Profiles >> AQR Capital Management LLC >> 13Fs >> 2018-09-30

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 2018-09-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.


Historical 13F Holdings - 2018-09-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
1ST SOURCE CORP COM 336901103 1590 30219 SH OTR 0 0 30219
1ST SOURCE CORP COM 336901103 6441 122405 SH DFND 95113 0 27292
21VIANET GROUP INC SPONSORED ADR 90138A103 795 78714 SH DFND 6962 0 71752
22ND CENTY GROUP INC COM 90137F103 146 52101 SH DFND 52101 0 0
2U INC COM 90214J101 1580 21009 SH DFND 21009 0 0
3M CO COM 88579Y101 86117 408699 SH DFND 326509 0 82190
58 COM INC SPON ADR REP A 31680Q104 19406 263666 SH DFND 159186 0 104480
8X8 INC NEW COM 282914100 2573 121105 SH DFND 92685 0 28420
A10 NETWORKS INC COM 002121101 1517 249470 SH DFND 193673 0 55797
AAON INC COM PAR $0.004 000360206 306 8086 SH DFND 8086 0 0
AAR CORP COM 000361105 4339 90605 SH DFND 81806 0 8799
AAR CORP COM 000361105 619 12929 SH OTR 0 0 12929
AARONS INC COM PAR $0.50 002535300 137 2510 SH OTR 0 0 2510
AARONS INC COM PAR $0.50 002535300 19680 361364 SH DFND 357151 0 4213
ABBOTT LABS COM 002824100 90347 1231559 SH DFND 958315 0 273244
ABBOTT LABS COM 002824100 191 2604 SH OTR 0 0 2604
ABBVIE INC COM 00287Y109 469127 4960106 SH DFND 4304966 0 655140
ABBVIE INC COM 00287Y109 3153 33341 SH OTR 0 0 33341
ABEONA THERAPEUTICS INC COM 00289Y107 383 29928 SH DFND 29928 0 0
ABERCROMBIE & FITCH CO CL A 002896207 13569 642464 SH DFND 525907 0 116557
ABERCROMBIE & FITCH CO CL A 002896207 249 11782 SH OTR 0 0 11782
ABIOMED INC COM 003654100 12382 27530 SH OTR 0 0 27530
ABIOMED INC COM 003654100 530915 1180466 SH DFND 951291 0 229175
ABRAXAS PETE CORP COM 003830106 638 273811 SH OTR 0 0 273811
ABRAXAS PETE CORP COM 003830106 4142 1777503 SH DFND 1542038 0 235465
ACACIA RESH CORP ACACIA TCH COM 003881307 594 185529 SH DFND 160098 0 25431
ACADIA RLTY TR COM SH BEN INT 004239109 580 20705 SH DFND 18307 0 2398
ACCELERON PHARMA INC COM 00434H108 406 7100 SH DFND 7100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 318078 1868846 SH DFND 1313601 0 555245
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4830 28376 SH OTR 0 0 28376
ACCO BRANDS CORP COM 00081T108 3487 308590 SH DFND 271490 0 37100
ACCO BRANDS CORP COM 00081T108 14 1244 SH OTR 0 0 1244
ACCURAY INC COM 004397105 49 10799 SH DFND 10799 0 0
ACETO CORP COM 004446100 507 224272 SH DFND 217500 0 6772
ACI WORLDWIDE INC COM 004498101 1123 39914 SH DFND 36768 0 3146
ACORDA THERAPEUTICS INC COM 00484M106 470 23940 SH OTR 0 0 23940
ACORDA THERAPEUTICS INC COM 00484M106 1916 97531 SH DFND 86614 0 10917
ACTIVISION BLIZZARD INC COM 00507V109 73679 885673 SH DFND 814383 0 71290
ACUITY BRANDS INC COM 00508Y102 5296 33690 SH DFND 24881 0 8809
ACUITY BRANDS INC COM 00508Y102 18 114 SH OTR 0 0 114
ACUSHNET HOLDINGS CORP COM 005098108 1573 57333 SH DFND 29295 0 28038
ACUSHNET HOLDINGS CORP COM 005098108 343 12508 SH OTR 0 0 12508
ACXIOM HOLDINGS INC COM 005125109 4972 100632 SH DFND 77014 0 23618
ADAMAS PHARMACEUTICALS INC COM 00548A106 298 14897 SH DFND 14897 0 0
ADDUS HOMECARE CORP COM 006739106 12454 177531 SH DFND 127344 0 50187
ADESTO TECHNOLOGIES CORP COM 00687D101 170 28558 SH DFND 28558 0 0
ADOBE SYS INC COM 00724F101 23340 86459 SH OTR 0 0 86459
ADOBE SYS INC COM 00724F101 1056051 3912024 SH DFND 3003561 0 908463
ADTALEM GLOBAL ED INC COM 00737L103 53994 1120211 SH DFND 1061200 0 59011
ADVANCE AUTO PARTS INC COM 00751Y106 26449 157128 SH DFND 150551 0 6577
ADVANCED DRAIN SYS INC DEL COM 00790R104 304 9853 SH DFND 9853 0 0
ADVANCED ENERGY INDS COM 007973100 3984 77134 SH DFND 48441 0 28693
ADVANCED MICRO DEVICES INC COM 007903107 3806 123198 SH DFND 123198 0 0
ADVANSIX INC COM 00773T101 12525 368918 SH DFND 294535 0 74383
ADVANSIX INC COM 00773T101 2097 61774 SH OTR 0 0 61774
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 841 139078 SH DFND 114255 0 24823
AECOM COM 00766T100 658 20137 SH DFND 20137 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 271 28297 SH DFND 28297 0 0
AEROHIVE NETWORKS INC COM 007786106 3901 946844 SH DFND 689014 0 257830
AEROJET ROCKETDYNE HLDGS INC COM 007800105 346 10184 SH DFND 10184 0 0
AEROVIRONMENT INC COM 008073108 2173 19368 SH DFND 19368 0 0
AES CORP COM 00130H105 1317 94046 SH DFND 69746 0 24300
AETNA INC NEW COM 00817Y108 100834 497088 SH DFND 318937 0 178151
AETNA INC NEW COM 00817Y108 3103 15296 SH OTR 0 0 15296
AFLAC INC COM 001055102 542567 11526814 SH DFND 10007238 0 1519576
AFLAC INC COM 001055102 5444 115658 SH OTR 0 0 115658
AGCO CORP COM 001084102 33442 550126 SH DFND 550126 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 872 12364 SH OTR 0 0 12364
AGILENT TECHNOLOGIES INC COM 00846U101 226444 3210153 SH DFND 2533517 0 676636
AGIOS PHARMACEUTICALS INC COM 00847X104 957 12409 SH DFND 12409 0 0
AGNC INVT CORP COM 00123Q104 432 23210 SH DFND 23210 0 0
AGNC INVT CORP COM 00123Q104 1164 62454 SH OTR 0 0 62454
AGNICO EAGLE MINES LTD COM 008474108 24022 703751 SH DFND 272073 0 431678
AGREE REALTY CORP COM 008492100 1175 22114 SH DFND 22114 0 0
AGREE REALTY CORP COM 008492100 502 9449 SH OTR 0 0 9449
AIMMUNE THERAPEUTICS INC COM 00900T107 473 17355 SH DFND 17355 0 0
AIR LEASE CORP CL A 00912X302 43275 943223 SH DFND 923022 0 20201
AIR PRODS & CHEMS INC COM 009158106 75983 454849 SH DFND 402450 0 52399
AIR PRODS & CHEMS INC COM 009158106 349 2091 SH OTR 0 0 2091
AIR TRANSPORT SERVICES GRP I COM 00922R105 962 44822 SH DFND 44822 0 0
AIRCASTLE LTD COM G0129K104 204 9308 SH DFND 4825 0 4483
AIRCASTLE LTD COM G0129K104 102 4643 SH OTR 0 0 4643
AKAMAI TECHNOLOGIES INC COM 00971T101 5565 76076 SH OTR 0 0 76076
AKAMAI TECHNOLOGIES INC COM 00971T101 275659 3768401 SH DFND 2823031 0 945370
AKORN INC COM 009728106 5307 408896 SH DFND 405849 0 3047
ALAMO GROUP INC COM 011311107 4778 52153 SH DFND 47586 0 4567
ALAMO GROUP INC COM 011311107 162 1770 SH OTR 0 0 1770
ALARM COM HLDGS INC COM 011642105 1169 20360 SH DFND 20360 0 0
ALASKA AIR GROUP INC COM 011659109 326 4735 SH DFND 4735 0 0
ALBANY INTL CORP CL A 012348108 560 7042 SH DFND 7042 0 0
ALCOA CORP COM 013872106 75674 1873113 SH DFND 1820839 0 52274
ALCOA CORP COM 013872106 357 8830 SH OTR 0 0 8830
ALDER BIOPHARMACEUTICALS INC COM 014339105 346 20793 SH DFND 20793 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 2952 130121 SH DFND 130121 0 0
ALEXANDERS INC COM 014752109 346 1009 SH DFND 766 0 243
ALEXANDERS INC COM 014752109 245 713 SH OTR 0 0 713
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3391 26961 SH DFND 26961 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 34982 251648 SH DFND 245204 0 6444
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 613781 3725302 SH DFND 2100608 0 1624694
ALIGN TECHNOLOGY INC COM 016255101 232172 593457 SH DFND 453775 0 139682
ALIGN TECHNOLOGY INC COM 016255101 4604 11769 SH OTR 0 0 11769
ALKERMES PLC SHS G01767105 418 9847 SH DFND 9847 0 0
ALLEGHANY CORP DEL COM 017175100 533 817 SH OTR 0 0 817
ALLEGHANY CORP DEL COM 017175100 52237 80053 SH DFND 55553 0 24500
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1429 48343 SH DFND 48343 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1802 14210 SH DFND 10605 0 3605
ALLEGION PUB LTD CO ORD SHS G0176J109 1414 15615 SH DFND 5915 0 9700
ALLERGAN PLC SHS G0177J108 20386 107026 SH DFND 107026 0 0
ALLETE INC COM NEW 018522300 7954 106041 SH DFND 106041 0 0
ALLETE INC COM NEW 018522300 790 10530 SH OTR 0 0 10530
ALLIANCE DATA SYSTEMS CORP COM 018581108 852 3607 SH DFND 3607 0 0
ALLIANT ENERGY CORP COM 018802108 12188 286297 SH DFND 162510 0 123787
ALLIED MOTION TECHNOLOGIES I COM 019330109 2667 48998 SH DFND 37090 0 11908
ALLISON TRANSMISSION HLDGS I COM 01973R101 4130 79407 SH DFND 79407 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1696 118985 SH DFND 90929 0 28056
ALLSTATE CORP COM 020002101 855755 8670264 SH DFND 6617735 0 2052529
ALLSTATE CORP COM 020002101 11139 112857 SH OTR 0 0 112857
ALLY FINL INC COM 02005N100 1992 75305 SH DFND 75305 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 844 9638 SH DFND 9638 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1656 142432 SH DFND 117914 0 24518
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 983 84543 SH OTR 0 0 84543
ALPHABET INC CAP STK CL A 02079K305 915446 758397 SH DFND 507310 0 251087
ALPHABET INC CAP STK CL A 02079K305 17310 14340 SH OTR 0 0 14340
ALPHABET INC CAP STK CL C 02079K107 535110 448365 SH DFND 284728 0 163637
ALPHABET INC CAP STK CL C 02079K107 17622 14765 SH OTR 0 0 14765
ALTERYX INC COM CL A 02156B103 1829 31975 SH DFND 31706 0 269
ALTRIA GROUP INC COM 02209S103 61690 1022887 SH DFND 836341 0 186546
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 333 30078 SH DFND 30078 0 0
AMAZON COM INC COM 023135106 35337 17642 SH OTR 0 0 17642
AMAZON COM INC COM 023135106 1492567 745166 SH DFND 526622 0 218544
AMBAC FINL GROUP INC COM NEW 023139884 3505 171622 SH DFND 147047 0 24575
AMBAC FINL GROUP INC COM NEW 023139884 545 26683 SH OTR 0 0 26683
AMBEV SA SPONSORED ADR 02319V103 10094 2208774 SH DFND 1530688 0 678086
AMC NETWORKS INC CL A 00164V103 11670 175909 SH DFND 151071 0 24838
AMDOCS LTD SHS G02602103 240980 3652323 SH DFND 2577421 0 1074902
AMDOCS LTD SHS G02602103 730 11070 SH OTR 0 0 11070
AMEDISYS INC COM 023436108 4513 36114 SH DFND 30851 0 5263
AMERCO COM 023586100 58126 162977 SH DFND 154897 0 8080
AMEREN CORP COM 023608102 220760 3491933 SH DFND 2633184 0 858749
AMERESCO INC CL A 02361E108 165 12117 SH DFND 12117 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 9302 579199 SH DFND 457117 0 122082
AMERICAN ASSETS TR INC COM 024013104 955 25614 SH DFND 19752 0 5862
AMERICAN ASSETS TR INC COM 024013104 251 6736 SH OTR 0 0 6736
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1906 109314 SH DFND 109314 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1885 45805 SH DFND 43211 0 2594
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 186845 7524965 SH DFND 6861500 0 663465
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 927 37317 SH OTR 0 0 37317
AMERICAN ELEC PWR INC COM 025537101 117273 1654525 SH DFND 1360577 0 293948
AMERICAN EQTY INVT LIFE HLD COM 025676206 3812 107810 SH DFND 103262 0 4548
AMERICAN EXPRESS CO COM 025816109 57581 540720 SH DFND 468171 0 72549
AMERICAN FINL GROUP INC OHIO COM 025932104 155178 1398378 SH DFND 1245996 0 152382
AMERICAN FINL GROUP INC OHIO COM 025932104 2480 22350 SH OTR 0 0 22350
AMERICAN HOMES 4 RENT CL A 02665T306 1965 89759 SH DFND 86709 0 3050
AMERICAN NATL INS CO COM 028591105 3919 30315 SH DFND 3311 0 27004
AMERICAN NATL INS CO COM 028591105 55 427 SH OTR 0 0 427
AMERICAN PUBLIC EDUCATION IN COM 02913V103 18916 572343 SH DFND 440941 0 131402
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2317 70111 SH OTR 0 0 70111
AMERICAN RAILCAR INDS INC COM 02916P103 319 6909 SH DFND 6909 0 0
AMERICAN STS WTR CO COM 029899101 2487 40679 SH DFND 15748 0 24931
AMERICAN STS WTR CO COM 029899101 2759 45122 SH OTR 0 0 45122
AMERICAN TOWER CORP NEW COM 03027X100 2553 17571 SH OTR 0 0 17571
AMERICAN TOWER CORP NEW COM 03027X100 118685 816825 SH DFND 598980 0 217845
AMERICAN VANGUARD CORP COM 030371108 378 21012 SH DFND 21012 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 40051 455281 SH DFND 287184 0 168097
AMERICAS CAR MART INC COM 03062T105 1204 15399 SH DFND 14711 0 688
AMERICAS CAR MART INC COM 03062T105 966 12350 SH OTR 0 0 12350
AMERIPRISE FINL INC COM 03076C106 188710 1278003 SH DFND 1229001 0 49002
AMERIS BANCORP COM 03076K108 442 9665 SH DFND 9665 0 0
AMERISAFE INC COM 03071H100 586 9459 SH DFND 6062 0 3397
AMERISAFE INC COM 03071H100 236 3812 SH OTR 0 0 3812
AMERISOURCEBERGEN CORP COM 03073E105 20326 220406 SH DFND 189020 0 31386
AMETEK INC NEW COM 031100100 11388 143938 SH DFND 109049 0 34889
AMGEN INC COM 031162100 1662 8017 SH OTR 0 0 8017
AMGEN INC COM 031162100 601049 2899558 SH DFND 2480407 0 419151
AMICUS THERAPEUTICS INC COM 03152W109 2442 201955 SH DFND 160667 0 41288
AMKOR TECHNOLOGY INC COM 031652100 5603 758197 SH DFND 642676 0 115521
AMN HEALTHCARE SERVICES INC COM 001744101 4627 84590 SH DFND 79207 0 5383
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 407 21132 SH DFND 21132 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 67 3494 SH OTR 0 0 3494
AMPHENOL CORP NEW CL A 032095101 11383 121066 SH DFND 66787 0 54279
AMYRIS INC COM NEW 03236M200 342 43074 SH DFND 43074 0 0
ANADARKO PETE CORP COM 032511107 372326 5523300 SH DFND 4253395 0 1269905
ANADARKO PETE CORP COM 032511107 14472 214692 SH OTR 0 0 214692
ANALOG DEVICES INC COM 032654105 24135 261028 SH DFND 205068 0 55960
ANAPTYSBIO INC COM 032724106 1246 12487 SH DFND 12487 0 0
ANDEAVOR COM 03349M105 3789 24684 SH DFND 24684 0 0
ANGIODYNAMICS INC COM 03475V101 237 10918 SH OTR 0 0 10918
ANGIODYNAMICS INC COM 03475V101 1979 91025 SH DFND 82003 0 9022
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 25773 3003860 SH DFND 1694715 0 1309145
ANI PHARMACEUTICALS INC COM 00182C103 554 9792 SH DFND 9792 0 0
ANIKA THERAPEUTICS INC COM 035255108 618 14662 SH DFND 14662 0 0
ANIKA THERAPEUTICS INC COM 035255108 11 268 SH OTR 0 0 268
ANIXTER INTL INC COM 035290105 1269 18055 SH DFND 15773 0 2282
ANNALY CAP MGMT INC COM 035710409 296 28891 SH DFND 28891 0 0
ANSYS INC COM 03662Q105 76333 408900 SH DFND 225029 0 183871
ANTARES PHARMA INC COM 036642106 190 56512 SH DFND 56512 0 0
ANTERO RES CORP COM 03674X106 43203 2439460 SH DFND 2347144 0 92316
ANTERO RES CORP COM 03674X106 416 23467 SH OTR 0 0 23467
ANTHEM INC COM 036752103 6140 22403 SH OTR 0 0 22403
ANTHEM INC COM 036752103 686549 2505197 SH DFND 1881567 0 623630
AON PLC SHS CL A G0408V102 25331 164720 SH DFND 136625 0 28095
APACHE CORP COM 037411105 1228 25763 SH DFND 25763 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2335 52905 SH DFND 50080 0 2825
APARTMENT INVT & MGMT CO CL A 03748R101 152 3435 SH OTR 0 0 3435
APERGY CORP COM 03755L104 113 2605 SH DFND 2605 0 0
APERGY CORP COM 03755L104 443 10169 SH OTR 0 0 10169
APOGEE ENTERPRISES INC COM 037598109 2122 51355 SH DFND 51355 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 3889 206080 SH DFND 164928 0 41152
APPFOLIO INC COM CL A 03783C100 8265 105427 SH DFND 84722 0 20705
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 172 9816 SH OTR 0 0 9816
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 123 7050 SH DFND 0 0 7050
APPLE INC COM 037833100 1947485 8627114 SH DFND 6122036 0 2505078
APPLE INC COM 037833100 41055 181870 SH OTR 0 0 181870
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1020 13034 SH DFND 5581 0 7453
APPLIED MATLS INC COM 038222105 339660 8788104 SH DFND 6623964 0 2164140
APPLIED MATLS INC COM 038222105 11073 286491 SH OTR 0 0 286491
APPROACH RESOURCES INC COM 03834A103 146 65375 SH DFND 65375 0 0
APPTIO INC CL A 03835C108 2438 65967 SH DFND 60282 0 5685
APTARGROUP INC COM 038336103 360 3338 SH DFND 2421 0 917
APTIV PLC SHS G6095L109 7905 94224 SH DFND 94224 0 0
AQUA AMERICA INC COM 03836W103 9932 269149 SH DFND 184895 0 84254
ARAMARK COM 03852U106 3125 72637 SH DFND 35656 0 36981
ARBUTUS BIOPHARMA CORP COM 03879J100 440 46576 SH DFND 46576 0 0
ARCBEST CORP COM 03937C105 5486 112991 SH DFND 112510 0 481
ARCH CAP GROUP LTD ORD G0450A105 18585 623441 SH DFND 210094 0 413347
ARCH COAL INC CL A 039380407 22434 250937 SH DFND 197731 0 53206
ARCH COAL INC CL A 039380407 2463 27545 SH OTR 0 0 27545
ARCHER DANIELS MIDLAND CO COM 039483102 166554 3313190 SH DFND 3083002 0 230188
ARCHER DANIELS MIDLAND CO COM 039483102 2789 55484 SH OTR 0 0 55484
ARCHROCK INC COM 03957W106 1282 105046 SH DFND 103440 0 1606
ARCONIC INC COM 03965L100 1291 58645 SH DFND 22196 0 36449
ARDELYX INC COM 039697107 380 87397 SH DFND 87397 0 0
ARDMORE SHIPPING CORP COM Y0207T100 41 6357 SH OTR 0 0 6357
ARDMORE SHIPPING CORP COM Y0207T100 189 29079 SH DFND 29079 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1951 42391 SH DFND 29887 0 12504
ARGAN INC COM 04010E109 573 13316 SH DFND 13316 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 10077 159819 SH DFND 114514 0 45305
ARGO GROUP INTL HLDGS LTD COM G0464B107 1159 18381 SH OTR 0 0 18381
ARISTA NETWORKS INC COM 040413106 95745 360134 SH DFND 311481 0 48653
ARMADA HOFFLER PPTYS INC COM 04208T108 1159 76708 SH DFND 76708 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 782 51723 SH OTR 0 0 51723
ARMSTRONG FLOORING INC COM 04238R106 735 40587 SH DFND 34189 0 6398
ARMSTRONG WORLD INDS INC NEW COM 04247X102 37560 539650 SH DFND 539650 0 0
ARQULE INC COM 04269E107 676 119517 SH DFND 119517 0 0
ARRAY BIOPHARMA INC COM 04269X105 4472 294229 SH DFND 240922 0 53307
ARROW ELECTRS INC COM 042735100 141863 1924352 SH DFND 1751930 0 172422
ARROW ELECTRS INC COM 042735100 360 4880 SH OTR 0 0 4880
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2110 110079 SH DFND 110079 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1270 39200 SH DFND 39200 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1527 22204 SH DFND 16707 0 5497
ASCENA RETAIL GROUP INC COM 04351G101 376 82185 SH DFND 74806 0 7379
ASGN INC COM 00191U102 4048 51288 SH DFND 43163 0 8125
ASHFORD HOSPITALITY TR INC COM SHS 044103109 676 105762 SH DFND 93490 0 12272
ASHLAND GLOBAL HLDGS INC COM 044186104 18237 217468 SH DFND 217468 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9016 215684 SH DFND 215684 0 0
ASPEN TECHNOLOGY INC COM 045327103 4514 39632 SH OTR 0 0 39632
ASPEN TECHNOLOGY INC COM 045327103 19409 170387 SH DFND 106353 0 64034
ASSEMBLY BIOSCIENCES INC COM 045396108 560 15083 SH DFND 15083 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 1395 237215 SH DFND 231585 0 5630
ASSOCIATED BANC CORP COM 045487105 10384 399370 SH DFND 399370 0 0
ASSURANT INC COM 04621X108 59978 555605 SH DFND 414898 0 140707
ASSURANT INC COM 04621X108 22 203 SH OTR 0 0 203
ASSURED GUARANTY LTD COM G0585R106 138298 3274878 SH DFND 2940503 0 334375
ASSURED GUARANTY LTD COM G0585R106 1555 36828 SH OTR 0 0 36828
ASTEC INDS INC COM 046224101 1105 21924 SH DFND 21924 0 0
AT HOME GROUP INC COM 04650Y100 852 27012 SH DFND 27012 0 0
AT&T INC COM 00206R102 47921 1427064 SH DFND 900963 0 526101
ATARA BIOTHERAPEUTICS INC COM 046513107 894 21609 SH DFND 21609 0 0
ATHENAHEALTH INC COM 04685W103 534 4000 SH DFND 4000 0 0
ATHENE HLDG LTD CL A G0684D107 101034 1955750 SH DFND 1857009 0 98741
ATHENE HLDG LTD CL A G0684D107 121 2335 SH OTR 0 0 2335
ATHERSYS INC COM 04744L106 228 108439 SH DFND 108439 0 0
ATKORE INTL GROUP INC COM 047649108 14285 538451 SH DFND 387820 0 150631
ATLANTIC CAP BANCSHARES INC COM 048269203 288 17192 SH DFND 13280 0 3912
ATLANTIC CAP BANCSHARES INC COM 048269203 63 3776 SH OTR 0 0 3776
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3800 59606 SH DFND 59606 0 0
ATLASSIAN CORP PLC CL A G06242104 4183 43511 SH DFND 43511 0 0
ATMOS ENERGY CORP COM 049560105 2039 21717 SH OTR 0 0 21717
ATMOS ENERGY CORP COM 049560105 29437 313458 SH DFND 150714 0 162744
ATRICURE INC COM 04963C209 745 21265 SH DFND 19179 0 2086
ATRION CORP COM 049904105 3029 4359 SH DFND 3063 0 1296
AUDENTES THERAPEUTICS INC COM 05070R104 1017 25683 SH DFND 24537 0 1146
AUTODESK INC COM 052769106 9615 61589 SH DFND 61589 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 14035 181301 SH DFND 103711 0 77590
AUTOLIV INC COM 052800109 2760 31839 SH DFND 31839 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 72800 483205 SH DFND 424432 0 58773
AUTONATION INC COM 05329W102 7533 181299 SH DFND 178013 0 3286
AUTOZONE INC COM 053332102 133110 171600 SH DFND 137840 0 33760
AUTOZONE INC COM 053332102 831 1071 SH OTR 0 0 1071
AVALONBAY CMNTYS INC COM 053484101 49541 273481 SH DFND 190315 0 83166
AVANGRID INC COM 05351W103 16991 354495 SH DFND 314566 0 39929
AVANOS MED INC COM 05350V106 985 14382 SH DFND 14382 0 0
AVAYA HLDGS CORP COM 05351X101 3483 157320 SH DFND 125779 0 31541
AVEO PHARMACEUTICALS INC COM 053588109 255 77105 SH DFND 77105 0 0
AVERY DENNISON CORP COM 053611109 71970 664237 SH DFND 372253 0 291984
AVID BIOSERVICES INC COM 05368M106 187 27286 SH DFND 27286 0 0
AVID TECHNOLOGY INC COM 05367P100 300 50556 SH DFND 50556 0 0
AVIS BUDGET GROUP COM 053774105 4615 143596 SH DFND 143596 0 0
AVISTA CORP COM 05379B107 5342 105658 SH DFND 86282 0 19376
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