Profiles >> AQR Capital Management LLC >> 13Fs >> 2017-06-30

AQR Capital Management LLC

Last Updated: 3/2/2021

AQR Capital Management LLC is a Limited Liability Company that started in 1998 and is primarily owned and controlled by Clifford S. Asness. To see a profile of the company, click here.

Below is the 13F Filing for AQR Capital Management LLC for Report Period 2017-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.


Historical 13F Holdings - 2017-06-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
1ST SOURCE CORP COM 336901103 1214 25325 SH OTR 0 0 25325
1ST SOURCE CORP COM 336901103 6161 128513 SH DFND 103209 0 25304
21VIANET GROUP INC SPONSORED ADR 90138A103 82 16414 SH DFND 6962 0 9452
2U INC COM 90214J101 1086 23153 SH DFND 23153 0 0
3M CO COM 88579Y101 103234 495862 SH DFND 358116 0 137746
51JOB INC SP ADR REP COM 316827104 529 11828 SH DFND 5897 0 5931
58 COM INC SPON ADR REP A 31680Q104 8289 187922 SH DFND 102420 0 85502
8X8 INC NEW COM 282914100 3588 246583 SH DFND 184450 0 62133
8X8 INC NEW COM 282914100 185 12700 SH OTR 0 0 12700
A10 NETWORKS INC COM 002121101 69 8220 SH OTR 0 0 8220
A10 NETWORKS INC COM 002121101 2797 331457 SH DFND 269394 0 62063
AAON INC COM PAR $0.004 000360206 466 12640 SH DFND 12640 0 0
AAR CORP COM 000361105 1710 49203 SH OTR 0 0 49203
AAR CORP COM 000361105 10189 293120 SH DFND 221155 0 71965
AARONS INC COM PAR $0.50 002535300 39664 1019638 SH DFND 1019638 0 0
ABBOTT LABS COM 002824100 6080 125073 SH DFND 69582 0 55491
ABBVIE INC COM 00287Y109 64881 894791 SH DFND 675131 0 219660
ABIOMED INC COM 003654100 6701 46764 SH DFND 38715 0 8049
ABM INDS INC COM 000957100 1521 36643 SH DFND 29527 0 7116
ABM INDS INC COM 000957100 46 1111 SH OTR 0 0 1111
ABRAXAS PETE CORP COM 003830106 3725 2299256 SH DFND 1914100 0 385156
ABRAXAS PETE CORP COM 003830106 288 177608 SH OTR 0 0 177608
ACACIA COMMUNICATIONS INC COM 00401C108 649 15652 SH DFND 10047 0 5605
ACACIA RESH CORP ACACIA TCH COM 003881307 216 52730 SH DFND 52730 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1078 38660 SH DFND 38660 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 967 34786 SH DFND 34786 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 734 26855 SH DFND 26855 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 105319 851548 SH DFND 733796 0 117752
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 193 1560 SH OTR 0 0 1560
ACCO BRANDS CORP COM 00081T108 6511 558888 SH DFND 514743 0 44145
ACCO BRANDS CORP COM 00081T108 44 3736 SH OTR 0 0 3736
ACLARIS THERAPEUTICS INC COM 00461U105 294 10825 SH DFND 10825 0 0
ACORDA THERAPEUTICS INC COM 00484M106 4329 219732 SH DFND 156686 0 63046
ACORDA THERAPEUTICS INC COM 00484M106 124 6305 SH OTR 0 0 6305
ACTIVISION BLIZZARD INC COM 00507V109 170312 2958338 SH DFND 2736167 0 222171
ACTIVISION BLIZZARD INC COM 00507V109 186 3239 SH OTR 0 0 3239
ACUITY BRANDS INC COM 00508Y102 6419 31579 SH DFND 25264 0 6315
ACXIOM CORP COM 005125109 11371 437698 SH DFND 437698 0 0
ADDUS HOMECARE CORP COM 006739106 1045 28087 SH DFND 28087 0 0
ADIENT PLC ORD SHS G0084W101 15499 237059 SH DFND 237059 0 0
ADOBE SYS INC COM 00724F101 96314 680955 SH DFND 566074 0 114881
ADOBE SYS INC COM 00724F101 195 1378 SH OTR 0 0 1378
ADTALEM GLOBAL ED INC COM 00737L103 32125 846509 SH DFND 709865 0 136644
ADTALEM GLOBAL ED INC COM 00737L103 360 9491 SH OTR 0 0 9491
ADTRAN INC COM 00738A106 132 6407 SH DFND 6407 0 0
ADTRAN INC COM 00738A106 349 16895 SH OTR 0 0 16895
ADVANCE AUTO PARTS INC COM 00751Y106 317 2719 SH DFND 200 0 2519
ADVANCED ENERGY INDS COM 007973100 299 4624 SH OTR 0 0 4624
ADVANCED ENERGY INDS COM 007973100 17100 264337 SH DFND 224769 0 39568
ADVANCED MICRO DEVICES INC COM 007903107 17958 1438955 SH DFND 1254768 0 184187
ADVANCED MICRO DEVICES INC COM 007903107 385 30810 SH OTR 0 0 30810
ADVANSIX INC COM 00773T101 15695 502405 SH DFND 502405 0 0
ADVANSIX INC COM 00773T101 1450 46406 SH OTR 0 0 46406
ADVAXIS INC COM NEW 007624208 183 28171 SH DFND 17082 0 11089
ADVISORY BRD CO COM 00762W107 411 7984 SH DFND 7984 0 0
AECOM COM 00766T100 259 8013 SH DFND 8013 0 0
AEGION CORP COM 00770F104 743 33968 SH DFND 33968 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1819 34621 SH DFND 34621 0 0
AEROVIRONMENT INC COM 008073108 206 5402 SH DFND 5402 0 0
AES CORP COM 00130H105 95643 8608719 SH DFND 6548331 0 2060388
AETNA INC NEW COM 00817Y108 1169 7699 SH OTR 0 0 7699
AETNA INC NEW COM 00817Y108 455701 3001391 SH DFND 2610467 0 390924
AFLAC INC COM 001055102 432907 5572952 SH DFND 4675302 0 897650
AFLAC INC COM 001055102 2051 26408 SH OTR 0 0 26408
AGCO CORP COM 001084102 88869 1318732 SH DFND 1251924 0 66808
AGCO CORP COM 001084102 1119 16612 SH OTR 0 0 16612
AGENUS INC COM NEW 00847G705 125 31889 SH DFND 31889 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 87050 1467709 SH DFND 1303474 0 164235
AGNC INVT CORP COM 00123Q104 494 23210 SH DFND 23210 0 0
AGNC INVT CORP COM 00123Q104 1125 52854 SH OTR 0 0 52854
AGNICO EAGLE MINES LTD COM 008474108 43420 964224 SH DFND 609426 0 354798
AGREE REALTY CORP COM 008492100 874 19059 SH OTR 0 0 19059
AGREE REALTY CORP COM 008492100 4509 98297 SH DFND 90942 0 7355
AGRIUM INC COM 008916108 7507 82957 SH DFND 55296 0 27661
AIMMUNE THERAPEUTICS INC COM 00900T107 290 14096 SH DFND 14096 0 0
AIR LEASE CORP CL A 00912X302 13119 351155 SH DFND 351155 0 0
AIR PRODS & CHEMS INC COM 009158106 14538 101619 SH DFND 94263 0 7356
AIR TRANSPORT SERVICES GRP I COM 00922R105 1370 62897 SH DFND 62897 0 0
AIRCASTLE LTD COM G0129K104 213 9797 SH DFND 9797 0 0
AK STL HLDG CORP COM 001547108 3961 602826 SH DFND 569270 0 33556
AK STL HLDG CORP COM 001547108 31 4780 SH OTR 0 0 4780
AKAMAI TECHNOLOGIES INC COM 00971T101 860 17258 SH OTR 0 0 17258
AKAMAI TECHNOLOGIES INC COM 00971T101 124928 2508093 SH DFND 1745751 0 762342
AKORN INC COM 009728106 1210 36089 SH DFND 36089 0 0
ALAMO GROUP INC COM 011311107 2032 22378 SH OTR 0 0 22378
ALAMO GROUP INC COM 011311107 9926 109303 SH DFND 98668 0 10635
ALARM COM HLDGS INC COM 011642105 1117 29675 SH DFND 29675 0 0
ALASKA AIR GROUP INC COM 011659109 84013 935979 SH DFND 790817 0 145162
ALASKA AIR GROUP INC COM 011659109 1413 15747 SH OTR 0 0 15747
ALBEMARLE CORP COM 012653101 2504 23728 SH DFND 23728 0 0
ALCOA CORP COM 013872106 29248 895812 SH DFND 895812 0 0
ALCOA CORP COM 013872106 206 6305 SH OTR 0 0 6305
ALERE INC COM 01449J105 690 13743 SH DFND 13743 0 0
ALERE INC COM 01449J105 610 12149 SH OTR 0 0 12149
ALEXANDER & BALDWIN INC NEW COM 014491104 2551 61659 SH DFND 49056 0 12603
ALEXANDER & BALDWIN INC NEW COM 014491104 79 1906 SH OTR 0 0 1906
ALEXANDERS INC COM 014752109 1280 3037 SH DFND 2004 0 1033
ALEXANDERS INC COM 014752109 1008 2391 SH OTR 0 0 2391
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2047 16989 SH DFND 16989 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1209 10034 SH OTR 0 0 10034
ALEXION PHARMACEUTICALS INC COM 015351109 39334 323284 SH DFND 288621 0 34663
ALEXION PHARMACEUTICALS INC COM 015351109 623 5124 SH OTR 0 0 5124
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 547292 3884259 SH DFND 2172919 0 1711340
ALIGN TECHNOLOGY INC COM 016255101 13479 89790 SH DFND 71506 0 18284
ALKERMES PLC SHS G01767105 1601 27622 SH DFND 17375 0 10247
ALLEGHANY CORP DEL COM 017175100 572 961 SH OTR 0 0 961
ALLEGHANY CORP DEL COM 017175100 63948 107511 SH DFND 93716 0 13795
ALLEGIANT TRAVEL CO COM 01748X102 1927 14210 SH DFND 10605 0 3605
ALLEGIANT TRAVEL CO COM 01748X102 72 528 SH OTR 0 0 528
ALLEGION PUB LTD CO ORD SHS G0176J109 807 9953 SH DFND 9953 0 0
ALLERGAN PLC SHS G0177J108 1889 7772 SH DFND 7772 0 0
ALLETE INC COM NEW 018522300 4964 69254 SH DFND 39755 0 29499
ALLETE INC COM NEW 018522300 2876 40122 SH OTR 0 0 40122
ALLIANT ENERGY CORP COM 018802108 5622 139945 SH DFND 116564 0 23381
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 8128 153647 SH DFND 153647 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 694 13111 SH OTR 0 0 13111
ALLISON TRANSMISSION HLDGS I COM 01973R101 16864 449584 SH DFND 449584 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 270 21149 SH OTR 0 0 21149
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 552 43297 SH DFND 43297 0 0
ALLSTATE CORP COM 020002101 2319 26220 SH OTR 0 0 26220
ALLSTATE CORP COM 020002101 563762 6374514 SH DFND 5355145 0 1019369
ALLY FINL INC COM 02005N100 776 37126 SH DFND 37126 0 0
ALMOST FAMILY INC COM 020409108 214 3469 SH DFND 3469 0 0
ALON USA ENERGY INC COM 020520102 548 41127 SH DFND 41127 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 8502 509992 SH DFND 426108 0 83884
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1345 80695 SH OTR 0 0 80695
ALPHABET INC CAP STK CL A 02079K305 518113 557302 SH DFND 392300 0 165002
ALPHABET INC CAP STK CL A 02079K305 3962 4262 SH OTR 0 0 4262
ALPHABET INC CAP STK CL C 02079K107 307331 338198 SH DFND 240028 0 98170
ALPHABET INC CAP STK CL C 02079K107 3142 3458 SH OTR 0 0 3458
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 441 20201 SH DFND 20201 0 0
ALTRA INDL MOTION CORP COM 02208R106 404 10152 SH DFND 10152 0 0
ALTRIA GROUP INC COM 02209S103 1659 22272 SH OTR 0 0 22272
ALTRIA GROUP INC COM 02209S103 188899 2536582 SH DFND 1883820 0 652762
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 314 24345 SH DFND 24345 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 5675 308442 SH DFND 247801 0 60641
AMAG PHARMACEUTICALS INC COM 00163U106 92 4982 SH OTR 0 0 4982
AMAZON COM INC COM 023135106 496863 513288 SH DFND 376204 0 137084
AMAZON COM INC COM 023135106 3837 3964 SH OTR 0 0 3964
AMBAC FINL GROUP INC COM NEW 023139884 14800 853025 SH DFND 694962 0 158063
AMBAC FINL GROUP INC COM NEW 023139884 540 31135 SH OTR 0 0 31135
AMBARELLA INC SHS G037AX101 2213 45573 SH DFND 38118 0 7455
AMBER RD INC COM 02318Y108 370 43177 SH DFND 43177 0 0
AMBEV SA SPONSORED ADR 02319V103 17244 3140920 SH DFND 1965649 0 1175271
AMC ENTMT HLDGS INC CL A COM 00165C104 264 11597 SH DFND 11597 0 0
AMC NETWORKS INC CL A 00164V103 15832 296422 SH DFND 264278 0 32144
AMC NETWORKS INC CL A 00164V103 712 13329 SH OTR 0 0 13329
AMDOCS LTD SHS G02602103 138527 2149035 SH DFND 2069958 0 79077
AMDOCS LTD SHS G02602103 145 2250 SH OTR 0 0 2250
AMERCO COM 023586100 44105 120485 SH DFND 120485 0 0
AMEREN CORP COM 023608102 258445 4727363 SH DFND 4074752 0 652611
AMEREN CORP COM 023608102 1597 29220 SH OTR 0 0 29220
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 78702 4943584 SH DFND 2923683 0 2019901
AMERICAN AIRLS GROUP INC COM 02376R102 683 13578 SH DFND 13578 0 0
AMERICAN ASSETS TR INC COM 024013104 1528 38797 SH DFND 38797 0 0
AMERICAN ASSETS TR INC COM 024013104 363 9225 SH OTR 0 0 9225
AMERICAN AXLE & MFG HLDGS IN COM 024061103 398 25537 SH OTR 0 0 25537
AMERICAN AXLE & MFG HLDGS IN COM 024061103 11688 749220 SH DFND 654868 0 94352
AMERICAN CAMPUS CMNTYS INC COM 024835100 2824 59710 SH DFND 59710 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 987 20874 SH OTR 0 0 20874
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 27196 2256928 SH DFND 1857746 0 399182
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 41 3365 SH OTR 0 0 3365
AMERICAN ELEC PWR INC COM 025537101 415898 5986729 SH DFND 5299068 0 687661
AMERICAN ELEC PWR INC COM 025537101 4142 59619 SH OTR 0 0 59619
AMERICAN EQTY INVT LIFE HLD COM 025676206 3085 117406 SH DFND 112915 0 4491
AMERICAN EXPRESS CO COM 025816109 33279 395050 SH DFND 262211 0 132839
AMERICAN FINL GROUP INC OHIO COM 025932104 124559 1253490 SH DFND 1234390 0 19100
AMERICAN FINL GROUP INC OHIO COM 025932104 2148 21615 SH OTR 0 0 21615
AMERICAN HOMES 4 RENT CL A 02665T306 1278 56629 SH DFND 56629 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 38464 615231 SH DFND 482657 0 132574
AMERICAN NATL INS CO COM 028591105 1003 8613 SH DFND 8613 0 0
AMERICAN NATL INS CO COM 028591105 9 81 SH OTR 0 0 81
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 4638 209298 SH DFND 184531 0 24767
AMERICAN PUBLIC EDUCATION IN COM 02913V103 8984 379893 SH DFND 306835 0 73058
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1574 66558 SH OTR 0 0 66558
AMERICAN RAILCAR INDS INC COM 02916P103 303 7906 SH DFND 7906 0 0
AMERICAN TOWER CORP NEW COM 03027X100 86392 652903 SH DFND 477086 0 175817
AMERICAN VANGUARD CORP COM 030371108 46 2686 SH OTR 0 0 2686
AMERICAN VANGUARD CORP COM 030371108 1380 79976 SH DFND 79976 0 0
AMERICAN WOODMARK CORP COM 030506109 4533 47444 SH DFND 39082 0 8362
AMERICAN WOODMARK CORP COM 030506109 58 604 SH OTR 0 0 604
AMERICAN WTR WKS CO INC NEW COM 030420103 29107 373403 SH DFND 242443 0 130960
AMERICAS CAR MART INC COM 03062T105 281 7225 SH DFND 7225 0 0
AMERIPRISE FINL INC COM 03076C106 92258 724788 SH DFND 692230 0 32558
AMERIPRISE FINL INC COM 03076C106 213 1675 SH OTR 0 0 1675
AMERIS BANCORP COM 03076K108 1704 35361 SH DFND 35361 0 0
AMERISAFE INC COM 03071H100 4743 83275 SH DFND 66275 0 17000
AMERISAFE INC COM 03071H100 52 909 SH OTR 0 0 909
AMERISOURCEBERGEN CORP COM 03073E105 15380 162702 SH DFND 161474 0 1228
AMGEN INC COM 031162100 413 2400 SH OTR 0 0 2400
AMGEN INC COM 031162100 264476 1535596 SH DFND 1207736 0 327860
AMKOR TECHNOLOGY INC COM 031652100 1706 174662 SH OTR 0 0 174662
AMKOR TECHNOLOGY INC COM 031652100 13723 1404583 SH DFND 1190038 0 214545
AMN HEALTHCARE SERVICES INC COM 001744101 4148 106220 SH DFND 103747 0 2473
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1177 65910 SH DFND 65910 0 0
AMPHENOL CORP NEW CL A 032095101 2556 34631 SH DFND 33331 0 1300
AMTRUST FINL SVCS INC COM 032359309 1029 67989 SH DFND 67989 0 0
ANADARKO PETE CORP COM 032511107 55022 1213537 SH DFND 1213537 0 0
ANALOG DEVICES INC COM 032654105 26488 340459 SH DFND 289439 0 51020
ANALOGIC CORP COM PAR $0.05 032657207 1828 25161 SH DFND 18152 0 7009
ANALOGIC CORP COM PAR $0.05 032657207 756 10407 SH OTR 0 0 10407
ANDERSONS INC COM 034164103 1047 30647 SH DFND 28901 0 1746
ANGIODYNAMICS INC COM 03475V101 2416 149031 SH DFND 112331 0 36700
ANGIODYNAMICS INC COM 03475V101 72 4420 SH OTR 0 0 4420
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 349 35956 SH DFND 35956 0 0
ANI PHARMACEUTICALS INC COM 00182C103 246 5264 SH DFND 5264 0 0
ANIKA THERAPEUTICS INC COM 035255108 2565 51978 SH DFND 51978 0 0
ANIKA THERAPEUTICS INC COM 035255108 38 762 SH OTR 0 0 762
ANIXTER INTL INC COM 035290105 9366 119769 SH DFND 93962 0 25807
ANIXTER INTL INC COM 035290105 1646 21046 SH OTR 0 0 21046
ANNALY CAP MGMT INC COM 035710409 7393 613559 SH DFND 610623 0 2936
ANSYS INC COM 03662Q105 8643 71030 SH DFND 52257 0 18773
ANTHEM INC COM 036752103 575576 3059459 SH DFND 2675279 0 384180
ANTHEM INC COM 036752103 1707 9071 SH OTR 0 0 9071
AON PLC SHS CL A G0408V102 13932 104791 SH DFND 87121 0 17670
APACHE CORP COM 037411105 495 10336 SH DFND 10336 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2258 52549 SH DFND 52549 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1291 30055 SH OTR 0 0 30055
APOGEE ENTERPRISES INC COM 037598109 3446 60633 SH DFND 60633 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1804 97253 SH DFND 97253 0 0
APPLE INC COM 037833100 990038 6874309 SH DFND 5160792 0 1713517
APPLE INC COM 037833100 9229 64082 SH OTR 0 0 64082
APPLIED GENETIC TECHNOL CORP COM 03820J100 786 154083 SH DFND 116865 0 37218
APPLIED GENETIC TECHNOL CORP COM 03820J100 9 1736 SH OTR 0 0 1736
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1024 17333 SH DFND 8260 0 9073
APPLIED INDL TECHNOLOGIES IN COM 03820C105 534 9051 SH OTR 0 0 9051
APPLIED MATLS INC COM 038222105 439614 10641840 SH DFND 8544080 0 2097760
APPLIED MATLS INC COM 038222105 2194 53103 SH OTR 0 0 53103
APPLIED OPTOELECTRONICS INC COM 03823U102 5295 85693 SH DFND 81342 0 4351
APTARGROUP INC COM 038336103 205 2356 SH DFND 2356 0 0
AQUA AMERICA INC COM 03836W103 6858 205955 SH DFND 139928 0 66027
AQUA AMERICA INC COM 03836W103 310 9300 SH OTR 0 0 9300
AQUA METALS INC COM 03837J101 406 32349 SH DFND 32349 0 0
ARAMARK COM 03852U106 39824 971784 SH DFND 932010 0 39774
ARAMARK COM 03852U106 306 7477 SH OTR 0 0 7477
ARATANA THERAPEUTICS INC COM 03874P101 247 34232 SH DFND 34232 0 0
ARCBEST CORP COM 03937C105 5194 252140 SH DFND 196439 0 55701
ARCBEST CORP COM 03937C105 1504 73014 SH OTR 0 0 73014
ARCH CAP GROUP LTD ORD G0450A105 65057 697368 SH DFND 484660 0 212708
ARCH CAP GROUP LTD ORD G0450A105 115 1232 SH OTR 0 0 1232
ARCH COAL INC CL A 039380407 1695 24817 SH DFND 15615 0 9202
ARCH COAL INC CL A 039380407 1194 17485 SH OTR 0 0 17485
ARCHER DANIELS MIDLAND CO COM 039483102 264973 6403416 SH DFND 5187947 0 1215469
ARCHER DANIELS MIDLAND CO COM 039483102 2081 50300 SH OTR 0 0 50300
ARCHROCK INC COM 03957W106 4261 373761 SH DFND 320370 0 53391
ARCONIC INC COM 03965L100 14790 652978 SH DFND 652978 0 0
ARGAN INC COM 04010E109 9985 166423 SH DFND 149099 0 17324
ARGAN INC COM 04010E109 106 1764 SH OTR 0 0 1764
ARGO GROUP INTL HLDGS LTD COM G0464B107 16123 266057 SH DFND 212255 0 53802
ARGO GROUP INTL HLDGS LTD COM G0464B107 1686 27818 SH OTR 0 0 27818
ARISTA NETWORKS INC COM 040413106 5889 39315 SH DFND 39315 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 400 29266 SH DFND 29266 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 72 5234 SH OTR 0 0 5234
ARMADA HOFFLER PPTYS INC COM 04208T108 3324 256681 SH DFND 203047 0 53634
ARMADA HOFFLER PPTYS INC COM 04208T108 548 42297 SH OTR 0 0 42297
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 458 18309 SH DFND 18309 0 0
ARMSTRONG FLOORING INC COM 04238R106 218 12141 SH DFND 12141 0 0
ARRAY BIOPHARMA INC COM 04269X105 2624 313541 SH DFND 298401 0 15140
ARRAY BIOPHARMA INC COM 04269X105 43 5125 SH OTR 0 0 5125
ARRIS INTL INC SHS G0551A103 269 9589 SH DFND 9589 0 0
ARRIS INTL INC SHS G0551A103 586 20903 SH OTR 0 0 20903
ARROW ELECTRS INC COM 042735100 3522 44908 SH OTR 0 0 44908
ARROW ELECTRS INC COM 042735100 158555 2021870 SH DFND 1867123 0 154747
ASCENT CAP GROUP INC COM SER A 043632108 181 11801 SH DFND 8131 0 3670
ASHFORD HOSPITALITY PRIME IN COM 044102101 412 40073 SH DFND 37461 0 2612
ASHFORD HOSPITALITY PRIME IN COM 044102101 14 1395 SH OTR 0 0 1395
ASHLAND GLOBAL HLDGS INC COM 044186104 16622 252191 SH DFND 252191 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 64643 1296752 SH DFND 1296752 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3352 67232 SH OTR 0 0 67232
ASPEN TECHNOLOGY INC COM 045327103 6075 109936 SH DFND 83158 0 26778
ASPEN TECHNOLOGY INC COM 045327103 83 1505 SH OTR 0 0 1505
ASSOCIATED BANC CORP COM 045487105 15071 598053 SH DFND 598053 0 0
ASSURANT INC COM 04621X108 189648 1828993 SH DFND 1628106 0 200887
ASSURANT INC COM 04621X108 688 6638 SH OTR 0 0 6638
ASSURED GUARANTY LTD COM G0585R106 180230 4317912 SH DFND 3973129 0 344783
ASSURED GUARANTY LTD COM G0585R106 9693 232217 SH OTR 0 0 232217
ASTEC INDS INC COM 046224101 1445 26035 SH OTR 0 0 26035
ASTEC INDS INC COM 046224101 10404 187417 SH DFND 155412 0 32005
ASTORIA FINL CORP COM 046265104 2047 101579 SH DFND 84935 0 16644
ASTORIA FINL CORP COM 046265104 357 17705 SH OTR 0 0 17705
ASTRONICS CORP COM 046433108 960 31517 SH DFND 31517 0 0
AT&T INC COM 00206R102 280752 7441079 SH DFND 4995708 0 2445371
AT&T INC COM 00206R102 2700 71561 SH OTR 0 0 71561
ATHENAHEALTH INC COM 04685W103 576 4099 SH DFND 4099 0 0
ATMOS ENERGY CORP COM 049560105 49321 594584 SH DFND 544536 0 50048
ATMOS ENERGY CORP COM 049560105 548 6603 SH OTR 0 0 6603
ATRION CORP COM 049904105 1726 2683 SH DFND 2283 0 400
ATWOOD OCEANICS INC COM 050095108 1413 173344 SH DFND 173344 0 0
AUTODESK INC COM 052769106 13003 128976 SH DFND 108027 0 20949
AUTOMATIC DATA PROCESSING IN COM 053015103 20590 200960 SH DFND 148302 0 52658
AUTONATION INC COM 05329W102 4273 101341 SH DFND 101341 0 0
AUTOZONE INC COM 053332102 6901 12098 SH DFND 5457 0 6641
AVALONBAY CMNTYS INC COM 053484101 38898 202414 SH DFND 165254 0 37160
AVANGRID INC COM 05351W103 447 10119 SH DFND 10119 0 0
AVERY DENNISON CORP COM 053611109 177411 2007597 SH DFND 1667251 0 340346
AVERY DENNISON CORP COM 053611109 2065 23369 SH OTR 0 0 23369
AVEXIS INC COM 05366U100 1162 14147 SH DFND 14147 0 0
AVID TECHNOLOGY INC COM 05367P100 131 24891 SH OTR 0 0 24891
AVID TECHNOLOGY INC COM 05367P100 4559 866776 SH DFND 725895 0 140881
AVIS BUDGET GROUP COM 053774105 603 22128 SH DFND 22128 0 0
AVISTA CORP COM 05379B107 550 12963 SH OTR 0 0 12963
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