0001214717-20-000005.txt : 20200220 0001214717-20-000005.hdr.sgml : 20200220 20200220130831 ACCESSION NUMBER: 0001214717-20-000005 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200220 DATE AS OF CHANGE: 20200220 EFFECTIVENESS DATE: 20200220 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 20633832 BUSINESS ADDRESS: STREET 1: 100 SUMMER STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 100 SUMMER STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC DATE OF NAME CHANGE: 20030116 13F-HR/A 1 primary_doc.xml 13F-HR/A LIVE false true false 0001214717 XXXXXXXX 12-31-2019 12-31-2019 true 1 NEW HOLDINGS GEODE CAPITAL MANAGEMENT, LLC

100 SUMMER STREET 12TH FLOOR BOSTON MA 02110

13F HOLDINGS REPORT 028-10386 N Jeffrey Miller 617-563-3499 Jeffrey S. 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53936 0 0 DOCUSIGN INC COM 256163106 111933 1511356 SH DFND 1 1511356 0 0 DOCUSIGN INC COM 256163106 594 8025 SH DFND 1 2 8025 0 0 DOLBY LABORATORIES INC-CL A COM CL A 25659T107 54135 786851 SH DFND 1 786851 0 0 DOLLAR GENERAL CORP COM 256677105 647149 4157032 SH DFND 1 4145598 0 11434 DOLLAR GENERAL CORP COM 256677105 37 243 SH DFND 1 2 243 0 0 DOLLAR TREE INC COM 256746108 350191 3730998 SH DFND 1 3710962 0 20036 DOLLAR TREE INC COM 256746108 62 661 SH DFND 1 2 661 0 0 DOMINION ENERGY INC COM 25746U109 986293 11919307 SH DFND 1 11881662 0 37645 DOMINO'S PIZZA INC COM 25754A201 139532 474077 SH DFND 1 464054 0 10023 DOMO INC - CLASS B COM CL B 257554105 5698 262365 SH DFND 1 262365 0 0 DOMTAR CORP COM NEW 257559203 33026 863675 SH DFND 1 848542 0 15133 DOMTAR CORP COM NEW 257559203 315 8247 SH DFND 1 2 8247 0 0 DONALDSON CO INC COM 257651109 84737 1470624 SH DFND 1 1439606 0 31018 DONEGAL GROUP INC-CL A CL A 257701201 2807 189425 SH DFND 1 189425 0 0 DONNELLEY FINANCIAL SOLUTION COM 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CORP PLC SHS G29183103 553044 5849784 SH DFND 1 5829161 0 20623 EATON CORP PLC SHS G29183103 50 534 SH DFND 1 2 534 0 0 EATON VANCE CORP COM NON VTG 278265103 74935 1606138 SH DFND 1 1578412 0 27726 EBAY INC COM 278642103 407569 11303543 SH DFND 1 11235479 0 68064 EBAY INC COM 278642103 1748 48421 SH DFND 1 2 48421 0 0 EBIX INC COM NEW 278715206 10663 319161 SH DFND 1 319161 0 0 EBIX INC COM NEW 278715206 115 3460 SH DFND 1 2 3460 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 7763 375027 SH DFND 1 375027 0 0 ECHOSTAR CORP-A CL A 278768106 23606 545052 SH DFND 1 545052 0 0 ECOLAB INC COM 278865100 707794 3674510 SH DFND 1 3663154 0 11356 ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 9587 9000000 PRN DFND 1 2 9000000 0 0 ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 956 900000 PRN DFND 1 900000 0 0 EDAP TMS SA -ADR SPONSORED ADR 268311107 147 33404 SH DFND 1 33404 0 0 EDGEWELL PERSONAL CARE CO COM 28035Q102 22553 728481 SH DFND 1 715197 0 13284 EDISON INTERNATIONAL COM 281020107 421414 5599723 SH DFND 1 5563871 0 35852 EDITAS MEDICINE INC COM 28106W103 21015 709750 SH DFND 1 709750 0 0 EDUCATIONAL DEVELOPMENT CORP COM 281479105 306 49636 SH DFND 1 49636 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 817738 3511604 SH DFND 1 3502237 0 9367 EDWARDS LIFESCIENCES CORP COM 28176E108 127 545 SH DFND 1 2 545 0 0 EGAIN CORP COM NEW 28225C806 2082 262886 SH DFND 1 262886 0 0 EHEALTH INC COM 28238P109 28375 295334 SH DFND 1 295334 0 0 EIDOS THERAPEUTICS INC COM 28249H104 7019 122305 SH DFND 1 122305 0 0 EIGER BIOPHARMACEUTICALS INC COM 28249U105 4509 302671 SH DFND 1 302671 0 0 EKSO BIONICS HOLDINGS INC COM NEW 282644202 155 396526 SH DFND 1 396526 0 0 EL PASO ELECTRIC CO COM NEW 283677854 35503 522958 SH DFND 1 522958 0 0 EL PASO ELECTRIC CO COM NEW 283677854 619 9126 SH DFND 1 2 9126 0 0 EL POLLO LOCO HOLDINGS INC COM 268603107 4357 287807 SH DFND 1 287807 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 111578 3792357 SH DFND 1 3792357 0 0 ELASTIC NV ORD SHS N14506104 23120 359569 SH DFND 1 359569 0 0 ELBIT SYSTEMS LTD ORD M3760D101 5101 32900 SH DFND 1 32900 0 0 ELDORADO GOLD CORP COM 284902509 187 23292 SH DFND 1 23292 0 0 ELDORADO RESORTS INC COM 28470R102 54204 908854 SH DFND 1 892845 0 16009 ELECTROCORE INC COM 28531P103 256 161578 SH DFND 1 161578 0 0 ELECTROMED INC COM 285409108 201 23277 SH DFND 1 23277 0 0 ELECTRONIC ARTS INC COM 285512109 475172 4428362 SH DFND 1 4403145 0 25217 ELECTRONIC ARTS INC COM 285512109 72 674 SH DFND 1 2 674 0 0 ELEMENT SOLUTIONS INC COM 28618M106 27423 2347893 SH DFND 1 2347893 0 0 ELEVATE CREDIT INC COM 28621V101 1031 231875 SH DFND 1 231875 0 0 ELEVATE CREDIT INC COM 28621V101 180 40600 SH DFND 1 2 40600 0 0 ELF BEAUTY INC COM 26856L103 5636 349452 SH DFND 1 349452 0 0 ELF BEAUTY INC COM 26856L103 711 44091 SH DFND 1 2 44091 0 0 ELI LILLY & CO COM 532457108 1623419 12376856 SH DFND 1 12337118 0 39738 ELI LILLY & CO COM 532457108 19 151 SH DFND 1 2 151 0 0 ELLINGTON FINANCIAL INC COM 28852N109 7920 432130 SH DFND 1 432130 0 0 ELLINGTON FINANCIAL INC COM 28852N109 6 342 SH DFND 1 2 342 0 0 ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 650 59968 SH DFND 1 59968 0 0 ELOXX PHARMACEUTICALS INC COM 29014R103 2547 346152 SH DFND 1 346152 0 0 EMAGIN CORPORATION COM NEW 29076N206 22 65621 SH DFND 1 65621 0 0 EMCOR GROUP INC COM 29084Q100 105129 1218182 SH DFND 1 1204421 0 13761 EMCOR GROUP INC COM 29084Q100 68 788 SH DFND 1 2 788 0 0 EMCORE CORP COM NEW 290846203 570 187590 SH DFND 1 187590 0 0 EMERALD EXPOSITIONS EVENTS I COM 29103B100 3725 353166 SH DFND 1 353166 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 32441 601327 SH DFND 1 601141 0 186 EMERSON ELECTRIC CO COM 291011104 648087 8515116 SH DFND 1 8485297 0 29819 EMERSON ELECTRIC CO COM 291011104 215 2824 SH DFND 1 2 2824 0 0 EMERSON RADIO CORP COM NEW 291087203 39 48121 SH DFND 1 48121 0 0 EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 157 39057 SH DFND 1 39057 0 0 EMPIRE STATE REALTY TRUST-A CL A 292104106 31830 2280089 SH DFND 1 2280089 0 0 EMPLOYERS HOLDINGS INC COM 292218104 18003 431225 SH DFND 1 431225 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 14305 231555 SH DFND 1 231555 0 0 ENBRIDGE INC COM 29250N105 124346 3102152 SH DFND 1 2990733 0 111419 ENCOMPASS HEALTH CORP COM 29261A100 80506 1162272 SH DFND 1 1137407 0 24865 ENCOMPASS HEALTH CORP COM 29261A100 37 537 SH DFND 1 2 537 0 0 ENCORE CAPITAL GROUP INC COM 292554102 14410 407554 SH DFND 1 407554 0 0 ENCORE WIRE CORP COM 292562105 21182 369030 SH DFND 1 369030 0 0 ENCORE WIRE CORP COM 292562105 243 4244 SH DFND 1 2 4244 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 74 31094 SH DFND 1 31094 0 0 ENDO INTERNATIONAL PLC SHS G30401106 14307 3050684 SH DFND 1 3050684 0 0 ENDO INTERNATIONAL PLC SHS G30401106 650 138785 SH DFND 1 2 138785 0 0 ENDOLOGIX INC COM NEW 29266S304 221 140002 SH DFND 1 140002 0 0 ENDRA LIFE SCIENCES INC COM 29273B104 105 62875 SH DFND 1 62875 0 0 ENDURANCE INTERNATIONAL GROU COM 29272B105 5080 1081038 SH DFND 1 1081038 0 0 ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 1697 154633 SH DFND 1 2 154633 0 0 ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 327 29809 SH DFND 1 27410 0 2399 ENEL CHILE SA-ADR SPONSORED ADR 29278D105 1234 259960 SH DFND 1 2 259960 0 0 ENEL CHILE SA-ADR SPONSORED ADR 29278D105 134 28419 SH DFND 1 27017 0 1402 ENERGIZER HOLDINGS INC COM 29272W109 35278 702486 SH DFND 1 686720 0 15766 ENERGOUS CORP COM 29272C103 570 322383 SH DFND 1 322383 0 0 ENERGY FOCUS INC COM NEW 29268T300 27 57940 SH DFND 1 57940 0 0 ENERGY FUELS INC COM NEW 292671708 936 490345 SH DFND 1 490345 0 0 ENERGY RECOVERY INC COM 29270J100 4745 484728 SH DFND 1 484728 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 1747 136179 SH DFND 1 9208 0 126971 ENERPLUS CORP COM 292766102 352 49533 SH DFND 1 49533 0 0 ENERPLUS CORP COM 292766102 299 42052 SH DFND 1 2 42052 0 0 ENERSYS COM 29275Y102 47930 640529 SH DFND 1 630153 0 10376 ENGLOBAL CORP COM 293306106 68 70044 SH DFND 1 70044 0 0 ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 747 24145 SH DFND 1 24145 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 87 14238 SH DFND 1 0 0 14238 ENNIS INC COM 293389102 7465 344812 SH DFND 1 343935 0 877 ENOCHIAN BIOSCIENCES INC COM 29350E104 1094 218036 SH DFND 1 218036 0 0 ENOVA INTERNATIONAL INC COM 29357K103 14982 622699 SH DFND 1 621434 0 1265 ENOVA INTERNATIONAL INC COM 29357K103 6 262 SH DFND 1 2 262 0 0 ENPHASE ENERGY INC COM 29355A107 32843 1256918 SH DFND 1 1256918 0 0 ENPRO INDUSTRIES INC COM 29355X107 17939 268235 SH DFND 1 268235 0 0 ENSERVCO CORP COM 29358Y102 18 98285 SH DFND 1 98285 0 0 ENSIGN GROUP INC/THE COM 29358P101 31369 691409 SH DFND 1 691409 0 0 ENSTAR GROUP LTD SHS G3075P101 39957 193164 SH DFND 1 193164 0 0 ENTEGRIS INC COM 29362U104 75383 1504961 SH DFND 1 1504961 0 0 ENTERCOM COMMUNICATIONS-CL A CL A 293639100 7389 1592526 SH DFND 1 1589004 0 3522 ENTERGY CORP COM 29364G103 384227 3213572 SH DFND 1 3204283 0 9289 ENTERPRISE BANCORP INC COM 293668109 3761 111044 SH DFND 1 111044 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 17193 356642 SH DFND 1 356642 0 0 ENTERPRISE PRODUCTS PARTNERS COM 293792107 2730 96961 SH DFND 1 14993 0 81968 ENTRAVISION COMMUNICATIONS-A CL A 29382R107 2028 774105 SH DFND 1 774105 0 0 ENTRAVISION COMMUNICATIONS-A CL A 29382R107 1 583 SH DFND 1 2 583 0 0 ENVESTNET INC COM 29404K106 45340 651161 SH DFND 1 651161 0 0 ENVISTA HOLDINGS CORP COM 29415F104 46947 1583908 SH DFND 1 1583908 0 0 ENZO BIOCHEM INC COM 294100102 1351 513792 SH DFND 1 513792 0 0 EOG RESOURCES INC COM 26875P101 687464 8226021 SH DFND 1 8199887 0 26134 EOG RESOURCES INC COM 26875P101 30 369 SH DFND 1 2 369 0 0 EPAM SYSTEMS INC COM 29414B104 128764 607477 SH DFND 1 607477 0 0 EPIZYME INC COM 29428V104 26091 1060625 SH DFND 1 1060625 0 0 EPIZYME INC COM 29428V104 74 3015 SH DFND 1 2 3015 0 0 EPLUS INC COM 294268107 16900 200502 SH DFND 1 200502 0 0 EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 29392 926908 PRN DFND 1 2 926908 0 0 EPR PROPERTIES COM SH BEN INT 26884U109 65690 929939 SH DFND 1 890531 0 39408 EQT CORP COM 26884L109 31939 2930248 SH DFND 1 2867601 0 62647 EQUIFAX INC COM 294429105 253483 1812908 SH DFND 1 1807469 0 5439 EQUINIX INC COM 29444U700 738399 1267746 SH DFND 1 1241833 0 25913 EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 2519 126521 SH DFND 1 126521 0 0 EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 262 13190 SH DFND 1 2 13190 0 0 EQUITRANS MIDSTREAM CORP COM 294600101 30387 2274487 SH DFND 1 2224543 0 49944 EQUITY BANCSHARES INC - CL A COM CL A 29460X109 6310 204417 SH DFND 1 204417 0 0 EQUITY COMMONWEALTH COM SH BEN INT 294628102 61393 1870033 SH DFND 1 1870033 0 0 EQUITY LIFESTYLE PROPERTIES COM 29472R108 215087 3054475 SH DFND 1 3009514 0 44961 EQUITY RESIDENTIAL SH BEN INT 29476L107 561820 6954239 SH DFND 1 6938565 0 15674 EQUITY RESIDENTIAL SH BEN INT 29476L107 13 173 SH DFND 1 2 173 0 0 ERA GROUP INC COM 26885G109 2427 238714 SH DFND 1 238714 0 0 ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2571 292880 SH DFND 1 288127 0 4753 ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 216 24631 SH DFND 1 2 24631 0 0 ERIE INDEMNITY COMPANY-CL A CL A 29530P102 49695 299608 SH DFND 1 299608 0 0 EROS INTERNATIONAL PLC SHS NEW G3788M114 1312 387231 SH DFND 1 386952 0 279 ESCALADE INC COM 296056104 981 99868 SH DFND 1 99868 0 0 ESCO TECHNOLOGIES INC COM 296315104 30990 335037 SH DFND 1 335037 0 0 ESCO TECHNOLOGIES INC COM 296315104 18 200 SH DFND 1 2 200 0 0 ESPERION THERAPEUTICS INC COM 29664W105 20636 346076 SH DFND 1 346076 0 0 ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 1796 68901 SH DFND 1 68901 0 0 ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 120 4619 SH DFND 1 2 4619 0 0 ESSA BANCORP INC COM 29667D104 1659 97911 SH DFND 1 97911 0 0 ESSENT GROUP LTD COM G3198U102 96834 1860285 SH DFND 1 1860285 0 0 ESSENTIAL PROPERTIES REALTY COM 29670E107 26919 1085043 SH DFND 1 1058798 0 26245 ESSEX PROPERTY TRUST INC COM 297178105 419865 1397040 SH DFND 1 1394071 0 2969 ESSEX PROPERTY TRUST INC COM 297178105 11 37 SH DFND 1 2 37 0 0 ESTEE LAUDER COMPANIES-CL A CL A 518439104 633909 3076266 SH DFND 1 3065970 0 10296 ESTEE LAUDER COMPANIES-CL A CL A 518439104 84 410 SH DFND 1 2 410 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 10559 553988 SH DFND 1 553988 0 0 ETSY INC COM 29786A106 59758 1348953 SH DFND 1 1319915 0 29038 EURONET WORLDWIDE INC COM 298736109 99715 632871 SH DFND 1 632871 0 0 EVANS BANCORP INC COM NEW 29911Q208 2059 51353 SH DFND 1 51353 0 0 EVELO BIOSCIENCES INC COM 299734103 514 126718 SH DFND 1 126718 0 0 EVENTBRITE INC-CLASS A COM CL A 29975E109 9513 471647 SH DFND 1 471647 0 0 EVERBRIDGE INC COM 29978A104 35742 457765 SH DFND 1 457765 0 0 EVERCORE INC - A CLASS A 29977A105 34703 464194 SH DFND 1 454147 0 10047 EVERCORE INC - A CLASS A 29977A105 455 6089 SH DFND 1 2 6089 0 0 EVEREST RE GROUP LTD COM G3223R108 189977 687535 SH DFND 1 685710 0 1825 EVEREST RE GROUP LTD COM G3223R108 9 34 SH DFND 1 2 34 0 0 EVERGY INC COM 30034W106 234482 3609746 SH DFND 1 3599502 0 10244 EVERGY INC COM 30034W106 8 131 SH DFND 1 2 131 0 0 EVERI HOLDINGS INC COM 30034T103 17284 1287040 SH DFND 1 1287040 0 0 EVERI HOLDINGS INC COM 30034T103 913 68033 SH DFND 1 2 68033 0 0 EVERQUOTE INC - CLASS A COM CL A 30041R108 4640 135102 SH DFND 1 135102 0 0 EVERQUOTE INC - CLASS A COM CL A 30041R108 430 12546 SH DFND 1 2 12546 0 0 EVERSOURCE ENERGY COM 30040W108 456166 5372544 SH DFND 1 5340176 0 32368 EVERSPIN TECHNOLOGIES INC COM 30041T104 432 82191 SH DFND 1 82191 0 0 EVERTEC INC COM 30040P103 33230 976218 SH DFND 1 974777 0 1441 EVI INDUSTRIES INC COM 26929N102 1519 56201 SH DFND 1 56201 0 0 EVO PAYMENTS INC-CLASS A CL A COM 26927E104 13378 506573 SH DFND 1 506573 0 0 EVOFEM BIOSCIENCES INC COM 30048L104 1608 260625 SH DFND 1 260625 0 0 EVOKE PHARMA INC COM 30049G104 327 202268 SH DFND 1 202268 0 0 EVOLENT HEALTH INC - A CL A 30050B101 8795 971854 SH DFND 1 971854 0 0 EVOLUS INC COM 30052C107 3555 292163 SH DFND 1 292163 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 2006 366856 SH DFND 1 366856 0 0 EVOLVING SYSTEMS INC COM NEW 30049R209 35 39807 SH DFND 1 39807 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 17948 947176 SH DFND 1 947176 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 24 1319 SH DFND 1 2 1319 0 0 EW SCRIPPS CO/THE-A CL A NEW 811054402 11979 762554 SH DFND 1 762554 0 0 EXACT SCIENCES CORP COM 30063P105 145230 1571881 SH DFND 1 1571637 0 244 EXAGEN INC COM 30068X103 1382 54432 SH DFND 1 54432 0 0 EXANTAS CAPITAL CORP COM NEW 30068N105 4815 407769 SH DFND 1 407769 0 0 EXELA TECHNOLOGIES INC COM 30162V102 293 720658 SH DFND 1 720658 0 0 EXELIXIS INC COM 30161Q104 61352 3481969 SH DFND 1 3406928 0 75041 EXELON CORP COM 30161N101 677843 14899182 SH DFND 1 14816077 0 83105 EXELON CORP COM 30161N101 19 435 SH DFND 1 2 435 0 0 EXFO INC SUB VTG SHS 302046107 53 11624 SH DFND 1 11624 0 0 EXICURE INC COM 30205M101 1385 484584 SH DFND 1 484584 0 0 EXLSERVICE HOLDINGS INC COM 302081104 32711 470943 SH DFND 1 470943 0 0 EXONE CO/THE COM 302104104 694 93059 SH DFND 1 93059 0 0 EXP WORLD HOLDINGS INC COM 30212W100 3580 315991 SH DFND 1 315991 0 0 EXPEDIA GROUP INC COM NEW 30212P303 235901 2185792 SH DFND 1 2172863 0 12929 EXPEDIA GROUP INC COM NEW 30212P303 806 7460 SH DFND 1 2 7460 0 0 EXPEDITORS INTL WASH INC COM 302130109 221599 2845707 SH DFND 1 2837975 0 7732 EXPEDITORS INTL WASH INC COM 302130109 2 37 SH DFND 1 2 37 0 0 EXPONENT INC COM 30214U102 56997 825926 SH DFND 1 825926 0 0 EXPONENT INC COM 30214U102 189 2747 SH DFND 1 2 2747 0 0 EXPRESS INC COM 30219E103 4409 905493 SH DFND 1 905493 0 0 EXPRESS INC COM 30219E103 63 13040 SH DFND 1 2 13040 0 0 EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 66840 4498005 SH DFND 1 4498005 0 0 EXTERRAN CORP COM 30227H106 3081 393520 SH DFND 1 393520 0 0 EXTRA SPACE STORAGE INC COM 30225T102 275066 2608412 SH DFND 1 2570007 0 38405 EXTRACTION OIL & GAS INC COM 30227M105 2711 1279204 SH DFND 1 1279204 0 0 EXTREME NETWORKS INC COM 30226D106 12057 1636055 SH DFND 1 1636055 0 0 EXXON MOBIL CORP COM 30231G102 4315899 61969806 SH DFND 1 61779791 0 190015 EYEGATE PHARMACEUTICALS COM NEW 30233M503 337 33686 SH DFND 1 33686 0 0 EYENOVIA INC COM 30234E104 334 74739 SH DFND 1 74739 0 0 EYEPOINT PHARMACEUTICALS INC COM 30233G100 1271 820231 SH DFND 1 820231 0 0 EZCORP INC-CL A CL A NON VTG 302301106 4967 728432 SH DFND 1 728432 0 0 F5 NETWORKS INC COM 315616102 159887 1146875 SH DFND 1 1144142 0 2733 F5 NETWORKS INC COM 315616102 37 265 SH DFND 1 2 265 0 0 FABRINET SHS G3323L100 30874 476157 SH DFND 1 476157 0 0 FACEBOOK INC-CLASS A CL A 30303M102 6980979 34087826 SH DFND 1 33901049 0 186777 FACEBOOK INC-CLASS A CL A 30303M102 173 846 SH DFND 1 2 846 0 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 152640 568906 SH DFND 1 559607 0 9299 FAIR ISAAC CORP COM 303250104 138105 368596 SH DFND 1 361498 0 7098 FAIR ISAAC CORP COM 303250104 254 680 SH DFND 1 2 680 0 0 FALCON MINERALS CORP CL A COM 30607B109 3527 499714 SH DFND 1 499714 0 0 FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 1019 39266 SH DFND 1 39266 0 0 FAR POINT ACQUISITION -CW25 *W EXP 06/01/202 30734W117 64 50000 SH DFND 1 2 50000 0 0 FAR POINT ACQUISITION -CW25 *W EXP 06/01/202 30734W117 5 5000 SH DFND 1 5000 0 0 FARMER BROS CO COM 307675108 2691 178723 SH DFND 1 178723 0 0 FARMERS & MERCHANTS BANCO/OH COM 30779N105 3900 129356 SH DFND 1 129356 0 0 FARMERS NATL BANC CORP COM 309627107 5636 345398 SH DFND 1 345398 0 0 FARMERS NATL BANC CORP COM 309627107 21 1300 SH DFND 1 2 1300 0 0 FARMLAND PARTNERS INC COM 31154R109 2779 409901 SH DFND 1 402730 0 7171 FARO TECHNOLOGIES INC COM 311642102 11867 235699 SH DFND 1 235699 0 0 FASTENAL CO COM 311900104 386993 10491607 SH DFND 1 10442252 0 49355 FASTLY INC - CLASS A CL A 31188V100 2060 102654 SH DFND 1 102654 0 0 FATE THERAPEUTICS INC COM 31189P102 17159 876835 SH DFND 1 876835 0 0 FB FINANCIAL CORP COM 30257X104 9072 229165 SH DFND 1 229165 0 0 FBL FINANCIAL GROUP INC-CL A CL A 30239F106 7909 134224 SH DFND 1 134224 0 0 FEDERAL AGRIC MTG CORP-CL C CL C 313148306 12303 147344 SH DFND 1 147344 0 0 FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 183342 1426525 SH DFND 1 1423352 0 3173 FEDERAL SIGNAL CORP COM 313855108 25359 786331 SH DFND 1 786331 0 0 FEDERAL SIGNAL CORP COM 313855108 274 8504 SH DFND 1 2 8504 0 0 FEDERATED INVESTORS INC-CL B CL B 314211103 45125 1384637 SH DFND 1 1360653 0 23984 FEDEX CORP COM 31428X106 493822 3273524 SH DFND 1 3262741 0 10783 FEDEX CORP COM 31428X106 37 246 SH DFND 1 2 246 0 0 FEDNAT HOLDING CO COM 31431B109 2399 144297 SH DFND 1 144297 0 0 FERRARI NV COM N3167Y103 201 1215 SH DFND 1 2 1215 0 0 FERRARI NV COM N3167Y103 142 863 SH DFND 1 863 0 0 FERRO CORP COM 315405100 15832 1067580 SH DFND 1 1067580 0 0 FERRO CORP COM 315405100 325 21979 SH DFND 1 2 21979 0 0 FERROGLOBE PLC SHS G33856108 146 155898 SH DFND 1 155898 0 0 FERROGLOBE PLC SHS G33856108 53 56928 SH DFND 1 2 56928 0 0 FGL HOLDINGS ORD SHS G3402M102 18969 1781169 SH DFND 1 1781169 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 2209 150402 SH DFND 1 2 150402 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 233 15906 SH DFND 1 15036 0 870 FIBROGEN INC COM 31572Q808 47887 1116525 SH DFND 1 1116525 0 0 FIDELITY D&D BANCORP INC COM 31609R100 2368 38078 SH DFND 1 38078 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 153302 3383187 SH DFND 1 3383187 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 60 1343 SH DFND 1 2 1343 0 0 FIDELITY NATIONAL INFO SERV COM 31620M106 1248370 8994573 SH DFND 1 8966332 0 28241 FIDUCIARY/CLAYM ENRGY INFRA COM 31647Q106 95 12089 SH DFND 1 2 12089 0 0 FIESTA RESTAURANT GROUP COM 31660B101 3220 325634 SH DFND 1 325634 0 0 FIFTH THIRD BANCORP COM 316773100 370504 12075621 SH DFND 1 12042029 0 33592 FIFTH THIRD BANCORP COM 316773100 2 68 SH DFND 1 2 68 0 0 FINANCIAL INSTITUTIONS INC COM 317585404 7975 248456 SH DFND 1 248456 0 0 FINJAN HOLDINGS INC COM NEW 31788H303 237 118269 SH DFND 1 118269 0 0 FINTECH ACQUISITION CORP - A COM CL A 31811A101 1013 100000 SH DFND 1 2 100000 0 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 350 132095 SH DFND 1 2 132095 0 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 36 13706 SH DFND 1 13706 0 0 FIREEYE INC COM 31816Q101 38163 2308726 SH DFND 1 2308726 0 0 FIRST AMERICAN FINANCIAL COM 31847R102 104903 1798756 SH DFND 1 1771226 0 27530 FIRST BANCORP INC/ME COM 31866P102 3487 115374 SH DFND 1 115374 0 0 FIRST BANCORP PUERTO RICO COM NEW 318672706 34987 3303816 SH DFND 1 3303816 0 0 FIRST BANCORP/NC COM 318910106 16558 414890 SH DFND 1 414890 0 0 FIRST BANCSHARES INC/MS COM 318916103 8560 241014 SH DFND 1 241014 0 0 FIRST BANK/HAMILTON NJ COM 31931U102 2120 191891 SH DFND 1 191891 0 0 FIRST BUSEY CORP COM NEW 319383204 19355 703839 SH DFND 1 703323 0 516 FIRST BUSINESS FINANCIAL SER COM 319390100 2482 94286 SH DFND 1 94286 0 0 FIRST CAPITAL INC COM 31942S104 2918 39984 SH DFND 1 39984 0 0 FIRST CHOICE BANCORP COM 31948P104 2983 110652 SH DFND 1 110652 0 0 FIRST CITIZENS BCSHS -CL A CL A 31946M103 51559 96879 SH DFND 1 96879 0 0 FIRST CITIZENS BCSHS -CL A CL A 31946M103 346 651 SH DFND 1 2 651 0 0 FIRST 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2232 346701 SH DFND 1 346701 0 0 KNIGHT-SWIFT TRANSPORTATION CL A 499049104 50944 1422678 SH DFND 1 1392568 0 30110 KNIGHT-SWIFT TRANSPORTATION CL A 499049104 38 1063 SH DFND 1 2 1063 0 0 KNOLL INC COM NEW 498904200 17641 698401 SH DFND 1 697421 0 980 KNOLL INC COM NEW 498904200 177 7037 SH DFND 1 2 7037 0 0 KNOWLES CORP COM 49926D109 23142 1094204 SH DFND 1 1094204 0 0 KODIAK SCIENCES INC COM 50015M109 23530 327036 SH DFND 1 327036 0 0 KOHLS CORP COM 500255104 132263 2600896 SH DFND 1 2592788 0 8108 KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 801 16431 SH DFND 1 14843 0 1588 KONTOOR BRANDS INC COM 50050N103 24642 586855 SH DFND 1 586713 0 142 KOPIN CORP COM 500600101 209 521920 SH DFND 1 521920 0 0 KOPPERS HOLDINGS INC COM 50060P106 10748 281230 SH DFND 1 281230 0 0 KOREA ELEC POWER CORP-SP ADR SPONSORED ADR 500631106 465 39391 SH DFND 1 37295 0 2096 KOREA FUND INC COM NEW 500634209 738 24753 SH DFND 1 2 24753 0 0 KORN FERRY COM NEW 500643200 32642 769861 SH DFND 1 769861 0 0 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552081 SH DFND 1 552081 0 0 KURA ONCOLOGY INC COM 50127T109 7151 520142 SH DFND 1 520142 0 0 KURA SUSHI USA INC-CLASS A CL A COM 501270102 1049 41227 SH DFND 1 41227 0 0 KVH INDUSTRIES INC COM 482738101 2041 183439 SH DFND 1 183439 0 0 L BRANDS INC COM 501797104 71692 3943008 SH DFND 1 3931928 0 11080 L BRANDS INC COM 501797104 378 20907 SH DFND 1 2 20907 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 736402 3728712 SH DFND 1 3717943 0 10769 L3HARRIS TECHNOLOGIES INC COM 502431109 53 269 SH DFND 1 2 269 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1357 345382 SH DFND 1 345382 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 19 4879 SH DFND 1 2 4879 0 0 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 251582 1490253 SH DFND 1 1485901 0 4352 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 72 427 SH DFND 1 2 427 0 0 LADDER CAPITAL CORP-REIT CL A 505743104 23951 1327666 SH DFND 1 1327666 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 5096 1464455 SH DFND 1 1464455 0 0 LAKELAND BANCORP INC COM 511637100 12440 715787 SH DFND 1 715787 0 0 LAKELAND FINANCIAL CORP COM 511656100 17570 359096 SH DFND 1 359096 0 0 LAKELAND INDUSTRIES INC COM 511795106 412 38227 SH DFND 1 38227 0 0 LAM RESEARCH CORP COM 512807108 728870 2496264 SH DFND 1 2483698 0 12566 LAM RESEARCH CORP COM 512807108 935 3201 SH DFND 1 2 3201 0 0 LAMAR ADVERTISING CO-A CL A 512816109 95674 1071858 SH DFND 1 1028722 0 43136 LAMB WESTON HOLDINGS INC COM 513272104 201645 2348539 SH DFND 1 2341630 0 6909 LANCASTER COLONY CORP COM 513847103 46812 292396 SH DFND 1 287547 0 4849 LANDEC CORP COM 514766104 4222 373369 SH DFND 1 373369 0 0 LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 198 12077 SH DFND 1 12077 0 0 LANDS' END INC COM 51509F105 3638 216599 SH DFND 1 216472 0 127 LANDSTAR SYSTEM INC COM 515098101 65773 577622 SH DFND 1 567951 0 9671 LANDSTAR SYSTEM INC COM 515098101 82 722 SH DFND 1 2 722 0 0 LANNETT CO INC COM 516012101 4597 522745 SH DFND 1 520148 0 2597 LANTHEUS HOLDINGS INC COM 516544103 12562 612527 SH DFND 1 612527 0 0 LANTRONIX INC COM NEW 516548203 216 61028 SH DFND 1 61028 0 0 LAREDO PETROLEUM INC COM 516806106 6719 2341368 SH DFND 1 2341368 0 0 LAS VEGAS SANDS CORP COM 517834107 334637 4848445 SH DFND 1 4833258 0 15187 LATTICE SEMICONDUCTOR CORP COM 518415104 39866 2082874 SH DFND 1 2082874 0 0 LAUREATE EDUCATION INC-A CL A 518613203 27243 1547029 SH DFND 1 1547029 0 0 LAWSON PRODUCTS INC COM 520776105 4708 90382 SH DFND 1 90382 0 0 LAWSON PRODUCTS INC COM 520776105 67 1301 SH DFND 1 2 1301 0 0 LAZARD LTD-CL A SHS A G54050102 51339 1282612 SH DFND 1 1281802 0 810 LAZARD LTD-CL A SHS A G54050102 0 16 SH DFND 1 2 16 0 0 LA-Z-BOY INC COM 505336107 21675 688541 SH DFND 1 688541 0 0 LCI INDUSTRIES COM 50189K103 34377 320897 SH DFND 1 320897 0 0 LCI INDUSTRIES COM 50189K103 331 3094 SH DFND 1 2 3094 0 0 LCNB CORPORATION COM 50181P100 3118 161589 SH DFND 1 161589 0 0 LEAF GROUP LTD COM 52177G102 750 187569 SH DFND 1 187569 0 0 LEAP THERAPEUTICS INC COM 52187K101 184 164493 SH DFND 1 164493 0 0 LEAR CORP COM NEW 521865204 88964 648990 SH DFND 1 635504 0 13486 LEAR CORP COM NEW 521865204 94 690 SH DFND 1 2 690 0 0 LEE ENTERPRISES COM 523768109 920 648340 SH DFND 1 648340 0 0 LEGACY ACQUISITION CORP-CL A COM CL A 524643103 2054 200000 SH DFND 1 2 200000 0 0 LEGACY HOUSING CORP COM 52472M101 977 58721 SH DFND 1 58721 0 0 LEGG MASON INC COM 524901105 37102 1033216 SH DFND 1 1009923 0 23293 LEGG MASON INC COM 524901105 737 20526 SH DFND 1 2 20526 0 0 LEGGETT & PLATT INC COM 524660107 110719 2182482 SH DFND 1 2176276 0 6206 LEIDOS HOLDINGS INC COM 525327102 213975 2190151 SH DFND 1 2183294 0 6857 LEIDOS HOLDINGS INC COM 525327102 63 647 SH DFND 1 2 647 0 0 LEISURE ACQUISITION CORP COM 52539T107 521 50000 SH DFND 1 2 50000 0 0 LEMAITRE VASCULAR INC COM 525558201 9264 257717 SH DFND 1 257717 0 0 LENDINGCLUB CORP COM NEW 52603A208 12998 1030004 SH DFND 1 1030004 0 0 LENDINGTREE INC COM 52603B107 27923 92022 SH DFND 1 90142 0 1880 LENNAR CORP - B SHS CL B 526057302 6627 148281 SH DFND 1 147926 0 355 LENNAR CORP - B SHS CL B 526057302 2458 55000 SH DFND 1 2 55000 0 0 LENNAR CORP-A CL A 526057104 266215 4780641 SH DFND 1 4768067 0 12574 LENNAR CORP-A CL A 526057104 144 2597 SH DFND 1 2 2597 0 0 LENNOX INTERNATIONAL INC COM 526107107 93084 381898 SH DFND 1 373310 0 8588 LENNOX INTERNATIONAL INC COM 526107107 38 156 SH DFND 1 2 156 0 0 LEO HOLDINGS CORP - CW23 *W EXP 02/07/202 G5463L113 361 544700 SH DFND 1 2 544700 0 0 LEVEL ONE BANCORP INC COM 52730D208 1524 60603 SH DFND 1 60603 0 0 LEVI STRAUSS & CO- CLASS A CL A COM STK 52736R102 7201 373312 SH DFND 1 373312 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 2781 670137 SH DFND 1 670137 0 0 LEXINFINTECH HOLDINGS L-ADR ADR 528877103 684 49254 SH DFND 1 49254 0 0 LEXINGTON REALTY TRUST COM 529043101 35367 3330254 SH DFND 1 3330254 0 0 LG DISPLAY CO LTD-ADR SPONS ADR REP 50186V102 505 72842 SH DFND 1 70097 0 2745 LGI HOMES INC COM 50187T106 19688 278682 SH DFND 1 278682 0 0 LHC GROUP INC COM 50187A107 55768 404820 SH DFND 1 404820 0 0 LIBBEY INC COM 529898108 233 161232 SH DFND 1 161232 0 0 LIBERTY BROADBAND-A COM SER A 530307107 31349 251680 SH DFND 1 251280 0 400 LIBERTY BROADBAND-C COM SER C 530307305 198660 1580885 SH DFND 1 1580885 0 0 LIBERTY GLOBAL PLC- C SHS CL C G5480U120 77921 3579512 SH DFND 1 3562072 0 17440 LIBERTY GLOBAL PLC- C SHS CL C G5480U120 58 2701 SH DFND 1 2 2701 0 0 LIBERTY GLOBAL PLC-A SHS CL A G5480U104 36720 1615604 SH DFND 1 1608389 0 7215 LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 10751 557068 SH DFND 1 557068 0 0 LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 31796 1633965 SH DFND 1 1633965 0 0 LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2559 86321 SH DFND 1 86321 0 0 LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 16197 548326 SH DFND 1 548326 0 0 LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 12662 289233 SH DFND 1 289233 0 0 LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 106567 2320516 SH DFND 1 2320516 0 0 LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 55140 1141279 SH DFND 1 1141279 0 0 LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 90798 1888161 SH DFND 1 1888161 0 0 LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 76 1587 SH DFND 1 2 1587 0 0 LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 7383 663990 SH DFND 1 663990 0 0 LIBERTY PROPERTY TRUST SH BEN INT 531172104 146414 2439790 SH DFND 1 2401125 0 38665 LIBERTY PROPERTY TRUST SH BEN INT 531172104 1201 20000 SH DFND 1 2 20000 0 0 LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 9513 1294396 SH DFND 1 1292865 0 1531 LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 1063 144668 SH DFND 1 2 144668 0 0 LIFE STORAGE INC COM 53223X107 84900 784080 SH DFND 1 760612 0 23468 LIFETIME BRANDS INC COM 53222Q103 934 134448 SH DFND 1 134448 0 0 LIFEVANTAGE CORP COM NEW 53222K205 2921 187165 SH DFND 1 187165 0 0 LIFEVANTAGE CORP COM NEW 53222K205 415 26628 SH DFND 1 2 26628 0 0 LIFEWAY FOODS INC COM 531914109 75 38028 SH DFND 1 38028 0 0 LIGAND PHARMACEUTICALS COM NEW 53220K504 26062 249906 SH DFND 1 245602 0 4304 LIGHTPATH TECHNOLOGIES INC-A COM CL A 532257805 64 88989 SH DFND 1 88989 0 0 LILIS ENERGY INC COM NEW 532403201 105 277269 SH DFND 1 277269 0 0 LIMBACH HOLDINGS INC COM 53263P105 138 36558 SH DFND 1 36558 0 0 LIMELIGHT NETWORKS INC COM 53261M104 6258 1533870 SH DFND 1 1533870 0 0 LIMELIGHT NETWORKS INC COM 53261M104 13 3264 SH DFND 1 2 3264 0 0 LIMESTONE BANCORP INC COM 53262L105 385 21415 SH DFND 1 21415 0 0 LIMONEIRA CO COM 532746104 3935 204646 SH DFND 1 204646 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 301 111836 SH DFND 1 111836 0 0 LINCOLN ELECTRIC HOLDINGS COM 533900106 72885 753490 SH DFND 1 737998 0 15492 LINCOLN NATIONAL CORP COM 534187109 185410 3148298 SH DFND 1 3139415 0 8883 LINCOLN NATIONAL CORP COM 534187109 149 2533 SH DFND 1 2 2533 0 0 LINDBLAD EXPEDITIONS HOLDING COM 535219109 6215 380131 SH DFND 1 380131 0 0 LINDE PLC SHS G5494J103 1696526 7984617 SH DFND 1 7959966 0 24651 LINDSAY CORP COM 535555106 13676 142479 SH DFND 1 142479 0 0 LINEAGE CELL THERAPEUTICS IN COM 53566P109 1396 1568727 SH DFND 1 1568727 0 0 LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 7358 8500000 PRN DFND 1 2 8500000 0 0 LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 869 1000000 PRN DFND 1 1000000 0 0 LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 7581 711198 SH DFND 1 709559 0 1639 LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 10517 1059122 SH DFND 1 1058414 0 708 LIPOCINE INC COM 53630X104 76 199792 SH DFND 1 199792 0 0 LIQTECH INTERNATIONAL INC COM 53632A201 834 142661 SH DFND 1 142661 0 0 LIQUIDIA TECHNOLOGIES INC COM 53635D202 695 162578 SH DFND 1 162578 0 0 LIQUIDITY SERVICES INC COM 53635B107 2127 357014 SH DFND 1 357014 0 0 LITHIA MOTORS INC-CL A CL A 536797103 47232 321309 SH DFND 1 321309 0 0 LITHIA MOTORS INC-CL A CL A 536797103 37 253 SH DFND 1 2 253 0 0 LITTELFUSE INC COM 537008104 54566 285243 SH DFND 1 279276 0 5967 LIVANOVA PLC SHS G5509L101 50626 671173 SH DFND 1 659312 0 11861 LIVE NATION ENTERTAINMENT IN COM 538034109 152995 2145271 SH DFND 1 2138938 0 6333 LIVE OAK BANCSHARES INC COM 53803X105 7258 381827 SH DFND 1 381827 0 0 LIVE VENTURES INC COM NEW 538142308 111 14842 SH DFND 1 14842 0 0 LIVENT CORP COM 53814L108 16344 1911596 SH DFND 1 1911596 0 0 LIVEPERSON INC COM 538146101 31205 843387 SH DFND 1 843387 0 0 LIVERAMP HOLDINGS INC COM 53815P108 42760 889550 SH DFND 1 872960 0 16590 LIVEXLIVE MEDIA INC COM NEW 53839L208 598 387154 SH DFND 1 387154 0 0 LIVONGO HEALTH INC COM 539183103 6079 242585 SH DFND 1 242585 0 0 LKQ CORP COM 501889208 193807 5438453 SH DFND 1 5424623 0 13830 LKQ CORP COM 501889208 59 1677 SH DFND 1 2 1677 0 0 LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 1906 576001 SH DFND 1 565444 0 10557 LM FUNDING AMERICA INC COM NEW 502074305 23 30394 SH DFND 1 30394 0 0 LOCKHEED MARTIN CORP COM 539830109 1402377 3607805 SH DFND 1 3596660 0 11145 LOCKHEED MARTIN CORP COM 539830109 20 53 SH DFND 1 2 53 0 0 LOEWS CORP COM 540424108 220993 4218587 SH DFND 1 4207080 0 11507 LOEWS CORP COM 540424108 32 614 SH DFND 1 2 614 0 0 LOGICBIO THERAPEUTICS INC COM 54142F102 683 94969 SH DFND 1 94969 0 0 LOGITECH INTERNATIONAL-REG SHS H50430232 5881 124721 SH DFND 1 124721 0 0 LOGMEIN INC COM 54142L109 51031 595191 SH DFND 1 582534 0 12657 LOGMEIN INC COM 54142L109 805 9400 SH DFND 1 2 9400 0 0 LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 419 160685 SH DFND 1 160685 0 0 LOOP INDUSTRIES INC COM 543518104 1243 125590 SH DFND 1 125590 0 0 LORAL SPACE & COMMUNICATIONS COM 543881106 5974 184860 SH DFND 1 184860 0 0 LOUISIANA-PACIFIC CORP COM 546347105 46440 1565243 SH DFND 1 1536457 0 28786 LOVESAC CO/THE COM 54738L109 2090 130256 SH DFND 1 130256 0 0 LOWE'S COS INC COM 548661107 1237409 10355574 SH DFND 1 10320159 0 35415 LPL FINANCIAL HOLDINGS INC COM 50212V100 121296 1314872 SH DFND 1 1314872 0 0 LPL FINANCIAL HOLDINGS INC COM 50212V100 1425 15456 SH DFND 1 2 15456 0 0 LRAD CORP COMSTK 50213V109 544 166588 SH DFND 1 166588 0 0 LSB INDUSTRIES INC COM 502160104 1116 265823 SH DFND 1 265823 0 0 LSI INDUSTRIES INC COM 50216C108 1125 186079 SH DFND 1 186079 0 0 LTC PROPERTIES INC COM 502175102 30758 687030 SH DFND 1 676873 0 10157 LUBY'S INC COM 549282101 155 70740 SH DFND 1 70740 0 0 LULULEMON ATHLETICA INC COM 550021109 303559 1311432 SH DFND 1 1306538 0 4894 LUMBER LIQUIDATORS HOLDINGS COM 55003T107 3657 374384 SH DFND 1 374384 0 0 LUMENTUM HOLDINGS INC COM 55024U109 85373 1076588 SH DFND 1 1057669 0 18919 LUMINEX CORP COM 55027E102 13871 598925 SH DFND 1 598925 0 0 LUNA INNOVATIONS INC COM 550351100 1424 195407 SH DFND 1 195407 0 0 LUOKUNG TECHNOLOGY CORP SHS G56981106 54 33515 SH DFND 1 33515 0 0 LUTHER BURBANK CORP COM 550550107 2433 211092 SH DFND 1 211092 0 0 LUXFER HOLDINGS PLC SHS G5698W116 2585 139685 SH DFND 1 139685 0 0 LYDALL INC COM 550819106 4716 229833 SH DFND 1 229833 0 0 LYDALL INC COM 550819106 566 27625 SH DFND 1 2 27625 0 0 LYFT INC-A CL A COM 55087P104 96225 2236753 SH DFND 1 2236753 0 0 LYONDELLBASELL INDU-CL A SHS - A - N53745100 354139 3747431 SH DFND 1 3734040 0 13391 LYONDELLBASELL INDU-CL A SHS - A - N53745100 585 6201 SH DFND 1 2 6201 0 0 M & T BANK CORP COM 55261F104 369531 2180810 SH DFND 1 2174782 0 6028 M & T BANK CORP COM 55261F104 54 322 SH DFND 1 2 322 0 0 M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 61 772798 SH DFND 1 2 772798 0 0 M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 1 23306 SH DFND 1 23306 0 0 M/I HOMES INC COM 55305B101 18639 473692 SH DFND 1 473692 0 0 M/I HOMES INC COM 55305B101 903 22955 SH DFND 1 2 22955 0 0 MACATAWA BANK CORP COM 554225102 3531 317279 SH DFND 1 317279 0 0 MACERICH CO/THE COM 554382101 47459 1762983 SH DFND 1 1735982 0 27001 MACK-CALI REALTY CORP COM 554489104 36478 1577112 SH DFND 1 1532572 0 44540 MACKINAC FINANCIAL CORP COM 554571109 1503 86093 SH DFND 1 86093 0 0 MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 16784 630992 SH DFND 1 630992 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 38315 894380 SH DFND 1 893440 0 940 MACQUARIE/FT GL INT/UT DV IN COM 55607W100 131 12307 SH DFND 1 2 12307 0 0 MACROGENICS INC COM 556099109 7518 691002 SH DFND 1 691002 0 0 MACY'S INC COM 55616P104 90086 5286161 SH DFND 1 5271433 0 14728 MADISON COVERED CALL & EQUIT COM 557437100 819 123578 SH DFND 1 2 123578 0 0 MADISON SQUARE GARDEN CO- A CL A 55825T103 56034 190472 SH DFND 1 190472 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 11291 123933 SH DFND 1 123933 0 0 MAGAL SECURITY SYS LTD ORD M6786D104 42 11406 SH DFND 1 11406 0 0 MAGELLAN HEALTH INC COM NEW 559079207 25549 326514 SH DFND 1 326514 0 0 MAGELLAN HEALTH INC COM NEW 559079207 214 2740 SH DFND 1 2 2740 0 0 MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 830 13212 SH DFND 1 637 0 12575 MAGENTA THERAPEUTICS INC COM 55910K108 3920 258640 SH DFND 1 258640 0 0 MAGIC SOFTWARE ENTERPRISES ORD 559166103 299 30704 SH DFND 1 30704 0 0 MAGNA INTERNATIONAL INC COM 559222401 25007 458293 SH DFND 1 457779 0 514 MAGNA INTERNATIONAL INC COM 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DFND 1 2 864 0 0 SMITH (A.O.) 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