SH DFND 2,20 78035 0 31200 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 26 10515 SH DFND 20 10515 0 0 NEVRO CORP COM 64157F103 50983 815603 SH DFND 2,5,8,20 722178 600 92825 NEW AGE BEVERAGES CORP COM 64157V108 285 54185 SH DFND 2,20 54185 0 0 NEW HOME CO INC COM 645370107 1156 242830 SH DFND 2,13,20 200813 0 42017 NEW JERSEY RES COM 646025106 324656 6482854 SH DFND 2,5,6,8,11,13,19,20 6205797 1356 275701 NEW MEDIA INVT GROUP INC COM 64704V106 18860 1796177 SH DFND 2,5,8,20 1611144 476 184557 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 277740 3082919 SH DFND 2,5,8,10,11,12,13,19,20 2500063 84913 497943 NEW RELIC INC COM 64829B100 97967 992575 SH DFND 2,5,8,13,19,20 770586 800 221189 APACHE CORP COM 037411105 689855 19903500 SH DFND 2,5,6,8,10,11,12,13,19,20 17649508 369839 1884153 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 91707 5423270 SH DFND 2,5,8,12,13,20 4891253 3300 528717 NEW SR INVT GROUP INC COM 648691103 9288 1704294 SH DFND 2,5,8,20 1414952 1100 288242 NEW YORK CMNTY BANCORP INC COM 649445103 188500 16292167 SH DFND 2,5,6,8,11,12,13,19,20 14031495 13767 2246905 NEW YORK MTG TR INC COM PAR $.02 649604501 30842 4905988 SH DFND 2,5,8,20 4378843 0 527145 NEW YORK TIMES CO CL A 650111107 138206 4207192 SH DFND 2,5,6,8,11,13,19,20 3784735 1300 421157 NEWATER TECHNOLOGY INC SHS G64335105 94 12926 SH DFND 2 12926 0 0 NEWELL BRANDS INC COM 651229106 292736 19083178 SH DFND 2,5,6,8,10,11,12,13,19,20 16810454 314496 1958228 NEWLINK GENETICS CORP COM 651511107 1016 526561 SH DFND 2,5,20 444676 0 81885 NEWMARK GROUP INC CL A 65158N102 24153 2896102 SH DFND 2,5,8,13,20 2420213 2543 473346 NEWMARKET CORP COM 651587107 96196 220984 SH DFND 2,5,6,8,11,13,19,20 210280 183 10521 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APELLIS PHARMACEUTICALS INC COM 03753U106 20852 1069343 SH DFND 2,5,8,20 950935 0 118408 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4736 101538 SH DFND 2,5,8,20 81737 1200 18601 NEXTGEN HEALTHCARE INC COM 65343C102 24391 1449273 SH DFND 2,5,8,20 1264545 1604 183124 NI HLDGS INC COM 65342T106 2167 135455 SH DFND 2,20 112149 0 23306 NIC INC COM 62914B100 36267 2122106 SH DFND 2,5,8,20 1733316 1718 387072 NICE LTD SPONSORED ADR 653656108 808 6598 SH DFND 20 6598 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2022 1320000 SH DFND 5 1320000 0 0 NICOLET BANKSHARES INC COM 65406E102 10232 171679 SH DFND 2,5,8,20 146709 0 24970 NIELSEN HLDGS PLC SHS EUR G6518L108 371874 15710784 SH DFND 2,5,6,8,10,11,12,13,19,20 13978792 231033 1500959 NII HLDGS INC COM PAR 62913F508 3828 1952957 SH DFND 2,5,8,20 1669157 0 283800 NIKE INC CL B 654106103 5013449 59385252 SH DFND 1,2,5,6,8,10,11,12,13,19,20 46956573 1504935 10923744 ABRAXAS PETE CORP COM 003830106 3304 2643550 SH DFND 2,5,20 2228351 0 415199 APERGY CORP COM 03755L104 88969 2166810 SH DFND 1,2,5,6,8,11,12,13,19,20 2063132 5503 98175 NINE ENERGY SVC INC COM 65441V101 6146 271338 SH DFND 2,8,20 228136 0 43202 NIO INC SPON ADS 62914V106 477 93466 SH DFND 2,19 93466 0 0 NISOURCE INC COM 65473P105 530574 18512705 SH DFND 2,5,6,8,10,11,12,13,19,20 16833072 263618 1416015 NL INDS INC COM NEW 629156407 538 138720 SH DFND 2,20 114136 0 24584 NLIGHT INC COM 65487K100 9079 407481 SH DFND 2,8,20 336988 0 70493 NMI HLDGS INC CL A 629209305 47648 1841816 SH DFND 2,5,8,20 1587767 0 254049 NN INC COM 629337106 6571 877293 SH DFND 2,5,8,20 763773 0 113520 NOAH HLDGS LTD SPON ADS CL A 65487X102 28160 581096 SH DFND 2,5,8,10,11,12,13,19,20 470745 15200 95151 NOBLE CORP PLC SHS USD G65431101 27800 9686581 SH DFND 2,5,8,12,20 8857630 6589 822362 NOBLE ENERGY INC COM 655044105 616414 24925768 SH DFND 2,5,6,8,10,11,12,13,19,20 22223778 324555 2377435 APOGEE ENTERPRISES INC COM 037598109 47142 1257465 SH DFND 2,5,8,20 730996 1128 525341 NOKIA CORP SPONSORED ADR 654902204 2776 485337 SH DFND 1,20 485337 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 1584 77478 SH DFND 2,5,20 77478 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 128 35760 SH DFND 20 35760 0 0 NOODLES & CO COM CL A 65540B105 1742 256184 SH DFND 2,5,20 215047 0 41137 NORDIC AMERICAN TANKERS LIMI COM G65773106 5261 2604288 SH DFND 2,5,20 2160376 0 443912 NORDSON CORP COM 655663102 256970 1939105 SH DFND 2,5,6,8,11,13,19,20 1862955 526 75624 NORDSTROM INC COM 655664100 295218 6652048 SH DFND 2,5,6,8,10,11,12,13,19,20 5775415 173444 703189 NORFOLK SOUTHERN CORP COM 655844108 2120998 11348910 SH DFND 2,5,6,8,10,11,12,13,19,20 9944084 212542 1192284 NORTHEAST BANCORP COM NEW 663904209 2306 111501 SH DFND 2,20 94065 0 17436 NORTHERN OIL & GAS INC NEV COM 665531109 23838 8700009 SH DFND 2,5,20 8069328 0 630681 APOLLO COML REAL EST FIN INC COM 03762U105 76894 4120501 SH DFND 2,5,6,8,20 3709252 0 411249 NORTHERN TR CORP COM 665859104 863898 9494544 SH DFND 2,5,6,8,10,11,12,13,19,20 8538707 140801 815036 NORTHFIELD BANCORP INC DEL COM 66611T108 18930 1361878 SH DFND 2,5,6,8,20 1228286 0 133592 NORTHRIM BANCORP INC COM 666762109 4827 140236 SH DFND 2,5,20 120965 0 19271 NORTHROP GRUMMAN CORP COM 666807102 4807203 17830872 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6062613 11294108 474151 NORTHSTAR REALTY EUROPE CORP COM 66706L101 33533 1931646 SH DFND 2,5,8,20 1759394 916 171336 NORTHWEST BANCSHARES INC MD COM 667340103 49644 2925411 SH DFND 2,5,6,8,20 2616886 1598 306927 NORTHWEST NAT HLDG CO COM 66765N105 55188 840898 SH DFND 2,5,8,19,20 752191 38 88669 NORTHWEST PIPE CO COM 667746101 5539 230801 SH DFND 2,5,20 204047 0 26754 NORTHWESTERN CORP COM NEW 668074305 116638 1656549 SH DFND 2,5,6,8,11,12,13,19,20 1489395 700 166454 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 489542 8907245 SH DFND 2,5,6,8,10,11,12,13,19,20 7906463 143226 857556 APOLLO MEDICAL HLDGS INC COM NEW 03763A207 3337 182156 SH DFND 2,5,8,20 171026 0 11130 NORWOOD FINANCIAL CORP COM 669549107 2909 94323 SH DFND 2,20 78356 0 15967 NOVA MEASURING INSTRUMENTS L COM M7516K103 344 13655 SH DFND 2 13655 0 0 NOVANTA INC COM 67000B104 56098 662078 SH DFND 2,5,8,20 548088 0 113990 NOVARTIS A G SPONSORED ADR 66987V109 250460 2605159 SH DFND 1,2,20 47670 0 2557489 NOVAVAX INC COM 670002104 4299 7803450 SH DFND 2,5,8,20 6589520 7500 1206430 NOVO-NORDISK A S ADR 670100205 243479 4586096 SH DFND 1,20 50865 0 4535231 NOVOCURE LTD ORD SHS G6674U108 64964 1348637 SH DFND 2,5,8,20 1114272 0 234365 NOW INC COM 67011P100 47723 3418572 SH DFND 2,5,6,8,11,12,20 3072328 4090 342154 NRG ENERGY INC COM NEW 629377508 586127 13797718 SH DFND 2,5,6,8,10,11,12,13,19,20 12361522 310863 1125333 NU SKIN ENTERPRISES INC CL A 67018T105 65522 1369038 SH DFND 2,5,6,8,11,13,19,20 1296362 2940 69736 APPFOLIO INC COM CL A 03783C100 24533 308975 SH DFND 2,5,20 262692 0 46283 NUANCE COMMUNICATIONS INC COM 67020Y100 62864 3713144 SH DFND 2,5,8,13,20 3344584 8683 359877 NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19092 20445000 SH DFND 2,5 20445000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9959 9975000 SH DFND 2,5 9975000 0 0 NUCOR CORP COM 670346105 1075698 18311373 SH DFND 2,5,6,8,10,11,12,13,19,20 16528733 253228 1529412 NUTANIX INC CL A 67059N108 64354 1705205 SH DFND 2,5,8,13,19,20 1521581 1100 182524 NUTANIX INC NOTE 1/1 67059NAB4 17643 16575000 SH DFND 2,5 16575000 0 0 NUTRIEN LTD COM 67077M108 58628 1102243 SH DFND 2,10 1102243 0 0 NUVASIVE INC COM 670704105 107280 1889069 SH DFND 2,5,6,8,11,13,19,20 1632813 761 255495 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21146 19007000 SH DFND 2,5 19007000 0 0 NUVECTRA CORP COM 67075N108 3260 296053 SH DFND 2,20 244833 0 51220 APPIAN CORP CL A 03782L101 3546 102978 SH DFND 2,20 102978 0 0 NV5 GLOBAL INC COM 62945V109 10760 181266 SH DFND 2,5,8,20 153897 0 27369 NVE CORP COM NEW 629445206 9987 102020 SH DFND 2,5,8,20 86681 0 15339 NVENT ELECTRIC PLC SHS G6700G107 349163 12941553 SH DFND 2,5,6,8,11,12,13,19,20 12726047 7326 208180 NVIDIA CORP COM 67066G104 4346218 24204822 SH DFND 2,5,6,8,10,11,12,13,19,20 21084728 657473 2462621 NVR INC COM 62944T105 347411 125555 SH DFND 2,5,6,8,10,11,12,13,19,20 111653 3764 10138 NXP SEMICONDUCTORS N V COM N6596X109 984565 11106901 SH DFND 2,5,6,8,10,11,12,13,19,20 8652850 535896 1918155 NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 35765 34640000 SH DFND 2,5 34640000 0 0 NYMOX PHARMACEUTICAL CORP COM P73398102 957 485584 SH DFND 2,6,20 422143 0 63441 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1314331 3384834 SH DFND 2,5,6,8,10,11,12,13,19,20 2988794 59059 336981 OAK VALLEY BANCORP OAKDALE C COM 671807105 1774 100543 SH DFND 2,20 82224 0 18319 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 144031 8836265 SH DFND 2,5,8,10,12,13,19,20 8155626 55258 625381 OASIS PETE INC NEW COM 674215108 98117 16244574 SH DFND 2,5,6,8,11,12,13,20 15334726 2400 907448 OCCIDENTAL PETE CORP COM 674599105 2489204 37176295 SH DFND 2,5,6,8,10,11,12,13,19,20 33757839 518492 2899964 OCEANEERING INTL INC COM 675232102 57970 3675953 SH DFND 2,5,6,8,11,20 3363266 2087 310600 OCEANFIRST FINL CORP COM 675234108 23155 962368 SH DFND 2,5,8,20 763647 0 198721 OCONEE FED FINL CORP COM 675607105 213 8180 SH DFND 2,20 5753 0 2427 OCULAR THERAPEUTIX INC COM 67576A100 2070 521326 SH DFND 2,5,20 432711 0 88615 OCWEN FINL CORP COM NEW 675746309 3974 2183420 SH DFND 2,5,8,20 1817037 5379 361004 ODONATE THERAPEUTICS INC COM 676079106 2418 109361 SH DFND 2,20 94191 0 15170 OFFICE DEPOT INC COM 676220106 61913 17056030 SH DFND 2,5,8,12,13,20 15261365 8740 1785925 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 51954 1879662 SH DFND 2,5,8,10,20 1879662 0 0 APPLE INC COM 037833100 36214020 190650277 SH DFND 2,5,6,8,10,11,12,13,19,20 161639798 4639685 24370794 OFG BANCORP COM 67103X102 31574 1589774 SH DFND 2,5,8,20 1440373 3711 145690 OGE ENERGY CORP COM 670837103 314328 7289614 SH DFND 2,5,6,8,10,11,12,13,19,20 6483955 253116 552543 OHIO VY BANC CORP COM 677719106 2163 59833 SH DFND 2,20 50568 0 9265 OI S A SPONSORED ADR NE 670851500 805 428424 SH DFND 2 428424 0 0 OIL DRI CORP AMER COM 677864100 3054 98066 SH DFND 2,5,13,20 77392 0 20674 OIL STS INTL INC COM 678026105 37469 2209241 SH DFND 2,5,8,20 1788422 2097 418722 OKTA INC CL A 679295105 85126 1028965 SH DFND 2,5,13,19,20 891723 0 137242 OLD DOMINION FREIGHT LINE IN COM 679580100 323061 2237418 SH DFND 2,5,6,8,10,11,12,13,19,20 1954798 80925 201695 OLD LINE BANCSHARES INC COM 67984M100 7658 307185 SH DFND 2,5,20 257435 0 49750 OLD NATL BANCORP IND COM 680033107 101789 6206626 SH DFND 2,5,8,20 5715213 700 490713 APPLIED DNA SCIENCES INC COM NEW 03815U201 9 12700 SH DFND 20 12700 0 0 OLD POINT FINL CORP COM 680194107 748 35297 SH DFND 2,20 3697 0 31600 OLD REP INTL CORP COM 680223104 451125 21564283 SH DFND 2,5,6,8,11,12,13,19,20 20423555 60786 1079942 OLD SECOND BANCORP INC ILL COM 680277100 6745 535747 SH DFND 2,5,20 427063 0 108684 OLIN CORP COM PAR $1 680665205 151066 6528355 SH DFND 2,5,6,8,11,13,20 3725032 2590278 213045 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 135342 1586097 SH DFND 2,5,6,8,11,19,20 1424179 1300 160618 OLYMPIC STEEL INC COM 68162K106 4204 264918 SH DFND 2,5,20 233776 0 31142 OMEGA FLEX INC COM 682095104 4039 53285 SH DFND 2,5,20 44487 0 8798 OMEGA HEALTHCARE INVS INC COM 681936100 300864 7886354 SH DFND 2,5,6,8,10,11,13,19,20 7266419 49171 570764 OMEROS CORP COM 682143102 18354 1056639 SH DFND 2,5,8,20 914822 0 141817 OMNICELL INC COM 68213N109 90169 1115399 SH DFND 2,5,8,20 967720 602 147077 APPLIED INDL TECHNOLOGIES IN COM 03820C105 73451 1235086 SH DFND 2,5,8,20 991305 295 243486 OMNICOM GROUP INC COM 681919106 826904 11238686 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10073389 239974 925323 OMNOVA SOLUTIONS INC COM 682129101 6082 866405 SH DFND 2,5,8,20 719293 3146 143966 ON DECK CAP INC COM 682163100 5000 922451 SH DFND 2,5,20 762300 0 160151 ON SEMICONDUCTOR CORP COM 682189105 212467 10328987 SH DFND 2,5,6,8,10,12,13,19,20 8706315 294235 1328437 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 26726 21550000 SH DFND 2,5 21550000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 19842 16000000 SH DFND 2,5 16000000 0 0 ONCOMED PHARMACEUTICALS INC COM 68234X102 11 10189 SH DFND 20 10189 0 0 ONCOSEC MED INC COM NEW 68234L207 7 13300 SH DFND 20 13300 0 0 ONE GAS INC COM 68235P108 151623 1703055 SH DFND 2,5,6,8,11,13,19,20 1538435 545 164075 ONE LIBERTY PPTYS INC COM 682406103 10614 360900 SH DFND 2,5,8,20 304479 0 56421 AC IMMUNE SA SHS H00263105 164 32439 SH DFND 2 32439 0 0 APPLIED MATLS INC COM 038222105 1825591 46031038 SH DFND 1,2,5,6,8,10,11,12,13,19,20 40651046 1144849 4235143 ONEMAIN HLDGS INC COM 68268W103 32287 1016914 SH DFND 2,5,8,13,20 909679 1100 106135 ONEOK INC NEW COM 682680103 1419661 20327327 SH DFND 2,5,6,8,10,11,12,13,19,20 18444696 237524 1645107 ONESPAN INC COM 68287N100 17902 931423 SH DFND 2,5,8,20 834994 1012 95417 OOMA INC COM 683416101 4293 324223 SH DFND 2,20 267309 0 56914 OP BANCORP COM 67109R109 1554 177554 SH DFND 2,20 144358 0 33196 OPHTHOTECH CORP COM 683745103 59 41652 SH DFND 20 41652 0 0 OPKO HEALTH INC COM 68375N103 52533 20127594 SH DFND 2,5,8,13,19,20 19077995 12625 1036974 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4720 181397 SH DFND 2,20 155902 0 25495 OPTINOSE INC COM 68404V100 3267 317148 SH DFND 2,5,20 263748 0 53400 OPUS BK IRVINE CALIF COM 684000102 15081 761679 SH DFND 2,5,8,20 689416 1600 70663 APPLIED OPTOELECTRONICS INC COM 03823U102 6416 525869 SH DFND 2,5,8,20 469966 0 55903 ORACLE CORP COM 68389X105 5717546 106452173 SH DFND 1,2,5,6,8,10,11,12,13,19,20 92552086 2838648 11061439 ORASURE TECHNOLOGIES INC COM 68554V108 27880 2500483 SH DFND 2,5,8,20 2314454 1058 184971 ORBCOMM INC COM 68555P100 10764 1587630 SH DFND 2,5,8,20 1359247 0 228383 ORCHID IS CAP INC COM 68571X103 6387 958980 SH DFND 2,5,20 812128 0 146852 ORGANOVO HLDGS INC COM 68620A104 1748 1762494 SH DFND 2,5,20 1494738 0 267756 ORIGIN BANCORP INC COM 68621T102 11374 334044 SH DFND 2,5,8,20 252384 0 81660 ORION ENGINEERED CARBONS S A COM L72967109 381 20080 SH DFND 2,5 20080 0 0 ORION GROUP HOLDINGS INC COM 68628V308 2144 734303 SH DFND 2,5,20 647732 0 86571 ORITANI FINL CORP DEL COM 68633D103 21252 1277939 SH DFND 2,5,6,8,20 1154714 0 123225 ORIX CORP SPONSORED ADR 686330101 353 4911 SH DFND 2,20 4911 0 0 APPROACH RESOURCES INC COM 03834A103 225 635135 SH DFND 2,20 535035 0 100100 ORMAT TECHNOLOGIES INC COM 686688102 45015 816229 SH DFND 2,5,8,20 687625 100 128504 ORRSTOWN FINL SVCS INC COM 687380105 2119 113969 SH DFND 2,20 95585 0 18384 ORTHOFIX MED INC COM 68752M108 38238 677850 SH DFND 2,5,8,20 609683 859 67308 ORTHOPEDIATRICS CORP COM 68752L100 5568 125885 SH DFND 2,20 105245 0 20640 OSHKOSH CORP COM 688239201 166080 2210564 SH DFND 2,5,6,8,11,12,13,19,20 2115984 1186 93394 OSI SYSTEMS INC COM 671044105 43702 498884 SH DFND 2,5,8,20 444868 0 54016 OSIRIS THERAPEUTICS INC NEW COM 68827R108 220 11600 SH DFND 20 11600 0 0 OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 383 106523 SH DFND 2,20 106523 0 0 OTONOMY INC COM 68906L105 91 34590 SH DFND 20 34590 0 0 OTTER TAIL CORP COM 689648103 41369 830360 SH DFND 2,5,20 709382 0 120978 APTARGROUP INC COM 038336103 275865 2592957 SH DFND 2,5,6,8,11,13,19,20 2515405 810 76742 OUTFRONT MEDIA INC COM 69007J106 44330 1894453 SH DFND 2,5,8,13,20 1720301 902 173250 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1998 872390 SH DFND 2,20 706786 0 165604 OVERSTOCK COM INC DEL COM 690370101 10559 635337 SH DFND 2,5,8,20 564951 0 70386 OVID THERAPEUTICS INC COM 690469101 333 187915 SH DFND 2,20 159016 0 28899 OWENS & MINOR INC NEW COM 690732102 10632 2593217 SH DFND 2,5,8,20 2392882 2344 197991 OWENS CORNING NEW COM 690742101 150714 3184773 SH DFND 2,5,6,8,10,12,13,19,20 2713682 101460 369631 OWENS ILL INC COM NEW 690768403 104111 5485301 SH DFND 2,5,6,8,11,12,13,19,20 5286747 2286 196268 OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7577 439766 SH DFND 2,5,20 365705 0 74061 OXFORD INDS INC COM 691497309 35328 469408 SH DFND 2,5,8,20 416637 641 52130 P A M TRANSN SVCS INC COM 693149106 1706 34861 SH DFND 2,20 27861 0 7000 APTEVO THERAPEUTICS INC COM 03835L108 11 12061 SH DFND 20 12061 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 20210 735973 SH DFND 2,5,13,20 699156 0 36817 PACCAR INC COM 693718108 1010381 14828019 SH DFND 2,5,6,8,10,11,12,13,19,20 12988575 342761 1496683 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 19948 2759036 SH DFND 2,5,8,20 2320844 0 438192 PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2788 159753 SH DFND 2,20 133453 0 26300 PACIFIC ETHANOL INC COM PAR $.001 69423U305 29 29552 SH DFND 20 29552 0 0 PACIFIC MERCANTILE BANCORP COM 694552100 1985 260551 SH DFND 2,20 186189 0 74362 PACIFIC PREMIER BANCORP COM 69478X105 46529 1753832 SH DFND 2,5,8,20 1569649 0 184183 PACIRA PHARMACEUTICALS INC COM 695127100 36468 958180 SH DFND 2,5,8,20 824578 1000 132602 PACKAGING CORP AMER COM 695156109 415107 4143449 SH DFND 2,5,6,8,10,11,12,13,19,20 3658011 91511 393927 PACWEST BANCORP DEL COM 695263103 187479 4984831 SH DFND 2,5,6,8,11,12,13,20 4828541 1379 154911 APTINYX INC COM 03836N103 841 207682 SH DFND 2,20 169112 0 38570 PAGSEGURO DIGITAL LTD COM CL A G68707101 3226 108058 SH DFND 2,8,10,19 108058 0 0 PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2750 2805125 SH DFND 2,20 2257652 0 547473 PALO ALTO NETWORKS INC COM 697435105 469509 1933090 SH DFND 2,5,6,8,10,12,13,19,20 1651433 53113 228544 PANHANDLE OIL AND GAS INC CL A 698477106 4679 297995 SH DFND 2,5,20 251650 0 46345 PAPA JOHNS INTL INC COM 698813102 37253 703550 SH DFND 2,5,6,8,11,20 629465 458 73627 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 19648 1103173 SH DFND 2,5,20 1011536 0 91637 PAR TECHNOLOGY CORP COM 698884103 4933 201670 SH DFND 2,5,20 167600 0 34070 PARAMOUNT GROUP INC COM 69924R108 100149 7008805 SH DFND 2,5,8,10,13,20 6474556 52375 481874 PARATEK PHARMACEUTICALS INC COM 699374302 3127 583443 SH DFND 2,5,20 476915 0 106528 PARETEUM CORP COM NEW 69946T207 197 43203 SH DFND 20 43203 0 0 APTIV PLC SHS G6095L109 853794 10740883 SH DFND 2,5,6,8,10,11,12,13,19,20 9453980 279890 1007013 PARK CITY GROUP INC COM NEW 700215304 1629 203934 SH DFND 2,20 168622 0 35312 PARK ELECTROCHEMICAL CORP COM 700416209 8699 554075 SH DFND 2,5,8,20 491565 861 61649 PARK HOTELS RESORTS INC COM 700517105 258952 8213793 SH DFND 2,5,6,8,10,12,13,19,20 7560327 50357 603109 PARK NATL CORP COM 700658107 27873 294173 SH DFND 2,5,8,20 252093 0 42080 PARK OHIO HLDGS CORP COM 700666100 5285 163223 SH DFND 2,5,20 137979 0 25244 PARKE BANCORP INC COM 700885106 2342 112131 SH DFND 2,20 97943 0 14188 PARKER HANNIFIN CORP COM 701094104 907866 5289977 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4685282 94464 510231 PARSLEY ENERGY INC CL A 701877102 144973 7511537 SH DFND 2,5,6,8,10,12,13,19,20 6636736 118800 756001 PARTY CITY HOLDCO INC COM 702149105 11275 1419988 SH DFND 2,5,8,20 1243317 0 176671 PATRICK INDS INC COM 703343103 29786 657237 SH DFND 2,5,8,20 563859 0 93378 APYX MED CORP COM 03837C106 194 30706 SH DFND 2,20 30706 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 40052 1787337 SH DFND 2,5,8,20 1527318 0 260019 PATTERSON COMPANIES INC COM 703395103 62507 2860750 SH DFND 2,5,6,8,11,12,13,19,20 2597622 3364 259764 PATTERSON UTI ENERGY INC COM 703481101 81715 5828425 SH DFND 2,5,6,8,11,12,13,19,20 5569864 2087 256474 PAYCHEX INC COM 704326107 1136442 14170101 SH DFND 1,2,5,6,8,10,11,12,13,19,20 12284460 491758 1393883 PAYCOM SOFTWARE INC COM 70432V102 117003 618637 SH DFND 2,5,8,13,19,20 551689 500 66448 PAYLOCITY HLDG CORP COM 70438V106 55581 623176 SH DFND 2,5,8,20 502492 0 120684 PAYPAL HLDGS INC COM 70450Y103 4730101 45551824 SH DFND 2,5,6,8,10,11,12,13,19,20 40401191 668194 4482439 PBF ENERGY INC CL A 69318G106 140159 4500922 SH DFND 2,5,6,8,11,12,13,20 4336129 1000 163793 PC CONNECTION INC COM 69318J100 8988 245108 SH DFND 2,5,8,20 211044 0 34064 PC-TEL INC COM 69325Q105 58 11562 SH DFND 20 11562 0 0 AQUA AMERICA INC COM 03836W103 345651 9485490 SH DFND 2,5,6,8,11,12,13,19,20 9257358 1876 226256 PCSB FINL CORP COM 69324R104 5835 298182 SH DFND 2,5,6,20 249503 0 48679 PDC ENERGY INC COM 69327R101 118789 2920074 SH DFND 2,5,13,20 2696158 1214 222702 PDF SOLUTIONS INC COM 693282105 9676 783519 SH DFND 2,5,20 705006 0 78513 PDL BIOPHARMA INC COM 69329Y104 23696 6369872 SH DFND 2,5,8,20 5819412 4743 545717 PDL CMNTY BANCORP COM 69290X101 1813 129974 SH DFND 2,6,20 106349 0 23625 PDVWIRELESS INC COM 69290R104 6542 186060 SH DFND 2,5,8,20 157774 0 28286 PEABODY ENERGY CORP NEW COM 704551100 63402 2237981 SH DFND 2,5,8,13,20 2019306 2400 216275 PEAPACK-GLADSTONE FINL CORP COM 704699107 10967 418268 SH DFND 2,5,20 367496 0 50772 PEBBLEBROOK HOTEL TR COM 70509V100 236297 7516511 SH DFND 2,5,6,8,10,11,13,19,20 6927111 31046 558354 PEGASYSTEMS INC COM 705573103 33551 515934 SH DFND 2,5,8,19,20 467297 226 48411 AQUANTIA CORP COM 03842Q108 3194 352509 SH DFND 2,5,20 284689 0 67820 PENN NATL GAMING INC COM 707569109 67655 3365925 SH DFND 2,5,6,8,20 3018292 3150 344483 PENN VA CORP NEW COM 70788V102 20774 471074 SH DFND 2,5,8,20 429951 0 41123 PENNEY J C CORP INC COM 708160106 16023 10753372 SH DFND 1,2,5,8,20 9750508 11544 991320 PENNS WOODS BANCORP INC COM 708430103 3409 82950 SH DFND 2,5,20 71124 0 11826 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 22250 3537413 SH DFND 2,5,8,10,20 3238159 19029 280225 PENNYMAC FINL SVCS INC COM 70932M107 8780 394778 SH DFND 2,5,20 336489 0 58289 PENNYMAC MTG INVT TR COM 70931T103 41807 2018683 SH DFND 2,5,8,13,20 1766348 29100 223235 PENSKE AUTOMOTIVE GRP INC COM 70959W103 28149 630444 SH DFND 2,5,8,13,20 579774 1317 49353 PENTAIR PLC SHS G7S00T104 450732 10126542 SH DFND 2,5,6,8,10,11,12,13,19,20 9119960 165518 841064 PENUMBRA INC COM 70975L107 72491 493100 SH DFND 2,5,8,13,19,20 435994 700 56406 ACACIA COMMUNICATIONS INC COM 00401C108 33471 583623 SH DFND 2,5,8,20 499557 0 84066 AQUAVENTURE HLDGS LTD SHS G0443N107 3883 200647 SH DFND 2,5,8,20 171153 0 29494 PEOPLES BANCORP INC COM 709789101 12157 392538 SH DFND 2,5,8,20 330464 0 62074 PEOPLES BANCORP N C INC COM 710577107 1798 67602 SH DFND 2,20 56711 0 10891 PEOPLES FINL SVCS CORP COM 711040105 5430 120033 SH DFND 2,5,20 100664 0 19369 PEOPLES UTAH BANCORP COM 712706209 7614 288749 SH DFND 2,5,8,20 242962 0 45787 PEOPLES UTD FINL INC COM 712704105 711173 43258677 SH DFND 2,5,6,8,10,11,12,13,19,20 41130963 248745 1878969 PEPSICO INC COM 713448108 7992896 65221512 SH DFND 1,2,5,6,8,10,11,12,13,19,20 58221907 1059594 5940011 PERFICIENT INC COM 71375U101 28976 1057892 SH DFND 2,5,8,20 905096 0 152796 PERFORMANCE FOOD GROUP CO COM 71377A103 88821 2240689 SH DFND 2,5,8,12,13,20 1736153 2800 501736 PERFORMANT FINL CORP COM 71377E105 31 14799 SH DFND 20 14799 0 0 PERKINELMER INC COM 714046109 344238 3572420 SH DFND 2,5,6,8,10,11,12,13,19,20 3257086 1607 313727 AQUESTIVE THERAPEUTICS INC COM 03843E104 338 48935 SH DFND 2,20 37535 0 11400 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 272 35980 SH DFND 2 35980 0 0 PERRIGO CO PLC SHS G97822103 306924 6373016 SH DFND 2,5,6,8,10,11,12,13,19,20 4854024 86807 1432185 PERSHING GOLD CORP COM NEW 715302204 12 10200 SH DFND 20 10200 0 0 PERSPECTA INC COM 715347100 130227 6424502 SH DFND 1,2,5,6,8,11,12,13,20 4180070 6068 2238364 PETIQ INC COM CL A 71639T106 11024 350966 SH DFND 2,5,20 301481 0 49485 PETMED EXPRESS INC COM 716382106 18566 814995 SH DFND 2,5,8,20 743761 8900 62334 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 129805 8875637 SH DFND 2,5,10,19,20 7900490 865009 110138 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 114705 7195118 SH DFND 2,5,8,10,20 6397911 657784 139423 PFENEX INC COM 717071104 2342 379024 SH DFND 2,20 296224 0 82800 PFIZER INC COM 717081103 12633377 297465907 SH DFND 1,2,5,6,8,10,11,12,13,19,20 211919818 4429074 81117015 AQUINOX PHARMACEUTICALS INC COM 03842B101 33 12153 SH DFND 20 12153 0 0 PFSWEB INC COM NEW 717098206 1230 236172 SH DFND 2,20 184072 0 52100 PG&E CORP COM 69331C108 103595 5819944 SH DFND 1,2,5,6,8,12,13,19,20 5554795 10050 255099 PGT INNOVATIONS INC COM 69336V101 21473 1550418 SH DFND 2,5,8,20 1372188 0 178230 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 21147 640831 SH DFND 2,5,6,8,20 544728 0 96103 PHILIP MORRIS INTL INC COM 718172109 5191768 57996872 SH DFND 2,5,6,8,10,12,13,19,20 52429010 898746 4669116 PHILLIPS 66 COM 718546104 2062151 21668076 SH DFND 2,5,6,8,10,11,12,13,19,20 19394023 527020 1747033 PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 182 43235 SH DFND 2,20 43235 0 0 PHOTRONICS INC COM 719405102 20119 2129021 SH DFND 2,5,8,20 1906844 3340 218837 PHYSICIANS RLTY TR COM 71943U104 104819 5572494 SH DFND 2,5,8,10,20 4677482 44749 850263 PICO HLDGS INC COM NEW 693366205 4146 418798 SH DFND 2,5,20 354570 0 64228 ARAMARK COM 03852U106 155622 5266403 SH DFND 2,5,6,8,10,12,13,19,20 4484425 128211 653767 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 112508 5396074 SH DFND 2,5,8,10,12,13,20 4829432 30954 535688 PIER 1 IMPORTS INC COM 720279108 1338 1752130 SH DFND 2,5,20 1514992 0 237138 PIERIS PHARMACEUTICALS INC COM 720795103 3068 915915 SH DFND 2,5,20 758951 0 156964 PILGRIMS PRIDE CORP NEW COM 72147K108 14886 667853 SH DFND 2,5,8,13,20 597859 0 69994 PINDUODUO INC SPONSORED ADS 722304102 83004 3346923 SH DFND 2,5,8,10,11,12,13,19,20 3346923 0 0 PINGTAN MARINE ENTERPRISE LT SHS G7114V102 29 12400 SH DFND 2 12400 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 154966 2833019 SH DFND 2,5,6,8,11,13,20 2683526 1000 148493 PINNACLE WEST CAP CORP COM 723484101 598629 6263119 SH DFND 2,5,6,8,10,11,12,13,19,20 5637724 154810 470585 PIONEER ENERGY SVCS CORP COM 723664108 3843 2171130 SH DFND 2,5,20 1966688 0 204442 PIONEER NAT RES CO COM 723787107 1260093 8257669 SH DFND 2,5,6,8,10,11,12,13,19,20 7503511 112383 641775 ARATANA THERAPEUTICS INC COM 03874P101 2866 796159 SH DFND 2,5,20 668004 0 128155 PIPER JAFFRAY COS COM 724078100 33290 457097 SH DFND 2,5,8,20 386940 0 70157 PITNEY BOWES INC COM 724479100 41658 6063686 SH DFND 2,5,6,8,11,12,13,20 5448127 3874 611685 PIVOTAL SOFTWARE INC COM CL A 72582H107 2688 128934 SH DFND 2,20 128934 0 0 PIXELWORKS INC COM NEW 72581M305 118 30226 SH DFND 2,20 30226 0 0 PJT PARTNERS INC COM CL A 69343T107 15998 382718 SH DFND 2,5,8,20 322069 0 60649 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 90777 3642751 SH DFND 2,5,6,8,10,12,13,19,20 1572974 343878 1725899 PLANET FITNESS INC CL A 72703H101 120526 1753878 SH DFND 2,5,8,13,19,20 1471499 2200 280179 PLANTRONICS INC NEW COM 727493108 53340 1156806 SH DFND 2,5,6,8,11,20 1022301 211 134294 PLAYA HOTELS & RESORTS NV SHS N70544106 2178 285396 SH DFND 2,5,8,20 285396 0 0 PLAYAGS INC COM 72814N104 9982 417133 SH DFND 2,8,20 352737 0 64396 ARBOR RLTY TR INC COM 038923108 21794 1680305 SH DFND 2,5,8,20 1430354 0 249951 PLDT INC SPONSORED ADR 69344D408 799 36849 SH DFND 2,5,20 36849 0 0 PLEXUS CORP COM 729132100 57155 937736 SH DFND 2,5,8,20 815769 186 121781 PLUG POWER INC COM NEW 72919P202 9811 4087986 SH DFND 2,5,8,20 3439438 0 648548 PLURALSIGHT INC COM CL A 72941B106 18438 580895 SH DFND 2,20 531868 0 49027 PLURISTEM THERAPEUTICS INC COM 72940R102 44 45617 SH DFND 2 45617 0 0 PNC FINL SVCS GROUP INC COM 693475105 2513576 20492226 SH DFND 2,5,6,8,10,11,12,13,19,20 18285268 346575 1860383 PNM RES INC COM 69349H107 122447 2586539 SH DFND 2,5,6,8,11,12,13,20 2334513 1065 250961 POINTS INTL LTD COM NEW 730843208 319 23699 SH DFND 2,13 21999 0 1700 POLARIS INDS INC COM 731068102 441737 5231992 SH DFND 2,5,6,8,10,11,12,13,19,20 4896701 53582 281709 POLARITYTE INC COM 731094108 1713 160063 SH DFND 2,20 132303 0 27760 ARBUTUS BIOPHARMA CORP COM 03879J100 2057 574476 SH DFND 2,5,20 470776 0 103700 POLYONE CORP COM 73179P106 80387 2724397 SH DFND 2,5,6,8,11,20 2273104 1060 450233 POOL CORPORATION COM 73278L105 158644 961653 SH DFND 2,5,6,8,11,13,19,20 907474 829 53350 POPULAR INC COM NEW 733174700 142255 2713073 SH DFND 2,5,8,12,13,20 2578527 1367 133179 PORTLAND GEN ELEC CO COM NEW 736508847 101294 1940378 SH DFND 2,5,8,12,13,20 1655344 1400 283634 PORTOLA PHARMACEUTICALS INC COM 737010108 117693 3391725 SH DFND 2,5,8,13,19,20 3187631 700 203394 POSCO SPONSORED ADR 693483109 31385 568468 SH DFND 2,5,19,20 556010 0 12458 POST HLDGS INC COM 737446104 173471 1585660 SH DFND 2,5,6,8,11,13,20 1498732 1423 85505 POTBELLY CORP COM 73754Y100 4032 473798 SH DFND 2,5,20 403367 0 70431 POTLATCHDELTIC CORPORATION COM 737630103 79911 2114605 SH DFND 2,5,6,8,11,20 1847544 653 266408 POWELL INDS INC COM 739128106 6559 247029 SH DFND 2,5,8,20 221255 0 25774 ARC DOCUMENT SOLUTIONS INC COM 00191G103 97 43676 SH DFND 20 38476 0 5200 POWER INTEGRATIONS INC COM 739276103 63888 913475 SH DFND 2,5,8,20 821029 200 92246 PPDAI GROUP INC SPONSORED ADR 69354V108 153 40604 SH DFND 2 40604 0 0 PPG INDS INC COM 693506107 1320550 11699744 SH DFND 2,5,6,8,10,11,12,13,19,20 10495020 253128 951596 PPL CORP COM 69351T106 1182618 36801902 SH DFND 2,5,6,8,10,11,12,13,19,20 32934373 501846 3365683 PQ GROUP HLDGS INC COM 73943T103 10882 717353 SH DFND 2,5,8,20 576433 0 140920 PRA GROUP INC COM 69354N106 35033 1306727 SH DFND 2,5,8,20 1161743 134 144850 PRA HEALTH SCIENCES INC COM 69354M108 152574 1383389 SH DFND 2,5,6,8,11,13,19,20 1286991 900 95498 PREFERRED APT CMNTYS INC COM 74039L103 12501 829023 SH DFND 2,5,8,20 695527 0 133496 PREFERRED BK LOS ANGELES CA COM NEW 740367404 21082 468807 SH DFND 2,5,8,20 426370 0 42437 PREFORMED LINE PRODS CO COM 740444104 2643 49786 SH DFND 2,20 42475 0 7311 ARCBEST CORP COM 03937C105 26264 853016 SH DFND 2,5,8,20 748249 1000 103767 PREMIER FINL BANCORP INC COM 74050M105 2985 189978 SH DFND 2,5,13,20 159778 0 30200 PREMIER INC CL A 74051N102 28938 839030 SH DFND 2,5,8,13,20 762577 0 76453 PRESIDIO INC COM 74102M103 11969 806600 SH DFND 2,5,8,20 699059 0 107541 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 63376 2118874 SH DFND 2,5,6,8,11,20 1674768 2000 442106 PRGX GLOBAL INC COM NEW 69357C503 2439 307988 SH DFND 2,20 250702 0 57286 PRICE T ROWE GROUP INC COM 74144T108 1321062 13194785 SH DFND 2,5,6,8,10,11,12,13,19,20 11866332 360198 968255 PRICELINE GRP INC COM 09857L108 3431685 1966683 SH DFND 2,5,6,8,10,11,12,13,19,20 1729641 51240 185802 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 40972 30202000 SH DFND 2,5 30202000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 33356 30125000 SH DFND 2,5 30125000 0 0 PRICESMART INC COM 741511109 29041 493218 SH DFND 2,5,8,20 421937 65 71216 ARCH CAP GROUP LTD ORD G0450A105 320774 9924927 SH DFND 2,5,6,8,10,12,13,19,20 8618434 270319 1036174 PRIMERICA INC COM 74164M108 179437 1468985 SH DFND 2,5,6,8,11,13,20 1330980 1000 137005 PRIMO WTR CORP COM 74165N105 9772 632112 SH DFND 2,5,8,20 534282 0 97830 PRIMORIS SVCS CORP COM 74164F103 16967 818084 SH DFND 2,5,8,20 683969 1300 132815 PRINCIPAL FINL GROUP INC COM 74251V102 639624 12744062 SH DFND 2,5,6,8,10,11,12,13,19,20 11342520 358156 1043386 PRINCIPIA BIOPHARMA INC COM 74257L108 2960 87062 SH DFND 2,20 72162 0 14900 PROASSURANCE CORP COM 74267C106 60552 1733871 SH DFND 2,5,6,8,13,20 1563896 648 169327 PROCTER AND GAMBLE CO COM 742718109 11969725 115038207 SH DFND 1,2,5,6,8,10,11,12,13,19,20 96688236 2544816 15805155 PROFIRE ENERGY INC COM 74316X101 669 373635 SH DFND 2,20 278135 0 95500 PROGENICS PHARMACEUTICALS IN COM 743187106 22914 4938327 SH DFND 2,5,20 4680994 0 257333 PROGRESS SOFTWARE CORP COM 743312100 61660 1389670 SH DFND 2,5,8,10,20 1218400 0 171270 ACACIA RESH CORP ACACIA TCH COM 003881307 2972 911563 SH DFND 2,5,20 781248 0 130315 ARCH COAL INC CL A 039380407 53037 581103 SH DFND 2,5,10,20 526594 6768 47741 PROGRESSIVE CORP OHIO COM 743315103 1867271 25901941 SH DFND 2,5,6,8,10,11,12,13,19,20 22646077 783322 2472542 PROLOGIS INC COM 74340W103 2955269 41073926 SH DFND 2,5,6,8,10,11,12,13,19,20 36978213 575298 3520415 PROOFPOINT INC COM 743424103 93700 771636 SH DFND 2,5,8,13,19,20 704642 500 66494 PROPETRO HLDG CORP COM 74347M108 54912 2436207 SH DFND 2,5,8,20 2207889 0 228318 PROQR THRAPEUTICS N V SHS EURO N71542109 1573 113378 SH DFND 2,5,8,20 102443 0 10935 PROS HOLDINGS INC COM 74346Y103 27844 659179 SH DFND 2,5,8,20 564743 0 94436 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 11446 11125000 SH DFND 2,5 11125000 0 0 PROSPERITY BANCSHARES INC COM 743606105 189339 2725046 SH DFND 2,5,6,8,11,13,20 2490582 960 233504 PROTAGONIST THERAPEUTICS INC COM 74366E102 177 14052 SH DFND 2,20 14052 0 0 PROTECTIVE INS CORP CL B 74368L203 3759 202958 SH DFND 2,5,20 174777 775 27406 ARCHER DANIELS MIDLAND CO COM 039483102 1579264 36616368 SH DFND 2,5,6,8,10,11,12,13,19,20 32620076 608214 3388078 PROTEOSTASIS THERAPEUTICS IN COM 74373B109 594 471360 SH DFND 2,20 386930 0 84430 PROTHENA CORP PLC SHS G72800108 18459 1521800 SH DFND 2,5,8,20 1396742 94 124964 PROTO LABS INC COM 743713109 78040 742246 SH DFND 2,5,8,20 656037 300 85909 PROVIDENCE SVC CORP COM 743815102 23378 350917 SH DFND 2,5,8,20 310552 0 40365 PROVIDENT BANCORP INC COM 74383X109 1951 86137 SH DFND 2,20 65283 0 20854 PROVIDENT FINL SVCS INC COM 74386T105 46391 1791861 SH DFND 2,5,8,20 1586796 2100 202965 PRUDENTIAL BANCORP INC NEW COM 74431A101 2152 124035 SH DFND 2,20 105754 0 18281 PRUDENTIAL FINL INC COM 744320102 1738349 18919781 SH DFND 2,5,6,8,10,11,12,13,19,20 16729727 280052 1910002 PRUDENTIAL PLC ADR 74435K204 290 7060 SH DFND 20 7060 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 161233 1028078 SH DFND 2,5,8,10,20 935456 4748 87874 ARCHROCK INC COM 03957W106 39616 4050728 SH DFND 2,5,8,20 3653635 2651 394442 PTC INC COM 69370C100 329568 3575262 SH DFND 2,5,6,8,10,11,12,13,19,20 3213583 73510 288169 PTC THERAPEUTICS INC COM 69366J200 94135 2500926 SH DFND 2,5,8,20 2349487 0 151439 PUBLIC STORAGE COM 74460D109 2285066 10492545 SH DFND 2,5,6,8,10,11,12,13,19,20 9312205 198370 981970 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1597664 26892180 SH DFND 2,5,6,8,10,11,12,13,19,20 23529123 583308 2779749 PULSE BIOSCIENCES INC COM 74587B101 2726 154957 SH DFND 2,5,20 128799 0 26158 PULTE GROUP INC COM 745867101 343612 12241725 SH DFND 2,5,6,8,10,11,12,13,19,20 10814304 192453 1234968 PUMA BIOTECHNOLOGY INC COM 74587V107 68676 1770445 SH DFND 2,5,8,13,20 1673730 1000 95715 PURE STORAGE INC CL A 74624M102 57225 2626225 SH DFND 2,5,8,19,20 1988269 2000 635956 PURECYCLE CORP COM NEW 746228303 2436 247084 SH DFND 2,20 208374 0 38710 PURPLE INNOVATION INC COM 74640Y106 333 71851 SH DFND 2,20 63879 0 7972 ARCOSA INC COM 039653100 34989 1145307 SH DFND 2,5,8,13,19,20 1078166 786 66355 PVH CORP COM 693656100 433563 3555249 SH DFND 2,5,6,8,10,11,12,13,19,20 2954960 57050 543239 PYXUS INTL INC COM 74737V106 3157 132127 SH DFND 2,5,20 109827 0 22300 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2441 301784 SH DFND 2,20 251163 0 50621 Q2 HLDGS INC COM 74736L109 60712 876579 SH DFND 2,5,8,20 653927 100 222552 QAD INC CL A 74727D306 8055 187030 SH DFND 2,5,8,20 156446 0 30584 QCR HOLDINGS INC COM 74727A104 10525 309746 SH DFND 2,5,20 273317 0 36429 QEP RES INC COM 74733V100 88270 11331212 SH DFND 2,5,6,8,11,12,13,20 11014631 5899 310682 QIAGEN NV SHS NEW N72482123 86982 2138190 SH DFND 2,5,20 1888065 0 250125 QIWI PLC SPON ADR REP B 74735M108 629 43681 SH DFND 2 43681 0 0 QORVO INC COM 74736K101 379731 5293892 SH DFND 2,5,6,8,10,11,12,13,19,20 4495935 85149 712808 ARCUS BIOSCIENCES INC COM 03969F109 6762 541375 SH DFND 2,20 446975 0 94400 QTS RLTY TR INC COM CL A 74736A103 97437 2145009 SH DFND 2,5,8,10,20 1919052 12774 213183 QUAD / GRAPHICS INC COM CL A 747301109 9825 825593 SH DFND 2,5,8,20 705611 13300 106682 QUAKER CHEM CORP COM 747316107 81022 404443 SH DFND 2,5,8,20 331849 108 72486 QUALCOMM INC COM 747525103 2874623 50405451 SH DFND 2,5,6,8,10,11,12,13,19,20 44147391 858703 5399357 QUALYS INC COM 74758T303 86814 1049242 SH DFND 2,5,8,20 867769 400 181073 QUANEX BUILDING PRODUCTS COR COM 747619104 15000 943988 SH DFND 2,5,8,20 837835 2705 103448 QUANTA SVCS INC COM 74762E102 181981 4821970 SH DFND 2,5,6,8,10,11,12,13,20 4394563 3418 423989 QUANTENNA COMMUNICATIONS INC COM 74766D100 16781 689708 SH DFND 2,5,8,20 583764 0 105944 QUANTERIX CORP COM 74766Q101 2932 113499 SH DFND 2,20 94368 0 19131 QUDIAN INC ADR 747798106 482 95203 SH DFND 2 95203 0 0 ARDAGH GROUP S A CL A L0223L101 2684 206446 SH DFND 2,5,20 184847 0 21599 QUEST DIAGNOSTICS INC COM 74834L100 574195 6385620 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5715645 133247 536728 QUICKLOGIC CORP COM 74837P108 29 47713 SH DFND 20 47713 0 0 QUIDEL CORP COM 74838J101 56363 860895 SH DFND 2,5,8,20 752125 705 108065 QUINSTREET INC COM 74874Q100 17254 1288586 SH DFND 2,5,8,20 1143222 0 145364 QUINTANA ENERGY SVCS INC COM 74875T103 447 103469 SH DFND 2,20 92703 0 10766 QUORUM HEALTH CORP COM 74909E106 610 435928 SH DFND 1,2,20 360428 0 75500 QUOTIENT LTD SHS G73268107 378 41937 SH DFND 2 41937 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 18237 1847679 SH DFND 2,5,8,20 1583393 0 264286 QURATE RETAIL INC COM SER A 74915M100 177491 11107068 SH DFND 2,5,6,8,10,12,13,19,20 8770193 350885 1985990 R1 RCM INC COM 749397105 20254 2094530 SH DFND 2,5,8,20 1773174 0 321356 ARDELYX INC COM 039697107 2126 759338 SH DFND 2,20 635112 0 124226 RA PHARMACEUTICALS INC COM 74933V108 20946 935076 SH DFND 2,5,8,20 881993 0 53083 RADIAN GROUP INC COM 750236101 116432 5613906 SH DFND 2,5,8,13,20 4924369 1653 687884 RADIANT LOGISTICS INC COM 75025X100 3970 630232 SH DFND 2,20 518278 0 111954 RADIUS HEALTH INC COM NEW 750469207 42197 2116196 SH DFND 2,5,8,20 1989065 0 127131 RADNET INC COM 750491102 10053 811348 SH DFND 2,5,8,20 675457 0 135891 RADWARE LTD ORD M81873107 6832 261474 SH DFND 2,5,8,20 207608 500 53366 RALPH LAUREN CORP CL A 751212101 344610 2644928 SH DFND 2,5,6,8,10,11,12,13,19,20 2103963 57554 483411 RAMACO RES INC COM 75134P303 588 101295 SH DFND 2,20 85557 0 15738 RAMBUS INC DEL COM 750917106 37633 3601220 SH DFND 2,5,8,20 3252797 4085 344338 RANGE RES CORP COM 75281A109 119959 10672476 SH DFND 2,5,6,8,11,12,13,19,20 8880142 10460 1781874 ARDMORE SHIPPING CORP COM Y0207T100 3028 491636 SH DFND 2,5,20 392161 0 99475 RAPID7 INC COM 753422104 40069 791712 SH DFND 2,5,8,20 679178 0 112534 RAVEN INDS INC COM 754212108 38524 1004012 SH DFND 2,5,8,20 888257 0 115755 RAYMOND JAMES FINANCIAL INC COM 754730109 451490 5591371 SH DFND 2,5,6,8,10,11,12,13,19,20 4907803 123176 560392 RAYONIER ADVANCED MATLS INC COM 75508B104 20551 1515537 SH DFND 2,5,8,20 1345196 1704 168637 RAYONIER INC COM 754907103 103949 3297861 SH DFND 2,5,6,8,11,12,13,19,20 3133965 1214 162682 RAYTHEON CO COM NEW 755111507 2237878 12290630 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10912281 324778 1053571 RBB BANCORP COM 74930B105 4426 235410 SH DFND 2,20 167056 0 68354 RBC BEARINGS INC COM 75524B104 60065 472319 SH DFND 2,5,8,20 396678 200 75441 RCI HOSPITALITY HLDGS INC COM 74934Q108 3657 159202 SH DFND 2,5,20 129870 0 29332 RE MAX HLDGS INC CL A 75524W108 19079 495038 SH DFND 2,5,8,20 435485 0 59553 ARENA PHARMACEUTICALS INC COM NEW 040047607 87363 1948764 SH DFND 2,5,8,20 1791003 1190 156571 READING INTERNATIONAL INC CL A 755408101 4695 294148 SH DFND 2,5,20 248752 0 45396 READY CAP CORP COM 75574U101 8989 597361 SH DFND 2,5,8,20 537936 0 59425 REALNETWORKS INC COM NEW 75605L708 88 28452 SH DFND 2,20 28452 0 0 REALOGY HLDGS CORP COM 75605Y106 33681 2954452 SH DFND 2,5,6,8,11,12,13,20 2787226 1100 166126 REALPAGE INC COM 75606N109 62780 1034437 SH DFND 2,5,8,19,20 829333 400 204704 REALTY INCOME CORP COM 756109104 1578881 21398864 SH DFND 2,5,6,8,10,11,12,13,19,20 19466560 265026 1667278 REATA PHARMACEUTICALS INC CL A 75615P103 36355 425357 SH DFND 2,5,8,20 365733 0 59624 RECRO PHARMA INC COM 75629F109 1439 245589 SH DFND 2,20 213414 0 32175 RED HAT INC COM 756577102 1273011 6967768 SH DFND 2,5,6,8,10,11,12,13,19,20 6136421 174327 657020 RED LION HOTELS CORP COM 756764106 1963 242992 SH DFND 2,20 201182 0 41810 ARES CAP CORP COM 04010L103 1892 110389 SH DFND 20 88918 0 21471 RED ROBIN GOURMET BURGERS IN COM 75689M101 10649 369634 SH DFND 2,5,8,20 329210 601 39823 RED ROCK RESORTS INC CL A 75700L108 36005 1392833 SH DFND 2,5,8,20 1178064 400 214369 REDFIN CORP COM 75737F108 30102 1485033 SH DFND 2,5,8,20 1239704 0 245329 REDWOOD TR INC COM 758075402 45324 2806419 SH DFND 2,5,8,20 2492047 2059 312313 REEDS INC COM 758338107 36 12500 SH DFND 20 12500 0 0 REGAL BELOIT CORP COM 758750103 90801 1105320 SH DFND 2,5,6,8,11,13,20 1025655 398 79267 REGENCY CTRS CORP COM 758849103 738857 10947656 SH DFND 2,5,6,8,10,11,12,13,19,20 9911661 134605 901390 REGENERON PHARMACEUTICALS COM 75886F107 1422819 3465051 SH DFND 2,5,6,8,10,11,12,13,19,20 3038081 78985 347985 REGENXBIO INC COM 75901B107 95925 1673787 SH DFND 2,5,8,13,20 1565128 0 108659 REGIONAL MGMT CORP COM 75902K106 4506 184506 SH DFND 2,5,20 155667 0 28839 ACADIA HEALTHCARE COMPANY IN COM 00404A109 69385 2367279 SH DFND 2,5,6,8,11,13,20 2130430 1700 235149 ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 11648 11625000 SH DFND 2,5 11625000 0 0 REGIONS FINL CORP NEW COM 7591EP100 768649 53806544 SH DFND 2,5,6,8,10,11,12,13,19,20 47770517 1189090 4846937 REGIS CORP MINN COM 758932107 18127 921563 SH DFND 2,5,8,20 810021 2156 109386 REINSURANCE GRP OF AMERICA I COM NEW 759351604 334854 2358456 SH DFND 2,5,6,8,10,11,12,13,19,20 2106823 61995 189638 RELIANCE STEEL & ALUMINUM CO COM 759509102 185288 2052823 SH DFND 2,5,6,8,11,12,13,20 1953624 1452 97747 RELIANT BANCORP INC COM 75956B101 3246 145427 SH DFND 2,20 109902 0 35525 RELX PLC SPONSORED ADR 759530108 761 35479 SH DFND 1,20 35479 0 0 REMARK HLDGS INC COM 75955K102 738 399115 SH DFND 2,20 298498 0 100617 RENAISSANCERE HOLDINGS LTD COM G7496G103 306692 2137224 SH DFND 2,5,6,8,10,11,12,13,19,20 1954183 22675 160366 RENASANT CORP COM 75970E107 48177 1423248 SH DFND 2,5,8,20 1054445 385 368418 RENESOLA LTD SPONSORED ADS 75971T301 33 19652 SH DFND 2 19652 0 0 ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 9917 10000000 SH DFND 2 10000000 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 33385 1520243 SH DFND 2,5,8,20 1397154 0 123089 RENT A CTR INC NEW COM 76009N100 29258 1401929 SH DFND 2,5,8,20 1253454 2030 146445 REPLIGEN CORP COM 759916109 114070 1930767 SH DFND 2,5,8,20 1672905 1100 256762 REPLIMUNE GROUP INC COM 76029N106 1644 108017 SH DFND 2,20 88117 0 19900 REPUBLIC BANCORP KY CL A 760281204 10650 236869 SH DFND 2,5,8,20 204907 666 31296 REPUBLIC FIRST BANCORP INC COM 760416107 4718 898618 SH DFND 2,5,20 755458 0 143160 REPUBLIC SVCS INC COM 760759100 860248 10653358 SH DFND 2,5,6,8,10,11,12,13,19,20 9139368 205966 1308024 RESIDEO TECHNOLOGIES INC COM 76118Y104 59990 3109912 SH DFND 1,2,5,6,8,11,12,13,19,20 2973347 6644 129921 RESMED INC COM 761152107 652490 6275750 SH DFND 2,5,6,8,10,11,12,13,19,20 5475607 209328 590815 RESOLUTE FST PRODS INC COM 76117W109 2496 315930 SH DFND 2,5,8,20 283014 5146 27770 ARES COML REAL ESTATE CORP COM 04013V108 11211 721416 SH DFND 2,5,20 639362 0 82054 RESONANT INC COM 76118L102 156 52151 SH DFND 2,20 52151 0 0 RESOURCES CONNECTION INC COM 76122Q105 19077 1153398 SH DFND 2,5,8,20 799203 743 353452 RESTAURANT BRANDS INTL INC COM 76131D103 2392 36501 SH DFND 5,8,20 36273 0 228 RESTORBIO INC COM 76133L103 652 95538 SH DFND 2,20 81431 0 14107 RETAIL OPPORTUNITY INVTS COR COM 76131N101 99878 5759962 SH DFND 2,5,8,10,20 5156586 28054 575322 RETAIL PPTYS AMER INC CL A 76131V202 98931 8007553 SH DFND 2,5,8,10,12,13,20 7446556 51590 509407 RETAIL VALUE INC COM 76133Q102 18726 600772 SH DFND 2,5,8,10,13,20 559995 4031 36746 RETRACTABLE TECHNOLOGIES INC COM 76129W105 7 11683 SH DFND 20 11683 0 0 RETROPHIN INC COM 761299106 36155 1597657 SH DFND 2,5,8,20 1468343 0 129314 REV GROUP INC COM 749527107 6861 626570 SH DFND 2,5,20 542915 0 83655 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 5308 228709 SH DFND 5,8,20 204259 0 24450 REVANCE THERAPEUTICS INC COM 761330109 12820 813443 SH DFND 2,5,8,20 693438 0 120005 REVLON INC CL A NEW 761525609 3248 167606 SH DFND 2,5,20 133337 0 34269 REX AMERICAN RESOURCES CORP COM 761624105 15130 187697 SH DFND 2,5,6,20 171262 0 16435 REXFORD INDL RLTY INC COM 76169C100 138489 3847563 SH DFND 2,5,8,10,20 3412310 23075 412178 REXNORD CORP NEW COM 76169B102 52658 2094579 SH DFND 2,5,8,20 1758825 2700 333054 RGC RES INC COM 74955L103 2886 108860 SH DFND 2,20 91831 0 17029 RH COM 74967X103 57321 556780 SH DFND 2,5,8,13,20 481390 300 75090 RH NOTE 6/1 761283AD2 10680 10650000 SH DFND 2,5 10650000 0 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 12948 472386 SH DFND 2,5,8,20 428140 0 44246 RIBBON COMMUNICATIONS INC COM 762544104 5338 1036539 SH DFND 2,5,8,20 862574 2643 171322 ARGAN INC COM 04010E109 17205 344437 SH DFND 2,5,8,20 300584 0 43853 RIGEL PHARMACEUTICALS INC COM NEW 766559603 20397 7936667 SH DFND 2,5,20 7380740 0 555927 RIGNET INC COM 766582100 2309 236364 SH DFND 2,5,20 200170 0 36194 RIMINI STR INC DEL COM 76674Q107 513 102691 SH DFND 2,20 67991 0 34700 RING ENERGY INC COM 76680V108 12837 2186828 SH DFND 2,5,20 1964391 0 222437 RINGCENTRAL INC CL A 76680R206 97739 906670 SH DFND 2,5,8,13,19,20 813466 500 92704 RINGCENTRAL INC NOTE 3/1 76680RAD9 16052 11275000 SH DFND 2 11275000 0 0 RIO TINTO PLC SPONSORED ADR 767204100 6827 115954 SH DFND 1,20 115954 0 0 RISE ED CAYMAN LTD SPONSORED ADR 76761L102 261 26800 SH DFND 20 26800 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 13388 393753 SH DFND 2,8,20 11200 0 382553 RITE AID CORP COM 767754104 17067 26876690 SH DFND 2,5,8,12,13,20 23553324 24051 3299315 ARGO GROUP INTL HLDGS LTD COM G0464B107 53340 754883 SH DFND 2,5,8,20 644387 217 110279 RIVERVIEW BANCORP INC COM 769397100 2433 332814 SH DFND 2,13,20 244124 0 88690 RLI CORP COM 749607107 403918 5629523 SH DFND 2,5,8,12,20 2420822 3018018 190683 RLJ LODGING TR COM 74965L101 135013 7545281 SH DFND 2,5,8,10,13,20 6482150 42283 1020848 RMR GROUP INC CL A 74967R106 9494 155693 SH DFND 2,5,8,20 117315 893 37485 ROADRUNNER TRANSN SYS INC COM 76973Q105 8 18799 SH DFND 20 18799 0 0 ROAN RES INC CL A COM 769755109 152 24800 SH DFND 20 24800 0 0 ROBERT HALF INTL INC COM 770323103 362144 5557772 SH DFND 2,5,6,8,10,11,12,13,19,20 4630251 274953 652568 ROCKET PHARMACEUTICALS INC COM 77313F106 14954 852573 SH DFND 2,5,8,20 790453 0 62120 ROCKWELL AUTOMATION INC COM 773903109 874800 4985752 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4338300 148386 499066 ROCKWELL MED INC COM 774374102 5289 929499 SH DFND 2,5,8,20 796760 0 132739 ARISTA NETWORKS INC COM 040413106 646821 2056925 SH DFND 2,5,6,8,10,11,12,13,19,20 1813355 46983 196587 ROCKY BRANDS INC COM 774515100 2573 107381 SH DFND 2,20 86181 0 21200 ROGERS COMMUNICATIONS INC CL B 775109200 217 4001 SH DFND 2,20 4001 0 0 ROGERS CORP COM 775133101 83046 522697 SH DFND 2,5,8,20 463798 168 58731 ROKU INC COM CL A 77543R102 54192 840063 SH DFND 2,5,20 713389 0 126674 ROLLINS INC COM 775711104 303268 7286584 SH DFND 2,5,6,8,10,11,12,13,19,20 5977235 286001 1023348 ROPER TECHNOLOGIES INC COM 776696106 1490259 4357865 SH DFND 2,5,6,8,10,11,12,13,19,20 3900167 70006 387692 ROSEHILL RES INC CL A 777385105 81 23746 SH DFND 2,20 19700 0 4046 ROSETTA STONE INC COM 777780107 8774 401569 SH DFND 2,8,20 337026 0 64543 ROSS STORES INC COM 778296103 1603375 17222071 SH DFND 2,5,6,8,10,11,12,13,19,20 15062475 586257 1573339 ROWAN COMPANIES PLC SHS CL A G7665A101 50993 4725948 SH DFND 2,5,6,8,11,12,20 4309566 4028 412354 ARLINGTON ASSET INVT CORP CL A NEW 041356205 4786 574327 SH DFND 2,5,8,20 449531 0 124796 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 851236 7383797 SH DFND 2,5,6,8,10,11,12,13,19,20 6577731 121147 684919 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1072 16770 SH DFND 1,20 16770 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 611 9755 SH DFND 1,2,20 9755 0 0 ROYAL GOLD INC COM 780287108 164466 1808708 SH DFND 2,5,6,8,11,13,19,20 1719670 1299 87739 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 11927 11830000 SH DFND 2,5 11830000 0 0 RPC INC COM 749660106 18314 1605071 SH DFND 2,5,8,20 1521435 0 83636 RPM INTL INC COM 749685103 361049 6220696 SH DFND 2,5,6,8,11,12,13,19,20 6014138 1449 205109 RPT REALTY COM SH BEN INT 74971D101 50674 4143965 SH DFND 2,5,8,10,20 3777616 22421 343928 RTI INTL METALS INC COM 03965L100 441985 23128474 SH DFND 2,5,6,8,10,11,12,13,19,20 20882180 286298 1959996 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11520 11555000 SH DFND 2,5 11555000 0 0 ARLO TECHNOLOGIES INC COM 04206A101 8287 2006607 SH DFND 2,5,8,20 1816073 0 190534 RTI SURGICAL HOLDINGS INC COM 74975N105 6460 1074817 SH DFND 2,5,20 910633 0 164184 RTW RETAILWINDS INC COM 74980D100 1119 466071 SH DFND 2,5,20 383071 0 83000 RUBICON PROJ INC COM 78112V102 770 126583 SH DFND 2,20 126583 0 0 RUBIUS THERAPEUTICS INC COM 78116T103 9257 511458 SH DFND 2,20 422940 0 88518 RUDOLPH TECHNOLOGIES INC COM 781270103 23752 1041766 SH DFND 2,5,8,20 834042 1753 205971 RUSH ENTERPRISES INC CL A 781846209 25385 607154 SH DFND 2,5,8,20 507871 1100 98183 RUSH ENTERPRISES INC CL B 781846308 4114 99055 SH DFND 2,5,20 82136 0 16919 RUTHS HOSPITALITY GROUP INC COM 783332109 22081 862859 SH DFND 2,5,8,20 728099 0 134760 RYANAIR HLDGS PLC SPONSORED ADS 783513203 21585 287962 SH DFND 1,2,5,6,8,10,20 254197 7320 26445 RYDER SYS INC COM 783549108 97330 1570099 SH DFND 2,5,6,8,11,12,13,20 1499556 831 69712 ARMADA HOFFLER PPTYS INC COM 04208T108 23454 1484715 SH DFND 2,5,8,20 1320570 0 164145 RYERSON HLDG CORP COM 783754104 2351 274598 SH DFND 2,5,20 224872 0 49726 RYMAN HOSPITALITY PPTYS INC COM 78377T107 180081 2166221 SH DFND 2,5,8,10,13,19,20 1959379 10679 196163 S & T BANCORP INC COM 783859101 39352 995486 SH DFND 2,5,8,20 885196 536 109754 S&P GLOBAL INC COM 78409V104 2573073 12220722 SH DFND 2,5,6,8,10,11,12,13,19,20 10945518 198224 1076980 SABINE ROYALTY TR UNIT BEN INT 785688102 375 8051 SH DFND 2 8051 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 145002 7447449 SH DFND 2,5,6,8,10,11,20 6663123 44383 739943 SABRE CORP COM 78573M104 195723 9150188 SH DFND 2,5,6,8,10,11,12,13,19,20 7832565 149345 1168278 SACHEM CAP CORP COM 78590A109 48 10700 SH DFND 20 10700 0 0 SAFE BULKERS INC COM Y7388L103 1047 717329 SH DFND 2,20 599583 0 117746 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 3861 355807 SH DFND 2,5,20 300654 0 55153 ACADIA PHARMACEUTICALS INC COM 004225108 130644 4865697 SH DFND 2,5,8,13,19,20 4508395 3000 354302 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 32070 1642110 SH DFND 2,5,6,8,20 1469629 1237 171244 SAFEHOLD INC COM 78645L100 3128 142455 SH DFND 2,20 142455 0 0 SAFETY INS GROUP INC COM 78648T100 38837 445682 SH DFND 2,5,8,20 393908 6200 45574 SAGA COMMUNICATIONS INC CL A NEW 786598300 2088 62919 SH DFND 2,20 51068 0 11851 SAGE THERAPEUTICS INC COM 78667J108 166437 1046444 SH DFND 2,5,8,13,19,20 982910 1600 61934 SAIA INC COM 78709Y105 49366 807962 SH DFND 2,5,8,20 706364 0 101598 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 43275 1506804 SH DFND 2,5,8,20 1284755 0 222049 SALESFORCE COM INC COM 79466L302 4814000 30397173 SH DFND 2,5,6,8,10,11,12,13,19,20 26947960 507358 2941855 SALLY BEAUTY HLDGS INC COM 79546E104 81624 4433668 SH DFND 2,5,6,8,11,12,13,20 3675503 646 757519 SANDERSON FARMS INC COM 800013104 143320 1087073 SH DFND 2,5,6,8,11,19,20 909284 544 177245 SANDRIDGE ENERGY INC COM NEW 80007P869 5363 668722 SH DFND 2,5,20 553356 0 115366 ARMSTRONG FLOORING INC COM 04238R106 6379 469017 SH DFND 2,5,8,20 347813 125 121079 SANDY SPRING BANCORP INC COM 800363103 27238 870789 SH DFND 2,5,8,20 726062 0 144727 SANFILIPPO JOHN B & SON INC COM 800422107 17966 249986 SH DFND 2,5,8,20 214932 0 35054 SANGAMO THERAPEUTICS INC COM 800677106 55834 5852641 SH DFND 2,5,8,20 5532323 100 320218 SANMINA CORPORATION COM 801056102 60325 2090995 SH DFND 2,5,8,12,20 1838658 833 251504 SANOFI SPONSORED ADR 80105N105 1612 36396 SH DFND 1,2,20 36396 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 32720 1548520 SH DFND 2,5,6,8,12,13,19,20 1417373 0 131147 SAP SE SPON ADR 803054204 5992 51895 SH DFND 1,20 51895 0 0 SAREPTA THERAPEUTICS INC COM 803607100 161320 1353466 SH DFND 2,5,8,13,19,20 1261892 2300 89274 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 30919 17073000 SH DFND 2,5 17073000 0 0 SASOL LTD SPONSORED ADR 803866300 9800 316721 SH DFND 5,13,20 289191 0 27530 ARMSTRONG WORLD INDS INC NEW COM 04247X102 57835 728218 SH DFND 2,5,8,19,20 650765 251 77202 SAUL CTRS INC COM 804395101 24718 481185 SH DFND 2,5,8,10,20 427070 3627 50488 SAVARA INC COM 805111101 3263 442793 SH DFND 2,20 357713 0 85080 SB ONE BANCORP COM 78413T103 2802 128988 SH DFND 2,20 100831 0 28157 SBA COMMUNICATIONS CORP NEW CL A 78410G104 951819 4767201 SH DFND 2,5,6,8,10,11,12,13,19,20 4069909 79348 617944 SCANSOURCE INC COM 806037107 28959 808455 SH DFND 2,5,8,20 720028 1058 87369 SCHLUMBERGER LTD COM 806857108 3017821 68522510 SH DFND 2,5,6,8,10,11,12,13,19,20 61825799 941372 5755339 SCHNEIDER NATIONAL INC CL B 80689H102 15540 736150 SH DFND 2,20 688486 0 47664 SCHNITZER STL INDS CL A 806882106 24198 1008261 SH DFND 2,5,8,20 921684 314 86263 SCHOLAR ROCK HLDG CORP COM 80706P103 3259 173447 SH DFND 2,20 142910 0 30537 SCHOLASTIC CORP COM 807066105 33621 845597 SH DFND 2,5,6,8,20 753964 1273 90360 ARQULE INC COM 04269E107 15280 3189934 SH DFND 2,5,20 2853752 0 336182 SCHWAB STRATEGIC TR US REIT ETF 808524847 589 13268 SH DFND 1 13268 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 35366 913369 SH DFND 2,5,20 828434 1364 83571 SCIENCE APPLICATNS INTL CP N COM 808625107 125391 1629509 SH DFND 1,2,5,6,8,11,13,19,20 1458461 833 170215 SCIENTIFIC GAMES CORP COM 80874P109 34859 1707123 SH DFND 2,5,6,8,13,20 1531586 1300 174237 SCORPIO BULKERS INC COM Y7546A122 3602 938082 SH DFND 2,5,20 767130 0 170952 SCORPIO TANKERS INC SHS Y7542C130 14765 744207 SH DFND 2,5,20 744207 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 80616 1025911 SH DFND 2,5,6,8,11,13,20 972166 385 53360 SCPHARMACEUTICALS INC COM 810648105 292 97226 SH DFND 2,20 81419 0 15807 SCRIPPS E W CO OHIO CL A NEW 811054402 29068 1384192 SH DFND 2,5,8,20 1241571 1039 141582 SEA LTD SPONSORED ADS 81141R100 1694 72040 SH DFND 1,5,10 72040 0 0 ARRAY BIOPHARMA INC COM 04269X105 177484 7279920 SH DFND 2,5,8,13,20 6614246 2500 663174 SEABOARD CORP COM 811543107 14345 3348 SH DFND 2,5,8,13,20 2996 12 340 SEACHANGE INTL INC COM 811699107 53 39799 SH DFND 20 39799 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 44069 1672455 SH DFND 2,5,8,20 1530885 0 141570 SEACOR HOLDINGS INC COM 811904101 22862 540719 SH DFND 2,5,6,8,20 484292 100 56327 SEACOR MARINE HLDGS INC COM 78413P101 3875 291109 SH DFND 2,5,20 246107 0 45002 SEAGATE TECHNOLOGY PLC SHS G7945M107 528670 10896954 SH DFND 2,5,6,8,10,11,12,13,19,20 9164091 288555 1444308 SEALED AIR CORP NEW COM 81211K100 326265 7083471 SH DFND 2,5,6,8,10,11,12,13,19,20 6146432 97360 839679 SEASPAN CORP SHS Y75638109 10680 1227603 SH DFND 2,5,8,13,20 860510 0 367093 SEASPINE HLDGS CORP COM 81255T108 3485 231118 SH DFND 2,20 184912 0 46206 SEATTLE GENETICS INC COM 812578102 238769 3260085 SH DFND 2,5,6,8,10,12,13,19,20 2872067 58842 329176 ARRIS INTERNATIONAL PLC SHS G0551A103 127934 4047259 SH DFND 2,5,6,8,11,12,13,20 3835868 3186 208205 SEAWORLD ENTMT INC COM 81282V100 29419 1142050 SH DFND 2,5,8,20 958471 0 183579 SECOND SIGHT MED PRODS INC COM 81362J100 17 21233 SH DFND 20 21233 0 0 SECUREWORKS CORP CL A 81374A105 2674 145306 SH DFND 2,20 127473 0 17833 SEI INVESTMENTS CO COM 784117103 340949 6525341 SH DFND 2,5,6,8,10,11,12,13,19,20 5916204 187615 421522 SELECT BANCORP INC NEW COM 81617L108 3005 264250 SH DFND 2,20 225650 0 38600 SELECT ENERGY SVCS INC CL A COM 81617J301 12249 1019020 SH DFND 2,5,8,20 880190 0 138830 SELECT MED HLDGS CORP COM 81619Q105 47816 3393630 SH DFND 2,5,8,20 2983256 0 410374 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 98329 2102404 SH DFND 2,20 2102404 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 13967 211244 SH DFND 20 0 0 211244 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 14983 131605 SH DFND 1,20 4614 0 126991 ARROW ELECTRS INC COM 042735100 300502 3899588 SH DFND 2,5,6,8,10,11,12,13,19,20 2953557 189796 756235 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 117718 1283029 SH DFND 1,2,20 1283029 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 115692 1541945 SH DFND 2,20 1541945 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 12150 218915 SH DFND 20 0 0 218915 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 562 7594 SH DFND 1 7594 0 0 SELECTA BIOSCIENCES INC COM 816212104 758 319721 SH DFND 2,5,20 274874 0 44847 SELECTIVE INS GROUP INC COM 816300107 111672 1764723 SH DFND 2,5,8,12,13,20 1581778 741 182204 SEMGROUP CORP CL A 81663A105 25266 1714094 SH DFND 2,5,8,19,20 1462401 2200 249493 SEMPRA ENERGY 6% PFD CONV A 816851406 45758 433150 SH DFND 2 433150 0 0 SEMPRA ENERGY 6.75% CNV PFD B 816851505 15700 148000 SH DFND 2 148000 0 0 SEMPRA ENERGY COM 816851109 1759240 13872459 SH DFND 2,5,6,8,10,11,12,13,19,20 12685580 164587 1022292 ARROW FINL CORP COM 042744102 9130 277587 SH DFND 2,5,8,20 239765 51 37771 SEMTECH CORP COM 816850101 107798 2117431 SH DFND 2,5,8,13,19,20 1800899 451 316081 SENECA FOODS CORP NEW CL A 817070501 4763 193623 SH DFND 2,5,20 170014 0 23609 SENIOR HSG PPTYS TR SH BEN INT 81721M109 136388 11577897 SH DFND 2,5,6,8,10,11,12,13,20 10975643 56871 545383 SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 154770 3437806 SH DFND 2,5,6,8,10,12,13,19,20 2888233 111588 437985 SENSEONICS HLDGS INC COM 81727U105 3679 1501605 SH DFND 2,5,20 1277565 0 224040 SENSIENT TECHNOLOGIES CORP COM 81725T100 103309 1523959 SH DFND 2,5,6,8,11,13,19,20 1200857 760 322342 SEQUENTIAL BRNDS GROUP INC N COM 81734P107 62 48162 SH DFND 2,20 48162 0 0 SERES THERAPEUTICS INC COM 81750R102 2756 401114 SH DFND 2,5,20 345023 0 56091 SERITAGE GROWTH PPTYS CL A 81752R100 57387 1284178 SH DFND 2,5,8,10,20 1139649 7600 136929 SERVICE CORP INTL COM 817565104 178219 4438820 SH DFND 2,5,6,8,11,13,20 4208337 2037 228446 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 86329 4704597 SH DFND 2,5,8,20 4411749 0 292848 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 79424 1700719 SH DFND 2,5,8,12,13,19,20 1517051 2100 181568 SERVICENOW INC COM 81762P102 980125 3976326 SH DFND 2,5,6,8,10,12,13,19,20 3470053 98977 407296 SERVICENOW INC NOTE 6/0 81762PAC6 43174 23325000 SH DFND 2,5 23325000 0 0 SERVICESOURCE INTL INC COM 81763U100 1100 1194240 SH DFND 2,5,20 998446 0 195794 SERVISFIRST BANCSHARES INC COM 81768T108 49556 1461366 SH DFND 2,5,8,20 1308604 0 152762 SESEN BIO INC COM 817763105 151 146744 SH DFND 2 146744 0 0 SHAKE SHACK INC CL A 819047101 40748 688901 SH DFND 2,5,8,20 612919 0 75982 SHARPSPRING INC COM 820054104 286 17876 SH DFND 2 17876 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 43480 980167 SH DFND 2,5,8,20 830568 0 149599 SHERWIN WILLIAMS CO COM 824348106 1531296 3555284 SH DFND 2,5,6,8,10,11,12,13,19,20 3144729 45861 364694 ARTESIAN RESOURCES CORP CL A 043113208 6134 164588 SH DFND 2,5,13,20 136198 0 28390 SHILOH INDS INC COM 824543102 1058 192408 SH DFND 2,20 157232 0 35176 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1170 31492 SH DFND 2,5,20 31492 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 18946 1535325 SH DFND 2,5,10,20 1272705 0 262620 SHOE CARNIVAL INC COM 824889109 13965 410363 SH DFND 2,5,8,20 371857 0 38506 SHOPIFY INC CL A 82509L107 1727 8358 SH DFND 2,5,8,20 8358 0 0 SHORE BANCSHARES INC COM 825107105 4092 274463 SH DFND 2,5,13,20 221505 0 52958 SHOTSPOTTER INC COM 82536T107 5532 143305 SH DFND 2,20 119845 0 23460 SHUTTERFLY INC COM 82568P304 42518 1046200 SH DFND 2,5,8,13,20 938929 400 106871 SHUTTERSTOCK INC COM 825690100 27184 582971 SH DFND 2,5,8,20 521588 0 61383 SI BONE INC COM 825704109 2500 132721 SH DFND 2,20 110791 0 21930 21VIANET GROUP INC SPONSORED ADS A 90138A103 2793 351707 SH DFND 2,5,20 347938 0 3769 ACADIA RLTY TR COM SH BEN INT 004239109 111501 4047465 SH DFND 2,5,8,10,20 3685467 20856 341142 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 24681 980557 SH DFND 2,5,8,20 829759 100 150698 SI FINL GROUP INC MD COM 78425V104 2401 185997 SH DFND 2,20 158816 0 27181 SIEBERT FINL CORP COM 826176109 835 70719 SH DFND 2,20 54219 0 16500 SIENNA BIOPHARMACEUTICALS IN COM 82622H108 547 235967 SH DFND 2,20 188292 0 47675 SIENTRA INC COM 82621J105 3608 420571 SH DFND 2,5,20 347680 0 72891 SIERRA BANCORP COM 82620P102 6081 250266 SH DFND 2,5,20 206448 0 43818 SIGA TECHNOLOGIES INC COM 826917106 5654 940730 SH DFND 2,5,20 768588 0 172142 SIGNATURE BK NEW YORK N Y COM 82669G104 292920 2287190 SH DFND 2,5,6,8,10,11,12,13,19,20 2109675 36274 141241 SIGNET JEWELERS LIMITED SHS G81276100 48237 1776020 SH DFND 2,5,6,8,11,12,13,19,20 1599958 2709 173353 SILGAN HOLDINGS INC COM 827048109 62297 2102490 SH DFND 2,5,6,8,11,13,20 1994312 2484 105694 SILICOM LTD ORD M84116108 278 7280 SH DFND 2 7280 0 0 ARVINAS INC COM 04335A105 1862 126136 SH DFND 2,20 105936 0 20200 SILICON LABORATORIES INC COM 826919102 118612 1466887 SH DFND 2,5,6,8,11,13,19,20 1328043 505 138339 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 12131 11200000 SH DFND 2,5 11200000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1170 29553 SH DFND 1,2,10,19 29553 0 0 SILVERBOW RES INC COM 82836G102 2898 125996 SH DFND 2,20 108088 0 17908 SILVERCREST ASSET MGMT GROUP CL A 828359109 1564 109781 SH DFND 2,20 88731 0 21050 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 87853 3566504 SH DFND 2,5,8,20 3233872 2400 330232 SIMON PPTY GROUP INC NEW COM 828806109 3803688 20875299 SH DFND 2,5,6,8,10,11,12,13,19,20 18733309 307672 1834318 SIMPLY GOOD FOODS CO COM 82900L102 28230 1371041 SH DFND 2,5,8,20 979224 0 391817 SIMPSON MANUFACTURING CO INC COM 829073105 69127 1166303 SH DFND 2,5,8,20 1033829 180 132294 SIMULATIONS PLUS INC COM 829214105 3978 188448 SH DFND 2,20 161735 0 26713 ASBURY AUTOMOTIVE GROUP INC COM 043436104 43161 622271 SH DFND 2,5,8,12,20 557481 759 64031 SINA CORP ORD G81477104 79800 1347071 SH DFND 2,5,8,10,11,12,13,19,20 1091152 39700 216219 SINCLAIR BROADCAST GROUP INC CL A 829226109 53821 1398669 SH DFND 2,5,8,20 1176894 10238 211537 SINOVAC BIOTECH LTD SHS P8696W104 1041 160875 SH DFND 2 160875 0 0 SIRIUS XM HLDGS INC COM 82968B103 235285 41496447 SH DFND 2,5,6,8,10,12,13,19,20 33948415 1177414 6370618 SITE CENTERS CORP COM 82981J109 74694 5405421 SH DFND 2,5,8,10,12,13,20 5003259 39241 362921 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 45594 797803 SH DFND 2,5,8,19,20 668277 300 129226 SITO MOBILE LTD COM NEW 82988R203 24 13300 SH DFND 20 13300 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 87198 1766923 SH DFND 2,5,6,8,11,13,20 1660580 11600 94743 SJW GROUP COM 784305104 29156 472232 SH DFND 2,5,8,19,20 399366 0 72866 SK TELECOM LTD SPONSORED ADR 78440P108 6866 280351 SH DFND 2,5,10,20 267101 0 13250 ASCENA RETAIL GROUP INC COM 04351G101 6792 6288505 SH DFND 2,5,8,20 5694816 5735 587954 SKECHERS U S A INC CL A 830566105 168074 5000703 SH DFND 2,5,6,8,11,12,13,19,20 4795402 1336 203965 SKYLINE CHAMPION CORPORATION COM 830830105 16659 876797 SH DFND 2,5,8,20 789664 0 87133 SKYWEST INC COM 830879102 83016 1525810 SH DFND 2,5,8,10,13,20 1366665 3576 155569 SKYWORKS SOLUTIONS INC COM 83088M102 620905 7527945 SH DFND 2,5,6,8,10,11,12,13,19,20 6597192 239569 691184 SL GREEN RLTY CORP COM 78440X101 528054 5817993 SH DFND 2,5,6,8,10,11,12,13,19,20 5247809 80946 489238 SLEEP NUMBER CORP COM 83125X103 42921 913205 SH DFND 2,5,8,20 807184 0 106021 SLM CORP COM 78442P106 107120 10809325 SH DFND 1,2,5,6,8,11,12,13,20 9891614 5927 911784 SM ENERGY CO COM 78454L100 98942 5657039 SH DFND 2,5,6,8,11,12,13,20 5247803 2492 406744 SMART & FINAL STORES INC COM 83190B101 2535 513229 SH DFND 2,5,8,20 416130 0 97099 SMART GLOBAL HLDGS INC SHS G8232Y101 11664 607474 SH DFND 2,5,20 571625 0 35849 ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 315 73165 SH DFND 5,20 73165 0 0 SMART SAND INC COM 83191H107 1499 336955 SH DFND 2,20 279441 0 57514 SMARTFINANCIAL INC COM NEW 83190L208 3484 184217 SH DFND 2,20 148398 0 35819 SMARTSHEET INC COM CL A 83200N103 1965 48164 SH DFND 2,20 48164 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 639 15925 SH DFND 1,2,20 15925 0 0 SMITH A O CORP COM 831865209 497726 9334703 SH DFND 2,5,6,8,10,11,12,13,19,20 8567430 151837 615436 SMUCKER J M CO COM NEW 832696405 932912 8007828 SH DFND 2,5,6,8,10,11,12,13,19,20 7266467 82718 658643 SNAP INC CL A 83304A106 11658 1057932 SH DFND 2,5,8,10,13,19,20 1044532 0 13400 SNAP ON INC COM 833034101 383514 2450256 SH DFND 2,5,6,8,10,11,12,13,19,20 2105854 71728 272674 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 34114 887460 SH DFND 1,2,5,8,13,19,20 884453 0 3007 SOGOU INC ADR REPSTG A 83409V104 318 53616 SH DFND 2,5 53616 0 0 ASGN INC COM 00191U102 103361 1627983 SH DFND 2,5,6,8,11,13,20 1446485 476 181022 SOHU COM LTD SPONSORED ADS 83410S108 2997 180787 SH DFND 1,2,5,20 177520 700 2567 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 17043 17507000 SH DFND 2,5 17507000 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 17900 475043 SH DFND 2,5,8,20 462643 0 12400 SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 10271 624776 SH DFND 2,5,20 541085 0 83691 SOLARWINDS CORP COM 83417Q105 5477 280587 SH DFND 2,20 262687 0 17900 SOLID BIOSCIENCES INC COM 83422E105 2125 231007 SH DFND 2,5,8,20 194657 0 36350 SOLITARIO ZINC CORP COM 8342EP107 5 11586 SH DFND 20 11586 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 13627 913826 SH DFND 2,5,8,20 837564 1513 74749 SONOCO PRODS CO COM 835495102 393146 6389496 SH DFND 2,5,6,8,11,12,13,19,20 6238649 1764 149083 SONOS INC COM 83570H108 2437 236840 SH DFND 2,20 195840 0 41000 ASHFORD HOSPITALITY TR INC COM SHS 044103109 19256 3954801 SH DFND 2,5,8,10,20 3490743 24011 440047 SORRENTO THERAPEUTICS INC COM NEW 83587F202 10057 2117328 SH DFND 2,5,20 1771818 0 345510 SOTHEBYS COM 835898107 42148 1116513 SH DFND 2,5,6,8,11,20 1006612 84 109817 SOUTH JERSEY INDS INC COM 838518108 85695 2649116 SH DFND 2,5,8,20 2304510 2476 342130 SOUTH ST CORP COM 840441109 82188 1202631 SH DFND 2,5,8,20 1090101 600 111930 SOUTHERN CO COM 842587107 2662619 51521259 SH DFND 1,2,5,6,8,10,11,12,13,19,20 46372086 578665 4570508 SOUTHERN COPPER CORP COM 84265V105 166891 4205913 SH DFND 2,5,6,8,10,12,13,19,20 2186591 48876 1970446 SOUTHERN FIRST BANCSHARES IN COM 842873101 3553 104899 SH DFND 2,5,20 88691 0 16208 SOUTHERN MO BANCORP INC COM 843380106 4661 151329 SH DFND 2,20 113054 0 38275 SOUTHERN NATL BANCORP OF VA COM 843395104 5548 378712 SH DFND 2,20 292300 0 86412 SOUTHSIDE BANCSHARES INC COM 84470P109 35733 1075338 SH DFND 2,5,8,20 969009 0 106329 ASHFORD INC COM 044104107 392 7061 SH DFND 2,20 5461 0 1600 SOUTHWEST AIRLS CO COM 844741108 2139900 41223277 SH DFND 1,2,5,6,8,10,11,12,13,19,20 39418319 193158 1611800 SOUTHWEST GAS HOLDINGS INC COM 844895102 138044 1678141 SH DFND 2,5,6,8,11,13,19,20 1513208 773 164160 SOUTHWESTERN ENERGY CO COM 845467109 126961 27070523 SH DFND 2,5,6,11,13,20 25188927 13572 1868024 SP PLUS CORP COM 78469C103 15763 461994 SH DFND 2,5,8,20 390013 0 71981 SPARK ENERGY INC CL A COM 846511103 1859 208643 SH DFND 2,5,20 179682 0 28961 SPARK THERAPEUTICS INC COM 84652J103 116249 1020804 SH DFND 2,5,8,13,20 921080 100 99624 SPARTAN MTRS INC COM 846819100 5297 599883 SH DFND 2,5,20 503750 0 96133 SPARTANNASH CO COM 847215100 21157 1333113 SH DFND 2,5,8,20 1039107 1026 292980 SPDR GOLD TRUST GOLD SHS 78463V107 19163 157062 SH DFND 1,10 2364 0 154698 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 128964 2577728 SH DFND 1,2,5 2571169 33 6526 ASHLAND GLOBAL HLDGS INC COM 044186104 138966 1778651 SH DFND 2,5,6,8,11,12,13,19,20 1533139 599 244913 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 116336 2961718 SH DFND 1,2,20 2946716 4459 10543 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 5047 137980 SH DFND 10 0 0 137980 SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 299 6462 SH DFND 1 6462 0 0 SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 39107 431600 SH DFND 10 0 0 431600 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 23757 656078 SH DFND 1 653922 0 2156 SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 139625 4780055 SH DFND 2,12,20 547147 0 4232908 SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 81634 2282830 SH DFND 2,5,12,19 900256 0 1382574 SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 4395 85436 SH DFND 5 85436 0 0 SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 6587 99300 SH DFND 10 0 0 99300 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 450 11822 SH DFND 1 7548 0 4274 ASML HOLDING N V N Y REGISTRY SHS N07059210 4634 24641 SH DFND 5,20 24598 43 0 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 102205 3370880 SH DFND 1,2,19,20 3186442 42078 142360 SPDR S&P 500 ETF TR TR UNIT 78462F103 1327697 4682230 SH DFND 1,2,10,12,20 3656530 1612 1024088 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 48873 141386 SH DFND 1,20 95678 1723 43985 SPDR SER TR BLOMBERG 1 10 YR 78468R861 259804 13433511 SH DFND 2 13433511 0 0 SPDR SER TR BLOMBERG BRC INV 78468R200 14117 459842 SH DFND 20 0 0 459842 SPDR SER TR BLOOMBERG SRT TR 78468R408 1373 50376 SH DFND 8,20 21301 0 29075 SPDR SER TR ICE BOFAML ETF 78468R606 4294 165000 SH DFND 10 0 0 165000 SPDR SER TR NUVEEN BRC MUNIC 78468R721 26559 538938 SH DFND 2 538938 0 0 SPDR SER TR PORTFOLIO SH TSR 78468R101 75300 2530256 SH DFND 1,2 2530256 0 0 SPDR SER TR SPDR BLOOMBERG 78468R663 13515 147544 SH DFND 12 147544 0 0 ACCELERATE DIAGNOSTICS INC COM 00430H102 11338 539407 SH DFND 2,5,8,20 460259 0 79148 ASPEN TECHNOLOGY INC COM 045327103 99781 957038 SH DFND 2,5,8,13,19,20 861249 1368 94421 SPDR SERIES TRUST BLMBRG BRC INTRM 78464A672 3969 65719 SH DFND 1 65719 0 0 SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 6556 235076 SH DFND 1,20 16838 0 218238 SPDR SERIES TRUST BLOMBRG BRC EMRG 78464A391 4290 159413 SH DFND 1,8 159413 0 0 SPDR SERIES TRUST BLOMBRG BRC INTL 78464A151 3213 96930 SH DFND 1,20 6025 0 90905 SPDR SERIES TRUST BLOMBRG BRC TIPS 78464A656 261092 4689161 SH DFND 1,2,20 2489560 0 2199601 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 994733 27654525 SH DFND 1,2,5,8,12,19,20 24745378 0 2909147 SPDR SERIES TRUST DJ REIT ETF 78464A607 100363 1014583 SH DFND 1,2,20 656105 16382 342096 SPDR SERIES TRUST FTSE INT GVT ETF 78464A490 49227 910256 SH DFND 2,20 587592 0 322664 SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 350644 12286069 SH DFND 1,2,20 24723 7709 12253637 SPDR SERIES TRUST PORTFOLIO INTRMD 78464A375 51307 1501514 SH DFND 1,2,12 1375698 124585 1231 ASSEMBLY BIOSCIENCES INC COM 045396108 16055 815366 SH DFND 2,5,8,20 749725 0 65641 SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 36089 1330239 SH DFND 20 0 0 1330239 SPDR SERIES TRUST PORTFOLIO LN TSR 78464A664 490692 13484246 SH DFND 2,20 12731526 0 752720 SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 244505 8003427 SH DFND 1,2,20 766314 0 7237113 SPDR SERIES TRUST S&P 600 SML CAP 78464A813 32608 489102 SH DFND 2,20 0 0 489102 SPDR SERIES TRUST S&P DIVID ETF 78464A763 8516 85664 SH DFND 1 80763 0 4901 SPDR SERIES TRUST S&P REGL BKG 78464A698 923 17980 SH DFND 20 17980 0 0 SPDR SERIES TRUST WELLS FG PFD ETF 78464A292 871 20403 SH DFND 1 20403 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 33385 609445 SH DFND 2,5,8,13,20 552871 1683 54891 SPECTRUM PHARMACEUTICALS INC COM 84763A108 58027 5428184 SH DFND 2,5,8,20 5105477 0 322707 SPEEDWAY MOTORSPORTS INC COM 847788106 3879 268099 SH DFND 2,5,20 232323 0 35776 ASSERTIO THERAPEUTICS INC COM 04545L107 10930 2155848 SH DFND 2,5,8,20 1861249 2200 292399 SPERO THERAPEUTICS INC COM 84833T103 1398 109135 SH DFND 2,20 94335 0 14800 SPIRE INC COM 84857L101 134341 1620801 SH DFND 2,5,6,8,11,13,19,20 1441301 1239 178261 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 287710 3139119 SH DFND 2,5,6,8,10,12,13,19,20 2529220 136775 473124 SPIRIT AIRLS INC COM 848577102 72592 1373279 SH DFND 2,5,8,13,20 1163366 0 209913 SPIRIT MTA REIT COM SHS BEN IN 84861U105 6020 882842 SH DFND 2,5,8,13,20 710281 380 172181 SPIRIT OF TEX BANCSHARES INC COM 84861D103 3522 166117 SH DFND 2,20 126316 0 39801 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 85307 2114288 SH DFND 2,5,8,10,12,13,20 1879052 20753 214483 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 12098 11980000 SH DFND 2,5 11980000 0 0 SPLUNK INC COM 848637104 378502 3037738 SH DFND 2,5,6,8,10,12,13,19,20 2618579 77258 341901 SPOK HLDGS INC COM 84863T106 8278 607785 SH DFND 2,5,8,20 546799 2501 58485 ASSOCIATED BANC CORP COM 045487105 150832 7064742 SH DFND 2,5,6,8,11,12,13,20 6858837 1561 204344 SPORTSMANS WHSE HLDGS INC COM 84920Y106 3015 628130 SH DFND 2,5,20 527398 0 100732 SPOTIFY TECHNOLOGY S A SHS L8681T102 4574 32955 SH DFND 2,8,10,13,19,20 31955 0 1000 SPRING BK PHARMACEUTICALS IN COM 849431101 1994 190042 SH DFND 2,20 159831 0 30211 SPRINT CORPORATION COM 85207U105 101116 17896567 SH DFND 2,5,6,8,10,12,13,19,20 14516235 435077 2945255 SPROUTS FMRS MKT INC COM 85208M102 70020 3250699 SH DFND 2,5,6,8,11,12,13,19,20 3039219 900 210580 SPS COMMERCE INC COM 78463M107 53545 504858 SH DFND 2,5,8,13,20 444800 600 59458 SPX CORP COM 784635104 42446 1220063 SH DFND 2,5,8,20 1082567 951 136545 SPX FLOW INC COM 78469X107 38381 1203178 SH DFND 2,5,8,12,20 1066525 951 135702 SQUARE INC CL A 852234103 492828 6578057 SH DFND 2,5,6,8,10,12,13,19,20 5643945 192562 741550 SRC ENERGY INC COM 78470V108 54512 10646848 SH DFND 2,5,20 9901086 3100 742662 ASSOCIATED CAP GROUP INC CL A 045528106 1924 48642 SH DFND 2,20 40842 0 7800 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 295894 4645840 SH DFND 2,5,6,8,10,12,13,19,20 3854429 112909 678502 SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 30760 667978 SH DFND 2,8,10 567978 0 100000 SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 57800 1763152 SH DFND 1 1656658 56740 49754 SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 764 30386 SH DFND 1 30386 0 0 ST JOE CO COM 790148100 13094 794053 SH DFND 2,5,8,20 674057 0 119996 STAAR SURGICAL CO COM PAR $0.01 852312305 38843 1136094 SH DFND 2,5,8,20 993255 2097 140742 STAG INDL INC COM 85254J102 89366 3002059 SH DFND 2,5,8,10,20 2499776 22913 479370 STAGE STORES INC COM NEW 85254C305 16 15674 SH DFND 20 15674 0 0 STAMPS COM INC COM NEW 852857200 43755 537464 SH DFND 2,5,8,13,19,20 481305 200 55959 STANDARD DIVERSIFIED INC COM CL A 85336L109 242 12600 SH DFND 2 12600 0 0 ASSURANT INC COM 04621X108 256163 2699013 SH DFND 2,5,6,8,10,11,12,13,19,20 2336008 55749 307256 STANDARD MTR PRODS INC COM 853666105 31821 648089 SH DFND 2,5,8,20 522538 800 124751 STANDEX INTL CORP COM 854231107 30353 413524 SH DFND 2,5,8,20 316037 14 97473 STANLEY BLACK & DECKER INC COM 854502101 1007735 7400566 SH DFND 2,5,6,8,10,11,12,13,19,20 6627092 148599 624875 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 17691 181129 SH DFND 2 181129 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 522 79365 SH DFND 2 79365 0 0 STARBUCKS CORP COM 855244109 3972737 53440097 SH DFND 2,5,6,8,10,11,12,13,19,20 46802110 1472893 5165094 STARTEK INC COM 85569C107 134 16942 SH DFND 2,20 16942 0 0 STARWOOD PPTY TR INC COM 85571B105 84491 3701332 SH DFND 2,5,6,8,12,13,20 3298883 37400 365049 STATE AUTO FINL CORP COM 855707105 10594 321816 SH DFND 2,5,8,20 270642 0 51174 STATE STR CORP COM 857477103 1201967 18135411 SH DFND 1,2,5,6,8,10,11,12,13,19,20 14228767 2536771 1369873 ASSURED GUARANTY LTD COM G0585R106 85073 1914772 SH DFND 2,5,8,12,13,20 1768339 2306 144127 STEALTHGAS INC SHS Y81669106 245 69887 SH DFND 2 69887 0 0 STEEL CONNECT INC COM 858098106 56 27998 SH DFND 20 27998 0 0 STEEL DYNAMICS INC COM 858119100 303864 8557878 SH DFND 2,5,6,8,10,11,12,13,19,20 7605510 198362 754006 STEELCASE INC CL A 858155203 28082 1911069 SH DFND 2,5,8,20 1546178 3400 361491 STEIN MART INC COM 858375108 17 17338 SH DFND 20 17338 0 0 STEMLINE THERAPEUTICS INC COM 85858C107 21098 1641900 SH DFND 2,5,8,20 1536153 0 105747 STEPAN CO COM 858586100 56837 649413 SH DFND 2,5,8,20 517475 24 131914 STERICYCLE INC COM 858912108 133343 2450266 SH DFND 2,5,6,8,11,12,13,19,20 1878776 2801 568689 STERIS PLC SHS USD G8473T100 272863 2131239 SH DFND 2,5,6,8,11,13,19,20 2131239 0 0 STERLING BANCORP DEL COM 85917A100 171239 9191595 SH DFND 2,5,6,8,11,13,20 8893429 2059 296107 ASTEC INDS INC COM 046224101 24117 638694 SH DFND 2,5,8,20 566462 463 71769 STERLING BANCORP INC COM 85917W102 3545 349573 SH DFND 2,20 302973 0 46600 STERLING CONSTRUCTION CO INC COM 859241101 5952 475364 SH DFND 2,5,20 405517 0 69847 STEWART INFORMATION SVCS COR COM 860372101 28711 672537 SH DFND 2,5,8,20 599468 200 72869 STIFEL FINL CORP COM 860630102 118387 2243881 SH DFND 2,5,6,8,11,13,20 1986854 861 256166 STITCH FIX INC COM CL A 860897107 6229 220645 SH DFND 2,20 220645 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 332 22379 SH DFND 2,20 22379 0 0 STOCK YDS BANCORP INC COM 861025104 17073 501246 SH DFND 2,5,8,20 361426 591 139229 STONERIDGE INC COM 86183P102 16718 579263 SH DFND 2,5,8,20 461354 0 117909 STORE CAP CORP COM 862121100 178281 5270380 SH DFND 2,5,8,10,12,13,19,20 4670303 48645 551432 STRATASYS LTD SHS M85548101 22247 933958 SH DFND 2,5,8,10,20 788454 0 145504 ASTRAZENECA PLC SPONSORED ADR 046353108 15854 391179 SH DFND 1,20 391179 0 0 STRATEGIC ED INC COM 86272C103 78467 597567 SH DFND 2,5,8,20 526989 490 70088 STRATUS PPTYS INC COM NEW 863167201 2399 90822 SH DFND 2,20 72915 0 17907 STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 431 86485 SH DFND 2 86485 0 0 STRYKER CORP COM 863667101 2653060 13396933 SH DFND 1,2,5,6,8,10,11,12,13,19,20 11813341 246003 1337589 STURM RUGER & CO INC COM 864159108 25269 476598 SH DFND 2,5,8,20 428284 0 48314 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 83 11865 SH DFND 20 11865 0 0 SUMMIT FINANCIAL GROUP INC COM 86606G101 4525 170675 SH DFND 2,5,20 139919 0 30756 SUMMIT HOTEL PPTYS INC COM 866082100 60315 5286195 SH DFND 2,5,8,10,20 4826953 24106 435136 SUMMIT MATLS INC CL A 86614U100 36514 2300802 SH DFND 2,5,8,20 1878576 2052 420174 SUN CMNTYS INC COM 866674104 391979 3286788 SH DFND 2,5,8,10,12,13,19,20 3027410 21057 238321 ASTRONICS CORP COM 046433108 26865 821047 SH DFND 2,5,8,20 734513 1240 85294 SUN HYDRAULICS CORP COM 866942105 25674 552002 SH DFND 2,5,8,20 459661 300 92041 SUNCOKE ENERGY INC COM 86722A103 19474 2293766 SH DFND 2,5,20 2089614 2348 201804 SUNESIS PHARMACEUTICALS INC COM PAR 867328700 15 12201 SH DFND 20 12201 0 0 SUNOPTA INC COM 8676EP108 123 35509 SH DFND 2,5 35509 0 0 SUNPOWER CORP COM 867652406 14072 2161671 SH DFND 2,5,8,20 1978528 0 183143 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 85 100000 SH DFND 2 100000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 18637 22445000 SH DFND 2 22445000 0 0 SUNRUN INC COM 86771W105 26521 1886256 SH DFND 2,5,8,20 1581851 0 304405 SUNSTONE HOTEL INVS INC NEW COM 867892101 154314 10679643 SH DFND 2,5,8,10,13,19,20 9540181 54737 1084725 SUNTRUST BKS INC COM 867914103 1229978 20759130 SH DFND 2,5,6,8,10,11,12,13,19,20 18668914 310539 1779677 ACCELERON PHARMA INC COM 00434H108 85713 1840515 SH DFND 2,5,8,20 1707016 0 133499 ASURE SOFTWARE INC COM 04649U102 915 149675 SH DFND 2,20 117775 0 31900 SUPERIOR ENERGY SVCS INC COM 868157108 26302 5632197 SH DFND 2,5,8,12,20 5163483 6052 462662 SUPERIOR GRP OF COMPANIES IN COM 868358102 2168 130466 SH DFND 2,20 107717 0 22749 SUPERIOR INDS INTL INC COM 868168105 3226 677634 SH DFND 2,5,8,20 601223 0 76411 SUPERNUS PHARMACEUTICALS INC COM 868459108 59466 1697090 SH DFND 2,5,8,20 1388355 300 308435 SURFACE ONCOLOGY INC COM 86877M209 638 133695 SH DFND 2,20 96195 0 37500 SURGERY PARTNERS INC COM 86881A100 4023 356651 SH DFND 2,5,20 298058 0 58593 SURMODICS INC COM 868873100 21263 489022 SH DFND 2,5,8,20 445175 0 43847 SUTRO BIOPHARMA INC COM 869367102 995 87374 SH DFND 2,20 68874 0 18500 SUZANO PAPEL E CELULOSE S A SPON ADS 86959K105 5738 242204 SH DFND 2,10,19,20 242204 0 0 SVB FINL GROUP COM 78486Q101 587290 2641167 SH DFND 2,5,6,8,10,11,12,13,19,20 2404255 38661 198251 AT HOME GROUP INC COM 04650Y100 15349 859416 SH DFND 2,5,8,20 716518 0 142898 SVMK INC COM 78489X103 5438 298623 SH DFND 2,20 259439 0 39184 SWITCH INC CL A 87105L104 4555 440481 SH DFND 2,20 406920 0 33561 SYKES ENTERPRISES INC COM 871237103 35192 1244396 SH DFND 2,5,8,20 1110452 1429 132515 SYMANTEC CORP COM 871503108 597016 25968519 SH DFND 1,2,5,6,8,10,11,12,13,19,20 22084482 420222 3463815 SYNALLOY CP DEL COM 871565107 1869 122993 SH DFND 2,20 97325 0 25668 SYNAPTICS INC COM 87157D109 52259 1314685 SH DFND 2,5,6,8,11,19,20 1204634 1424 108627 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 12692 13725000 SH DFND 2,5 13725000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 269 44245 SH DFND 2,20 44245 0 0 SYNCHRONY FINL COM 87165B103 919708 28830986 SH DFND 2,5,6,8,10,11,12,13,19,20 25528466 509136 2793384 SYNDAX PHARMACEUTICALS INC COM 87164F105 1275 242918 SH DFND 2,20 213436 0 29482 AT&T INC COM 00206R102 9309505 296859220 SH DFND 1,2,5,6,8,10,11,12,13,19,20 260288488 5087212 31483520 SYNEOS HEALTH INC CL A 87166B102 108043 2087383 SH DFND 2,5,6,8,11,13,20 1746911 1200 339272 SYNLOGIC INC COM 87166L100 1789 235707 SH DFND 2,20 201907 0 33800 SYNNEX CORP COM 87162W100 127002 1331402 SH DFND 2,5,6,8,11,12,13,20 1190804 264 140334 SYNOPSYS INC COM 871607107 744388 6464505 SH DFND 2,5,6,8,10,11,12,13,19,20 5618564 149489 696452 SYNOVUS FINL CORP COM NEW 87161C501 201749 5820436 SH DFND 2,5,6,8,11,13,20 5617041 1890 201505 SYNTHORX INC COM 87167A103 1796 88148 SH DFND 2,20 88148 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 3847 420892 SH DFND 2,5,20 340818 0 80074 SYSCO CORP COM 871829107 1666221 24958371 SH DFND 2,5,6,8,10,11,12,13,19,20 22468967 392108 2097296 SYSTEMAX INC COM 871851101 6107 269725 SH DFND 2,5,8,20 233351 0 36374 T MOBILE US INC COM 872590104 505223 7311473 SH DFND 2,5,6,8,10,12,13,19,20 6293773 224599 793101 ATARA BIOTHERAPEUTICS INC COM 046513107 67338 1694026 SH DFND 2,5,8,20 1561301 0 132725 T2 BIOSYSTEMS INC COM 89853L104 1274 484592 SH DFND 2,20 390392 0 94200 TABLEAU SOFTWARE INC CL A 87336U105 181542 1426321 SH DFND 2,5,6,8,10,12,13,19,20 1335736 800 89785 TABULA RASA HEALTHCARE INC COM 873379101 27353 484803 SH DFND 2,5,8,20 428782 0 56021 TACTILE SYS TECHNOLOGY INC COM 87357P100 32429 615121 SH DFND 2,5,8,20 557985 0 57136 TAILORED BRANDS INC COM 87403A107 12708 1620871 SH DFND 2,5,8,20 1465573 1769 153529 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 168735 4119527 SH DFND 1,2,5,8,10,13,19,20 3581086 0 538441 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 459220 4866164 SH DFND 2,5,6,8,10,11,12,13,19,20 4363303 59629 443232 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1931 94816 SH DFND 1,5,20 94816 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 262584 7277840 SH DFND 2,5,8,10,11,12,13,19,20 5810024 176600 1291216 TALEND S A ADS 874224207 4419 87379 SH DFND 2 28879 0 58500 ATHENE HLDG LTD CL A G0684D107 161918 3968590 SH DFND 2,5,6,8,10,12,13,19,20 3252883 186259 529448 TALLGRASS ENERGY LP CLASS A SHS 874696107 6512 259025 SH DFND 5,8,20 223663 2000 33362 TALOS ENERGY INC COM 87484T108 13121 493997 SH DFND 2,5,8,20 438136 0 55861 TANDEM DIABETES CARE INC COM NEW 875372203 78541 1236871 SH DFND 2,5,8,13,20 1075409 0 161462 TANGER FACTORY OUTLET CTRS I COM 875465106 389302 18555884 SH DFND 2,5,6,8,10,11,12,20 18142485 21042 392357 TAPESTRY INC COM 876030107 431903 13167333 SH DFND 2,5,6,8,10,11,12,13,19,20 11274651 262686 1629996 TARENA INTL INC SPONSORED ADS 876108101 702 129293 SH DFND 2,5,20 128016 0 1277 TARGA RES CORP COM 87612G101 222399 5352575 SH DFND 2,5,6,8,10,12,13,19,20 4569979 115805 666791 TARGET CORP COM 87612E106 3693411 46018079 SH DFND 1,2,5,6,8,10,11,12,13,19,20 24962997 18197743 2857339 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 424 3924 SH DFND 5,8,10,20 3608 316 0 TATA MTRS LTD SPONSORED ADR 876568502 31937 2542757 SH DFND 1,2,5,8,13,19,20 2434714 0 108043 ATHENEX INC COM 04685N103 17255 1408549 SH DFND 2,5,8,20 1276293 0 132256 TAUBMAN CTRS INC COM 876664103 145747 2756177 SH DFND 2,5,6,8,10,11,13,20 2598078 13873 144226 TAYLOR MORRISON HOME CORP CL A 87724P106 53880 3035485 SH DFND 2,5,8,20 2671361 1500 362624 TCF FINL CORP COM 872275102 146254 7068827 SH DFND 2,5,6,8,11,13,20 6862740 1352 204735 TD AMERITRADE HLDG CORP COM 87236Y108 297151 5944204 SH DFND 2,5,6,8,10,12,13,19,20 5029563 264312 650329 TE CONNECTIVITY LTD REG SHS H84989104 994395 12314468 SH DFND 2,5,6,8,10,11,12,13,19,20 10954689 241236 1118543 TEAM INC COM 878155100 14399 822778 SH DFND 2,5,8,20 731153 573 91052 TECH DATA CORP COM 878237106 130585 1275124 SH DFND 2,5,6,8,11,12,13,20 1134560 315 140249 TECHNIPFMC PLC COM G87110105 558185 23604620 SH DFND 2,5,6,8,10,11,12,13,19,20 18206997 167247 5230376 TECHTARGET INC COM 87874R100 9242 568038 SH DFND 2,5,8,20 509589 0 58449 TECK RESOURCES LTD CL B 878742204 1091 47068 SH DFND 5,8,20 47068 0 0 ATHERSYS INC COM 04744L106 2823 1881697 SH DFND 2,20 1539418 0 342279 TEEKAY CORPORATION COM Y8564W103 4269 1089067 SH DFND 2,5,20 900998 0 188069 TEEKAY TANKERS LTD CL A Y8565N102 2910 2999233 SH DFND 2,5,20 2484111 0 515122 TEGNA INC COM 87901J105 138580 9782305 SH DFND 2,5,6,8,11,12,13,19,20 9092680 5029 684596 TEJON RANCH CO COM 879080109 7182 408050 SH DFND 2,5,8,20 342840 936 64274 TELADOC HEALTH INC COM 87918A105 76298 1372270 SH DFND 2,5,8,13,19,20 1089533 650 282087 TELARIA INC COM 879181105 4290 676684 SH DFND 2,20 549684 0 127000 TELEDYNE TECHNOLOGIES INC COM 879360105 270765 1142420 SH DFND 2,5,6,8,11,12,13,19,20 1055700 488 86232 TELEFLEX INC COM 879369106 575308 1903985 SH DFND 2,5,6,8,10,11,12,13,19,20 1774209 29840 99936 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 21146 1649309 SH DFND 1,2,5,10,19,20 1397384 198604 53321 TELEFONICA S A SPONSORED ADR 879382208 441 52769 SH DFND 1,20 52769 0 0 ATKORE INTL GROUP INC COM 047649108 18115 841361 SH DFND 2,5,8,20 689858 0 151503 TELENAV INC COM 879455103 3297 543207 SH DFND 2,5,20 458460 0 84747 TELEPHONE & DATA SYS INC COM NEW 879433829 194363 6324877 SH DFND 2,5,6,8,11,12,13,20 6182172 2647 140058 TELIGENT INC NEW COM 87960W104 911 785396 SH DFND 2,5,20 669689 0 115707 TELLURIAN INC NEW COM 87968A104 31852 2843947 SH DFND 2,5,8,20 2583966 0 259981 TELUS CORP COM 87971M103 3506 124681 SH DFND 6 124681 0 0 TEMPUR SEALY INTL INC COM 88023U101 69526 1205585 SH DFND 2,5,6,8,11,13,19,20 1142308 1172 62105 TENABLE HLDGS INC COM 88025T102 15634 493810 SH DFND 2,20 407507 0 86303 TENARIS S A SPONSORED ADS 88031M109 2346 83059 SH DFND 1,20 83059 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 25085 1385900 SH DFND 2,5,8,10,11,19,20 1385900 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 83471 2894293 SH DFND 1,2,5,6,8,11,12,20 2595974 2081 296238 ATLANTIC CAP BANCSHARES INC COM 048269203 11039 619136 SH DFND 2,5,8,20 538000 0 81136 TENNANT CO COM 880345103 31543 508015 SH DFND 2,5,8,20 451998 278 55739 TENNECO INC CL A VTG COM STK 880349105 25183 1136424 SH DFND 2,5,8,12,13,20 955633 623 180168 TERADATA CORP DEL COM 88076W103 128742 2949410 SH DFND 1,2,5,6,8,11,13,19,20 2792053 1664 155693 TERADYNE INC COM 880770102 174302 4375040 SH DFND 2,5,6,8,11,13,19,20 4141731 2174 231135 TERADYNE INC NOTE 1.250%12/1 880770AG7 19260 13740000 SH DFND 2,5 13740000 0 0 TEREX CORP NEW COM 880779103 52383 1630348 SH DFND 2,5,6,8,11,12,13,20 1536046 695 93607 TERNIUM SA SPONSORED ADS 880890108 6908 253785 SH DFND 5,13,20 244256 0 9529 TERRAFORM PWR INC COM CL A 88104R209 20348 1480956 SH DFND 2,5,8,20 1256136 0 224820 TERRENO RLTY CORP COM 88146M101 75623 1788699 SH DFND 2,5,8,10,20 1531280 13552 243867 TERRITORIAL BANCORP INC COM 88145X108 5559 206590 SH DFND 2,5,6,13,20 179295 0 27295 ATLANTIC PWR CORP COM NEW 04878Q863 5419 2150585 SH DFND 2,5,20 1800924 0 349661 TESLA INC COM 88160R101 795902 2843930 SH DFND 2,5,6,8,10,12,13,19,20 2442551 71795 329584 TESLA INC NOTE 1.250% 3/0 88160RAC5 42059 40980000 SH DFND 2,5 40980000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 32506 29675000 SH DFND 2,5 29675000 0 0 TETRA TECH INC NEW COM 88162G103 95033 1594782 SH DFND 2,5,8,19,20 1415220 1372 178190 TETRA TECHNOLOGIES INC DEL COM 88162F105 8019 3426929 SH DFND 2,5,8,20 2996992 3561 426376 TETRAPHASE PHARMACEUTICALS I COM 88165N105 1469 1095945 SH DFND 2,5,20 963850 0 132095 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 12337 13292000 SH DFND 2,5 13292000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 166560 10622421 SH DFND 1,2,5,6,8,10,12,13,19,20 9743787 122173 756461 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 138165 2530957 SH DFND 2,5,6,8,11,13,20 2465566 800 64591 TEXAS INSTRS INC COM 882508104 4182962 39435867 SH DFND 1,2,5,6,8,10,11,12,13,19,20 34046896 1155456 4233515 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4602728 26148824 SH DFND 2,5,6,8,10,11,12,13,19,20 22654452 811466 2682906 ATLANTICA YIELD PLC SHS G0751N103 355 18247 SH DFND 2,5,20 18247 0 0 TEXAS PAC LD TR SUB CTF PROP I T 882610108 8192 10589 SH DFND 2,5,8,20 8640 100 1849 TEXAS ROADHOUSE INC COM 882681109 135010 2170928 SH DFND 2,5,6,8,11,13,20 1889379 800 280749 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 4080 422787 SH DFND 2,5,20 349985 0 72802 TEXTRON INC COM 883203101 528513 10428387 SH DFND 2,5,6,8,10,11,12,13,19,20 9584877 135452 708058 TFS FINL CORP COM 87240R107 12070 732820 SH DFND 2,5,6,8,13,20 645212 0 87608 TG THERAPEUTICS INC COM 88322Q108 26347 3276966 SH DFND 2,5,20 3084159 0 192807 THE CHARLES SCHWAB CORPORATI COM 808513105 2310545 54035197 SH DFND 2,5,6,8,10,11,12,13,19,20 48704768 659886 4670543 THE TRADE DESK INC COM CL A 88339J105 134968 681830 SH DFND 2,5,8,13,20 573405 400 108025 THERAPEUTICSMD INC COM 88338N107 21211 4355538 SH DFND 2,5,8,20 3760837 0 594701 THERAVANCE BIOPHARMA INC COM G8807B106 20488 903754 SH DFND 2,5,8,20 760486 882 142386 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 39598 783185 SH DFND 2,5,8,20 708484 0 74701 THERMO FISHER SCIENTIFIC INC COM 883556102 4494035 16407096 SH DFND 2,5,6,8,10,11,12,13,19,20 14548416 280913 1577767 THERMON GROUP HLDGS INC COM 88362T103 16261 663439 SH DFND 2,5,8,20 551876 0 111563 THESTREET INC COM 88368Q103 27 11468 SH DFND 20 11468 0 0 THIRD PT REINS LTD COM G8827U100 22494 2167071 SH DFND 2,5,8,20 1903434 0 263637 THOMSON REUTERS CORP COM NEW 884903709 693 11710 SH DFND 20 2178 9532 0 THOR INDS INC COM 885160101 90072 1444149 SH DFND 2,5,6,8,11,13,19,20 1219810 3845 220494 TIDEWATER INC NEW COM 88642R109 14541 627052 SH DFND 2,5,8,20 540490 0 86562 TIER REIT INC COM NEW 88650V208 64304 2243691 SH DFND 2,5,8,10,20 2007962 12500 223229 TIFFANY & CO NEW COM 886547108 493072 4647433 SH DFND 2,5,6,8,10,11,12,13,19,20 4110840 116968 419625 TILE SHOP HLDGS INC COM 88677Q109 6692 1182304 SH DFND 2,5,8,20 1067853 0 114451 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 64 25856 SH DFND 2,20 25856 0 0 TILLYS INC CL A 886885102 3832 344288 SH DFND 2,20 284288 0 60000 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 11056 733177 SH DFND 2,10,20 613670 67769 51738 TIMBERLAND BANCORP INC COM 887098101 2981 106534 SH DFND 2,20 88961 0 17573 TIMKEN CO COM 887389104 91880 2106362 SH DFND 2,5,6,8,11,12,13,20 1697270 1191 407901 TIMKENSTEEL CORP COM 887399103 15871 1461408 SH DFND 2,5,8,20 1331338 1545 128525 TIPTREE INC COM 88822Q103 2741 430571 SH DFND 2,20 353101 0 77470 TITAN INTL INC ILL COM 88830M102 8233 1377838 SH DFND 2,5,8,20 1222954 1227 153657 TITAN MACHY INC COM 88830R101 5694 365954 SH DFND 2,5,8,20 297404 0 68550 TIVITY HEALTH INC COM 88870R102 26769 1524440 SH DFND 2,5,8,20 1372854 1282 150304 TIVO CORP COM 88870P106 33639 3609326 SH DFND 2,5,8,20 3194262 1794 413270 ATLASSIAN CORP PLC CL A G06242104 122185 1087154 SH DFND 2,5,6,8,10,12,13,19,20 1018265 0 68889 TJX COS INC NEW COM 872540109 3132021 58861515 SH DFND 2,5,6,8,10,11,12,13,19,20 51343062 1870505 5647948 TOCAGEN INC COM 888846102 3384 311353 SH DFND 2,13,20 258866 0 52487 TOLL BROTHERS INC COM 889478103 157048 4338351 SH DFND 2,5,6,8,11,12,13,19,20 4147560 5926 184865 TOMPKINS FINANCIAL CORPORATI COM 890110109 29961 393866 SH DFND 2,5,8,20 345749 0 48117 TOOTSIE ROLL INDS INC COM 890516107 22164 595175 SH DFND 2,5,6,8,11,20 538520 728 55927 TOPBUILD CORP COM 89055F103 73266 1130304 SH DFND 2,5,8,20 980007 340 149957 TORCHLIGHT ENERGY RES INC COM 89102U103 25 15300 SH DFND 20 15300 0 0 TORCHMARK CORP COM 891027104 437159 5334459 SH DFND 2,5,6,8,10,11,12,13,19,20 4627490 114257 592712 TORO CO COM 891092108 182804 2646896 SH DFND 2,5,6,8,11,13,19,20 2502500 2072 142324 TORONTO DOMINION BK ONT COM NEW 891160509 525 9666 SH DFND 20 9666 0 0 ATMOS ENERGY CORP COM 049560105 835858 8120641 SH DFND 2,5,6,8,10,11,12,13,19,20 7678648 116305 325688 TOTAL S A SPONSORED ADS 89151E109 275 4884 SH DFND 20 4884 0 0 TOTAL SYS SVCS INC COM 891906109 620433 6521340 SH DFND 2,5,6,8,10,11,12,13,19,20 5721123 109590 690627 TOWER INTL INC COM 891826109 9197 437328 SH DFND 2,5,8,20 342193 1600 93535 TOWN SPORTS INTL HLDGS INC COM 89214A102 1163 244347 SH DFND 2,20 204047 0 40300 TOWNEBANK PORTSMOUTH VA COM 89214P109 32471 1303550 SH DFND 2,5,8,20 1091388 1500 210662 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5108 43279 SH DFND 1,2,20 43279 0 0 TPG RE FIN TR INC COM 87266M107 16555 826351 SH DFND 2,5,6,8,20 705558 0 120793 TPI COMPOSITES INC COM 87266J104 8314 290501 SH DFND 2,5,8,20 238583 0 51918 TRACTOR SUPPLY CO COM 892356106 531633 5438147 SH DFND 2,5,6,8,10,11,12,13,19,20 4733130 199758 505259 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 10 11625 SH DFND 20 11625 0 0 ATN INTL INC COM 00215F107 18976 335496 SH DFND 2,5,8,20 301994 0 33502 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 717 22941 SH DFND 2,20 20001 0 2940 TRANSDIGM GROUP INC COM 893641100 966658 2129249 SH DFND 2,5,6,8,10,11,12,13,19,20 1845929 45311 238009 TRANSENTERIX INC COM NEW 89366M201 16520 6941150 SH DFND 2,5,8,20 6429261 0 511889 TRANSLATE BIO INC COM 89374L104 3186 312650 SH DFND 2,20 255250 0 57400 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 25387 22725000 SH DFND 2,5 22725000 0 0 TRANSOCEAN LTD REG SHS H8817H100 118141 13563783 SH DFND 2,5,6,8,11,13,20 12866503 0 697280 TRANSUNION COM 89400J107 251462 3762155 SH DFND 2,5,6,8,10,12,13,19,20 3237975 115955 408225 TRAVELCENTERS AMER LLC COM 894174101 90 21846 SH DFND 2 21846 0 0 TRAVELERS COMPANIES INC COM 89417E109 2408421 17559206 SH DFND 2,5,6,8,10,11,12,13,19,20 10731374 270304 6557528 TRAVELPORT WORLDWIDE LTD SHS G9019D104 57714 3669071 SH DFND 2,5,6,8,20 3262303 3300 403468 ATRICURE INC COM 04963C209 25552 953781 SH DFND 2,5,8,20 840177 0 113604 TRAVELZOO COM NEW 89421Q205 869 64870 SH DFND 2,20 54070 0 10800 TRECORA RES COM 894648104 3527 388033 SH DFND 2,5,20 333678 0 54355 TREDEGAR CORP COM 894650100 12287 755600 SH DFND 2,5,8,20 673934 1576 80090 TREEHOUSE FOODS INC COM 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SH DFND 1 117590 0 0 TRINITY INDS INC COM 896522109 89132 4101778 SH DFND 2,5,6,8,11,13,20 3292129 2358 807291 TRINITY PL HLDGS INC COM 89656D101 1273 318306 SH DFND 2,20 264627 0 53679 TRINSEO S A SHS L9340P101 40544 895006 SH DFND 2,5,8,10,20 746186 13466 135354 TRIPADVISOR INC COM 896945201 239211 4649386 SH DFND 2,5,6,8,10,11,12,13,19,20 3977642 75551 596193 TRIPLE-S MGMT CORP CL B 896749108 12327 540187 SH DFND 2,5,8,20 458929 0 81258 ATTUNITY LTD SHS NEW M15332121 343 14630 SH DFND 2 14630 0 0 TRISTATE CAP HLDGS INC COM 89678F100 13904 680587 SH DFND 2,5,8,20 597926 0 82661 TRITON INTL LTD CL A G9078F107 33957 1091874 SH DFND 2,5,8,20 908666 12500 170708 TRIUMPH BANCORP INC COM 89679E300 25895 881065 SH DFND 2,5,8,20 806939 0 74126 TRIUMPH GROUP INC NEW COM 896818101 55622 2918281 SH DFND 2,5,8,20 2742098 1902 174281 TRONOX HOLDINGS PLC SHS G9087Q102 23567 1792147 SH DFND 2,5,20 1792147 0 0 TRUEBLUE INC COM 89785X101 27399 1159026 SH DFND 2,5,8,20 1022352 1702 134972 TRUECAR INC 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90187B408 51742 3696898 SH DFND 2,5,6,8,13,20 3327816 5727 363355 TYLER TECHNOLOGIES INC COM 902252105 186754 913668 SH DFND 2,5,6,8,11,13,19,20 862483 428 50757 AUDENTES THERAPEUTICS INC COM 05070R104 54060 1385442 SH DFND 2,5,8,20 1279183 0 106259 TYME TECHNOLOGIES INC COM 90238J103 2851 1620057 SH DFND 2,20 1308157 0 311900 TYSON FOODS INC CL A 902494103 960589 13835365 SH DFND 2,5,6,8,10,12,13,19,20 12007825 206201 1621339 U S CONCRETE INC COM NEW 90333L201 18408 444414 SH DFND 2,5,8,20 393126 0 51288 U S G CORP COM NEW 903293405 64048 1479160 SH DFND 2,5,8,13,19,20 1372645 739 105776 U S PHYSICAL THERAPY INC COM 90337L108 40909 388507 SH DFND 2,5,8,20 344823 300 43384 U S SILICA HLDGS INC COM 90346E103 48253 2769965 SH DFND 2,5,8,13,20 2520084 2100 247781 U S WELL SVCS INC CL A 91274U101 88 11000 SH DFND 20 11000 0 0 UBIQUITI NETWORKS INC COM 90347A100 33943 226722 SH DFND 2,5,8,19,20 203517 300 22905 UBS GROUP AG SHS H42097107 176679 14589485 SH DFND 20 534 0 14588951 UDR INC COM 902653104 828304 18220502 SH DFND 2,5,6,8,10,11,12,13,19,20 16531892 235967 1452643 AUDIOCODES LTD ORD M15342104 343 24800 SH DFND 20 24800 0 0 UFP TECHNOLOGIES INC COM 902673102 4428 118389 SH DFND 2,20 100770 0 17619 UGI CORP NEW COM 902681105 509360 9148966 SH DFND 2,5,6,8,10,11,12,13,19,20 8215194 240905 692867 ULTA BEAUTY INC COM 90384S303 850083 2437654 SH DFND 2,5,6,8,10,11,12,13,19,20 2144691 78310 214653 ULTIMATE SOFTWARE GROUP INC COM 90385D107 243516 737636 SH DFND 2,5,6,8,11,13,19,20 696756 347 40533 ULTRA CLEAN HLDGS INC COM 90385V107 13102 1265885 SH DFND 2,5,8,20 1133980 0 131905 ULTRA PETROLEUM CORP COM NEW 903914208 2419 3964887 SH DFND 2,5,20 3399632 0 565255 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 133290 1921711 SH DFND 2,5,8,13,19,20 1757159 900 163652 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 17543 1468033 SH DFND 2,10,13,19,20 1277255 153030 37748 UMB FINL CORP COM 902788108 129152 2007417 SH DFND 2,5,6,8,11,13,20 1747317 308 259792 UMH PPTYS INC COM 903002103 10129 719393 SH DFND 2,5,8,20 606634 0 112759 AUTODESK INC COM 052769106 1330538 8538945 SH DFND 2,5,6,8,10,11,12,13,19,20 7586888 117885 834172 UMPQUA HLDGS CORP COM 904214103 160627 9613428 SH DFND 2,5,6,8,11,12,13,20 9328935 2162 282331 UNDER ARMOUR INC CL A 904311107 179861 8508100 SH DFND 2,5,6,8,10,11,12,13,19,20 6759024 98915 1650161 UNDER ARMOUR INC CL C 904311206 146050 7739796 SH DFND 2,5,6,8,10,11,12,13,19,20 6726347 100766 912683 UNIFI INC COM NEW 904677200 8970 463574 SH DFND 2,5,8,20 407853 843 54878 UNIFIRST CORP MASS COM 904708104 69134 450383 SH DFND 2,5,8,20 392360 143 57880 UNILEVER N V N Y SHS NEW 904784709 784 13443 SH DFND 1,20 13443 0 0 UNILEVER PLC SPON ADR NEW 904767704 4750 82297 SH DFND 1,20 82297 0 0 UNION BANKSHARES CORP NEW COM 90539J109 76337 2361194 SH DFND 2,5,8,20 2077244 1600 282350 UNION BANKSHARES INC COM 905400107 2472 54658 SH DFND 2,20 44390 0 10268 UNION PACIFIC CORP COM 907818108 5060057 30263498 SH DFND 1,2,5,6,8,10,11,12,13,19,20 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COM 913483103 14559 391907 SH DFND 2,5,8,20 347709 436 43762 AUTONATION INC COM 05329W102 55786 1561745 SH DFND 2,5,6,8,11,12,13,20 1488409 2292 71044 UNIVERSAL FST PRODS INC COM 913543104 53960 1805274 SH DFND 2,5,8,20 1538668 651 265955 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 50390 665570 SH DFND 2,5,8,10,20 605551 3300 56719 UNIVERSAL HLTH SVCS INC CL B 913903100 508038 3797844 SH DFND 2,5,6,8,10,11,12,13,19,20 3349922 83981 363941 UNIVERSAL INS HLDGS INC COM 91359V107 28668 924760 SH DFND 2,5,8,20 807758 8300 108702 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2822 143374 SH DFND 2,20 117854 0 25520 UNIVERSAL STAINLESS & ALLOY COM 913837100 1856 112016 SH DFND 2,20 91016 0 21000 UNIVERSAL TECHNICAL INST INC COM 913915104 43 12718 SH DFND 20 12718 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 17708 718403 SH DFND 2,5,8,20 625756 0 92647 UNUM GROUP COM 91529Y106 349051 10317785 SH DFND 2,5,6,8,10,11,12,13,19,20 9217541 214791 885453 UNUM THERAPEUTICS INC COM 903214104 946 215459 SH DFND 2,20 157759 0 57700 AUTOZONE INC COM 053332102 1190735 1162691 SH DFND 2,5,6,8,10,11,12,13,19,20 1014584 21333 126774 UPLAND SOFTWARE INC COM 91544A109 14316 337958 SH DFND 2,8,20 287086 0 50872 UPWORK INC COM 91688F104 4608 240755 SH DFND 2,20 205115 0 35640 UQM TECHNOLOGIES INC COM 903213106 26 15978 SH DFND 20 15978 0 0 URANIUM ENERGY CORP COM 916896103 3861 2757976 SH DFND 2,5,20 2231390 0 526586 URBAN EDGE PPTYS COM 91704F104 111596 5873479 SH DFND 2,5,6,8,10,11,13,20 5366034 28792 478653 URBAN ONE INC CL D NON VTG 91705J204 35 17372 SH DFND 20 17372 0 0 URBAN OUTFITTERS INC COM 917047102 69238 2335955 SH DFND 2,5,6,8,11,12,13,19,20 2234252 1466 100237 UROGEN PHARMA LTD COM M96088105 2839 76867 SH DFND 2,8,20 61467 0 15400 URSTADT BIDDLE PPTYS INC CL A 917286205 25581 1239387 SH DFND 2,5,8,10,20 1105253 7100 127034 US BANCORP DEL COM NEW 902973304 3227251 66461798 SH DFND 1,2,5,6,8,10,11,12,13,19,20 58777359 1097455 6586984 AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 128 89192 SH DFND 1 89192 0 0 US ECOLOGY INC COM 91732J102 34723 620280 SH DFND 2,5,8,20 547102 0 73178 US FOODS HLDG CORP COM 912008109 103421 2962507 SH DFND 2,5,8,12,13,20 2682682 3700 276125 US XPRESS ENTERPRISES INC COM CL A 90338N202 1950 295078 SH DFND 2,20 241555 0 53523 USA TECHNOLOGIES INC COM NO PAR 90328S500 4029 970888 SH DFND 2,5,20 811718 0 159170 USA TRUCK INC COM 902925106 1740 120510 SH DFND 2,20 97910 0 22600 USANA HEALTH SCIENCES INC COM 90328M107 22680 270421 SH DFND 2,5,6,8,20 215924 0 54497 UTAH MED PRODS INC COM 917488108 6435 72679 SH DFND 2,5,20 63223 0 9456 UXIN LTD ADS 91818X108 195 51500 SH DFND 2 51500 0 0 V F CORP COM 918204108 1610968 18536044 SH DFND 2,5,6,8,10,11,12,13,19,20 14926577 418173 3191294 VAALCO ENERGY INC COM NEW 91851C201 62 27558 SH DFND 20 27558 0 0 ACCURAY INC COM 004397105 11504 2411725 SH DFND 2,5,8,20 2164869 0 246856 AVALARA INC COM 05338G106 26388 472994 SH DFND 2,20 393945 0 79049 VAIL RESORTS INC COM 91879Q109 187586 856386 SH DFND 2,5,6,8,10,12,13,19,20 722892 26172 107322 VALE S A SPONSORED ADS 91912E105 205763 15755174 SH DFND 2,5,8,10,13,19,20 14112151 1394989 248034 VALERO ENERGY CORP NEW COM 91913Y100 1894676 22334973 SH DFND 2,5,6,8,10,11,12,13,19,20 19733003 547744 2054226 VALHI INC NEW COM 918905100 823 356151 SH DFND 2,20 305189 0 50962 VALLEY NATL BANCORP COM 919794107 145962 15060445 SH DFND 2,5,6,8,11,20 14049117 6253 1005075 VALMONT INDS INC COM 920253101 69974 536304 SH DFND 2,5,6,8,11,13,19,20 509506 216 26582 VALVOLINE INC COM 92047W101 87534 4716283 SH DFND 2,5,6,8,11,13,19,20 4471296 1813 243174 VANDA PHARMACEUTICALS INC COM 921659108 67580 3672809 SH DFND 2,5,8,20 3505173 0 167636 VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1409 22600 SH DFND 10 0 0 22600 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 402030 4952325 SH DFND 1,2 4952325 0 0 AVALONBAY CMNTYS INC COM 053484101 1885744 9324697 SH DFND 2,5,6,8,10,11,12,13,19,20 8427445 125758 771494 VANGUARD INDEX FDS MID CAP ETF 922908629 215 1335 SH DFND 1 1335 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 146348 1672002 SH DFND 1,2,10,20 1659002 13000 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5648 21762 SH DFND 1 21762 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 11378 78624 SH DFND 1 78624 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 16533 329676 SH DFND 20 329676 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 29956 704857 SH DFND 1,20 695179 9678 0 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 84732 1286545 SH DFND 2,20 1088223 0 198322 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1018 13914 SH DFND 1 13914 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 328 3781 SH DFND 1 3781 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 5814 63518 SH DFND 12 63518 0 0 AVANGRID INC COM 05351W103 38966 767624 SH DFND 2,5,6,8,10,12,13,19,20 727235 0 40389 VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8497 207735 SH DFND 1,20 159653 7817 40265 VAPOTHERM INC COM 922107107 1089 55401 SH DFND 2,20 43401 0 12000 VAREX IMAGING CORP COM 92214X106 46424 1370254 SH DFND 2,5,8,13,20 1237089 1161 132004 VARIAN MED SYS INC COM 92220P105 604364 4264495 SH DFND 2,5,6,8,10,11,12,13,19,20 3726279 139309 398907 VARONIS SYS INC COM 922280102 35757 599652 SH DFND 2,5,8,20 508191 0 91461 VBI VACCINES INC COM NEW 91822J103 165 88400 SH DFND 20 88400 0 0 VECTOR GROUP LTD COM 92240M108 21337 1977467 SH DFND 2,5,6,8,20 1737368 1625 238474 VECTRUS INC COM 92242T101 6373 239662 SH DFND 2,5,20 206828 0 32834 VEDANTA LTD SPONSORED ADR 92242Y100 17789 1684581 SH DFND 2,5,8,20 1677513 0 7068 VEECO INSTRS INC DEL COM 922417100 14942 1378388 SH DFND 2,5,8,20 1226290 1747 150351 AVANOS MED INC COM 05350V106 82228 1926616 SH DFND 1,2,5,6,8,11,19,20 1583379 257 342980 VEEVA SYS INC CL A COM 922475108 335922 2647978 SH DFND 2,5,6,8,10,12,13,19,20 2206820 67049 374109 VENATOR MATLS PLC SHS G9329Z100 570 101462 SH DFND 5,8,20 101462 0 0 VENTAS INC COM 92276F100 1570397 24311373 SH DFND 2,5,6,8,10,11,12,13,19,20 22061555 279189 1970629 VEON LTD SPONSORED ADR 91822M106 1133 541998 SH DFND 2,5,8,10,20 541998 0 0 VEONEER INCORPORATED COM 92336X109 6296 275303 SH DFND 2,5,8,13,19,20 254404 2800 18099 VERA BRADLEY INC COM 92335C106 8309 627070 SH DFND 2,5,8,20 529654 0 97416 VERACYTE INC COM 92337F107 28225 1128084 SH DFND 2,20 1043291 0 84793 VERASTEM INC COM 92337C104 3696 1248741 SH DFND 2,5,20 1057261 0 191480 VEREIT INC COM 92339V100 345744 40649387 SH DFND 2,5,6,8,10,12,13,19,20 32880254 791860 6977273 VEREIT INC NOTE 3.750%12/1 02917TAB0 9042 8975000 SH DFND 2 8975000 0 0 AVAYA HLDGS CORP COM 05351X101 38056 2261212 SH DFND 2,5,8,20 1938512 0 322700 VERICEL CORP COM 92346J108 35826 2046032 SH DFND 2,5,8,20 1916531 0 129501 VERINT SYS INC COM 92343X100 80430 1343628 SH DFND 2,5,8,19,20 1139784 400 203444 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 12554 11385000 SH DFND 2,5 11385000 0 0 VERISIGN INC COM 92343E102 803884 4427647 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3824458 73821 529368 VERISK ANALYTICS INC COM 92345Y106 895072 6729867 SH DFND 2,5,6,8,10,11,12,13,19,20 5744658 85850 899359 VERITEX HLDGS INC COM 923451108 40533 1673549 SH DFND 2,5,8,20 1478097 0 195452 VERITIV CORP COM 923454102 9518 361619 SH DFND 2,5,8,20 320729 306 40584 VERITONE INC COM 92347M100 534 102784 SH DFND 2,20 84267 0 18517 VERIZON COMMUNICATIONS INC COM 92343V104 9547652 161468828 SH DFND 1,2,5,6,8,10,11,12,13,19,20 135627778 3072405 22768645 VERRA MOBILITY CORP COM 92511U102 1991 167303 SH DFND 2,20 167303 0 0 AVEO PHARMACEUTICALS INC COM 053588109 1487 1813505 SH DFND 2,20 1424505 0 389000 VERRICA PHARMACEUTICALS INC COM 92511W108 918 84880 SH DFND 2,20 72180 0 12700 VERSO CORP CL A 92531L207 17873 834384 SH DFND 2,5,8,20 684996 0 149388 VERSUM MATLS INC COM 92532W103 136084 2704913 SH DFND 1,2,5,6,8,11,13,19,20 2553970 934 150009 VERTEX PHARMACEUTICALS INC COM 92532F100 2112490 11484046 SH DFND 2,5,6,8,10,11,12,13,19,20 10320488 178695 984863 VERU INC COM 92536C103 19 12708 SH DFND 20 12708 0 0 VIACOM INC NEW CL A 92553P102 1146 35112 SH DFND 2,20 30131 0 4981 VIACOM INC NEW CL B 92553P201 503377 17811006 SH DFND 2,5,6,8,10,11,12,13,19,20 15269804 421706 2119496 VIAD CORP COM NEW 92552R406 33078 586587 SH DFND 2,5,8,20 520839 478 65270 VIASAT INC COM 92552V100 137887 1779185 SH DFND 2,5,6,8,11,12,13,19,20 1605209 427 173549 VIAVI SOLUTIONS INC COM 925550105 81825 6609481 SH DFND 2,5,8,19,20 5877507 7357 724617 AVERY DENNISON CORP COM 053611109 466227 4125902 SH DFND 2,5,6,8,10,11,12,13,19,20 3441366 95161 589375 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 14664 13025000 SH DFND 2,5 13025000 0 0 VICI PPTYS INC COM 925652109 238726 10770388 SH DFND 2,5,8,10,13,19,20 9528598 99300 1142490 VICOR CORP COM 925815102 14972 482670 SH DFND 2,5,8,20 425270 0 57400 VIEWRAY INC COM 92672L107 15828 2141768 SH DFND 2,5,8,20 1960642 0 181126 VIKING THERAPEUTICS INC COM 92686J106 71845 7227888 SH DFND 2,5,8,20 7038100 0 189788 VILLAGE SUPER MKT INC CL A NEW 927107409 5941 217379 SH DFND 2,5,20 195711 0 21668 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 70336 8759117 SH DFND 2,5,8,10,11,12,13,19,20 6801784 407200 1550133 VIRNETX HLDG CORP COM 92823T108 6822 1077800 SH DFND 2,5,20 938903 0 138897 VIRTU FINL INC CL A 928254101 14073 592541 SH DFND 2,5,8,20 540234 0 52307 VIRTUS INVT PARTNERS INC COM 92828Q109 18872 193462 SH DFND 2,5,8,20 171769 0 21693 AVID BIOSERVICES INC COM 05368M106 3672 864097 SH DFND 2,5,20 712499 0 151598 VIRTUSA CORP COM 92827P102 43380 811597 SH DFND 2,5,8,20 719821 700 91076 VISA INC COM CL A 92826C839 12224903 78269437 SH DFND 2,5,6,8,10,11,12,13,19,20 63751843 1922575 12595019 VISHAY INTERTECHNOLOGY INC COM 928298108 80729 4370830 SH DFND 2,5,6,8,11,19,20 3937657 789 432384 VISHAY PRECISION GROUP INC COM 92835K103 6808 199007 SH DFND 2,5,20 164242 0 34765 VISTA OUTDOOR INC COM 928377100 12752 1591955 SH DFND 2,5,8,20 1415279 2386 174290 VISTEON CORP COM NEW 92839U206 51085 758493 SH DFND 2,5,6,8,11,12,13,19,20 716599 459 41435 VISTRA ENERGY CORP COM 92840M102 221556 8511565 SH DFND 2,5,6,8,10,12,13,19,20 6897252 397747 1216566 VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 11432 115850 SH DFND 2 115850 0 0 VITAL THERAPIES INC COM 92847R104 77 389259 SH DFND 2,20 325159 0 64100 VITAMIN SHOPPE INC COM 92849E101 1213 172286 SH DFND 2,20 172286 0 0 AVID TECHNOLOGY INC COM 05367P100 3971 533036 SH DFND 2,20 446185 0 86851 VIVEVE MED INC COM NEW 92852W204 11 11200 SH DFND 20 11200 0 0 VIVINT SOLAR INC COM 92854Q106 2725 548310 SH DFND 2,20 479715 0 68595 VMWARE INC CL A COM 928563402 343442 1902619 SH DFND 2,5,6,8,10,12,13,19,20 1509635 97008 295976 VOCERA COMMUNICATIONS INC COM 92857F107 19002 600750 SH DFND 2,5,8,20 501443 0 99307 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1060 58316 SH DFND 1,2,20 58316 0 0 VONAGE HLDGS CORP COM 92886T201 64973 6471405 SH DFND 2,5,8,20 5753642 4300 713463 VORNADO RLTY TR SH BEN INT 929042109 760206 11272330 SH DFND 2,5,6,8,10,11,12,13,19,20 10217056 129190 926084 VOXX INTL CORP CL A 91829F104 123 26547 SH DFND 2,20 26547 0 0 VOYA FINL INC COM 929089100 241168 4827219 SH DFND 2,5,6,8,10,12,13,19,20 3866462 125814 834943 VOYAGER THERAPEUTICS INC COM 92915B106 7237 378095 SH DFND 2,5,20 317220 0 60875 AVIS BUDGET GROUP INC COM 053774105 79962 2293809 SH DFND 2,5,6,8,11,12,13,20 2061937 1388 230484 VSE CORP COM 918284100 6168 195329 SH DFND 2,5,8,20 170974 0 24355 VULCAN MATLS CO COM 929160109 662733 5597407 SH DFND 2,5,6,8,10,11,12,13,19,20 4913451 70606 613350 VUZIX CORP COM NEW 92921W300 1185 387240 SH DFND 2,20 321040 0 66200 W & T OFFSHORE INC COM 92922P106 29223 4235235 SH DFND 2,5,8,10,20 3930222 39889 265124 W P CAREY INC COM 92936U109 492584 6208910 SH DFND 2,5,6,8,10,12,13,19,20 5398758 131053 679099 WABASH NATL CORP COM 929566107 24470 1805902 SH DFND 2,5,8,20 1523604 2200 280098 WABCO HLDGS INC COM 92927K102 149188 1131669 SH DFND 2,5,6,8,10,12,13,19,20 908334 52556 170779 WABTEC CORP COM 929740108 397258 5388736 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4956162 72343 360231 WADDELL & REED FINL INC CL A 930059100 40034 2315463 SH DFND 2,5,8,20 2067489 3343 244631 WAGEWORKS INC COM 930427109 41851 1108342 SH DFND 2,5,8,13,20 983008 1200 124134 ACELRX PHARMACEUTICALS INC COM 00444T100 180 51852 SH DFND 2,20 51852 0 0 AVISTA CORP COM 05379B107 77100 1898069 SH DFND 2,5,8,13,20 1695727 920 201422 WAITR HLDGS INC COM 930752100 386 31400 SH DFND 20 31400 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2832057 44761457 SH DFND 1,2,5,6,8,10,11,12,13,19,20 34945065 615366 9201026 WALKER & DUNLOP INC COM 93148P102 40305 791692 SH DFND 2,5,8,20 706349 0 85343 WALMART INC COM 931142103 6787137 69213247 SH DFND 1,2,5,6,8,10,11,12,13,19,20 57349653 1413116 10450478 WARRIOR MET COAL INC COM 93627C101 58191 1914189 SH DFND 2,5,10,20 1776417 0 137772 WASHINGTON FED INC COM 938824109 88788 3073313 SH DFND 2,5,6,8,11,20 2811321 1029 260963 WASHINGTON PRIME GROUP NEW COM 93964W108 54921 9720617 SH DFND 2,5,8,10,13,20 8855554 50399 814664 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 112577 3966756 SH DFND 2,5,8,10,12,13,20 3611095 20587 335074 WASHINGTON TR BANCORP COM 940610108 17311 356046 SH DFND 2,5,8,20 252138 0 103908 WASTE CONNECTIONS INC COM 94106B101 218366 2464906 SH DFND 2,5,6,8,10,12,13,19,20 1911178 164422 389306 AVNET INC COM 053807103 159172 3670091 SH DFND 2,5,6,8,10,11,12,13,19,20 3494973 20115 155003 WASTE MGMT INC DEL COM 94106L109 2098206 20192531 SH DFND 2,5,6,8,10,11,12,13,19,20 15652265 2578009 1962257 WATERS CORP COM 941848103 800097 3178645 SH DFND 2,5,6,8,10,11,12,13,19,20 2769173 75764 333708 WATERSTONE FINL INC MD COM 94188P101 10533 621496 SH DFND 2,5,6,8,20 543538 0 77958 WATSCO INC COM 942622200 115046 803341 SH DFND 2,5,6,8,11,13,19,20 759630 487 43224 WATTS WATER TECHNOLOGIES INC CL A 942749102 69514 860109 SH DFND 2,5,8,20 713794 144 146171 WAVE LIFE SCIENCES LTD SHS Y95308105 16065 413523 SH DFND 2,5,8,20 350707 0 62816 WAYFAIR INC CL A 94419L101 179170 1206938 SH DFND 2,5,6,8,10,12,13,19,20 1046985 30028 129925 WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 18082 11794000 SH DFND 2,5 11794000 0 0 WD-40 CO COM 929236107 68841 406288 SH DFND 2,5,6,8,20 362677 35 43576 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 33082 40150000 SH DFND 2,5 40150000 0 0 AVON PRODS INC COM 054303102 15553 5290247 SH DFND 1,2,5,8,12,20 5161803 16589 111855 WEATHERFORD INTL PLC ORD SHS G48833100 16615 23803158 SH DFND 2,5,8,12,13,20 22454721 42841 1305596 WEBSTER FINL CORP CONN COM 947890109 175012 3453958 SH DFND 2,5,6,8,11,13,20 3334249 5974 113735 WEC ENERGY GROUP INC COM 92939U106 1297040 16401621 SH DFND 2,5,6,8,10,11,12,13,19,20 14565230 197653 1638738 WEIBO CORP SPONSORED ADR 948596101 72794 1174282 SH DFND 1,2,5,8,10,11,12,13,19,20 965410 28930 179942 WEIGHT WATCHERS INTL INC NEW COM 948626106 24684 1225023 SH DFND 2,5,6,8,11,13,20 1084224 336 140463 WEINGARTEN RLTY INVS SH BEN INT 948741103 184246 6273277 SH DFND 2,5,6,8,10,11,13,19,20 5898961 28844 345472 WEIS MKTS INC COM 948849104 12717 311627 SH DFND 2,5,8,20 276375 370 34882 WELBILT INC COM 949090104 36336 2218291 SH DFND 2,5,8,20 1545513 886 671892 WELLCARE HEALTH PLANS INC COM 94946T106 575134 2132100 SH DFND 2,5,6,8,10,11,12,13,19,20 1863218 48573 220309 WELLS FARGO CO NEW COM 949746101 8692619 179896925 SH DFND 1,2,5,6,8,10,11,12,13,19,20 159965713 3263964 16667248 AVROBIO INC COM 05455M100 3653 165670 SH DFND 2,20 135070 0 30600 WELLS FARGO CO NEW PERP PFD CNV A 949746804 135503 104624 SH DFND 2 104624 0 0 WELLTOWER INC COM 95040Q104 1985916 25591705 SH DFND 2,5,6,8,10,11,12,13,19,20 23119994 339827 2131884 WENDYS CO COM 95058W100 83735 4680574 SH DFND 2,5,6,8,11,20 4429579 2941 248054 WERNER ENTERPRISES INC COM 950755108 54374 1592206 SH DFND 2,5,6,8,11,20 1441209 1842 149155 WESBANCO INC COM 950810101 42385 1058063 SH DFND 2,5,8,20 888699 137 169227 WESCO AIRCRAFT HLDGS INC COM 950814103 21555 2452189 SH DFND 2,5,8,20 2230475 0 221714 WESCO INTL INC COM 95082P105 36680 691941 SH DFND 2,5,8,12,13,20 631227 361 60353 WEST BANCORPORATION INC CAP STK 95123P106 6071 293574 SH DFND 2,5,13,20 246706 0 46868 WEST PHARMACEUTICAL SVSC INC COM 955306105 252310 2289560 SH DFND 2,5,6,8,11,13,19,20 2193387 1468 94705 WESTAMERICA BANCORPORATION COM 957090103 59294 959457 SH DFND 2,5,8,20 778763 10 180684 AVX CORP NEW COM 002444107 18743 1080901 SH DFND 2,5,8,20 909079 1140 170682 WESTERN ALLIANCE BANCORP COM 957638109 128372 3127968 SH DFND 2,5,8,13,20 2847310 1500 279158 WESTERN ASSET MTG CAP CORP COM 95790D105 12893 1222932 SH DFND 2,5,8,20 1035896 3510 183526 WESTERN DIGITAL CORP COM 958102105 623637 12845431 SH DFND 2,5,6,8,10,11,12,13,19,20 11194736 192993 1457702 WESTERN NEW ENG BANCORP INC COM 958892101 5156 558638 SH DFND 2,5,6,20 474124 0 84514 WESTERN UN CO COM 959802109 368698 19961969 SH DFND 1,2,5,6,8,10,11,12,13,19,20 17280830 347480 2333659 WESTLAKE CHEM CORP COM 960413102 62966 927883 SH DFND 2,5,6,8,10,12,13,19,20 674236 25286 228361 WESTPAC BKG CORP SPONSORED ADR 961214301 376 20320 SH DFND 20 20320 0 0 WESTROCK CO COM 96145D105 451618 11776227 SH DFND 2,5,6,8,10,11,12,13,19,20 10533449 140466 1102312 WESTWATER RES INC COM 961684107 3 22712 SH DFND 20 22712 0 0 WESTWOOD HLDGS GROUP INC COM 961765104 5778 160609 SH DFND 2,5,20 138316 0 22293 AXA EQUITABLE HLDGS INC COM 054561105 143150 7107727 SH DFND 2,5,6,8,10,12,13,19,20 5802314 196873 1108540 WEX INC COM 96208T104 196266 1022271 SH DFND 2,5,6,8,11,13,20 966015 627 55629 WEYCO GROUP INC COM 962149100 4122 133137 SH DFND 2,5,20 115236 0 17901 WEYERHAEUSER CO COM 962166104 810491 30770349 SH DFND 2,5,6,8,10,11,12,13,19,20 27519186 447159 2804004 WHIRLPOOL CORP COM 963320106 431581 3247658 SH DFND 2,5,6,8,10,11,12,13,19,20 2884530 45743 317385 WHITE MTNS INS GROUP LTD COM G9618E107 52523 56752 SH DFND 2,5,6,8,13,20 51949 51 4752 WHITESTONE REIT COM 966084204 13462 1119989 SH DFND 2,5,20 986295 0 133694 WHITING PETE CORP NEW COM NEW 966387409 98314 3761062 SH DFND 2,5,8,12,13,20 3653786 1496 105780 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15718 16150000 SH DFND 2,5 16150000 0 0 WIDEOPENWEST INC COM 96758W101 4527 497461 SH DFND 2,5,20 412395 0 85066 WIDEPOINT CORP COM 967590100 11 24908 SH DFND 20 24908 0 0 AXALTA COATING SYS LTD COM G0750C108 113729 4511246 SH DFND 2,5,6,8,10,12,13,19,20 3600333 114350 796563 WILEY JOHN & SONS INC CL A 968223206 203092 4592760 SH DFND 2,5,6,8,11,13,19,20 4248794 435 343531 WILLDAN GROUP INC COM 96924N100 5741 154860 SH DFND 2,5,20 125802 0 29058 WILLIAMS COS INC DEL COM 969457100 1684266 58644369 SH DFND 2,5,6,8,10,11,12,13,19,20 53004352 658508 4981509 WILLIAMS SONOMA INC COM 969904101 146536 2604150 SH DFND 2,5,6,8,11,12,13,19,20 2501143 701 102306 WILLIS LEASE FINANCE CORP COM 970646105 2455 57913 SH DFND 2,20 48147 0 9766 WILLIS TOWERS WATSON PUB LTD SHS G96629103 979727 5557252 SH DFND 2,5,6,8,10,11,12,13,19,20 5001083 72986 483183 WILLSCOT CORP COM 971375126 7433 670223 SH DFND 2,8,20 566623 0 103600 WINGSTOP INC COM 974155103 61709 811645 SH DFND 2,5,8,20 719352 0 92293 WINMARK CORP COM 974250102 8597 45586 SH DFND 2,5,20 39079 0 6507 WINNEBAGO INDS INC COM 974637100 27204 873312 SH DFND 2,5,8,20 763395 0 109917 AXCELIS TECHNOLOGIES INC COM NEW 054540208 17822 885768 SH DFND 2,5,8,20 792298 0 93470 WINTRUST FINL CORP COM 97650W108 159954 2375673 SH DFND 2,5,6,8,11,13,20 2280987 539 94147 WIPRO LTD SPON ADR 1 SH 97651M109 32452 8153810 SH DFND 2,5,8,13,19,20 7715033 0 438777 WISDOMTREE INVTS INC COM 97717P104 23660 3351328 SH DFND 2,5,8,20 2976875 3600 370853 WIX COM LTD SHS M98068105 90406 748211 SH DFND 2,5,6,8,10,12,13,19,20 625088 23900 99223 WNS HOLDINGS LTD SPON ADR 92932M101 611 11461 SH DFND 2 11461 0 0 WOLVERINE WORLD WIDE INC COM 978097103 98875 2759553 SH DFND 2,5,8,19,20 2310777 828 447948 WOODWARD INC COM 980745103 167313 1763231 SH DFND 2,5,6,8,11,13,19,20 1509956 849 252426 WORKDAY INC CL A 98138H101 601396 3118466 SH DFND 2,5,6,8,10,12,13,19,20 2693759 79848 344859 WORKDAY INC NOTE 0.250%10/0 98138HAF8 48160 34075000 SH DFND 2,5 34075000 0 0 WORKIVA INC COM CL A 98139A105 29088 573723 SH DFND 2,5,8,20 487079 0 86644 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 80891 1466174 SH DFND 2,5,6,8,10,12,13,19,20 1353044 4001 109129 WORLD ACCEP CORP DEL COM 981419104 21734 185553 SH DFND 2,5,8,20 165349 0 20204 WORLD FUEL SVCS CORP COM 981475106 74403 2570091 SH DFND 2,5,6,8,11,12,13,20 2346528 246 223317 WORLD WRESTLING ENTMT INC CL A 98156Q108 115983 1336518 SH DFND 2,5,6,8,11,20 1191503 6700 138315 WORLDPAY INC CL A 981558109 652773 5751304 SH DFND 2,5,6,8,10,12,13,19,20 5043980 97194 610130 WORTHINGTON INDS INC COM 981811102 60566 1622879 SH DFND 2,5,6,8,11,19,20 1486839 1200 134840 WPX ENERGY INC COM 98212B103 168160 12826850 SH DFND 2,5,6,11,12,13,20 12339400 6336 481114 WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 18580 11950000 SH DFND 2,5 11950000 0 0 WRIGHT MED GROUP N V ORD SHS N96617118 85094 2705700 SH DFND 2,5,8,20 2313616 1154 390930 WSFS FINL CORP COM 929328102 44110 1142748 SH DFND 2,5,8,20 875446 0 267302 WYNDHAM DESTINATIONS INC COM 98310W108 104229 2574191 SH DFND 2,5,6,8,11,13,19,20 2410767 5145 158279 AXOGEN INC COM 05463X106 25531 1212287 SH DFND 2,5,8,20 1105109 0 107178 WYNDHAM HOTELS & RESORTS INC COM 98311A105 128285 2566210 SH DFND 2,5,6,8,11,12,13,19,20 2402158 5145 158907 WYNN RESORTS LTD COM 983134107 474072 3973113 SH DFND 2,5,6,8,10,12,13,19,20 3557529 54642 360942 X4 PHARMACEUTICALS INC COM 98420X103 308 17692 SH DFND 2,20 17692 0 0 XBIOTECH INC COM 98400H102 251 22814 SH DFND 2,20 22814 0 0 XCEL ENERGY INC COM 98389B100 1467416 25920390 SH DFND 2,5,6,8,10,11,12,13,19,20 23587740 416220 1916430 XENCOR INC COM 98401F105 43908 1413659 SH DFND 2,5,8,20 1266956 0 146703 XENIA HOTELS & RESORTS INC COM 984017103 124158 5608521 SH DFND 2,5,8,10,12,13,20 5102535 25912 480074 XENON PHARMACEUTICALS INC COM 98420N105 210 20664 SH DFND 2 20664 0 0 XERIS PHARMACEUTICALS INC COM 98422L107 2162 215346 SH DFND 2,20 170946 0 44400 XEROX CORP COM NEW 984121608 325472 10099622 SH DFND 1,2,5,6,8,10,11,12,13,19,20 8277960 225757 1595905 ACHAOGEN INC COM 004449104 273 598953 SH DFND 2,5,20 506938 0 92015 AXON ENTERPRISE INC COM 05464C101 147509 2711063 SH DFND 2,5,8,13,19,20 2520678 300 190085 XILINX INC COM 983919101 1370995 10813120 SH DFND 2,5,6,8,10,11,12,13,19,20 9352719 329927 1130474 XOMA CORP DEL COM NEW 98419J206 1268 102423 SH DFND 2,20 88231 0 14192 XPERI CORP COM 98421B100 36773 1571476 SH DFND 2,5,8,10,20 1413309 2350 155817 XPO LOGISTICS INC COM 983793100 208522 3880207 SH DFND 2,5,6,8,10,11,12,13,19,20 3539941 62524 277742 XUNLEI LTD SPONSORED ADR 98419E108 400 109312 SH DFND 2,5,20 109312 0 0 XYLEM INC COM 98419M100 657859 8323109 SH DFND 2,5,6,8,10,11,12,13,19,20 7511314 125685 686110 Y MABS THERAPEUTICS INC COM 984241109 2153 82162 SH DFND 2,20 68162 0 14000 YAMANA GOLD INC COM 98462Y100 474 181302 SH DFND 5,8,20 181302 0 0 YANDEX N V SHS CLASS A N97284108 12784 372269 SH DFND 2,5,6,8,10,12,19,20 360880 0 11389 YELP INC CL A 985817105 86195 2498419 SH DFND 2,5,6,8,11,13,19,20 2242781 600 255038 AXONICS MODULATION TECH INC COM 05465P101 1929 80524 SH DFND 2,20 66281 0 14243 YETI HLDGS INC COM 98585X104 8471 280042 SH DFND 2,20 235542 0 44500 YEXT INC COM 98585N106 42129 1927198 SH DFND 2,5,8,20 1390779 0 536419 YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 230 36500 SH DFND 2,20 36500 0 0 YIRENDAI LTD SPONSORED ADR 98585L100 421 31082 SH DFND 2,20 31082 0 0 YORK WTR CO COM 987184108 9021 261521 SH DFND 2,5,8,13,20 214241 0 47280 YRC WORLDWIDE INC COM PAR $.01 984249607 4255 635974 SH DFND 2,5,20 547887 0 88087 YUM BRANDS INC COM 988498101 1381063 13836917 SH DFND 2,5,6,8,10,11,12,13,19,20 12063784 261787 1511346 YUM CHINA HLDGS INC COM 98850P109 541031 12047010 SH DFND 2,5,6,8,10,12,13,19,20 10269035 245471 1532504 YY INC SPONSORED ADS A 98426T106 92924 1106108 SH DFND 2,5,8,10,11,12,13,19,20 878792 34800 192516 ZAFGEN INC COM 98885E103 1379 503123 SH DFND 2,5,20 412593 0 90530 AXOS FINL INC COM 05465C100 61005 2106511 SH DFND 2,5,8,20 1875583 1600 229328 ZAGG INC COM 98884U108 4643 511912 SH DFND 2,5,20 399932 0 111980 ZAI LAB LTD ADR 98887Q104 3173 107538 SH DFND 2,5,20 107538 0 0 ZAYO GROUP HLDGS INC COM 98919V105 129560 4558747 SH DFND 2,5,6,8,10,12,13,19,20 3776125 137232 645390 ZEBRA TECHNOLOGIES CORP CL A 989207105 276248 1318417 SH DFND 2,5,6,8,11,13,19,20 1215038 869 102510 ZENDESK INC COM 98936J101 113518 1335507 SH DFND 2,5,8,13,19,20 1193469 2000 140038 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 22098 15150000 SH DFND 2 15150000 0 0 ZILLOW GROUP INC CL A 98954M101 23432 685144 SH DFND 2,5,6,12,13,19,20 620980 0 64164 ZILLOW GROUP INC CL C CAP STK 98954M200 88923 2559677 SH DFND 2,5,6,8,10,12,13,19,20 2110876 58830 389971 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 9739 10625000 SH DFND 2,5 10625000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 15000 14575000 SH DFND 2,5 14575000 0 0 AXSOME THERAPEUTICS INC COM 05464T104 195 13700 SH DFND 20 13700 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 1089432 8515264 SH DFND 2,5,6,8,10,11,12,13,19,20 7617728 139209 758327 ZION OIL & GAS INC COM 989696109 533 705553 SH DFND 2,20 598353 0 107200 ZIONS BANCORPORATION N A COM 989701107 437777 9640550 SH DFND 2,5,6,8,10,11,12,13,19,20 8720590 130370 789590 ZIOPHARM ONCOLOGY INC COM 98973P101 20801 5402958 SH DFND 2,5,8,20 4990459 0 412499 ZIX CORP COM 98974P100 8546 1242102 SH DFND 2,5,20 897997 0 344105 ZOETIS INC CL A 98978V103 2014869 20014594 SH DFND 2,5,6,8,10,11,12,13,19,20 17744330 310001 1960263 ZOGENIX INC COM NEW 98978L204 50757 922690 SH DFND 2,5,8,20 788385 0 134305 ZOMEDICA PHARMACEUTICALS COR COM 98979F107 157 448805 SH DFND 2,20 307777 0 141028 ZSCALER INC COM 98980G102 85299 1202574 SH DFND 2,5,8,20 1011304 0 191270 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 111726 6040731 SH DFND 2,5,8,10,11,12,13,19,20 6040731 0 0 AXT INC COM 00246W103 2842 638575 SH DFND 2,5,20 535123 0 103452 ZUMIEZ INC COM 989817101 16012 643300 SH DFND 2,5,8,20 575819 1202 66279 ZUORA INC COM CL A 98983V106 1142 56999 SH DFND 2,20 56999 0 0 ZYNERBA PHARMACEUTICALS INC COM 98986X109 88 16238 SH DFND 2,20 15638 0 600 ZYNGA INC CL A 98986T108 58285 10935355 SH DFND 2,5,8,13,20 9980693 19800 934862 AZZ INC COM 002474104 29992 732766 SH DFND 2,5,8,20 651189 994 80583 B & G FOODS INC NEW COM 05508R106 51665 2075264 SH DFND 2,5,8,20 1644960 700 429604 B RILEY FINL INC COM 05580M108 5986 358629 SH DFND 2,5,20 298103 0 60526 BABCOCK & WILCOX ENTERPRIS I COM 05614L100 662 1610829 SH DFND 2,5,20 1360446 0 250383 BADGER METER INC COM 056525108 47560 854776 SH DFND 2,5,8,20 763619 1120 90037 ACHILLION PHARMACEUTICALS IN COM 00448Q201 18337 6195022 SH DFND 2,5,8,20 5785514 0 409508 BAIDU INC SPON ADR REP A 056752108 975012 5914541 SH DFND 2,5,8,10,11,12,13,19,20 4735770 179727 999044 BAKER HUGHES A GE CO CL A 05722G100 702973 25359787 SH DFND 2,5,6,8,10,11,12,13,19,20 22231625 348119 2780043 BALCHEM CORP COM 057665200 84742 913165 SH DFND 2,5,8,20 812246 416 100503 BALL CORP COM 058498106 826910 14291564 SH DFND 2,5,6,8,10,11,12,13,19,20 12723294 176694 1391576 BALLARD PWR SYS INC NEW COM 058586108 105 34765 SH DFND 2 34765 0 0 BANC OF CALIFORNIA INC COM 05990K106 27213 1947544 SH DFND 2,5,8,20 1602024 0 345520 BANCFIRST CORP COM 05945F103 19196 366065 SH DFND 2,5,8,20 308638 798 56629 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 117 20363 SH DFND 12,20 16974 0 3389 BANCO BRADESCO S A SP ADR PFD NEW 059460303 188034 17227265 SH DFND 2,5,8,10,13,20 15367219 1483695 376351 BANCO DE CHILE SPONSORED ADS 059520106 2779 91173 SH DFND 2,5,10,13,19,20 85818 2121 3234 ACI WORLDWIDE INC COM 004498101 131546 4002004 SH DFND 2,5,6,8,11,13,19,20 3348877 1265 651862 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 25077 2233035 SH DFND 2,5,10,20 1800098 183007 249930 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 11081 372486 SH DFND 2,5,8,10,13,19,20 357705 0 14781 BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 237 35010 SH DFND 8 35010 0 0 BANCO SANTANDER SA ADR 05964H105 3695 798118 SH DFND 5,10,12,20 698693 0 99425 BANCOLOMBIA S A SPON ADR PREF 05968L102 43022 842580 SH DFND 2,5,10,13,19,20 750497 76473 15610 BANCORP INC DEL COM 05969A105 9790 1211599 SH DFND 2,5,8,20 1045547 0 166052 BANCORPSOUTH BK TUPELO MISS COM 05971J102 120118 4230991 SH DFND 2,5,6,8,11,20 3940498 672 289821 BANDWIDTH INC COM CL A 05988J103 561 8375 SH DFND 2,20 8375 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 104817 80242 SH DFND 2 80242 0 0 BANK AMER CORP COM 060505104 10804556 391611325 SH DFND 1,2,5,6,8,10,11,12,13,19,20 347349427 6671943 37589955 22ND CENTY GROUP INC COM 90137F103 3240 1894461 SH DFND 2,5,20 1593556 0 300905 ACLARIS THERAPEUTICS INC COM 00461U105 3925 655342 SH DFND 2,5,20 548212 0 107130 BANK COMM HLDGS COM 06424J103 2541 240830 SH DFND 2,20 204466 0 36364 BANK HAWAII CORP COM 062540109 129466 1641515 SH DFND 2,5,6,8,11,13,20 1587852 966 52697 BANK MONTREAL QUE COM 063671101 849 11343 SH DFND 2,12,20 7741 2243 1359 BANK NEW YORK MELLON CORP COM 064058100 2023290 40120755 SH DFND 1,2,5,6,8,10,11,12,13,19,20 35667045 678185 3775525 BANK OF MARIN BANCORP COM 063425102 11060 271821 SH DFND 2,5,8,20 231585 0 40236 BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 33200 925312 SH DFND 2,5,20 763427 0 161885 BANK OZK COM 06417N103 388825 13417026 SH DFND 2,5,6,8,11,13,20 13239765 2400 174861 BANK PRINCETON NEW JERSEY COM 064520109 2581 81341 SH DFND 2,20 66104 0 15237 BANK7 CORP COM 06652N107 1040 59875 SH DFND 2,20 35638 0 24237 BANKFINANCIAL CORP COM 06643P104 7200 484183 SH DFND 2,5,6,13,20 335365 0 148818 ACM RESEARCH INC COM CL A 00108J109 1905 123486 SH DFND 2,20 100253 0 23233 BANKUNITED INC COM 06652K103 104227 3120572 SH DFND 2,5,8,13,20 2979298 1400 139874 BANKWELL FINL GROUP INC COM 06654A103 2922 100121 SH DFND 2,13,20 84209 0 15912 BANNER CORP COM NEW 06652V208 77240 1425889 SH DFND 2,5,8,20 1301268 0 124621 BAOZUN INC SPONSORED ADR 06684L103 29234 703755 SH DFND 1,2,5,8,10,11,12,13,19,20 552955 17100 133700 BAR HBR BANKSHARES COM 066849100 7623 294650 SH DFND 2,5,20 251761 0 42889 BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 19829 875065 SH DFND 1,20 820542 68 54455 BARCLAYS PLC ADR 06738E204 102 12710 SH DFND 1,20 12710 0 0 BARNES & NOBLE ED INC COM 06777U101 4353 1036475 SH DFND 2,5,8,20 902405 368 133702 BARNES & NOBLE INC COM 067774109 11572 2131115 SH DFND 2,5,8,20 1918136 583 212396 BARNES GROUP INC COM 067806109 80376 1563434 SH DFND 2,5,8,19,20 1205125 388 357921 ACNB CORP COM 000868109 3747 101278 SH DFND 2,20 85846 0 15432 BARRETT BUSINESS SERVICES IN COM 068463108 12313 159232 SH DFND 2,5,8,20 123559 2500 33173 BARRICK GOLD CORPORATION COM 067901108 20950 1528116 SH DFND 2,5,8,20 1528116 0 0 BASIC ENERGY SVCS INC NEW COM NEW 06985P209 1383 363964 SH DFND 2,5,20 316423 0 47541 BASSETT FURNITURE INDS INC COM 070203104 3072 187194 SH DFND 2,5,20 155879 0 31315 BAUSCH HEALTH COS INC COM 071734107 5510 223057 SH DFND 5,8,13,20 39223 0 183834 BAXTER INTL INC COM 071813109 1953762 23974802 SH DFND 1,2,5,6,8,10,11,12,13,19,20 19055361 2721004 2198437 BAYCOM CORP COM 07272M107 4465 197200 SH DFND 2,20 146582 0 50618 BB&T CORP COM 054937107 1590542 34183161 SH DFND 2,5,6,8,10,11,12,13,19,20 30537014 532544 3113603 BBX CAP CORP NEW CL A 05491N104 7296 1229892 SH DFND 2,5,8,20 1021192 0 208700 BCB BANCORP INC COM 055298103 2788 208085 SH DFND 2,20 168017 0 40068 ACORDA THERAPEUTICS INC COM 00484M106 44320 3334842 SH DFND 2,5,8,20 3194908 1644 138290 BEACON ROOFING SUPPLY INC COM 073685109 43720 1359443 SH DFND 2,5,8,13,20 1145496 552 213395 BEASLEY BROADCAST GROUP INC CL A 074014101 436 108077 SH DFND 2,20 78977 0 29100 BEAZER HOMES USA INC COM NEW 07556Q881 7343 637968 SH DFND 2,5,8,20 525855 3200 108913 BECTON DICKINSON & CO COM 075887109 2856590 11438713 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10227987 158613 1052113 BECTON DICKINSON & CO PFD SHS CONV A 075887208 78857 1269639 SH DFND 2 1269639 0 0 BED BATH & BEYOND INC COM 075896100 81986 4781516 SH DFND 1,2,5,6,8,11,12,13,20 4299310 8673 473533 BEIGENE LTD SPONSORED ADR 07725L102 93468 708094 SH DFND 1,2,5,6,8,10,11,12,13,19,20 583594 45100 79400 BEL FUSE INC CL B 077347300 6832 270234 SH DFND 2,5,20 243651 0 26583 BELDEN INC COM 077454106 81910 1523924 SH DFND 2,5,6,8,11,13,20 1183564 791 339569 BELLEROPHON THERAPEUTICS INC COM 078771102 9 13800 SH DFND 20 13800 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1497155 32619374 SH DFND 2,5,6,8,10,11,12,13,19,20 29265159 488099 2866116 BELLICUM PHARMACEUTICALS INC COM 079481107 2441 724315 SH DFND 2,5,20 579012 0 145303 BELMOND LTD CL A G1154H107 61374 2461866 SH DFND 2,5,6,8,20 2171133 4176 286557 BEMIS CO INC COM 081437105 371547 6696949 SH DFND 2,5,6,8,11,12,13,20 6164875 2021 530053 BENCHMARK ELECTRS INC COM 08160H101 36881 1397018 SH DFND 2,5,8,20 1235585 115 161318 BENEFITFOCUS INC COM 08180D106 26638 537925 SH DFND 2,5,8,20 452375 0 85550 BERKLEY W R CORP COM 084423102 362882 4275950 SH DFND 2,5,6,8,10,11,12,13,19,20 3539436 94136 642378 BERKSHIRE HATHAWAY INC DEL CL A 084670108 104220 346 SH DFND 1,5,6,12,19,20 336 0 10 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15702086 78162606 SH DFND 1,2,5,6,8,10,11,12,13,19,20 68224582 3106899 6831125 BERKSHIRE HILLS BANCORP INC COM 084680107 39822 1461892 SH DFND 2,5,8,20 1331441 0 130451 BERRY GLOBAL GROUP INC COM 08579W103 88675 1646087 SH DFND 2,5,8,12,13,20 1476584 1400 168103 ACTUANT CORP CL A NEW 00508X203 53340 2188744 SH DFND 2,5,8,20 1551443 2371 634930 BERRY PETE CORP COM 08579X101 11378 982089 SH DFND 2,8,20 834189 0 147900 BEST BUY INC COM 086516101 818860 11444201 SH DFND 2,5,6,8,10,11,12,13,19,20 9541401 457791 1445009 BEST INC SPONSORED ADS 08653C106 990 189313 SH DFND 2 189313 0 0 BG STAFFING INC COM 05544A109 2878 131771 SH DFND 2,20 112489 0 19282 BGC PARTNERS INC CL A 05541T101 20194 3802933 SH DFND 2,5,8,13,20 3451652 5482 345799 BHP GROUP LTD SPONSORED ADS 088606108 1566 28773 SH DFND 1,19,20 19834 0 8939 BHP GROUP PLC SPONSORED ADR 05545E209 1454 30181 SH DFND 1,20 30181 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 1453 456989 SH DFND 2,5,20 401849 0 55140 BIG LOTS INC COM 089302103 50952 1329609 SH DFND 2,5,8,12,19,20 1195619 921 133069 BIGLARI HLDGS INC COM STK CL A 08986R408 1407 1913 SH DFND 2,5,20 1625 0 288 ACUITY BRANDS INC COM 00508Y102 162043 1350243 SH DFND 2,5,6,8,10,11,12,13,19,20 1169292 53727 127224 BIGLARI HLDGS INC COM STK CL B 08986R309 2802 19821 SH DFND 2,5,8,20 16499 85 3237 BILIBILI INC SPONS ADS REP Z 090040106 1282 67630 SH DFND 2 67630 0 0 BIO RAD LABS INC CL A 090572207 149670 489630 SH DFND 2,5,6,8,11,13,19,20 462291 281 27058 BIO TECHNE CORP COM 09073M104 182436 918844 SH DFND 2,5,6,8,11,13,19,20 864802 514 53528 BIOCRYST PHARMACEUTICALS COM 09058V103 28572 3510042 SH DFND 2,5,8,20 3164009 0 346033 BIODELIVERY SCIENCES INTL IN COM 09060J106 436 82266 SH DFND 2,20 82266 0 0 BIOGEN INC COM 09062X103 2069482 8754893 SH DFND 2,5,6,8,10,11,12,13,19,20 7585759 296420 872714 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 68921 1339048 SH DFND 2,5,8,20 1248293 0 90755 BIOLIFE SOLUTIONS INC COM NEW 09062W204 346 19338 SH DFND 2,20 19338 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 411829 4636152 SH DFND 2,5,6,8,10,12,13,19,20 4144533 93200 398419 ACUSHNET HOLDINGS CORP COM 005098108 15185 656211 SH DFND 2,5,8,20 550487 0 105724 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 15202 14800000 SH DFND 2,5 14800000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 11373 9950000 SH DFND 2,5 9950000 0 0 BIOSCRIP INC COM 09069N108 4662 2331228 SH DFND 2,5,20 1978158 0 353070 BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7346 117853 SH DFND 2,5,20 101819 0 16034 BIOTELEMETRY INC COM 090672106 64818 1035104 SH DFND 2,5,8,20 855344 0 179760 BIOTIME INC COM 09066L105 2506 1913242 SH DFND 2,5,20 1694341 0 218901 BITAUTO HLDGS LTD SPONSORED ADS 091727107 2748 172587 SH DFND 2,5,20 171727 0 860 BJS RESTAURANTS INC COM 09180C106 28169 595796 SH DFND 2,5,8,20 508318 0 87478 BJS WHSL CLUB HLDGS INC COM 05550J101 69301 2529237 SH DFND 2,5,8,12,20 2099311 0 429926 BLACK HILLS CORP COM 092113109 386215 5214187 SH DFND 2,5,6,8,11,12,13,20 5017836 380 195971 ADAMAS PHARMACEUTICALS INC COM 00548A106 2771 389740 SH DFND 2,5,20 329419 0 60321 BLACK KNIGHT INC COM 09215C105 100799 1849516 SH DFND 2,5,8,10,13,19,20 1654137 1950 193429 BLACKBAUD INC COM 09227Q100 133455 1673840 SH DFND 2,5,6,8,11,13,19,20 1380254 3629 289957 BLACKBERRY LTD COM 09228F103 246 24384 SH DFND 5,8,20 24384 0 0 BLACKLINE INC COM 09239B109 44224 954741 SH DFND 2,5,8,20 633787 0 320954 BLACKROCK INC COM 09247X101 2201651 5151627 SH DFND 2,5,6,8,10,11,12,13,19,20 4590243 81638 479746 BLACKSTONE MTG TR INC COM CL A 09257W100 82527 2346322 SH DFND 2,5,6,8,13,20 1965830 1900 378592 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11340 11075000 SH DFND 2,5 11075000 0 0 BLOCK H & R INC COM 093671105 274777 11361776 SH DFND 2,5,6,8,10,11,12,13,19,20 8897035 220354 2244387 BLOOM ENERGY CORP COM CL A 093712107 258 20002 SH DFND 20 20002 0 0 BLOOMIN BRANDS INC COM 094235108 35970 1758947 SH DFND 2,5,8,20 1476040 600 282307 ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 122 57593 SH DFND 2,20 57593 0 0 BLUCORA INC COM 095229100 46152 1382617 SH DFND 2,5,8,20 1231758 1243 149616 BLUE APRON HLDGS INC CL A 09523Q101 70 71600 SH DFND 13,20 35400 0 36200 BLUE BIRD CORP COM 095306106 4104 242398 SH DFND 2,5,20 202886 0 39512 BLUE HILLS BANCORP INC COM 095573101 11150 466544 SH DFND 2,5,8,20 398214 0 68330 BLUEBIRD BIO INC COM 09609G100 182855 1162241 SH DFND 2,5,8,13,19,20 1089216 1500 71525 BLUEGREEN VACATIONS CORP COM 09629F108 1556 104678 SH DFND 2,20 86832 0 17846 BLUELINX HLDGS INC COM NEW 09624H208 4149 155734 SH DFND 2,5,20 127684 0 28050 BLUEPRINT MEDICINES CORP COM 09627Y109 106919 1335649 SH DFND 2,5,8,13,20 1203179 400 132070 BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 5438 496971 SH DFND 2,5,20 432457 0 64514 BMC STK HLDGS INC COM 05591B109 23792 1346464 SH DFND 2,5,8,20 1095166 0 251298 2U INC COM 90214J101 52550 741710 SH DFND 2,5,8,13,19,20 668298 500 72912 ADAMS RES & ENERGY INC COM NEW 006351308 1531 39189 SH DFND 2,20 32723 0 6466 BOEING CO COM 097023105 10023398 26279162 SH DFND 1,2,5,6,8,10,11,12,13,19,20 18719378 395647 7164137 BOINGO WIRELESS INC COM 09739C102 20447 878312 SH DFND 2,5,8,20 751605 0 126707 BOISE CASCADE CO DEL COM 09739D100 29954 1119345 SH DFND 2,5,8,20 968995 1400 148950 BOK FINL CORP COM NEW 05561Q201 83271 1021101 SH DFND 2,5,8,13,20 979526 106 41469 BONANZA CREEK ENERGY INC COM NEW 097793400 16581 730749 SH DFND 2,5,20 671993 0 58756 BOOT BARN HLDGS INC COM 099406100 19565 664580 SH DFND 2,5,8,20 575109 0 89471 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 117633 2023273 SH DFND 2,5,8,12,13,19,20 1831301 1500 190472 BORGWARNER INC COM 099724106 340020 8852375 SH DFND 2,5,6,8,10,11,12,13,19,20 7769376 213782 869217 BOSTON BEER INC CL A 100557107 80701 273812 SH DFND 2,5,6,8,20 236176 311 37325 BOSTON OMAHA CORP COM 101044105 1981 79448 SH DFND 2,20 65448 0 14000 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 170 39453 SH DFND 2 39453 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 31836 2904735 SH DFND 2,5,8,20 2649573 1448 253714 BOSTON PROPERTIES INC COM 101121101 1360591 10091799 SH DFND 1,2,5,6,8,10,11,12,13,19,20 9128619 138957 824223 BOSTON SCIENTIFIC CORP COM 101137107 2273487 59236235 SH DFND 1,2,5,6,8,10,11,12,13,19,20 52918855 941282 5376098 BOTTOMLINE TECH DEL INC COM 101388106 58664 1171163 SH DFND 2,5,8,20 1036365 1250 133548 BOX INC CL A 10316T104 49882 2583239 SH DFND 2,5,8,13,20 2179355 1500 402384 BOYD GAMING CORP COM 103304101 69629 2539307 SH DFND 2,5,6,8,20 2277702 2132 259473 BP PLC SPONSORED ADR 055622104 1211788 27717009 SH DFND 1,20 154624 27562385 0 BRADY CORP CL A 104674106 200705 4324603 SH DFND 2,5,8,20 4171676 1792 151135 BRAEMAR HOTELS & RESORTS INC COM 10482B101 8155 659260 SH DFND 2,5,8,20 530148 761 128351 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 102736 6477678 SH DFND 2,5,8,10,13,20 5917710 45949 514019 ADDUS HOMECARE CORP COM 006739106 19119 300656 SH DFND 2,5,8,20 269456 0 31200 BRASKEM S A SP ADR PFD A 105532105 10324 399854 SH DFND 2,5,10,20 357190 38464 4200 BRF SA SPONSORED ADR 10552T107 12527 2152435 SH DFND 1,2,5,8,10,20 1881080 247863 23492 BRIDGE BANCORP INC COM 108035106 9973 340387 SH DFND 2,5,8,20 285688 0 54699 BRIDGEPOINT ED INC COM 10807M105 246 40211 SH DFND 2,20 40211 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 3635 352525 SH DFND 2,20 287925 0 64600 BRIGGS & STRATTON CORP COM 109043109 14735 1229990 SH DFND 2,5,8,20 1101140 2098 126752 BRIGHT HORIZONS FAM SOL IN D COM 109194100 93541 735904 SH DFND 2,5,8,13,19,20 660082 600 75222 BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 417 40311 SH DFND 2 40311 0 0 BRIGHTCOVE INC COM 10921T101 5463 649544 SH DFND 2,5,20 546277 0 103267 BRIGHTHOUSE FINL INC COM 10922N103 223775 6166303 SH DFND 2,5,6,8,10,11,12,13,19,20 5037152 64282 1064869 ADECOAGRO S A COM L00849106 322 46800 SH DFND 2 46800 0 0 BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 21900 1615030 SH DFND 2,5,8,20 1357864 0 257166 BRIGHTVIEW HLDGS INC COM 10948C107 6706 465705 SH DFND 2,8,20 394395 0 71310 BRINKER INTL INC COM 109641100 60509 1363421 SH DFND 2,5,6,8,10,11,20 1214312 5964 143145 BRINKS CO COM 109696104 131466 1743344 SH DFND 2,5,6,8,11,13,20 1395801 594 346949 BRISTOL MYERS SQUIBB CO COM 110122108 3287848 68913181 SH DFND 1,2,5,6,8,10,11,12,13,19,20 60283343 2068264 6561574 BRISTOW GROUP INC COM 110394103 792 713891 SH DFND 2,5,20 623207 0 90684 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 129368 3052809 SH DFND 1,2,5,8,10,12,20 2827399 160412 64998 BRIXMOR PPTY GROUP INC COM 11120U105 285875 15562063 SH DFND 2,5,6,8,10,11,13,19,20 14617623 79450 864990 BROADCOM INC COM 11135F101 4928690 16390175 SH DFND 2,5,6,8,10,11,12,13,19,20 14494793 246009 1649373 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 541946 5202257 SH DFND 1,2,5,6,8,10,11,12,13,19,20 4403233 200972 598052 ADESTO TECHNOLOGIES CORP COM 00687D101 1955 323172 SH DFND 2,20 272272 0 50900 BROOKDALE SR LIVING INC COM 112463104 27776 4221322 SH DFND 2,5,8,12,20 3621765 6396 593161 BROOKFIELD PROPERTY REIT INC CL A 11282X103 93572 4566721 SH DFND 2,5,6,8,10,12,13,19,20 3330340 136517 1099864 BROOKLINE BANCORP INC DEL COM 11373M107 38304 2659996 SH DFND 2,5,8,20 2414699 0 245297 BROOKS AUTOMATION INC COM 114340102 57218 1950841 SH DFND 2,5,8,20 1732252 459 218130 BROWN & BROWN INC COM 115236101 277427 9401105 SH DFND 2,5,6,8,11,12,13,19,20 9090619 4730 305756 BROWN FORMAN CORP CL A 115637100 9637 187738 SH DFND 2,5,13,20 163156 0 24582 BROWN FORMAN CORP CL B 115637209 590153 11148269 SH DFND 2,5,6,8,10,12,13,19,20 10010435 274769 863065 BRT APARTMENTS CORP COM 055645303 2029 144065 SH DFND 2,20 114665 0 29400 BRUKER CORP COM 116794108 61418 1597772 SH DFND 2,5,8,13,19,20 1298094 2792 296886 BRUNSWICK CORP COM 117043109 108310 2151994 SH DFND 2,5,6,8,11,13,19,20 2041939 1857 108198 ADIENT PLC ORD SHS G0084W101 29603 2284202 SH DFND 2,5,6,8,11,12,13,19,20 2157559 974 125669 BRYN MAWR BK CORP COM 117665109 17085 472879 SH DFND 2,5,8,20 338039 497 134343 BSB BANCORP INC MD COM 05573H108 839 25563 SH DFND 2,13,20 9827 0 15736 BUCKLE INC COM 118440106 24219 1293758 SH DFND 2,5,8,20 1037210 956 255592 BUILD A BEAR WORKSHOP COM 120076104 147 24022 SH DFND 2,20 24022 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 32026 2400770 SH DFND 2,5,8,20 1984500 0 416270 BUNGE LIMITED COM G16962105 257331 4848907 SH DFND 2,5,6,8,10,12,13,19,20 3963355 103597 781955 BURLINGTON STORES INC COM 122017106 226275 1444184 SH DFND 2,5,6,8,10,12,13,19,20 1208002 43964 192218 BUSINESS FIRST BANCSHARES IN COM 12326C105 3751 152854 SH DFND 2,20 121254 0 31600 BWX TECHNOLOGIES INC COM 05605H100 113040 2279953 SH DFND 2,5,8,13,19,20 2157800 1259 120894 BYLINE BANCORP INC COM 124411109 5373 290740 SH DFND 2,5,20 234399 0 56341 ADMA BIOLOGICS INC COM 000899104 1198 316153 SH DFND 2,13,20 251453 0 64700 C & F FINL CORP COM 12466Q104 2531 49655 SH DFND 2,13,20 40226 0 9429 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 728908 8379214 SH DFND 2,5,6,8,10,11,12,13,19,20 7318598 205175 855441 C&J ENERGY SVCS INC NEW COM 12674R100 32829 2115282 SH DFND 2,5,8,20 1907483 0 207799 CABLE ONE INC COM 12685J105 115707 117902 SH DFND 2,5,6,8,11,13,20 111531 65 6306 CABOT CORP COM 127055101 65403 1571059 SH DFND 2,5,6,8,11,13,19,20 1488427 1463 81169 CABOT MICROELECTRONICS CORP COM 12709P103 89404 795517 SH DFND 2,5,8,20 704840 152 90525 CABOT OIL & GAS CORP COM 127097103 595912 22831872 SH DFND 2,5,6,8,10,11,12,13,19,20 20226738 298912 2306222 CACI INTL INC CL A 127190304 142917 785174 SH DFND 2,5,6,8,11,13,19,20 705969 310 78895 CACTUS INC CL A 127203107 30600 859538 SH DFND 2,5,8,20 712243 0 147295 CADENCE BANCORPORATION CL A 12739A100 109708 5914165 SH DFND 2,5,8,20 5438939 0 475226 ADOBE INC COM 00724F101 5227016 19614306 SH DFND 2,5,6,8,10,11,12,13,19,20 17191485 494408 1928413 CADENCE DESIGN SYSTEM INC COM 127387108 765587 12054583 SH DFND 1,2,5,6,8,10,11,12,13,19,20 10219327 389011 1446245 CADIZ INC COM NEW 127537207 3833 395932 SH DFND 2,5,20 340312 0 55620 CAESARS ENTMT CORP COM 127686103 116248 13377190 SH DFND 2,5,6,8,13,20 12647173 7800 722217 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 48220 33188020 SH DFND 2,5 33188020 0 0 CAESARSTONE LTD ORD SHS M20598104 7309 468182 SH DFND 2,5,8,20 403822 0 64360 CAI INTERNATIONAL INC COM 12477X106 9944 428620 SH DFND 2,5,8,20 372859 0 55761 CAL MAINE FOODS INC COM NEW 128030202 72291 1619777 SH DFND 2,5,8,19,20 1520203 1000 98574 CALAMP CORP COM 128126109 12996 1033091 SH DFND 2,5,8,20 926232 400 106459 CALAVO GROWERS INC COM 128246105 37486 447066 SH DFND 2,5,8,20 385219 0 61847 CALERES INC COM 129500104 32532 1313806 SH DFND 2,5,8,20 1179222 1545 133039 ADT INC COM 00090Q103 7627 1193523 SH DFND 2,13,20 1094123 0 99400 CALIFORNIA RES CORP COM NEW 13057Q206 73679 2865765 SH DFND 2,5,13,20 2721519 1320 142926 CALIFORNIA WTR SVC GROUP COM 130788102 192930 3554344 SH DFND 2,5,8,13,19,20 3399358 600 154386 CALITHERA BIOSCIENCES INC COM 13089P101 3657 542648 SH DFND 2,5,20 458203 0 84445 CALIX INC COM 13100M509 6277 815134 SH DFND 2,5,20 683113 0 132021 CALLAWAY GOLF CO COM 131193104 41564 2609142 SH DFND 2,5,8,20 2293714 1582 313846 CALLON PETE CO DEL COM 13123X102 99288 13150706 SH DFND 2,5,6,11,20 12216881 4200 929625 CALYXT INC COM 13173L107 1730 98357 SH DFND 2,5,20 83741 0 14616 CAMBREX CORP COM 132011107 38238 984241 SH DFND 2,5,8,20 866558 900 116783 CAMBRIDGE BANCORP COM 132152109 4719 56958 SH DFND 2,20 45231 0 11727 CAMDEN NATL CORP COM 133034108 13769 330043 SH DFND 2,5,8,20 257871 0 72172 ADTALEM GLOBAL ED INC COM 00737L103 86018 1857029 SH DFND 2,5,6,8,11,19,20 1673141 394 183494 CAMDEN PPTY TR SH BEN INT 133131102 567986 5552930 SH DFND 2,5,6,8,10,11,12,13,19,20 5060296 100148 392486 CAMECO CORP COM 13321L108 224 19005 SH DFND 8 19005 0 0 CAMPBELL SOUP CO COM 134429109 368439 9662695 SH DFND 2,5,6,8,10,11,12,13,19,20 8676452 120496 865747 CAMPING WORLD HLDGS INC CL A 13462K109 11933 857889 SH DFND 2,5,8,20 759101 0 98788 CANADIAN NATL RY CO COM 136375102 4836 54042 SH DFND 20 678 0 53364 CANADIAN PAC RY LTD COM 13645T100 8746 42352 SH DFND 8,20 3349 0 39003 CANADIAN SOLAR INC COM 136635109 839 45020 SH DFND 2,5,20 45020 0 0 CANNAE HLDGS INC COM 13765N107 33393 1376471 SH DFND 2,5,8,20 1155150 1892 219429 CANON INC SPONSORED ADR 138006309 404 13563 SH DFND 20 13563 0 0 CANTEL MEDICAL CORP COM 138098108 74052 1107074 SH DFND 2,5,6,8,11,13,19,20 1004320 500 102254 3-D SYS CORP DEL COM NEW 88554D205 33096 3075837 SH DFND 2,5,8,20 2732328 3366 340143 ADTRAN INC COM 00738A106 21368 1559724 SH DFND 2,5,8,20 1339840 1818 218066 CAPITAL BANCORP INC MD COM 139737100 846 72773 SH DFND 2,20 41568 0 31205 CAPITAL CITY BK GROUP INC COM 139674105 5261 241540 SH DFND 2,5,20 203964 0 37576 CAPITAL ONE FINL CORP COM 14040H105 1719714 21051710 SH DFND 2,5,6,8,10,11,12,13,19,20 18419189 399553 2232968 CAPITAL SR LIVING CORP COM 140475104 1963 492086 SH DFND 2,5,8,20 414861 1100 76125 CAPITOL FED FINL INC COM 14057J101 38104 2854236 SH DFND 2,5,6,8,12,20 2445497 0 408739 CAPRI HOLDINGS LIMITED SHS G1890L107 300984 6578890 SH DFND 2,5,6,8,10,11,12,13,19,20 6578890 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 1424 98638 SH DFND 2,13,20 78888 0 19750 CAPSTEAD MTG CORP COM NO PAR 14067E506 23971 2763042 SH DFND 2,5,6,8,13,20 2463576 4493 294973 CARA THERAPEUTICS INC COM 140755109 34648 1765937 SH DFND 2,5,8,20 1673659 0 92278 CARBO CERAMICS INC COM 140781105 2335 667050 SH DFND 2,5,20 606026 0 61024 ADURO BIOTECH INC COM 00739L101 4402 1105969 SH DFND 2,5,20 918149 0 187820 CARBON BLACK INC COM 14081R103 10016 718001 SH DFND 2,20 598601 0 119400 CARBONITE INC COM 141337105 17318 698025 SH DFND 2,5,8,20 602114 0 95911 CARDINAL HEALTH INC COM 14149Y108 971175 19975139 SH DFND 2,5,6,8,10,11,12,13,19,20 18092106 211659 1671374 CARDIOVASCULAR SYS INC DEL COM 141619106 50964 1318274 SH DFND 2,5,8,20 1045260 800 272214 CARDLYTICS INC COM 14161W105 1295 78295 SH DFND 2,20 65995 0 12300 CARDTRONICS PLC SHS CL A G1991C105 41019 1152860 SH DFND 2,5,8,20 1020371 1200 131289 CARE COM INC COM 141633107 12539 634577 SH DFND 2,5,8,20 575324 0 59253 CAREDX INC COM 14167L103 58110 1843577 SH DFND 2,5,8,20 1733005 0 110572 CAREER EDUCATION CORP COM 141665109 32025 1938550 SH DFND 2,5,8,20 1712574 0 225976 CARETRUST REIT INC COM 14174T107 77471 3271079 SH DFND 2,5,8,10,20 2821798 19620 429661 ADVANCE AUTO PARTS INC COM 00751Y106 566554 3321158 SH DFND 2,5,6,8,10,11,12,13,19,20 2724838 80952 515368 CARGURUS INC COM CL A 141788109 37918 946535 SH DFND 2,5,19,20 799535 0 147000 CARLISLE COS INC COM 142339100 299252 2440486 SH DFND 2,5,6,8,11,13,19,20 2363551 647 76288 CARMAX INC COM 143130102 503644 7215525 SH DFND 2,5,6,8,10,11,12,13,19,20 6428045 100378 687102 CARNIVAL CORP UNIT 99/99/9999 143658300 880509 17360184 SH DFND 2,5,6,8,10,11,12,13,19,20 15326323 391170 1642691 CAROLINA FINL CORP NEW COM 143873107 16123 465051 SH DFND 2,5,8,20 405682 0 59369 CARPENTER TECHNOLOGY CORP COM 144285103 86798 1893089 SH DFND 2,5,6,8,11,19,20 1698511 314 194264 CARRIAGE SVCS INC COM 143905107 7027 365033 SH DFND 2,5,8,20 316104 0 48929 CARRIZO OIL & GAS INC COM 144577103 75863 6083602 SH DFND 2,5,20 5535182 1591 546829 CARROLS RESTAURANT GROUP INC COM 14574X104 6959 698035 SH DFND 2,5,8,20 595637 0 102398 CARS COM INC COM 14575E105 56769 2489864 SH DFND 2,5,6,8,11,12,13,20 2048469 1676 439719 ADVANCED DISP SVCS INC DEL COM 00790X101 39939 1426395 SH DFND 2,5,8,20 1203040 0 223355 CARTERS INC COM 146229109 116206 1152949 SH DFND 2,5,6,8,11,13,19,20 1088497 475 63977 CARVANA CO CL A 146869102 37860 652081 SH DFND 2,5,20 557140 0 94941 CASA SYS INC COM 14713L102 4278 515414 SH DFND 2,5,8,20 441924 0 73490 CASELLA WASTE SYS INC CL A 147448104 28875 812021 SH DFND 2,5,8,20 685549 0 126472 CASEYS GEN STORES INC COM 147528103 124083 963604 SH DFND 2,5,6,8,11,12,13,20 909401 439 53764 CASI PHARMACEUTICALS INC COM 14757U109 2282 795175 SH DFND 2,5,20 654875 0 140300 CASS INFORMATION SYS INC COM 14808P109 14119 298505 SH DFND 2,5,8,20 246715 0 51790 CASTLE BRANDS INC COM 148435100 925 1328431 SH DFND 2,20 1124282 0 204149 CASTLIGHT HEALTH INC CL B 14862Q100 5217 1391226 SH DFND 2,5,20 1130780 0 260446 CATALENT INC COM 148806102 154040 3795021 SH DFND 2,5,6,8,11,12,13,20 3454014 2400 338607 ADVANCED DRAIN SYS INC DEL COM 00790R104 19298 748864 SH DFND 2,5,8,20 635874 0 112990 CATALYST BIOSCIENCES INC COM NEW 14888D208 1582 195062 SH DFND 2,20 162862 0 32200 CATALYST PHARMACEUTICALS INC COM 14888U101 8298 1627095 SH DFND 2,5,20 1329796 0 297299 CATCHMARK TIMBER TR INC CL A 14912Y202 9234 940303 SH DFND 2,5,8,20 767850 0 172453 CATERPILLAR INC DEL COM 149123101 6385924 47132066 SH DFND 2,5,6,8,10,11,12,13,19,20 21981567 419140 24731359 CATHAY GEN BANCORP COM 149150104 121133 3572195 SH DFND 2,5,6,8,11,20 3329141 454 242600 CATO CORP NEW CL A 149205106 13222 882637 SH DFND 2,5,8,20 794984 1391 86262 CAVCO INDS INC DEL COM 149568107 33518 285190 SH DFND 2,5,8,20 256685 31 28474 CB FINL SVCS INC COM 12479G101 1644 69266 SH DFND 2,20 54891 0 14375 CBIZ INC COM 124805102 22524 1112827 SH DFND 2,5,8,20 931328 0 181499 CBL & ASSOC PPTYS INC COM 124830100 11685 7192588 SH DFND 2,5,8,13,20 6551932 7647 633009 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 4033 348867 SH DFND 2,5,20 299282 0 49585 CBOE GLOBAL MARKETS INC COM 12503M108 448305 4697249 SH DFND 2,5,6,8,10,11,12,13,19,20 4211031 71373 414845 CBRE GROUP INC CL A 12504L109 651925 13183527 SH DFND 2,5,6,8,10,11,12,13,19,20 11214830 502039 1466658 CBS CORP NEW CL B 124857202 709877 14884388 SH DFND 2,5,6,8,10,11,12,13,19,20 13365690 244658 1274040 CBTX INC COM 12481V104 12571 385972 SH DFND 2,5,8,20 327872 0 58100 CDK GLOBAL INC COM 12508E101 350513 5959084 SH DFND 1,2,5,6,8,10,11,12,13,19,20 5456615 90766 411703 CDN IMPERIAL BK COMM TORONTO COM 136069101 2046 25542 SH DFND 20 10204 538 14800 CDW CORP COM 12514G108 325602 3378666 SH DFND 2,5,6,8,10,12,13,19,20 2837102 101474 440090 CECO ENVIRONMENTAL CORP COM 125141101 3929 545723 SH DFND 2,5,20 459224 0 86499 CEDAR REALTY TRUST INC COM NEW 150602209 8922 2624184 SH DFND 2,5,8,20 2278995 6921 338268 CEL SCI CORP COM PAR NEW 150837607 128 36225 SH DFND 2,20 36225 0 0 ADVANCED ENERGY INDS COM 007973100 55349 1114113 SH DFND 2,5,8,20 967676 200 146237 CELANESE CORP DEL COM 150870103 595389 6037813 SH DFND 2,5,6,8,10,11,12,13,19,20 5019069 394339 624405 CELCUITY INC COM 15102K100 1539 70254 SH DFND 2,20 56714 0 13540 CELGENE CORP COM 151020104 2873402 30457940 SH DFND 2,5,6,8,10,11,12,13,19,20 26694549 735020 3028371 CELLCOM ISRAEL LTD SHS M2196U109 123 34102 SH DFND 20 34102 0 0 CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3078 177898 SH DFND 2,20 137798 0 40100 CELSIUS HOLDINGS INC COM NEW 15118V207 1422 333764 SH DFND 2,20 264384 0 69380 CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1401 1408000 SH DFND 5 1408000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 5073 1093249 SH DFND 1,5,13,20 1047154 0 46095 CENTENE CORP DEL COM 15135B101 916862 17266699 SH DFND 2,5,6,8,10,11,12,13,19,20 15256023 319509 1691167 CENTENNIAL RESOURCE DEV INC CL A 15136A102 56314 6406558 SH DFND 2,5,13,19,20 6180266 700 225592 ADVANCED MICRO DEVICES INC COM 007903107 929724 36431200 SH DFND 2,5,6,8,10,11,12,13,19,20 31962904 497789 3970507 CENTERPOINT ENERGY INC COM 15189T107 831659 27089858 SH DFND 2,5,6,8,10,11,12,13,19,20 23952806 353961 2783091 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 25782 487000 SH DFND 2 487000 0 0 CENTERSTATE BK CORP COM 15201P109 75102 3154222 SH DFND 2,5,6,8,20 2872153 0 282069 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4035 417727 SH DFND 2,10,20 301391 107836 8500 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 5109 545793 SH DFND 2,20 545793 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 5985 1503764 SH DFND 2,5,20 1267295 0 236469 CENTRAL GARDEN & PET CO CL A NON-VTG 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156782104 782736 13681804 SH DFND 2,5,6,8,10,11,12,13,19,20 11781749 382953 1517102 CERUS CORP COM 157085101 20941 3361355 SH DFND 2,5,8,20 2950844 0 410511 CEVA INC COM 157210105 18616 690520 SH DFND 2,5,8,20 623618 1237 65665 ADVANSIX INC COM 00773T101 25996 909916 SH DFND 1,2,5,8,13,20 779830 1353 128733 CF INDS HLDGS INC COM 125269100 480199 11746543 SH DFND 2,5,6,8,10,11,12,13,19,20 10369325 162041 1215177 CHANGYOU COM LTD ADS REP CL A 15911M107 2468 144311 SH DFND 2,5,13,20 130711 0 13600 CHANNELADVISOR CORP COM 159179100 5577 457848 SH DFND 2,5,8,20 388738 0 69110 CHAPARRAL ENERGY INC COM CL A 15942R208 293 51363 SH DFND 5,8,20 51363 0 0 CHARAH SOLUTIONS INC COM 15957P105 510 79646 SH DFND 2,20 68046 0 11600 CHARLES RIV LABS INTL INC COM 159864107 169677 1168175 SH DFND 2,5,6,8,11,13,20 1102863 826 64486 CHART INDS INC COM PAR $0.01 16115Q308 77802 859497 SH DFND 2,5,8,20 759302 1146 99049 CHARTER COMMUNICATIONS INC N CL A 16119P108 2709835 7811350 SH DFND 1,2,5,6,8,10,11,12,13,19,20 6638767 90762 1081821 CHASE CORP COM 16150R104 14735 159224 SH DFND 2,5,8,20 122327 0 36897 CHATHAM LODGING TR COM 16208T102 47120 2435433 SH DFND 2,5,8,10,20 2148594 10674 276165 3M CO COM 88579Y101 8878730 42731398 SH DFND 1,2,5,6,8,10,11,12,13,19,20 21517022 13213830 8000546 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 4974 949279 SH DFND 2,5,20 778679 0 170600 CHECK POINT SOFTWARE TECH LT ORD M22465104 338524 2676289 SH DFND 2,5,6,8,10,12,13,19,20 2246191 136415 293683 CHEESECAKE FACTORY INC COM 163072101 71546 1462505 SH DFND 2,5,6,8,11,20 1271506 294 190705 CHEETAH MOBILE INC ADR 163075104 411 63980 SH DFND 2 63980 0 0 CHEFS WHSE INC COM 163086101 18836 606625 SH DFND 2,5,8,20 539171 0 67454 CHEGG INC COM 163092109 80776 2118992 SH DFND 2,5,8,20 1775984 1200 341808 CHEMED CORP NEW COM 16359R103 132633 414389 SH DFND 2,5,6,8,11,13,19,20 388432 247 25710 CHEMICAL FINL CORP COM 163731102 142732 3467734 SH DFND 2,5,6,8,11,13,20 3207994 631 259109 CHEMOCENTRYX INC COM 16383L106 6355 457546 SH DFND 2,5,20 393263 0 64283 CHEMOURS CO COM 163851108 210845 5673990 SH DFND 2,5,6,8,10,11,12,13,19,20 5000269 90615 583106 CHEMUNG FINL CORP COM 164024101 2392 50694 SH DFND 2,20 41063 0 9631 AECOM COM 00766T100 111442 3756051 SH DFND 2,5,6,11,12,13,20 3567557 1595 186899 CHENIERE ENERGY INC COM NEW 16411R208 346530 5069195 SH DFND 2,5,6,8,10,12,13,19,20 4284564 113011 671620 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 14689 18625000 SH DFND 2,5 18625000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 8243 465244 SH DFND 2,5,20 412984 0 52260 CHESAPEAKE ENERGY CORP COM 165167107 124861 40277808 SH DFND 2,5,6,11,12,13,20 38993943 20146 1263719 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 40561 43775000 SH DFND 2,5 43775000 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 85422 3027935 SH DFND 2,5,8,10,20 2756853 15140 255942 CHESAPEAKE UTILS CORP COM 165303108 30934 337788 SH DFND 2,5,8,20 280520 36 57232 CHEVRON CORP NEW COM 166764100 14214589 115396887 SH DFND 1,2,5,6,8,10,11,12,13,19,20 87534614 15486162 12376111 CHICOS FAS INC COM 168615102 20496 4710303 SH DFND 2,5,8,12,20 4127586 6009 576708 CHILDRENS PL INC COM 168905107 49095 504680 SH DFND 2,5,8,20 453058 137 51485 AEGION CORP COM 00770F104 24947 1419887 SH DFND 2,5,8,20 804469 1063 614355 CHIMERA INVT CORP COM NEW 16934Q208 58492 3039511 SH DFND 2,5,6,8,13,20 2752912 3113 283486 CHIMERIX INC COM 16934W106 1817 865192 SH DFND 2,5,20 732248 0 132944 CHINA BIOLOGIC PRODS HLDGS I COM G21515104 3372 36953 SH DFND 2,13 36253 0 700 CHINA CUST RELATIONS CNTR IN COM G2118P102 191 16192 SH DFND 2 16192 0 0 CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 312 46118 SH DFND 2 46118 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3897 49019 SH DFND 5,8,20 47319 0 1700 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1537 27449 SH DFND 5,20 25049 0 2400 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 135 10266 SH DFND 1,20 10266 0 0 CHINA YUCHAI INTL LTD COM G21082105 804 50746 SH 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CORP COM NEW 171779309 172673 4624355 SH DFND 2,5,6,8,11,13,19,20 4143357 3103 477895 AEMETIS INC COM NEW 00770K202 72 86900 SH DFND 20 86900 0 0 CIGNA CORP NEW COM 125523100 2729886 16970787 SH DFND 2,5,6,8,10,11,12,13,19,20 14849797 473931 1647059 CIM COML TR CORP COM 125525105 198 10821 SH DFND 20 10821 0 0 CIMAREX ENERGY CO COM 171798101 382708 5475076 SH DFND 2,5,6,8,10,11,12,13,19,20 4830006 89320 555750 CIMPRESS N V SHS EURO N20146101 33088 412926 SH DFND 2,5,8,13,19,20 341909 200 70817 CINCINNATI BELL INC NEW COM NEW 171871502 13358 1400214 SH DFND 2,5,8,20 1259426 1481 139307 CINCINNATI FINL CORP COM 172062101 807649 9341739 SH DFND 2,5,6,8,10,11,12,13,19,20 8625776 113894 602069 CINEMARK HOLDINGS INC COM 17243V102 109898 2748127 SH DFND 2,5,6,8,11,12,13,20 2609084 2500 136543 CINTAS CORP COM 172908105 834394 4128414 SH DFND 1,2,5,6,8,10,11,12,13,19,20 3669554 82327 376533 CIRCOR INTL INC COM 17273K109 15984 490315 SH DFND 2,5,8,20 437687 409 52219 CIRRUS LOGIC INC COM 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433540 SH DFND 2,20 359067 0 74473 CLEARWATER PAPER CORP COM 18538R103 9200 472277 SH DFND 2,5,8,20 415973 998 55306 CLEARWAY ENERGY INC CL A 18539C105 12220 840473 SH DFND 2,5,20 733369 0 107104 CLEARWAY ENERGY INC CL C 18539C204 21373 1414477 SH DFND 2,5,20 1190480 0 223997 CLEVELAND CLIFFS INC COM 185899101 80461 8054109 SH DFND 2,5,8,20 7115249 5829 933031 CLIPPER RLTY INC COM 18885T306 3220 240442 SH DFND 2,20 202312 0 38130 CLOROX CO DEL COM 189054109 1284879 8007470 SH DFND 2,5,6,8,10,11,12,13,19,20 6484845 86888 1435737 CLOUDERA INC COM 18914U100 47033 4299153 SH DFND 2,5,8,20 3667708 0 631445 CLOVIS ONCOLOGY INC COM 189464100 84449 3402443 SH DFND 2,5,8,13,19,20 3249960 500 151983 CME GROUP INC COM CL A 12572Q105 2693945 16368602 SH DFND 2,5,6,8,10,11,12,13,19,20 14686032 240711 1441859 CMS ENERGY CORP COM 125896100 792192 14263457 SH DFND 2,5,6,8,10,11,12,13,19,20 13044924 189514 1029019 AEROJET ROCKETDYNE HLDGS INC COM 007800105 125914 3543870 SH DFND 2,5,8,20 3314895 2255 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343459 1742060 DEXCOM INC COM 252131107 229400 1926115 SH DFND 2,5,6,8,10,12,13,19,20 1635883 55557 234675 DEXCOM INC NOTE 0.750% 5/1 252131AF4 15896 11810000 SH DFND 2,5 11810000 0 0 DHI GROUP INC COM 23331S100 82 33775 SH DFND 20 33775 0 0 AIRCASTLE LTD COM G0129K104 24670 1218888 SH DFND 2,5,8,20 1017928 2600 198360 DHT HOLDINGS INC SHS NEW Y2065G121 7499 1681310 SH DFND 2,5,20 1384823 0 296487 DIAGEO P L C SPON ADR NEW 25243Q205 1336 8134 SH DFND 1,20 8134 0 0 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9088 64916 SH DFND 2,5,8,20 55049 0 9867 DIAMOND OFFSHORE DRILLING IN COM 25271C102 28682 2734197 SH DFND 2,5,8,12,13,20 2518913 2974 212310 DIAMONDBACK ENERGY INC COM 25278X109 830891 8183695 SH DFND 2,5,6,8,10,11,12,13,19,20 7519780 104132 559783 DIAMONDROCK HOSPITALITY CO COM 252784301 111845 10210194 SH DFND 2,5,8,10,13,20 9256589 47508 906097 DIANA SHIPPING INC COM Y2066G104 349 123790 SH DFND 2,20 123790 0 0 DICERNA PHARMACEUTICALS INC COM 253031108 27565 1881583 SH DFND 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