The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
180 DEGREE CAP CORP COM 68235B109 238 109,802 SH   DFND 4 109,802 0 0
1ST CONSTITUTION BANCORP COM 31986N102 23 1,100 SH   DFND 3 0 0 1,100
1ST SOURCE CORP COM 336901103 122 2,312 SH   DFND 3 0 0 2,312
1ST SOURCE CORP COM 336901103 153 2,916 SH   DFND 4 2,916 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 79 7,804 SH   DFND 4 7,804 0 0
22ND CENTY GROUP INC COM 90137F103 49 17,343 SH   DFND 3 0 0 17,343
2U INC COM 90214J101 1,781 23,691 SH   DFND 4 11,733 0 11,958
2U INC COM 90214J101 132 1,753 SH   DFND 3 0 0 1,753
3-D SYS CORP DEL COM NEW 88554D205 12,281 649,781 SH   DFND 1 649,781 0 0
3-D SYS CORP DEL COM NEW 88554D205 4,600 241,857 SH   DFND 3 81,505 0 160,352
3-D SYS CORP DEL COM NEW 88554D205 497 26,320 SH   DFND 4 26,320 0 0
3M CO COM 88579Y101 327,235 1,553,013 SH   DFND 3 1,360,807 0 192,206
3M CO COM 88579Y101 237,813 1,128,561 SH   DFND 4 611,735 0 516,826
500 COM LTD SPON ADR REP A 33829R100 20 1,800 SH   DFND 4 1,800 0 0
51JOB INC SP ADR REP COM 316827104 55 714 SH   DFND 2 714 0 0
51JOB INC SP ADR REP COM 316827104 191 2,487 SH   DFND 3 0 0 2,487
51JOB INC SP ADR REP COM 316827104 8,478 110,115 SH   DFND 4 60,020 0 50,095
58 COM INC SPON ADR REP A 31680Q104 453 6,152 SH   DFND 2 6,152 0 0
58 COM INC SPON ADR REP A 31680Q104 7,608 103,376 SH   DFND 3 84,075 0 19,301
58 COM INC SPON ADR REP A 31680Q104 34,866 473,718 SH   DFND 4 284,007 0 189,711
8X8 INC NEW COM 282914100 4,225 198,111 SH   DFND 3 66,556 0 131,555
8X8 INC NEW COM 282914100 490 23,044 SH   DFND 4 23,044 0 0
A10 NETWORKS INC COM 002121101 9,769 1,606,774 SH   DFND 1 1,606,774 0 0
A10 NETWORKS INC COM 002121101 44 7,231 SH   DFND 3 0 0 7,231
AAC HLDGS INC COM 000307108 13 1,699 SH   DFND 3 0 0 1,699
AAON INC COM PAR $0.004 000360206 3,269 86,892 SH   DFND 3 29,167 0 57,725
AAON INC COM PAR $0.004 000360206 324 8,575 SH   DFND 4 8,575 0 0
AAR CORP COM 000361105 3,252 68,727 SH   DFND 3 23,125 0 45,602
AAR CORP COM 000361105 328 6,846 SH   DFND 4 6,846 0 0
AARONS INC COM PAR $0.50 002535300 2,935 53,890 SH   DFND 3 20,802 0 33,088
AARONS INC COM PAR $0.50 002535300 1,477 27,123 SH   DFND 4 27,123 0 0
ABBOTT LABS COM 002824100 340,599 4,642,843 SH   DFND 3 4,066,020 0 576,823
ABBOTT LABS COM 002824100 222,119 3,027,801 SH   DFND 4 1,577,485 0 1,450,316
ABBVIE INC COM 00287Y109 387,478 4,096,823 SH   DFND 3 3,601,427 0 495,396
ABBVIE INC COM 00287Y109 264,751 2,799,226 SH   DFND 4 1,298,003 0 1,501,223
ABEONA THERAPEUTICS INC COM 00289Y107 59 4,632 SH   DFND 3 0 0 4,632
ABERCROMBIE & FITCH CO CL A 002896207 3,079 146,054 SH   DFND 3 51,245 0 94,809
ABERCROMBIE & FITCH CO CL A 002896207 1,823 86,325 SH   DFND 4 86,325 0 0
ABIOMED INC COM 003654100 47,983 106,689 SH   DFND 3 92,282 0 14,407
ABIOMED INC COM 003654100 27,203 60,485 SH   DFND 4 23,933 0 36,552
ABM INDS INC COM 000957100 4,565 141,467 SH   DFND 3 48,398 0 93,069
ABM INDS INC COM 000957100 1,152 35,707 SH   DFND 4 35,707 0 0
ABRAXAS PETE CORP COM 003830106 52 22,314 SH   DFND 3 0 0 22,314
ACACIA COMMUNICATIONS INC COM 00401C108 169 4,076 SH   DFND 3 0 0 4,076
ACACIA COMMUNICATIONS INC COM 00401C108 222 5,362 SH   DFND 4 5,362 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 25 7,955 SH   DFND 3 0 0 7,955
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,205 62,640 SH   DFND 3 30,883 0 31,757
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,605 45,602 SH   DFND 4 28,729 0 16,873
ACADIA PHARMACEUTICALS INC COM 004225108 305 14,676 SH   DFND 3 0 0 14,676
ACADIA PHARMACEUTICALS INC COM 004225108 407 19,591 SH   DFND 4 19,591 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,892 175,834 SH   DFND 3 60,949 0 114,885
ACADIA RLTY TR COM SH BEN INT 004239109 22,967 819,359 SH   DFND 4 247,457 0 571,902
ACCELERATE DIAGNOSTICS INC COM 00430H102 87 3,804 SH   DFND 3 0 0 3,804
ACCELERATE DIAGNOSTICS INC COM 00430H102 7 325 SH   DFND 4 325 0 0
ACCELERON PHARMA INC COM 00434H108 330 5,766 SH   DFND 3 0 0 5,766
ACCELERON PHARMA INC COM 00434H108 444 7,755 SH   DFND 4 7,755 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 296,515 1,742,159 SH   DFND 3 1,531,231 0 210,928
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 260,179 1,528,857 SH   DFND 4 950,246 0 578,611
ACCESS NATL CORP COM 004337101 58 2,136 SH   DFND 3 0 0 2,136
ACCO BRANDS CORP COM 00081T108 195 17,218 SH   DFND 3 2,034 0 15,184
ACCO BRANDS CORP COM 00081T108 260 23,046 SH   DFND 4 23,046 0 0
ACCURAY INC COM 004397105 6,087 1,352,752 SH   DFND 1 1,352,752 0 0
ACCURAY INC COM 004397105 60 13,348 SH   DFND 3 0 0 13,348
ACETO CORP COM 004446100 134 58,225 SH   DFND 3 20,964 0 37,261
ACHAOGEN INC COM 004449104 20 4,963 SH   DFND 3 0 0 4,963
ACHAOGEN INC COM 004449104 1 263 SH   DFND 4 263 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 79 21,357 SH   DFND 3 0 0 21,357
ACLARIS THERAPEUTICS INC COM 00461U105 57 3,959 SH   DFND 3 0 0 3,959
ACM RESEARCH INC COM CL A 00108J109 13 1,206 SH   DFND 3 0 0 1,206
ACNB CORP COM 000868109 37 986 SH   DFND 3 0 0 986
ACORDA THERAPEUTICS INC COM 00484M106 1,663 84,454 SH   DFND 3 28,173 0 56,281
ACORDA THERAPEUTICS INC COM 00484M106 204 10,371 SH   DFND 4 10,371 0 0
ACTIVISION BLIZZARD INC COM 00507V109 167,135 2,009,075 SH   DFND 3 1,762,728 0 246,347
ACTIVISION BLIZZARD INC COM 00507V109 109,102 1,311,483 SH   DFND 4 630,766 0 680,717
ACTUANT CORP CL A NEW 00508X203 3,603 129,240 SH   DFND 3 43,428 0 85,812
ACTUANT CORP CL A NEW 00508X203 427 15,295 SH   DFND 4 15,295 0 0
ACUITY BRANDS INC COM 00508Y102 18,583 118,211 SH   DFND 3 101,063 0 17,148
ACUITY BRANDS INC COM 00508Y102 14,455 91,954 SH   DFND 4 52,102 0 39,852
ACUSHNET HOLDINGS CORP COM 005098108 143 5,203 SH   DFND 3 0 0 5,203
ACUSHNET HOLDINGS CORP COM 005098108 222 8,094 SH   DFND 4 8,094 0 0
ACXIOM HOLDINGS INC COM 005125109 2,923 59,149 SH   DFND 3 22,125 0 37,024
ACXIOM HOLDINGS INC COM 005125109 896 18,132 SH   DFND 4 18,132 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 65 3,271 SH   DFND 3 0 0 3,271
ADAMAS PHARMACEUTICALS INC COM 00548A106 8 408 SH   DFND 4 408 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 12 273 SH   DFND 3 0 0 273
ADDUS HOMECARE CORP COM 006739106 100 1,428 SH   DFND 3 0 0 1,428
ADECOAGRO S A COM L00849106 303 41,220 SH   DFND 4 41,220 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 24 3,995 SH   DFND 3 0 0 3,995
ADIENT PLC ORD SHS G0084W101 10,817 275,165 SH   DFND 3 243,785 0 31,380
ADIENT PLC ORD SHS G0084W101 7,241 184,208 SH   DFND 4 153,951 0 30,257
ADMA BIOLOGICS INC COM 000899104 17 2,811 SH   DFND 3 0 0 2,811
ADOBE SYS INC COM 00724F101 358,227 1,327,013 SH   DFND 3 1,165,773 0 161,240
ADOBE SYS INC COM 00724F101 231,761 858,539 SH   DFND 4 441,891 0 416,648
ADT INC COM 00090Q103 33 3,487 SH   DFND 3 0 0 3,487
ADT INC COM 00090Q103 449 47,773 SH   DFND 4 24,411 0 23,362
ADTALEM GLOBAL ED INC COM 00737L103 2,248 46,630 SH   DFND 3 18,007 0 28,623
ADTALEM GLOBAL ED INC COM 00737L103 1,546 32,083 SH   DFND 4 32,083 0 0
ADTRAN INC COM 00738A106 1,777 101,004 SH   DFND 3 34,237 0 66,767
ADTRAN INC COM 00738A106 193 10,945 SH   DFND 4 10,945 0 0
ADURO BIOTECH INC COM 00739L101 70 9,561 SH   DFND 3 0 0 9,561
ADURO BIOTECH INC COM 00739L101 107 14,558 SH   DFND 4 14,558 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 33,231 197,415 SH   DFND 3 171,867 0 25,548
ADVANCE AUTO PARTS INC COM 00751Y106 30,322 180,008 SH   DFND 4 102,761 0 77,247
ADVANCED DISP SVCS INC DEL COM 00790X101 293 10,807 SH   DFND 3 0 0 10,807
ADVANCED DISP SVCS INC DEL COM 00790X101 450 16,611 SH   DFND 4 16,611 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 168 5,445 SH   DFND 3 0 0 5,445
ADVANCED DRAIN SYS INC DEL COM 00790R104 315 10,207 SH   DFND 4 10,207 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 37 3,099 SH   DFND 3 0 0 3,099
ADVANCED ENERGY INDS COM 007973100 4,302 83,261 SH   DFND 3 27,949 0 55,312
ADVANCED ENERGY INDS COM 007973100 415 8,041 SH   DFND 4 8,041 0 0
ADVANCED MICRO DEVICES INC COM 007903107 74,833 2,422,554 SH   DFND 3 2,136,569 0 285,985
ADVANCED MICRO DEVICES INC COM 007903107 45,169 1,462,288 SH   DFND 4 626,250 0 836,038
ADVANSIX INC COM 00773T101 2,188 64,341 SH   DFND 3 21,677 0 42,664
ADVANSIX INC COM 00773T101 268 7,894 SH   DFND 4 7,894 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 49 8,110 SH   DFND 3 0 0 8,110
AECOM COM 00766T100 3,725 114,047 SH   DFND 3 56,220 0 57,827
AECOM COM 00766T100 4,425 135,479 SH   DFND 4 102,177 0 33,302
AEGION CORP COM 00770F104 1,740 68,949 SH   DFND 3 23,134 0 45,815
AEGION CORP COM 00770F104 217 8,538 SH   DFND 4 8,538 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 23 2,428 SH   DFND 3 0 0 2,428
AERCAP HOLDINGS NV SHS N00985106 18,525 322,070 SH   DFND 3 301,606 0 20,464
AERCAP HOLDINGS NV SHS N00985106 26,036 452,637 SH   DFND 4 163,280 0 289,357
AERIE PHARMACEUTICALS INC COM 00771V108 326 5,300 SH   DFND 3 0 0 5,300
AERIE PHARMACEUTICALS INC COM 00771V108 398 6,464 SH   DFND 4 6,464 0 0
AEROHIVE NETWORKS INC COM 007786106 18 4,418 SH   DFND 3 0 0 4,418
AEROJET ROCKETDYNE HLDGS INC COM 007800105 5,027 147,941 SH   DFND 3 49,715 0 98,226
AEROJET ROCKETDYNE HLDGS INC COM 007800105 471 13,843 SH   DFND 4 13,843 0 0
AEROVIRONMENT INC COM 008073108 23,846 212,585 SH   DFND 1 212,585 0 0
AEROVIRONMENT INC COM 008073108 5,061 45,347 SH   DFND 3 15,251 0 30,096
AEROVIRONMENT INC COM 008073108 473 4,217 SH   DFND 4 4,217 0 0
AES CORP COM 00130H105 25,838 1,845,584 SH   DFND 3 1,630,440 0 215,144
AES CORP COM 00130H105 23,016 1,644,026 SH   DFND 4 1,140,543 0 503,483
AETNA INC NEW COM 00817Y108 180,913 891,855 SH   DFND 3 782,436 0 109,419
AETNA INC NEW COM 00817Y108 144,134 710,545 SH   DFND 4 434,901 0 275,644
AFFILIATED MANAGERS GROUP COM 008252108 19,515 142,737 SH   DFND 3 124,295 0 18,442
AFFILIATED MANAGERS GROUP COM 008252108 13,945 101,996 SH   DFND 4 54,044 0 47,952
AFLAC INC COM 001055102 100,218 2,129,127 SH   DFND 3 1,871,349 0 257,778
AFLAC INC COM 001055102 91,203 1,938,086 SH   DFND 4 1,111,505 0 826,581
AG MTG INVT TR INC COM 001228105 74 4,084 SH   DFND 3 0 0 4,084
AG MTG INVT TR INC COM 001228105 13 697 SH   DFND 4 697 0 0
AGCO CORP COM 001084102 3,226 53,068 SH   DFND 3 25,174 0 27,894
AGCO CORP COM 001084102 5,019 82,559 SH   DFND 4 48,760 0 33,799
AGENUS INC COM NEW 00847G705 31 14,672 SH   DFND 3 0 0 14,672
AGILENT TECHNOLOGIES INC COM 00846U101 63,009 893,236 SH   DFND 3 784,782 0 108,454
AGILENT TECHNOLOGIES INC COM 00846U101 57,823 819,611 SH   DFND 4 471,788 0 347,823
AGILYSYS INC COM 00847J105 601 37,024 SH   DFND 3 12,618 0 24,406
AGIOS PHARMACEUTICALS INC COM 00847X104 210 2,719 SH   DFND 1 2,719 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 119 1,542 SH   DFND 3 0 0 1,542
AGIOS PHARMACEUTICALS INC COM 00847X104 1,712 22,203 SH   DFND 4 10,846 0 11,357
AGNC INVT CORP COM 00123Q104 20,915 1,122,656 SH   DFND 3 1,076,891 0 45,765
AGNC INVT CORP COM 00123Q104 24,125 1,294,966 SH   DFND 4 851,497 0 443,469
AGNICO EAGLE MINES LTD COM 008474108 18,707 548,072 SH   DFND 3 522,653 0 25,419
AGNICO EAGLE MINES LTD COM 008474108 15,346 449,604 SH   DFND 4 278,071 0 171,533
AGREE REALTY CORP COM 008492100 3,524 66,881 SH   DFND 3 23,195 0 43,686
AGREE REALTY CORP COM 008492100 5,009 94,296 SH   DFND 4 94,296 0 0
AGROFRESH SOLUTIONS COM 00856G109 29 4,673 SH   DFND 3 0 0 4,673
AIMMUNE THERAPEUTICS INC COM 00900T107 176 6,454 SH   DFND 3 0 0 6,454
AIMMUNE THERAPEUTICS INC COM 00900T107 210 7,696 SH   DFND 4 7,696 0 0
AIR LEASE CORP CL A 00912X302 432 9,416 SH   DFND 3 6,400 0 3,016
AIR LEASE CORP CL A 00912X302 2,838 61,867 SH   DFND 4 40,821 0 21,046
AIR PRODS & CHEMS INC COM 009158106 100,152 599,531 SH   DFND 3 526,851 0 72,680
AIR PRODS & CHEMS INC COM 009158106 58,269 348,810 SH   DFND 4 168,085 0 180,725
AIR TRANSPORT SERVICES GRP I COM 00922R105 190 8,856 SH   DFND 3 0 0 8,856
AIRCASTLE LTD COM G0129K104 190 8,677 SH   DFND 3 198 0 8,479
AIRCASTLE LTD COM G0129K104 409 18,650 SH   DFND 4 18,650 0 0
AK STL HLDG CORP COM 001547108 3,327 681,980 SH   DFND 3 235,999 0 445,981
AK STL HLDG CORP COM 001547108 814 166,187 SH   DFND 4 166,187 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,029 342,164 SH   DFND 1 342,164 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 34,206 467,616 SH   DFND 3 407,716 0 59,900
AKAMAI TECHNOLOGIES INC COM 00971T101 30,844 421,901 SH   DFND 4 239,032 0 182,869
AKCEA THERAPEUTICS INC COM 00972L107 67 1,899 SH   DFND 3 0 0 1,899
AKCEA THERAPEUTICS INC COM 00972L107 12 338 SH   DFND 4 338 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 66 7,515 SH   DFND 3 0 0 7,515
AKORN INC COM 009728106 937 72,208 SH   DFND 3 26,612 0 45,596
AKORN INC COM 009728106 245 18,883 SH   DFND 4 18,883 0 0
ALAMO GROUP INC COM 011311107 1,874 20,440 SH   DFND 3 6,862 0 13,578
ALAMO GROUP INC COM 011311107 12 131 SH   DFND 4 131 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 364 79,243 SH   DFND 4 79,243 0 0
ALARM COM HLDGS INC COM 011642105 4,218 73,549 SH   DFND 3 24,885 0 48,664
ALARM COM HLDGS INC COM 011642105 306 5,328 SH   DFND 4 5,328 0 0
ALASKA AIR GROUP INC COM 011659109 7,734 112,313 SH   DFND 3 80,528 0 31,785
ALASKA AIR GROUP INC COM 011659109 3,654 53,071 SH   DFND 4 24,659 0 28,412
ALBANY INTL CORP CL A 012348108 4,891 61,685 SH   DFND 3 20,743 0 40,942
ALBANY INTL CORP CL A 012348108 450 5,656 SH   DFND 4 5,656 0 0
ALBEMARLE CORP COM 012653101 1,021 10,230 SH   DFND 1 10,230 0 0
ALBEMARLE CORP COM 012653101 29,001 290,652 SH   DFND 3 254,030 0 36,622
ALBEMARLE CORP COM 012653101 18,779 188,207 SH   DFND 4 78,582 0 109,625
ALBIREO PHARMA INC COM 01345P106 45 1,359 SH   DFND 3 0 0 1,359
ALCOA CORP COM 013872106 17,583 435,233 SH   DFND 3 429,533 0 5,700
ALCOA CORP COM 013872106 11,077 274,176 SH   DFND 4 216,185 0 57,991
ALDER BIOPHARMACEUTICALS INC COM 014339105 143 8,617 SH   DFND 3 0 0 8,617
ALDER BIOPHARMACEUTICALS INC COM 014339105 242 14,527 SH   DFND 4 14,527 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 33 2,360 SH   DFND 3 0 0 2,360
ALEXANDER & BALDWIN INC NEW COM 014491104 1,177 51,852 SH   DFND 3 19,403 0 32,449
ALEXANDER & BALDWIN INC NEW COM 014491104 372 16,391 SH   DFND 4 16,391 0 0
ALEXANDERS INC COM 014752109 138 401 SH   DFND 3 72 0 329
ALEXANDERS INC COM 014752109 2,297 6,690 SH   DFND 4 6,690 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 35,350 281,021 SH   DFND 3 245,880 0 35,141
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 73,308 582,779 SH   DFND 4 374,840 0 207,939
ALEXION PHARMACEUTICALS INC COM 015351109 247 1,777 SH   DFND 1 1,777 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 81,651 587,378 SH   DFND 3 513,963 0 73,415
ALEXION PHARMACEUTICALS INC COM 015351109 51,652 371,571 SH   DFND 4 174,878 0 196,693
ALGONQUIN PWR UTILS CORP COM 015857105 40 3,892 SH   DFND 3 3,892 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,771 171,386 SH   DFND 4 171,386 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,879 72,096 SH   DFND 2 72,096 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 103 623 SH   DFND 1 623 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18,191 110,411 SH   DFND 3 0 0 110,411
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 881,971 5,353,066 SH   DFND 4 3,017,566 0 2,335,500
ALICO INC COM 016230104 19 568 SH   DFND 3 0 0 568
ALIGN TECHNOLOGY INC COM 016255101 83,136 212,504 SH   DFND 3 188,027 0 24,477
ALIGN TECHNOLOGY INC COM 016255101 57,634 147,282 SH   DFND 4 70,158 0 77,124
ALKERMES PLC SHS G01767105 15,267 359,733 SH   DFND 3 344,474 0 15,259
ALKERMES PLC SHS G01767105 10,278 242,179 SH   DFND 4 105,758 0 136,421
ALLAKOS INC COM 01671P100 56 1,251 SH   DFND 3 0 0 1,251
ALLEGHANY CORP DEL COM 017175100 28,531 43,723 SH   DFND 3 37,076 0 6,647
ALLEGHANY CORP DEL COM 017175100 32,835 50,368 SH   DFND 4 31,391 0 18,977
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,903 98,232 SH   DFND 3 38,200 0 60,032
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,204 74,596 SH   DFND 4 74,596 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 70 1,678 SH   DFND 3 0 0 1,678
ALLEGIANT TRAVEL CO COM 01748X102 3,459 27,159 SH   DFND 3 9,154 0 18,005
ALLEGIANT TRAVEL CO COM 01748X102 120 944 SH   DFND 4 944 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 23,625 260,853 SH   DFND 3 229,953 0 30,900
ALLEGION PUB LTD CO ORD SHS G0176J109 17,378 191,869 SH   DFND 4 95,780 0 96,089
ALLENA PHARMACEUTICALS INC COM 018119107 19 1,728 SH   DFND 3 0 0 1,728
ALLERGAN PLC SHS G0177J108 169,805 891,457 SH   DFND 3 784,638 0 106,819
ALLERGAN PLC SHS G0177J108 127,250 667,882 SH   DFND 4 354,469 0 313,413
ALLETE INC COM NEW 018522300 6,040 80,518 SH   DFND 3 22,287 0 58,231
ALLETE INC COM NEW 018522300 14,011 186,786 SH   DFND 4 186,786 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 30,720 130,080 SH   DFND 3 114,476 0 15,604
ALLIANCE DATA SYSTEMS CORP COM 018581108 23,124 97,918 SH   DFND 4 51,443 0 46,475
ALLIANT ENERGY CORP COM 018802108 34,013 798,988 SH   DFND 3 556,840 0 242,148
ALLIANT ENERGY CORP COM 018802108 59,247 1,391,984 SH   DFND 4 1,100,673 0 291,311
ALLIED MOTION TECHNOLOGIES I COM 019330109 61 1,115 SH   DFND 3 0 0 1,115
ALLISON TRANSMISSION HLDGS I COM 01973R101 712 13,696 SH   DFND 3 10,050 0 3,646
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,339 83,420 SH   DFND 4 52,481 0 30,939
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,947 136,653 SH   DFND 3 53,097 0 83,556
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,146 80,402 SH   DFND 4 80,402 0 0
ALLSTATE CORP COM 020002101 94,732 959,799 SH   DFND 3 843,325 0 116,474
ALLSTATE CORP COM 020002101 104,339 1,057,720 SH   DFND 4 661,783 0 395,937
ALLY FINL INC COM 02005N100 27,008 1,021,106 SH   DFND 3 969,842 0 51,264
ALLY FINL INC COM 02005N100 28,136 1,063,454 SH   DFND 4 599,429 0 464,025
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 18,003 205,696 SH   DFND 3 196,864 0 8,832
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 11,749 134,246 SH   DFND 4 59,121 0 75,125
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 35 2,972 SH   DFND 3 0 0 2,972
ALPHABET INC CAP STK CL A 02079K305 973,712 806,667 SH   DFND 3 708,888 0 97,779
ALPHABET INC CAP STK CL A 02079K305 609,630 505,055 SH   DFND 4 260,996 0 244,059
ALPHABET INC CAP STK CL C 02079K107 981,261 822,192 SH   DFND 3 721,221 0 100,971
ALPHABET INC CAP STK CL C 02079K107 625,673 524,247 SH   DFND 4 267,692 0 256,555
ALTA MESA RES INC CL A 02133L109 67 16,081 SH   DFND 3 0 0 16,081
ALTAIR ENGR INC COM CL A 021369103 198 4,562 SH   DFND 3 0 0 4,562
ALTERYX INC COM CL A 02156B103 251 4,392 SH   DFND 3 0 0 4,392
ALTICE USA INC CL A 02156K103 206 11,381 SH   DFND 4 11,381 0 0
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ALTRA INDL MOTION CORP COM 02208R106 26 639 SH   DFND 4 639 0 0
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AMAG PHARMACEUTICALS INC COM 00163U106 1,471 73,346 SH   DFND 3 24,723 0 48,623
AMAG PHARMACEUTICALS INC COM 00163U106 7 340 SH   DFND 4 340 0 0
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AMAZON COM INC COM 023135106 150 75 SH   DFND 1 75 0 0
AMAZON COM INC COM 023135106 2,169,077 1,082,914 SH   DFND 3 948,777 0 134,137
AMAZON COM INC COM 023135106 1,120,813 559,566 SH   DFND 4 227,161 0 332,405
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AMBAC FINL GROUP INC COM NEW 023139884 49 2,390 SH   DFND 4 2,390 0 0
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AMBARELLA INC SHS G037AX101 189 4,894 SH   DFND 3 0 0 4,894
AMBARELLA INC SHS G037AX101 256 6,611 SH   DFND 4 6,611 0 0
AMBER RD INC COM 02318Y108 31 3,221 SH   DFND 3 0 0 3,221
AMBEV SA SPONSORED ADR 02319V103 2,077 454,965 SH   DFND 4 454,965 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 157 7,682 SH   DFND 3 0 0 7,682
AMC ENTMT HLDGS INC CL A COM 00165C104 7 337 SH   DFND 4 337 0 0
AMC NETWORKS INC CL A 00164V103 2,000 30,151 SH   DFND 3 13,785 0 16,366
AMC NETWORKS INC CL A 00164V103 2,021 30,467 SH   DFND 4 20,650 0 9,817
AMDOCS LTD SHS G02602103 22,520 341,310 SH   DFND 3 333,777 0 7,533
AMDOCS LTD SHS G02602103 26,962 408,519 SH   DFND 4 292,520 0 115,999
AMEDISYS INC COM 023436108 7,606 61,324 SH   DFND 3 20,706 0 40,618
AMEDISYS INC COM 023436108 695 5,562 SH   DFND 4 5,562 0 0
AMERCO COM 023586100 297 833 SH   DFND 3 17 0 816
AMERCO COM 023586100 3,451 9,677 SH   DFND 4 2,796 0 6,881
AMEREN CORP COM 023608102 53,363 844,080 SH   DFND 3 596,322 0 247,758
AMEREN CORP COM 023608102 93,934 1,486,304 SH   DFND 4 1,180,289 0 306,015
AMERESCO INC CL A 02361E108 36 2,668 SH   DFND 3 0 0 2,668
AMERICAN AIRLS GROUP INC COM 02376R102 18,115 438,303 SH   DFND 3 322,760 0 115,543
AMERICAN AIRLS GROUP INC COM 02376R102 11,565 279,822 SH   DFND 4 115,368 0 164,454
AMERICAN ASSETS TR INC COM 024013104 3,035 81,710 SH   DFND 3 28,281 0 53,429
AMERICAN ASSETS TR INC COM 024013104 4,465 119,733 SH   DFND 4 119,733 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,221 241,113 SH   DFND 3 83,176 0 157,937
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,200 68,819 SH   DFND 4 68,819 0 0
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AMERICAN CAMPUS CMNTYS INC COM 024835100 19,446 472,453 SH   DFND 4 443,882 0 28,571
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,500 140,957 SH   DFND 3 61,493 0 79,464
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,208 129,208 SH   DFND 4 129,208 0 0
AMERICAN ELEC PWR INC COM 025537101 111,110 1,567,583 SH   DFND 3 1,192,233 0 375,350
AMERICAN ELEC PWR INC COM 025537101 172,155 2,429,548 SH   DFND 4 1,902,088 0 527,460
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,851 193,859 SH   DFND 3 66,371 0 127,488
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,699 48,047 SH   DFND 4 48,047 0 0
AMERICAN EXPRESS CO COM 025816109 193,471 1,816,800 SH   DFND 3 1,582,141 0 234,659
AMERICAN EXPRESS CO COM 025816109 133,290 1,251,670 SH   DFND 4 633,683 0 617,987
AMERICAN FINL GROUP INC OHIO COM 025932104 6,182 55,713 SH   DFND 3 25,172 0 30,541
AMERICAN FINL GROUP INC OHIO COM 025932104 15,242 137,354 SH   DFND 4 71,715 0 65,639
AMERICAN HOMES 4 RENT CL A 02665T306 703 32,133 SH   DFND 3 24,328 0 7,805
AMERICAN HOMES 4 RENT CL A 02665T306 15,529 709,409 SH   DFND 4 656,996 0 52,413
AMERICAN INTL GROUP INC COM NEW 026874784 129,770 2,437,445 SH   DFND 3 2,141,545 0 295,900
AMERICAN INTL GROUP INC COM NEW 026874784 111,324 2,091,680 SH   DFND 4 1,216,153 0 875,527
AMERICAN NATL BANKSHARES INC COM 027745108 45 1,152 SH   DFND 3 0 0 1,152
AMERICAN NATL INS CO COM 028591105 20 156 SH   DFND 3 0 0 156
AMERICAN NATL INS CO COM 028591105 425 3,286 SH   DFND 4 1,682 0 1,604
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 121 7,787 SH   DFND 3 0 0 7,787
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 208 13,424 SH   DFND 4 13,424 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,156 35,140 SH   DFND 3 11,865 0 23,275
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2 73 SH   DFND 4 73 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 47 1,022 SH   DFND 3 0 0 1,022
AMERICAN RAILCAR INDS INC COM 02916P103 111 2,402 SH   DFND 4 2,402 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 42 1,955 SH   DFND 3 0 0 1,955
AMERICAN RLTY INVS INC COM 029174109 8 459 SH   DFND 3 0 0 459
AMERICAN SOFTWARE INC CL A 029683109 54 4,411 SH   DFND 3 0 0 4,411
AMERICAN STS WTR CO COM 029899101 6,191 102,010 SH   DFND 3 26,248 0 75,762
AMERICAN STS WTR CO COM 029899101 7,616 124,566 SH   DFND 4 124,566 0 0
AMERICAN TOWER CORP NEW COM 03027X100 184,944 1,272,840 SH   DFND 3 1,027,275 0 245,565
AMERICAN TOWER CORP NEW COM 03027X100 212,920 1,465,380 SH   DFND 4 1,088,044 0 377,336
AMERICAN VANGUARD CORP COM 030371108 1,046 56,973 SH   DFND 3 19,096 0 37,877
AMERICAN VANGUARD CORP COM 030371108 1 28 SH   DFND 4 28 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 2,623 33,106 SH   DFND 3 11,198 0 21,908
AMERICAN WOODMARK CORPORATIO COM 030506109 219 2,795 SH   DFND 4 2,795 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 55,003 625,251 SH   DFND 3 443,949 0 181,302
AMERICAN WTR WKS CO INC NEW COM 030420103 112,693 1,281,353 SH   DFND 4 1,000,139 0 281,214
AMERICAS CAR MART INC COM 03062T105 67 857 SH   DFND 3 0 0 857
AMERICOLD RLTY TR COM 03064D108 396 15,838 SH   DFND 3 2,887 0 12,951
AMERICOLD RLTY TR COM 03064D108 6,588 263,314 SH   DFND 4 263,314 0 0
AMERIPRISE FINL INC COM 03076C106 56,052 379,603 SH   DFND 3 333,119 0 46,484
AMERIPRISE FINL INC COM 03076C106 41,209 279,078 SH   DFND 4 143,869 0 135,209
AMERIS BANCORP COM 03076K108 3,890 85,353 SH   DFND 3 28,525 0 56,828
AMERIS BANCORP COM 03076K108 453 9,915 SH   DFND 4 9,915 0 0
AMERISAFE INC COM 03071H100 2,530 41,012 SH   DFND 3 13,770 0 27,242
AMERISAFE INC COM 03071H100 8 126 SH   DFND 4 126 0 0
AMERISOURCEBERGEN CORP COM 03073E105 38,345 415,799 SH   DFND 3 363,029 0 52,770
AMERISOURCEBERGEN CORP COM 03073E105 41,151 446,226 SH   DFND 4 292,548 0 153,678
AMES NATL CORP COM 031001100 40 1,452 SH   DFND 3 0 0 1,452
AMETEK INC NEW COM 031100100 49,020 619,568 SH   DFND 3 540,616 0 78,952
AMETEK INC NEW COM 031100100 37,317 471,573 SH   DFND 4 213,280 0 258,293
AMGEN INC COM 031162100 365,801 1,764,681 SH   DFND 3 1,551,985 0 212,696
AMGEN INC COM 031162100 270,003 1,302,539 SH   DFND 4 752,212 0 550,327
AMICUS THERAPEUTICS INC COM 03152W109 341 28,237 SH   DFND 3 0 0 28,237
AMICUS THERAPEUTICS INC COM 03152W109 464 38,364 SH   DFND 4 38,364 0 0
AMKOR TECHNOLOGY INC COM 031652100 146 19,724 SH   DFND 3 4,039 0 15,685
AMKOR TECHNOLOGY INC COM 031652100 594 80,313 SH   DFND 4 80,313 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 5,476 100,988 SH   DFND 3 33,941 0 67,047
AMN HEALTHCARE SERVICES INC COM 001744101 508 9,291 SH   DFND 4 9,291 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 288 12,959 SH   DFND 3 0 0 12,959
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 438 19,736 SH   DFND 4 19,736 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,418 73,859 SH   DFND 3 24,791 0 49,068
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 7 365 SH   DFND 4 365 0 0
AMPHENOL CORP NEW CL A 032095101 74,757 795,122 SH   DFND 3 694,969 0 100,153
AMPHENOL CORP NEW CL A 032095101 59,696 635,138 SH   DFND 4 342,630 0 292,508
AMPIO PHARMACEUTICALS INC COM 03209T109 6 11,799 SH   DFND 3 0 0 11,799
AMTRUST FINL SVCS INC COM 032359309 269 18,544 SH   DFND 3 2,013 0 16,531
AMTRUST FINL SVCS INC COM 032359309 354 24,371 SH   DFND 4 24,371 0 0
AMYRIS INC COM NEW 03236M200 37 4,712 SH   DFND 3 0 0 4,712
ANADARKO PETE CORP COM 032511107 94,533 1,402,366 SH   DFND 3 1,229,579 0 172,787
ANADARKO PETE CORP COM 032511107 57,712 856,343 SH   DFND 4 421,661 0 434,682
ANALOG DEVICES INC COM 032654105 92,409 999,447 SH   DFND 3 878,153 0 121,294
ANALOG DEVICES INC COM 032654105 82,252 890,294 SH   DFND 4 564,116 0 326,178
ANAPTYSBIO INC COM 032724106 285 2,854 SH   DFND 3 0 0 2,854
ANAPTYSBIO INC COM 032724106 390 3,913 SH   DFND 4 3,913 0 0
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ANDEAVOR COM 03349M105 39,576 257,827 SH   DFND 4 104,594 0 153,233
ANDERSONS INC COM 034164103 2,147 57,168 SH   DFND 3 19,907 0 37,261
ANDERSONS INC COM 034164103 882 23,433 SH   DFND 4 23,433 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 21 890 SH   DFND 4 890 0 0
ANGIODYNAMICS INC COM 03475V101 1,714 78,994 SH   DFND 3 26,681 0 52,313
ANGIODYNAMICS INC COM 03475V101 14 649 SH   DFND 4 649 0 0
ANI PHARMACEUTICALS INC COM 00182C103 987 17,515 SH   DFND 3 5,910 0 11,605
ANI PHARMACEUTICALS INC COM 00182C103 11 197 SH   DFND 4 197 0 0
ANIKA THERAPEUTICS INC COM 035255108 1,316 31,199 SH   DFND 3 10,419 0 20,780
ANIKA THERAPEUTICS INC COM 035255108 6 144 SH   DFND 4 144 0 0
ANIXTER INTL INC COM 035290105 4,385 62,396 SH   DFND 3 21,660 0 40,736
ANIXTER INTL INC COM 035290105 1,625 23,109 SH   DFND 4 23,109 0 0
ANK OF NEW YORK MELLON CORP P COM 064058100 130,951 2,568,178 SH   DFND 3 2,252,792 0 315,386
ANK OF NEW YORK MELLON CORP P COM 064058100 96,169 1,885,768 SH   DFND 4 980,559 0 905,209
ANNALY CAP MGMT INC COM 035710409 31,529 3,082,052 SH   DFND 3 2,928,326 0 153,726
ANNALY CAP MGMT INC COM 035710409 46,329 4,531,293 SH   DFND 4 3,040,776 0 1,490,517
ANSYS INC COM 03662Q105 42,029 225,140 SH   DFND 3 196,159 0 28,981
ANSYS INC COM 03662Q105 42,325 226,725 SH   DFND 4 149,590 0 77,135
ANTARES PHARMA INC COM 036642106 73 21,657 SH   DFND 3 0 0 21,657
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 11 635 SH   DFND 4 635 0 0
ANTERO RES CORP COM 03674X106 10,102 570,413 SH   DFND 3 548,375 0 22,038
ANTERO RES CORP COM 03674X106 7,896 445,851 SH   DFND 4 258,720 0 187,131
ANTHEM INC COM 036752103 197,077 719,128 SH   DFND 3 632,963 0 86,165
ANTHEM INC COM 036752103 165,430 603,718 SH   DFND 4 376,796 0 226,922
ANWORTH MORTGAGE ASSET CP COM 037347101 70 15,179 SH   DFND 3 0 0 15,179
ANWORTH MORTGAGE ASSET CP COM 037347101 4 950 SH   DFND 4 950 0 0
AON PLC SHS CL A G0408V102 102,667 667,625 SH   DFND 3 586,725 0 80,900
AON PLC SHS CL A G0408V102 95,633 621,562 SH   DFND 4 343,256 0 278,306
APACHE CORP COM 037411105 49,491 1,038,204 SH   DFND 3 907,087 0 131,117
APACHE CORP COM 037411105 36,586 767,341 SH   DFND 4 361,783 0 405,558
APARTMENT INVT & MGMT CO CL A 03748R101 2,963 67,142 SH   DFND 3 26,236 0 40,906
APARTMENT INVT & MGMT CO CL A 03748R101 23,898 541,541 SH   DFND 4 506,141 0 35,400
APELLIS PHARMACEUTICALS INC COM 03753U106 96 5,385 SH   DFND 3 0 0 5,385
APELLIS PHARMACEUTICALS INC COM 03753U106 12 653 SH   DFND 4 653 0 0
APERGY CORP COM 03755L104 9,740 223,607 SH   DFND 3 195,763 0 27,844
APERGY CORP COM 03755L104 4,094 93,995 SH   DFND 4 68,121 0 25,874
APOGEE ENTERPRISES INC COM 037598109 2,481 60,100 SH   DFND 3 20,213 0 39,887
APOGEE ENTERPRISES INC COM 037598109 228 5,527 SH   DFND 4 5,527 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 4,521 239,606 SH   DFND 3 79,917 0 159,689
APOLLO COML REAL EST FIN INC COM 03762U105 583 30,911 SH   DFND 4 30,911 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 27,320 790,631 SH   DFND 4 790,631 0 0
APOLLO INVT CORP COM 03761U106 4,770 876,078 SH   DFND 4 876,078 0 0
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 11 508 SH   DFND 3 0 0 508
APPFOLIO INC COM CL A 03783C100 180 2,298 SH   DFND 3 0 0 2,298
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 319 18,226 SH   DFND 3 11,746 0 6,480
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 13,516 772,780 SH   DFND 4 727,692 0 45,088
APPLE INC COM 037833100 2,928,913 12,974,717 SH   DFND 3 11,444,840 0 1,529,877
APPLE INC COM 037833100 1,872,574 8,295,269 SH   DFND 4 4,340,157 0 3,955,112
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APPLIED INDL TECHNOLOGIES IN COM 03820C105 989 12,641 SH   DFND 4 12,641 0 0
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APPLIED MATLS INC COM 038222105 76,429 1,977,452 SH   DFND 4 1,090,350 0 887,102
APPLIED OPTOELECTRONICS INC COM 03823U102 1,033 39,876 SH   DFND 3 13,372 0 26,504
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APPTIO INC CL A 03835C108 193 5,233 SH   DFND 3 0 0 5,233
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APTARGROUP INC COM 038336103 4,398 40,819 SH   DFND 4 26,742 0 14,077
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APTIV PLC SHS G6095L109 12,037 143,471 SH   DFND 1 143,471 0 0
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AQUA AMERICA INC COM 03836W103 24,604 666,784 SH   DFND 4 627,957 0 38,827
AQUANTIA CORP COM 03842Q108 40 3,147 SH   DFND 3 0 0 3,147
AQUAVENTURE HLDGS LTD SHS G0443N107 29 1,584 SH   DFND 3 0 0 1,584
AQUESTIVE THERAPEUTICS INC COM 03843E104 14 810 SH   DFND 3 0 0 810
ARAMARK COM 03852U106 24,687 573,838 SH   DFND 3 549,675 0 24,163
ARAMARK COM 03852U106 24,397 567,100 SH   DFND 4 366,472 0 200,628
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ARCBEST CORP COM 03937C105 2,659 54,546 SH   DFND 3 18,257 0 36,289
ARCBEST CORP COM 03937C105 79 1,624 SH   DFND 4 1,624 0 0
ARCH CAP GROUP LTD ORD G0450A105 27,843 934,002 SH   DFND 3 882,479 0 51,523
ARCH CAP GROUP LTD ORD G0450A105 40,783 1,369,599 SH   DFND 4 906,821 0 462,778
ARCH COAL INC CL A 039380407 244 2,730 SH   DFND 3 0 0 2,730
ARCH COAL INC CL A 039380407 326 3,643 SH   DFND 4 3,643 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 77,850 1,548,629 SH   DFND 3 1,359,809 0 188,820
ARCHER DANIELS MIDLAND CO COM 039483102 87,470 1,740,984 SH   DFND 4 1,082,349 0 658,635
ARCHROCK INC COM 03957W106 3,360 274,851 SH   DFND 3 92,206 0 182,645
ARCHROCK INC COM 03957W106 412 33,779 SH   DFND 4 33,779 0 0
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ARCONIC INC COM 03965L100 20,129 914,883 SH   DFND 4 422,154 0 492,729
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 185 29,560 SH   DFND 4 29,560 0 0
ARCUS BIOSCIENCES INC COM 03969F109 20 1,414 SH   DFND 3 0 0 1,414
ARDAGH GROUP S A CL A L0223L101 4 254 SH   DFND 3 0 0 254
ARDELYX INC COM 039697107 29 6,583 SH   DFND 3 0 0 6,583
ARDMORE SHIPPING CORP COM Y0207T100 36 5,575 SH   DFND 3 0 0 5,575
ARENA PHARMACEUTICALS INC COM NEW 040047607 341 7,404 SH   DFND 3 0 0 7,404
ARENA PHARMACEUTICALS INC COM NEW 040047607 517 11,230 SH   DFND 4 11,230 0 0
ARES CAP CORP COM 04010L103 28,774 1,673,406 SH   DFND 4 1,673,406 0 0
ARES COML REAL ESTATE CORP COM 04013V108 54 3,866 SH   DFND 3 0 0 3,866
ARES MGMT LP COM SHS REG INT 04014Y101 2,340 100,766 SH   DFND 4 0 0 100,766
ARGAN INC COM 04010E109 90 2,103 SH   DFND 3 0 0 2,103
ARGAN INC COM 04010E109 5 114 SH   DFND 4 114 0 0
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ARGO GROUP INTL HLDGS LTD COM G0464B107 1,148 18,201 SH   DFND 4 18,201 0 0
ARISTA NETWORKS INC COM 040413106 40,301 151,586 SH   DFND 3 134,559 0 17,027
ARISTA NETWORKS INC COM 040413106 23,399 88,013 SH   DFND 4 40,595 0 47,418
ARLINGTON ASSET INVT CORP CL A NEW 041356205 39 4,147 SH   DFND 3 0 0 4,147
ARLO TECHNOLOGIES INC COM 04206A101 27 1,854 SH   DFND 3 0 0 1,854
ARMADA HOFFLER PPTYS INC COM 04208T108 1,564 104,452 SH   DFND 3 35,221 0 69,231
ARMADA HOFFLER PPTYS INC COM 04208T108 12 816 SH   DFND 4 816 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 2,003 89,213 SH   DFND 3 30,018 0 59,195
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 184 8,212 SH   DFND 4 8,212 0 0
ARMSTRONG FLOORING INC COM 04238R106 57 3,123 SH   DFND 3 0 0 3,123
ARMSTRONG WORLD INDS INC NEW COM 04247X102 142 2,045 SH   DFND 3 675 0 1,370
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,125 30,531 SH   DFND 4 20,382 0 10,149
ARQULE INC COM 04269E107 92 16,243 SH   DFND 3 0 0 16,243
ARRAY BIOPHARMA INC COM 04269X105 462 30,418 SH   DFND 3 0 0 30,418
ARRAY BIOPHARMA INC COM 04269X105 687 45,214 SH   DFND 4 45,214 0 0
ARRIS INTL INC SHS G0551A103 3,185 122,564 SH   DFND 3 61,467 0 61,097
ARRIS INTL INC SHS G0551A103 3,229 124,234 SH   DFND 4 83,000 0 41,234
ARROW ELECTRS INC COM 042735100 19,200 260,447 SH   DFND 3 223,353 0 37,094
ARROW ELECTRS INC COM 042735100 17,291 234,552 SH   DFND 4 156,342 0 78,210
ARROW FINL CORP COM 042744102 69 1,872 SH   DFND 3 0 0 1,872
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 249 12,982 SH   DFND 3 0 0 12,982
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 15 788 SH   DFND 4 788 0 0
ARSANIS INC COM 042873109 1 794 SH   DFND 3 0 0 794
ARTESIAN RESOURCES CORP CL A 043113208 44 1,204 SH   DFND 3 0 0 1,204
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 231 7,137 SH   DFND 3 0 0 7,137
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 285 8,806 SH   DFND 4 8,806 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,061 44,243 SH   DFND 3 15,465 0 28,778
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,135 16,506 SH   DFND 4 16,506 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,690 364,931 SH   DFND 3 122,241 0 242,690
ASCENA RETAIL GROUP INC COM 04351G101 14 3,072 SH   DFND 4 3,072 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 21 4,323 SH   DFND 4 4,323 0 0
ASGN INC COM 00191U102 9,185 116,719 SH   DFND 3 42,971 0 73,748
ASGN INC COM 00191U102 836 10,592 SH   DFND 4 10,592 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 99 15,495 SH   DFND 3 2,819 0 12,676
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,654 258,827 SH   DFND 4 258,827 0 0
ASHFORD INC COM 044104107 9 123 SH   DFND 3 0 0 123
ASHLAND GLOBAL HLDGS INC COM 044186104 15,538 185,281 SH   DFND 3 162,855 0 22,426
ASHLAND GLOBAL HLDGS INC COM 044186104 8,361 99,701 SH   DFND 4 77,574 0 22,127
ASML HOLDING N V N Y REGISTRY SHS N07059210 631 3,355 SH   DFND 4 1,655 0 1,700
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,815 43,411 SH   DFND 3 21,945 0 21,466
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,017 48,258 SH   DFND 4 35,119 0 13,139
ASPEN TECHNOLOGY INC COM 045327103 779 6,838 SH   DFND 3 4,665 0 2,173
ASPEN TECHNOLOGY INC COM 045327103 13,513 118,627 SH   DFND 4 74,832 0 43,795
ASSEMBLY BIOSCIENCES INC COM 045396108 117 3,163 SH   DFND 3 0 0 3,163
ASSEMBLY BIOSCIENCES INC COM 045396108 5 126 SH   DFND 4 126 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 800 135,434 SH   DFND 3 45,488 0 89,946
ASSOCIATED BANC CORP COM 045487105 3,268 125,709 SH   DFND 3 63,994 0 61,715
ASSOCIATED BANC CORP COM 045487105 2,923 112,438 SH   DFND 4 69,832 0 42,606
ASSOCIATED CAP GROUP INC CL A 045528106 12 287 SH   DFND 3 0 0 287
ASSURANT INC COM 04621X108 15,823 146,578 SH   DFND 3 129,117 0 17,461
ASSURANT INC COM 04621X108 13,960 129,316 SH   DFND 4 85,189 0 44,127
ASSURED GUARANTY LTD COM G0585R106 666 15,776 SH   DFND 3 12,527 0 3,249
ASSURED GUARANTY LTD COM G0585R106 4,150 98,277 SH   DFND 4 69,189 0 29,088
ASTEC INDS INC COM 046224101 2,486 49,164 SH   DFND 3 16,525 0 32,639
ASTEC INDS INC COM 046224101 251 4,984 SH   DFND 4 4,984 0 0
ASTRONICS CORP COM 046433108 134 3,078 SH   DFND 3 0 0 3,078
ASTRONICS CORP COM 046433108 7 167 SH   DFND 4 167 0 0
ASURE SOFTWARE INC COM 04649U102 26 2,090 SH   DFND 3 0 0 2,090
AT HOME GROUP INC COM 04650Y100 209 6,629 SH   DFND 3 0 0 6,629
AT HOME GROUP INC COM 04650Y100 291 9,235 SH   DFND 4 9,235 0 0
AT&T INC COM 00206R102 671,086 19,984,691 SH   DFND 3 17,602,167 0 2,382,524
AT&T INC COM 00206R102 653,328 19,456,968 SH   DFND 4 11,923,107 0 7,533,861
ATARA BIOTHERAPEUTICS INC COM 046513107 260 6,282 SH   DFND 3 0 0 6,282
ATARA BIOTHERAPEUTICS INC COM 046513107 395 9,544 SH   DFND 4 9,544 0 0
ATHENAHEALTH INC COM 04685W103 448 3,351 SH   DFND 3 2,088 0 1,263
ATHENAHEALTH INC COM 04685W103 2,282 17,079 SH   DFND 4 8,566 0 8,513
ATHENE HLDG LTD CL A G0684D107 1,088 21,063 SH   DFND 3 5,932 0 15,131
ATHENE HLDG LTD CL A G0684D107 12,117 234,559 SH   DFND 4 117,021 0 117,538
ATHENEX INC COM 04685N103 105 6,766 SH   DFND 3 0 0 6,766
ATHENEX INC COM 04685N103 10 656 SH   DFND 4 656 0 0
ATHERSYS INC COM 04744L106 32 15,254 SH   DFND 3 0 0 15,254
ATKORE INTL GROUP INC COM 047649108 155 5,859 SH   DFND 3 0 0 5,859
ATKORE INTL GROUP INC COM 047649108 11 400 SH   DFND 4 400 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 64 3,813 SH   DFND 3 0 0 3,813
ATLANTIC PWR CORP COM NEW 04878Q863 34 15,704 SH   DFND 3 0 0 15,704
ATLANTICA YIELD PLC SHS G0751N103 185 8,994 SH   DFND 4 8,994 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,445 54,085 SH   DFND 3 18,263 0 35,822
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 168 2,637 SH   DFND 4 2,637 0 0
ATLASSIAN CORP PLC CL A G06242104 273 2,841 SH   DFND 3 0 0 2,841
ATLASSIAN CORP PLC CL A G06242104 4,076 42,395 SH   DFND 4 23,096 0 19,299
ATMOS ENERGY CORP COM 049560105 14,836 157,977 SH   DFND 3 39,181 0 118,796
ATMOS ENERGY CORP COM 049560105 51,718 550,721 SH   DFND 4 402,257 0 148,464
ATN INTL INC COM 00215F107 1,698 23,058 SH   DFND 3 7,756 0 15,302
ATN INTL INC COM 00215F107 204 2,758 SH   DFND 4 2,758 0 0
ATRICURE INC COM 04963C209 175 5,000 SH   DFND 3 0 0 5,000
ATRICURE INC COM 04963C209 11 312 SH   DFND 4 312 0 0
ATRION CORP COM 049904105 151 217 SH   DFND 3 0 0 217
ATRION CORP COM 049904105 10 14 SH   DFND 4 14 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 13 3,200 SH   DFND 4 3,200 0 0
AUBURN NATL BANCORP COM 050473107 14 355 SH   DFND 3 0 0 355
AUDENTES THERAPEUTICS INC COM 05070R104 189 4,773 SH   DFND 3 0 0 4,773
AUDENTES THERAPEUTICS INC COM 05070R104 6 159 SH   DFND 4 159 0 0
AUTODESK INC COM 052769106 12,662 81,109 SH   DFND 1 81,109 0 0
AUTODESK INC COM 052769106 92,492 592,479 SH   DFND 3 519,943 0 72,536
AUTODESK INC COM 052769106 54,346 348,189 SH   DFND 4 134,911 0 213,278
AUTOHOME INC SP ADR RP CL A 05278C107 278 3,594 SH   DFND 2 3,594 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 3,960 51,155 SH   DFND 3 40,967 0 10,188
AUTOHOME INC SP ADR RP CL A 05278C107 21,324 275,466 SH   DFND 4 155,365 0 120,101
AUTOLIV INC COM 052800109 18,470 213,085 SH   DFND 3 204,560 0 8,525
AUTOLIV INC COM 052800109 19,631 226,479 SH   DFND 4 162,455 0 64,024
AUTOMATIC DATA PROCESSING IN COM 053015103 179,124 1,188,928 SH   DFND 3 1,045,353 0 143,575
AUTOMATIC DATA PROCESSING IN COM 053015103 141,311 937,944 SH   DFND 4 549,565 0 388,379
AUTONATION INC COM 05329W102 6,991 168,251 SH   DFND 3 147,774 0 20,477
AUTONATION INC COM 05329W102 5,738 138,092 SH   DFND 4 120,211 0 17,881
AUTOZONE INC COM 053332102 55,545 71,606 SH   DFND 3 62,964 0 8,642
AUTOZONE INC COM 053332102 54,155 69,761 SH   DFND 4 41,269 0 28,492
AV HOMES INC COM 00234P102 37 1,867 SH   DFND 3 0 0 1,867
AVALARA INC COM 05338G106 46 1,329 SH   DFND 3 0 0 1,329
AVALONBAY CMNTYS INC COM 053484101 68,089 375,870 SH   DFND 3 329,449 0 46,421
AVALONBAY CMNTYS INC COM 053484101 150,601 831,669 SH   DFND 4 592,829 0 238,840
AVANGRID INC COM 05351W103 6,087 126,994 SH   DFND 3 125,231 0 1,763
AVANGRID INC COM 05351W103 9,009 187,962 SH   DFND 4 155,023 0 32,939
AVANOS MED INC COM 05350V106 2,510 36,639 SH   DFND 3 14,106 0 22,533
AVANOS MED INC COM 05350V106 1,441 21,043 SH   DFND 4 21,043 0 0
AVAYA HLDGS CORP COM 05351X101 346 15,618 SH   DFND 3 0 0 15,618
AVAYA HLDGS CORP COM 05351X101 549 24,801 SH   DFND 4 24,801 0 0
AVEO PHARMACEUTICALS INC COM 053588109 50 15,122 SH   DFND 3 0 0 15,122
AVERY DENNISON CORP COM 053611109 25,559 235,896 SH   DFND 3 207,282 0 28,614
AVERY DENNISON CORP COM 053611109 26,028 240,226 SH   DFND 4 149,494 0 90,732
AVID BIOSERVICES INC COM 05368M106 52 7,562 SH   DFND 3 0 0 7,562
AVID TECHNOLOGY INC COM 05367P100 27 4,496 SH   DFND 3 0 0 4,496
AVIS BUDGET GROUP COM 053774105 1,841 57,294 SH   DFND 3 25,445 0 31,849
AVIS BUDGET GROUP COM 053774105 3,793 118,014 SH   DFND 4 118,014 0 0
AVISTA CORP COM 05379B107 9,716 192,272 SH   DFND 3 55,580 0 136,692
AVISTA CORP COM 05379B107 12,069 238,708 SH   DFND 4 238,708 0 0
AVNET INC COM 053807103 16,012 357,652 SH   DFND 3 308,465 0 49,187
AVNET INC COM 053807103 13,990 312,494 SH   DFND 4 194,800 0 117,694
AVON PRODS INC COM 054303102 2,009 912,393 SH   DFND 3 352,350 0 560,043
AVON PRODS INC COM 054303102 1,705 774,928 SH   DFND 4 774,928 0 0
AVROBIO INC COM 05455M100 48 918 SH   DFND 3 0 0 918
AVX CORP NEW COM 002444107 122 6,786 SH   DFND 3 0 0 6,786
AVX CORP NEW COM 002444107 218 12,057 SH   DFND 4 12,057 0 0
AXA EQUITABLE HLDGS INC COM 054561105 91 4,245 SH   DFND 3 0 0 4,245
AXA EQUITABLE HLDGS INC COM 054561105 3,914 182,511 SH   DFND 4 0 0 182,511
AXALTA COATING SYS LTD COM G0750C108 710 24,353 SH   DFND 3 2,666 0 21,687
AXALTA COATING SYS LTD COM G0750C108 10,036 344,155 SH   DFND 4 138,766 0 205,389
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,350 68,834 SH   DFND 3 23,231 0 45,603
AXCELIS TECHNOLOGIES INC COM NEW 054540208 3 150 SH   DFND 4 150 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,363 196,900 SH   DFND 3 188,649 0 8,251
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13,996 242,515 SH   DFND 4 175,418 0 67,097
AXOGEN INC COM 05463X106 183 4,972 SH   DFND 3 0 0 4,972
AXOGEN INC COM 05463X106 264 7,152 SH   DFND 4 7,152 0 0
AXON ENTERPRISE INC COM 05464C101 8,452 124,000 SH   DFND 3 41,686 0 82,314
AXON ENTERPRISE INC COM 05464C101 831 12,142 SH   DFND 4 12,142 0 0
AXOS FINL INC COM 05465C100 4,040 117,936 SH   DFND 3 39,386 0 78,550
AXOS FINL INC COM 05465C100 403 11,716 SH   DFND 4 11,716 0 0
AXT INC COM 00246W103 42 5,936 SH   DFND 3 0 0 5,936
AZZ INC COM 002474104 2,796 55,464 SH   DFND 3 18,660 0 36,804
AZZ INC COM 002474104 308 6,102 SH   DFND 4 6,102 0 0
B & G FOODS INC NEW COM 05508R106 3,888 141,064 SH   DFND 3 47,972 0 93,092
B & G FOODS INC NEW COM 05508R106 627 22,850 SH   DFND 4 22,850 0 0
B RILEY FINL INC COM 05580M108 72 3,163 SH   DFND 3 0 0 3,163
B2GOLD CORP COM 11777Q209 449 197,216 SH   DFND 4 197,216 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 5 4,721 SH   DFND 3 0 0 4,721
BADGER METER INC COM 056525108 3,282 61,907 SH   DFND 3 20,867 0 41,040
BADGER METER INC COM 056525108 347 6,555 SH   DFND 4 6,555 0 0
BAIDU INC SPON ADR REP A 056752108 4,188 18,314 SH   DFND 2 18,314 0 0
BAIDU INC SPON ADR REP A 056752108 6,183 27,039 SH   DFND 3 0 0 27,039
BAIDU INC SPON ADR REP A 056752108 298,886 1,307,006 SH   DFND 4 753,143 0 553,863
BAKER HUGHES A GE CO CL A 05722G100 37,188 1,099,269 SH   DFND 3 962,842 0 136,427
BAKER HUGHES A GE CO CL A 05722G100 29,508 872,246 SH   DFND 4 380,184 0 492,062
BALCHEM CORP COM 057665200 7,705 68,504 SH   DFND 3 23,024 0 45,480
BALCHEM CORP COM 057665200 715 6,378 SH   DFND 4 6,378 0 0
BALL CORP COM 058498106 40,404 918,485 SH   DFND 3 807,793 0 110,692
BALL CORP COM 058498106 26,370 599,445 SH   DFND 4 357,415 0 242,030
BALLARD PWR SYS INC NEW COM 058586108 5 1,200 SH   DFND 4 1,200 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,715 90,935 SH   DFND 3 30,720 0 60,215
BANC OF CALIFORNIA INC COM 05990K106 6 321 SH   DFND 4 321 0 0
BANCFIRST CORP COM 05945F103 161 2,688 SH   DFND 3 0 0 2,688
BANCFIRST CORP COM 05945F103 238 3,970 SH   DFND 4 3,970 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 14,428 2,042,155 SH   DFND 4 2,042,155 0 0
BANCO DE CHILE SPONSORED ADR 059520106 176 1,936 SH   DFND 4 1,936 0 0
BANCO MACRO SA SPON ADR B 05961W105 451 10,909 SH   DFND 4 10,909 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 92 10,451 SH   DFND 4 10,451 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 698 21,838 SH   DFND 4 21,838 0 0
BANCO SANTANDER S A SPONSORED ADR B 05969B103 323 41,544 SH   DFND 4 21,555 0 19,989
BANCO SANTANDER SA ADR 05964H105 8 1,643 SH   DFND 4 1,643 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 5 115 SH   DFND 3 0 0 115
BANCOLOMBIA S A SPON ADR PREF 05968L102 17,922 429,317 SH   DFND 4 318,020 0 111,297
BANCORP INC DEL COM 05969A105 73 7,639 SH   DFND 3 0 0 7,639
BANCORP INC DEL COM 05969A105 11 1,146 SH   DFND 4 1,146 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,264 69,233 SH   DFND 3 25,697 0 43,536
BANCORPSOUTH BK TUPELO MISS COM 05971J102 639 19,553 SH   DFND 4 19,553 0 0
BANK AMER CORP COM 060505104 750,566 25,477,457 SH   DFND 3 22,404,027 0 3,073,430
BANK AMER CORP COM 060505104 450,583 15,293,462 SH   DFND 4 7,376,700 0 7,916,762
BANK COMM HLDGS COM 06424J103 27 2,236 SH   DFND 3 0 0 2,236
BANK HAWAII CORP COM 062540109 2,180 27,628 SH   DFND 3 12,482 0 15,146
BANK HAWAII CORP COM 062540109 2,089 26,478 SH   DFND 4 17,206 0 9,272
BANK MONTREAL QUE COM 063671101 126,312 1,532,529 SH   DFND 3 1,461,816 0 70,713
BANK MONTREAL QUE COM 063671101 62,596 759,463 SH   DFND 4 523,214 0 236,249
BANK N S HALIFAX COM 064149107 173,421 2,911,685 SH   DFND 3 2,779,818 0 131,867
BANK N S HALIFAX COM 064149107 97,267 1,633,089 SH   DFND 4 1,003,513 0 629,576
BANK OF MARIN BANCORP COM 063425102 89 1,064 SH   DFND 3 0 0 1,064
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 422 8,142 SH   DFND 3 0 0 8,142
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 578 11,149 SH   DFND 4 11,149 0 0
BANK OZK COM 06417N103 2,995 78,900 SH   DFND 3 35,472 0 43,428
BANK OZK COM 06417N103 1,887 49,704 SH   DFND 4 24,671 0 25,033
BANK PRINCETON NEW JERSEY COM 064520109 27 868 SH   DFND 3 0 0 868
BANKFINANCIAL CORP COM 06643P104 30 1,854 SH   DFND 3 0 0 1,854
BANKUNITED INC COM 06652K103 168 4,734 SH   DFND 3 1,543 0 3,191
BANKUNITED INC COM 06652K103 2,328 65,752 SH   DFND 4 44,054 0 21,698
BANKWELL FINL GROUP INC COM 06654A103 30 964 SH   DFND 3 0 0 964
BANNER CORP COM NEW 06652V208 4,282 68,802 SH   DFND 3 23,108 0 45,694
BANNER CORP COM NEW 06652V208 377 6,070 SH   DFND 4 6,070 0 0
BAOZUN INC SPONSORED ADR 06684L103 168 3,460 SH   DFND 3 0 0 3,460
BAOZUN INC SPONSORED ADR 06684L103 3,753 77,251 SH   DFND 4 5,702 0 71,549
BAR HBR BANKSHARES COM 066849100 70 2,420 SH   DFND 3 0 0 2,420
BAR HBR BANKSHARES COM 066849100 4 150 SH   DFND 4 150 0 0
BARINGS BDC INC COM 06759L103 1,860 185,734 SH   DFND 4 185,734 0 0
BARNES & NOBLE ED INC COM 06777U101 450 78,530 SH   DFND 3 25,894 0 52,636
BARNES & NOBLE INC COM 067774109 708 122,855 SH   DFND 3 39,868 0 82,987
BARNES GROUP INC COM 067806109 7,130 100,329 SH   DFND 3 33,679 0 66,650
BARNES GROUP INC COM 067806109 723 10,179 SH   DFND 4 10,179 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 68 1,020 SH   DFND 3 0 0 1,020
BARRETT BUSINESS SERVICES IN COM 068463108 2 25 SH   DFND 4 25 0 0
BARRICK GOLD CORP COM 067901108 31,833 2,879,521 SH   DFND 3 2,746,705 0 132,816
BARRICK GOLD CORP COM 067901108 20,527 1,856,831 SH   DFND 4 1,138,296 0 718,535
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 31 3,093 SH   DFND 3 0 0 3,093
BASSETT FURNITURE INDS INC COM 070203104 30 1,392 SH   DFND 3 0 0 1,392
BAUSCH HEALTH COS INC COM 071734107 23,126 901,226 SH   DFND 3 863,487 0 37,739
BAUSCH HEALTH COS INC COM 071734107 14,723 573,744 SH   DFND 4 443,596 0 130,148
BAXTER INTL INC COM 071813109 106,723 1,384,398 SH   DFND 3 1,217,258 0 167,140
BAXTER INTL INC COM 071813109 98,704 1,279,986 SH   DFND 4 754,141 0 525,845
BAYCOM CORP COM 07272M107 41 1,530 SH   DFND 3 0 0 1,530
BAYTEX ENERGY CORP COM 07317Q105 82 28,216 SH   DFND 3 28,216 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,915 660,037 SH   DFND 4 660,037 0 0
BB&T CORP COM 054937107 103,190 2,125,880 SH   DFND 3 1,864,376 0 261,504
BB&T CORP COM 054937107 74,327 1,531,220 SH   DFND 4 754,805 0 776,415
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 197 16,903 SH   DFND 4 16,903 0 0
BBX CAP CORP NEW CL A 05491N104 73 9,821 SH   DFND 3 0 0 9,821
BBX CAP CORP NEW CL A 05491N104 1 85 SH   DFND 4 85 0 0
BCB BANCORP INC COM 055298103 32 2,281 SH   DFND 3 0 0 2,281
BCE INC COM NEW 05534B760 29,049 717,556 SH   DFND 3 699,958 0 17,598
BCE INC COM NEW 05534B760 31,869 787,210 SH   DFND 4 639,053 0 148,157
BEACON ROOFING SUPPLY INC COM 073685109 411 11,354 SH   DFND 3 1,179 0 10,175
BEACON ROOFING SUPPLY INC COM 073685109 1,077 29,763 SH   DFND 4 29,763 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 11 1,590 SH   DFND 3 0 0 1,590
BEAZER HOMES USA INC COM NEW 07556Q881 47 4,494 SH   DFND 3 0 0 4,494
BEAZER HOMES USA INC COM NEW 07556Q881 8 799 SH   DFND 4 799 0 0
BECTON DICKINSON & CO COM 075887109 189,302 725,294 SH   DFND 3 637,518 0 87,776
BECTON DICKINSON & CO COM 075887109 120,609 462,105 SH   DFND 4 234,989 0 227,116
BED BATH & BEYOND INC COM 075896100 1,718 114,555 SH   DFND 3 48,477 0 66,078
BED BATH & BEYOND INC COM 075896100 2,571 171,423 SH   DFND 4 171,423 0 0
BEIGENE LTD SPONSORED ADR 07725L102 314 1,822 SH   DFND 2 1,822 0 0
BEIGENE LTD SPONSORED ADR 07725L102 219 1,274 SH   DFND 1 1,274 0 0
BEIGENE LTD SPONSORED ADR 07725L102 14,530 84,370 SH   DFND 4 82,351 0 2,019
BEL FUSE INC CL B 077347300 553 20,914 SH   DFND 3 7,008 0 13,906
BELDEN INC COM 077454106 2,467 34,543 SH   DFND 3 15,112 0 19,431
BELDEN INC COM 077454106 1,081 15,143 SH   DFND 4 15,143 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 37 5,934 SH   DFND 3 0 0 5,934
BELMOND LTD CL A G1154H107 3,479 190,382 SH   DFND 3 63,999 0 126,383
BELMOND LTD CL A G1154H107 302 16,532 SH   DFND 4 16,532 0 0
BEMIS INC COM 081437105 3,329 68,505 SH   DFND 3 35,760 0 32,745
BEMIS INC COM 081437105 3,753 77,225 SH   DFND 4 56,613 0 20,612
BENCHMARK ELECTRS INC COM 08160H101 2,375 100,943 SH   DFND 3 35,220 0 65,723
BENCHMARK ELECTRS INC COM 08160H101 885 37,839 SH   DFND 4 37,839 0 0
BENEFICIAL BANCORP INC COM 08171T102 175 10,371 SH   DFND 3 0 0 10,371
BENEFICIAL BANCORP INC COM 08171T102 197 11,651 SH   DFND 4 11,651 0 0
BENEFITFOCUS INC COM 08180D106 137 3,375 SH   DFND 3 0 0 3,375
BENEFITFOCUS INC COM 08180D106 101 2,486 SH   DFND 4 200 0 2,286
BERKSHIRE HATHAWAY INC DEL CL A 084670108 350,720 1,096 SH   DFND 3 1,096 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 117,876 368 SH   DFND 4 317 0 51
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 761,980 3,558,825 SH   DFND 3 2,964,800 0 594,025
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 498,789 2,329,470 SH   DFND 4 1,094,847 0 1,234,623
BERKSHIRE HILLS BANCORP INC COM 084680107 3,493 86,064 SH   DFND 3 28,903 0 57,161
BERKSHIRE HILLS BANCORP INC COM 084680107 326 8,011 SH   DFND 4 8,011 0 0
BERRY GLOBAL GROUP INC COM 08579W103 276 5,701 SH   DFND 3 1,652 0 4,049
BERRY GLOBAL GROUP INC COM 08579W103 3,851 79,583 SH   DFND 4 47,059 0 32,524
BERRY PETE CORP COM 08579X101 35 1,965 SH   DFND 3 0 0 1,965
BEST BUY INC COM 086516101 53,422 673,159 SH   DFND 3 589,821 0 83,338
BEST BUY INC COM 086516101 55,793 703,124 SH   DFND 4 407,551 0 295,573
BEST INC SPONSORED ADS 08653C106 84 14,201 SH   DFND 4 14,201 0 0
BG STAFFING INC COM 05544A109 35 1,294 SH   DFND 3 0 0 1,294
BGC PARTNERS INC CL A 05541T101 112 9,477 SH   DFND 3 1,121 0 8,356
BGC PARTNERS INC CL A 05541T101 1,406 118,952 SH   DFND 4 68,814 0 50,138
BIG 5 SPORTING GOODS CORP COM 08915P101 224 43,792 SH   DFND 3 13,993 0 29,799
BIG LOTS INC COM 089302103 1,335 31,938 SH   DFND 3 12,737 0 19,201
BIG LOTS INC COM 089302103 1,063 25,436 SH   DFND 4 25,436 0 0
BIGLARI HLDGS INC COM STK CL A 08986R408 13 14 SH   DFND 3 0 0 14
BIGLARI HLDGS INC COM STK CL A 08986R408 25 27 SH   DFND 4 27 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 26 146 SH   DFND 3 0 0 146
BIGLARI HLDGS INC COM STK CL B 08986R309 49 272 SH   DFND 4 272 0 0
BILIBILI INC SPONS ADS REP Z 090040106 51 3,798 SH   DFND 4 3,798 0 0
BIO RAD LABS INC CL A 090572207 3,757 12,005 SH   DFND 4 7,469 0 4,536
BIO RAD LABS INC CL A 090572207 4,899 15,652 SH   DFND 3 8,402 0 7,250
BIO TECHNE CORP COM 09073M104 5,520 27,046 SH   DFND 3 13,473 0 13,573
BIO TECHNE CORP COM 09073M104 3,443 16,866 SH   DFND 4 8,834 0 8,032
BIOCRYST PHARMACEUTICALS COM 09058V103 125 16,362 SH   DFND 3 0 0 16,362
BIOCRYST PHARMACEUTICALS COM 09058V103 4 500 SH   DFND 4 500 0 0
BIOGEN INC COM 09062X103 217 613 SH   DFND 1 613 0 0
BIOGEN INC COM 09062X103 193,135 546,644 SH   DFND 3 480,129 0 66,515
BIOGEN INC COM 09062X103 142,282 402,678 SH   DFND 4 219,614 0 183,064
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 161 4,290 SH   DFND 3 0 0 4,290
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 13 342 SH   DFND 4 342 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 206 2,125 SH   DFND 1 2,125 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 39,352 405,812 SH   DFND 3 388,781 0 17,031
BIOMARIN PHARMACEUTICAL INC COM 09061G101 27,685 285,503 SH   DFND 4 131,425 0 154,078
BIOSCRIP INC COM 09069N108 60 19,358 SH   DFND 3 0 0 19,358
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 47 807 SH   DFND 3 0 0 807
BIOTELEMETRY INC COM 090672106 4,458 69,585 SH   DFND 3 23,388 0 46,197
BIOTELEMETRY INC COM 090672106 30 461 SH   DFND 4 461 0 0
BIOTIME INC COM 09066L105 28 11,791 SH   DFND 3 0 0 11,791
BITAUTO HLDGS LTD SPONSORED ADS 091727107 81 3,500 SH   DFND 4 3,500 0 0
BJS RESTAURANTS INC COM 09180C106 3,218 44,670 SH   DFND 3 15,019 0 29,651
BJS RESTAURANTS INC COM 09180C106 382 5,291 SH   DFND 4 5,291 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 202 7,557 SH   DFND 3 0 0 7,557
BJS WHSL CLUB HLDGS INC COM 05550J101 2,096 78,236 SH   DFND 4 0 0 78,236
BLACK HILLS CORP COM 092113109 4,738 81,559 SH   DFND 3 20,864 0 60,695
BLACK HILLS CORP COM 092113109 10,955 188,595 SH   DFND 4 188,595 0 0
BLACK KNIGHT INC COM 09215C105 562 10,810 SH   DFND 3 6,495 0 4,315
BLACK KNIGHT INC COM 09215C105 3,117 59,999 SH   DFND 4 29,010 0 30,989
BLACKBAUD INC COM 09227Q100 3,759 37,045 SH   DFND 3 13,873 0 23,172
BLACKBAUD INC COM 09227Q100 959 9,452 SH   DFND 4 9,452 0 0
BLACKBERRY LTD COM 09228F103 14,575 1,288,164 SH   DFND 3 1,226,966 0 61,198
BLACKBERRY LTD COM 09228F103 8,228 734,852 SH   DFND 4 510,408 0 224,444
BLACKLINE INC COM 09239B109 306 5,421 SH   DFND 3 0 0 5,421
BLACKLINE INC COM 09239B109 462 8,185 SH   DFND 4 8,185 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 1,663 281,637 SH   DFND 4 281,637 0 0
BLACKROCK INC COM 09247X101 158,996 337,334 SH   DFND 3 297,172 0 40,162
BLACKROCK INC COM 09247X101 95,389 202,369 SH   DFND 4 93,074 0 109,295
BLACKROCK TCP CAP CORP COM 09259E108 3,220 226,209 SH   DFND 4 226,209 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,652 49,300 SH   DFND 4 49,300 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 608 18,143 SH   DFND 3 1,343 0 16,800
BLOCK H & R INC COM 093671105 14,499 563,057 SH   DFND 3 495,495 0 67,562
BLOCK H & R INC COM 093671105 13,862 538,336 SH   DFND 4 319,524 0 218,812
BLOOMIN BRANDS INC COM 094235108 301 15,214 SH   DFND 3 2,697 0 12,517
BLOOMIN BRANDS INC COM 094235108 1,022 51,623 SH   DFND 4 51,623 0 0
BLUCORA INC COM 095229100 3,973 101,373 SH   DFND 3 34,174 0 67,199
BLUCORA INC COM 095229100 450 11,169 SH   DFND 4 11,169 0 0
BLUE BIRD CORP COM 095306106 53 2,169 SH   DFND 3 0 0 2,169
BLUE HILLS BANCORP INC COM 095573101 83 3,438 SH   DFND 3 0 0 3,438
BLUE HILLS BANCORP INC COM 095573101 13 545 SH   DFND 4 545 0 0
BLUEBIRD BIO INC COM 09609G100 242 1,658 SH   DFND 3 0 0 1,658
BLUEBIRD BIO INC COM 09609G100 3,259 22,325 SH   DFND 4 11,125 0 11,200
BLUEGREEN VACATIONS CORP COM 09629F108 18 1,022 SH   DFND 3 0 0 1,022
BLUEGREEN VACATIONS CORP COM 09629F108 269 15,000 SH   DFND 4 0 0 15,000
BLUELINX HLDGS INC COM NEW 09624H208 42 1,331 SH   DFND 3 0 0 1,331
BLUEPRINT MEDICINES CORP COM 09627Y109 479 6,134 SH   DFND 3 0 0 6,134
BLUEPRINT MEDICINES CORP COM 09627Y109 742 9,506 SH   DFND 4 9,506 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 31 3,214 SH   DFND 3 0 0 3,214
BMC STK HLDGS INC COM 05591B109 188 10,067 SH   DFND 3 0 0 10,067
BMC STK HLDGS INC COM 05591B109 272 14,558 SH   DFND 4 14,558 0 0
BOEING CO COM 097023105 537,865 1,446,263 SH   DFND 3 1,269,189 0 177,074
BOEING CO COM 097023105 246,678 663,290 SH   DFND 4 435,662 0 227,628
BOINGO WIRELESS INC COM 09739C102 212 6,074 SH   DFND 3 0 0 6,074
BOINGO WIRELESS INC COM 09739C102 12 341 SH   DFND 4 341 0 0
BOISE CASCADE CO DEL COM 09739D100 3,104 83,875 SH   DFND 3 28,953 0 54,922
BOISE CASCADE CO DEL COM 09739D100 775 21,065 SH   DFND 4 21,065 0 0
BOJANGLES INC COM 097488100 45 2,887 SH   DFND 3 0 0 2,887
BOK FINL CORP COM NEW 05561Q201 100 1,023 SH   DFND 3 277 0 746
BOK FINL CORP COM NEW 05561Q201 1,061 10,908 SH   DFND 4 5,302 0 5,606
BONANZA CREEK ENERGY INC COM NEW 097793400 1,184 39,863 SH   DFND 3 13,358 0 26,505
BONANZA CREEK ENERGY INC COM NEW 097793400 10 328 SH   DFND 4 328 0 0
BOOKING HLDGS INC COM 09857L108 251,563 126,796 SH   DFND 3 111,150 0 15,646
BOOKING HLDGS INC COM 09857L108 161,890 81,606 SH   DFND 4 40,323 0 41,283
BOOT BARN HLDGS INC COM 099406100 118 4,142 SH   DFND 3 0 0 4,142
BOOT BARN HLDGS INC COM 099406100 16 548 SH   DFND 4 548 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 11,460 230,911 SH   DFND 1 230,911 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 906 18,258 SH   DFND 3 13,770 0 4,488
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 6,463 130,221 SH   DFND 4 98,910 0 31,311
BORGWARNER INC COM 099724106 24,191 565,470 SH   DFND 3 492,411 0 73,059
BORGWARNER INC COM 099724106 19,780 462,363 SH   DFND 4 267,177 0 195,186
BOSTON BEER INC CL A 100557107 1,881 6,542 SH   DFND 3 2,449 0 4,093
BOSTON BEER INC CL A 100557107 528 1,837 SH   DFND 4 1,837 0 0
BOSTON OMAHA CORP COM 101044105 23 760 SH   DFND 3 0 0 760
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,448 179,914 SH   DFND 3 60,476 0 119,438
BOSTON PRIVATE FINL HLDGS IN COM 101119105 248 18,171 SH   DFND 4 18,171 0 0
BOSTON PROPERTIES INC COM 101121101 51,317 416,905 SH   DFND 3 366,567 0 50,338
BOSTON PROPERTIES INC COM 101121101 103,806 843,334 SH   DFND 4 577,726 0 265,608
BOSTON SCIENTIFIC CORP COM 101137107 144,503 3,753,313 SH   DFND 3 3,296,751 0 456,562
BOSTON SCIENTIFIC CORP COM 101137107 102,060 2,650,914 SH   DFND 4 1,448,340 0 1,202,574
BOTTOMLINE TECH DEL INC COM 101388106 5,654 78,405 SH   DFND 3 26,164 0 52,241
BOTTOMLINE TECH DEL INC COM 101388106 654 8,990 SH   DFND 4 8,990 0 0
BOX INC CL A 10316T104 443 18,546 SH   DFND 3 0 0 18,546
BOX INC CL A 10316T104 625 26,152 SH   DFND 4 26,152 0 0
BOYD GAMING CORP COM 103304101 2,119 62,610 SH   DFND 3 23,751 0 38,859
BOYD GAMING CORP COM 103304101 821 24,247 SH   DFND 4 24,247 0 0
BRADY CORP CL A 104674106 4,471 102,369 SH   DFND 3 34,455 0 67,914
BRADY CORP CL A 104674106 403 9,204 SH   DFND 4 9,204 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 50 4,245 SH   DFND 3 0 0 4,245
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 229 14,580 SH   DFND 3 9,173 0 5,407
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 9,825 625,004 SH   DFND 4 587,402 0 37,602
BRASKEM S A SP ADR PFD A 105532105 464 16,077 SH   DFND 4 1,877 0 14,200
BRF SA SPONSORED ADR 10552T107 46 8,368 SH   DFND 4 8,368 0 0
BRIDGE BANCORP INC COM 108035106 82 2,460 SH   DFND 3 0 0 2,460
BRIDGE BANCORP INC COM 108035106 11 330 SH   DFND 4 330 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 10 738 SH   DFND 3 0 0 738
BRIGGS & STRATTON CORP COM 109043109 1,725 89,504 SH   DFND 3 30,334 0 59,170
BRIGGS & STRATTON CORP COM 109043109 212 11,017 SH   DFND 4 11,017 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 672 5,699 SH   DFND 3 3,931 0 1,768
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,847 24,157 SH   DFND 4 13,074 0 11,083
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 27 2,149 SH   DFND 4 2,149 0 0
BRIGHTCOVE INC COM 10921T101 44 5,263 SH   DFND 3 0 0 5,263
BRIGHTHOUSE FINL INC COM 10922N103 14,281 322,798 SH   DFND 3 284,579 0 38,219
BRIGHTHOUSE FINL INC COM 10922N103 8,689 196,405 SH   DFND 4 98,189 0 98,216
BRIGHTVIEW HLDGS INC COM 10948C107 61 3,791 SH   DFND 3 0 0 3,791
BRIGHTVIEW HLDGS INC COM 10948C107 2,338 145,755 SH   DFND 4 0 0 145,755
BRINKER INTL INC COM 109641100 1,547 33,108 SH   DFND 3 12,945 0 20,163
BRINKER INTL INC COM 109641100 1,459 31,216 SH   DFND 4 31,216 0 0
BRINKS CO COM 109696104 2,742 39,306 SH   DFND 3 15,055 0 24,251
BRINKS CO COM 109696104 1,455 20,856 SH   DFND 4 20,856 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 279,230 4,497,908 SH   DFND 3 3,963,798 0 534,110
BRISTOL MYERS SQUIBB CO COM 110122108 223,202 3,595,717 SH   DFND 4 1,876,624 0 1,719,093
BRISTOW GROUP INC COM 110394103 913 75,364 SH   DFND 3 25,598 0 49,766
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 21,726 465,778 SH   DFND 4 409,012 0 56,766
BRIXMOR PPTY GROUP INC COM 11120U105 910 51,989 SH   DFND 3 42,192 0 9,797
BRIXMOR PPTY GROUP INC COM 11120U105 18,971 1,083,463 SH   DFND 4 1,016,030 0 67,433
BROADCOM INC COM 11135F101 283,756 1,150,068 SH   DFND 3 1,010,324 0 139,744
BROADCOM INC COM 11135F101 156,000 632,271 SH   DFND 4 289,891 0 342,380
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 42,110 319,133 SH   DFND 3 278,872 0 40,261
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 48,373 366,362 SH   DFND 4 221,446 0 144,916
BROOKDALE SR LIVING INC COM 112463104 349 35,473 SH   DFND 3 7,598 0 27,875
BROOKDALE SR LIVING INC COM 112463104 1,464 148,908 SH   DFND 4 148,908 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 88,675 1,993,809 SH   DFND 3 1,901,143 0 92,666
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 40,550 911,751 SH   DFND 4 581,744 0 330,007
BROOKFIELD PROPERTY REIT INC CL A 11282X103 7,644 365,217 SH   DFND 3 344,257 0 20,960
BROOKFIELD PROPERTY REIT INC CL A 11282X103 15,667 748,541 SH   DFND 4 546,685 0 201,856
BROOKLINE BANCORP INC DEL COM 11373M107 2,856 170,580 SH   DFND 3 57,312 0 113,268
BROOKLINE BANCORP INC DEL COM 11373M107 323 19,365 SH   DFND 4 19,365 0 0
BROOKS AUTOMATION INC COM 114340102 20,711 591,249 SH   DFND 1 591,249 0 0
BROOKS AUTOMATION INC COM 114340102 5,233 150,104 SH   DFND 3 50,487 0 99,617
BROOKS AUTOMATION INC COM 114340102 482 13,761 SH   DFND 4 13,761 0 0
BROWN & BROWN INC COM 115236101 19,946 674,530 SH   DFND 3 591,018 0 83,512
BROWN & BROWN INC COM 115236101 10,818 365,852 SH   DFND 4 283,703 0 82,149
BROWN FORMAN CORP CL A 115637100 85 1,663 SH   DFND 3 74 0 1,589
BROWN FORMAN CORP CL A 115637100 23 460 SH   DFND 4 460 0 0
BROWN FORMAN CORP CL B 115637209 40,099 793,249 SH   DFND 3 722,833 0 70,416
BROWN FORMAN CORP CL B 115637209 29,147 576,665 SH   DFND 4 368,952 0 207,713
BRP INC COM SUN VTG 05577W200 448 9,557 SH   DFND 4 9,557 0 0
BRT APARTMENTS CORP COM 055645303 15 1,254 SH   DFND 3 0 0 1,254
BRUKER CORP COM 116794108 107 3,208 SH   DFND 3 0 0 3,208
BRUKER CORP COM 116794108 1,297 38,783 SH   DFND 4 21,618 0 17,165
BRUNSWICK CORP COM 117043109 4,183 62,410 SH   DFND 3 31,124 0 31,286
BRUNSWICK CORP COM 117043109 3,568 53,240 SH   DFND 4 33,463 0 19,777
BRYN MAWR BK CORP COM 117665109 139 2,969 SH   DFND 3 0 0 2,969
BRYN MAWR BK CORP COM 117665109 8 167 SH   DFND 4 167 0 0
BSB BANCORP INC MD COM 05573H108 40 1,212 SH   DFND 3 0 0 1,212
BUCKLE INC COM 118440106 1,396 60,754 SH   DFND 3 20,485 0 40,269
BUCKLE INC COM 118440106 222 9,612 SH   DFND 4 9,612 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 269 18,357 SH   DFND 3 1,451 0 16,906
BUILDERS FIRSTSOURCE INC COM 12008R107 337 22,959 SH   DFND 4 22,959 0 0
BUNGE LIMITED COM G16962105 23,923 348,175 SH   DFND 3 330,432 0 17,743
BUNGE LIMITED COM G16962105 37,346 543,798 SH   DFND 4 386,922 0 156,876
BURLINGTON STORES INC COM 122017106 1,107 6,793 SH   DFND 3 4,778 0 2,015
BURLINGTON STORES INC COM 122017106 9,087 55,775 SH   DFND 4 23,835 0 31,940
BUSINESS FIRST BANCSHARES IN COM 12326C105 45 1,714 SH   DFND 3 0 0 1,714
BWX TECHNOLOGIES INC COM 05605H100 737 11,778 SH   DFND 3 8,766 0 3,012
BWX TECHNOLOGIES INC COM 05605H100 2,873 45,940 SH   DFND 4 25,548 0 20,392
BYLINE BANCORP INC COM 124411109 55 2,426 SH   DFND 3 0 0 2,426
C & F FINL CORP COM 12466Q104 30 511 SH   DFND 3 0 0 511
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 37,306 380,988 SH   DFND 3 333,246 0 47,742
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 42,866 437,834 SH   DFND 4 287,182 0 150,652
C&J ENERGY SVCS INC NEW COM 12674R100 2,827 135,340 SH   DFND 3 45,454 0 89,886
C&J ENERGY SVCS INC NEW COM 12674R100 263 12,635 SH   DFND 4 12,635 0 0
CA INC COM 12673P105 38,826 879,415 SH   DFND 3 771,320 0 108,095
CA INC COM 12673P105 43,755 991,137 SH   DFND 4 606,306 0 384,831
CABLE ONE INC COM 12685J105 3,137 3,550 SH   DFND 3 1,789 0 1,761
CABLE ONE INC COM 12685J105 1,780 2,014 SH   DFND 4 988 0 1,026
CABOT CORP COM 127055101 2,819 44,948 SH   DFND 3 22,741 0 22,207
CABOT CORP COM 127055101 2,413 38,475 SH   DFND 4 25,114 0 13,361
CABOT MICROELECTRONICS CORP COM 12709P103 5,578 54,336 SH   DFND 3 18,259 0 36,077
CABOT MICROELECTRONICS CORP COM 12709P103 665 6,450 SH   DFND 4 5,416 0 1,034
CABOT OIL & GAS CORP COM 127097103 26,129 1,160,258 SH   DFND 3 1,010,696 0 149,562
CABOT OIL & GAS CORP COM 127097103 19,255 853,647 SH   DFND 4 348,401 0 505,246
CACI INTL INC CL A 127190304 10,163 55,177 SH   DFND 3 20,297 0 34,880
CACI INTL INC CL A 127190304 2,537 13,777 SH   DFND 4 13,777 0 0
CACTUS INC CL A 127203107 219 5,714 SH   DFND 3 0 0 5,714
CACTUS INC CL A 127203107 22 567 SH   DFND 4 567 0 0
CADENCE BANCORPORATION CL A 12739A100 284 10,862 SH   DFND 3 0 0 10,862
CADENCE BANCORPORATION CL A 12739A100 22 839 SH   DFND 4 839 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 11,807 260,528 SH   DFND 1 260,528 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 34,140 753,319 SH   DFND 3 655,836 0 97,483
CADENCE DESIGN SYSTEM INC COM 127387108 32,971 728,334 SH   DFND 4 408,388 0 319,946
CADIZ INC COM NEW 127537207 40 3,606 SH   DFND 3 0 0 3,606
CAE INC COM 124765108 3,318 163,597 SH   DFND 3 128,934 0 34,663
CAE INC COM 124765108 5,707 281,354 SH   DFND 4 207,187 0 74,167
CAESARS ENTMT CORP COM 127686103 199 19,372 SH   DFND 3 1,201 0 18,171
CAESARS ENTMT CORP COM 127686103 1,386 135,246 SH   DFND 4 135,246 0 0
CAESARSTONE LTD ORD SHS M20598104 76 4,109 SH   DFND 3 0 0 4,109
CAESARSTONE LTD ORD SHS M20598104 69 3,694 SH   DFND 4 3,694 0 0
CAI INTERNATIONAL INC COM 12477X106 56 2,437 SH   DFND 3 0 0 2,437
CAL MAINE FOODS INC COM NEW 128030202 3,090 64,317 SH   DFND 3 21,587 0 42,730
CAL MAINE FOODS INC COM NEW 128030202 348 7,196 SH   DFND 4 7,196 0 0
CALAMP CORP COM 128126109 1,747 74,668 SH   DFND 3 25,203 0 49,465
CALAMP CORP COM 128126109 8 351 SH   DFND 4 351 0 0
CALAVO GROWERS INC COM 128246105 3,212 33,310 SH   DFND 3 11,172 0 22,138
CALAVO GROWERS INC COM 128246105 353 3,658 SH   DFND 4 3,658 0 0
CALERES INC COM 129500104 3,293 91,747 SH   DFND 3 30,842 0 60,905
CALERES INC COM 129500104 372 10,380 SH   DFND 4 10,380 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 327 6,744 SH   DFND 3 0 0 6,744
CALIFORNIA RES CORP COM NEW 13057Q206 520 10,725 SH   DFND 4 10,725 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 5,683 133,526 SH   DFND 3 34,351 0 99,175
CALIFORNIA WTR SVC GROUP COM 130788102 7,062 164,607 SH   DFND 4 164,607 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 21 3,991 SH   DFND 3 0 0 3,991
CALIX INC COM 13100M509 52 6,468 SH   DFND 3 0 0 6,468
CALLAWAY GOLF CO COM 131193104 4,598 189,695 SH   DFND 3 63,511 0 126,184
CALLAWAY GOLF CO COM 131193104 520 21,389 SH   DFND 4 21,389 0 0
CALLON PETE CO DEL COM 13123X102 544 45,366 SH   DFND 4 45,366 0 0
CALLON PETE CO DEL COM 13123X102 2,088 174,130 SH   DFND 3 65,081 0 109,049
CALYXT INC COM 13173L107 13 827 SH   DFND 3 0 0 827
CAMBIUM LEARNING GRP INC COM 13201A107 24 2,065 SH   DFND 3 0 0 2,065
CAMBREX CORP COM 132011107 4,827 70,655 SH   DFND 3 23,757 0 46,898
CAMBREX CORP COM 132011107 403 5,888 SH   DFND 4 5,888 0 0
CAMBRIDGE BANCORP COM 132152109 50 552 SH   DFND 3 0 0 552
CAMDEN NATL CORP COM 133034108 104 2,399 SH   DFND 3 0 0 2,399
CAMDEN NATL CORP COM 133034108 7 153 SH   DFND 4 153 0 0
CAMDEN PPTY TR SH BEN INT 133131102 7,233 77,297 SH   DFND 3 38,001 0 39,296
CAMDEN PPTY TR SH BEN INT 133131102 35,331 377,586 SH   DFND 4 311,994 0 65,592
CAMECO CORP COM 13321L108 3,263 286,371 SH   DFND 3 233,967 0 52,404
CAMECO CORP COM 13321L108 6,932 608,321 SH   DFND 4 468,805 0 139,516
CAMPBELL SOUP CO COM 134429109 19,177 523,531 SH   DFND 3 458,646 0 64,885
CAMPBELL SOUP CO COM 134429109 23,646 645,953 SH   DFND 4 438,285 0 207,668
CAMPING WORLD HLDGS INC CL A 13462K109 106 4,970 SH   DFND 3 0 0 4,970
CAMPING WORLD HLDGS INC CL A 13462K109 143 6,711 SH   DFND 4 6,711 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 1,687 26,215 SH   DFND 4 10,267 0 15,948
CANADIAN NAT RES LTD COM 136385101 92,786 2,842,157 SH   DFND 3 2,707,038 0 135,119
CANADIAN NAT RES LTD COM 136385101 35,804 1,096,722 SH   DFND 4 818,952 0 277,770
CANADIAN NATL RY CO COM 136375102 154,506 1,723,127 SH   DFND 3 1,642,562 0 80,565
CANADIAN NATL RY CO COM 136375102 149,386 1,666,077 SH   DFND 4 1,400,870 0 265,207
CANADIAN PAC RY LTD COM 13645T100 71,703 339,224 SH   DFND 3 323,423 0 15,801
CANADIAN PAC RY LTD COM 13645T100 67,799 320,719 SH   DFND 4 262,216 0 58,503
CANADIAN SOLAR INC COM 136635109 49 3,365 SH   DFND 4 3,365 0 0
CANNAE HLDGS INC COM 13765N107 212 10,100 SH   DFND 3 0 0 10,100
CANNAE HLDGS INC COM 13765N107 351 16,771 SH   DFND 4 16,771 0 0
CANOPY GROWTH CORP COM 138035100 1,878 38,686 SH   DFND 4 38,686 0 0
CANTEL MEDICAL CORP COM 138098108 2,381 25,862 SH   DFND 3 12,714 0 13,148
CANTEL MEDICAL CORP COM 138098108 1,497 16,263 SH   DFND 4 8,106 0 8,157
CAPITAL CITY BK GROUP INC COM 139674105 39 1,686 SH   DFND 3 0 0 1,686
CAPITAL ONE FINL CORP COM 14040H105 124,472 1,311,198 SH   DFND 3 1,152,697 0 158,501
CAPITAL ONE FINL CORP COM 14040H105 90,135 949,351 SH   DFND 4 509,304 0 440,047
CAPITAL SR LIVING CORP COM 140475104 35 3,709 SH   DFND 3 0 0 3,709
CAPITOL FED FINL INC COM 14057J101 278 21,849 SH   DFND 3 2,607 0 19,242
CAPITOL FED FINL INC COM 14057J101 1,002 78,675 SH   DFND 4 78,675 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 20 1,190 SH   DFND 3 0 0 1,190
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,569 198,061 SH   DFND 3 66,748 0 131,313
CAPSTEAD MTG CORP COM NO PAR 14067E506 246 31,112 SH   DFND 4 31,112 0 0
CARA THERAPEUTICS INC COM 140755109 117 4,893 SH   DFND 3 0 0 4,893
CARA THERAPEUTICS INC COM 140755109 15 645 SH   DFND 4 645 0 0
CARBO CERAMICS INC COM 140781105 343 46,737 SH   DFND 3 15,290 0 31,447
CARBON BLACK INC COM 14081R103 27 1,291 SH   DFND 3 0 0 1,291
CARBONITE INC COM 141337105 169 4,738 SH   DFND 3 0 0 4,738
CARBONITE INC COM 141337105 9 260 SH   DFND 4 260 0 0
CARDINAL HEALTH INC COM 14149Y108 45,705 846,383 SH   DFND 3 745,777 0 100,606
CARDINAL HEALTH INC COM 14149Y108 53,997 999,943 SH   DFND 4 649,997 0 349,946
CARDIOVASCULAR SYS INC DEL COM 141619106 187 4,767 SH   DFND 3 0 0 4,767
CARDIOVASCULAR SYS INC DEL COM 141619106 8 216 SH   DFND 4 216 0 0
CARDLYTICS INC COM 14161W105 23 901 SH   DFND 3 0 0 901
CARDTRONICS PLC SHS CL A G1991C105 2,536 79,690 SH   DFND 3 26,689 0 53,001
CARDTRONICS PLC SHS CL A G1991C105 332 10,480 SH   DFND 4 10,480 0 0
CARE COM INC COM 141633107 64 2,912 SH   DFND 3 0 0 2,912
CARE COM INC COM 141633107 233 10,544 SH   DFND 4 0 0 10,544
CAREDX INC COM 14167L103 148 5,131 SH   DFND 3 0 0 5,131
CAREER EDUCATION CORP COM 141665109 2,193 148,265 SH   DFND 3 49,810 0 98,455
CAREER EDUCATION CORP COM 141665109 7 466 SH   DFND 4 466 0 0
CARETRUST REIT INC COM 14174T107 3,071 174,848 SH   DFND 3 60,518 0 114,330
CARETRUST REIT INC COM 14174T107 3,895 219,912 SH   DFND 4 219,912 0 0
CARGURUS INC COM CL A 141788109 418 7,507 SH   DFND 3 0 0 7,507
CARGURUS INC COM CL A 141788109 532 9,560 SH   DFND 4 9,560 0 0
CARLISLE COS INC COM 142339100 5,424 44,532 SH   DFND 3 23,067 0 21,465
CARLISLE COS INC COM 142339100 4,636 38,059 SH   DFND 4 24,371 0 13,688
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 9,011 399,146 SH   DFND 4 399,146 0 0
CARMAX INC COM 143130102 35,609 476,890 SH   DFND 3 418,894 0 57,996
CARMAX INC COM 143130102 25,288 338,667 SH   DFND 4 166,802 0 171,865
CARNIVAL CORP UNIT 99/99/9999 143658300 72,081 1,130,330 SH   DFND 3 993,161 0 137,169
CARNIVAL CORP UNIT 99/99/9999 143658300 67,925 1,064,928 SH   DFND 4 578,839 0 486,089
CAROLINA FINL CORP NEW COM 143873107 119 3,149 SH   DFND 3 0 0 3,149
CAROLINA FINL CORP NEW COM 143873107 12 318 SH   DFND 4 318 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,169 36,800 SH   DFND 3 14,318 0 22,482
CARPENTER TECHNOLOGY CORP COM 144285103 1,377 23,365 SH   DFND 4 23,365 0 0
CARRIAGE SVCS INC COM 143905107 57 2,668 SH   DFND 3 0 0 2,668
CARRIZO OIL & GAS INC COM 144577103 4,583 181,589 SH   DFND 3 60,898 0 120,691
CARRIZO OIL & GAS INC COM 144577103 396 15,719 SH   DFND 4 15,719 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 72 4,938 SH   DFND 3 0 0 4,938
CARS COM INC COM 14575E105 1,422 51,497 SH   DFND 3 19,909 0 31,588
CARS COM INC COM 14575E105 1,209 43,782 SH   DFND 4 43,782 0 0
CARTERS INC COM 146229109 3,570 36,209 SH   DFND 3 19,526 0 16,683
CARTERS INC COM 146229109 3,007 30,493 SH   DFND 4 19,545 0 10,948
CARVANA CO CL A 146869102 286 4,847 SH   DFND 3 0 0 4,847
CASA SYS INC COM 14713L102 60 4,085 SH   DFND 3 0 0 4,085
CASA SYS INC COM 14713L102 1,327 90,000 SH   DFND 4 0 0 90,000
CASELLA WASTE SYS INC CL A 147448104 187 6,005 SH   DFND 3 0 0 6,005
CASELLA WASTE SYS INC CL A 147448104 21 668 SH   DFND 4 668 0 0
CASEYS GEN STORES INC COM 147528103 3,667 28,403 SH   DFND 3 15,239 0 13,164
CASEYS GEN STORES INC COM 147528103 3,785 29,316 SH   DFND 4 20,817 0 8,499
CASI PHARMACEUTICALS INC COM 14757U109 35 7,442 SH   DFND 3 0 0 7,442
CASS INFORMATION SYS INC COM 14808P109 120 1,848 SH   DFND 3 0 0 1,848
CASS INFORMATION SYS INC COM 14808P109 8 121 SH   DFND 4 121 0 0
CASTLE BRANDS INC COM 148435100 14 12,829 SH   DFND 3 0 0 12,829
CASTLIGHT HEALTH INC CL B 14862Q100 28 10,387 SH   DFND 3 0 0 10,387
CASTLIGHT HEALTH INC CL B 14862Q100 63 23,271 SH   DFND 4 0 0 23,271
CATALENT INC COM 148806102 4,299 94,383 SH   DFND 3 42,460 0 51,923
CATALENT INC COM 148806102 3,691 81,030 SH   DFND 4 51,510 0 29,520
CATALYST BIOSCIENCES INC COM NEW 14888D208 19 1,772 SH   DFND 3 0 0 1,772
CATALYST PHARMACEUTICALS INC COM 14888U101 56 14,738 SH   DFND 3 0 0 14,738
CATCHMARK TIMBER TR INC CL A 14912Y202 84 7,329 SH   DFND 3 0 0 7,329
CATCHMARK TIMBER TR INC CL A 14912Y202 3 250 SH   DFND 4 250 0 0
CATERPILLAR INC DEL COM 149123101 238,041 1,561,030 SH   DFND 3 1,366,325 0 194,705
CATERPILLAR INC DEL COM 149123101 153,673 1,007,757 SH   DFND 4 508,620 0 499,137
CATHAY GEN BANCORP COM 149150104 2,469 59,591 SH   DFND 3 22,687 0 36,904
CATHAY GEN BANCORP COM 149150104 640 15,449 SH   DFND 4 15,449 0 0
CATO CORP NEW CL A 149205106 1,036 48,874 SH   DFND 3 16,401 0 32,473
CATO CORP NEW CL A 149205106 11 509 SH   DFND 4 509 0 0
CAVCO INDS INC DEL COM 149568107 4,581 18,129 SH   DFND 3 6,092 0 12,037
CAVCO INDS INC DEL COM 149568107 514 2,030 SH   DFND 4 2,030 0 0
CB FINL SVCS INC COM 12479G101 22 703 SH   DFND 3 0 0 703
CBIZ INC COM 124805102 184 7,753 SH   DFND 3 0 0 7,753
CBIZ INC COM 124805102 314 13,242 SH   DFND 4 13,242 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,582 388,340 SH   DFND 3 143,339 0 245,001
CBL & ASSOC PPTYS INC COM 124830100 2,689 674,009 SH   DFND 4 674,009 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 28,715 299,235 SH   DFND 3 262,568 0 36,667
CBOE GLOBAL MARKETS INC COM 12503M108 18,910 197,057 SH   DFND 4 101,364 0 95,693
CBRE GROUP INC CL A 12504L109 38,744 878,559 SH   DFND 3 771,327 0 107,232
CBRE GROUP INC CL A 12504L109 34,052 772,041 SH   DFND 4 426,833 0 345,208
CBS CORP NEW CL B 124857202 51,847 902,467 SH   DFND 3 792,238 0 110,229
CBS CORP NEW CL B 124857202 39,094 680,492 SH   DFND 4 378,804 0 301,688
CBTX INC COM 12481V104 99 2,777 SH   DFND 3 0 0 2,777
CDK GLOBAL INC COM 12508E101 24,317 388,699 SH   DFND 3 332,762 0 55,937
CDK GLOBAL INC COM 12508E101 17,252 275,807 SH   DFND 4 137,985 0 137,822
CDN IMPERIAL BK COMM TORONTO COM 136069101 99,671 1,064,520 SH   DFND 3 1,014,917 0 49,603
CDN IMPERIAL BK COMM TORONTO COM 136069101 59,020 630,350 SH   DFND 4 386,444 0 243,906
CDW CORP COM 12514G108 31,514 354,411 SH   DFND 3 338,077 0 16,334
CDW CORP COM 12514G108 28,988 326,000 SH   DFND 4 196,389 0 129,611
CECO ENVIRONMENTAL CORP COM 125141101 36 4,567 SH   DFND 3 0 0 4,567
CEDAR REALTY TRUST INC COM NEW 150602209 862 187,010 SH   DFND 3 63,086 0 123,924
CELANESE CORP DEL COM 150870103 36,547 320,585 SH   DFND 3 305,352 0 15,233
CELANESE CORP DEL COM 150870103 27,817 244,012 SH   DFND 4 160,181 0 83,831
CELCUITY INC COM 15102K100 27 951 SH   DFND 3 0 0 951
CELESTICA INC SUB VTG SHS 15101Q108 62 5,728 SH   DFND 3 5,728 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,416 130,828 SH   DFND 4 130,828 0 0
CELGENE CORP COM 151020104 204 2,282 SH   DFND 1 2,282 0 0
CELGENE CORP COM 151020104 170,067 1,900,401 SH   DFND 3 1,668,985 0 231,416
CELGENE CORP COM 151020104 125,668 1,404,273 SH   DFND 4 775,149 0 629,124
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 31 1,728 SH   DFND 3 0 0 1,728
CELSIUS HOLDINGS INC COM NEW 15118V207 14 3,434 SH   DFND 3 0 0 3,434
CEMEX SAB DE CV SPON ADR NEW 151290889 7,489 1,064,597 SH   DFND 4 1,064,376 0 221
CENOVUS ENERGY INC COM 15135U109 24,081 2,400,046 SH   DFND 3 2,286,369 0 113,677
CENOVUS ENERGY INC COM 15135U109 15,610 1,555,775 SH   DFND 4 1,241,543 0 314,232
CENTENE CORP DEL COM 15135B101 83,232 574,889 SH   DFND 3 503,303 0 71,586
CENTENE CORP DEL COM 15135B101 65,505 452,587 SH   DFND 4 256,359 0 196,228
CENTENNIAL RESOURCE DEV INC CL A 15136A102 123 5,631 SH   DFND 3 0 0 5,631
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,659 75,926 SH   DFND 4 40,926 0 35,000
CENTERPOINT ENERGY INC COM 15189T107 36,414 1,316,956 SH   DFND 3 1,149,848 0 167,108
CENTERPOINT ENERGY INC COM 15189T107 57,673 2,086,103 SH   DFND 4 1,544,274 0 541,829
CENTERSTATE BK CORP COM 15201P109 381 13,598 SH   DFND 3 0 0 13,598
CENTERSTATE BK CORP COM 15201P109 594 21,162 SH   DFND 4 21,162 0 0
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 32 7,029 SH   DFND 4 7,029 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 47 12,581 SH   DFND 3 0 0 12,581
CENTRAL GARDEN & PET CO COM 153527106 797 22,036 SH   DFND 3 7,266 0 14,770
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,887 86,819 SH   DFND 3 29,307 0 57,512
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 308 9,306 SH   DFND 4 9,306 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 1,641 62,191 SH   DFND 3 21,042 0 41,149
CENTRAL PAC FINL CORP COM NEW 154760409 6 234 SH   DFND 4 234 0 0
CENTRAL PUERTO S A SPONSORED ADR 155038201 185 17,982 SH   DFND 4 17,982 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 34 1,585 SH   DFND 3 0 0 1,585
CENTURY ALUM CO COM 156431108 1,223 103,865 SH   DFND 3 35,048 0 68,817
CENTURY ALUM CO COM 156431108 105 8,738 SH   DFND 4 8,738 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 29 404 SH   DFND 3 0 0 404
CENTURY CASINOS INC COM 156492100 27 3,647 SH   DFND 3 0 0 3,647
CENTURY CMNTYS INC COM 156504300 101 3,861 SH   DFND 3 0 0 3,861
CENTURY CMNTYS INC COM 156504300 5 200 SH   DFND 4 200 0 0
CENTURYLINK INC COM 156700106 55,730 2,628,764 SH   DFND 3 2,313,508 0 315,256
CENTURYLINK INC COM 156700106 54,642 2,577,464 SH   DFND 4 1,644,835 0 932,629
CERIDIAN HCM HLDG INC COM 15677J108 30 714 SH   DFND 3 0 0 714
CERIDIAN HCM HLDG INC COM 15677J108 2,332 55,488 SH   DFND 4 0 0 55,488
CERNER CORP COM 156782104 55,549 862,421 SH   DFND 3 755,797 0 106,624
CERNER CORP COM 156782104 43,432 674,297 SH   DFND 4 352,144 0 322,153
CERUS CORP COM 157085101 142 19,692 SH   DFND 3 0 0 19,692
CERUS CORP COM 157085101 16 2,234 SH   DFND 4 2,234 0 0
CEVA INC COM 157210105 1,336 46,566 SH   DFND 3 15,698 0 30,868
CEVA INC COM 157210105 6 210 SH   DFND 4 210 0 0
CF INDS HLDGS INC COM 125269100 33,764 620,213 SH   DFND 3 543,247 0 76,966
CF INDS HLDGS INC COM 125269100 22,904 420,712 SH   DFND 4 234,382 0 186,330
CHANGYOU COM LTD ADS REP CL A 15911M107 26 2,000 SH   DFND 4 2,000 0 0
CHANNELADVISOR CORP COM 159179100 46 3,691 SH   DFND 3 0 0 3,691
CHARAH SOLUTIONS INC COM 15957P105 8 1,000 SH   DFND 3 0 0 1,000
CHARLES RIV LABS INTL INC COM 159864107 4,535 33,709 SH   DFND 3 16,431 0 17,278
CHARLES RIV LABS INTL INC COM 159864107 3,546 26,354 SH   DFND 4 16,148 0 10,206
CHART INDS INC COM PAR $0.01 16115Q308 5,152 65,923 SH   DFND 3 22,163 0 43,760
CHART INDS INC COM PAR $0.01 16115Q308 549 7,011 SH   DFND 4 7,011 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 152,775 468,809 SH   DFND 3 411,365 0 57,444
CHARTER COMMUNICATIONS INC N CL A 16119P108 103,284 316,938 SH   DFND 4 167,123 0 149,815
CHASE CORP COM 16150R104 132 1,101 SH   DFND 3 0 0 1,101
CHASE CORP COM 16150R104 9 74 SH   DFND 4 74 0 0
CHATHAM LODGING TR COM 16208T102 2,075 99,638 SH   DFND 3 34,569 0 65,069
CHATHAM LODGING TR COM 16208T102 2,767 132,476 SH   DFND 4 132,476 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 29,588 251,445 SH   DFND 1 251,445 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 36,588 310,936 SH   DFND 3 285,518 0 25,418
CHECK POINT SOFTWARE TECH LT ORD M22465104 36,487 310,080 SH   DFND 4 261,791 0 48,289
CHEESECAKE FACTORY INC COM 163072101 1,728 32,284 SH   DFND 3 12,058 0 20,226
CHEESECAKE FACTORY INC COM 163072101 652 12,185 SH   DFND 4 12,185 0 0
CHEETAH MOBILE INC ADR 163075104 49 5,000 SH   DFND 4 5,000 0 0
CHEFS WHSE INC COM 163086101 6 169 SH   DFND 4 169 0 0
CHEFS WHSE INC COM 163086101 116 3,178 SH   DFND 3 0 0 3,178
CHEGG INC COM 163092109 462 16,264 SH   DFND 3 0 0 16,264
CHEGG INC COM 163092109 604 21,250 SH   DFND 4 21,250 0 0
CHEMED CORP NEW COM 16359R103 3,896 12,191 SH   DFND 3 6,396 0 5,795
CHEMED CORP NEW COM 16359R103 2,388 7,473 SH   DFND 4 3,973 0 3,500
CHEMICAL FINL CORP COM 163731102 2,940 55,053 SH   DFND 3 20,918 0 34,135
CHEMICAL FINL CORP COM 163731102 763 14,297 SH   DFND 4 14,297 0 0
CHEMOCENTRYX INC COM 16383L106 38 3,021 SH   DFND 3 0 0 3,021
CHEMOURS CO COM 163851108 5,035 127,666 SH   DFND 3 52,373 0 75,293
CHEMOURS CO COM 163851108 9,168 232,447 SH   DFND 4 85,263 0 147,184
CHEMUNG FINL CORP COM 164024101 19 452 SH   DFND 3 0 0 452
CHENIERE ENERGY INC COM NEW 16411R208 37,057 533,276 SH   DFND 3 511,946 0 21,330
CHENIERE ENERGY INC COM NEW 16411R208 27,252 392,170 SH   DFND 4 124,740 0 267,430
CHERRY HILL MTG INVT CORP COM 164651101 43 2,383 SH   DFND 3 0 0 2,383
CHESAPEAKE ENERGY CORP COM 165167107 2,799 623,475 SH   DFND 3 296,153 0 327,322
CHESAPEAKE ENERGY CORP COM 165167107 4,023 895,979 SH   DFND 4 695,329 0 200,650
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,172 130,271 SH   DFND 3 45,156 0 85,115
CHESAPEAKE LODGING TR SH BEN INT 165240102 22,327 696,205 SH   DFND 4 182,930 0 513,275
CHESAPEAKE UTILS CORP COM 165303108 6 69 SH   DFND 4 69 0 0
CHESAPEAKE UTILS CORP COM 165303108 201 2,401 SH   DFND 3 0 0 2,401
CHEVRON CORP NEW COM 166764100 633,866 5,183,726 SH   DFND 3 4,552,961 0 630,765
CHEVRON CORP NEW COM 166764100 479,486 3,921,123 SH   DFND 4 2,239,213 0 1,681,910
CHICOS FAS INC COM 168615102 2,354 272,811 SH   DFND 3 94,640 0 178,171
CHICOS FAS INC COM 168615102 850 98,059 SH   DFND 4 98,059 0 0
CHILDRENS PL INC COM 168905107 4,491 34,895 SH   DFND 3 11,728 0 23,167
CHILDRENS PL INC COM 168905107 544 4,256 SH   DFND 4 4,256 0 0
CHIMERA INVT CORP COM NEW 16934Q208 427 23,528 SH   DFND 3 17,638 0 5,890
CHIMERA INVT CORP COM NEW 16934Q208 2,833 156,262 SH   DFND 4 115,281 0 40,981
CHIMERIX INC COM 16934W106 28 7,273 SH   DFND 3 0 0 7,273
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 189 2,357 SH   DFND 4 2,357 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,962 101,800 SH   DFND 4 101,800 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 30,076 66,170 SH   DFND 3 57,781 0 8,389
CHIPOTLE MEXICAN GRILL INC COM 169656105 25,971 57,061 SH   DFND 4 24,226 0 32,835
CHOICE HOTELS INTL INC COM 169905106 79 949 SH   DFND 3 0 0 949
CHOICE HOTELS INTL INC COM 169905106 1,297 15,574 SH   DFND 4 8,366 0 7,208
CHROMADEX CORP COM NEW 171077407 25 5,728 SH   DFND 3 0 0 5,728
CHUBB LIMITED COM H1467J104 170,238 1,273,854 SH   DFND 3 1,120,683 0 153,171
CHUBB LIMITED COM H1467J104 131,891 987,274 SH   DFND 4 551,607 0 435,667
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 45 1,240 SH   DFND 4 1,240 0 0
CHURCH & DWIGHT INC COM 171340102 40,373 680,024 SH   DFND 3 598,229 0 81,795
CHURCH & DWIGHT INC COM 171340102 44,037 741,921 SH   DFND 4 472,746 0 269,175
CHURCHILL DOWNS INC COM 171484108 2,524 9,089 SH   DFND 3 3,408 0 5,681
CHURCHILL DOWNS INC COM 171484108 720 2,592 SH   DFND 4 2,592 0 0
CHUYS HLDGS INC COM 171604101 938 35,999 SH   DFND 3 12,160 0 23,839
CI WORLDWIDE INC P COM 004498101 2,480 88,117 SH   DFND 3 32,923 0 55,194
CI WORLDWIDE INC P COM 004498101 671 23,840 SH   DFND 4 23,840 0 0
CIENA CORP COM NEW 171779309 3,759 120,335 SH   DFND 3 52,058 0 68,277
CIENA CORP COM NEW 171779309 986 31,565 SH   DFND 4 31,565 0 0
CIGNA CORPORATION COM 125509109 136,888 657,326 SH   DFND 3 577,072 0 80,254
CIGNA CORPORATION COM 125509109 118,937 571,128 SH   DFND 4 360,350 0 210,778
CIMAREX ENERGY CO COM 171798101 23,664 254,621 SH   DFND 3 222,128 0 32,493
CIMAREX ENERGY CO COM 171798101 16,055 172,667 SH   DFND 4 83,150 0 89,517
CIMPRESS N V SHS EURO N20146101 449 3,287 SH   DFND 3 0 0 3,287
CIMPRESS N V SHS EURO N20146101 749 5,481 SH   DFND 4 5,481 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 1,678 106,384 SH   DFND 3 36,377 0 70,007
CINCINNATI BELL INC NEW COM NEW 171871502 286 17,902 SH   DFND 4 17,902 0 0
CINCINNATI FINL CORP COM 172062101 31,787 413,842 SH   DFND 3 361,069 0 52,773
CINCINNATI FINL CORP COM 172062101 38,203 497,740 SH   DFND 4 278,256 0 219,484
CINEMARK HOLDINGS INC COM 17243V102 3,385 84,200 SH   DFND 3 46,011 0 38,189
CINEMARK HOLDINGS INC COM 17243V102 3,123 77,692 SH   DFND 4 54,527 0 23,165
CINTAS CORP COM 172908105 47,005 237,626 SH   DFND 3 207,811 0 29,815
CINTAS CORP COM 172908105 40,664 205,571 SH   DFND 4 107,321 0 98,250
CIRCOR INTL INC COM 17273K109 1,995 41,822 SH   DFND 3 14,286 0 27,536
CIRCOR INTL INC COM 17273K109 174 3,659 SH   DFND 4 3,659 0 0
CIRRUS LOGIC INC COM 172755100 2,067 53,546 SH   DFND 3 24,262 0 29,284
CIRRUS LOGIC INC COM 172755100 504 13,063 SH   DFND 4 13,063 0 0
CISCO SYS INC COM 17275R102 28,098 577,551 SH   DFND 1 577,551 0 0
CISCO SYS INC COM 17275R102 623,505 12,816,142 SH   DFND 3 11,302,523 0 1,513,619
CISCO SYS INC COM 17275R102 444,978 9,146,517 SH   DFND 4 4,427,272 0 4,719,245
CISION LTD SHS G1992S109 137 8,152 SH   DFND 3 0 0 8,152
CISION LTD SHS G1992S109 12 720 SH   DFND 4 720 0 0
CIT GROUP INC COM NEW 125581801 14,544 281,808 SH   DFND 3 266,585 0 15,223
CIT GROUP INC COM NEW 125581801 18,986 367,802 SH   DFND 4 203,208 0 164,594
CITI TRENDS INC COM 17306X102 55 1,924 SH   DFND 3 0 0 1,924
CITIGROUP INC COM NEW 172967424 495,101 6,901,331 SH   DFND 3 6,073,602 0 827,729
CITIGROUP INC COM NEW 172967424 323,744 4,512,590 SH   DFND 4 2,361,912 0 2,150,678
CITIZENS & NORTHN CORP COM 172922106 46 1,776 SH   DFND 3 0 0 1,776
CITIZENS FINL GROUP INC COM 174610105 51,544 1,336,369 SH   DFND 3 1,169,149 0 167,220
CITIZENS FINL GROUP INC COM 174610105 39,988 1,036,495 SH   DFND 4 544,063 0 492,432
CITIZENS INC CL A 174740100 61 7,248 SH   DFND 3 0 0 7,248
CITRIX SYS INC COM 177376100 40,499 364,334 SH   DFND 3 319,454 0 44,880
CITRIX SYS INC COM 177376100 36,321 326,753 SH   DFND 4 185,653 0 141,100
CITY HLDG CO COM 177835105 2,515 32,868 SH   DFND 3 10,993 0 21,875
CITY HLDG CO COM 177835105 193 2,519 SH   DFND 4 2,519 0 0
CITY OFFICE REIT INC COM 178587101 66 5,238 SH   DFND 3 0 0 5,238
CIVISTA BANCSHARES INC COM NO PAR 178867107 50 2,081 SH   DFND 3 0 0 2,081
CIVITAS SOLUTIONS INC COM 17887R102 35 2,406 SH   DFND 3 0 0 2,406
CLARUS CORP NEW COM 18270P109 31 2,832 SH   DFND 3 0 0 2,832
CLEAN ENERGY FUELS CORP COM 184499101 52 19,962 SH   DFND 3 0 0 19,962
CLEAN HARBORS INC COM 184496107 2,774 38,760 SH   DFND 3 20,457 0 18,303
CLEAN HARBORS INC COM 184496107 2,747 38,375 SH   DFND 4 26,938 0 11,437
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 31 5,189 SH   DFND 3 0 0 5,189
CLEARFIELD INC COM 18482P103 24 1,750 SH   DFND 3 0 0 1,750
CLEARSIDE BIOMEDICAL INC COM 185063104 26 4,164 SH   DFND 3 0 0 4,164
CLEARWATER PAPER CORP COM 18538R103 1,048 35,282 SH   DFND 3 11,696 0 23,586
CLEARWATER PAPER CORP COM 18538R103 133 4,492 SH   DFND 4 4,492 0 0
CLEARWAY ENERGY INC CL A 18539C105 95 4,975 SH   DFND 3 0 0 4,975
CLEARWAY ENERGY INC CL A 18539C105 149 7,819 SH   DFND 4 7,819 0 0
CLEARWAY ENERGY INC CL C 18539C204 207 10,762 SH   DFND 3 0 0 10,762
CLEARWAY ENERGY INC CL C 18539C204 324 16,838 SH   DFND 4 16,838 0 0
CLEVELAND CLIFFS INC COM 185899101 668 52,799 SH   DFND 3 8,408 0 44,391
CLEVELAND CLIFFS INC COM 185899101 2,627 207,474 SH   DFND 4 207,474 0 0
CLIPPER RLTY INC COM 18885T306 26 1,943 SH   DFND 3 0 0 1,943
CLOROX CO DEL COM 189054109 53,504 355,719 SH   DFND 3 311,832 0 43,887
CLOROX CO DEL COM 189054109 69,986 465,475 SH   DFND 4 282,462 0 183,013
CLOUD PEAK ENERGY INC COM 18911Q102 388 166,997 SH   DFND 3 55,173 0 111,824
CLOUDERA INC COM 18914U100 272 15,412 SH   DFND 3 0 0 15,412
CLOUDERA INC COM 18914U100 379 21,473 SH   DFND 4 21,473 0 0
CLOVIS ONCOLOGY INC COM 189464100 209 7,101 SH   DFND 3 0 0 7,101
CLOVIS ONCOLOGY INC COM 189464100 254 8,645 SH   DFND 4 8,645 0 0
CME GROUP INC COM CL A 12572Q105 158,234 929,642 SH   DFND 3 815,013 0 114,629
CME GROUP INC COM CL A 12572Q105 116,281 683,012 SH   DFND 4 321,065 0 361,947
CMS ENERGY CORP COM 125896100 47,641 972,263 SH   DFND 3 684,284 0 287,979
CMS ENERGY CORP COM 125896100 84,529 1,725,232 SH   DFND 4 1,379,081 0 346,151
CNA FINL CORP COM 126117100 2,849 62,412 SH   DFND 3 61,587 0 825
CNA FINL CORP COM 126117100 1,675 36,683 SH   DFND 4 25,769 0 10,914
CNB FINL CORP PA COM 126128107 61 2,129 SH   DFND 3 0 0 2,129
CNH INDL N V SHS N20944109 5 382 SH   DFND 4 382 0 0
CNO FINL GROUP INC COM 12621E103 3,108 146,482 SH   DFND 3 67,811 0 78,671
CNO FINL GROUP INC COM 12621E103 2,241 105,606 SH   DFND 4 105,606 0 0
CNX RESOURCES CORPORATION COM 12653C108 2,321 162,188 SH   DFND 3 85,512 0 76,676
CNX RESOURCES CORPORATION COM 12653C108 2,916 203,772 SH   DFND 4 154,147 0 49,625
COASTAL FINL CORP WA COM NEW 19046P209 15 912 SH   DFND 3 0 0 912
COBIZ FINANCIAL INC COM 190897108 8 371 SH   DFND 4 371 0 0
COCA COLA BOTTLING CO CONS COM 191098102 137 754 SH   DFND 4 754 0 0
COCA COLA BOTTLING CO CONS COM 191098102 1,802 9,925 SH   DFND 3 3,317 0 6,608
COCA COLA CO COM 191216100 485,368 10,508,071 SH   DFND 3 9,239,656 0 1,268,415
COCA COLA CO COM 191216100 354,685 7,679,041 SH   DFND 4 3,586,792 0 4,092,249
COCA COLA EUROPEAN PARTNERS SHS G25839104 21,778 478,958 SH   DFND 3 442,372 0 36,586
COCA COLA EUROPEAN PARTNERS SHS G25839104 35,188 773,865 SH   DFND 4 277,362 0 496,503
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 43 700 SH   DFND 4 700 0 0
CODEXIS INC COM 192005106 130 7,591 SH   DFND 3 0 0 7,591
CODEXIS INC COM 192005106 13 778 SH   DFND 4 778 0 0
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DANAHER CORP DEL COM 235851102 140,207 1,290,374 SH   DFND 4 701,699 0 588,675
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DARDEN RESTAURANTS INC COM 237194105 38,408 345,426 SH   DFND 3 302,362 0 43,064
DARDEN RESTAURANTS INC COM 237194105 37,129 333,885 SH   DFND 4 245,123 0 88,762
DARLING INGREDIENTS INC COM 237266101 6,802 354,314 SH   DFND 3 121,848 0 232,466
DARLING INGREDIENTS INC COM 237266101 1,926 99,705 SH   DFND 4 99,705 0 0
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DAVE & BUSTERS ENTMT INC COM 238337109 589 8,888 SH   DFND 4 8,888 0 0
DAVITA INC COM 23918K108 25,602 357,417 SH   DFND 3 311,924 0 45,493
DAVITA INC COM 23918K108 26,369 368,126 SH   DFND 4 230,674 0 137,452
DAWSON GEOPHYSICAL CO NEW COM 239360100 20 3,156 SH   DFND 3 0 0 3,156
DDR CORP COM 23317H854 197 14,681 SH   DFND 3 9,842 0 4,839
DDR CORP COM 23317H854 7,657 571,827 SH   DFND 4 538,187 0 33,640
DEAN FOODS CO NEW COM NEW 242370203 1,431 201,553 SH   DFND 3 72,549 0 129,004
DEAN FOODS CO NEW COM NEW 242370203 623 87,684 SH   DFND 4 87,684 0 0
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DECIPHERA PHARMACEUTICALS IN COM 24344T101 13 328 SH   DFND 4 328 0 0
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DECKERS OUTDOOR CORP COM 243537107 1,810 15,262 SH   DFND 4 15,262 0 0
DEERE & CO COM 244199105 86,222 573,549 SH   DFND 4 299,087 0 274,462
DEERE & CO COM 244199105 12,320 81,955 SH   DFND 1 81,955 0 0
DEERE & CO COM 244199105 131,220 872,879 SH   DFND 3 768,535 0 104,344
DEL FRISCOS RESTAURANT GROUP COM 245077102 41 4,974 SH   DFND 3 0 0 4,974
DEL TACO RESTAURANTS INC COM 245496104 56 4,751 SH   DFND 3 0 0 4,751
DELEK US HLDGS INC NEW COM 24665A103 621 14,626 SH   DFND 3 2,152 0 12,474
DELEK US HLDGS INC NEW COM 24665A103 2,574 60,660 SH   DFND 4 60,660 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 45,263 466,057 SH   DFND 3 446,781 0 19,276
DELL TECHNOLOGIES INC COM CL V 24703L103 35,347 363,951 SH   DFND 4 177,415 0 186,536
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,765 56,278 SH   DFND 3 27,086 0 29,192
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,119 35,679 SH   DFND 4 35,679 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 39,427 681,781 SH   DFND 3 502,360 0 179,421
DELTA AIR LINES INC DEL COM NEW 247361702 26,820 463,633 SH   DFND 4 173,455 0 290,178
DELUXE CORP COM 248019101 2,274 39,945 SH   DFND 3 17,181 0 22,764
DELUXE CORP COM 248019101 1,117 19,615 SH   DFND 4 19,615 0 0
DENALI THERAPEUTICS INC COM 24823R105 149 6,832 SH   DFND 3 0 0 6,832
DENALI THERAPEUTICS INC COM 24823R105 13 594 SH   DFND 4 594 0 0
DENBURY RES INC COM NEW 247916208 6,098 984,835 SH   DFND 3 333,654 0 651,181
DENBURY RES INC COM NEW 247916208 911 146,938 SH   DFND 4 146,938 0 0
DENNYS CORP COM 24869P104 136 9,214 SH   DFND 3 0 0 9,214
DENNYS CORP COM 24869P104 8 539 SH   DFND 4 539 0 0
DENTSPLY SIRONA INC COM 24906P109 23,381 619,531 SH   DFND 3 540,543 0 78,988
DENTSPLY SIRONA INC COM 24906P109 17,315 458,591 SH   DFND 4 213,416 0 245,175
DERMIRA INC COM 24983L104 60 5,537 SH   DFND 3 0 0 5,537
DERMIRA INC COM 24983L104 3 297 SH   DFND 4 297 0 0
DESCARTES SYS GROUP INC COM 249906108 513 15,132 SH   DFND 4 15,132 0 0
DESPEGAR COM CORP ORD SHS G27358103 83 4,923 SH   DFND 4 4,923 0 0
DEVON ENERGY CORP NEW COM 25179M103 54,227 1,357,717 SH   DFND 3 1,190,448 0 167,269
DEVON ENERGY CORP NEW COM 25179M103 35,771 895,612 SH   DFND 4 405,911 0 489,701
DEXCOM INC COM 252131107 380 2,658 SH   DFND 3 0 0 2,658
DEXCOM INC COM 252131107 8,273 57,834 SH   DFND 4 18,716 0 39,118
DHT HOLDINGS INC SHS NEW Y2065G121 68 14,536 SH   DFND 3 0 0 14,536
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 83 501 SH   DFND 3 0 0 501
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 1 5 SH   DFND 4 5 0 0
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DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,282 114,098 SH   DFND 4 114,098 0 0
DIAMONDBACK ENERGY INC COM 25278X109 30,561 226,062 SH   DFND 3 216,486 0 9,576
DIAMONDBACK ENERGY INC COM 25278X109 23,641 174,870 SH   DFND 4 73,164 0 101,706
DIAMONDROCK HOSPITALITY CO COM 252784301 5,288 453,664 SH   DFND 3 159,991 0 293,673
DIAMONDROCK HOSPITALITY CO COM 252784301 7,935 679,948 SH   DFND 4 679,948 0 0
DIANA SHIPPING INC COM Y2066G104 35 8,600 SH   DFND 4 8,600 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 101 6,625 SH   DFND 3 0 0 6,625
DICKS SPORTING GOODS INC COM 253393102 2,091 58,944 SH   DFND 3 31,436 0 27,508
DICKS SPORTING GOODS INC COM 253393102 2,278 64,197 SH   DFND 4 50,892 0 13,305
DIEBOLD NXDF INC COM 253651103 770 168,318 SH   DFND 3 60,359 0 107,959
DIEBOLD NXDF INC COM 253651103 203 45,089 SH   DFND 4 45,089 0 0
DIGI INTL INC COM 253798102 793 59,104 SH   DFND 3 19,744 0 39,360
DIGIMARC CORP NEW COM 25381B101 57 1,807 SH   DFND 3 0 0 1,807
DIGITAL RLTY TR INC COM 253868103 62,277 553,671 SH   DFND 3 486,431 0 67,240
DIGITAL RLTY TR INC COM 253868103 105,945 941,897 SH   DFND 4 747,700 0 194,197
DILLARDS INC CL A 254067101 1,096 14,357 SH   DFND 3 6,280 0 8,077
DILLARDS INC CL A 254067101 1,480 19,383 SH   DFND 4 19,383 0 0
DIME CMNTY BANCSHARES COM 253922108 1,206 68,186 SH   DFND 3 22,882 0 45,304
DIME CMNTY BANCSHARES COM 253922108 176 9,874 SH   DFND 4 9,874 0 0
DINE BRANDS GLOBAL INC COM 254423106 3,066 37,486 SH   DFND 3 12,649 0 24,837
DINE BRANDS GLOBAL INC COM 254423106 479 5,894 SH   DFND 4 5,894 0 0
DIODES INC COM 254543101 2,798 84,245 SH   DFND 3 28,277 0 55,968
DIODES INC COM 254543101 327 9,832 SH   DFND 4 9,832 0 0
DIPLOMAT PHARMACY INC COM 25456K101 2,333 120,403 SH   DFND 3 40,416 0 79,987
DIPLOMAT PHARMACY INC COM 25456K101 209 10,748 SH   DFND 4 10,748 0 0
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DISCOVER FINL SVCS COM 254709108 52,809 690,769 SH   DFND 4 375,670 0 315,099
DISCOVERY INC COM SER A 25470F104 13,066 408,314 SH   DFND 3 357,114 0 51,200
DISCOVERY INC COM SER A 25470F104 12,042 376,300 SH   DFND 4 230,770 0 145,530
DISCOVERY INC COM SER C 25470F302 27,706 936,634 SH   DFND 3 822,968 0 113,666
DISCOVERY INC COM SER C 25470F302 17,218 582,066 SH   DFND 4 302,675 0 279,391
DISH NETWORK CORP CL A 25470M109 21,478 600,605 SH   DFND 3 526,535 0 74,070
DISH NETWORK CORP CL A 25470M109 14,126 395,035 SH   DFND 4 198,648 0 196,387
DISNEY WALT CO COM DISNEY 254687106 474,224 4,055,272 SH   DFND 3 3,567,133 0 488,139
DISNEY WALT CO COM DISNEY 254687106 344,477 2,946,032 SH   DFND 4 1,673,618 0 1,272,414
DMC GLOBAL INC COM 23291C103 91 2,224 SH   DFND 3 0 0 2,224
DOCUSIGN INC COM 256163106 60 1,142 SH   DFND 3 0 0 1,142
DOCUSIGN INC COM 256163106 3,356 63,866 SH   DFND 4 0 0 63,866
DOLBY LABORATORIES INC COM 25659T107 492 7,033 SH   DFND 3 5,149 0 1,884
DOLBY LABORATORIES INC COM 25659T107 2,037 29,112 SH   DFND 4 15,524 0 13,588
DOLLAR GEN CORP NEW COM 256677105 80,226 733,999 SH   DFND 3 645,384 0 88,615
DOLLAR GEN CORP NEW COM 256677105 73,864 675,740 SH   DFND 4 406,342 0 269,398
DOLLAR TREE INC COM 256746108 52,980 649,665 SH   DFND 3 569,011 0 80,654
DOLLAR TREE INC COM 256746108 41,969 514,627 SH   DFND 4 263,745 0 250,882
DOMINION ENERGY INC COM 25746U109 138,796 1,974,897 SH   DFND 3 1,548,552 0 426,345
DOMINION ENERGY INC COM 25746U109 178,810 2,544,252 SH   DFND 4 1,988,393 0 555,859
DOMINOS PIZZA INC COM 25754A201 36,884 125,114 SH   DFND 3 107,339 0 17,775
DOMINOS PIZZA INC COM 25754A201 21,189 71,876 SH   DFND 4 44,357 0 27,519
DOMO INC COM CL B 257554105 27 1,248 SH   DFND 3 0 0 1,248
DOMTAR CORP COM NEW 257559203 2,528 48,462 SH   DFND 3 25,943 0 22,519
DOMTAR CORP COM NEW 257559203 3,640 69,776 SH   DFND 4 54,274 0 15,502
DONALDSON INC COM 257651109 5,387 92,459 SH   DFND 3 45,946 0 46,513
DONALDSON INC COM 257651109 4,327 74,275 SH   DFND 4 46,529 0 27,746
DONEGAL GROUP INC CL A 257701201 17 1,173 SH   DFND 3 0 0 1,173
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,296 72,035 SH   DFND 3 24,205 0 47,830
DONNELLEY FINL SOLUTIONS INC COM 25787G100 175 9,751 SH   DFND 4 9,751 0 0
DONNELLEY R R & SONS CO COM 257867200 803 148,515 SH   DFND 3 50,025 0 98,490
DONNELLEY R R & SONS CO COM 257867200 361 66,881 SH   DFND 4 66,881 0 0
DORIAN LPG LTD SHS USD Y2106R110 33 4,161 SH   DFND 3 0 0 4,161
DORMAN PRODUCTS INC COM 258278100 4,774 61,802 SH   DFND 3 20,887 0 40,915
DORMAN PRODUCTS INC COM 258278100 538 6,997 SH   DFND 4 6,997 0 0
DOUGLAS DYNAMICS INC COM 25960R105 148 3,367 SH   DFND 3 0 0 3,367
DOUGLAS DYNAMICS INC COM 25960R105 16 372 SH   DFND 4 372 0 0
DOUGLAS EMMETT INC COM 25960P109 4,180 110,822 SH   DFND 3 52,890 0 57,932
DOUGLAS EMMETT INC COM 25960P109 35,677 945,841 SH   DFND 4 513,905 0 431,936
DOVA PHARMACEUTICALS INC COM 25985T102 37 1,752 SH   DFND 3 0 0 1,752
DOVER CORP COM 260003108 36,131 408,117 SH   DFND 3 355,472 0 52,645
DOVER CORP COM 260003108 36,722 414,798 SH   DFND 4 267,513 0 147,285
DOWDUPONT INC COM 26078J100 406,641 6,323,133 SH   DFND 3 5,565,546 0 757,587
DOWDUPONT INC COM 26078J100 234,810 3,651,010 SH   DFND 4 1,647,674 0 2,003,336
DR REDDYS LABS LTD ADR 256135203 10 295 SH   DFND 2 295 0 0
DR REDDYS LABS LTD ADR 256135203 17 500 SH   DFND 3 0 0 500
DR REDDYS LABS LTD ADR 256135203 1,425 41,180 SH   DFND 4 41,180 0 0
DRIL-QUIP INC COM 262037104 1,532 29,324 SH   DFND 3 11,325 0 17,999
DRIL-QUIP INC COM 262037104 900 17,231 SH   DFND 4 17,231 0 0
DRIVE SHACK INC COM 262077100 54 8,994 SH   DFND 3 0 0 8,994
DSP GROUP INC COM 23332B106 458 38,577 SH   DFND 3 13,943 0 24,634
DSW INC CL A 23334L102 4,999 147,205 SH   DFND 3 50,831 0 96,374
DSW INC CL A 23334L102 2,022 59,678 SH   DFND 4 59,678 0 0
DTE ENERGY CO COM 233331107 67,688 620,253 SH   DFND 3 437,013 0 183,240
DTE ENERGY CO COM 233331107 110,082 1,009,107 SH   DFND 4 789,727 0 219,380
DUCOMMUN INC DEL COM 264147109 67 1,651 SH   DFND 3 0 0 1,651
DUKE ENERGY CORP NEW COM NEW 26441C204 171,711 2,145,853 SH   DFND 3 1,721,316 0 424,537
DUKE ENERGY CORP NEW COM NEW 26441C204 242,714 3,033,714 SH   DFND 4 2,343,042 0 690,672
DUKE REALTY CORP COM NEW 264411505 28,169 992,922 SH   DFND 3 868,290 0 124,632
DUKE REALTY CORP COM NEW 264411505 58,245 2,055,301 SH   DFND 4 1,608,555 0 446,746
DULUTH HLDGS INC COM CL B 26443V101 41 1,306 SH   DFND 3 0 0 1,306
DUN & BRADSTREET CORP DEL NE COM 26483E100 15,699 110,160 SH   DFND 3 96,765 0 13,395
DUN & BRADSTREET CORP DEL NE COM 26483E100 7,305 51,260 SH   DFND 4 39,123 0 12,137
DUNKIN BRANDS GROUP INC COM 265504100 4,018 54,509 SH   DFND 3 24,426 0 30,083
DUNKIN BRANDS GROUP INC COM 265504100 3,236 43,894 SH   DFND 4 23,845 0 20,049
DURECT CORP COM 266605104 26 23,609 SH   DFND 3 0 0 23,609
DXC TECHNOLOGY CO COM 23355L106 72,103 770,985 SH   DFND 3 676,647 0 94,338
DXC TECHNOLOGY CO COM 23355L106 64,257 686,624 SH   DFND 4 341,786 0 344,838
DXP ENTERPRISES INC NEW COM NEW 233377407 1,351 33,770 SH   DFND 3 11,259 0 22,511
DXP ENTERPRISES INC NEW COM NEW 233377407 15 362 SH   DFND 4 362 0 0
DYCOM INDS INC COM 267475101 2,029 23,986 SH   DFND 3 9,208 0 14,778
DYCOM INDS INC COM 267475101 555 6,560 SH   DFND 4 6,560 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 116 9,361 SH   DFND 3 0 0 9,361
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 7 593 SH   DFND 4 593 0 0
DYNEX CAP INC COM NEW 26817Q506 56 8,756 SH   DFND 3 0 0 8,756
E L F BEAUTY INC COM 26856L103 41 3,219 SH   DFND 3 0 0 3,219
E TRADE FINANCIAL CORP COM NEW 269246401 36,061 688,317 SH   DFND 3 602,459 0 85,858
E TRADE FINANCIAL CORP COM NEW 269246401 22,558 430,582 SH   DFND 4 205,633 0 224,949
EAGLE BANCORP INC MD COM 268948106 241 4,759 SH   DFND 3 0 0 4,759
EAGLE BANCORP INC MD COM 268948106 376 7,435 SH   DFND 4 7,435 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 40 7,133 SH   DFND 3 0 0 7,133
EAGLE MATERIALS INC COM 26969P108 2,625 30,798 SH   DFND 3 13,670 0 17,128
EAGLE MATERIALS INC COM 26969P108 1,691 19,837 SH   DFND 4 9,617 0 10,220
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EAGLE PHARMACEUTICALS INC COM 269796108 1,635 23,624 SH   DFND 3 7,963 0 15,661
EAGLE PHARMACEUTICALS INC COM 269796108 180 2,591 SH   DFND 4 2,591 0 0
EARTHSTONE ENERGY INC CL A 27032D304 24 2,521 SH   DFND 3 0 0 2,521
EAST WEST BANCORP INC COM 27579R104 6,285 104,100 SH   DFND 3 42,626 0 61,474
EAST WEST BANCORP INC COM 27579R104 10,493 173,806 SH   DFND 4 66,182 0 107,624
EASTERLY GOVT PPTYS INC COM 27616P103 2,513 130,334 SH   DFND 3 45,034 0 85,300
EASTERLY GOVT PPTYS INC COM 27616P103 3,361 173,539 SH   DFND 4 173,539 0 0
EASTERN CO COM 276317104 22 786 SH   DFND 3 0 0 786
EASTGROUP PPTY INC COM 277276101 7,317 77,174 SH   DFND 3 26,714 0 50,460
EASTGROUP PPTY INC COM 277276101 10,179 106,450 SH   DFND 4 106,450 0 0
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EASTMAN CHEM CO COM 277432100 34,771 363,159 SH   DFND 4 251,155 0 112,004
EASTMAN KODAK CO COM NEW 277461406 7 2,313 SH   DFND 3 0 0 2,313
EATON CORP PLC SHS G29183103 105,042 1,211,134 SH   DFND 3 1,066,564 0 144,570
EATON CORP PLC SHS G29183103 101,968 1,175,507 SH   DFND 4 656,473 0 519,034
EATON VANCE CORP COM NON VTG 278265103 4,887 92,980 SH   DFND 3 42,341 0 50,639
EATON VANCE CORP COM NON VTG 278265103 8,478 161,306 SH   DFND 4 77,616 0 83,690
EBAY INC COM 278642103 84,211 2,550,303 SH   DFND 3 2,245,079 0 305,224
EBAY INC COM 278642103 60,272 1,825,327 SH   DFND 4 983,385 0 841,942
EBIX INC COM NEW 278715206 3,813 48,441 SH   DFND 3 16,207 0 32,234
EBIX INC COM NEW 278715206 384 4,857 SH   DFND 4 4,857 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,894 60,680 SH   DFND 3 20,414 0 40,266
ECHO GLOBAL LOGISTICS INC COM 27875T101 14 447 SH   DFND 4 447 0 0
ECHOSTAR CORP CL A 278768106 125 2,697 SH   DFND 3 1,219 0 1,478
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ECLIPSE RES CORP COM 27890G100 16 13,773 SH   DFND 3 0 0 13,773
ECOLAB INC COM 278865100 109,125 696,036 SH   DFND 3 611,893 0 84,143
ECOLAB INC COM 278865100 111,532 711,339 SH   DFND 4 400,980 0 310,359
ECOPETROL S A SPONSORED ADS 279158109 65 2,400 SH   DFND 3 0 0 2,400
ECOPETROL S A SPONSORED ADS 279158109 32,504 1,206,767 SH   DFND 4 957,364 0 249,403
EDGEWELL PERS CARE CO COM 28035Q102 1,948 42,130 SH   DFND 3 16,313 0 25,817
EDGEWELL PERS CARE CO COM 28035Q102 1,128 24,410 SH   DFND 4 24,410 0 0
EDISON INTL COM 281020107 152,023 2,246,584 SH   DFND 4 1,750,818 0 495,766
EDISON INTL COM 281020107 73,744 1,089,597 SH   DFND 3 770,642 0 318,955
EDITAS MEDICINE INC COM 28106W103 217 6,808 SH   DFND 3 0 0 6,808
EDITAS MEDICINE INC COM 28106W103 334 10,483 SH   DFND 4 10,483 0 0
EGAIN CORP COM NEW 28225C806 21 2,637 SH   DFND 3 0 0 2,637
EHEALTH INC COM 28238P109 979 34,630 SH   DFND 3 11,513 0 23,117
EHI CAR SVCS LTD SPON ADS CL A 26853A100 48 4,259 SH   DFND 4 4,259 0 0
EIDOS THERAPEUTICS INC COM 28249H104 11 1,104 SH   DFND 3 0 0 1,104
EL PASO ELEC CO COM NEW 283677854 6,502 113,729 SH   DFND 3 29,757 0 83,972
EL PASO ELEC CO COM NEW 283677854 8,259 144,393 SH   DFND 4 144,393 0 0
EL POLLO LOCO HLDGS INC COM 268603107 595 47,625 SH   DFND 3 15,939 0 31,686
ELANCO ANIMAL HEALTH INC COM 28414H103 1 23 SH   DFND 3 0 0 23
ELANCO ANIMAL HEALTH INC COM 28414H103 838 23,977 SH   DFND 4 0 0 23,977
ELDORADO GOLD CORP NEW COM 284902103 452 516,968 SH   DFND 4 516,968 0 0
ELDORADO GOLD CORP NEW COM 284902103 42 48,103 SH   DFND 3 48,103 0 0
ELDORADO RESORTS INC COM 28470R102 2,417 49,740 SH   DFND 3 18,548 0 31,192
ELDORADO RESORTS INC COM 28470R102 653 13,432 SH   DFND 4 13,432 0 0
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ELECTRO SCIENTIFIC INDS COM 285229100 9 535 SH   DFND 4 535 0 0
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ELECTRONIC ARTS INC COM 285512109 97,913 812,622 SH   DFND 3 712,999 0 99,623
ELECTRONIC ARTS INC COM 285512109 60,408 501,516 SH   DFND 4 219,118 0 282,398
ELECTRONICS FOR IMAGING INC COM 286082102 3,203 94,351 SH   DFND 3 31,716 0 62,635
ELECTRONICS FOR IMAGING INC COM 286082102 286 8,378 SH   DFND 4 8,378 0 0
ELEVATE CREDIT INC COM 28621V101 27 3,293 SH   DFND 3 0 0 3,293
ELLIE MAE INC COM 28849P100 483 5,095 SH   DFND 3 0 0 5,095
ELLIE MAE INC COM 28849P100 654 6,904 SH   DFND 4 6,904 0 0
ELLIS PERRY INTL INC COM 288853104 710 25,972 SH   DFND 3 8,745 0 17,227
ELOXX PHARMACEUTICALS INC COM 29014R103 55 3,205 SH   DFND 3 0 0 3,205
EMBRAER S A SP ADR REP 4 COM 29082A107 196 10,030 SH   DFND 4 10,030 0 0
EMC INS GROUP INC COM 268664109 36 1,476 SH   DFND 3 0 0 1,476
EMCOR GROUP INC COM 29084Q100 3,938 52,426 SH   DFND 3 24,600 0 27,826
EMCOR GROUP INC COM 29084Q100 1,985 26,427 SH   DFND 4 26,427 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 61 3,731 SH   DFND 3 0 0 3,731
EMERGENT BIOSOLUTIONS INC COM 29089Q105 6,171 93,793 SH   DFND 3 31,461 0 62,332
EMERGENT BIOSOLUTIONS INC COM 29089Q105 655 9,946 SH   DFND 4 9,946 0 0
EMERSON ELEC CO COM 291011104 131,708 1,719,875 SH   DFND 3 1,511,145 0 208,730
EMERSON ELEC CO COM 291011104 117,561 1,534,908 SH   DFND 4 809,237 0 725,671
EMPIRE RESORTS INC COM PAR $0 01 292052305 6 627 SH   DFND 3 0 0 627
EMPIRE ST RLTY TR INC CL A 292104106 144 8,665 SH   DFND 3 4,636 0 4,029
EMPIRE ST RLTY TR INC CL A 292104106 21,671 1,304,686 SH   DFND 4 414,674 0 890,012
EMPLOYERS HOLDINGS INC COM 292218104 3,148 69,645 SH   DFND 3 23,406 0 46,239
EMPLOYERS HOLDINGS INC COM 292218104 279 6,155 SH   DFND 4 6,155 0 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 129 5,152 SH   DFND 4 5,152 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,903 33,563 SH   DFND 3 11,219 0 22,344
ENANTA PHARMACEUTICALS INC COM 29251M106 329 3,852 SH   DFND 4 3,852 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 6 520 SH   DFND 4 520 0 0
ENBRIDGE INC COM 29250N105 151,173 4,688,379 SH   DFND 3 3,771,828 0 916,551
ENBRIDGE INC COM 29250N105 187,155 5,803,193 SH   DFND 4 5,047,806 0 755,387
ENCANA CORP COM 292505104 32,501 2,481,527 SH   DFND 3 2,367,354 0 114,173
ENCANA CORP COM 292505104 13,887 1,060,278 SH   DFND 4 753,293 0 306,985
ENCOMPASS HEALTH CORP COM 29261A100 5,873 75,342 SH   DFND 3 39,830 0 35,512
ENCOMPASS HEALTH CORP COM 29261A100 4,818 61,803 SH   DFND 4 40,050 0 21,753
ENCORE CAP GROUP INC COM 292554102 1,985 54,796 SH   DFND 3 18,441 0 36,355
ENCORE CAP GROUP INC COM 292554102 162 4,519 SH   DFND 4 4,519 0 0
ENCORE WIRE CORP COM 292562105 2,227 44,497 SH   DFND 3 14,978 0 29,519
ENCORE WIRE CORP COM 292562105 220 4,389 SH   DFND 4 4,389 0 0
ENDO INTL PLC SHS G30401106 7,314 435,645 SH   DFND 3 150,462 0 285,183
ENDO INTL PLC SHS G30401106 3,077 182,853 SH   DFND 4 182,853 0 0
ENDOCYTE INC COM 29269A102 172 9,692 SH   DFND 3 0 0 9,692
ENDOCYTE INC COM 29269A102 6 349 SH   DFND 4 349 0 0
ENDOLOGIX INC COM 29266S106 23 11,823 SH   DFND 3 0 0 11,823
ENDURANCE INTL GROUP HLDGS I COM 29272B105 92 10,473 SH   DFND 3 0 0 10,473
ENDURANCE INTL GROUP HLDGS I COM 29272B105 164 18,649 SH   DFND 4 18,649 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 252 32,631 SH   DFND 4 32,631 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 704 140,446 SH   DFND 4 140,446 0 0
ENERGEN CORP COM 29265N108 5,382 62,460 SH   DFND 3 32,864 0 29,596
ENERGEN CORP COM 29265N108 4,950 57,448 SH   DFND 4 36,245 0 21,203
ENERGIZER HLDGS INC NEW COM 29272W109 2,511 42,808 SH   DFND 3 21,374 0 21,434
ENERGIZER HLDGS INC NEW COM 29272W109 1,474 25,130 SH   DFND 4 11,697 0 13,433
ENERGOUS CORP COM 29272C103 35 3,470 SH   DFND 3 0 0 3,470
ENERGY FUELS INC COM NEW 292671708 44 13,410 SH   DFND 3 0 0 13,410
ENERGY RECOVERY INC COM 29270J100 46 5,161 SH   DFND 3 0 0 5,161
ENERPLUS CORP COM 292766102 85 6,896 SH   DFND 3 6,896 0 0
ENERPLUS CORP COM 292766102 2,004 162,421 SH   DFND 4 162,421 0 0
ENERSYS COM 29275Y102 1,187 13,625 SH   DFND 1 13,625 0 0
ENERSYS COM 29275Y102 3,174 36,427 SH   DFND 3 16,312 0 20,115
ENERSYS COM 29275Y102 1,496 17,170 SH   DFND 4 17,170 0 0
ENGILITY HLDGS INC NEW COM 29286C107 1,385 38,710 SH   DFND 3 13,013 0 25,697
ENGILITY HLDGS INC NEW COM 29286C107 194 5,380 SH   DFND 4 5,380 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 7 418 SH   DFND 4 418 0 0
ENNIS INC COM 293389102 81 3,968 SH   DFND 3 0 0 3,968
ENNIS INC COM 293389102 11 552 SH   DFND 4 552 0 0
ENOVA INTL INC COM 29357K103 2,100 72,846 SH   DFND 3 24,414 0 48,432
ENOVA INTL INC COM 29357K103 9 306 SH   DFND 4 306 0 0
ENPHASE ENERGY INC COM 29355A107 63 12,895 SH   DFND 3 0 0 12,895
ENPRO INDS INC COM 29355X107 3,259 44,559 SH   DFND 3 14,984 0 29,575
ENPRO INDS INC COM 29355X107 307 4,216 SH   DFND 4 4,216 0 0
ENSCO PLC SHS CLASS A G3157S106 2,542 301,165 SH   DFND 3 157,469 0 143,696
ENSCO PLC SHS CLASS A G3157S106 5,435 643,947 SH   DFND 4 643,947 0 0
ENSIGN GROUP INC COM 29358P101 3,951 104,557 SH   DFND 3 35,079 0 69,478
ENSIGN GROUP INC COM 29358P101 346 9,131 SH   DFND 4 9,131 0 0
ENSTAR GROUP LIMITED SHS G3075P101 411 1,970 SH   DFND 3 167 0 1,803
ENSTAR GROUP LIMITED SHS G3075P101 1,074 5,152 SH   DFND 4 5,152 0 0
ENTEGRA FINL CORP COM 29363J108 26 972 SH   DFND 3 0 0 972
ENTEGRIS INC COM 29362U104 885 30,586 SH   DFND 3 9,445 0 21,141
ENTEGRIS INC COM 29362U104 835 28,837 SH   DFND 4 28,837 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 6 767 SH   DFND 4 767 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 154 19,496 SH   DFND 3 0 0 19,496
ENTERGY CORP NEW COM 29364G103 40,824 503,192 SH   DFND 3 439,374 0 63,818
ENTERGY CORP NEW COM 29364G103 68,444 844,144 SH   DFND 4 627,086 0 217,058
ENTERPRISE BANCORP INC MASS COM 293668109 51 1,489 SH   DFND 3 0 0 1,489
ENTERPRISE FINL SVCS CORP COM 293712105 180 3,395 SH   DFND 3 0 0 3,395
ENTERPRISE FINL SVCS CORP COM 293712105 12 222 SH   DFND 4 222 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 47 9,566 SH   DFND 3 0 0 9,566
ENVESTNET INC COM 29404K106 402 6,591 SH   DFND 3 0 0 6,591
ENVESTNET INC COM 29404K106 575 9,439 SH   DFND 4 9,439 0 0
ENVIROSTAR INC COM 29414M100 18 464 SH   DFND 3 0 0 464
ENVISION HEALTHCARE CORP COM 29414D100 2,116 46,275 SH   DFND 3 15,098 0 31,177
ENVISION HEALTHCARE CORP COM 29414D100 3,878 84,802 SH   DFND 4 58,447 0 26,355
ENZO BIOCHEM INC COM 294100102 26 6,364 SH   DFND 3 0 0 6,364
EOG RES INC COM 26875P101 198,554 1,556,431 SH   DFND 3 1,365,575 0 190,856
EOG RES INC COM 26875P101 128,791 1,009,574 SH   DFND 4 454,017 0 555,557
EP ENERGY CORP CL A 268785102 14 5,880 SH   DFND 3 0 0 5,880
EPAM SYS INC COM 29414B104 491 3,565 SH   DFND 3 2,014 0 1,551
EPAM SYS INC COM 29414B104 3,088 22,422 SH   DFND 4 11,153 0 11,269
EPIZYME INC COM 29428V104 83 7,797 SH   DFND 3 0 0 7,797
EPIZYME INC COM 29428V104 9 808 SH   DFND 4 808 0 0
EPLUS INC COM 294268107 2,694 29,089 SH   DFND 3 9,771 0 19,318
EPLUS INC COM 294268107 9 94 SH   DFND 4 94 0 0
EPR PPTYS COM SH BEN INT 26884U109 3,681 53,801 SH   DFND 3 27,204 0 26,597
EPR PPTYS COM SH BEN INT 26884U109 17,540 256,399 SH   DFND 4 238,612 0 17,787
EQT CORP COM 26884L109 31,390 709,693 SH   DFND 3 623,013 0 86,680
EQT CORP COM 26884L109 18,289 413,503 SH   DFND 4 167,121 0 246,382
EQUIFAX INC COM 294429105 41,510 317,911 SH   DFND 3 278,668 0 39,243
EQUIFAX INC COM 294429105 31,000 237,422 SH   DFND 4 120,709 0 116,713
EQUINIX INC COM PAR $0.001 29444U700 91,140 210,539 SH   DFND 3 184,561 0 25,978
EQUINIX INC COM PAR $0.001 29444U700 52,601 121,511 SH   DFND 4 51,148 0 70,363
EQUITY BANCSHARES INC COM CL A 29460X109 78 1,999 SH   DFND 3 0 0 1,999
EQUITY COMWLTH COM SH BEN INT 294628102 692 21,566 SH   DFND 3 17,850 0 3,716
EQUITY COMWLTH COM SH BEN INT 294628102 10,979 342,136 SH   DFND 4 315,450 0 26,686
EQUITY LIFESTYLE PPTYS INC COM 29472R108 837 8,681 SH   DFND 3 6,141 0 2,540
EQUITY LIFESTYLE PPTYS INC COM 29472R108 27,773 287,949 SH   DFND 4 269,585 0 18,364
EQUITY RESIDENTIAL SH BEN INT 29476L107 147,792 2,232,081 SH   DFND 4 1,557,387 0 674,694
EQUITY RESIDENTIAL SH BEN INT 29476L107 65,268 985,023 SH   DFND 3 861,651 0 123,372
ERA GROUP INC COM 26885G109 523 42,569 SH   DFND 3 14,213 0 28,356
ERIE INDTY CO CL A 29530P102 105 822 SH   DFND 3 0 0 822
ERIE INDTY CO CL A 29530P102 763 5,981 SH   DFND 4 651 0 5,330
EROS INTL PLC SHS NEW G3788M114 65 5,375 SH   DFND 3 0 0 5,375
ESCALADE INC COM 296056104 21 1,624 SH   DFND 3 0 0 1,624
ESCO TECHNOLOGIES INC COM 296315104 3,737 55,113 SH   DFND 3 18,533 0 36,580
ESCO TECHNOLOGIES INC COM 296315104 349 5,135 SH   DFND 4 5,135 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 151 3,410 SH   DFND 3 0 0 3,410
ESPERION THERAPEUTICS INC NE COM 29664W105 162 3,656 SH   DFND 4 3,656 0 0
ESQUIRE FINL HLDGS INC COM 29667J101 22 897 SH   DFND 3 0 0 897
ESSA BANCORP INC COM 29667D104 24 1,450 SH   DFND 3 0 0 1,450
ESSENDANT INC COM 296689102 910 71,024 SH   DFND 3 23,952 0 47,072
ESSENDANT INC COM 296689102 125 9,747 SH   DFND 4 9,747 0 0
ESSENT GROUP LTD COM G3198U102 634 14,336 SH   DFND 3 0 0 14,336
ESSENT GROUP LTD COM G3198U102 863 19,492 SH   DFND 4 19,492 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 77 5,399 SH   DFND 3 0 0 5,399
ESSEX PPTY TR INC COM 297178105 45,044 182,580 SH   DFND 3 159,970 0 22,610
ESSEX PPTY TR INC COM 297178105 97,713 396,241 SH   DFND 4 261,725 0 134,516
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,891 20,796 SH   DFND 3 8,186 0 12,610
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,451 15,950 SH   DFND 4 15,950 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,081 52,166 SH   DFND 3 17,840 0 34,326
ETHAN ALLEN INTERIORS INC COM 297602104 109 5,261 SH   DFND 4 5,261 0 0
ETSY INC COM 29786A106 1,187 23,098 SH   DFND 3 5,267 0 17,831
ETSY INC COM 29786A106 1,381 26,874 SH   DFND 4 26,874 0 0
EURONET WORLDWIDE INC COM 298736109 349 3,482 SH   DFND 3 1,959 0 1,523
EURONET WORLDWIDE INC COM 298736109 2,713 27,075 SH   DFND 4 16,176 0 10,899
EVANS BANCORP INC COM NEW 29911Q208 31 659 SH   DFND 3 0 0 659
EVELO BIOSCIENCES INC COM 299734103 10 794 SH   DFND 3 0 0 794
EVENTBRITE INC COM CL A 29975E109 608 16,000 SH   DFND 4 0 0 16,000
EVERBRIDGE INC COM 29978A104 234 4,059 SH   DFND 3 0 0 4,059
EVERBRIDGE INC COM 29978A104 14 250 SH   DFND 4 250 0 0
EVERCORE INC CLASS A 29977A105 2,992 29,759 SH   DFND 3 15,026 0 14,733
EVERCORE INC CLASS A 29977A105 1,840 18,298 SH   DFND 4 9,397 0 8,901
EVEREST RE GROUP LTD COM G3223R108 26,057 114,052 SH   DFND 3 99,548 0 14,504
EVEREST RE GROUP LTD COM G3223R108 31,018 135,828 SH   DFND 4 89,579 0 46,249
EVERGY INC COM 30034W106 50,825 925,432 SH   DFND 3 650,075 0 275,357
EVERGY INC COM 30034W106 86,268 1,571,191 SH   DFND 4 1,278,632 0 292,559
EVERI HLDGS INC COM 30034T103 86 9,415 SH   DFND 3 0 0 9,415
EVERSOURCE ENERGY COM 30040W108 65,912 1,072,789 SH   DFND 3 755,127 0 317,662
EVERSOURCE ENERGY COM 30040W108 134,857 2,195,684 SH   DFND 4 1,613,395 0 582,289
EVERTEC INC COM 30040P103 3,084 128,270 SH   DFND 3 43,001 0 85,269
EVERTEC INC COM 30040P103 353 14,643 SH   DFND 4 14,643 0 0
EVO PMTS INC CL A COM 26927E104 59 2,463 SH   DFND 3 0 0 2,463
EVOLENT HEALTH INC CL A 30050B101 286 10,066 SH   DFND 3 0 0 10,066
EVOLENT HEALTH INC CL A 30050B101 448 15,791 SH   DFND 4 15,791 0 0
EVOLUS INC COM 30052C107 25 1,369 SH   DFND 3 0 0 1,369
EVOLUTION PETROLEUM CORP COM 30049A107 42 3,823 SH   DFND 3 0 0 3,823
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 200 11,272 SH   DFND 3 0 0 11,272
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 273 15,375 SH   DFND 4 15,375 0 0
EXACT SCIENCES CORP COM 30063P105 288 3,654 SH   DFND 3 0 0 3,654
EXACT SCIENCES CORP COM 30063P105 4,144 52,508 SH   DFND 4 25,917 0 26,591
EXANTAS CAP CORP COM NEW 30068N105 53 4,824 SH   DFND 3 0 0 4,824
EXELA TECHNOLOGIES INC COM 30162V102 50 7,061 SH   DFND 3 0 0 7,061
EXELIXIS INC COM 30161Q104 199 11,232 SH   DFND 1 11,232 0 0
EXELIXIS INC COM 30161Q104 3,406 192,209 SH   DFND 3 85,108 0 107,101
EXELIXIS INC COM 30161Q104 2,183 123,172 SH   DFND 4 59,832 0 63,340
EXELON CORP COM 30161N101 116,587 2,670,348 SH   DFND 3 2,343,395 0 326,953
EXELON CORP COM 30161N101 114,979 2,634,752 SH   DFND 4 1,679,994 0 954,758
EXLSERVICE HOLDINGS INC COM 302081104 4,812 72,866 SH   DFND 3 24,539 0 48,327
EXLSERVICE HOLDINGS INC COM 302081104 460 6,942 SH   DFND 4 6,942 0 0
EXPEDIA GROUP INC COM NEW 30212P303 42,371 324,731 SH   DFND 3 284,873 0 39,858
EXPEDIA GROUP INC COM NEW 30212P303 30,046 230,275 SH   DFND 4 96,923 0 133,352
EXPEDITORS INTL WASH INC COM 302130109 124 1,683 SH   DFND 1 1,683 0 0
EXPEDITORS INTL WASH INC COM 302130109 34,604 470,616 SH   DFND 3 409,837 0 60,779
EXPEDITORS INTL WASH INC COM 302130109 48,298 657,420 SH   DFND 4 416,941 0 240,479
EXPONENT INC COM 30214U102 5,876 110,619 SH   DFND 3 37,187 0 73,432
EXPONENT INC COM 30214U102 645 12,036 SH   DFND 4 12,036 0 0
EXPRESS INC COM 30219E103 1,797 162,581 SH   DFND 3 57,762 0 104,819
EXPRESS INC COM 30219E103 1,094 98,920 SH   DFND 4 98,920 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 148,184 1,559,672 SH   DFND 3 1,373,213 0 186,459
EXPRESS SCRIPTS HLDG CO COM 30219G108 154,807 1,629,413 SH   DFND 4 1,096,044 0 533,369
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 168 8,282 SH   DFND 3 2,158 0 6,124
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,315 114,457 SH   DFND 4 62,674 0 51,783
EXTERRAN CORP COM 30227H106 1,796 67,463 SH   DFND 3 22,877 0 44,586
EXTERRAN CORP COM 30227H106 278 10,482 SH   DFND 4 10,482 0 0
EXTRA SPACE STORAGE INC COM 30225T102 28,370 327,450 SH   DFND 3 286,056 0 41,394
EXTRA SPACE STORAGE INC COM 30225T102 50,632 584,391 SH   DFND 4 473,934 0 110,457
EXTRACTION OIL AND GAS INC COM 30227M105 33 2,934 SH   DFND 3 0 0 2,934
EXTRACTION OIL AND GAS INC COM 30227M105 558 49,421 SH   DFND 4 22,765 0 26,656
EXTREME NETWORKS INC COM 30226D106 1,387 252,317 SH   DFND 3 84,206 0 168,111
EXTREME NETWORKS INC COM 30226D106 4 717 SH   DFND 4 717 0 0
EXXON MOBIL CORP COM 30231G102 976,200 11,482,009 SH   DFND 3 10,093,663 0 1,388,346
EXXON MOBIL CORP COM 30231G102 753,478 8,860,047 SH   DFND 4 5,068,197 0 3,791,850
EZCORP INC CL A NON VTG 302301106 1,164 109,392 SH   DFND 3 36,840 0 72,552
EZCORP INC CL A NON VTG 302301106 11 1,000 SH   DFND 4 1,000 0 0
F M C CORP COM NEW 302491303 989 11,340 SH   DFND 1 11,340 0 0
F M C CORP COM NEW 302491303 31,211 358,009 SH   DFND 3 313,735 0 44,274
F M C CORP COM NEW 302491303 21,641 248,235 SH   DFND 4 114,063 0 134,172
F5 NETWORKS INC COM 315616102 11,577 58,055 SH   DFND 1 58,055 0 0
F5 NETWORKS INC COM 315616102 33,371 167,341 SH   DFND 3 146,145 0 21,196
F5 NETWORKS INC COM 315616102 37,686 189,060 SH   DFND 4 126,233 0 62,827
FABRINET SHS G3323L100 3,583 77,425 SH   DFND 3 26,061 0 51,364
FABRINET SHS G3323L100 307 6,646 SH   DFND 4 6,646 0 0
FACEBOOK INC CL A 30303M102 1,043,105 6,342,609 SH   DFND 3 5,555,113 0 787,496
FACEBOOK INC CL A 30303M102 630,557 3,833,907 SH   DFND 4 1,878,036 0 1,955,871
FACTSET RESH SYS INC COM 303075105 5,963 26,656 SH   DFND 3 12,890 0 13,766
FACTSET RESH SYS INC COM 303075105 4,855 21,703 SH   DFND 4 12,956 0 8,747
FAIR ISAAC CORP COM 303250104 4,765 20,849 SH   DFND 3 10,364 0 10,485
FAIR ISAAC CORP COM 303250104 3,047 13,332 SH   DFND 4 6,808 0 6,524
FANG HLDGS LTD ADR 30711Y102 59 22,939 SH   DFND 3 0 0 22,939
FANG HLDGS LTD ADR 30711Y102 1,105 426,699 SH   DFND 4 28,731 0 397,968
FANHUA INC SPONSORED ADR 30712A103 96 3,558 SH   DFND 4 3,558 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 53 1,235 SH   DFND 3 0 0 1,235
FARMER BROS CO COM 307675108 43 1,639 SH   DFND 3 0 0 1,639
FARMERS NATL BANC CORP COM 309627107 62 4,082 SH   DFND 3 0 0 4,082
FARMLAND PARTNERS INC COM 31154R109 32 4,777 SH   DFND 3 0 0 4,777
FARO TECHNOLOGIES INC COM 311642102 17,587 273,296 SH   DFND 1 273,296 0 0
FARO TECHNOLOGIES INC COM 311642102 2,321 36,107 SH   DFND 3 12,061 0 24,046
FARO TECHNOLOGIES INC COM 311642102 239 3,713 SH   DFND 4 3,713 0 0
FASTENAL CO COM 311900104 44,855 773,097 SH   DFND 3 677,756 0 95,341
FASTENAL CO COM 311900104 38,931 671,117 SH   DFND 4 362,898 0 308,219
FATE THERAPEUTICS INC COM 31189P102 125 7,657 SH   DFND 3 0 0 7,657
FB FINL CORP COM 30257X104 95 2,436 SH   DFND 3 0 0 2,436
FB FINL CORP COM 30257X104 12 311 SH   DFND 4 311 0 0
FBL FINL GROUP INC CL A 30239F106 115 1,524 SH   DFND 3 0 0 1,524
FBL FINL GROUP INC CL A 30239F106 151 2,007 SH   DFND 4 2,007 0 0
FCB FINL HLDGS INC CL A 30255G103 300 6,327 SH   DFND 3 0 0 6,327
FCB FINL HLDGS INC CL A 30255G103 542 11,444 SH   DFND 4 11,444 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 99 1,373 SH   DFND 3 0 0 1,373
FEDERAL AGRIC MTG CORP CL C 313148306 3 48 SH   DFND 4 48 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 24,582 194,371 SH   DFND 3 170,399 0 23,972
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 58,654 463,780 SH   DFND 4 274,307 0 189,473
FEDERAL SIGNAL CORP COM 313855108 3,411 127,749 SH   DFND 3 43,003 0 84,746
FEDERAL SIGNAL CORP COM 313855108 397 14,839 SH   DFND 4 14,839 0 0
FEDERATED INVS INC PA CL B 314211103 2,035 84,351 SH   DFND 3 38,495 0 45,856
FEDERATED INVS INC PA CL B 314211103 1,189 49,300 SH   DFND 4 49,300 0 0
FEDEX CORP COM 31428X106 106 439 SH   DFND 1 439 0 0
FEDEX CORP COM 31428X106 161,928 672,488 SH   DFND 3 591,276 0 81,212
FEDEX CORP COM 31428X106 120,812 501,780 SH   DFND 4 286,818 0 214,962
FEDNAT HLDG CO COM 31431B109 41 1,601 SH   DFND 3 0 0 1,601
FENNEC PHARMACEUTICALS INC COM 31447P100 14 1,681 SH   DFND 3 0 0 1,681
FERRO CORP COM 315405100 292 12,561 SH   DFND 3 0 0 12,561
FERRO CORP COM 315405100 369 15,900 SH   DFND 4 15,900 0 0
FERROGLOBE PLC SHS G33856108 122 14,985 SH   DFND 4 14,985 0 0
FGL HLDGS ORD SHS G3402M102 189 21,065 SH   DFND 3 0 0 21,065
FGL HLDGS ORD SHS G3402M102 19 2,178 SH   DFND 4 2,178 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 46 2,471 SH   DFND 4 2,471 0 0
FIBROGEN INC COM 31572Q808 677 11,150 SH   DFND 3 0 0 11,150
FIBROGEN INC COM 31572Q808 945 15,548 SH   DFND 4 15,548 0 0
FIDELITY D & D BANCORP INC COM 31609R100 29 419 SH   DFND 3 0 0 419
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 25,239 641,400 SH   DFND 3 608,100 0 33,300
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 37,990 966,124 SH   DFND 4 512,481 0 453,643
FIDELITY NATL INFORMATION SV COM 31620M106 98,138 899,771 SH   DFND 3 790,461 0 109,310
FIDELITY NATL INFORMATION SV COM 31620M106 82,639 757,725 SH   DFND 4 399,644 0 358,081
FIDELITY SOUTHERN CORP NEW COM 316394105 1,165 47,023 SH   DFND 3 15,756 0 31,267
FIDELITY SOUTHERN CORP NEW COM 316394105 12 480 SH   DFND 4 480 0 0
FIDUS INVT CORP COM 316500107 1,405 96,067 SH   DFND 4 96,067 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,329 50,038 SH   DFND 3 16,751 0 33,287
FIESTA RESTAURANT GROUP INC COM 31660B101 211 7,880 SH   DFND 4 7,880 0 0
FIFTH THIRD BANCORP COM 316773100 51,876 1,858,010 SH   DFND 3 1,623,377 0 234,633
FIFTH THIRD BANCORP COM 316773100 42,007 1,504,429 SH   DFND 4 749,783 0 754,646
FINANCIAL INSTNS INC COM 317585404 73 2,314 SH   DFND 3 0 0 2,314
FINISAR CORP COM NEW 31787A507 4,766 250,956 SH   DFND 3 85,223 0 165,733
FINISAR CORP COM NEW 31787A507 452 23,728 SH   DFND 4 23,728 0 0
FIREEYE INC COM 31816Q101 27,200 1,600,000 SH   DFND 1 1,600,000 0 0
FIREEYE INC COM 31816Q101 100 5,909 SH   DFND 3 0 0 5,909
FIREEYE INC COM 31816Q101 1,437 84,512 SH   DFND 4 39,416 0 45,096
FIRST AMERN FINL CORP COM 31847R102 4,303 83,416 SH   DFND 3 43,332 0 40,084
FIRST AMERN FINL CORP COM 31847R102 4,250 82,382 SH   DFND 4 59,078 0 23,304
FIRST BANCORP INC ME COM 31866P102 44 1,517 SH   DFND 3 0 0 1,517
FIRST BANCORP N C COM 318910106 177 4,371 SH   DFND 3 0 0 4,371
FIRST BANCORP N C COM 318910106 9 232 SH   DFND 4 232 0 0
FIRST BANCSHARES INC MS COM 318916103 72 1,853 SH   DFND 3 0 0 1,853
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 32 2,467 SH   DFND 3 0 0 2,467
FIRST BUS FINL SVCS INC WIS COM 319390100 25 1,077 SH   DFND 3 0 0 1,077
FIRST BUSEY CORP COM NEW 319383204 202 6,518 SH   DFND 3 0 0 6,518
FIRST BUSEY CORP COM NEW 319383204 20 637 SH   DFND 4 637 0 0
FIRST CHOICE BANCORP COM 31948P104 35 1,301 SH   DFND 3 0 0 1,301
FIRST CMNTY BANCSHARES INC N COM 31983A103 81 2,394 SH   DFND 3 0 0 2,394
FIRST CMNTY CORP S C COM 319835104 26 1,073 SH   DFND 3 0 0 1,073
FIRST COMWLTH FINL CORP PA COM 319829107 3,438 213,377 SH   DFND 3 71,701 0 141,676
FIRST COMWLTH FINL CORP PA COM 319829107 392 24,274 SH   DFND 4 24,274 0 0
FIRST CONN BANCORP INC MD COM 319850103 64 2,152 SH   DFND 3 0 0 2,152
FIRST CTZNS BANCSHARES INC N CL A 31946M103 149 329 SH   DFND 3 63 0 266
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,599 3,535 SH   DFND 4 1,784 0 1,751
FIRST DATA CORP NEW COM CL A 32008D106 1,423 58,171 SH   DFND 3 5,951 0 52,220
FIRST DATA CORP NEW COM CL A 32008D106 15,837 647,188 SH   DFND 4 247,966 0 399,222
FIRST DEFIANCE FINL CORP COM 32006W106 87 2,888 SH   DFND 3 0 0 2,888
FIRST DEFIANCE FINL CORP COM 32006W106 13 424 SH   DFND 4 424 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 23 1,382 SH   DFND 3 0 0 1,382
FIRST FINL BANCORP OH COM 320209109 6,156 207,916 SH   DFND 3 69,990 0 137,926
FIRST FINL BANCORP OH COM 320209109 729 24,541 SH   DFND 4 24,541 0 0
FIRST FINL BANKSHARES COM 32020R109 8,459 143,603 SH   DFND 3 48,376 0 95,227
FIRST FINL BANKSHARES COM 32020R109 802 13,564 SH   DFND 4 13,564 0 0
FIRST FINL CORP IND COM 320218100 89 1,781 SH   DFND 3 0 0 1,781
FIRST FINL CORP IND COM 320218100 251 5,000 SH   DFND 4 5,000 0 0
FIRST FNDTN INC COM 32026V104 89 5,678 SH   DFND 3 0 0 5,678
FIRST FNDTN INC COM 32026V104 10 632 SH   DFND 4 632 0 0
FIRST GTY BANCSHARES INC COM 32043P106 15 583 SH   DFND 3 0 0 583
FIRST HAWAIIAN INC COM 32051X108 94 3,467 SH   DFND 3 0 0 3,467
FIRST HAWAIIAN INC COM 32051X108 1,261 46,412 SH   DFND 4 24,176 0 22,236
FIRST HORIZON NATL CORP COM 320517105 3,644 211,123 SH   DFND 3 94,576 0 116,547
FIRST HORIZON NATL CORP COM 320517105 3,211 186,038 SH   DFND 4 107,513 0 78,525
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,356 106,875 SH   DFND 3 46,819 0 60,056
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,879 378,302 SH   DFND 4 378,302 0 0
FIRST INTERNET BANCORP COM 320557101 44 1,439 SH   DFND 3 0 0 1,439
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 219 4,880 SH   DFND 3 0 0 4,880
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 21 475 SH   DFND 4 475 0 0
FIRST LONG IS CORP COM 320734106 83 3,796 SH   DFND 3 0 0 3,796
FIRST LONG IS CORP COM 320734106 5 213 SH   DFND 4 213 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 264 46,600 SH   DFND 4 46,600 0 0
FIRST MERCHANTS CORP COM 320817109 331 7,360 SH   DFND 3 0 0 7,360
FIRST MERCHANTS CORP COM 320817109 489 10,861 SH   DFND 4 10,861 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 80 1,979 SH   DFND 3 0 0 1,979
FIRST MIDWEST BANCORP DEL COM 320867104 5,821 219,373 SH   DFND 3 73,762 0 145,611
FIRST MIDWEST BANCORP DEL COM 320867104 542 20,398 SH   DFND 4 20,398 0 0
FIRST NORTHWEST BANCORP COM 335834107 19 1,241 SH   DFND 3 0 0 1,241
FIRST REP BK SAN FRANCISCO C COM 33616C100 35,439 369,160 SH   DFND 3 353,654 0 15,506
FIRST REP BK SAN FRANCISCO C COM 33616C100 25,327 263,820 SH   DFND 4 120,190 0 143,630
FIRST SAVINGS FINL GROUP INC COM 33621E109 19 276 SH   DFND 3 0 0 276
FIRST SOLAR INC COM 336433107 2,777 57,360 SH   DFND 3 29,945 0 27,415
FIRST SOLAR INC COM 336433107 2,908 60,057 SH   DFND 4 43,514 0 16,543
FIRST UTD CORP COM 33741H107 19 1,022 SH   DFND 3 0 0 1,022
FIRSTCASH INC COM 33767D105 8,048 98,099 SH   DFND 3 35,629 0 62,470
FIRSTCASH INC COM 33767D105 820 9,997 SH   DFND 4 9,997 0 0
FIRSTENERGY CORP COM 337932107 50,432 1,356,783 SH   DFND 3 1,183,271 0 173,512
FIRSTENERGY CORP COM 337932107 71,311 1,919,788 SH   DFND 4 1,421,514 0 498,274
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 559 6,627 SH   DFND 4 6,627 0 0
FISERV INC COM 337738108 90,726 1,101,314 SH   DFND 3 966,337 0 134,977
FISERV INC COM 337738108 91,904 1,115,874 SH   DFND 4 687,911 0 427,963
FITBIT INC CL A 33812L102 172 32,084 SH   DFND 3 0 0 32,084
FITBIT INC CL A 33812L102 206 38,574 SH   DFND 4 38,574 0 0
FIVE BELOW INC COM 33829M101 5,715 43,943 SH   DFND 3 17,463 0 26,480
FIVE BELOW INC COM 33829M101 1,450 11,146 SH   DFND 4 11,146 0 0
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 1 116 SH   DFND 4 116 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 74 5,285 SH   DFND 3 0 0 5,285
FIVE PRIME THERAPEUTICS INC COM 33830X104 97 6,953 SH   DFND 4 6,953 0 0
FIVE9 INC COM 338307101 378 8,645 SH   DFND 3 0 0 8,645
FIVE9 INC COM 338307101 563 12,887 SH   DFND 4 12,887 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 138 4,398 SH   DFND 3 0 0 4,398
FLAGSTAR BANCORP INC COM PAR .001 337930705 146 4,642 SH   DFND 4 4,642 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 53,432 234,515 SH   DFND 3 205,481 0 29,034
FLEETCOR TECHNOLOGIES INC COM 339041105 33,988 149,173 SH   DFND 4 65,939 0 83,234
FLEX LTD ORD Y2573F102 16,199 1,234,661 SH   DFND 3 1,200,889 0 33,772
FLEX LTD ORD Y2573F102 17,100 1,303,373 SH   DFND 4 956,581 0 346,792
FLEXION THERAPEUTICS INC COM 33938J106 95 5,082 SH   DFND 3 0 0 5,082
FLEXION THERAPEUTICS INC COM 33938J106 9 478 SH   DFND 4 478 0 0
FLEXSTEEL INDS INC COM 339382103 32 1,066 SH   DFND 3 0 0 1,066
FLIR SYS INC COM 302445101 21,140 343,911 SH   DFND 1 343,911 0 0
FLIR SYS INC COM 302445101 4,319 70,262 SH   DFND 3 25,237 0 45,025
FLIR SYS INC COM 302445101 10,843 176,389 SH   DFND 4 67,666 0 108,723
FLOOR & DECOR HLDGS INC CL A 339750101 43 1,411 SH   DFND 3 0 0 1,411
FLOOR & DECOR HLDGS INC CL A 339750101 427 14,167 SH   DFND 4 7,667 0 6,500
FLOTEK INDS INC DEL COM 343389102 254 105,978 SH   DFND 3 35,240 0 70,738
FLOWERS FOODS INC COM 343498101 2,649 141,977 SH   DFND 3 76,071 0 65,906
FLOWERS FOODS INC COM 343498101 2,338 125,315 SH   DFND 4 87,545 0 37,770
FLOWSERVE CORP COM 34354P105 19,283 352,587 SH   DFND 3 309,849 0 42,738
FLOWSERVE CORP COM 34354P105 14,004 256,070 SH   DFND 4 129,914 0 126,156
FLUENT INC COM 34380C102 8 3,821 SH   DFND 3 0 0 3,821
FLUIDIGM CORP DEL COM 34385P108 27 3,624 SH   DFND 3 0 0 3,624
FLUOR CORP NEW COM 343412102 21,650 372,626 SH   DFND 3 327,312 0 45,314
FLUOR CORP NEW COM 343412102 22,387 385,314 SH   DFND 4 261,266 0 124,048
FLUSHING FINL CORP COM 343873105 98 4,009 SH   DFND 3 0 0 4,009
FLUSHING FINL CORP COM 343873105 119 4,873 SH   DFND 4 4,873 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 45 3,832 SH   DFND 3 0 0 3,832
FNB CORP PA COM 302520101 2,881 226,506 SH   DFND 3 109,593 0 116,913
FNB CORP PA COM 302520101 2,381 187,156 SH   DFND 4 116,746 0 70,410
FOCUS FINL PARTNERS INC COM CL A 34417P100 135 2,849 SH   DFND 3 0 0 2,849
FOCUS FINL PARTNERS INC COM CL A 34417P100 2,453 51,667 SH   DFND 4 0 0 51,667
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 333 3,364 SH   DFND 4 3,364 0 0
FONAR CORP COM NEW 344437405 23 927 SH   DFND 3 0 0 927
FOOT LOCKER INC COM 344849104 15,867 311,242 SH   DFND 3 280,929 0 30,313
FOOT LOCKER INC COM 344849104 10,854 212,904 SH   DFND 4 173,163 0 39,741
FORD MTR CO DEL COM PAR $0.01 345370860 101,963 11,022,996 SH   DFND 3 9,750,941 0 1,272,055
FORD MTR CO DEL COM PAR $0.01 345370860 96,073 10,386,634 SH   DFND 4 6,937,816 0 3,448,818
FORESCOUT TECHNOLOGIES INC COM 34553D101 28,130 744,969 SH   DFND 1 744,969 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 171 4,521 SH   DFND 3 0 0 4,521
FOREST CITY RLTY TR INC COM CL A 345605109 794 31,660 SH   DFND 3 24,852 0 6,808
FOREST CITY RLTY TR INC COM CL A 345605109 35,900 1,430,843 SH   DFND 4 694,532 0 736,311
FORESTAR GROUP INC COM 346232101 33 1,571 SH   DFND 3 0 0 1,571
FORESTAR GROUP INC COM 346232101 13 596 SH   DFND 4 596 0 0
FORMFACTOR INC COM 346375108 2,108 156,247 SH   DFND 3 52,649 0 103,598
FORMFACTOR INC COM 346375108 6 469 SH   DFND 4 469 0 0
FORRESTER RESH INC COM 346563109 994 21,645 SH   DFND 3 7,283 0 14,362
FORRESTER RESH INC COM 346563109 48 1,046 SH   DFND 4 1,046 0 0
FORTERRA INC COM 34960W106 21 2,852 SH   DFND 3 0 0 2,852
FORTINET INC COM 34959E109 36,642 397,118 SH   DFND 1 397,118 0 0
FORTINET INC COM 34959E109 10,159 110,096 SH   DFND 3 48,936 0 61,160
FORTINET INC COM 34959E109 15,255 165,325 SH   DFND 4 45,755 0 119,570
FORTIS INC COM 349553107 61,105 1,886,010 SH   DFND 3 1,065,506 0 820,504
FORTIS INC COM 349553107 119,319 3,682,578 SH   DFND 4 3,437,497 0 245,081
FORTIVE CORP COM 34959J108 77,018 914,699 SH   DFND 3 802,517 0 112,182
FORTIVE CORP COM 34959J108 71,415 847,964 SH   DFND 4 470,467 0 377,497
FORTRESS BIOTECH INC COM 34960Q109 8 4,991 SH   DFND 3 0 0 4,991
FORTUNA SILVER MINES INC COM 349915108 7 1,584 SH   DFND 4 1,584 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 20,748 396,257 SH   DFND 3 347,168 0 49,089
FORTUNE BRANDS HOME & SEC IN COM 34964C106 18,492 352,840 SH   DFND 4 187,242 0 165,598
FORTY SEVEN INC COM 34983P104 18 1,239 SH   DFND 3 0 0 1,239
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 128 12,368 SH   DFND 3 0 0 12,368
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 156 15,078 SH   DFND 4 15,078 0 0
FORWARD AIR CORP COM 349853101 499 6,957 SH   DFND 4 6,957 0 0
FORWARD AIR CORP COM 349853101 4,433 62,527 SH   DFND 3 20,983 0 41,544
FOSSIL GROUP INC COM 34988V106 2,307 97,911 SH   DFND 3 33,692 0 64,219
FOSSIL GROUP INC COM 34988V106 672 28,871 SH   DFND 4 28,871 0 0
FOSTER L B CO COM 350060109 32 1,556 SH   DFND 3 0 0 1,556
FOUNDATION BLDG MATLS INC COM 350392106 30 2,368 SH   DFND 3 0 0 2,368
FOUR CORNERS PPTY TR INC COM 35086T109 3,696 144,594 SH   DFND 3 50,008 0 94,586
FOUR CORNERS PPTY TR INC COM 35086T109 5,329 207,441 SH   DFND 4 207,441 0 0
FOX FACTORY HLDG CORP COM 35138V102 5,611 80,103 SH   DFND 3 27,004 0 53,099
FOX FACTORY HLDG CORP COM 35138V102 565 8,071 SH   DFND 4 8,071 0 0
FRANCESCAS HLDGS CORP COM 351793104 278 73,593 SH   DFND 3 24,640 0 48,953
FRANCO NEVADA CORP COM 351858105 26,606 425,641 SH   DFND 3 405,396 0 20,245
FRANCO NEVADA CORP COM 351858105 23,314 372,970 SH   DFND 4 234,443 0 138,527
FRANKLIN COVEY CO COM 353469109 38 1,597 SH   DFND 3 0 0 1,597
FRANKLIN ELEC INC COM 353514102 3,943 83,467 SH   DFND 3 27,735 0 55,732
FRANKLIN ELEC INC COM 353514102 436 9,223 SH   DFND 4 9,223 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,008 25,841 SH   DFND 3 8,690 0 17,151
FRANKLIN FINL NETWORK INC COM 35352P104 6 150 SH   DFND 4 150 0 0
FRANKLIN RES INC COM 354613101 25,938 852,933 SH   DFND 3 747,369 0 105,564
FRANKLIN RES INC COM 354613101 31,669 1,040,923 SH   DFND 4 692,972 0 347,951
FRANKLIN STREET PPTYS CORP COM 35471R106 1,827 230,792 SH   DFND 3 79,611 0 151,181
FRANKLIN STREET PPTYS CORP COM 35471R106 2,506 313,653 SH   DFND 4 313,653 0 0
FRANKS INTL N V COM N33462107 94 10,882 SH   DFND 3 0 0 10,882
FRANKS INTL N V COM N33462107 172 19,838 SH   DFND 4 19,838 0 0
FREEPORT-MCMORAN INC CL B 35671D857 54,719 3,930,955 SH   DFND 3 3,446,993 0 483,962
FREEPORT-MCMORAN INC CL B 35671D857 40,733 2,925,897 SH   DFND 4 1,431,809 0 1,494,088
FREIGHTCAR AMER INC COM 357023100 33 2,027 SH   DFND 3 0 0 2,027
FRESH DEL MONTE PRODUCE INC ORD G36738105 177 5,214 SH   DFND 3 750 0 4,464
FRESH DEL MONTE PRODUCE INC ORD G36738105 620 18,293 SH   DFND 4 18,293 0 0
FRESHPET INC COM 358039105 145 3,960 SH   DFND 3 0 0 3,960
FRESHPET INC COM 358039105 4 103 SH   DFND 4 103 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 78 7,169 SH   DFND 3 0 0 7,169
FRONT YD RESIDENTIAL CORP COM 35904G107 84 7,780 SH   DFND 4 7,780 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,461 225,147 SH   DFND 3 75,650 0 149,497
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,710 263,474 SH   DFND 4 263,474 0 0
FRONTLINE LTD SHS NEW G3682E192 65 11,162 SH   DFND 3 0 0 11,162
FRONTLINE LTD SHS NEW G3682E192 87 15,000 SH   DFND 4 15,000 0 0
FRP HLDGS INC COM 30292L107 66 1,066 SH   DFND 3 0 0 1,066
FS BANCORP INC COM 30263Y104 26 474 SH   DFND 3 0 0 474
FS INVT CORP COM 302635107 6,692 945,802 SH   DFND 4 945,802 0 0
FTI CONSULTING INC COM 302941109 6,004 82,320 SH   DFND 3 28,221 0 54,099
FTI CONSULTING INC COM 302941109 1,682 22,978 SH   DFND 4 22,978 0 0
FTS INTERNATIONAL INC COM 30283W104 58 4,920 SH   DFND 3 0 0 4,920
FUELCELL ENERGY INC COM NEW 35952H502 13 12,035 SH   DFND 3 0 0 12,035
FULLER H B CO COM 359694106 5,640 108,302 SH   DFND 3 36,805 0 71,497
FULLER H B CO COM 359694106 1,020 19,731 SH   DFND 4 19,731 0 0
FULTON FINL CORP PA COM 360271100 2,271 136,382 SH   DFND 3 52,992 0 83,390
FULTON FINL CORP PA COM 360271100 1,221 73,354 SH   DFND 4 73,354 0 0
FUNKO INC COM CL A 361008105 34 1,430 SH   DFND 3 0 0 1,430
FUSION CONNECT INC COM 36116X102 8 3,119 SH   DFND 3 0 0 3,119
FUTUREFUEL CORPORATION COM 36116M106 1,001 54,642 SH   DFND 3 18,324 0 36,318
G-III APPAREL GROUP LTD COM 36237H101 4,316 89,835 SH   DFND 3 30,545 0 59,290
G-III APPAREL GROUP LTD COM 36237H101 566 11,736 SH   DFND 4 11,736 0 0
G1 THERAPEUTICS INC COM 3621LQ109 166 3,175 SH   DFND 3 0 0 3,175
G1 THERAPEUTICS INC COM 3621LQ109 11 209 SH   DFND 4 209 0 0
GAIA INC NEW CL A 36269P104 26 1,684 SH   DFND 3 0 0 1,684
GAIN CAP HLDGS INC COM 36268W100 30 4,573 SH   DFND 3 0 0 4,573
GALLAGHER ARTHUR J & CO COM 363576109 36,365 488,508 SH   DFND 3 425,654 0 62,854
GALLAGHER ARTHUR J & CO COM 363576109 35,650 478,961 SH   DFND 4 221,923 0 257,038
GAMCO INVESTORS INC CL A COM 361438104 13 545 SH   DFND 3 0 0 545
GAMESTOP CORP NEW CL A 36467W109 3,448 224,449 SH   DFND 3 80,826 0 143,623
GAMESTOP CORP NEW CL A 36467W109 1,896 124,179 SH   DFND 4 124,179 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 635 18,006 SH   DFND 3 11,845 0 6,161
GAMING & LEISURE PPTYS INC COM 36467J108 22,646 642,451 SH   DFND 4 642,451 0 0
GANNETT CO INC COM 36473H104 2,464 245,312 SH   DFND 3 85,603 0 159,709
GANNETT CO INC COM 36473H104 1,212 121,060 SH   DFND 4 121,060 0 0
GAP INC DEL COM 364760108 17,545 608,143 SH   DFND 3 535,871 0 72,272
GAP INC DEL COM 364760108 18,640 646,112 SH   DFND 4 410,788 0 235,324
GARDNER DENVER HLDGS INC COM 36555P107 101 3,580 SH   DFND 3 0 0 3,580
GARDNER DENVER HLDGS INC COM 36555P107 1,467 51,775 SH   DFND 4 24,314 0 27,461
GARMIN LTD SHS H2906T109 21,870 312,212 SH   DFND 3 273,488 0 38,724
GARMIN LTD SHS H2906T109 21,952 313,380 SH   DFND 4 179,054 0 134,326
GARTNER INC COM 366651107 37,125 234,225 SH   DFND 3 204,649 0 29,576
GARTNER INC COM 366651107 22,427 141,493 SH   DFND 4 61,204 0 80,289
GASLOG LTD SHS G37585109 117 5,922 SH   DFND 3 0 0 5,922
GASLOG LTD SHS G37585109 255 12,900 SH   DFND 4 12,900 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 24 1,256 SH   DFND 3 0 0 1,256
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 254 13,002 SH   DFND 4 586 0 12,416
GATX CORP COM 361448103 2,562 29,586 SH   DFND 3 11,564 0 18,022
GATX CORP COM 361448103 2,019 23,315 SH   DFND 4 23,315 0 0
GCI LIBERTY INC COM CLASS A 36164V305 382 7,484 SH   DFND 3 4,217 0 3,267
GCI LIBERTY INC COM CLASS A 36164V305 2,293 44,965 SH   DFND 4 22,626 0 22,339
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 284 10,708 SH   DFND 3 0 0 10,708
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 381 14,342 SH   DFND 4 14,342 0 0
GDS HLDGS LTD SPONSORED ADR 36165L108 96 2,725 SH   DFND 2 2,725 0 0
GDS HLDGS LTD SPONSORED ADR 36165L108 188 5,363 SH   DFND 3 0 0 5,363
GDS HLDGS LTD SPONSORED ADR 36165L108 8,113 230,936 SH   DFND 4 112,999 0 117,937
GENCO SHIPPING & TRADING LTD SHS Y2685T131 19 1,323 SH   DFND 3 0 0 1,323
GENCOR INDS INC COM 368678108 13 1,113 SH   DFND 3 0 0 1,113
GENERAC HLDGS INC COM 368736104 582 10,318 SH   DFND 3 1,160 0 9,158
GENERAC HLDGS INC COM 368736104 1,822 32,295 SH   DFND 4 32,295 0 0
GENERAL DYNAMICS CORP COM 369550108 145,159 709,063 SH   DFND 3 618,727 0 90,336
GENERAL DYNAMICS CORP COM 369550108 75,137 367,211 SH   DFND 4 233,695 0 133,516
GENERAL ELECTRIC CO COM 369604103 780 69,051 SH   DFND 1 69,051 0 0
GENERAL ELECTRIC CO COM 369604103 264,245 23,405,206 SH   DFND 3 20,565,305 0 2,839,901
GENERAL ELECTRIC CO COM 369604103 190,450 16,868,891 SH   DFND 4 9,609,919 0 7,258,972
GENERAL FIN CORP DEL COM 369822101 23 1,463 SH   DFND 3 0 0 1,463
GENERAL MLS INC COM 370334104 70,985 1,653,886 SH   DFND 3 1,457,652 0 196,234
GENERAL MLS INC COM 370334104 73,219 1,705,880 SH   DFND 4 1,006,586 0 699,294
GENERAL MTRS CO COM 37045V100 121,188 3,599,292 SH   DFND 3 3,167,152 0 432,140
GENERAL MTRS CO COM 37045V100 107,833 3,202,770 SH   DFND 4 1,877,535 0 1,325,235
GENESCO INC COM 371532102 2,067 43,752 SH   DFND 3 15,490 0 28,262
GENESCO INC COM 371532102 1,404 29,818 SH   DFND 4 29,818 0 0
GENESEE & WYO INC CL A 371559105 3,771 41,441 SH   DFND 3 20,109 0 21,332
GENESEE & WYO INC CL A 371559105 9,180 100,891 SH   DFND 4 87,624 0 13,267
GENESIS HEALTHCARE INC CL A COM 37185X106 12 9,138 SH   DFND 3 0 0 9,138
GENMARK DIAGNOSTICS INC COM 372309104 54 7,368 SH   DFND 3 0 0 7,368
GENMARK DIAGNOSTICS INC COM 372309104 2 240 SH   DFND 4 240 0 0
GENOMIC HEALTH INC COM 37244C101 217 3,093 SH   DFND 3 0 0 3,093
GENOMIC HEALTH INC COM 37244C101 252 3,588 SH   DFND 4 3,588 0 0
GENPACT LIMITED SHS G3922B107 582 19,010 SH   DFND 3 14,460 0 4,550
GENPACT LIMITED SHS G3922B107 2,820 92,111 SH   DFND 4 61,058 0 31,053
GENTEX CORP COM 371901109 16,914 788,182 SH   DFND 3 691,501 0 96,681
GENTEX CORP COM 371901109 9,824 457,772 SH   DFND 4 357,357 0 100,415
GENTHERM INC COM 37253A103 3,542 77,680 SH   DFND 3 26,079 0 51,601
GENTHERM INC COM 37253A103 421 9,254 SH   DFND 4 9,254 0 0
GENUINE PARTS CO COM 372460105 38,740 389,742 SH   DFND 3 340,107 0 49,635
GENUINE PARTS CO COM 372460105 38,743 389,739 SH   DFND 4 205,784 0 183,955
GENWORTH FINL INC COM CL A 37247D106 1,775 425,687 SH   DFND 3 185,773 0 239,914
GENWORTH FINL INC COM CL A 37247D106 3,353 804,153 SH   DFND 4 804,153 0 0
GEO GROUP INC NEW COM 36162J106 2,412 95,855 SH   DFND 3 37,720 0 58,135
GEO GROUP INC NEW COM 36162J106 1,479 58,780 SH   DFND 4 58,780 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 356 26,172 SH   DFND 3 9,391 0 16,781
GERDAU S A SPON ADR REP PFD 373737105 72 17,082 SH   DFND 4 17,082 0 0
GERMAN AMERN BANCORP INC COM 373865104 116 3,275 SH   DFND 3 0 0 3,275
GERMAN AMERN BANCORP INC COM 373865104 8 215 SH   DFND 4 215 0 0
GERON CORP COM 374163103 44 25,279 SH   DFND 3 0 0 25,279
GERON CORP COM 374163103 6 3,654 SH   DFND 4 3,654 0 0
GETTY RLTY CORP NEW COM 374297109 2,057 72,619 SH   DFND 3 25,214 0 47,405
GETTY RLTY CORP NEW COM 374297109 2,828 99,030 SH   DFND 4 99,030 0 0
GIBRALTAR INDS INC COM 374689107 3,116 68,227 SH   DFND 3 22,840 0 45,387
GIBRALTAR INDS INC COM 374689107 273 5,978 SH   DFND 4 5,978 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,864 61,303 SH   DFND 3 36,565 0 24,738
GILDAN ACTIVEWEAR INC COM 375916103 5,683 186,924 SH   DFND 4 137,746 0 49,178
GILEAD SCIENCES INC COM 375558103 268,709 3,480,234 SH   DFND 3 3,056,269 0 423,965
GILEAD SCIENCES INC COM 375558103 205,617 2,663,087 SH   DFND 4 1,362,751 0 1,300,336
GLACIER BANCORP INC NEW COM 37637Q105 7,765 180,591 SH   DFND 3 61,069 0 119,522
GLACIER BANCORP INC NEW COM 37637Q105 725 16,814 SH   DFND 4 16,814 0 0
GLADSTONE CAPITAL CORP COM 376535100 958 100,746 SH   DFND 4 100,746 0 0
GLADSTONE COML CORP COM 376536108 77 4,041 SH   DFND 3 0 0 4,041
GLADSTONE INVT CORP COM 376546107 1,459 127,514 SH   DFND 4 127,514 0 0
GLADSTONE LD CORP COM 376549101 25 1,987 SH   DFND 3 0 0 1,987
GLATFELTER COM 377316104 1,783 93,292 SH   DFND 3 31,485 0 61,807
GLATFELTER COM 377316104 170 8,913 SH   DFND 4 8,913 0 0
GLAUKOS CORP COM 377322102 320 4,926 SH   DFND 3 0 0 4,926
GLAUKOS CORP COM 377322102 26 393 SH   DFND 4 393 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 283 7,452 SH   DFND 3 0 0 7,452
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 403 10,613 SH   DFND 4 10,613 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 123 3,342 SH   DFND 3 0 0 3,342
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15 408 SH   DFND 4 408 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 45 1,185 SH   DFND 3 0 0 1,185
GLOBAL MED REIT INC COM NEW 37954A204 27 2,883 SH   DFND 3 0 0 2,883
GLOBAL NET LEASE INC COM NEW 379378201 3,188 154,116 SH   DFND 3 53,371 0 100,745
GLOBAL NET LEASE INC COM NEW 379378201 4,687 224,795 SH   DFND 4 224,795 0 0
GLOBAL PMTS INC COM 37940X102 53,890 423,002 SH   DFND 3 371,319 0 51,683
GLOBAL PMTS INC COM 37940X102 25,334 198,857 SH   DFND 4 102,337 0 96,520
GLOBAL WTR RES INC COM 379463102 16 1,548 SH   DFND 3 0 0 1,548
GLOBALSTAR INC COM 378973408 2 3,260 SH   DFND 4 3,260 0 0
GLOBANT S A COM L44385109 773 13,108 SH   DFND 4 13,108 0 0
GLOBUS MED INC CL A 379577208 3,176 55,958 SH   DFND 3 20,920 0 35,038
GLOBUS MED INC CL A 379577208 854 15,053 SH   DFND 4 15,053 0 0
GLU MOBILE INC COM 379890106 124 16,705 SH   DFND 3 0 0 16,705
GLU MOBILE INC COM 379890106 14 1,921 SH   DFND 4 1,921 0 0
GLYCOMIMETICS INC COM 38000Q102 72 5,010 SH   DFND 3 0 0 5,010
GLYCOMIMETICS INC COM 38000Q102 10 662 SH   DFND 4 662 0 0
GMS INC COM 36251C103 116 4,989 SH   DFND 3 0 0 4,989
GMS INC COM 36251C103 12 498 SH   DFND 4 498 0 0
GNC HLDGS INC COM CL A 36191G107 57 13,834 SH   DFND 3 1,600 0 12,234
GNC HLDGS INC COM CL A 36191G107 146 35,245 SH   DFND 4 35,245 0 0
GODADDY INC CL A 380237107 30,850 369,952 SH   DFND 3 354,106 0 15,846
GODADDY INC CL A 380237107 16,895 202,601 SH   DFND 4 78,759 0 123,842
GOGO INC COM 38046C109 43 8,235 SH   DFND 3 0 0 8,235
GOGO INC COM 38046C109 3 556 SH   DFND 4 556 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 411 14,785 SH   DFND 3 589 0 14,196
GOLAR LNG LTD BERMUDA SHS G9456A100 663 23,856 SH   DFND 4 23,856 0 0
GOLD RESOURCE CORP COM 38068T105 44 8,614 SH   DFND 3 0 0 8,614
GOLDCORP INC NEW COM 380956409 21,013 2,064,013 SH   DFND 3 1,969,298 0 94,715
GOLDCORP INC NEW COM 380956409 16,790 1,649,233 SH   DFND 4 1,030,154 0 619,079
GOLDEN ENTMT INC COM 381013101 65 2,713 SH   DFND 3 0 0 2,713
GOLDMAN SACHS BDC INC SHS 38147U107 3,631 163,206 SH   DFND 4 163,206 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 217,937 971,893 SH   DFND 3 855,703 0 116,190
GOLDMAN SACHS GROUP INC COM 38141G104 147,284 656,638 SH   DFND 4 338,635 0 318,003
GOLUB CAP BDC INC COM 38173M102 4,525 241,182 SH   DFND 4 241,182 0 0
GOODRICH PETE CORP COM PAR 382410843 18 1,309 SH   DFND 3 0 0 1,309
GOODYEAR TIRE & RUBR CO COM 382550101 15,366 656,966 SH   DFND 3 579,060 0 77,906
GOODYEAR TIRE & RUBR CO COM 382550101 13,349 570,718 SH   DFND 4 367,031 0 203,687
GOOSEHEAD INS INC COM CL A 38267D109 49 1,464 SH   DFND 3 0 0 1,464
GOPRO INC CL A 38268T103 124 17,176 SH   DFND 3 0 0 17,176
GOPRO INC CL A 38268T103 152 21,180 SH   DFND 4 21,180 0 0
GORMAN RUPP CO COM 383082104 93 2,544 SH   DFND 3 0 0 2,544
GORMAN RUPP CO COM 383082104 13 366 SH   DFND 4 366 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,410 213,705 SH   DFND 3 73,922 0 139,783
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 3,445 305,122 SH   DFND 4 305,122 0 0
GP STRATEGIES CORP COM 36225V104 32 1,919 SH   DFND 3 0 0 1,919
GRACE W R & CO DEL NEW COM 38388F108 321 4,494 SH   DFND 3 2,546 0 1,948
GRACE W R & CO DEL NEW COM 38388F108 2,301 32,200 SH   DFND 4 16,794 0 15,406
GRACO INC COM 384109104 5,517 119,048 SH   DFND 3 58,920 0 60,128
GRACO INC COM 384109104 4,009 86,505 SH   DFND 4 50,271 0 36,234
GRAFTECH INTL LTD COM 384313508 33 1,701 SH   DFND 3 0 0 1,701
GRAFTECH INTL LTD COM 384313508 3,386 173,520 SH   DFND 4 0 0 173,520
GRAHAM CORP COM 384556106 42 1,502 SH   DFND 3 0 0 1,502
GRAHAM HLDGS CO COM 384637104 1,678 2,896 SH   DFND 3 1,330 0 1,566
GRAHAM HLDGS CO COM 384637104 1,930 3,331 SH   DFND 4 2,384 0 947
GRAINGER W W INC COM 384802104 45,528 127,382 SH   DFND 3 111,567 0 15,815
GRAINGER W W INC COM 384802104 49,892 139,515 SH   DFND 4 77,272 0 62,243
GRAMERCY PPTY TR COM NEW 385002308 1,011 36,837 SH   DFND 3 12,909 0 23,928
GRAMERCY PPTY TR COM NEW 385002308 14,140 515,381 SH   DFND 4 515,381 0 0
GRAN TIERRA ENERGY INC COM 38500T101 254 66,718 SH   DFND 4 66,718 0 0
GRAND CANYON ED INC COM 38526M106 496 4,395 SH   DFND 3 2,939 0 1,456
GRAND CANYON ED INC COM 38526M106 2,339 20,738 SH   DFND 4 10,252 0 10,486
GRANITE CONSTR INC COM 387328107 1,584 34,669 SH   DFND 3 13,090 0 21,579
GRANITE CONSTR INC COM 387328107 388 8,489 SH   DFND 4 8,489 0 0
GRANITE PT MTG TR INC COM 38741L107 1,780 92,599 SH   DFND 3 31,246 0 61,353
GRANITE PT MTG TR INC COM 38741L107 4 199 SH   DFND 4 199 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 6,083 141,766 SH   DFND 4 141,766 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 468 33,435 SH   DFND 3 24,054 0 9,381
GRAPHIC PACKAGING HLDG CO COM 388689101 3,049 217,603 SH   DFND 4 147,877 0 69,726
GRAY TELEVISION INC COM 389375106 211 12,076 SH   DFND 3 0 0 12,076
GRAY TELEVISION INC COM 389375106 9 534 SH   DFND 4 534 0 0
GREAT AJAX CORP COM 38983D300 34 2,528 SH   DFND 3 0 0 2,528
GREAT LAKES DREDGE & DOCK CO COM 390607109 57 9,124 SH   DFND 3 0 0 9,124
GREAT SOUTHN BANCORP INC COM 390905107 94 1,701 SH   DFND 3 0 0 1,701
GREAT SOUTHN BANCORP INC COM 390905107 12 219 SH   DFND 4 219 0 0
GREAT WESTN BANCORP INC COM 391416104 5,284 125,415 SH   DFND 3 42,122 0 83,293
GREAT WESTN BANCORP INC COM 391416104 509 12,076 SH   DFND 4 12,076 0 0
GREEN BANCORP INC COM 39260X100 1,252 56,566 SH   DFND 3 19,049 0 37,517
GREEN BANCORP INC COM 39260X100 1 36 SH   DFND 4 36 0 0
GREEN BRICK PARTNERS INC COM 392709101 34 3,363 SH   DFND 3 0 0 3,363
GREEN DOT CORP CL A 39304D102 8,924 100,863 SH   DFND 3 33,826 0 67,037
GREEN DOT CORP CL A 39304D102 884 9,948 SH   DFND 4 9,948 0 0
GREEN PLAINS INC COM 393222104 1,480 85,518 SH   DFND 3 30,025 0 55,493
GREEN PLAINS INC COM 393222104 655 38,060 SH   DFND 4 38,060 0 0
GREENBRIER COS INC COM 393657101 4,148 68,959 SH   DFND 3 23,527 0 45,432
GREENBRIER COS INC COM 393657101 552 9,193 SH   DFND 4 9,193 0 0
GREENE COUNTY BANCORP INC COM 394357107 15 473 SH   DFND 3 0 0 473
GREENHILL & CO INC COM 395259104 1,072 40,695 SH   DFND 3 13,717 0 26,978
GREENHILL & CO INC COM 395259104 207 7,844 SH   DFND 4 7,844 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 54 4,322 SH   DFND 3 0 0 4,322
GREIF INC CL A 397624107 1,085 20,222 SH   DFND 3 7,945 0 12,277
GREIF INC CL A 397624107 724 13,490 SH   DFND 4 13,490 0 0
GREIF INC CL B 397624206 51 891 SH   DFND 3 0 0 891
GRIFFIN INL RLTY INC COM 398231100 4 115 SH   DFND 3 0 0 115
GRIFFON CORP COM 398433102 1,173 72,569 SH   DFND 3 24,380 0 48,189
GRIFFON CORP COM 398433102 185 11,431 SH   DFND 4 11,431 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,698 41,422 SH   DFND 3 14,649 0 26,773
GROUP 1 AUTOMOTIVE INC COM 398905109 1,467 22,597 SH   DFND 4 22,597 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 43,464 674,624 SH   DFND 3 643,291 0 31,333
GROUPE CGI INC CL A SUB VTG 39945C109 30,819 478,361 SH   DFND 4 366,854 0 111,507
GROUPON INC COM 399473107 248 65,835 SH   DFND 3 0 0 65,835
GROUPON INC COM 399473107 377 100,015 SH   DFND 4 100,015 0 0
GRUBHUB INC COM 400110102 380 2,739 SH   DFND 3 0 0 2,739
GRUBHUB INC COM 400110102 7,665 55,292 SH   DFND 4 20,047 0 35,245
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 512 2,501 SH   DFND 4 2,501 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 621 24,406 SH   DFND 4 24,406 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 108 14,028 SH   DFND 4 14,028 0 0
GTT COMMUNICATIONS INC COM 362393100 276 6,367 SH   DFND 3 0 0 6,367
GTT COMMUNICATIONS INC COM 362393100 2,315 53,332 SH   DFND 4 53,332 0 0
GTX INC DEL COM NEW 40052B207 1 685 SH   DFND 3 0 0 685
GUANGSHEN RY LTD SPONSORED ADR 40065W107 41 1,789 SH   DFND 2 1,789 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 114 3,823 SH   DFND 3 0 0 3,823
GUARANTY BANCORP DEL COM NEW 40075T607 7 239 SH   DFND 4 239 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 34 1,109 SH   DFND 3 0 0 1,109
GUESS INC COM 401617105 2,776 122,806 SH   DFND 3 42,528 0 80,278
GUESS INC COM 401617105 1,189 52,627 SH   DFND 4 52,627 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 730 7,227 SH   DFND 3 4,833 0 2,394
GUIDEWIRE SOFTWARE INC COM 40171V100 3,623 35,867 SH   DFND 4 17,549 0 18,318
GULF ISLAND FABRICATION INC COM 402307102 269 27,221 SH   DFND 3 9,986 0 17,235
GULFMARK OFFSHORE INC COM 402629505 20 549 SH   DFND 3 0 0 549
GULFPORT ENERGY CORP COM NEW 402635304 1,281 123,056 SH   DFND 3 45,125 0 77,931
GULFPORT ENERGY CORP COM NEW 402635304 337 32,397 SH   DFND 4 32,397 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 27 158 SH   DFND 4 158 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 180 4,774 SH   DFND 3 0 0 4,774
H & E EQUIPMENT SERVICES INC COM 404030108 285 7,532 SH   DFND 4 7,532 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 51 3,185 SH   DFND 3 0 0 3,185
HACKETT GROUP INC COM 404609109 76 3,783 SH   DFND 3 0 0 3,783
HAEMONETICS CORP COM 405024100 5,073 44,279 SH   DFND 3 19,477 0 24,802
HAEMONETICS CORP COM 405024100 1,329 11,598 SH   DFND 4 11,598 0 0
HAILIANG ED GROUP INC SPONSORED ADR 40522L108 40 589 SH   DFND 4 589 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,866 68,789 SH   DFND 3 36,645 0 32,144
HAIN CELESTIAL GROUP INC COM 405217100 1,686 62,172 SH   DFND 4 39,917 0 22,255
HALCON RES CORP COM PAR NEW 40537Q605 89 19,900 SH   DFND 3 0 0 19,900
HALCON RES CORP COM PAR NEW 40537Q605 7 1,662 SH   DFND 4 1,662 0 0
HALLADOR ENERGY COMPANY COM 40609P105 14 2,225 SH   DFND 3 0 0 2,225
HALLIBURTON CO COM 406216101 95,111 2,346,675 SH   DFND 3 2,059,968 0 286,707
HALLIBURTON CO COM 406216101 66,125 1,631,514 SH   DFND 4 743,228 0 888,286
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 21 1,948 SH   DFND 3 0 0 1,948
HALOZYME THERAPEUTICS INC COM 40637H109 219 12,044 SH   DFND 1 12,044 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 338 18,614 SH   DFND 3 0 0 18,614
HALOZYME THERAPEUTICS INC COM 40637H109 442 24,323 SH   DFND 4 24,323 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 21 970 SH   DFND 3 0 0 970
HAMILTON LANE INC CL A 407497106 99 2,230 SH   DFND 3 0 0 2,230
HANCOCK WHITNEY CORPORATION COM 410120109 3,161 66,480 SH   DFND 3 25,717 0 40,763
HANCOCK WHITNEY CORPORATION COM 410120109 1,763 37,083 SH   DFND 4 37,083 0 0
HANESBRANDS INC COM 410345102 17,601 955,042 SH   DFND 3 838,978 0 116,064
HANESBRANDS INC COM 410345102 15,661 849,732 SH   DFND 4 474,965 0 374,767
HANMI FINL CORP COM NEW 410495204 6 246 SH   DFND 4 246 0 0
HANMI FINL CORP COM NEW 410495204 1,734 69,540 SH   DFND 3 23,404 0 46,136
HANNON ARMSTRONG SUST INFR C COM 41068X100 168 7,823 SH   DFND 3 0 0 7,823
HANNON ARMSTRONG SUST INFR C COM 41068X100 7 337 SH   DFND 4 337 0 0
HANOVER INS GROUP INC COM 410867105 3,952 32,034 SH   DFND 3 16,683 0 15,351
HANOVER INS GROUP INC COM 410867105 4,039 32,735 SH   DFND 4 23,491 0 9,244
HARBORONE BANCORP INC COM 41165F101 39 2,014 SH   DFND 3 0 0 2,014
HARLEY DAVIDSON INC COM 412822108 20,096 443,628 SH   DFND 3 388,415 0 55,213
HARLEY DAVIDSON INC COM 412822108 19,170 423,170 SH   DFND 4 260,957 0 162,213
HARMONIC INC COM 413160102 1,018 185,320 SH   DFND 3 62,446 0 122,874
HARRIS CORP DEL COM 413875105 50,144 296,617 SH   DFND 4 164,018 0 132,599
HARRIS CORP DEL COM 413875105 55,477 327,858 SH   DFND 3 286,527 0 41,331
HARSCO CORP COM 415864107 4,951 173,756 SH   DFND 3 59,746 0 114,010
HARSCO CORP COM 415864107 1,699 59,495 SH   DFND 4 59,495 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 49,663 994,052 SH   DFND 3 870,946 0 123,106
HARTFORD FINL SVCS GROUP INC COM 416515104 51,043 1,022,538 SH   DFND 4 604,175 0 418,363
HARVARD BIOSCIENCE INC COM 416906105 27 5,226 SH   DFND 3 0 0 5,226
HASBRO INC COM 418056107 34,197 325,311 SH   DFND 3 285,225 0 40,086
HASBRO INC COM 418056107 37,334 355,034 SH   DFND 4 227,378 0 127,656
HAVERTY FURNITURE INC COM 419596101 887 40,417 SH   DFND 3 13,520 0 26,897
HAWAIIAN ELEC INDUSTRIES COM 419870100 3,002 84,352 SH   DFND 3 45,201 0 39,151
HAWAIIAN ELEC INDUSTRIES COM 419870100 6,736 189,261 SH   DFND 4 171,533 0 17,728
HAWAIIAN HOLDINGS INC COM 419879101 4,310 107,950 SH   DFND 3 36,252 0 71,698
HAWAIIAN HOLDINGS INC COM 419879101 178 4,450 SH   DFND 4 4,450 0 0
HAWKINS INC COM 420261109 852 20,715 SH   DFND 3 6,997 0 13,718
HAYNES INTERNATIONAL INC COM NEW 420877201 944 26,603 SH   DFND 3 8,989 0 17,614
HC2 HLDGS INC COM 404139107 40 6,614 SH   DFND 3 0 0 6,614
HCA HEALTHCARE INC COM 40412C101 106,081 762,513 SH   DFND 3 673,412 0 89,101
HCA HEALTHCARE INC COM 40412C101 88,969 639,838 SH   DFND 4 379,293 0 260,545
HCI GROUP INC COM 40416E103 680 15,594 SH   DFND 3 5,244 0 10,350
HCP INC COM 40414L109 34,925 1,326,923 SH   DFND 3 1,165,912 0 161,011
HCP INC COM 40414L109 62,183 2,363,730 SH   DFND 4 1,865,852 0 497,878
HD SUPPLY HLDGS INC COM 40416M105 1,262 29,491 SH   DFND 3 12,520 0 16,971
HD SUPPLY HLDGS INC COM 40416M105 10,390 242,816 SH   DFND 4 104,827 0 137,989
HEALTH INS INNOVATIONS INC COM CL A 42225K106 118 1,916 SH   DFND 3 0 0 1,916
HEALTHCARE RLTY TR COM 421946104 3,332 113,891 SH   DFND 3 54,248 0 59,643
HEALTHCARE RLTY TR COM 421946104 11,630 397,478 SH   DFND 4 397,478 0 0
HEALTHCARE SVCS GRP INC COM 421906108 2,290 56,369 SH   DFND 3 21,098 0 35,271
HEALTHCARE SVCS GRP INC COM 421906108 724 17,831 SH   DFND 4 17,831 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 587 21,994 SH   DFND 3 15,587 0 6,407
HEALTHCARE TR AMER INC CL A NEW 42225P501 18,758 703,323 SH   DFND 4 658,195 0 45,128
HEALTHEQUITY INC COM 42226A107 3,905 41,358 SH   DFND 3 15,463 0 25,895
HEALTHEQUITY INC COM 42226A107 1,057 11,199 SH   DFND 4 11,199 0 0
HEALTHSTREAM INC COM 42222N103 1,678 54,372 SH   DFND 3 18,250 0 36,122
HEALTHSTREAM INC COM 42222N103 2 60 SH   DFND 4 60 0 0
HEARTLAND EXPRESS INC COM 422347104 1,998 101,322 SH   DFND 3 33,989 0 67,333
HEARTLAND EXPRESS INC COM 422347104 165 8,354 SH   DFND 4 8,354 0 0
HEARTLAND FINL USA INC COM 42234Q102 254 4,379 SH   DFND 3 0 0 4,379
HEARTLAND FINL USA INC COM 42234Q102 316 5,451 SH   DFND 4 5,451 0 0
HECLA MNG CO COM 422704106 188 67,471 SH   DFND 3 0 0 67,471
HECLA MNG CO COM 422704106 336 120,473 SH   DFND 4 120,473 0 0
HEICO CORP NEW CL A 422806208 176 2,329 SH   DFND 3 0 0 2,329
HEICO CORP NEW CL A 422806208 2,576 34,118 SH   DFND 4 17,466 0 16,652
HEICO CORP NEW COM 422806109 108 1,168 SH   DFND 3 0 0 1,168
HEICO CORP NEW COM 422806109 1,573 16,983 SH   DFND 4 8,687 0 8,296
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,371 40,520 SH   DFND 3 13,650 0 26,870
HEIDRICK & STRUGGLES INTL IN COM 422819102 12 355 SH   DFND 4 355 0 0
HELEN OF TROY CORP LTD COM G4388N106 2,661 20,328 SH   DFND 3 7,718 0 12,610
HELEN OF TROY CORP LTD COM G4388N106 693 5,294 SH   DFND 4 5,294 0 0
HELIUS MED TECHNOLOGIES INC COM CL A 42328V504 24 2,427 SH   DFND 3 0 0 2,427
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 398 40,318 SH   DFND 4 40,318 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13,477 1,364,027 SH   DFND 1 1,364,027 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 2,896 296,556 SH   DFND 3 100,114 0 196,442
HELMERICH & PAYNE INC COM 423452101 19,974 290,445 SH   DFND 3 254,805 0 35,640
HELMERICH & PAYNE INC COM 423452101 16,806 244,377 SH   DFND 4 115,217 0 129,160
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 35 2,485 SH   DFND 3 0 0 2,485
HENRY JACK & ASSOC INC COM 426281101 9,513 59,426 SH   DFND 3 26,509 0 32,917
HENRY JACK & ASSOC INC COM 426281101 25,934 162,005 SH   DFND 4 99,143 0 62,862
HERBALIFE NUTRITION LTD COM SHS G4412G101 13,742 251,917 SH   DFND 3 248,531 0 3,386
HERBALIFE NUTRITION LTD COM SHS G4412G101 7,791 142,819 SH   DFND 4 97,770 0 45,049
HERC HLDGS INC COM 42704L104 200 3,902 SH   DFND 3 262 0 3,640
HERC HLDGS INC COM 42704L104 412 8,040 SH   DFND 4 8,040 0 0
HERCULES CAPITAL INC COM 427096508 4,506 342,238 SH   DFND 4 342,238 0 0
HERITAGE COMMERCE CORP COM 426927109 89 5,958 SH   DFND 3 0 0 5,958
HERITAGE COMMERCE CORP COM 426927109 5 366 SH   DFND 4 366 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 48 2,237 SH   DFND 3 0 0 2,237
HERITAGE FINL CORP WASH COM 42722X106 2,493 71,158 SH   DFND 3 23,719 0 47,439
HERITAGE FINL CORP WASH COM 42722X106 10 297 SH   DFND 4 297 0 0
HERITAGE INS HLDGS INC COM 42727J102 46 3,129 SH   DFND 3 0 0 3,129
HERON THERAPEUTICS INC COM 427746102 327 10,328 SH   DFND 3 0 0 10,328
HERON THERAPEUTICS INC COM 427746102 492 15,557 SH   DFND 4 15,557 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,769 77,925 SH   DFND 3 27,101 0 50,824
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,577 113,678 SH   DFND 4 113,678 0 0
HERSHEY CO COM 427866108 40,258 394,688 SH   DFND 3 346,754 0 47,934
HERSHEY CO COM 427866108 47,170 462,489 SH   DFND 4 284,973 0 177,516
HERTZ GLOBAL HLDGS INC COM 42806J106 365 22,327 SH   DFND 3 13,936 0 8,391
HERTZ GLOBAL HLDGS INC COM 42806J106 4,998 306,073 SH   DFND 4 306,073 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,606 14,310 SH   DFND 3 4,833 0 9,477
HESKA CORP COM RESTRC NEW 42805E306 7 63 SH   DFND 4 63 0 0
HESS CORP COM 42809H107 52,099 727,840 SH   DFND 3 639,301 0 88,539
HESS CORP COM 42809H107 48,927 682,803 SH   DFND 4 388,386 0 294,417
HEWLETT PACKARD ENTERPRISE C COM 42824C109 66,147 4,056,927 SH   DFND 4 2,377,002 0 1,679,925
HEWLETT PACKARD ENTERPRISE C COM 42824C109 69,229 4,244,546 SH   DFND 3 3,739,670 0 504,876
HEXCEL CORP NEW COM 428291108 497 7,415 SH   DFND 3 4,566 0 2,849
HEXCEL CORP NEW COM 428291108 3,374 50,319 SH   DFND 4 30,056 0 20,263
HFF INC CL A 40418F108 3,536 82,985 SH   DFND 3 27,945 0 55,040
HFF INC CL A 40418F108 311 7,313 SH   DFND 4 7,313 0 0
HIBBETT SPORTS INC COM 428567101 768 40,435 SH   DFND 3 13,762 0 26,673
HIGHPOINT RES CORP COM 43114K108 1,140 234,660 SH   DFND 3 78,960 0 155,700
HIGHPOINT RES CORP COM 43114K108 10 2,022 SH   DFND 4 2,022 0 0
HIGHWOODS PPTYS INC COM 431284108 3,704 78,367 SH   DFND 3 41,261 0 37,106
HIGHWOODS PPTYS INC COM 431284108 16,584 350,903 SH   DFND 4 329,960 0 20,943
HILL ROM HLDGS INC COM 431475102 4,761 50,431 SH   DFND 3 26,520 0 23,911
HILL ROM HLDGS INC COM 431475102 3,463 36,688 SH   DFND 4 22,377 0 14,311
HILLENBRAND INC COM 431571108 6,962 133,475 SH   DFND 3 45,367 0 88,108
HILLENBRAND INC COM 431571108 1,413 27,021 SH   DFND 4 27,021 0 0
HILLTOP HOLDINGS INC COM 432748101 221 10,966 SH   DFND 3 0 0 10,966
HILLTOP HOLDINGS INC COM 432748101 348 17,273 SH   DFND 4 17,273 0 0
HILTON GRAND VACATIONS INC COM 43283X105 289 8,730 SH   DFND 3 5,848 0 2,882
HILTON GRAND VACATIONS INC COM 43283X105 1,274 38,482 SH   DFND 4 18,217 0 20,265
HILTON WORLDWIDE HLDGS INC COM 43300A203 62,566 774,521 SH   DFND 3 675,445 0 99,076
HILTON WORLDWIDE HLDGS INC COM 43300A203 39,678 490,917 SH   DFND 4 215,158 0 275,759
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 62 10,629 SH   DFND 4 10,629 0 0
HINGHAM INSTN SVGS MASS COM 433323102 43 196 SH   DFND 3 0 0 196
HMS HLDGS CORP COM 40425J101 5,810 177,597 SH   DFND 3 59,655 0 117,942
HMS HLDGS CORP COM 40425J101 530 16,141 SH   DFND 4 16,141 0 0
HNI CORP COM 404251100 1,505 34,028 SH   DFND 3 13,192 0 20,836
HNI CORP COM 404251100 1,161 26,244 SH   DFND 4 26,244 0 0
HOLLYFRONTIER CORP COM 436106108 31,158 445,758 SH   DFND 3 392,236 0 53,522
HOLLYFRONTIER CORP COM 436106108 32,907 470,772 SH   DFND 4 264,081 0 206,691
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 18,765 878,103 SH   DFND 1 878,103 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 93 4,346 SH   DFND 4 4,346 0 0
HOLOGIC INC COM 436440101 31,100 758,918 SH   DFND 3 665,232 0 93,686
HOLOGIC INC COM 436440101 27,779 677,886 SH   DFND 4 405,742 0 272,144
HOME BANCORP INC COM 43689E107 51 1,173 SH   DFND 3 0 0 1,173
HOME BANCSHARES INC COM 436893200 2,683 122,504 SH   DFND 3 45,877 0 76,627
HOME BANCSHARES INC COM 436893200 701 32,016 SH   DFND 4 32,016 0 0
HOME DEPOT INC COM 437076102 637,445 3,077,214 SH   DFND 3 2,701,240 0 375,974
HOME DEPOT INC COM 437076102 425,226 2,052,652 SH   DFND 4 1,061,053 0 991,599
HOMESTREET INC COM 43785V102 1,524 57,237 SH   DFND 3 19,137 0 38,100
HOMESTREET INC COM 43785V102 7 252 SH   DFND 4 252 0 0
HOMETRUST BANCSHARES INC COM 437872104 77 2,628 SH   DFND 3 0 0 2,628
HOMOLOGY MEDICINES INC COM 438083107 35 1,552 SH   DFND 3 0 0 1,552
HONEYWELL INTL INC COM 438516106 332,699 1,999,394 SH   DFND 3 1,754,855 0 244,539
HONEYWELL INTL INC COM 438516106 232,227 1,395,676 SH   DFND 4 815,422 0 580,254
HOOKER FURNITURE CORP COM 439038100 60 1,767 SH   DFND 3 0 0 1,767
HOPE BANCORP INC COM 43940T109 4,255 262,981 SH   DFND 3 88,282 0 174,699
HOPE BANCORP INC COM 43940T109 428 26,456 SH   DFND 4 26,456 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 3,954 87,958 SH   DFND 3 30,102 0 57,856
HORACE MANN EDUCATORS CORP N COM 440327104 888 19,780 SH   DFND 4 19,780 0 0
HORIZON BANCORP INC COM 440407104 109 5,525 SH   DFND 3 0 0 5,525
HORIZON BANCORP INC COM 440407104 7 330 SH   DFND 4 330 0 0
HORIZON PHARMA PLC SHS G4617B105 198 10,115 SH   DFND 1 10,115 0 0
HORIZON PHARMA PLC SHS G4617B105 483 24,648 SH   DFND 3 0 0 24,648
HORIZON PHARMA PLC SHS G4617B105 644 32,869 SH   DFND 4 32,869 0 0
HORMEL FOODS CORP COM 440452100 29,946 760,042 SH   DFND 3 663,700 0 96,342
HORMEL FOODS CORP COM 440452100 26,236 665,900 SH   DFND 4 545,080 0 120,820
HORTONWORKS INC COM 440894103 242 10,606 SH   DFND 3 0 0 10,606
HORTONWORKS INC COM 440894103 10 447 SH   DFND 4 447 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 13,985 484,933 SH   DFND 3 425,674 0 59,259
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 21,197 735,002 SH   DFND 4 682,942 0 52,060
HOST HOTELS & RESORTS INC COM 44107P104 42,900 2,033,174 SH   DFND 3 1,778,946 0 254,228
HOST HOTELS & RESORTS INC COM 44107P104 83,250 3,945,218 SH   DFND 4 3,339,760 0 605,458
HOSTESS BRANDS INC CL A 44109J106 163 14,751 SH   DFND 3 0 0 14,751
HOSTESS BRANDS INC CL A 44109J106 232 20,958 SH   DFND 4 20,958 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 112 15,983 SH   DFND 3 0 0 15,983
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 193 27,545 SH   DFND 4 27,545 0 0
HOULIHAN LOKEY INC CL A 441593100 228 5,078 SH   DFND 3 0 0 5,078
HOULIHAN LOKEY INC CL A 441593100 10 230 SH   DFND 4 230 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 27 17,090 SH   DFND 3 0 0 17,090
HOWARD BANCORP INC COM 442496105 34 1,949 SH   DFND 3 0 0 1,949
HOWARD HUGHES CORP COM 44267D107 484 3,897 SH   DFND 3 2,664 0 1,233
HOWARD HUGHES CORP COM 44267D107 2,819 22,691 SH   DFND 4 14,787 0 7,904
HP INC COM 40434L105 114,386 4,438,728 SH   DFND 3 3,912,628 0 526,100
HP INC COM 40434L105 93,836 3,641,291 SH   DFND 4 1,932,026 0 1,709,265
HSBC HLDGS PLC SPON ADR NEW 404280406 71 1,605 SH   DFND 4 1,605 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 218 6,760 SH   DFND 2 6,760 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 400 12,399 SH   DFND 3 0 0 12,399
HUAZHU GROUP LTD SPONSORED ADS 44332N106 17,796 550,959 SH   DFND 4 279,091 0 271,868
HUB GROUP INC CL A 443320106 3,300 72,547 SH   DFND 3 25,084 0 47,463
HUB GROUP INC CL A 443320106 1,016 22,290 SH   DFND 4 22,290 0 0
HUBBELL INC COM 443510607 5,371 40,213 SH   DFND 3 20,489 0 19,724
HUBBELL INC COM 443510607 4,695 35,152 SH   DFND 4 23,151 0 12,001
HUBSPOT INC COM 443573100 816 5,405 SH   DFND 3 0 0 5,405
HUBSPOT INC COM 443573100 1,191 7,893 SH   DFND 4 7,893 0 0
HUDBAY MINERALS INC COM 443628102 294 58,071 SH   DFND 4 58,071 0 0
HUDSON LTD COM CL A G46408103 138 6,107 SH   DFND 3 0 0 6,107
HUDSON LTD COM CL A G46408103 5 221 SH   DFND 4 221 0 0
HUDSON PAC PPTYS INC COM 444097109 675 20,624 SH   DFND 3 15,750 0 4,874
HUDSON PAC PPTYS INC COM 444097109 31,903 975,016 SH   DFND 4 485,010 0 490,006
HUMANA INC COM 444859102 129,165 381,558 SH   DFND 3 335,082 0 46,476
HUMANA INC COM 444859102 121,862 360,050 SH   DFND 4 231,690 0 128,360
HUNT J B TRANS SVCS INC COM 445658107 28,332 238,204 SH   DFND 3 207,329 0 30,875
HUNT J B TRANS SVCS INC COM 445658107 24,711 207,757 SH   DFND 4 125,888 0 81,869
HUNTINGTON BANCSHARES INC COM 446150104 44,619 2,990,562 SH   DFND 3 2,628,419 0 362,143
HUNTINGTON BANCSHARES INC COM 446150104 27,897 1,869,783 SH   DFND 4 903,813 0 965,970
HUNTINGTON INGALLS INDS INC COM 446413106 30,401 118,715 SH   DFND 3 103,758 0 14,957
HUNTINGTON INGALLS INDS INC COM 446413106 27,081 105,778 SH   DFND 4 65,111 0 40,667
HUNTSMAN CORP COM 447011107 640 23,495 SH   DFND 3 16,972 0 6,523
HUNTSMAN CORP COM 447011107 4,096 150,421 SH   DFND 4 107,100 0 43,321
HURCO COMPANIES INC COM 447324104 46 1,017 SH   DFND 3 0 0 1,017
HURON CONSULTING GROUP INC COM 447462102 159 3,215 SH   DFND 3 0 0 3,215
HURON CONSULTING GROUP INC COM 447462102 189 3,824 SH   DFND 4 3,824 0 0
HUYA INC ADS REP SHS A 44852D108 35 1,487 SH   DFND 4 1,487 0 0
HYATT HOTELS CORP COM CL A 448579102 156 1,965 SH   DFND 3 514 0 1,451
HYATT HOTELS CORP COM CL A 448579102 2,161 27,147 SH   DFND 4 14,177 0 12,970
HYSTER YALE MATLS HANDLING I CL A 449172105 99 1,606 SH   DFND 3 0 0 1,606
HYSTER YALE MATLS HANDLING I CL A 449172105 184 2,995 SH   DFND 4 2,995 0 0
I3 VERTICALS INC COM CL A 46571Y107 27 1,177 SH   DFND 3 0 0 1,177
IAC INTERACTIVECORP COM 44919P508 39,010 180,002 SH   DFND 3 170,747 0 9,255
IAC INTERACTIVECORP COM 44919P508 37,412 172,690 SH   DFND 4 93,110 0 79,580
IAMGOLD CORP COM 450913108 29 7,937 SH   DFND 3 7,937 0 0
IAMGOLD CORP COM 450913108 744 202,465 SH   DFND 4 202,465 0 0
IBERIABANK CORP COM 450828108 716 8,802 SH   DFND 3 527 0 8,275
IBERIABANK CORP COM 450828108 1,701 20,910 SH   DFND 4 20,910 0 0
ICF INTL INC COM 44925C103 204 2,708 SH   DFND 3 0 0 2,708
ICF INTL INC COM 44925C103 11 144 SH   DFND 4 144 0 0
ICHOR HOLDINGS SHS G4740B105 1,058 52,157 SH   DFND 3 17,527 0 34,630
ICICI BK LTD ADR 45104G104 239 28,127 SH   DFND 4 28,127 0 0
ICON PLC SHS G4705A100 522 3,397 SH   DFND 3 3,397 0 0
ICON PLC SHS G4705A100 1,909 12,414 SH   DFND 4 12,414 0 0
ICU MED INC COM 44930G107 3,339 11,809 SH   DFND 3 5,848 0 5,961
ICU MED INC COM 44930G107 1,886 6,670 SH   DFND 4 3,215 0 3,455
IDACORP INC COM 451107106 7,807 78,677 SH   DFND 3 21,497 0 57,180
IDACORP INC COM 451107106 17,739 178,771 SH   DFND 4 178,771 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 27 3,072 SH   DFND 3 0 0 3,072
IDEX CORP COM 45167R104 8,829 58,602 SH   DFND 3 25,923 0 32,679
IDEX CORP COM 45167R104 15,610 103,610 SH   DFND 4 35,372 0 68,238
IDEXX LABS INC COM 45168D104 58,691 235,085 SH   DFND 3 205,636 0 29,449
IDEXX LABS INC COM 45168D104 40,355 161,647 SH   DFND 4 73,426 0 88,221
IES HLDGS INC COM 44951W106 24 1,223 SH   DFND 3 0 0 1,223
IHS MARKIT LTD SHS G47567105 56,049 1,038,722 SH   DFND 3 915,635 0 123,087
IHS MARKIT LTD SHS G47567105 40,675 753,804 SH   DFND 4 377,582 0 376,222
II VI INC COM 902104108 5,919 125,552 SH   DFND 3 42,027 0 83,525
II VI INC COM 902104108 660 13,964 SH   DFND 4 13,964 0 0
ILLINOIS TOOL WKS INC COM 452308109 125,302 887,910 SH   DFND 3 785,886 0 102,024
ILLINOIS TOOL WKS INC COM 452308109 104,673 741,357 SH   DFND 4 407,476 0 333,881
ILLUMINA INC COM 452327109 85,116 231,886 SH   DFND 4 105,725 0 126,161
ILLUMINA INC COM 452327109 12,871 35,065 SH   DFND 1 35,065 0 0
ILLUMINA INC COM 452327109 143,455 390,823 SH   DFND 3 342,765 0 48,058
IMAX CORP COM 45245E109 209 8,088 SH   DFND 3 0 0 8,088
IMAX CORP COM 45245E109 316 12,261 SH   DFND 4 12,261 0 0
IMMERSION CORP COM 452521107 41 3,898 SH   DFND 3 0 0 3,898
IMMUNE DESIGN CORP COM 45252L103 20 5,795 SH   DFND 3 0 0 5,795
IMMUNOGEN INC COM 45253H101 204 21,505 SH   DFND 3 0 0 21,505
IMMUNOGEN INC COM 45253H101 14 1,446 SH   DFND 4 1,446 0 0
IMMUNOMEDICS INC COM 452907108 443 21,286 SH   DFND 3 0 0 21,286
IMMUNOMEDICS INC COM 452907108 571 27,421 SH   DFND 4 27,421 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 11 1,473 SH   DFND 3 0 0 1,473
IMPERIAL OIL LTD COM NEW 453038408 22,651 700,454 SH   DFND 3 663,841 0 36,613
IMPERIAL OIL LTD COM NEW 453038408 14,333 443,244 SH   DFND 4 356,995 0 86,249
IMPERVA INC COM 45321L100 23,974 516,130 SH   DFND 1 516,130 0 0
IMPERVA INC COM 45321L100 241 5,191 SH   DFND 3 0 0 5,191
IMPERVA INC COM 45321L100 389 8,368 SH   DFND 4 8,368 0 0
IMPINJ INC COM 453204109 59 2,377 SH   DFND 3 0 0 2,377
INCYTE CORP COM 45337C102 208 3,012 SH   DFND 1 3,012 0 0
INCYTE CORP COM 45337C102 32,546 471,132 SH   DFND 3 412,773 0 58,359
INCYTE CORP COM 45337C102 20,952 303,294 SH   DFND 4 136,128 0 167,166
INDEPENDENCE CONTRACT DRIL I COM 453415309 23 4,729 SH   DFND 3 0 0 4,729
INDEPENDENCE HLDG CO NEW COM NEW 453440307 22 613 SH   DFND 3 0 0 613
INDEPENDENCE RLTY TR INC COM 45378A106 1,978 188,983 SH   DFND 3 65,521 0 123,462
INDEPENDENCE RLTY TR INC COM 45378A106 2,486 236,106 SH   DFND 4 236,106 0 0
INDEPENDENT BANK CORP MASS COM 453836108 4,839 58,543 SH   DFND 3 19,687 0 38,856
INDEPENDENT BANK CORP MASS COM 453836108 442 5,355 SH   DFND 4 5,355 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 78 3,295 SH   DFND 3 0 0 3,295
INDEPENDENT BANK CORP MICH COM NEW 453838609 11 478 SH   DFND 4 478 0 0
INDEPENDENT BK GROUP INC COM 45384B106 209 3,152 SH   DFND 3 0 0 3,152
INDEPENDENT BK GROUP INC COM 45384B106 298 4,501 SH   DFND 4 4,501 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 67 2,913 SH   DFND 3 0 0 2,913
INFINERA CORPORATION COM 45667G103 162 22,224 SH   DFND 3 0 0 22,224
INFINERA CORPORATION COM 45667G103 201 27,577 SH   DFND 4 27,577 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 27 5,591 SH   DFND 3 0 0 5,591
INFOSYS LTD SPONSORED ADR 456788108 3,176 312,450 SH   DFND 4 312,450 0 0
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 27 2,599 SH   DFND 3 0 0 2,599
INFRAREIT INC COM 45685L100 757 35,788 SH   DFND 3 0 0 35,788
INFRAREIT INC COM 45685L100 3,165 149,646 SH   DFND 4 149,646 0 0
INGERSOLL-RAND PLC SHS G47791101 68,720 671,749 SH   DFND 3 589,384 0 82,365
INGERSOLL-RAND PLC SHS G47791101 73,849 721,891 SH   DFND 4 484,720 0 237,171
INGEVITY CORP COM 45688C107 9,117 89,507 SH   DFND 3 30,055 0 59,452
INGEVITY CORP COM 45688C107 878 8,614 SH   DFND 4 8,614 0 0
INGLES MKTS INC CL A 457030104 70 2,046 SH   DFND 3 0 0 2,046
INGREDION INC COM 457187102 22,584 215,166 SH   DFND 3 183,007 0 32,159
INGREDION INC COM 457187102 20,153 192,004 SH   DFND 4 129,559 0 62,445
INNERWORKINGS INC COM 45773Y105 53 6,646 SH   DFND 3 0 0 6,646
INNOPHOS HOLDINGS INC COM 45774N108 1,852 41,848 SH   DFND 3 14,079 0 27,769
INNOPHOS HOLDINGS INC COM 45774N108 197 4,434 SH   DFND 4 4,434 0 0
INNOSPEC INC COM 45768S105 3,975 51,912 SH   DFND 3 17,453 0 34,459
INNOSPEC INC COM 45768S105 383 4,984 SH   DFND 4 4,984 0 0
INNOVATE BIOPHARMACEUTICLS I COM PAR 45782F105 19 2,758 SH   DFND 3 0 0 2,758
INNOVATIVE INDL PPTYS INC COM 45781V101 46 960 SH   DFND 3 0 0 960
INNOVIVA INC COM 45781M101 2,210 144,716 SH   DFND 3 48,586 0 96,130
INNOVIVA INC COM 45781M101 216 14,176 SH   DFND 4 14,176 0 0
INOGEN INC COM 45780L104 3,269 13,390 SH   DFND 3 5,000 0 8,390
INOGEN INC COM 45780L104 953 3,905 SH   DFND 4 3,905 0 0
INOVALON HLDGS INC COM CL A 45781D101 103 10,276 SH   DFND 3 0 0 10,276
INOVALON HLDGS INC COM CL A 45781D101 6 582 SH   DFND 4 582 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 69 12,427 SH   DFND 3 0 0 12,427
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3 450 SH   DFND 4 450 0 0
INPHI CORP COM 45772F107 246 6,471 SH   DFND 3 0 0 6,471
INPHI CORP COM 45772F107 402 10,578 SH   DFND 4 10,578 0 0
INSIGHT ENTERPRISES INC COM 45765U103 4,155 76,705 SH   DFND 3 26,598 0 50,107
INSIGHT ENTERPRISES INC COM 45765U103 1,588 29,354 SH   DFND 4 29,354 0 0
INSMED INC COM PAR $.01 457669307 231 11,421 SH   DFND 3 0 0 11,421
INSMED INC COM PAR $.01 457669307 337 16,652 SH   DFND 4 16,652 0 0
INSPERITY INC COM 45778Q107 9,511 81,200 SH   DFND 3 27,270 0 53,930
INSPERITY INC COM 45778Q107 1,009 8,551 SH   DFND 4 8,551 0 0
INSPIRE MED SYS INC COM 457730109 49 1,169 SH   DFND 3 0 0 1,169
INSTALLED BLDG PRODS INC COM 45780R101 1,848 47,077 SH   DFND 3 15,810 0 31,267
INSTALLED BLDG PRODS INC COM 45780R101 163 4,167 SH   DFND 4 4,167 0 0
INSTEEL INDUSTRIES INC COM 45774W108 1,377 38,627 SH   DFND 3 12,858 0 25,769
INSTEEL INDUSTRIES INC COM 45774W108 12 344 SH   DFND 4 344 0 0
INSTRUCTURE INC COM 45781U103 165 4,667 SH   DFND 3 0 0 4,667
INSTRUCTURE INC COM 45781U103 7 200 SH   DFND 4 200 0 0
INSULET CORP COM 45784P101 189 1,783 SH   DFND 3 0 0 1,783
INSULET CORP COM 45784P101 2,735 25,814 SH   DFND 4 12,841 0 12,973
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 38 3,801 SH   DFND 3 0 0 3,801
INTEGER HLDGS CORP COM 45826H109 5,246 63,221 SH   DFND 3 21,149 0 42,072
INTEGER HLDGS CORP COM 45826H109 609 7,341 SH   DFND 4 7,341 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,014 45,762 SH   DFND 3 20,176 0 25,586
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,049 31,113 SH   DFND 4 15,061 0 16,052
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,983 105,993 SH   DFND 3 43,987 0 62,006
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,347 28,660 SH   DFND 4 28,660 0 0
INTEL CORP COM 458140100 597,413 12,632,964 SH   DFND 3 11,118,329 0 1,514,635
INTEL CORP COM 458140100 432,290 9,142,333 SH   DFND 4 5,302,659 0 3,839,674
INTELLIA THERAPEUTICS INC COM 45826J105 142 4,953 SH   DFND 3 0 0 4,953
INTELLIA THERAPEUTICS INC COM 45826J105 14 474 SH   DFND 4 474 0 0
INTELSAT S A COM L5140P101 205 6,834 SH   DFND 3 0 0 6,834
INTELSAT S A COM L5140P101 3,606 120,098 SH   DFND 4 0 0 120,098
INTER PARFUMS INC COM 458334109 2,372 36,852 SH   DFND 3 12,388 0 24,464
INTER PARFUMS INC COM 458334109 267 4,146 SH   DFND 4 4,146 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,678 48,415 SH   DFND 3 21,450 0 26,965
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,670 30,196 SH   DFND 4 16,378 0 13,818
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INTERCEPT PHARMACEUTICALS IN COM 45845P108 705 5,582 SH   DFND 4 5,582 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 116,879 1,560,673 SH   DFND 3 1,369,895 0 190,778
INTERCONTINENTAL EXCHANGE IN COM 45866F104 80,541 1,075,436 SH   DFND 4 499,597 0 575,839
INTERFACE INC COM 458665304 2,953 126,691 SH   DFND 3 42,529 0 84,162
INTERFACE INC COM 458665304 291 12,461 SH   DFND 4 12,461 0 0
INTERNAP CORP COM PAR 45885A409 37 2,937 SH   DFND 3 0 0 2,937
INTERNATIONAL BANCSHARES COR COM 459044103 1,891 42,029 SH   DFND 3 15,765 0 26,264
INTERNATIONAL BANCSHARES COR COM 459044103 538 11,954 SH   DFND 4 11,954 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 378,905 2,505,822 SH   DFND 3 2,206,175 0 299,647
INTERNATIONAL BUSINESS MACHS COM 459200101 329,954 2,182,183 SH   DFND 4 1,229,111 0 953,072
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 34,511 248,063 SH   DFND 3 216,622 0 31,441
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 37,032 266,058 SH   DFND 4 152,546 0 113,512
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 122 6,188 SH   DFND 3 3,333 0 2,855
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,326 67,141 SH   DFND 4 67,141 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 65 3,245 SH   DFND 3 0 0 3,245
INTERNATIONAL SPEEDWAY CORP CL A 460335201 822 18,760 SH   DFND 3 6,817 0 11,943
INTERNATIONAL SPEEDWAY CORP CL A 460335201 274 6,260 SH   DFND 4 6,260 0 0
INTERPUBLIC GROUP COS INC COM 460690100 24,258 1,060,701 SH   DFND 3 932,066 0 128,635
INTERPUBLIC GROUP COS INC COM 460690100 25,876 1,132,885 SH   DFND 4 651,839 0 481,046
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INTERSECT ENT INC COM 46071F103 7 255 SH   DFND 4 255 0 0
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INTERXION HOLDING N.V SHS N47279109 12,860 191,082 SH   DFND 4 14,762 0 176,320
INTL FCSTONE INC COM 46116V105 1,620 33,505 SH   DFND 3 11,314 0 22,191
INTL FCSTONE INC COM 46116V105 13 266 SH   DFND 4 266 0 0
INTL PAPER CO COM 460146103 54,555 1,109,965 SH   DFND 3 977,311 0 132,654
INTL PAPER CO COM 460146103 41,310 840,479 SH   DFND 4 457,920 0 382,559
INTRA CELLULAR THERAPIES INC COM 46116X101 145 6,670 SH   DFND 3 0 0 6,670
INTRA CELLULAR THERAPIES INC COM 46116X101 174 8,000 SH   DFND 4 8,000 0 0
INTREPID POTASH INC COM 46121Y102 53 14,685 SH   DFND 3 0 0 14,685
INTREXON CORP COM 46122T102 190 11,058 SH   DFND 3 0 0 11,058
INTREXON CORP COM 46122T102 269 15,601 SH   DFND 4 15,601 0 0
INTRICON CORP COM 46121H109 61 1,083 SH   DFND 3 0 0 1,083
INTUIT COM 461202103 151,385 665,720 SH   DFND 3 581,784 0 83,936
INTUIT COM 461202103 121,293 533,630 SH   DFND 4 298,337 0 235,293
INTUITIVE SURGICAL INC COM NEW 46120E602 22,781 39,688 SH   DFND 1 39,688 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 174,181 303,451 SH   DFND 3 265,727 0 37,724
INTUITIVE SURGICAL INC COM NEW 46120E602 118,948 207,246 SH   DFND 4 105,380 0 101,866
INVACARE CORP COM 461203101 1,027 70,725 SH   DFND 3 23,921 0 46,804
INVESCO LTD SHS G491BT108 25,393 1,109,854 SH   DFND 3 975,009 0 134,845
INVESCO LTD SHS G491BT108 20,143 880,355 SH   DFND 4 439,786 0 440,569
INVESCO MORTGAGE CAPITAL INC COM 46131B100 3,807 241,085 SH   DFND 3 83,445 0 157,640
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,276 80,672 SH   DFND 4 80,672 0 0
INVESTAR HLDG CORP COM 46134L105 32 1,180 SH   DFND 3 0 0 1,180
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,509 70,127 SH   DFND 3 23,491 0 46,636
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 181 8,337 SH   DFND 4 8,337 0 0
INVESTORS BANCORP INC NEW COM 46146L101 756 61,595 SH   DFND 3 24,684 0 36,911
INVESTORS BANCORP INC NEW COM 46146L101 1,286 104,800 SH   DFND 4 104,800 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 128 21,357 SH   DFND 3 4,000 0 17,357
INVESTORS REAL ESTATE TR SH BEN INT 461730103 2,026 338,849 SH   DFND 4 338,849 0 0
INVESTORS TITLE CO COM 461804106 35 207 SH   DFND 3 0 0 207
INVITAE CORP COM 46185L103 168 10,015 SH   DFND 3 0 0 10,015
INVITAE CORP COM 46185L103 15 884 SH   DFND 4 884 0 0
INVITATION HOMES INC COM 46187W107 16,066 701,263 SH   DFND 3 671,069 0 30,194
INVITATION HOMES INC COM 46187W107 27,717 1,209,842 SH   DFND 4 892,619 0 317,223
ION GEOPHYSICAL CORP COM NEW 462044207 25 1,586 SH   DFND 3 0 0 1,586
IONIS PHARMACEUTICALS INC COM 462222100 243 4,716 SH   DFND 1 4,716 0 0
IONIS PHARMACEUTICALS INC COM 462222100 200 3,884 SH   DFND 3 0 0 3,884
IONIS PHARMACEUTICALS INC COM 462222100 2,750 53,323 SH   DFND 4 26,997 0 26,326
IOVANCE BIOTHERAPEUTICS INC COM 462260100 138 12,252 SH   DFND 3 0 0 12,252
IOVANCE BIOTHERAPEUTICS INC COM 462260100 9 817 SH   DFND 4 817 0 0
IPG PHOTONICS CORP COM 44980X109 21,160 135,582 SH   DFND 1 135,582 0 0
IPG PHOTONICS CORP COM 44980X109 15,159 97,128 SH   DFND 3 85,240 0 11,888
IPG PHOTONICS CORP COM 44980X109 9,738 62,397 SH   DFND 4 28,538 0 33,859
IQIYI INC SPONSORED ADS 46267X108 213 7,854 SH   DFND 2 7,854 0 0
IQIYI INC SPONSORED ADS 46267X108 8,455 312,340 SH   DFND 4 304,626 0 7,714
IQVIA HLDGS INC COM 46266C105 57,054 439,760 SH   DFND 3 384,911 0 54,849
IQVIA HLDGS INC COM 46266C105 38,657 297,958 SH   DFND 4 151,263 0 146,695
IRADIMED CORP COM 46266A109 20 529 SH   DFND 3 0 0 529
IRHYTHM TECHNOLOGIES INC COM 450056106 344 3,630 SH   DFND 3 0 0 3,630
IRHYTHM TECHNOLOGIES INC COM 450056106 513 5,417 SH   DFND 4 5,417 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,562 205,053 SH   DFND 3 68,871 0 136,182
IRIDIUM COMMUNICATIONS INC COM 46269C102 412 18,328 SH   DFND 4 18,328 0 0
IROBOT CORP COM 462726100 22,698 206,500 SH   DFND 1 206,500 0 0
IROBOT CORP COM 462726100 6,373 58,187 SH   DFND 3 19,588 0 38,599
IROBOT CORP COM 462726100 683 6,215 SH   DFND 4 6,215 0 0
IRON MTN INC NEW COM 46284V101 26,735 774,485 SH   DFND 3 681,908 0 92,577
IRON MTN INC NEW COM 46284V101 17,922 519,167 SH   DFND 4 277,622 0 241,545
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 381 20,664 SH   DFND 3 0 0 20,664
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 540 29,263 SH   DFND 4 29,263 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 93 5,496 SH   DFND 4 5,496 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 16,976 450,235 SH   DFND 4 450,235 0 0
ISHARES INC MSCI AUST ETF 464286103 29 1,300 SH   DFND 3 0 0 1,300
ISHARES INC MSCI CDA ETF 464286509 475 16,510 SH   DFND 3 10,980 0 5,530
ISHARES TR CORE S&P SCP ETF 464287804 9,946 114,200 SH   DFND 3 46,600 0 67,600
ISHARES TR MSCI EAFE ETF 464287465 391 5,756 SH   DFND 3 0 0 5,756
ISHARES TR CORE S&P MCP ETF 464287507 669 3,325 SH   DFND 3 1,575 0 1,750
ISHARES TR EAFE SML CP ETF 464288273 111 1,780 SH   DFND 3 0 0 1,780
ISHARES TR MSCI INDIA ETF 46429B598 22,611 695,852 SH   DFND 4 695,852 0 0
ISHARES TR MSCI QATAR ETF 46434V779 1,326 73,550 SH   DFND 4 0 0 73,550
ISHARES TR CORE S&P500 ETF 464287200 8,507 29,058 SH   DFND 3 3,405 0 25,653
ISHARES TR MSCI EMG MKT ETF 464287234 1,609 37,500 SH   DFND 3 0 0 37,500
ISHARES TR IBOXX INV CP ETF 464287242 4,252 36,995 SH   DFND 3 0 0 36,995
ISRAMCO INC COM NEW 465141406 14 116 SH   DFND 3 0 0 116
ISTAR INC COM 45031U101 1,612 144,555 SH   DFND 3 48,853 0 95,702
ISTAR INC COM 45031U101 213 19,071 SH   DFND 4 19,071 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 720 65,509 SH   DFND 4 65,509 0 0
ITERIS INC COM 46564T107 17 3,076 SH   DFND 3 0 0 3,076
ITRON INC COM 465741106 4,573 71,165 SH   DFND 3 23,884 0 47,281
ITRON INC COM 465741106 438 6,829 SH   DFND 4 6,829 0 0
ITT INC COM 45073V108 3,948 64,441 SH   DFND 3 32,998 0 31,443
ITT INC COM 45073V108 3,239 52,871 SH   DFND 4 33,124 0 19,747
ITURAN LOCATION AND CONTROL SHS M6158M104 17 485 SH   DFND 3 0 0 485
ITURAN LOCATION AND CONTROL SHS M6158M104 3 100 SH   DFND 4 100 0 0
J & J SNACK FOODS CORP COM 466032109 4,787 31,854 SH   DFND 3 10,695 0 21,159
J & J SNACK FOODS CORP COM 466032109 511 3,385 SH   DFND 4 3,385 0 0
J ALEXANDERS HLDGS INC COM 46609J106 26 2,151 SH   DFND 3 0 0 2,151
J JILL INC COM 46620W102 18 2,851 SH   DFND 3 0 0 2,851
J2 GLOBAL INC COM 48123V102 3,177 38,347 SH   DFND 3 15,975 0 22,372
J2 GLOBAL INC COM 48123V102 781 9,423 SH   DFND 4 9,423 0 0
JABIL INC COM 466313103 13,294 490,930 SH   DFND 3 435,579 0 55,351
JABIL INC COM 466313103 9,963 367,927 SH   DFND 4 302,976 0 64,951
JACK IN THE BOX INC COM 466367109 1,747 20,835 SH   DFND 3 7,796 0 13,039
JACK IN THE BOX INC COM 466367109 555 6,623 SH   DFND 4 6,623 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 26,865 351,171 SH   DFND 3 311,241 0 39,930
JACOBS ENGR GROUP INC DEL COM 469814107 24,666 322,437 SH   DFND 4 197,366 0 125,071
JAGGED PEAK ENERGY INC COM 47009K107 133 9,598 SH   DFND 3 0 0 9,598
JAGGED PEAK ENERGY INC COM 47009K107 166 12,039 SH   DFND 4 12,039 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 44 2,885 SH   DFND 4 2,885 0 0
JAMES RIV GROUP LTD COM G5005R107 2,683 63,155 SH   DFND 3 21,501 0 41,654
JAMES RIV GROUP LTD COM G5005R107 8 190 SH   DFND 4 190 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 14,549 539,637 SH   DFND 3 484,281 0 55,356
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,904 144,813 SH   DFND 4 144,813 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 210 1,249 SH   DFND 1 1,249 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 22,827 135,767 SH   DFND 3 129,940 0 5,827
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 17,609 104,735 SH   DFND 4 53,553 0 51,182
JBG SMITH PPTYS COM 46590V100 2,881 78,227 SH   DFND 3 39,335 0 38,892
JBG SMITH PPTYS COM 46590V100 14,427 391,718 SH   DFND 4 323,037 0 68,681
JD COM INC SPON ADR CL A 47215P106 1,371 52,549 SH   DFND 2 52,549 0 0
JD COM INC SPON ADR CL A 47215P106 70 2,695 SH   DFND 1 2,695 0 0
JD COM INC SPON ADR CL A 47215P106 1,797 68,886 SH   DFND 3 0 0 68,886
JD COM INC SPON ADR CL A 47215P106 94,509 3,622,404 SH   DFND 4 2,162,749 0 1,459,655
JEFFERIES FINL GROUP INC COM 47233W109 17,586 800,811 SH   DFND 3 704,689 0 96,122
JEFFERIES FINL GROUP INC COM 47233W109 16,976 773,031 SH   DFND 4 503,562 0 269,469
JELD-WEN HLDG INC COM 47580P103 258 10,481 SH   DFND 3 0 0 10,481
JELD-WEN HLDG INC COM 47580P103 341 13,838 SH   DFND 4 13,838 0 0
JERNIGAN CAP INC COM 476405105 52 2,685 SH   DFND 3 0 0 2,685
JETBLUE AIRWAYS CORP COM 477143101 3,951 204,103 SH   DFND 3 91,732 0 112,371
JETBLUE AIRWAYS CORP COM 477143101 2,205 113,890 SH   DFND 4 43,454 0 70,436
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 27 2,500 SH   DFND 4 2,500 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 12,028 100,824 SH   DFND 1 100,824 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 8,023 67,197 SH   DFND 3 22,594 0 44,603
JOHN BEAN TECHNOLOGIES CORP COM 477839104 753 6,315 SH   DFND 4 6,315 0 0
JOHNSON & JOHNSON COM 478160104 1,015,018 7,346,154 SH   DFND 3 6,467,912 0 878,242
JOHNSON & JOHNSON COM 478160104 756,938 5,478,325 SH   DFND 4 3,238,322 0 2,240,003
JOHNSON CTLS INTL PLC SHS G51502105 972 27,772 SH   DFND 1 27,772 0 0
JOHNSON CTLS INTL PLC SHS G51502105 89,054 2,544,399 SH   DFND 3 2,238,860 0 305,539
JOHNSON CTLS INTL PLC SHS G51502105 59,577 1,701,560 SH   DFND 4 814,791 0 886,769
JOHNSON OUTDOORS INC CL A 479167108 64 693 SH   DFND 3 0 0 693
JONES LANG LASALLE INC COM 48020Q107 5,074 35,161 SH   DFND 3 15,659 0 19,502
JONES LANG LASALLE INC COM 48020Q107 9,049 62,703 SH   DFND 4 25,106 0 37,597
JOUNCE THERAPEUTICS INC COM 481116101 13 1,941 SH   DFND 3 0 0 1,941
JPMORGAN CHASE & CO COM 46625H100 1,020,473 9,043,543 SH   DFND 3 7,936,731 0 1,106,812
JPMORGAN CHASE & CO COM 46625H100 651,525 5,773,745 SH   DFND 4 2,969,319 0 2,804,426
JUNIPER NETWORKS INC COM 48203R104 27,265 909,758 SH   DFND 1 909,758 0 0
JUNIPER NETWORKS INC COM 48203R104 28,477 950,169 SH   DFND 3 829,889 0 120,280
JUNIPER NETWORKS INC COM 48203R104 28,176 940,531 SH   DFND 4 587,785 0 352,746
JUST ENERGY GROUP INC COM 48213W101 9 2,778 SH   DFND 3 2,778 0 0
JUST ENERGY GROUP INC COM 48213W101 185 59,742 SH   DFND 4 59,742 0 0
K12 INC COM 48273U102 97 5,471 SH   DFND 3 0 0 5,471
K12 INC COM 48273U102 5 298 SH   DFND 4 298 0 0
K2M GROUP HLDGS INC COM 48273J107 171 6,241 SH   DFND 3 0 0 6,241
K2M GROUP HLDGS INC COM 48273J107 9 335 SH   DFND 4 335 0 0
KADANT INC COM 48282T104 179 1,658 SH   DFND 3 0 0 1,658
KADANT INC COM 48282T104 16 147 SH   DFND 4 147 0 0
KADMON HLDGS INC COM 48283N106 50 14,956 SH   DFND 3 0 0 14,956
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,850 35,343 SH   DFND 3 11,879 0 23,464
KAISER ALUMINUM CORP COM PAR $0.01 483007704 407 3,732 SH   DFND 4 3,732 0 0
KALA PHARMACEUTICALS INC COM 483119103 19 1,956 SH   DFND 3 0 0 1,956
KAMAN CORP COM 483548103 3,953 59,383 SH   DFND 3 19,963 0 39,420
KAMAN CORP COM 483548103 399 5,979 SH   DFND 4 5,979 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 32,681 288,497 SH   DFND 3 251,574 0 36,923
KANSAS CITY SOUTHERN COM NEW 485170302 33,259 293,604 SH   DFND 4 195,867 0 97,737
KAPSTONE PAPER & PACKAGING C COM 48562P103 6,457 190,001 SH   DFND 3 64,370 0 125,631
KAPSTONE PAPER & PACKAGING C COM 48562P103 592 17,449 SH   DFND 4 17,449 0 0
KAR AUCTION SVCS INC COM 48238T109 646 10,829 SH   DFND 3 6,782 0 4,047
KAR AUCTION SVCS INC COM 48238T109 5,302 88,831 SH   DFND 4 58,715 0 30,116
KARYOPHARM THERAPEUTICS INC COM 48576U106 123 7,230 SH   DFND 3 0 0 7,230
KARYOPHARM THERAPEUTICS INC COM 48576U106 8 475 SH   DFND 4 475 0 0
KB HOME COM 48666K109 1,591 66,557 SH   DFND 3 25,636 0 40,921
KB HOME COM 48666K109 697 29,170 SH   DFND 4 29,170 0 0
KBR INC COM 48242W106 2,342 110,819 SH   DFND 3 43,491 0 67,328
KBR INC COM 48242W106 2,005 94,892 SH   DFND 4 94,892 0 0
KCAP FINL INC COM 48668E101 498 150,094 SH   DFND 4 150,094 0 0
KEANE GROUP INC COM 48669A108 103 8,348 SH   DFND 3 0 0 8,348
KEANE GROUP INC COM 48669A108 5 435 SH   DFND 4 435 0 0
KEARNY FINL CORP MD COM 48716P108 288 20,783 SH   DFND 4 20,783 0 0
KEARNY FINL CORP MD COM 48716P108 202 14,584 SH   DFND 3 0 0 14,584
KELLOGG CO COM 487836108 48,873 697,988 SH   DFND 3 613,164 0 84,824
KELLOGG CO COM 487836108 54,382 776,429 SH   DFND 4 459,483 0 316,946
KELLY SVCS INC CL A 488152208 1,611 67,140 SH   DFND 3 23,343 0 43,797
KELLY SVCS INC CL A 488152208 359 14,944 SH   DFND 4 14,944 0 0
KEMET CORP COM NEW 488360207 2,263 121,928 SH   DFND 3 41,008 0 80,920
KEMET CORP COM NEW 488360207 14 741 SH   DFND 4 741 0 0
KEMPER CORP DEL COM 488401100 3,695 45,924 SH   DFND 3 18,054 0 27,870
KEMPER CORP DEL COM 488401100 1,961 24,377 SH   DFND 4 24,377 0 0
KENNAMETAL INC COM 489170100 3,091 70,956 SH   DFND 3 32,009 0 38,947
KENNAMETAL INC COM 489170100 1,400 32,129 SH   DFND 4 32,129 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 10,694 497,010 SH   DFND 4 497,010 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 492 22,872 SH   DFND 3 4,191 0 18,681
KERYX BIOPHARMACEUTICALS INC COM 492515101 48 14,090 SH   DFND 3 0 0 14,090
KEURIG DR PEPPER INC COM 49271V100 9,477 409,010 SH   DFND 3 403,515 0 5,495
KEURIG DR PEPPER INC COM 49271V100 2,618 112,991 SH   DFND 4 82,991 0 30,000
KEY ENERGY SVCS INC DEL COM 49309J103 16 1,394 SH   DFND 3 0 0 1,394
KEYCORP NEW COM 493267108 55,846 2,807,754 SH   DFND 3 2,464,556 0 343,198
KEYCORP NEW COM 493267108 36,868 1,853,613 SH   DFND 4 892,249 0 961,364
KEYSIGHT TECHNOLOGIES INC COM 49338L103 36,953 557,532 SH   DFND 3 477,615 0 79,917
KEYSIGHT TECHNOLOGIES INC COM 49338L103 20,201 304,789 SH   DFND 4 136,533 0 168,256
KEYW HLDG CORP COM 493723100 24,944 2,880,373 SH   DFND 1 2,880,373 0 0
KEYW HLDG CORP COM 493723100 60 6,976 SH   DFND 3 0 0 6,976
KEZAR LIFE SCIENCES INC COM 49372L100 17 780 SH   DFND 3 0 0 780
KFORCE INC COM 493732101 125 3,337 SH   DFND 3 0 0 3,337
KFORCE INC COM 493732101 10 258 SH   DFND 4 258 0 0
KILROY RLTY CORP COM 49427F108 5,246 73,174 SH   DFND 3 37,022 0 36,152
KILROY RLTY CORP COM 49427F108 23,919 333,650 SH   DFND 4 311,080 0 22,570
KIMBALL ELECTRONICS INC COM 49428J109 80 4,094 SH   DFND 3 0 0 4,094
KIMBALL INTL INC CL B 494274103 87 5,213 SH   DFND 3 0 0 5,213
KIMBALL INTL INC CL B 494274103 6 366 SH   DFND 4 366 0 0
KIMBERLY CLARK CORP COM 494368103 108,477 954,569 SH   DFND 3 840,201 0 114,368
KIMBERLY CLARK CORP COM 494368103 106,420 937,007 SH   DFND 4 507,103 0 429,904
KIMCO RLTY CORP COM 49446R109 19,451 1,161,967 SH   DFND 3 1,024,715 0 137,252
KIMCO RLTY CORP COM 49446R109 34,386 2,054,144 SH   DFND 4 1,634,561 0 419,583
KINDER MORGAN INC DEL COM 49456B101 91,459 5,158,420 SH   DFND 3 4,526,990 0 631,430
KINDER MORGAN INC DEL COM 49456B101 105,661 5,961,343 SH   DFND 4 3,829,887 0 2,131,456
KINDRED BIOSCIENCES INC COM 494577109 65 4,659 SH   DFND 3 0 0 4,659
KINGSTONE COS INC COM 496719105 23 1,214 SH   DFND 3 0 0 1,214
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 25 980 SH   DFND 3 0 0 980
KINROSS GOLD CORP COM NO PAR 496902404 2,736 1,004,868 SH   DFND 3 834,846 0 170,022
KINROSS GOLD CORP COM NO PAR 496902404 4,945 1,815,927 SH   DFND 4 1,243,297 0 572,630
KINSALE CAP GROUP INC COM 49714P108 187 2,922 SH   DFND 3 0 0 2,922
KINSALE CAP GROUP INC COM 49714P108 18 278 SH   DFND 4 278 0 0
KIRBY CORP COM 497266106 3,286 39,950 SH   DFND 3 20,373 0 19,577
KIRBY CORP COM 497266106 3,676 44,697 SH   DFND 4 30,661 0 14,036
KIRKLAND LAKE GOLD LTD COM 49741E100 760 40,122 SH   DFND 4 40,122 0 0
KIRKLANDS INC COM 497498105 333 32,739 SH   DFND 3 11,196 0 21,543
KITE RLTY GROUP TR COM NEW 49803T300 3,018 182,495 SH   DFND 3 64,505 0 117,990
KITE RLTY GROUP TR COM NEW 49803T300 4,526 271,833 SH   DFND 4 271,833 0 0
KKR & CO INC CL A 48251W104 56,890 2,086,569 SH   DFND 4 1,949,763 0 136,806
KKR REAL ESTATE FIN TR INC COM 48251K100 51 2,507 SH   DFND 3 0 0 2,507
KLA-TENCOR CORP COM 482480100 43,003 422,796 SH   DFND 3 370,722 0 52,074
KLA-TENCOR CORP COM 482480100 38,364 377,193 SH   DFND 4 207,678 0 169,515
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 1,392 43,473 SH   DFND 3 14,853 0 28,620
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 281 8,774 SH   DFND 4 8,774 0 0
KLX INC COM 482539103 2,476 39,434 SH   DFND 3 15,002 0 24,432
KLX INC COM 482539103 1,377 21,937 SH   DFND 4 21,937 0 0
KMG CHEMICALS INC COM 482564101 166 2,192 SH   DFND 3 0 0 2,192
KMG CHEMICALS INC COM 482564101 9 125 SH   DFND 4 125 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 3,353 97,237 SH   DFND 3 42,205 0 55,032
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 5,013 145,400 SH   DFND 4 42,835 0 102,565
KNOLL INC COM NEW 498904200 165 7,048 SH   DFND 3 0 0 7,048
KNOLL INC COM NEW 498904200 267 11,384 SH   DFND 4 11,384 0 0
KNOWLES CORP COM 49926D109 3,159 191,164 SH   DFND 3 64,226 0 126,938
KNOWLES CORP COM 49926D109 367 22,087 SH   DFND 4 22,087 0 0
KOHLS CORP COM 500255104 35,215 472,367 SH   DFND 3 417,681 0 54,686
KOHLS CORP COM 500255104 32,359 434,053 SH   DFND 4 259,983 0 174,070
KOPIN CORP COM 500600101 317 131,587 SH   DFND 3 43,320 0 88,267
KOPPERS HOLDINGS INC COM 50060P106 1,398 44,971 SH   DFND 3 15,212 0 29,759
KOPPERS HOLDINGS INC COM 50060P106 138 4,416 SH   DFND 4 4,416 0 0
KORN FERRY INTL COM NEW 500643200 5,964 121,435 SH   DFND 3 40,744 0 80,691
KORN FERRY INTL COM NEW 500643200 560 11,382 SH   DFND 4 11,382 0 0
KORNIT DIGITAL LTD SHS M6372Q113 17 786 SH   DFND 3 0 0 786
KORNIT DIGITAL LTD SHS M6372Q113 12 559 SH   DFND 4 559 0 0
KOSMOS ENERGY LTD SHS G5315B107 65 6,959 SH   DFND 3 0 0 6,959
KOSMOS ENERGY LTD SHS G5315B107 1,237 132,257 SH   DFND 4 56,242 0 76,015
KRAFT HEINZ CO COM 500754106 91,534 1,660,936 SH   DFND 3 1,456,455 0 204,481
KRAFT HEINZ CO COM 500754106 77,370 1,404,506 SH   DFND 4 721,020 0 683,486
KRATON CORPORATION COM 50077C106 3,195 67,681 SH   DFND 3 22,774 0 44,907
KRATON CORPORATION COM 50077C106 336 7,126 SH   DFND 4 7,126 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 11 716 SH   DFND 4 716 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 194 13,154 SH   DFND 3 0 0 13,154
KROGER CO COM 501044101 63,626 2,185,709 SH   DFND 3 1,917,883 0 267,826
KROGER CO COM 501044101 75,496 2,593,540 SH   DFND 4 1,755,567 0 837,973
KRONOS WORLDWIDE INC COM 50105F105 53 3,252 SH   DFND 3 0 0 3,252
KT CORP SPONSORED ADR 48268K101 9,543 643,884 SH   DFND 4 643,884 0 0
KULICKE & SOFFA INDS INC COM 501242101 3,196 133,670 SH   DFND 3 48,286 0 85,384
KULICKE & SOFFA INDS INC COM 501242101 360 15,087 SH   DFND 4 15,087 0 0
KURA ONCOLOGY INC COM 50127T109 74 4,252 SH   DFND 3 0 0 4,252
KVH INDS INC COM 482738101 33 2,500 SH   DFND 3 0 0 2,500
L BRANDS INC COM 501797104 18,943 625,166 SH   DFND 3 549,264 0 75,902
L BRANDS INC COM 501797104 17,875 589,928 SH   DFND 4 373,523 0 216,405
L3 TECHNOLOGIES INC COM 502413107 45,339 213,241 SH   DFND 3 186,501 0 26,740
L3 TECHNOLOGIES INC COM 502413107 39,068 183,617 SH   DFND 4 94,984 0 88,633
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 64 3,196 SH   DFND 3 0 0 3,196
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 8 381 SH   DFND 4 381 0 0
LA Z BOY INC COM 505336107 3,139 99,403 SH   DFND 3 33,364 0 66,039
LA Z BOY INC COM 505336107 318 10,069 SH   DFND 4 10,069 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 48,985 282,041 SH   DFND 3 246,158 0 35,883
LABORATORY CORP AMER HLDGS COM NEW 50540R409 54,290 312,877 SH   DFND 4 202,969 0 109,908
LACKSTONE GROUP L P P COM UNIT LTD 09253U108 67,176 1,764,074 SH   DFND 4 1,764,074 0 0
LADDER CAP CORP CL A 505743104 219 12,938 SH   DFND 3 0 0 12,938
LADDER CAP CORP CL A 505743104 51 3,026 SH   DFND 4 3,026 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 42 15,572 SH   DFND 3 0 0 15,572
LAKELAND BANCORP INC COM 511637100 125 6,908 SH   DFND 3 0 0 6,908
LAKELAND BANCORP INC COM 511637100 6 341 SH   DFND 4 341 0 0
LAKELAND FINL CORP COM 511656100 171 3,671 SH   DFND 3 0 0 3,671
LAKELAND FINL CORP COM 511656100 7 156 SH   DFND 4 156 0 0
LAM RESEARCH CORP COM 512807108 64,613 425,928 SH   DFND 3 373,141 0 52,787
LAM RESEARCH CORP COM 512807108 44,202 291,376 SH   DFND 4 149,598 0 141,778
LAMAR ADVERTISING CO NEW CL A 512816109 4,309 55,389 SH   DFND 3 24,953 0 30,436
LAMAR ADVERTISING CO NEW CL A 512816109 3,907 50,224 SH   DFND 4 32,290 0 17,934
LAMB WESTON HLDGS INC COM 513272104 28,570 428,985 SH   DFND 3 376,404 0 52,581
LAMB WESTON HLDGS INC COM 513272104 17,001 255,273 SH   DFND 4 165,093 0 90,180
LANCASTER COLONY CORP COM 513847103 2,209 14,807 SH   DFND 3 5,581 0 9,226
LANCASTER COLONY CORP COM 513847103 610 4,088 SH   DFND 4 4,088 0 0
LANDEC CORP COM 514766104 56 3,882 SH   DFND 3 0 0 3,882
LANDS END INC NEW COM 51509F105 26 1,502 SH   DFND 3 0 0 1,502
LANDS END INC NEW COM 51509F105 86 4,905 SH   DFND 4 4,905 0 0
LANDSTAR SYS INC COM 515098101 3,680 30,168 SH   DFND 3 15,315 0 14,853
LANDSTAR SYS INC COM 515098101 3,175 26,026 SH   DFND 4 16,805 0 9,221
LANNET INC COM 516012101 341 71,423 SH   DFND 3 24,224 0 47,199
LANNET INC COM 516012101 33 6,952 SH   DFND 4 6,952 0 0
LANTHEUS HLDGS INC COM 516544103 1,205 81,382 SH   DFND 3 27,367 0 54,015
LANTHEUS HLDGS INC COM 516544103 4 300 SH   DFND 4 300 0 0
LAREDO PETROLEUM INC COM 516806106 2,675 325,784 SH   DFND 3 109,231 0 216,553
LAREDO PETROLEUM INC COM 516806106 321 39,270 SH   DFND 4 39,270 0 0
LAS VEGAS SANDS CORP COM 517834107 51,255 863,890 SH   DFND 3 824,542 0 39,348
LAS VEGAS SANDS CORP COM 517834107 42,030 707,993 SH   DFND 4 432,826 0 275,167
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3,421 98,901 SH   DFND 3 45,943 0 52,958
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 29,954 865,975 SH   DFND 4 364,019 0 501,956
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 130 13,809 SH   DFND 4 13,809 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 142 17,751 SH   DFND 3 0 0 17,751
LATTICE SEMICONDUCTOR CORP COM 518415104 277 34,623 SH   DFND 4 34,623 0 0
LAUDER ESTEE COS INC CL A 518439104 87,462 601,861 SH   DFND 3 526,577 0 75,284
LAUDER ESTEE COS INC CL A 518439104 77,015 530,131 SH   DFND 4 290,363 0 239,768
LAUREATE EDUCATION INC CL A 518613203 194 12,585 SH   DFND 3 0 0 12,585
LAUREATE EDUCATION INC CL A 518613203 13 838 SH   DFND 4 838 0 0
LAWSON PRODS INC COM 520776105 30 899 SH   DFND 3 0 0 899
LAZARD LTD SHS A G54050102 179 3,725 SH   DFND 3 0 0 3,725
LAZARD LTD SHS A G54050102 2,466 51,239 SH   DFND 4 23,381 0 27,858
LCI INDS COM 50189K103 4,481 53,537 SH   DFND 3 18,028 0 35,509
LCI INDS COM 50189K103 452 5,453 SH   DFND 4 5,453 0 0
LCNB CORP COM 50181P100 28 1,493 SH   DFND 3 0 0 1,493
LEAF GROUP LTD COM 52177G102 25 2,536 SH   DFND 3 0 0 2,536
LEAR CORP COM NEW 521865204 22,728 156,743 SH   DFND 3 148,816 0 7,927
LEAR CORP COM NEW 521865204 31,005 213,831 SH   DFND 4 146,630 0 67,201
LEGACY TEX FINL GROUP INC COM 52471Y106 4,093 96,077 SH   DFND 3 32,144 0 63,933
LEGACY TEX FINL GROUP INC COM 52471Y106 455 10,688 SH   DFND 4 10,688 0 0
LEGG MASON INC COM 524901105 2,004 64,169 SH   DFND 3 33,541 0 30,628
LEGG MASON INC COM 524901105 2,233 71,488 SH   DFND 4 53,274 0 18,214
LEGGETT & PLATT INC COM 524660107 15,353 350,606 SH   DFND 3 307,660 0 42,946
LEGGETT & PLATT INC COM 524660107 16,716 381,741 SH   DFND 4 233,266 0 148,475
LEIDOS HLDGS INC COM 525327102 11,842 171,225 SH   DFND 1 171,225 0 0
LEIDOS HLDGS INC COM 525327102 7,983 115,425 SH   DFND 3 51,893 0 63,532
LEIDOS HLDGS INC COM 525327102 13,491 195,069 SH   DFND 4 81,497 0 113,572
LEMAITRE VASCULAR INC COM 525558201 1,295 33,785 SH   DFND 3 11,391 0 22,394
LENDINGCLUB CORP COM 52603A109 183 47,167 SH   DFND 3 0 0 47,167
LENDINGCLUB CORP COM 52603A109 340 87,740 SH   DFND 4 87,740 0 0
LENDINGTREE INC NEW COM 52603B107 1,326 5,761 SH   DFND 3 2,123 0 3,638
LENDINGTREE INC NEW COM 52603B107 345 1,499 SH   DFND 4 1,499 0 0
LENNAR CORP CL B 526057302 14 368 SH   DFND 3 0 0 368
LENNAR CORP CL B 526057302 45 1,157 SH   DFND 4 0 0 1,157
LENNAR CORP CL A 526057104 36,610 784,107 SH   DFND 3 684,315 0 99,792
LENNAR CORP CL A 526057104 23,948 512,658 SH   DFND 4 219,696 0 292,962
LENNOX INTL INC COM 526107107 6,237 28,557 SH   DFND 3 12,969 0 15,588
LENNOX INTL INC COM 526107107 10,269 47,019 SH   DFND 4 15,522 0 31,497
LEVEL ONE BANCORP INC COM 52730D208 9 326 SH   DFND 3 0 0 326
LEXICON PHARMACEUTICALS INC COM NEW 528872302 67 6,286 SH   DFND 3 0 0 6,286
LEXICON PHARMACEUTICALS INC COM NEW 528872302 90 8,394 SH   DFND 4 8,394 0 0
LEXINGTON REALTY TRUST COM 529043101 3,846 466,579 SH   DFND 3 165,087 0 301,492
LEXINGTON REALTY TRUST COM 529043101 5,875 707,826 SH   DFND 4 707,826 0 0
LGI HOMES INC COM 50187T106 1,887 39,498 SH   DFND 3 13,260 0 26,238
LGI HOMES INC COM 50187T106 218 4,602 SH   DFND 4 4,602 0 0
LHC GROUP INC COM 50187A107 6,369 62,076 SH   DFND 3 20,824 0 41,252
LHC GROUP INC COM 50187A107 701 6,806 SH   DFND 4 6,806 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 4,832 57,303 SH   DFND 3 56,497 0 806
LIBERTY BROADBAND CORP COM SER A 530307107 3,405 40,373 SH   DFND 4 31,868 0 8,505
LIBERTY BROADBAND CORP COM SER C 530307305 20,146 238,981 SH   DFND 3 228,900 0 10,081
LIBERTY BROADBAND CORP COM SER C 530307305 17,684 209,775 SH   DFND 4 120,235 0 89,540
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 426 9,050 SH   DFND 3 917 0 8,133
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 570 12,118 SH   DFND 4 12,118 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 13,699 473,516 SH   DFND 3 460,493 0 13,023
LIBERTY GLOBAL PLC SHS CL A G5480U104 12,269 424,105 SH   DFND 4 243,133 0 180,972
LIBERTY GLOBAL PLC SHS CL C G5480U120 35,392 1,256,801 SH   DFND 3 1,220,646 0 36,155
LIBERTY GLOBAL PLC SHS CL C G5480U120 25,930 920,825 SH   DFND 4 582,583 0 338,242
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 632 30,632 SH   DFND 3 13,673 0 16,959
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 516 25,006 SH   DFND 4 25,006 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 167 8,018 SH   DFND 3 1,578 0 6,440
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 200 9,598 SH   DFND 4 9,598 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 8,483 195,270 SH   DFND 3 186,816 0 8,454
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 8,349 192,193 SH   DFND 4 113,555 0 78,638
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 856 23,014 SH   DFND 3 3,426 0 19,588
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 8,464 227,591 SH   DFND 4 64,471 0 163,120
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 39 1,435 SH   DFND 3 0 0 1,435
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 179 6,558 SH   DFND 4 6,558 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 17,784 409,303 SH   DFND 3 392,120 0 17,183
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 16,243 373,823 SH   DFND 4 207,093 0 166,730
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 147 5,403 SH   DFND 3 0 0 5,403
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 156 5,727 SH   DFND 4 5,727 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 26 734 SH   DFND 3 0 0 734
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 407 11,451 SH   DFND 4 5,949 0 5,502
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 143 6,647 SH   DFND 3 0 0 6,647
LIBERTY PPTY TR SH BEN INT 531172104 18,964 448,849 SH   DFND 3 385,778 0 63,071
LIBERTY PPTY TR SH BEN INT 531172104 30,608 724,449 SH   DFND 4 600,322 0 124,127
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 164 11,013 SH   DFND 3 0 0 11,013
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 182 12,245 SH   DFND 4 12,245 0 0
LIFE STORAGE INC COM 53223X107 3,307 34,748 SH   DFND 3 17,981 0 16,767
LIFE STORAGE INC COM 53223X107 15,011 157,750 SH   DFND 4 147,760 0 9,990
LIFEPOINT HEALTH INC COM 53219L109 1,974 30,653 SH   DFND 3 12,647 0 18,006
LIFEPOINT HEALTH INC COM 53219L109 2,085 32,375 SH   DFND 4 32,375 0 0
LIFETIME BRANDS INC COM 53222Q103 19 1,703 SH   DFND 3 0 0 1,703
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 225 819 SH   DFND 1 819 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 12,310 44,870 SH   DFND 3 15,085 0 29,785
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,254 4,567 SH   DFND 4 4,567 0 0
LILIS ENERGY INC COM NEW 532403201 29 5,927 SH   DFND 3 0 0 5,927
LILLY ELI & CO COM 532457108 283,638 2,643,161 SH   DFND 3 2,327,240 0 315,921
LILLY ELI & CO COM 532457108 221,910 2,068,059 SH   DFND 4 1,223,224 0 844,835
LIMELIGHT NETWORKS INC COM 53261M104 80 16,020 SH   DFND 3 0 0 16,020
LIMONEIRA CO COM 532746104 58 2,231 SH   DFND 3 0 0 2,231
LINCOLN ELEC HLDGS INC COM 533900106 12,362 132,301 SH   DFND 1 132,301 0 0
LINCOLN ELEC HLDGS INC COM 533900106 4,148 44,394 SH   DFND 3 21,043 0 23,351
LINCOLN ELEC HLDGS INC COM 533900106 3,565 38,155 SH   DFND 4 24,797 0 13,358
LINCOLN NATL CORP IND COM 534187109 29,726 439,526 SH   DFND 4 207,708 0 231,818
LINCOLN NATL CORP IND COM 534187109 41,425 612,246 SH   DFND 3 536,800 0 75,446
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 50 3,365 SH   DFND 3 0 0 3,365
LINDSAY CORP COM 535555106 2,283 22,898 SH   DFND 3 7,657 0 15,241
LINDSAY CORP COM 535555106 271 2,708 SH   DFND 4 2,708 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 95 4,083 SH   DFND 3 963 0 3,120
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,009 43,301 SH   DFND 4 20,548 0 22,753
LIONS GATE ENTMNT CORP CL A VTG 535919401 39 1,619 SH   DFND 3 379 0 1,240
LIONS GATE ENTMNT CORP CL A VTG 535919401 486 19,916 SH   DFND 4 9,664 0 10,252
LIQUIDIA TECHNOLOGIES INC COM 53635D202 20 746 SH   DFND 3 0 0 746
LIQUIDITY SERVICES INC COM 53635B107 355 55,942 SH   DFND 3 18,887 0 37,055
LITHIA MTRS INC CL A 536797103 4,086 49,921 SH   DFND 3 17,172 0 32,749
LITHIA MTRS INC CL A 536797103 967 11,841 SH   DFND 4 11,841 0 0
LITHIUM AMERS CORP NEW COM NEW 53680Q207 2 382 SH   DFND 4 382 0 0
LITTELFUSE INC COM 537008104 3,512 17,745 SH   DFND 3 8,752 0 8,993
LITTELFUSE INC COM 537008104 2,109 10,657 SH   DFND 4 5,305 0 5,352
LIVANOVA PLC SHS G5509L101 5,024 40,522 SH   DFND 3 17,275 0 23,247
LIVANOVA PLC SHS G5509L101 1,320 10,651 SH   DFND 4 10,651 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,856 107,501 SH   DFND 3 48,110 0 59,391
LIVE NATION ENTERTAINMENT IN COM 538034109 10,502 192,804 SH   DFND 4 75,912 0 116,892
LIVE OAK BANCSHARES INC COM 53803X105 102 3,804 SH   DFND 3 0 0 3,804
LIVE OAK BANCSHARES INC COM 53803X105 7 246 SH   DFND 4 246 0 0
LIVEPERSON INC COM 538146101 3,177 122,306 SH   DFND 3 41,042 0 81,264
LIVEPERSON INC COM 538146101 15 572 SH   DFND 4 572 0 0
LKQ CORP COM 501889208 26,973 851,683 SH   DFND 3 743,902 0 107,781
LKQ CORP COM 501889208 26,486 836,521 SH   DFND 4 452,865 0 383,656
LOCKHEED MARTIN CORP COM 539830109 229,965 664,716 SH   DFND 3 583,068 0 81,648
LOCKHEED MARTIN CORP COM 539830109 125,413 362,507 SH   DFND 4 211,597 0 150,910
LOEWS CORP COM 540424108 37,987 756,254 SH   DFND 3 661,128 0 95,126
LOEWS CORP COM 540424108 46,551 927,616 SH   DFND 4 532,886 0 394,730
LOGMEIN INC COM 54142L109 3,309 37,135 SH   DFND 3 18,437 0 18,698
LOGMEIN INC COM 54142L109 2,025 22,727 SH   DFND 4 11,361 0 11,366
LOMA NEGRA CORP SPONSORED ADS 54150E104 125 14,125 SH   DFND 4 14,125 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 84 1,852 SH   DFND 3 0 0 1,852
LORAL SPACE & COMMUNICATNS I COM 543881106 676 14,892 SH   DFND 4 14,892 0 0
LOUISIANA PAC CORP COM 546347105 2,924 110,366 SH   DFND 3 41,889 0 68,477
LOUISIANA PAC CORP COM 546347105 1,071 40,412 SH   DFND 4 40,412 0 0
LOVESAC COMPANY COM 54738L109 14 573 SH   DFND 3 0 0 573
LOWES COS INC COM 548661107 254,023 2,212,358 SH   DFND 3 1,946,198 0 266,160
LOWES COS INC COM 548661107 183,033 1,593,706 SH   DFND 4 874,612 0 719,094
LOXO ONCOLOGY INC COM 548862101 688 4,030 SH   DFND 3 0 0 4,030
LOXO ONCOLOGY INC COM 548862101 1,042 6,100 SH   DFND 4 6,100 0 0
LPL FINL HLDGS INC COM 50212V100 252 3,911 SH   DFND 3 1,176 0 2,735
LPL FINL HLDGS INC COM 50212V100 3,908 60,584 SH   DFND 4 41,797 0 18,787
LSB INDS INC COM 502160104 434 44,310 SH   DFND 3 14,098 0 30,212
LSC COMMUNICATIONS INC COM 50218P107 806 72,295 SH   DFND 3 25,100 0 47,195
LSC COMMUNICATIONS INC COM 50218P107 227 20,559 SH   DFND 4 20,559 0 0
LTC PPTYS INC COM 502175102 3,752 85,563 SH   DFND 3 29,639 0 55,924
LTC PPTYS INC COM 502175102 5,289 119,910 SH   DFND 4 119,910 0 0
LULULEMON ATHLETICA INC COM 550021109 38,075 234,325 SH   DFND 3 224,633 0 9,692
LULULEMON ATHLETICA INC COM 550021109 29,352 180,640 SH   DFND 4 88,754 0 91,886
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 71 4,610 SH   DFND 4 4,610 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 949 60,911 SH   DFND 3 20,637 0 40,274
LUMENTUM HLDGS INC COM 55024U109 2,874 47,939 SH   DFND 3 17,936 0 30,003
LUMENTUM HLDGS INC COM 55024U109 836 13,938 SH   DFND 4 13,938 0 0
LUMINEX CORP DEL COM 55027E102 2,663 88,153 SH   DFND 3 29,799 0 58,354
LUMINEX CORP DEL COM 55027E102 301 9,923 SH   DFND 4 9,923 0 0
LUTHER BURBANK CORP COM 550550107 34 3,097 SH   DFND 3 0 0 3,097
LUTHER BURBANK CORP COM 550550107 4 397 SH   DFND 4 397 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 304 6,426 SH   DFND 4 6,426 0 0
LYDALL INC DEL COM 550819106 1,586 36,954 SH   DFND 3 12,305 0 24,649
LYDALL INC DEL COM 550819106 4 100 SH   DFND 4 100 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,121 70,296 SH   DFND 3 23,683 0 46,613
LYON WILLIAM HOMES CL A NEW 552074700 5 300 SH   DFND 4 300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 90,045 878,402 SH   DFND 3 772,466 0 105,936
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 86,676 845,537 SH   DFND 4 516,649 0 328,888
M & T BK CORP COM 55261F104 65,212 396,329 SH   DFND 3 347,013 0 49,316
M & T BK CORP COM 55261F104 48,818 296,599 SH   DFND 4 149,204 0 147,395
M D C HLDGS INC COM 552676108 2,835 95,903 SH   DFND 3 32,260 0 63,643
M D C HLDGS INC COM 552676108 353 11,925 SH   DFND 4 11,925 0 0
M/I HOMES INC COM 55305B101 1,464 60,994 SH   DFND 3 20,592 0 40,402
M/I HOMES INC COM 55305B101 6 245 SH   DFND 4 245 0 0
MACATAWA BK CORP COM 554225102 49 4,184 SH   DFND 3 0 0 4,184
MACERICH CO COM 554382101 19,750 357,200 SH   DFND 3 319,691 0 37,509
MACERICH CO COM 554382101 49,455 894,459 SH   DFND 4 518,504 0 375,955
MACK CALI RLTY CORP COM 554489104 1,594 74,988 SH   DFND 3 31,339 0 43,649
MACK CALI RLTY CORP COM 554489104 6,871 323,226 SH   DFND 4 323,226 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 139 6,753 SH   DFND 3 0 0 6,753
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 137 6,656 SH   DFND 4 6,656 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 416 9,023 SH   DFND 3 6,586 0 2,437
MACQUARIE INFRASTRUCTURE COR COM 55608B105 6,077 131,738 SH   DFND 4 113,413 0 18,325
MACROGENICS INC COM 556099109 125 5,843 SH   DFND 3 0 0 5,843
MACROGENICS INC COM 556099109 7 328 SH   DFND 4 328 0 0
MACYS INC COM 55616P104 30,546 879,536 SH   DFND 3 771,273 0 108,263
MACYS INC COM 55616P104 39,159 1,128,473 SH   DFND 4 700,145 0 428,328
MADDEN STEVEN LTD COM 556269108 6,067 114,053 SH   DFND 3 37,971 0 76,082
MADDEN STEVEN LTD COM 556269108 770 14,558 SH   DFND 4 14,558 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 726 2,302 SH   DFND 3 1,723 0 579
MADISON SQUARE GARDEN CO NEW CL A 55825T103 2,977 9,440 SH   DFND 4 5,192 0 4,248
MADRIGAL PHARMACEUTICALS INC COM 558868105 222 1,039 SH   DFND 3 0 0 1,039
MADRIGAL PHARMACEUTICALS INC COM 558868105 320 1,496 SH   DFND 4 1,496 0 0
MAG SILVER CORP COM 55903Q104 4 495 SH   DFND 4 495 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,809 52,930 SH   DFND 3 18,235 0 34,695
MAGELLAN HEALTH INC COM NEW 559079207 1,288 17,881 SH   DFND 4 17,881 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 8 690 SH   DFND 3 0 0 690
MAGNA INTL INC COM 559222401 42,130 802,632 SH   DFND 3 764,513 0 38,119
MAGNA INTL INC COM 559222401 41,613 792,785 SH   DFND 4 656,268 0 136,517
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 34 3,400 SH   DFND 4 3,400 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 417 145,424 SH   DFND 3 49,070 0 96,354
MAIDEN HOLDINGS LTD SHS G5753U112 64 22,455 SH   DFND 4 22,455 0 0
MAIN STREET CAPITAL CORP COM 56035L104 8,979 232,890 SH   DFND 4 232,890 0 0
MAJESCO COM 56068V102 6 741 SH   DFND 3 0 0 741
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 316 11,506 SH   DFND 4 11,506 0 0
MALIBU BOATS INC COM CL A 56117J100 171 3,134 SH   DFND 3 0 0 3,134
MALLINCKRODT PUB LTD CO SHS G5785G107 185 6,314 SH   DFND 1 6,314 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,008 68,522 SH   DFND 3 28,895 0 39,627
MALLINCKRODT PUB LTD CO SHS G5785G107 2,852 97,321 SH   DFND 4 97,321 0 0
MALVERN BANCORP INC COM 561409103 22 931 SH   DFND 3 0 0 931
MAMMOTH ENERGY SVCS INC COM 56155L108 55 1,878 SH   DFND 3 0 0 1,878
MANHATTAN ASSOCS INC COM 562750109 11,531 211,188 SH   DFND 1 211,188 0 0
MANHATTAN ASSOCS INC COM 562750109 2,633 48,231 SH   DFND 3 24,586 0 23,645
MANHATTAN ASSOCS INC COM 562750109 1,750 32,044 SH   DFND 4 16,371 0 15,673
MANITEX INTL INC COM 563420108 23 2,156 SH   DFND 3 0 0 2,156
MANITOWOC CO INC COM NEW 563571405 126 5,259 SH   DFND 3 0 0 5,259
MANITOWOC CO INC COM NEW 563571405 176 7,316 SH   DFND 4 7,316 0 0
MANNKIND CORP COM NEW 56400P706 38 20,897 SH   DFND 3 0 0 20,897
MANPOWERGROUP INC COM 56418H100 16,912 196,742 SH   DFND 3 168,872 0 27,870
MANPOWERGROUP INC COM 56418H100 16,601 193,130 SH   DFND 4 125,595 0 67,535
MANTECH INTL CORP CL A 564563104 11,877 187,637 SH   DFND 1 187,637 0 0
MANTECH INTL CORP CL A 564563104 3,544 56,090 SH   DFND 3 18,837 0 37,253
MANTECH INTL CORP CL A 564563104 468 7,395 SH   DFND 4 7,395 0 0
MANULIFE FINL CORP COM 56501R106 85,914 4,809,365 SH   DFND 3 4,585,583 0 223,782
MANULIFE FINL CORP COM 56501R106 45,629 2,554,451 SH   DFND 4 1,521,408 0 1,033,043
MARATHON OIL CORP COM 565849106 55,613 2,388,892 SH   DFND 3 2,089,594 0 299,298
MARATHON OIL CORP COM 565849106 48,829 2,099,379 SH   DFND 4 1,214,008 0 885,371
MARATHON PETE CORP COM 56585A102 98,990 1,237,834 SH   DFND 3 1,087,062 0 150,772
MARATHON PETE CORP COM 56585A102 102,136 1,275,925 SH   DFND 4 689,631 0 586,294
MARCUS & MILLICHAP INC COM 566324109 101 2,900 SH   DFND 3 0 0 2,900
MARCUS & MILLICHAP INC COM 566324109 193 5,552 SH   DFND 4 5,552 0 0
MARCUS CORP COM 566330106 1,739 41,603 SH   DFND 3 13,959 0 27,644
MARCUS CORP COM 566330106 7 178 SH   DFND 4 178 0 0
MARINE PRODS CORP COM 568427108 28 1,223 SH   DFND 3 0 0 1,223
MARINEMAX INC COM 567908108 1,038 48,754 SH   DFND 3 16,269 0 32,485
MARINUS PHARMACEUTICALS INC COM 56854Q101 54 5,421 SH   DFND 3 0 0 5,421
MARKEL CORP COM 570535104 38,735 32,592 SH   DFND 3 30,911 0 1,681
MARKEL CORP COM 570535104 50,130 42,192 SH   DFND 4 25,614 0 16,578
MARKETAXESS HLDGS INC COM 57060D108 4,439 24,867 SH   DFND 3 11,401 0 13,466
MARKETAXESS HLDGS INC COM 57060D108 2,973 16,658 SH   DFND 4 8,537 0 8,121
MARLIN BUSINESS SVCS CORP COM 571157106 41 1,424 SH   DFND 3 0 0 1,424
MARRIOTT INTL INC NEW CL A 571903202 102,956 779,792 SH   DFND 3 684,805 0 94,987
MARRIOTT INTL INC NEW CL A 571903202 56,435 427,438 SH   DFND 4 260,398 0 167,040
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3,461 30,971 SH   DFND 3 11,703 0 19,268
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 984 8,802 SH   DFND 4 8,802 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 15 8,134 SH   DFND 3 0 0 8,134
MARSH & MCLENNAN COS INC COM 571748102 115,458 1,395,773 SH   DFND 3 1,228,471 0 167,302
MARSH & MCLENNAN COS INC COM 571748102 113,848 1,376,226 SH   DFND 4 850,614 0 525,612
MARTEN TRANS LTD COM 573075108 1,742 83,042 SH   DFND 3 27,912 0 55,130
MARTEN TRANS LTD COM 573075108 8 403 SH   DFND 4 403 0 0
MARTIN MARIETTA MATLS INC COM 573284106 30,638 168,389 SH   DFND 3 147,764 0 20,625
MARTIN MARIETTA MATLS INC COM 573284106 18,682 102,676 SH   DFND 4 53,330 0 49,346
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 25,409 1,316,507 SH   DFND 3 1,250,895 0 65,612
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 24,953 1,297,917 SH   DFND 4 603,265 0 694,652
MASCO CORP COM 574599106 30,934 845,191 SH   DFND 3 743,723 0 101,468
MASCO CORP COM 574599106 28,537 778,204 SH   DFND 4 382,415 0 395,789
MASIMO CORP COM 574795100 4,192 33,658 SH   DFND 3 16,425 0 17,233
MASIMO CORP COM 574795100 2,538 20,375 SH   DFND 4 10,384 0 9,991
MASONITE INTL CORP NEW COM 575385109 262 4,095 SH   DFND 3 0 0 4,095
MASONITE INTL CORP NEW COM 575385109 415 6,473 SH   DFND 4 6,473 0 0
MASTEC INC COM 576323109 495 11,079 SH   DFND 3 1,285 0 9,794
MASTEC INC COM 576323109 1,518 33,997 SH   DFND 4 33,997 0 0
MASTERCARD INCORPORATED CL A 57636Q104 545,228 2,449,254 SH   DFND 3 2,147,781 0 301,473
MASTERCARD INCORPORATED CL A 57636Q104 379,773 1,706,049 SH   DFND 4 898,213 0 807,836
MATADOR RES CO COM 576485205 2,626 79,454 SH   DFND 3 29,597 0 49,857
MATADOR RES CO COM 576485205 733 22,173 SH   DFND 4 22,173 0 0
MATCH GROUP INC COM 57665R106 93 1,599 SH   DFND 3 0 0 1,599
MATERION CORP COM 576690101 2,577 43,003 SH   DFND 3 14,450 0 28,553
MATERION CORP COM 576690101 349 5,773 SH   DFND 4 5,773 0 0
MATRIX SVC CO COM 576853105 1,391 56,853 SH   DFND 3 19,111 0 37,742
MATSON INC COM 57686G105 3,576 90,763 SH   DFND 3 30,524 0 60,239
MATSON INC COM 57686G105 123 3,109 SH   DFND 4 3,109 0 0
MATTEL INC COM 577081102 14,679 934,939 SH   DFND 3 823,042 0 111,897
MATTEL INC COM 577081102 13,406 853,858 SH   DFND 4 530,874 0 322,984
MATTHEWS INTL CORP CL A 577128101 3,411 68,113 SH   DFND 3 22,892 0 45,221
MATTHEWS INTL CORP CL A 577128101 295 5,890 SH   DFND 4 5,890 0 0
MAUI LD & PINEAPPLE INC COM 577345101 13 983 SH   DFND 3 0 0 983
MAXAR TECHNOLOGIES LTD COM 57778L103 303 9,170 SH   DFND 3 724 0 8,446
MAXAR TECHNOLOGIES LTD COM 57778L103 666 20,239 SH   DFND 4 20,239 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 37,830 670,867 SH   DFND 3 638,025 0 32,842
MAXIM INTEGRATED PRODS INC COM 57772K101 39,119 693,802 SH   DFND 4 350,479 0 343,323
MAXIMUS INC COM 577933104 3,517 54,051 SH   DFND 3 23,378 0 30,673
MAXIMUS INC COM 577933104 851 13,079 SH   DFND 4 13,079 0 0
MAXLINEAR INC COM 57776J100 2,639 133,456 SH   DFND 3 44,692 0 88,764
MAXLINEAR INC COM 57776J100 239 12,016 SH   DFND 4 12,016 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 19 5,385 SH   DFND 3 0 0 5,385
MB FINANCIAL INC NEW COM 55264U108 3,004 65,158 SH   DFND 3 25,076 0 40,082
MB FINANCIAL INC NEW COM 55264U108 1,196 25,929 SH   DFND 4 25,929 0 0
MBIA INC COM 55262C100 236 22,064 SH   DFND 3 8,494 0 13,570
MBIA INC COM 55262C100 1,563 146,195 SH   DFND 4 146,195 0 0
MBT FINL CORP COM 578877102 30 2,680 SH   DFND 3 0 0 2,680
MCBC HLDGS INC COM 55276F107 103 2,859 SH   DFND 3 0 0 2,859
MCCORMICK & CO INC COM NON VTG 579780206 43,423 329,590 SH   DFND 3 289,104 0 40,486
MCCORMICK & CO INC COM NON VTG 579780206 38,185 289,832 SH   DFND 4 170,561 0 119,271
MCDERMOTT INTL INC COM 580037703 2,623 142,336 SH   DFND 3 56,206 0 86,130
MCDERMOTT INTL INC COM 580037703 2,516 136,511 SH   DFND 4 136,511 0 0
MCDONALDS CORP COM 580135101 350,811 2,097,026 SH   DFND 3 1,841,645 0 255,381
MCDONALDS CORP COM 580135101 278,820 1,666,618 SH   DFND 4 845,936 0 820,682
MCGRATH RENTCORP COM 580589109 196 3,597 SH   DFND 3 0 0 3,597
MCGRATH RENTCORP COM 580589109 320 5,878 SH   DFND 4 5,878 0 0
MCKESSON CORP COM 58155Q103 72,364 545,523 SH   DFND 3 479,997 0 65,526
MCKESSON CORP COM 58155Q103 86,833 654,605 SH   DFND 4 470,801 0 183,804
MDC PARTNERS INC CL A SUB VTG 552697104 32 7,770 SH   DFND 3 0 0 7,770
MDU RES GROUP INC COM 552690109 9,874 384,356 SH   DFND 4 301,291 0 83,065
MDU RES GROUP INC COM 552690109 15,052 585,903 SH   DFND 3 515,383 0 70,520
MECHEL PAO SPONSORED ADR NE 583840608 42 13,419 SH   DFND 4 13,419 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 42 4,333 SH   DFND 3 0 0 4,333
MEDICAL PPTYS TRUST INC COM 58463J304 3,952 265,026 SH   DFND 3 133,915 0 131,111
MEDICAL PPTYS TRUST INC COM 58463J304 18,580 1,246,113 SH   DFND 4 1,159,386 0 86,727
MEDICINES CO COM 584688105 4,191 140,457 SH   DFND 3 46,972 0 93,485
MEDICINES CO COM 584688105 407 13,622 SH   DFND 4 13,622 0 0
MEDICINOVA INC COM NEW 58468P206 70 5,616 SH   DFND 3 0 0 5,616
MEDIDATA SOLUTIONS INC COM 58471A105 3,319 45,277 SH   DFND 3 17,040 0 28,237
MEDIDATA SOLUTIONS INC COM 58471A105 902 12,310 SH   DFND 4 12,310 0 0
MEDIFAST INC COM 58470H101 5,614 25,398 SH   DFND 3 8,541 0 16,857
MEDIFAST INC COM 58470H101 594 2,682 SH   DFND 4 2,682 0 0
MEDLEY CAP CORP COM 58503F106 834 217,968 SH   DFND 4 217,968 0 0
MEDNAX INC COM 58502B106 3,190 68,360 SH   DFND 3 34,847 0 33,513
MEDNAX INC COM 58502B106 2,960 63,439 SH   DFND 4 43,410 0 20,029
MEDPACE HLDGS INC COM 58506Q109 197 3,286 SH   DFND 3 0 0 3,286
MEDPACE HLDGS INC COM 58506Q109 9 150 SH   DFND 4 150 0 0
MEDTRONIC PLC SHS G5960L103 364,440 3,704,791 SH   DFND 3 3,259,887 0 444,904
MEDTRONIC PLC SHS G5960L103 316,706 3,221,368 SH   DFND 4 1,971,605 0 1,249,763
MEET GROUP INC COM 58513U101 48 9,639 SH   DFND 3 0 0 9,639
MEIRAGTX HOLDINGS PLC COM G59665102 9 680 SH   DFND 3 0 0 680
MELCO RESORT ENTERTAINMENT L ADR 585464100 1,067 50,460 SH   DFND 3 8,600 0 41,860
MELCO RESORT ENTERTAINMENT L ADR 585464100 2,898 137,005 SH   DFND 4 52,139 0 84,866
MELINTA THERAPEUTICS INC COM 58549G100 21 5,293 SH   DFND 3 0 0 5,293
MELLANOX TECHNOLOGIES LTD SHS M51363113 326 4,444 SH   DFND 3 4,444 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 716 9,742 SH   DFND 4 9,742 0 0
MENLO THERAPEUTICS INC COM 586858102 11 1,129 SH   DFND 3 0 0 1,129
MERCADOLIBRE INC COM 58733R102 31,380 92,167 SH   DFND 3 89,400 0 2,767
MERCADOLIBRE INC COM 58733R102 17,148 50,366 SH   DFND 4 21,062 0 29,304
MERCANTILE BANK CORP COM 587376104 85 2,549 SH   DFND 3 0 0 2,549
MERCANTILE BANK CORP COM 587376104 11 332 SH   DFND 4 332 0 0
MERCER INTL INC COM 588056101 31 1,854 SH   DFND 4 1,854 0 0
MERCHANTS BANCORP IND COM 58844R108 61 2,414 SH   DFND 3 0 0 2,414
MERCK & CO INC COM 58933Y105 498,463 7,026,545 SH   DFND 3 6,151,780 0 874,765
MERCK & CO INC COM 58933Y105 408,036 5,751,812 SH   DFND 4 3,002,486 0 2,749,326
MERCURY GENL CORP NEW COM 589400100 936 18,664 SH   DFND 3 8,602 0 10,062
MERCURY GENL CORP NEW COM 589400100 1,172 23,374 SH   DFND 4 17,424 0 5,950
MERCURY SYS INC COM 589378108 5,671 102,643 SH   DFND 3 34,568 0 68,075
MERCURY SYS INC COM 589378108 525 9,497 SH   DFND 4 9,497 0 0
MEREDITH CORP COM 589433101 1,595 31,240 SH   DFND 3 12,069 0 19,171
MEREDITH CORP COM 589433101 1,036 20,302 SH   DFND 4 20,302 0 0
MERIDIAN BANCORP INC MD COM 58958U103 126 7,403 SH   DFND 3 0 0 7,403
MERIDIAN BANCORP INC MD COM 58958U103 7 388 SH   DFND 4 388 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,340 89,843 SH   DFND 3 30,043 0 59,800
MERIDIAN BIOSCIENCE INC COM 589584101 162 10,884 SH   DFND 4 10,884 0 0
MERIT MED SYS INC COM 589889104 7,107 116,310 SH   DFND 3 39,118 0 77,192
MERIT MED SYS INC COM 589889104 667 10,847 SH   DFND 4 10,847 0 0
MERITAGE HOMES CORP COM 59001A102 3,298 82,372 SH   DFND 3 28,219 0 54,153
MERITAGE HOMES CORP COM 59001A102 965 24,175 SH   DFND 4 24,175 0 0
MERITOR INC COM 59001K100 283 14,635 SH   DFND 3 2,080 0 12,555
MERITOR INC COM 59001K100 976 50,404 SH   DFND 4 50,404 0 0
MERSANA THERAPEUTICS INC COM 59045L106 19 1,933 SH   DFND 3 0 0 1,933
MESA AIR GROUP INC COM NEW 590479135 22 1,554 SH   DFND 3 0 0 1,554
MESA LABS INC COM 59064R109 96 515 SH   DFND 3 0 0 515
MESA LABS INC COM 59064R109 11 60 SH   DFND 4 60 0 0
META FINL GROUP INC COM 59100U108 1,610 19,484 SH   DFND 3 6,569 0 12,915
META FINL GROUP INC COM 59100U108 10 121 SH   DFND 4 121 0 0
METHANEX CORP COM 59151K108 3,622 45,923 SH   DFND 3 37,333 0 8,590
METHANEX CORP COM 59151K108 5,061 64,158 SH   DFND 4 48,376 0 15,782
METHODE ELECTRS INC COM 591520200 2,840 78,393 SH   DFND 3 26,435 0 51,958
METHODE ELECTRS INC COM 591520200 215 5,940 SH   DFND 4 5,940 0 0
METLIFE INC COM 59156R108 110,922 2,374,196 SH   DFND 3 2,059,623 0 314,573
METLIFE INC COM 59156R108 84,875 1,817,460 SH   DFND 4 958,224 0 859,236
METROPOLITAN BK HLDG CORP COM 591774104 40 977 SH   DFND 3 0 0 977
METTLER TOLEDO INTERNATIONAL COM 592688105 41,153 67,577 SH   DFND 3 59,223 0 8,354
METTLER TOLEDO INTERNATIONAL COM 592688105 33,689 55,322 SH   DFND 4 27,580 0 27,742
MFA FINL INC COM 55272X102 427 58,129 SH   DFND 3 45,234 0 12,895
MFA FINL INC COM 55272X102 2,379 323,701 SH   DFND 4 242,820 0 80,881
MGE ENERGY INC COM 55277P104 333 5,223 SH   DFND 3 0 0 5,223
MGE ENERGY INC COM 55277P104 2,787 43,657 SH   DFND 4 43,657 0 0
MGIC INVT CORP WIS COM 552848103 1,284 96,434 SH   DFND 3 42,227 0 54,207
MGIC INVT CORP WIS COM 552848103 1,701 127,776 SH   DFND 4 127,776 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 15 508 SH   DFND 4 508 0 0
MGM RESORTS INTERNATIONAL COM 552953101 37,827 1,355,315 SH   DFND 3 1,180,234 0 175,081
MGM RESORTS INTERNATIONAL COM 552953101 17,894 641,130 SH   DFND 4 408,637 0 232,493
MGP INGREDIENTS INC NEW COM 55303J106 2,127 26,952 SH   DFND 3 9,030 0 17,922
MGP INGREDIENTS INC NEW COM 55303J106 8 101 SH   DFND 4 101 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 26,911 392,512 SH   DFND 3 343,904 0 48,608
MICHAEL KORS HLDGS LTD SHS G60754101 21,170 308,774 SH   DFND 4 169,883 0 138,891
MICHAELS COS INC COM 59408Q106 1,203 74,142 SH   DFND 3 38,742 0 35,400
MICHAELS COS INC COM 59408Q106 1,100 67,760 SH   DFND 4 47,442 0 20,318
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 7,771 420,511 SH   DFND 4 320,137 0 100,374
MICROCHIP TECHNOLOGY INC COM 595017104 11,496 145,683 SH   DFND 1 145,683 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 48,466 614,195 SH   DFND 3 537,473 0 76,722
MICROCHIP TECHNOLOGY INC COM 595017104 29,526 374,179 SH   DFND 4 160,783 0 213,396
MICRON TECHNOLOGY INC COM 595112103 143,270 3,167,595 SH   DFND 3 2,781,461 0 386,134
MICRON TECHNOLOGY INC COM 595112103 83,792 1,852,805 SH   DFND 4 865,827 0 986,978
MICROSOFT CORP COM 594918104 2,342,254 20,479,620 SH   DFND 3 17,997,074 0 2,482,546
MICROSOFT CORP COM 594918104 1,480,280 12,942,775 SH   DFND 4 6,893,676 0 6,049,099
MICROSTRATEGY INC CL A NEW 594972408 2,825 20,096 SH   DFND 3 6,758 0 13,338
MICROSTRATEGY INC CL A NEW 594972408 246 1,750 SH   DFND 4 1,750 0 0
MID AMER APT CMNTYS INC COM 59522J103 30,361 303,065 SH   DFND 3 265,142 0 37,923
MID AMER APT CMNTYS INC COM 59522J103 53,651 535,542 SH   DFND 4 430,988 0 104,554
MID PENN BANCORP INC COM 59540G107 21 705 SH   DFND 3 0 0 705
MIDDLEBY CORP COM 596278101 1,032 7,976 SH   DFND 3 2,668 0 5,308
MIDDLEBY CORP COM 596278101 9,452 73,076 SH   DFND 4 28,346 0 44,730
MIDDLEFIELD BANC CORP COM NEW 596304204 18 375 SH   DFND 3 0 0 375
MIDDLESEX WATER CO COM 596680108 119 2,458 SH   DFND 3 0 0 2,458
MIDDLESEX WATER CO COM 596680108 8 161 SH   DFND 4 161 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 101 3,147 SH   DFND 3 0 0 3,147
MIDLAND STS BANCORP INC ILL COM 597742105 11 329 SH   DFND 4 329 0 0
MIDSOUTH BANCORP INC COM 598039105 38 2,499 SH   DFND 3 0 0 2,499
MIDSTATES PETE CO INC COM PAR 59804T407 21 2,314 SH   DFND 3 0 0 2,314
MIDWESTONE FINL GROUP INC NE COM 598511103 58 1,740 SH   DFND 3 0 0 1,740
MILACRON HLDGS CORP COM 59870L106 209 10,328 SH   DFND 3 0 0 10,328
MILACRON HLDGS CORP COM 59870L106 17 858 SH   DFND 4 858 0 0
MILLER HERMAN INC COM 600544100 1,768 46,052 SH   DFND 3 17,637 0 28,415
MILLER HERMAN INC COM 600544100 585 15,235 SH   DFND 4 15,235 0 0
MILLER INDS INC TENN COM NEW 600551204 46 1,702 SH   DFND 3 0 0 1,702
MIMECAST LTD ORD SHS G14838109 10,240 244,517 SH   DFND 1 244,517 0 0
MIMECAST LTD ORD SHS G14838109 2,176 51,950 SH   DFND 4 6,273 0 45,677
MIMEDX GROUP INC COM 602496101 1,317 214,790 SH   DFND 3 72,352 0 142,438
MIMEDX GROUP INC COM 602496101 128 20,728 SH   DFND 4 20,728 0 0
MINDBODY INC COM CL A 60255W105 268 6,601 SH   DFND 3 0 0 6,601
MINDBODY INC COM CL A 60255W105 411 10,100 SH   DFND 4 10,100 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,817 26,886 SH   DFND 3 10,014 0 16,872
MINERALS TECHNOLOGIES INC COM 603158106 543 8,035 SH   DFND 4 8,035 0 0
MINERVA NEUROSCIENCES INC COM 603380106 57 4,563 SH   DFND 3 0 0 4,563
MINERVA NEUROSCIENCES INC COM 603380106 3 200 SH   DFND 4 200 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 21 3,823 SH   DFND 3 0 0 3,823
MIRATI THERAPEUTICS INC COM 60468T105 142 3,021 SH   DFND 3 0 0 3,021
MIRATI THERAPEUTICS INC COM 60468T105 5 99 SH   DFND 4 99 0 0
MISTRAS GROUP INC COM 60649T107 57 2,625 SH   DFND 3 0 0 2,625
MITEK SYS INC COM NEW 606710200 32 4,601 SH   DFND 3 0 0 4,601
MITEL NETWORKS CORP COM 60671Q104 7 644 SH   DFND 4 644 0 0
MKS INSTRUMENT INC COM 55306N104 3,186 39,747 SH   DFND 3 20,030 0 19,717
MKS INSTRUMENT INC COM 55306N104 1,903 23,744 SH   DFND 4 11,727 0 12,017
MOBILE MINI INC COM 60740F105 4,151 94,964 SH   DFND 3 31,916 0 63,048
MOBILE MINI INC COM 60740F105 379 8,638 SH   DFND 4 8,638 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 887 103,961 SH   DFND 3 47,872 0 56,089
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 11,464 1,344,003 SH   DFND 4 835,518 0 508,485
MOBILEIRON INC COM NEW 60739U204 11,698 2,207,107 SH   DFND 1 2,207,107 0 0
MOBILEIRON INC COM NEW 60739U204 58 10,914 SH   DFND 3 0 0 10,914
MODEL N INC COM 607525102 58 3,675 SH   DFND 3 0 0 3,675
MODEL N INC COM 607525102 6 348 SH   DFND 4 348 0 0
MODINE MFG CO COM 607828100 113 7,607 SH   DFND 3 0 0 7,607
MODINE MFG CO COM 607828100 133 8,943 SH   DFND 4 8,943 0 0
MOELIS & CO CL A 60786M105 368 6,716 SH   DFND 3 0 0 6,716
MOELIS & CO CL A 60786M105 555 10,128 SH   DFND 4 10,128 0 0
MOHAWK INDS INC COM 608190104 29,991 171,037 SH   DFND 3 149,045 0 21,992
MOHAWK INDS INC COM 608190104 27,979 159,559 SH   DFND 4 103,520 0 56,039
MOLECULAR TEMPLATES INC COM 608550109 9 1,724 SH   DFND 3 0 0 1,724
MOLINA HEALTHCARE INC COM 60855R100 6,317 42,484 SH   DFND 3 20,296 0 22,188
MOLINA HEALTHCARE INC COM 60855R100 6,746 45,366 SH   DFND 4 31,742 0 13,624
MOLSON COORS BREWING CO CL B 60871R209 28,773 467,846 SH   DFND 3 404,613 0 63,233
MOLSON COORS BREWING CO CL B 60871R209 20,262 329,467 SH   DFND 4 222,089 0 107,378
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,276 166,245 SH   DFND 3 55,915 0 110,330
MOMENTA PHARMACEUTICALS INC COM 60877T100 443 16,860 SH   DFND 4 16,860 0 0
MOMO INC ADR 60879B107 287 6,558 SH   DFND 2 6,558 0 0
MOMO INC ADR 60879B107 612 13,971 SH   DFND 3 0 0 13,971
MOMO INC ADR 60879B107 24,596 561,559 SH   DFND 4 274,124 0 287,435
MONARCH CASINO & RESORT INC COM 609027107 1,142 25,115 SH   DFND 3 8,417 0 16,698
MONARCH CASINO & RESORT INC COM 609027107 1 20 SH   DFND 4 20 0 0
MONDELEZ INTL INC CL A 609207105 170,009 3,957,388 SH   DFND 3 3,472,838 0 484,550
MONDELEZ INTL INC CL A 609207105 127,223 2,961,479 SH   DFND 4 1,588,872 0 1,372,607
MONEYGRAM INTL INC COM NEW 60935Y208 23 4,250 SH   DFND 3 0 0 4,250
MONMOUTH REAL ESTATE INVT CO CL A 609720107 234 14,011 SH   DFND 3 2,618 0 11,393
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,687 220,533 SH   DFND 4 220,533 0 0
MONOLITHIC PWR SYS INC COM 609839105 3,376 26,897 SH   DFND 3 12,862 0 14,035
MONOLITHIC PWR SYS INC COM 609839105 2,269 18,077 SH   DFND 4 9,040 0 9,037
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,810 89,770 SH   DFND 3 29,884 0 59,886
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 211 10,452 SH   DFND 4 10,452 0 0
MONRO INC COM 610236101 4,847 69,809 SH   DFND 3 23,517 0 46,292
MONRO INC COM 610236101 426 6,118 SH   DFND 4 6,118 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 64,344 1,104,044 SH   DFND 3 969,733 0 134,311
MONSTER BEVERAGE CORP NEW COM 61174X109 51,622 885,821 SH   DFND 4 407,233 0 478,588
MOODYS CORP COM 615369105 74,824 447,510 SH   DFND 3 392,057 0 55,453
MOODYS CORP COM 615369105 50,083 299,233 SH   DFND 4 134,148 0 165,085
MOOG INC CL A 615394202 6,010 69,580 SH   DFND 3 23,798 0 45,782
MOOG INC CL A 615394202 1,412 16,423 SH   DFND 4 16,423 0 0
MORGAN STANLEY COM NEW 617446448 166,387 3,572,837 SH   DFND 3 3,139,285 0 433,552
MORGAN STANLEY COM NEW 617446448 105,087 2,256,062 SH   DFND 4 1,119,979 0 1,136,083
MORNINGSTAR INC COM 617700109 78 618 SH   DFND 3 0 0 618
MORNINGSTAR INC COM 617700109 1,033 8,207 SH   DFND 4 4,295 0 3,912
MOSAIC CO NEW COM 61945C103 31,715 976,436 SH   DFND 3 852,277 0 124,159
MOSAIC CO NEW COM 61945C103 28,081 865,199 SH   DFND 4 462,465 0 402,734
MOTORCAR PTS AMER INC COM 620071100 941 39,992 SH   DFND 3 13,472 0 26,520
MOTOROLA SOLUTIONS INC COM NEW 620076307 59,192 454,832 SH   DFND 3 398,267 0 56,565
MOTOROLA SOLUTIONS INC COM NEW 620076307 68,618 527,599 SH   DFND 4 335,047 0 192,552
MOVADO GROUP INC COM 624580106 1,466 35,079 SH   DFND 3 11,821 0 23,258
MOVADO GROUP INC COM 624580106 3 76 SH   DFND 4 76 0 0
MRC GLOBAL INC COM 55345K103 300 15,964 SH   DFND 3 3,520 0 12,444
MRC GLOBAL INC COM 55345K103 1,431 76,252 SH   DFND 4 76,252 0 0
MSA SAFETY INC COM 553498106 2,830 26,586 SH   DFND 3 10,002 0 16,584
MSA SAFETY INC COM 553498106 821 7,712 SH   DFND 4 7,712 0 0
MSC INDL DIRECT INC CL A 553530106 3,040 34,502 SH   DFND 3 17,948 0 16,554
MSC INDL DIRECT INC CL A 553530106 2,678 30,389 SH   DFND 4 20,771 0 9,618
MSCI INC COM 55354G100 42,076 237,166 SH   DFND 3 206,563 0 30,603
MSCI INC COM 55354G100 29,690 167,351 SH   DFND 4 89,565 0 77,786
MSG NETWORK INC CL A 553573106 226 8,752 SH   DFND 3 0 0 8,752
MSG NETWORK INC CL A 553573106 391 15,157 SH   DFND 4 15,157 0 0
MTS SYS CORP COM 553777103 2,086 38,190 SH   DFND 3 12,848 0 25,342
MTS SYS CORP COM 553777103 209 3,816 SH   DFND 4 3,816 0 0
MUELLER INDS INC COM 624756102 3,565 123,512 SH   DFND 3 42,251 0 81,261
MUELLER INDS INC COM 624756102 639 22,044 SH   DFND 4 22,044 0 0
MUELLER WTR PRODS INC COM SER A 624758108 265 23,008 SH   DFND 3 0 0 23,008
MUELLER WTR PRODS INC COM SER A 624758108 450 39,095 SH   DFND 4 39,095 0 0
MULTI COLOR CORP COM 625383104 1,849 29,763 SH   DFND 3 10,024 0 19,739
MULTI COLOR CORP COM 625383104 6 95 SH   DFND 4 95 0 0
MURPHY OIL CORP COM 626717102 16,454 493,511 SH   DFND 3 434,741 0 58,770
MURPHY OIL CORP COM 626717102 8,360 250,750 SH   DFND 4 206,441 0 44,309
MURPHY USA INC COM 626755102 2,134 24,967 SH   DFND 3 10,616 0 14,351
MURPHY USA INC COM 626755102 4,137 48,407 SH   DFND 4 48,407 0 0
MUSTANG BIO INC COM 62818Q104 15 2,472 SH   DFND 3 0 0 2,472
MUTUALFIRST FINL INC COM 62845B104 36 970 SH   DFND 3 0 0 970
MVB FINANCIAL CORP COM 553810102 23 1,266 SH   DFND 3 0 0 1,266
MVC CAPITAL INC COM 553829102 772 79,748 SH   DFND 4 79,748 0 0
MYERS INDS INC COM 628464109 1,768 75,034 SH   DFND 3 25,171 0 49,863
MYERS INDS INC COM 628464109 91 3,893 SH   DFND 4 3,893 0 0
MYLAN N V SHS EURO N59465109 51,473 1,406,375 SH   DFND 3 1,238,160 0 168,215
MYLAN N V SHS EURO N59465109 47,119 1,287,399 SH   DFND 4 722,357 0 565,042
MYOKARDIA INC COM 62857M105 333 5,103 SH   DFND 3 0 0 5,103
MYOKARDIA INC COM 62857M105 504 7,737 SH   DFND 4 7,737 0 0
MYR GROUP INC DEL COM 55405W104 1,134 34,945 SH   DFND 3 11,695 0 23,250
MYR GROUP INC DEL COM 55405W104 10 320 SH   DFND 4 320 0 0
MYRIAD GENETICS INC COM 62855J104 6,929 150,277 SH   DFND 3 50,690 0 99,587
MYRIAD GENETICS INC COM 62855J104 717 15,578 SH   DFND 4 15,578 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,634 265,229 SH   DFND 3 148,662 0 116,567
NABORS INDUSTRIES LTD SHS G6359F103 2,630 427,000 SH   DFND 4 366,781 0 60,219
NACCO INDS INC CL A 629579103 17 530 SH   DFND 3 0 0 530
NANOMETRICS INC COM 630077105 1,888 50,797 SH   DFND 3 17,225 0 33,572
NANOMETRICS INC COM 630077105 9 228 SH   DFND 4 228 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 68 3,800 SH   DFND 3 0 0 3,800
NANTHEALTH INC COM 630104107 5 3,049 SH   DFND 3 0 0 3,049
NANTKWEST INC COM 63016Q102 17 4,489 SH   DFND 3 0 0 4,489
NAPCO SEC TECHNOLOGIES INC COM 630402105 26 1,714 SH   DFND 3 0 0 1,714
NASDAQ INC COM 631103108 27,292 318,085 SH   DFND 3 278,050 0 40,035
NASDAQ INC COM 631103108 27,078 315,498 SH   DFND 4 176,778 0 138,720
NATERA INC COM 632307104 118 4,941 SH   DFND 3 0 0 4,941
NATERA INC COM 632307104 4 149 SH   DFND 4 149 0 0
NATHANS FAMOUS INC NEW COM 632347100 34 412 SH   DFND 3 0 0 412
NATIONAL BANKSHARES INC VA COM 634865109 46 1,023 SH   DFND 3 0 0 1,023
NATIONAL BEVERAGE CORP COM 635017106 207 1,779 SH   DFND 3 0 0 1,779
NATIONAL BEVERAGE CORP COM 635017106 349 2,992 SH   DFND 4 2,992 0 0
NATIONAL BK HLDGS CORP CL A 633707104 2,078 55,354 SH   DFND 3 18,455 0 36,899
NATIONAL BK HLDGS CORP CL A 633707104 8 202 SH   DFND 4 202 0 0
NATIONAL CINEMEDIA INC COM 635309107 122 11,540 SH   DFND 3 0 0 11,540
NATIONAL CINEMEDIA INC COM 635309107 244 23,027 SH   DFND 4 23,027 0 0
NATIONAL COMM CORP COM 63546L102 109 2,640 SH   DFND 3 0 0 2,640
NATIONAL COMM CORP COM 63546L102 2 38 SH   DFND 4 38 0 0
NATIONAL FUEL GAS CO N J COM 636180101 3,623 64,631 SH   DFND 3 33,827 0 30,804
NATIONAL FUEL GAS CO N J COM 636180101 3,196 57,017 SH   DFND 4 37,908 0 19,109
NATIONAL GEN HLDGS CORP COM 636220303 248 9,227 SH   DFND 3 0 0 9,227
NATIONAL GEN HLDGS CORP COM 636220303 395 14,722 SH   DFND 4 14,722 0 0
NATIONAL HEALTH INVS INC COM 63633D104 757 10,016 SH   DFND 3 3,875 0 6,141
NATIONAL HEALTH INVS INC COM 63633D104 9,384 124,137 SH   DFND 4 124,137 0 0
NATIONAL HEALTHCARE CORP COM 635906100 136 1,807 SH   DFND 3 0 0 1,807
NATIONAL HEALTHCARE CORP COM 635906100 6 81 SH   DFND 4 81 0 0
NATIONAL INSTRS CORP COM 636518102 12,134 251,068 SH   DFND 1 251,068 0 0
NATIONAL INSTRS CORP COM 636518102 4,292 88,796 SH   DFND 3 48,403 0 40,393
NATIONAL INSTRS CORP COM 636518102 3,137 64,910 SH   DFND 4 37,745 0 27,165
NATIONAL OILWELL VARCO INC COM 637071101 45,173 1,048,579 SH   DFND 3 918,581 0 129,998
NATIONAL OILWELL VARCO INC COM 637071101 41,539 963,730 SH   DFND 4 417,933 0 545,797
NATIONAL PRESTO INDS INC COM 637215104 1,380 10,666 SH   DFND 3 3,561 0 7,105
NATIONAL PRESTO INDS INC COM 637215104 194 1,498 SH   DFND 4 1,498 0 0
NATIONAL RESH CORP COM NEW 637372202 61 1,569 SH   DFND 3 0 0 1,569
NATIONAL RETAIL PPTYS INC COM 637417106 5,713 127,469 SH   DFND 3 60,911 0 66,558
NATIONAL RETAIL PPTYS INC COM 637417106 28,303 631,474 SH   DFND 4 519,801 0 111,673
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,101 121,965 SH   DFND 3 42,210 0 79,755
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,162 163,607 SH   DFND 4 163,607 0 0
NATIONAL VISION HLDGS INC COM 63845R107 331 7,328 SH   DFND 3 0 0 7,328
NATIONAL VISION HLDGS INC COM 63845R107 469 10,398 SH   DFND 4 10,398 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 113 354 SH   DFND 3 0 0 354
NATIONAL WESTN LIFE GROUP IN CL A 638517102 5 17 SH   DFND 4 17 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 37 1,772 SH   DFND 3 0 0 1,772
NATURAL GROCERS BY VITAMIN C COM 63888U108 24 1,416 SH   DFND 3 0 0 1,416
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 24 1,022 SH   DFND 3 0 0 1,022
NATURES SUNSHINE PRODUCTS IN COM 639027101 14 1,635 SH   DFND 3 0 0 1,635
NATUS MEDICAL INC DEL COM 639050103 2,512 70,947 SH   DFND 3 23,898 0 47,049
NATUS MEDICAL INC DEL COM 639050103 189 5,302 SH   DFND 4 5,302 0 0
NAUTILUS INC COM 63910B102 906 64,520 SH   DFND 3 21,582 0 42,938
NAUTILUS INC COM 63910B102 4 304 SH   DFND 4 304 0 0
NAVIENT CORPORATION COM 63938C108 2,271 168,452 SH   DFND 3 83,017 0 85,435
NAVIENT CORPORATION COM 63938C108 5,320 394,668 SH   DFND 4 336,668 0 58,000
NAVIGANT CONSULTING INC COM 63935N107 2,198 95,599 SH   DFND 3 32,154 0 63,445
NAVIGANT CONSULTING INC COM 63935N107 192 8,335 SH   DFND 4 8,335 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 2 167 SH   DFND 4 167 0 0
NAVIGATORS GROUP INC COM 638904102 3,392 49,075 SH   DFND 3 16,592 0 32,483
NAVIGATORS GROUP INC COM 638904102 379 5,492 SH   DFND 4 5,492 0 0
NAVISTAR INTL CORP NEW COM 63934E108 334 8,685 SH   DFND 3 1,278 0 7,407
NAVISTAR INTL CORP NEW COM 63934E108 1,389 36,066 SH   DFND 4 36,066 0 0
NBT BANCORP INC COM 628778102 3,551 92,718 SH   DFND 3 31,229 0 61,489
NBT BANCORP INC COM 628778102 314 8,176 SH   DFND 4 8,176 0 0
NCI BUILDING SYS INC COM NEW 628852204 94 6,175 SH   DFND 3 0 0 6,175
NCI BUILDING SYS INC COM NEW 628852204 6 422 SH   DFND 4 422 0 0
NCR CORP NEW COM 62886E108 2,252 79,268 SH   DFND 3 36,846 0 42,422
NCR CORP NEW COM 62886E108 2,841 99,994 SH   DFND 4 72,985 0 27,009
NCS MULTISTAGE HLDGS INC COM 628877102 27 1,639 SH   DFND 3 0 0 1,639
NEENAH INC COM 640079109 3,077 35,736 SH   DFND 3 11,986 0 23,750
NEENAH INC COM 640079109 321 3,724 SH   DFND 4 3,724 0 0
NEKTAR THERAPEUTICS COM 640268108 5,547 91,001 SH   DFND 3 31,838 0 59,163
NEKTAR THERAPEUTICS COM 640268108 15,779 259,356 SH   DFND 4 83,907 0 175,449
NELNET INC CL A 64031N108 178 3,119 SH   DFND 4 3,119 0 0
NELNET INC CL A 64031N108 157 2,748 SH   DFND 3 0 0 2,748
NEOGEN CORP COM 640491106 7,834 110,044 SH   DFND 3 37,044 0 73,000
NEOGEN CORP COM 640491106 720 10,062 SH   DFND 4 10,062 0 0
NEOGENOMICS INC COM NEW 64049M209 147 9,607 SH   DFND 3 0 0 9,607
NEOGENOMICS INC COM NEW 64049M209 15 952 SH   DFND 4 952 0 0
NEON THERAPEUTICS INC COM 64050Y100 9 1,024 SH   DFND 3 0 0 1,024
NEOPHOTONICS CORP COM 64051T100 42 5,025 SH   DFND 3 0 0 5,025
NEOS THERAPEUTICS INC COM 64052L106 17 3,575 SH   DFND 3 0 0 3,575
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 57 7,117 SH   DFND 4 7,117 0 0
NETAPP INC COM 64110D104 62,630 729,194 SH   DFND 3 638,941 0 90,253
NETAPP INC COM 64110D104 54,972 640,621 SH   DFND 4 360,340 0 280,281
NETEASE INC SPONSORED ADR 64110W102 1,117 4,893 SH   DFND 2 4,893 0 0
NETEASE INC SPONSORED ADR 64110W102 1,715 7,513 SH   DFND 3 0 0 7,513
NETEASE INC SPONSORED ADR 64110W102 84,674 370,971 SH   DFND 4 212,441 0 158,530
NETFLIX INC COM 64110L106 417,277 1,115,326 SH   DFND 3 973,560 0 141,766
NETFLIX INC COM 64110L106 214,601 573,600 SH   DFND 4 221,190 0 352,410
NETGEAR INC COM 64111Q104 4,248 67,613 SH   DFND 3 22,732 0 44,881
NETGEAR INC COM 64111Q104 420 6,676 SH   DFND 4 6,676 0 0
NETSCOUT SYS INC COM 64115T104 1,620 64,172 SH   DFND 3 28,627 0 35,545
NETSCOUT SYS INC COM 64115T104 914 36,188 SH   DFND 4 36,188 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 332 2,698 SH   DFND 3 0 0 2,698
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,680 62,467 SH   DFND 4 19,293 0 43,174
NEURONETICS INC COM 64131A105 31 970 SH   DFND 3 0 0 970
NEVRO CORP COM 64157F103 247 4,341 SH   DFND 3 0 0 4,341
NEVRO CORP COM 64157F103 312 5,480 SH   DFND 4 5,480 0 0
NEVSUN RES LTD COM 64156L101 394 88,832 SH   DFND 4 88,832 0 0
NEW GOLD INC CDA COM 644535106 18 22,818 SH   DFND 3 22,818 0 0
NEW GOLD INC CDA COM 644535106 273 345,891 SH   DFND 4 345,891 0 0
NEW HOME CO INC COM 645370107 17 2,159 SH   DFND 3 0 0 2,159
NEW JERSEY RES COM 646025106 3,374 73,185 SH   DFND 3 31,153 0 42,032
NEW JERSEY RES COM 646025106 1,556 33,742 SH   DFND 4 33,742 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 1,822 116,166 SH   DFND 3 38,789 0 77,377
NEW MEDIA INVT GROUP INC COM 64704V106 297 18,920 SH   DFND 4 18,920 0 0
NEW MTN FIN CORP COM 647551100 4,104 303,410 SH   DFND 4 303,410 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 662 8,947 SH   DFND 2 8,947 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,358 18,345 SH   DFND 3 0 0 18,345
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 50,060 676,401 SH   DFND 4 390,451 0 285,950
NEW RELIC INC COM 64829B100 623 6,614 SH   DFND 3 0 0 6,614
NEW RELIC INC COM 64829B100 848 8,998 SH   DFND 4 8,998 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 643 36,066 SH   DFND 3 25,816 0 10,250
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,042 226,840 SH   DFND 4 152,919 0 73,921
NEW SR INVT GROUP INC COM 648691103 77 13,109 SH   DFND 3 2,472 0 10,637
NEW SR INVT GROUP INC COM 648691103 1,458 247,144 SH   DFND 4 247,144 0 0
NEW YORK & CO INC COM 649295102 17 4,313 SH   DFND 3 0 0 4,313
NEW YORK CMNTY BANCORP INC COM 649445103 15,120 1,458,058 SH   DFND 3 1,247,545 0 210,513
NEW YORK CMNTY BANCORP INC COM 649445103 12,598 1,214,831 SH   DFND 4 797,068 0 417,763
NEW YORK MTG TR INC COM PAR $.02 649604501 1,792 293,805 SH   DFND 3 98,780 0 195,025
NEW YORK MTG TR INC COM PAR $.02 649604501 7 1,106 SH   DFND 4 1,106 0 0
NEW YORK REIT INC COM NEW 64976L208 2 110 SH   DFND 4 110 0 0
NEW YORK TIMES CO CL A 650111107 2,462 106,334 SH   DFND 3 40,324 0 66,010
NEW YORK TIMES CO CL A 650111107 718 31,003 SH   DFND 4 31,003 0 0
NEWELL BRANDS INC COM 651229106 19,186 945,121 SH   DFND 4 501,313 0 443,808
NEWELL BRANDS INC COM 651229106 24,350 1,199,492 SH   DFND 3 1,053,096 0 146,396
NEWFIELD EXPL CO COM 651290108 15,331 531,757 SH   DFND 3 467,211 0 64,546
NEWFIELD EXPL CO COM 651290108 8,766 304,047 SH   DFND 4 115,347 0 188,700
NEWLINK GENETICS CORP COM 651511107 12 5,037 SH   DFND 3 0 0 5,037
NEWMARK GROUP INC CL A 65158N102 37 3,290 SH   DFND 3 0 0 3,290
NEWMARK GROUP INC CL A 65158N102 392 35,000 SH   DFND 4 0 0 35,000
NEWMARKET CORP COM 651587107 2,599 6,410 SH   DFND 3 3,245 0 3,165
NEWMARKET CORP COM 651587107 2,341 5,774 SH   DFND 4 3,912 0 1,862
NEWMONT MINING CORP COM 651639106 45,313 1,500,441 SH   DFND 3 1,312,927 0 187,514
NEWMONT MINING CORP COM 651639106 50,508 1,671,454 SH   DFND 4 974,039 0 697,415
NEWPARK RES INC COM PAR $.01NEW 651718504 2,000 193,742 SH   DFND 3 65,305 0 128,437
NEWPARK RES INC COM PAR $.01NEW 651718504 147 14,221 SH   DFND 4 14,221 0 0
NEWS CORP NEW CL B 65249B208 4,402 323,643 SH   DFND 3 289,861 0 33,782
NEWS CORP NEW CL B 65249B208 2,161 158,893 SH   DFND 4 99,981 0 58,912
NEWS CORP NEW CL A 65249B109 13,699 1,038,581 SH   DFND 3 913,983 0 124,598
NEWS CORP NEW CL A 65249B109 11,401 864,364 SH   DFND 4 524,505 0 339,859
NEXA RES S A COM L67359106 129 10,720 SH   DFND 4 10,720 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 61 5,007 SH   DFND 3 0 0 5,007
NEXGEN ENERGY LTD COM 65340P106 2 989 SH   DFND 4 989 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 81 2,446 SH   DFND 3 0 0 2,446
NEXSTAR MEDIA GROUP INC CL A 65336K103 545 6,698 SH   DFND 3 0 0 6,698
NEXSTAR MEDIA GROUP INC CL A 65336K103 744 9,144 SH   DFND 4 9,144 0 0
NEXTDECADE CORP COM 65342K105 8 1,471 SH   DFND 3 0 0 1,471
NEXTERA ENERGY INC COM 65339F101 215,986 1,288,697 SH   DFND 3 1,129,780 0 158,917
NEXTERA ENERGY INC COM 65339F101 258,030 1,539,721 SH   DFND 4 1,037,606 0 502,115
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 29 603 SH   DFND 4 603 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 2,040 102,074 SH   DFND 3 34,037 0 68,037
NEXTGEN HEALTHCARE INC COM 65343C102 242 12,037 SH   DFND 4 12,037 0 0
NI HLDGS INC COM 65342T106 21 1,230 SH   DFND 3 0 0 1,230
NIC INC COM 62914B100 2,094 141,435 SH   DFND 3 47,249 0 94,186
NIC INC COM 62914B100 245 16,532 SH   DFND 4 16,532 0 0
NICOLET BANKSHARES INC COM 65406E102 70 1,276 SH   DFND 3 0 0 1,276
NIELSEN HLDGS PLC SHS EUR G6518L108 28,055 1,014,298 SH   DFND 3 895,228 0 119,070
NIELSEN HLDGS PLC SHS EUR G6518L108 21,733 785,728 SH   DFND 4 458,821 0 326,907
NII HLDGS INC COM PAR 62913F508 78 13,261 SH   DFND 3 0 0 13,261
NIKE INC CL B 654106103 289,463 3,416,702 SH   DFND 3 2,994,116 0 422,586
NIKE INC CL B 654106103 222,371 2,624,724 SH   DFND 4 1,514,321 0 1,110,403
NINE ENERGY SVC INC COM 65441V101 68 2,221 SH   DFND 3 0 0 2,221
NISOURCE INC COM 65473P105 31,343 1,257,764 SH   DFND 3 890,052 0 367,712
NISOURCE INC COM 65473P105 52,900 2,123,410 SH   DFND 4 1,716,382 0 407,028
NL INDS INC COM NEW 629156407 7 1,153 SH   DFND 3 0 0 1,153
NLIGHT INC COM 65487K100 23 1,023 SH   DFND 3 0 0 1,023
NMI HLDGS INC CL A 629209305 3,162 139,434 SH   DFND 3 46,996 0 92,438
NMI HLDGS INC CL A 629209305 12 520 SH   DFND 4 520 0 0
NN INC COM 629337106 67 4,322 SH   DFND 3 0 0 4,322
NOAH HLDGS LTD SPON ADS CL A 65487X102 118 2,812 SH   DFND 3 0 0 2,812
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,494 59,187 SH   DFND 4 5,118 0 54,069
NOBLE CORP PLC SHS USD G65431101 3,883 558,006 SH   DFND 3 209,700 0 348,306
NOBLE CORP PLC SHS USD G65431101 4,814 684,751 SH   DFND 4 684,751 0 0
NOBLE ENERGY INC COM 655044105 41,403 1,327,430 SH   DFND 3 1,159,700 0 167,730
NOBLE ENERGY INC COM 655044105 30,643 981,246 SH   DFND 4 432,196 0 549,050
NOKIA CORP SPONSORED ADR 654902204 473 84,645 SH   DFND 4 84,645 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 48 2,391 SH   DFND 3 2,391 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,252 61,778 SH   DFND 4 61,778 0 0
NOODLES & CO COM CL A 65540B105 28 2,312 SH   DFND 3 0 0 2,312
NORBORD INC COM NEW 65548P403 443 13,390 SH   DFND 4 13,390 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 42 20,163 SH   DFND 3 0 0 20,163
NORDSON CORP COM 655663102 11,807 85,001 SH   DFND 1 85,001 0 0
NORDSON CORP COM 655663102 5,183 37,312 SH   DFND 3 18,350 0 18,962
NORDSON CORP COM 655663102 4,230 30,451 SH   DFND 4 17,980 0 12,471
NORDSTROM INC COM 655664100 19,528 326,505 SH   DFND 3 288,257 0 38,248
NORDSTROM INC COM 655664100 21,719 363,131 SH   DFND 4 241,137 0 121,994
NORFOLK SOUTHERN CORP COM 655844108 139,605 773,435 SH   DFND 3 680,606 0 92,829
NORFOLK SOUTHERN CORP COM 655844108 140,744 779,744 SH   DFND 4 530,867 0 248,877
NORTHEAST BANCORP COM NEW 663904209 27 1,230 SH   DFND 3 0 0 1,230
NORTHERN OIL & GAS INC NEV COM 665531109 116 29,102 SH   DFND 3 0 0 29,102
NORTHERN TR CORP COM 665859104 58,630 574,076 SH   DFND 3 502,139 0 71,937
NORTHERN TR CORP COM 665859104 37,260 364,830 SH   DFND 4 173,634 0 191,196
NORTHFIELD BANCORP INC DEL COM 66611T108 1,580 99,828 SH   DFND 3 33,699 0 66,129
NORTHFIELD BANCORP INC DEL COM 66611T108 14 861 SH   DFND 4 861 0 0
NORTHRIM BANCORP INC COM 666762109 43 1,035 SH   DFND 3 0 0 1,035
NORTHROP GRUMMAN CORP COM 666807102 139,906 440,830 SH   DFND 3 384,064 0 56,766
NORTHROP GRUMMAN CORP COM 666807102 79,309 249,896 SH   DFND 4 177,712 0 72,184
NORTHSTAR REALTY EUROPE CORP COM 66706L101 99 7,002 SH   DFND 3 0 0 7,002
NORTHSTAR REALTY EUROPE CORP COM 66706L101 137 9,690 SH   DFND 4 9,690 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 3,775 217,950 SH   DFND 3 73,917 0 144,033
NORTHWEST BANCSHARES INC MD COM 667340103 547 31,559 SH   DFND 4 31,559 0 0
NORTHWEST NAT GAS CO COM 667655104 5,354 80,143 SH   DFND 3 20,795 0 59,348
NORTHWEST NAT GAS CO COM 667655104 6,828 102,063 SH   DFND 4 102,063 0 0
NORTHWEST PIPE CO COM 667746101 32 1,598 SH   DFND 3 0 0 1,598
NORTHWESTERN CORP COM NEW 668074305 4,655 79,353 SH   DFND 3 21,989 0 57,364
NORTHWESTERN CORP COM NEW 668074305 10,852 185,004 SH   DFND 4 185,004 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 32,200 560,680 SH   DFND 3 487,943 0 72,737
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 21,293 370,759 SH   DFND 4 197,112 0 173,647
NORWOOD FINANCIAL CORP COM 669549107 37 935 SH   DFND 3 0 0 935
NOVAGOLD RES INC COM NEW 66987E206 139 37,607 SH   DFND 4 37,607 0 0
NOVANTA INC COM 67000B104 10,939 159,933 SH   DFND 1 159,933 0 0
NOVANTA INC COM 67000B104 333 4,866 SH   DFND 3 0 0 4,866
NOVANTA INC COM 67000B104 469 6,853 SH   DFND 4 6,853 0 0
NOVAVAX INC COM 670002104 107 56,814 SH   DFND 3 0 0 56,814
NOVOCURE LTD ORD SHS G6674U108 578 11,022 SH   DFND 3 0 0 11,022
NOVOCURE LTD ORD SHS G6674U108 891 17,005 SH   DFND 4 17,005 0 0
NOW INC COM 67011P100 1,431 86,484 SH   DFND 3 34,259 0 52,225
NOW INC COM 67011P100 1,508 91,110 SH   DFND 4 91,110 0 0
NRG ENERGY INC COM NEW 629377508 29,434 787,002 SH   DFND 3 707,369 0 79,633
NRG ENERGY INC COM NEW 629377508 16,092 430,272 SH   DFND 4 267,064 0 163,208
NTERDIGITAL INC P COM 45867G101 2,124 26,551 SH   DFND 3 9,963 0 16,588
NTERDIGITAL INC P COM 45867G101 563 7,039 SH   DFND 4 7,039 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,508 42,558 SH   DFND 3 22,628 0 19,930
NU SKIN ENTERPRISES INC CL A 67018T105 3,167 38,428 SH   DFND 4 26,406 0 12,022
NUANCE COMMUNICATIONS INC COM 67020Y100 12,693 732,825 SH   DFND 1 732,825 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,217 647,635 SH   DFND 3 638,625 0 9,010
NUANCE COMMUNICATIONS INC COM 67020Y100 5,314 306,816 SH   DFND 4 240,213 0 66,603
NUCANA PLC SPONSORED ADR 67022C106 4 162 SH   DFND 4 162 0 0
NUCOR CORP COM 670346105 54,170 853,745 SH   DFND 3 749,293 0 104,452
NUCOR CORP COM 670346105 49,579 781,436 SH   DFND 4 471,445 0 309,991
NUTANIX INC CL A 67059N108 141 3,299 SH   DFND 3 0 0 3,299
NUTANIX INC CL A 67059N108 2,036 47,663 SH   DFND 4 24,017 0 23,646
NUTRI SYS INC NEW COM 67069D108 2,320 62,653 SH   DFND 3 21,042 0 41,611
NUTRI SYS INC NEW COM 67069D108 192 5,193 SH   DFND 4 5,193 0 0
NUTRIEN LTD COM 67077M108 84,094 1,457,531 SH   DFND 3 1,387,758 0 69,773
NUTRIEN LTD COM 67077M108 33,302 577,194 SH   DFND 4 272,839 0 304,355
NUVASIVE INC COM 670704105 3,027 42,650 SH   DFND 3 18,072 0 24,578
NUVASIVE INC COM 670704105 727 10,239 SH   DFND 4 10,239 0 0
NUVECTRA CORP COM 67075N108 46 2,074 SH   DFND 3 0 0 2,074
NV5 GLOBAL INC COM 62945V109 123 1,416 SH   DFND 3 0 0 1,416
NV5 GLOBAL INC COM 62945V109 24 281 SH   DFND 4 281 0 0
NVE CORP COM NEW 629445206 79 745 SH   DFND 3 0 0 745
NVE CORP COM NEW 629445206 11 106 SH   DFND 4 106 0 0
NVENT ELECTRIC PLC SHS G6700G107 13,036 479,957 SH   DFND 3 421,723 0 58,234
NVENT ELECTRIC PLC SHS G6700G107 4,014 147,779 SH   DFND 4 147,779 0 0
NVIDIA CORP COM 67066G104 22,069 78,533 SH   DFND 1 78,533 0 0
NVIDIA CORP COM 67066G104 443,751 1,579,072 SH   DFND 3 1,382,454 0 196,618
NVIDIA CORP COM 67066G104 264,725 945,180 SH   DFND 4 462,568 0 482,612
NVR INC COM 62944T105 24,122 9,763 SH   DFND 3 8,270 0 1,493
NVR INC COM 62944T105 23,512 9,500 SH   DFND 4 5,833 0 3,667
NXP SEMICONDUCTORS N V COM N6596X109 74,732 874,063 SH   DFND 3 804,987 0 69,076
NXP SEMICONDUCTORS N V COM N6596X109 97,198 1,136,816 SH   DFND 4 318,434 0 818,382
NXSTAGE MEDICAL INC COM 67072V103 273 9,796 SH   DFND 3 0 0 9,796
NXSTAGE MEDICAL INC COM 67072V103 338 12,132 SH   DFND 4 12,132 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 11 4,420 SH   DFND 3 0 0 4,420
O REILLY AUTOMOTIVE INC NEW COM 67103H107 73,141 210,586 SH   DFND 3 184,217 0 26,369
O REILLY AUTOMOTIVE INC NEW COM 67103H107 55,788 160,623 SH   DFND 4 85,120 0 75,503
OAK VALLEY BANCORP OAKDALE C COM 671807105 20 1,041 SH   DFND 3 0 0 1,041
OAKTREE SPECIALTY LENDING CO COM 67401P108 2,679 539,617 SH   DFND 4 539,617 0 0
OASIS PETE INC NEW COM 674215108 3,337 235,304 SH   DFND 3 107,236 0 128,068
OASIS PETE INC NEW COM 674215108 2,313 163,142 SH   DFND 4 163,142 0 0
OBSIDIAN ENERGY LTD COM 674482104 16 17,168 SH   DFND 3 17,168 0 0
OBSIDIAN ENERGY LTD COM 674482104 865 912,367 SH   DFND 4 912,367 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 172,889 2,104,038 SH   DFND 3 1,844,925 0 259,113
OCCIDENTAL PETE CORP DEL COM 674599105 119,064 1,449,155 SH   DFND 4 784,639 0 664,516
OCEAN RIG UDW INC COM CL A G66964118 282 8,144 SH   DFND 3 0 0 8,144
OCEAN RIG UDW INC COM CL A G66964118 454 13,106 SH   DFND 4 13,106 0 0
OCEANEERING INTL INC COM 675232102 22,320 808,713 SH   DFND 1 808,713 0 0
OCEANEERING INTL INC COM 675232102 2,174 78,769 SH   DFND 3 31,661 0 47,108
OCEANEERING INTL INC COM 675232102 2,179 78,953 SH   DFND 4 78,953 0 0
OCEANFIRST FINL CORP COM 675234108 193 7,081 SH   DFND 3 0 0 7,081
OCEANFIRST FINL CORP COM 675234108 7 271 SH   DFND 4 271 0 0
OCLARO INC COM NEW 67555N206 3,265 362,679 SH   DFND 3 121,852 0 240,827
OCLARO INC COM NEW 67555N206 283 31,658 SH   DFND 4 31,658 0 0
OCONEE FED FINL CORP COM 675607105 3 100 SH   DFND 3 0 0 100
OCULAR THERAPEUTIX INC COM 67576A100 33 4,842 SH   DFND 3 0 0 4,842
OCWEN FINL CORP COM NEW 675746309 69 17,506 SH   DFND 3 0 0 17,506
ODONATE THERAPEUTICS INC COM 676079106 23 1,177 SH   DFND 3 0 0 1,177
OFFICE DEPOT INC COM 676220106 3,897 1,211,056 SH   DFND 3 427,417 0 783,639
OFFICE DEPOT INC COM 676220106 2,239 697,630 SH   DFND 4 697,630 0 0
OFG BANCORP COM 67103X102 1,514 93,720 SH   DFND 3 31,740 0 61,980
OFG BANCORP COM 67103X102 2 136 SH   DFND 4 136 0 0
OGE ENERGY CORP COM 670837103 5,775 159,008 SH   DFND 3 73,334 0 85,674
OGE ENERGY CORP COM 670837103 18,245 502,327 SH   DFND 4 326,345 0 175,982
OHIO VY BANC CORP COM 677719106 21 568 SH   DFND 3 0 0 568
OIL DRI CORP AMER COM 677864100 29 743 SH   DFND 3 0 0 743
OIL STS INTL INC COM 678026105 4,277 128,847 SH   DFND 3 44,244 0 84,603
OIL STS INTL INC COM 678026105 1,297 39,060 SH   DFND 4 39,060 0 0
OKTA INC CL A 679295105 14,025 199,332 SH   DFND 1 199,332 0 0
OKTA INC CL A 679295105 393 5,590 SH   DFND 3 2,978 0 2,612
OKTA INC CL A 679295105 2,640 37,524 SH   DFND 4 17,784 0 19,740
OLD DOMINION FGHT LINES INC COM 679580100 31,417 194,822 SH   DFND 3 167,103 0 27,719
OLD DOMINION FGHT LINES INC COM 679580100 22,961 142,382 SH   DFND 4 78,583 0 63,799
OLD LINE BANCSHARES INC COM 67984M100 74 2,342 SH   DFND 3 0 0 2,342
OLD NATL BANCORP IND COM 680033107 6,286 325,829 SH   DFND 3 110,679 0 215,150
OLD NATL BANCORP IND COM 680033107 1,344 69,653 SH   DFND 4 69,653 0 0
OLD REP INTL CORP COM 680223104 18,800 840,030 SH   DFND 3 737,934 0 102,096
OLD REP INTL CORP COM 680223104 11,034 493,032 SH   DFND 4 394,916 0 98,116
OLD SECOND BANCORP INC ILL COM 680277100 64 4,116 SH   DFND 3 0 0 4,116
OLIN CORP COM PAR $1 680665205 2,934 114,246 SH   DFND 3 54,067 0 60,179
OLIN CORP COM PAR $1 680665205 2,706 105,355 SH   DFND 4 69,209 0 36,146
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,747 38,995 SH   DFND 3 14,682 0 24,313
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 957 9,954 SH   DFND 4 9,954 0 0
OLYMPIC STEEL INC COM 68162K106 414 19,945 SH   DFND 3 6,588 0 13,357
OMEGA FLEX INC COM 682095104 33 463 SH   DFND 3 0 0 463
OMEGA HEALTHCARE INVS INC COM 681936100 4,864 148,436 SH   DFND 3 76,562 0 71,874
OMEGA HEALTHCARE INVS INC COM 681936100 22,564 688,550 SH   DFND 4 648,293 0 40,257
OMEROS CORP COM 682143102 171 7,021 SH   DFND 3 0 0 7,021
OMEROS CORP COM 682143102 10 404 SH   DFND 4 404 0 0
OMNICELL INC COM 68213N109 5,999 83,428 SH   DFND 3 28,022 0 55,406
OMNICELL INC COM 68213N109 633 8,798 SH   DFND 4 8,798 0 0
OMNICOM GROUP INC COM 681919106 41,401 608,666 SH   DFND 3 534,786 0 73,880
OMNICOM GROUP INC COM 681919106 44,041 647,469 SH   DFND 4 397,527 0 249,942
OMNOVA SOLUTIONS INC COM 682129101 61 6,219 SH   DFND 3 0 0 6,219
ON DECK CAP INC COM 682163100 59 7,799 SH   DFND 3 0 0 7,799
ON DECK CAP INC COM 682163100 201 26,595 SH   DFND 4 0 0 26,595
ON SEMICONDUCTOR CORP COM 682189105 1,301 70,570 SH   DFND 3 30,252 0 40,318
ON SEMICONDUCTOR CORP COM 682189105 10,631 576,808 SH   DFND 4 209,893 0 366,915
ONE GAS INC COM 68235P108 6,542 79,506 SH   DFND 3 20,221 0 59,285
ONE GAS INC COM 68235P108 15,476 188,094 SH   DFND 4 188,094 0 0
ONE LIBERTY PPTYS INC COM 682406103 63 2,283 SH   DFND 3 0 0 2,283
ONEMAIN HLDGS INC COM 68268W103 123 3,658 SH   DFND 3 1,375 0 2,283
ONEMAIN HLDGS INC COM 68268W103 1,631 48,536 SH   DFND 4 31,870 0 16,666
ONEOK INC NEW COM 682680103 75,086 1,107,631 SH   DFND 3 973,205 0 134,426
ONEOK INC NEW COM 682680103 84,669 1,248,984 SH   DFND 4 720,950 0 528,034
ONESPAN INC COM 68287N100 23,388 1,227,723 SH   DFND 1 1,227,723 0 0
ONESPAN INC COM 68287N100 1,276 67,028 SH   DFND 3 22,605 0 44,423
ONESPAN INC COM 68287N100 1 57 SH   DFND 4 57 0 0
OOMA INC COM 683416101 49 2,939 SH   DFND 3 0 0 2,939
OP BANCORP COM 67109R109 22 1,864 SH   DFND 3 0 0 1,864
OPEN TEXT CORP COM 683715106 4,544 119,514 SH   DFND 3 86,677 0 32,837
OPEN TEXT CORP COM 683715106 7,378 194,040 SH   DFND 4 110,292 0 83,748
OPKO HEALTH INC COM 68375N103 166 47,973 SH   DFND 3 0 0 47,973
OPKO HEALTH INC COM 68375N103 226 65,316 SH   DFND 4 65,316 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 47 1,482 SH   DFND 3 0 0 1,482
OPTINOSE INC COM 68404V100 37 2,974 SH   DFND 3 0 0 2,974
OPUS BK IRVINE CALIF COM 684000102 1,252 45,646 SH   DFND 3 15,454 0 30,192
OPUS BK IRVINE CALIF COM 684000102 13 478 SH   DFND 4 478 0 0
ORACLE CORP COM 68389X105 120 2,328 SH   DFND 1 2,328 0 0
ORACLE CORP COM 68389X105 390,265 7,569,140 SH   DFND 3 6,629,804 0 939,336
ORACLE CORP COM 68389X105 256,983 4,984,163 SH   DFND 4 2,531,710 0 2,452,453
ORASURE TECHNOLOGIES INC COM 68554V108 2,021 130,397 SH   DFND 3 43,993 0 86,404
ORASURE TECHNOLOGIES INC COM 68554V108 9 553 SH   DFND 4 553 0 0
ORBCOMM INC COM 68555P100 120 11,006 SH   DFND 3 0 0 11,006
ORBCOMM INC COM 68555P100 7 670 SH   DFND 4 670 0 0
ORBOTECH LTD ORD M75253100 59 1,000 SH   DFND 3 0 0 1,000
ORBOTECH LTD ORD M75253100 658 11,066 SH   DFND 4 11,066 0 0
ORCHID IS CAP INC COM 68571X103 53 7,291 SH   DFND 3 0 0 7,291
ORGANOVO HLDGS INC COM 68620A104 16 13,611 SH   DFND 3 0 0 13,611
ORIGIN BANCORP INC COM 68621T102 99 2,636 SH   DFND 3 0 0 2,636
ORION ENGINEERED CARBONS S A COM L72967109 2,101 65,457 SH   DFND 4 6,243 0 59,214
ORION GROUP HOLDINGS INC COM 68628V308 455 60,679 SH   DFND 3 21,233 0 39,446
ORITANI FINL CORP DEL COM 68633D103 1,286 82,861 SH   DFND 3 27,966 0 54,895
ORITANI FINL CORP DEL COM 68633D103 99 6,391 SH   DFND 4 6,391 0 0
ORMAT TECHNOLOGIES INC COM 686688102 324 5,996 SH   DFND 3 0 0 5,996
ORMAT TECHNOLOGIES INC COM 686688102 466 8,606 SH   DFND 4 8,606 0 0
ORRSTOWN FINL SVCS INC COM 687380105 28 1,170 SH   DFND 3 0 0 1,170
ORTHOFIX MED INC COM 68752M108 2,316 40,152 SH   DFND 3 13,583 0 26,569
ORTHOFIX MED INC COM 68752M108 228 3,938 SH   DFND 4 3,938 0 0
ORTHOPEDIATRICS CORP COM 68752L100 42 1,145 SH   DFND 3 0 0 1,145
OSHKOSH CORP COM 688239201 4,052 56,877 SH   DFND 3 30,527 0 26,350
OSHKOSH CORP COM 688239201 3,549 49,812 SH   DFND 4 33,900 0 15,912
OSI SYSTEMS INC COM 671044105 2,736 35,853 SH   DFND 3 12,035 0 23,818
OSI SYSTEMS INC COM 671044105 242 3,165 SH   DFND 4 3,165 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 314 41,385 SH   DFND 4 41,385 0 0
OTTER TAIL CORP COM 689648103 282 5,897 SH   DFND 3 0 0 5,897
OTTER TAIL CORP COM 689648103 374 7,814 SH   DFND 4 7,814 0 0
OUTFRONT MEDIA INC COM 69007J106 392 19,672 SH   DFND 3 15,190 0 4,482
OUTFRONT MEDIA INC COM 69007J106 2,401 120,329 SH   DFND 4 82,860 0 37,469
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 28 8,741 SH   DFND 3 0 0 8,741
OVERSTOCK COM INC DEL COM 690370101 86 3,092 SH   DFND 3 0 0 3,092
OVERSTOCK COM INC DEL COM 690370101 7 250 SH   DFND 4 250 0 0
OVID THERAPEUTICS INC COM 690469101 12 2,145 SH   DFND 3 0 0 2,145
OWENS & MINOR INC NEW COM 690732102 2,274 137,370 SH   DFND 3 49,639 0 87,731
OWENS & MINOR INC NEW COM 690732102 1,118 67,684 SH   DFND 4 67,684 0 0
OWENS CORNING NEW COM 690742101 916 16,877 SH   DFND 3 5,861 0 11,016
OWENS CORNING NEW COM 690742101 7,574 139,553 SH   DFND 4 61,929 0 77,624
OWENS ILL INC COM NEW 690768403 2,051 109,166 SH   DFND 3 51,819 0 57,347
OWENS ILL INC COM NEW 690768403 2,325 123,754 SH   DFND 4 123,754 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 65 4,023 SH   DFND 3 0 0 4,023
OXFORD INDS INC COM 691497309 3,240 35,996 SH   DFND 3 12,112 0 23,884
OXFORD INDS INC COM 691497309 308 3,420 SH   DFND 4 3,420 0 0
OXFORD SQUARE CAP CORP COM 69181V107 1,423 199,754 SH   DFND 4 199,754 0 0
P A M TRANSN SVCS INC COM 693149106 21 326 SH   DFND 3 0 0 326
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 149 6,076 SH   DFND 4 6,076 0 0
PACCAR INC COM 693718108 63,171 926,399 SH   DFND 3 812,002 0 114,397
PACCAR INC COM 693718108 55,899 819,752 SH   DFND 4 435,313 0 384,439
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 97 17,990 SH   DFND 3 0 0 17,990
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 33 1,731 SH   DFND 3 0 0 1,731
PACIFIC MERCANTILE BANCORP COM 694552100 23 2,422 SH   DFND 3 0 0 2,422
PACIFIC PREMIER BANCORP COM 69478X105 3,559 95,735 SH   DFND 3 32,101 0 63,634
PACIFIC PREMIER BANCORP COM 69478X105 324 8,700 SH   DFND 4 8,700 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 294 5,972 SH   DFND 3 0 0 5,972
PACIRA PHARMACEUTICALS INC COM 695127100 469 9,551 SH   DFND 4 9,551 0 0
PACKAGING CORP AMER COM 695156109 27,510 250,797 SH   DFND 3 218,601 0 32,196
PACKAGING CORP AMER COM 695156109 20,839 189,985 SH   DFND 4 102,839 0 87,146
PACWEST BANCORP DEL COM 695263103 4,026 84,483 SH   DFND 3 40,423 0 44,060
PACWEST BANCORP DEL COM 695263103 3,601 75,573 SH   DFND 4 49,631 0 25,942
PAGSEGURO DIGITAL LTD COM CL A G68707101 1,258 45,449 SH   DFND 4 45,449 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 29 29,244 SH   DFND 3 0 0 29,244
PALO ALTO NETWORKS INC COM 697435105 27,262 121,023 SH   DFND 1 121,023 0 0
PALO ALTO NETWORKS INC COM 697435105 46,471 206,301 SH   DFND 3 197,504 0 8,797
PALO ALTO NETWORKS INC COM 697435105 32,547 144,487 SH   DFND 4 60,995 0 83,492
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 485 15,625 SH   DFND 4 15,625 0 0
PAN AMERICAN SILVER CORP COM 697900108 442 30,036 SH   DFND 4 30,036 0 0
PANDORA MEDIA INC COM 698354107 363 38,204 SH   DFND 3 0 0 38,204
PANDORA MEDIA INC COM 698354107 592 62,244 SH   DFND 4 62,244 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 44 2,361 SH   DFND 3 0 0 2,361
PAPA JOHNS INTL INC COM 698813102 891 17,380 SH   DFND 3 6,431 0 10,949
PAPA JOHNS INTL INC COM 698813102 265 5,177 SH   DFND 4 5,177 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,162 59,897 SH   DFND 3 19,998 0 39,899
PAR TECHNOLOGY CORP COM 698884103 37 1,683 SH   DFND 3 0 0 1,683
PARAMOUNT GROUP INC COM 69924R108 532 35,277 SH   DFND 3 28,830 0 6,447
PARAMOUNT GROUP INC COM 69924R108 26,118 1,730,809 SH   DFND 4 682,641 0 1,048,168
PARATEK PHARMACEUTICALS INC COM 699374302 46 4,703 SH   DFND 3 0 0 4,703
PARK CITY GROUP INC COM NEW 700215304 19 1,900 SH   DFND 3 0 0 1,900
PARK ELECTROCHEMICAL CORP COM 700416209 794 40,765 SH   DFND 3 13,836 0 26,929
PARK HOTELS RESORTS INC COM 700517105 15,354 467,835 SH   DFND 3 461,695 0 6,140
PARK HOTELS RESORTS INC COM 700517105 26,420 805,000 SH   DFND 4 740,810 0 64,190
PARK NATL CORP COM 700658107 219 2,074 SH   DFND 3 0 0 2,074
PARK NATL CORP COM 700658107 20 194 SH   DFND 4 194 0 0
PARK OHIO HLDGS CORP COM 700666100 53 1,374 SH   DFND 3 0 0 1,374
PARKE BANCORP INC COM 700885106 20 902 SH   DFND 3 0 0 902
PARKER HANNIFIN CORP COM 701094104 64,992 353,352 SH   DFND 3 310,007 0 43,345
PARKER HANNIFIN CORP COM 701094104 48,048 261,228 SH   DFND 4 138,807 0 122,421
PARSLEY ENERGY INC CL A 701877102 708 24,219 SH   DFND 3 0 0 24,219
PARSLEY ENERGY INC CL A 701877102 7,623 260,612 SH   DFND 4 77,277 0 183,335
PARTY CITY HOLDCO INC COM 702149105 116 8,532 SH   DFND 3 0 0 8,532
PARTY CITY HOLDCO INC COM 702149105 2 175 SH   DFND 4 175 0 0
PATRICK INDS INC COM 703343103 2,943 49,615 SH   DFND 3 16,667 0 32,948
PATRICK INDS INC COM 703343103 281 4,755 SH   DFND 4 4,755 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 239 12,053 SH   DFND 3 0 0 12,053
PATTERN ENERGY GROUP INC CL A 70338P100 446 22,467 SH   DFND 4 22,467 0 0
PATTERSON COMPANIES INC COM 703395103 1,592 65,120 SH   DFND 3 25,813 0 39,307
PATTERSON COMPANIES INC COM 703395103 1,064 43,509 SH   DFND 4 43,509 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,661 155,550 SH   DFND 3 76,323 0 79,227
PATTERSON UTI ENERGY INC COM 703481101 2,589 151,332 SH   DFND 4 108,522 0 42,810
PAYCHEX INC COM 704326107 64,444 875,000 SH   DFND 3 767,774 0 107,226
PAYCHEX INC COM 704326107 81,250 1,103,219 SH   DFND 4 684,380 0 418,839
PAYCOM SOFTWARE INC COM 70432V102 235 1,514 SH   DFND 3 0 0 1,514
PAYCOM SOFTWARE INC COM 70432V102 3,395 21,845 SH   DFND 4 10,820 0 11,025
PAYLOCITY HLDG CORP COM 70438V106 347 4,319 SH   DFND 3 0 0 4,319
PAYLOCITY HLDG CORP COM 70438V106 536 6,673 SH   DFND 4 6,673 0 0
PAYPAL HLDGS INC COM 70450Y103 280,837 3,197,137 SH   DFND 3 2,813,753 0 383,384
PAYPAL HLDGS INC COM 70450Y103 152,398 1,734,946 SH   DFND 4 774,991 0 959,955
PBF ENERGY INC CL A 69318G106 4,580 91,769 SH   DFND 3 48,823 0 42,946
PBF ENERGY INC CL A 69318G106 6,499 130,207 SH   DFND 4 106,394 0 23,813
PC CONNECTION INC COM 69318J100 71 1,824 SH   DFND 3 0 0 1,824
PCSB FINL CORP COM 69324R104 52 2,537 SH   DFND 3 0 0 2,537
PDC ENERGY INC COM 69327R101 7,090 145,024 SH   DFND 3 51,693 0 93,331
PDC ENERGY INC COM 69327R101 1,041 21,270 SH   DFND 4 21,270 0 0
PDF SOLUTIONS INC COM 693282105 535 59,893 SH   DFND 3 19,997 0 39,896
PDL BIOPHARMA INC COM 69329Y104 56 21,481 SH   DFND 3 0 0 21,481
PDL CMNTY BANCORP COM 69290X101 20 1,323 SH   DFND 3 0 0 1,323
PDVWIRELESS INC COM 69290R104 44 1,297 SH   DFND 3 0 0 1,297
PEABODY ENERGY CORP NEW COM 704551100 448 12,571 SH   DFND 3 825 0 11,746
PEABODY ENERGY CORP NEW COM 704551100 997 27,979 SH   DFND 4 27,979 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 88 2,833 SH   DFND 3 0 0 2,833
PEAPACK-GLADSTONE FINL CORP COM 704699107 11 357 SH   DFND 4 357 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 489 13,455 SH   DFND 3 3,284 0 10,171
PEBBLEBROOK HOTEL TR COM 70509V100 7,930 218,040 SH   DFND 4 218,040 0 0
PEGASYSTEMS INC COM 705573103 72 1,144 SH   DFND 3 0 0 1,144
PEGASYSTEMS INC COM 705573103 995 15,898 SH   DFND 4 7,561 0 8,337
PEMBINA PIPELINE CORP COM 706327103 39,850 1,173,650 SH   DFND 3 1,118,904 0 54,746
PEMBINA PIPELINE CORP COM 706327103 39,863 1,174,045 SH   DFND 4 855,739 0 318,306
PENN NATL GAMING INC COM 707569109 5,993 182,079 SH   DFND 3 61,625 0 120,454
PENN NATL GAMING INC COM 707569109 965 29,317 SH   DFND 4 29,317 0 0
PENN VA CORP NEW COM 70788V102 2,269 28,339 SH   DFND 3 9,580 0 18,759
PENN VA CORP NEW COM 70788V102 15 185 SH   DFND 4 185 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 1,982 150,628 SH   DFND 4 150,628 0 0
PENNANTPARK INVT CORP COM 708062104 2,061 276,070 SH   DFND 4 276,070 0 0
PENNEY J C INC COM 708160106 683 411,200 SH   DFND 4 411,200 0 0
PENNEY J C INC COM 708160106 1,182 702,697 SH   DFND 3 255,838 0 446,859
PENNS WOODS BANCORP INC COM 708430103 28 645 SH   DFND 3 0 0 645
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,313 138,886 SH   DFND 3 48,173 0 90,713
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,879 198,610 SH   DFND 4 198,610 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 62 2,965 SH   DFND 3 0 0 2,965
PENNYMAC MTG INVT TR COM 70931T103 2,670 132,334 SH   DFND 3 46,320 0 86,014
PENNYMAC MTG INVT TR COM 70931T103 1,023 50,523 SH   DFND 4 50,523 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 128 2,694 SH   DFND 3 1,462 0 1,232
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,773 37,407 SH   DFND 4 29,013 0 8,394
PENTAIR PLC SHS G7S00T104 18,903 436,058 SH   DFND 3 379,536 0 56,522
PENTAIR PLC SHS G7S00T104 20,029 461,904 SH   DFND 4 259,012 0 202,892
PENUMBRA INC COM 70975L107 149 995 SH   DFND 3 0 0 995
PENUMBRA INC COM 70975L107 1,983 13,249 SH   DFND 4 6,462 0 6,787
PEOPLES BANCORP INC COM 709789101 92 2,640 SH   DFND 3 0 0 2,640
PEOPLES BANCORP INC COM 709789101 11 317 SH   DFND 4 317 0 0
PEOPLES BANCORP N C INC COM 710577107 19 668 SH   DFND 3 0 0 668
PEOPLES FINL SVCS CORP COM 711040105 44 1,043 SH   DFND 3 0 0 1,043
PEOPLES UNITED FINANCIAL INC COM 712704105 15,909 929,282 SH   DFND 3 815,953 0 113,329
PEOPLES UNITED FINANCIAL INC COM 712704105 16,404 958,177 SH   DFND 4 614,511 0 343,666
PEOPLES UTAH BANCORP COM 712706209 81 2,394 SH   DFND 3 0 0 2,394
PEOPLES UTAH BANCORP COM 712706209 5 160 SH   DFND 4 160 0 0
PEPSICO INC COM 713448108 427,080 3,820,035 SH   DFND 3 3,356,312 0 463,723
PEPSICO INC COM 713448108 328,539 2,939,001 SH   DFND 4 1,474,631 0 1,464,370
PERFICIENT INC COM 71375U101 1,964 73,610 SH   DFND 3 24,900 0 48,710
PERFICIENT INC COM 71375U101 127 4,760 SH   DFND 4 4,760 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 605 18,167 SH   DFND 3 2,969 0 15,198
PERFORMANCE FOOD GROUP CO COM 71377A103 1,881 56,501 SH   DFND 4 56,501 0 0
PERKINELMER INC COM 714046109 5,055 51,965 SH   DFND 3 23,388 0 28,577
PERKINELMER INC COM 714046109 6,097 62,678 SH   DFND 4 38,938 0 23,740
PERRIGO CO PLC SHS G97822103 24,225 342,160 SH   DFND 3 298,057 0 44,103
PERRIGO CO PLC SHS G97822103 23,225 327,442 SH   DFND 4 169,531 0 157,911
PERSPECTA INC COM 715347100 11,029 428,806 SH   DFND 3 360,505 0 68,301
PERSPECTA INC COM 715347100 3,112 120,979 SH   DFND 4 106,184 0 14,795
PETIQ INC COM CL A 71639T106 68 1,719 SH   DFND 3 0 0 1,719
PETMED EXPRESS INC COM 716382106 1,477 44,046 SH   DFND 3 14,859 0 29,187
PETMED EXPRESS INC COM 716382106 13 388 SH   DFND 4 388 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 374 35,752 SH   DFND 4 35,752 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 279 23,150 SH   DFND 4 23,150 0 0
PFENEX INC COM 717071104 24 4,772 SH   DFND 3 0 0 4,772
PFIZER INC COM 717081103 667,562 15,147,764 SH   DFND 3 13,228,413 0 1,919,351
PFIZER INC COM 717081103 552,000 12,525,838 SH   DFND 4 6,578,227 0 5,947,611
PFSWEB INC COM NEW 717098206 17 2,272 SH   DFND 3 0 0 2,272
PG&E CORP COM 69331C108 80,052 1,739,878 SH   DFND 3 1,241,830 0 498,048
PG&E CORP COM 69331C108 154,755 3,363,782 SH   DFND 4 2,791,454 0 572,328
PGT INNOVATIONS INC COM 69336V101 2,629 121,972 SH   DFND 3 41,378 0 80,594
PGT INNOVATIONS INC COM 69336V101 8 350 SH   DFND 4 350 0 0
PHH CORP COM NEW 693320202 65 5,911 SH   DFND 3 1,230 0 4,681
PHH CORP COM NEW 693320202 190 17,316 SH   DFND 4 17,316 0 0
PHI INC COM NON VTG 69336T205 17 1,800 SH   DFND 3 0 0 1,800
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,844 43,112 SH   DFND 3 14,487 0 28,625
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 8 183 SH   DFND 4 183 0 0
PHILIP MORRIS INTL INC COM 718172109 329,672 4,043,073 SH   DFND 3 3,534,702 0 508,371
PHILIP MORRIS INTL INC COM 718172109 197,138 2,417,683 SH   DFND 4 1,505,431 0 912,252
PHILLIPS 66 COM 718546104 131,958 1,170,672 SH   DFND 3 1,026,151 0 144,521
PHILLIPS 66 COM 718546104 164,143 1,456,362 SH   DFND 4 822,235 0 634,127
PHOTRONICS INC COM 719405102 1,424 145,729 SH   DFND 3 48,876 0 96,853
PHOTRONICS INC COM 719405102 7 679 SH   DFND 4 679 0 0
PHYSICIANS RLTY TR COM 71943U104 563 33,374 SH   DFND 3 6,108 0 27,266
PHYSICIANS RLTY TR COM 71943U104 9,297 551,431 SH   DFND 4 551,431 0 0
PICO HLDGS INC COM NEW 693366205 42 3,339 SH   DFND 3 0 0 3,339
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 504 26,623 SH   DFND 3 7,532 0 19,091
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 8,465 447,153 SH   DFND 4 447,153 0 0
PIER 1 IMPORTS INC COM 720279108 20 13,306 SH   DFND 3 0 0 13,306
PIERIS PHARMACEUTICALS INC COM 720795103 43 7,734 SH   DFND 3 0 0 7,734
PILGRIMS PRIDE CORP NEW COM 72147K108 27 1,501 SH   DFND 3 0 0 1,501
PILGRIMS PRIDE CORP NEW COM 72147K108 485 26,808 SH   DFND 4 13,866 0 12,942
PINDUODUO INC SPONSORED ADS 722304102 114 4,318 SH   DFND 2 4,318 0 0
PINDUODUO INC SPONSORED ADS 722304102 5,863 223,080 SH   DFND 4 217,612 0 5,468
PINNACLE ENTMT INC NEW COM 72348Y105 316 9,389 SH   DFND 3 1,494 0 7,895
PINNACLE ENTMT INC NEW COM 72348Y105 1,451 43,071 SH   DFND 4 43,071 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 2,845 47,304 SH   DFND 3 20,897 0 26,407
PINNACLE FINL PARTNERS INC COM 72346Q104 1,967 32,707 SH   DFND 4 16,785 0 15,922
PINNACLE FOODS INC DEL COM 72348P104 566 8,737 SH   DFND 3 5,085 0 3,652
PINNACLE FOODS INC DEL COM 72348P104 4,773 73,644 SH   DFND 4 43,382 0 30,262
PINNACLE WEST CAP CORP COM 723484101 30,324 382,977 SH   DFND 3 269,402 0 113,575
PINNACLE WEST CAP CORP COM 723484101 59,541 752,056 SH   DFND 4 605,722 0 146,334
PIONEER ENERGY SVCS CORP COM 723664108 508 170,818 SH   DFND 3 57,186 0 113,632
PIONEER NAT RES CO COM 723787107 78,885 452,870 SH   DFND 3 397,219 0 55,651
PIONEER NAT RES CO COM 723787107 50,821 291,759 SH   DFND 4 118,441 0 173,318
PIPER JAFFRAY COS COM 724078100 2,443 32,201 SH   DFND 3 10,847 0 21,354
PIPER JAFFRAY COS COM 724078100 201 2,637 SH   DFND 4 2,637 0 0
PITNEY BOWES INC COM 724479100 1,094 154,480 SH   DFND 3 63,760 0 90,720
PITNEY BOWES INC COM 724479100 1,256 177,386 SH   DFND 4 177,386 0 0
PJT PARTNERS INC COM CL A 69343T107 155 2,964 SH   DFND 3 0 0 2,964
PJT PARTNERS INC COM CL A 69343T107 9 169 SH   DFND 4 169 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 254 10,372 SH   DFND 3 0 0 10,372
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,947 79,371 SH   DFND 4 17,065 0 62,306
PLANET FITNESS INC CL A 72703H101 714 13,207 SH   DFND 3 0 0 13,207
PLANET FITNESS INC CL A 72703H101 1,008 18,654 SH   DFND 4 18,654 0 0
PLANTRONICS INC NEW COM 727493108 1,518 25,172 SH   DFND 3 9,402 0 15,770
PLANTRONICS INC NEW COM 727493108 520 8,620 SH   DFND 4 8,620 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 342 27,402 SH   DFND 3 20,805 0 6,597
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,647 132,067 SH   DFND 4 89,480 0 42,587
PLAYAGS INC COM 72814N104 98 3,310 SH   DFND 3 0 0 3,310
PLAYAGS INC COM 72814N104 12 391 SH   DFND 4 391 0 0
PLDT INC SPONSORED ADR 69344D408 41 1,591 SH   DFND 2 1,591 0 0
PLDT INC SPONSORED ADR 69344D408 623 24,263 SH   DFND 4 24,263 0 0
PLEXUS CORP COM 729132100 4,055 69,265 SH   DFND 3 23,819 0 45,446
PLEXUS CORP COM 729132100 1,172 20,036 SH   DFND 4 20,036 0 0
PLUG POWER INC COM NEW 72919P202 60 31,207 SH   DFND 3 0 0 31,207
PLURALSIGHT INC COM CL A 72941B106 29 903 SH   DFND 3 0 0 903
PLURALSIGHT INC COM CL A 72941B106 1,280 40,000 SH   DFND 4 0 0 40,000
PNC FINL SVCS GROUP INC COM 693475105 174,472 1,281,095 SH   DFND 3 1,124,629 0 156,466
PNC FINL SVCS GROUP INC COM 693475105 124,254 912,124 SH   DFND 4 477,436 0 434,688
PNM RES INC COM 69349H107 4,978 126,175 SH   DFND 3 35,669 0 90,506
PNM RES INC COM 69349H107 11,329 287,176 SH   DFND 4 287,176 0 0
POLARIS INDS INC COM 731068102 17,508 173,436 SH   DFND 3 148,178 0 25,258
POLARIS INDS INC COM 731068102 12,134 120,197 SH   DFND 4 63,964 0 56,233
POLARITYTE INC COM 731094108 32 1,690 SH   DFND 3 0 0 1,690
POLYONE CORP COM 73179P106 3,005 68,743 SH   DFND 3 30,553 0 38,190
POLYONE CORP COM 73179P106 1,505 34,413 SH   DFND 4 34,413 0 0
POOL CORPORATION COM 73278L105 4,719 28,279 SH   DFND 3 13,786 0 14,493
POOL CORPORATION COM 73278L105 2,870 17,197 SH   DFND 4 8,371 0 8,826
POPULAR INC COM NEW 733174700 573 11,179 SH   DFND 3 7,934 0 3,245
POPULAR INC COM NEW 733174700 3,758 73,335 SH   DFND 4 50,947 0 22,388
PORTLAND GEN ELEC CO COM NEW 736508847 3,814 83,631 SH   DFND 3 11,159 0 72,472
PORTLAND GEN ELEC CO COM NEW 736508847 14,778 324,018 SH   DFND 4 324,018 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 259 9,712 SH   DFND 3 0 0 9,712
PORTOLA PHARMACEUTICALS INC COM 737010108 385 14,445 SH   DFND 4 14,445 0 0
POST HLDGS INC COM 737446104 4,559 46,505 SH   DFND 3 22,540 0 23,965
POST HLDGS INC COM 737446104 3,646 37,191 SH   DFND 4 23,168 0 14,023
POTBELLY CORP COM 73754Y100 44 3,559 SH   DFND 3 0 0 3,559
POTLATCHDELTIC CORPORATION COM 737630103 1,955 47,748 SH   DFND 3 17,934 0 29,814
POTLATCHDELTIC CORPORATION COM 737630103 535 13,076 SH   DFND 4 13,076 0 0
POWELL INDS INC COM 739128106 659 18,610 SH   DFND 3 6,114 0 12,496
POWER INTEGRATIONS INC COM 739276103 3,945 62,442 SH   DFND 3 21,016 0 41,426
POWER INTEGRATIONS INC COM 739276103 368 5,815 SH   DFND 4 5,815 0 0
PPDAI GROUP INC SPONSORED ADR 69354V108 35 6,473 SH   DFND 4 6,473 0 0
PPG INDS INC COM 693506107 73,080 669,659 SH   DFND 3 589,297 0 80,362
PPG INDS INC COM 693506107 77,759 712,740 SH   DFND 4 414,177 0 298,563
PPL CORP COM 69351T106 69,884 2,388,396 SH   DFND 3 1,691,609 0 696,787
PPL CORP COM 69351T106 132,510 4,531,361 SH   DFND 4 3,596,448 0 934,913
PQ GROUP HLDGS INC COM 73943T103 95 5,458 SH   DFND 3 0 0 5,458
PQ GROUP HLDGS INC COM 73943T103 2 116 SH   DFND 4 116 0 0
PRA GROUP INC COM 69354N106 3,466 96,246 SH   DFND 3 32,372 0 63,874
PRA GROUP INC COM 69354N106 332 9,224 SH   DFND 4 9,224 0 0
PRA HEALTH SCIENCES INC COM 69354M108 4,117 37,367 SH   DFND 3 16,540 0 20,827
PRA HEALTH SCIENCES INC COM 69354M108 2,533 22,987 SH   DFND 4 11,797 0 11,190
PRAXAIR INC COM 74005P104 125,570 781,251 SH   DFND 3 686,240 0 95,011
PRAXAIR INC COM 74005P104 86,947 540,937 SH   DFND 4 310,953 0 229,984
PRECISION DRILLING CORP COM 2010 74022D308 50 14,366 SH   DFND 3 14,366 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,081 313,195 SH   DFND 4 313,195 0 0
PREFERRED APT CMNTYS INC COM 74039L103 108 6,119 SH   DFND 3 0 0 6,119
PREFERRED APT CMNTYS INC COM 74039L103 1 33 SH   DFND 4 33 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,731 29,516 SH   DFND 3 9,945 0 19,571
PREFERRED BK LOS ANGELES CA COM NEW 740367404 12 207 SH   DFND 4 207 0 0
PREFORMED LINE PRODS CO COM 740444104 30 421 SH   DFND 3 0 0 421
PREMIER FINL BANCORP INC COM 74050M105 30 1,643 SH   DFND 3 0 0 1,643
PREMIER INC CL A 74051N102 72 1,579 SH   DFND 3 0 0 1,579
PREMIER INC CL A 74051N102 1,003 21,909 SH   DFND 4 11,918 0 9,991
PRESIDIO INC COM 74102M103 68 4,486 SH   DFND 3 0 0 4,486
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,497 39,504 SH   DFND 3 14,771 0 24,733
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 440 11,612 SH   DFND 4 11,612 0 0
PRETIUM RES INC COM 74139C102 291 38,347 SH   DFND 4 38,347 0 0
PRGX GLOBAL INC COM NEW 69357C503 27 3,090 SH   DFND 3 0 0 3,090
PRICE T ROWE GROUP INC COM 74144T108 70,416 644,956 SH   DFND 3 564,537 0 80,419
PRICE T ROWE GROUP INC COM 74144T108 64,732 592,878 SH   DFND 4 349,759 0 243,119
PRICESMART INC COM 741511109 267 3,300 SH   DFND 3 0 0 3,300
PRICESMART INC COM 741511109 347 4,283 SH   DFND 4 4,283 0 0
PRIMERICA INC COM 74164M108 4,033 33,457 SH   DFND 3 12,801 0 20,656
PRIMERICA INC COM 74164M108 1,929 16,000 SH   DFND 4 16,000 0 0
PRIMO WTR CORP COM 74165N105 89 4,917 SH   DFND 3 0 0 4,917
PRIMORIS SVCS CORP COM 74164F103 155 6,254 SH   DFND 3 0 0 6,254
PRIMORIS SVCS CORP COM 74164F103 212 8,534 SH   DFND 4 8,534 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 44,906 766,446 SH   DFND 3 677,204 0 89,242
PRINCIPAL FINL GROUP INC COM 74251V102 34,036 580,919 SH   DFND 4 258,438 0 322,481
PROASSURANCE CORP COM 74267C106 5,407 115,421 SH   DFND 3 39,728 0 75,693
PROASSURANCE CORP COM 74267C106 1,630 34,721 SH   DFND 4 34,721 0 0
PROCTER AND GAMBLE CO COM 742718109 570,321 6,852,349 SH   DFND 3 6,034,492 0 817,857
PROCTER AND GAMBLE CO COM 742718109 470,935 5,658,347 SH   DFND 4 3,085,134 0 2,573,213
PROFIRE ENERGY INC COM 74316X101 11 3,538 SH   DFND 3 0 0 3,538
PROGENICS PHARMACEUTICALS IN COM 743187106 1,109 177,633 SH   DFND 3 59,734 0 117,899
PROGENICS PHARMACEUTICALS IN COM 743187106 10 1,586 SH   DFND 4 1,586 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,619 95,900 SH   DFND 3 32,178 0 63,722
PROGRESS SOFTWARE CORP COM 743312100 332 9,420 SH   DFND 4 9,420 0 0
PROGRESSIVE CORP OHIO COM 743315103 111,253 1,566,062 SH   DFND 3 1,373,614 0 192,448
PROGRESSIVE CORP OHIO COM 743315103 89,972 1,266,499 SH   DFND 4 756,538 0 509,961
PROLOGIS INC COM 74340W103 118,518 1,748,314 SH   DFND 3 1,537,165 0 211,149
PROLOGIS INC COM 74340W103 220,825 3,258,091 SH   DFND 4 2,459,205 0 798,886
PROOFPOINT INC COM 743424103 22,760 214,051 SH   DFND 1 214,051 0 0
PROOFPOINT INC COM 743424103 165 1,549 SH   DFND 3 0 0 1,549
PROOFPOINT INC COM 743424103 2,413 22,695 SH   DFND 4 11,550 0 11,145
PROPETRO HLDG CORP COM 74347M108 2,591 156,219 SH   DFND 3 52,565 0 103,654
PROPETRO HLDG CORP COM 74347M108 208 12,602 SH   DFND 4 12,602 0 0
PROS HOLDINGS INC COM 74346Y103 165 4,702 SH   DFND 3 0 0 4,702
PROS HOLDINGS INC COM 74346Y103 7 199 SH   DFND 4 199 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 10,641 1,450,756 SH   DFND 4 1,450,756 0 0
PROSPERITY BANCSHARES INC COM 743606105 3,270 47,154 SH   DFND 3 23,264 0 23,890
PROSPERITY BANCSHARES INC COM 743606105 2,983 43,018 SH   DFND 4 28,475 0 14,543
PROTECTIVE INS CORP CL B 74368L203 31 1,349 SH   DFND 3 0 0 1,349
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 9 3,748 SH   DFND 3 0 0 3,748
PROTHENA CORP PLC SHS G72800108 81 6,200 SH   DFND 3 0 0 6,200
PROTHENA CORP PLC SHS G72800108 97 7,387 SH   DFND 4 7,387 0 0
PROTO LABS INC COM 743713109 9,260 57,534 SH   DFND 3 19,322 0 38,212
PROTO LABS INC COM 743713109 975 6,029 SH   DFND 4 6,029 0 0
PROVIDENCE SVC CORP COM 743815102 1,568 23,405 SH   DFND 3 7,895 0 15,510
PROVIDENCE SVC CORP COM 743815102 8 118 SH   DFND 4 118 0 0
PROVIDENT BANCORP INC COM 74383X109 15 512 SH   DFND 3 0 0 512
PROVIDENT FINL SVCS INC COM 74386T105 3,206 131,134 SH   DFND 3 44,002 0 87,132
PROVIDENT FINL SVCS INC COM 74386T105 290 11,813 SH   DFND 4 11,813 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 27 1,547 SH   DFND 3 0 0 1,547
PRUDENTIAL FINL INC COM 744320102 118,043 1,165,050 SH   DFND 3 1,027,679 0 137,371
PRUDENTIAL FINL INC COM 744320102 89,677 885,371 SH   DFND 4 491,986 0 393,385
PS BUSINESS PKS INC CALIF COM 69360J107 5,460 43,106 SH   DFND 3 14,920 0 28,186
PS BUSINESS PKS INC CALIF COM 69360J107 7,786 61,267 SH   DFND 4 61,267 0 0
PTC INC COM 69370C100 12,991 122,335 SH   DFND 1 122,335 0 0
PTC INC COM 69370C100 35,294 332,369 SH   DFND 3 293,918 0 38,451
PTC INC COM 69370C100 11,998 112,986 SH   DFND 4 48,066 0 64,920
PTC THERAPEUTICS INC COM 69366J200 210 4,476 SH   DFND 1 4,476 0 0
PTC THERAPEUTICS INC COM 69366J200 317 6,755 SH   DFND 3 0 0 6,755
PTC THERAPEUTICS INC COM 69366J200 23 494 SH   DFND 4 494 0 0
PUBLIC STORAGE COM 74460D109 81,621 404,806 SH   DFND 3 355,378 0 49,428
PUBLIC STORAGE COM 74460D109 152,320 755,442 SH   DFND 4 617,538 0 137,904
PUBLIC SVC ENTERPRISE GROUP COM 744573106 72,580 1,374,876 SH   DFND 3 1,202,876 0 172,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 105,679 2,003,310 SH   DFND 4 1,353,022 0 650,288
PULSE BIOSCIENCES INC COM 74587B101 25 1,789 SH   DFND 3 0 0 1,789
PULTE GROUP INC COM 745867101 17,417 703,168 SH   DFND 3 616,319 0 86,849
PULTE GROUP INC COM 745867101 15,284 617,032 SH   DFND 4 366,786 0 250,246
PUMA BIOTECHNOLOGY INC COM 74587V107 201 4,375 SH   DFND 3 0 0 4,375
PUMA BIOTECHNOLOGY INC COM 74587V107 257 5,606 SH   DFND 4 5,606 0 0
PURE STORAGE INC CL A 74624M102 132 5,071 SH   DFND 3 0 0 5,071
PURE STORAGE INC CL A 74624M102 1,882 72,508 SH   DFND 4 36,320 0 36,188
PURECYCLE CORP COM NEW 746228303 28 2,439 SH   DFND 3 0 0 2,439
PURPLE INNOVATION INC COM 74640Y106 6 1,125 SH   DFND 3 0 0 1,125
PVH CORP COM 693656100 31,115 215,476 SH   DFND 3 188,022 0 27,454
PVH CORP COM 693656100 32,842 227,519 SH   DFND 4 126,697 0 100,822
PYXUS INTL INC COM 74737V106 29 1,258 SH   DFND 3 0 0 1,258
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 26 2,746 SH   DFND 3 0 0 2,746
Q2 HLDGS INC COM 74736L109 331 5,461 SH   DFND 3 0 0 5,461
Q2 HLDGS INC COM 74736L109 464 7,668 SH   DFND 4 7,668 0 0
QAD INC CL A 74727D306 83 1,465 SH   DFND 3 0 0 1,465
QCR HOLDINGS INC COM 74727A104 80 1,954 SH   DFND 3 0 0 1,954
QCR HOLDINGS INC COM 74727A104 10 257 SH   DFND 4 257 0 0
QEP RES INC COM 74733V100 2,051 181,214 SH   DFND 3 96,291 0 84,923
QEP RES INC COM 74733V100 2,824 249,458 SH   DFND 4 197,236 0 52,222
QIAGEN NV SHS NEW N72482123 12,026 317,474 SH   DFND 1 317,474 0 0
QIAGEN NV SHS NEW N72482123 2,701 71,338 SH   DFND 3 25,945 0 45,393
QIAGEN NV SHS NEW N72482123 50,381 1,519,478 SH   DFND 4 1,083,987 0 435,491
QIWI PLC SPON ADR REP B 74735M108 50 3,800 SH   DFND 4 3,800 0 0
QORVO INC COM 74736K101 26,216 340,950 SH   DFND 3 297,093 0 43,857
QORVO INC COM 74736K101 18,117 236,028 SH   DFND 4 107,359 0 128,669
QTS RLTY TR INC COM CL A 74736A103 397 9,306 SH   DFND 3 1,704 0 7,602
QTS RLTY TR INC COM CL A 74736A103 6,698 156,968 SH   DFND 4 156,968 0 0
QUAD / GRAPHICS INC COM CL A 747301109 96 4,598 SH   DFND 3 0 0 4,598
QUAD / GRAPHICS INC COM CL A 747301109 46 2,211 SH   DFND 4 2,211 0 0
QUAKER CHEM CORP COM 747316107 5,704 28,318 SH   DFND 3 9,529 0 18,789
QUAKER CHEM CORP COM 747316107 537 2,658 SH   DFND 4 2,658 0 0
QUALCOMM INC COM 747525103 12,383 171,909 SH   DFND 1 171,909 0 0
QUALCOMM INC COM 747525103 289,094 4,013,519 SH   DFND 3 3,551,299 0 462,220
QUALCOMM INC COM 747525103 185,879 2,580,576 SH   DFND 4 1,341,721 0 1,238,855
QUALYS INC COM 74758T303 25,996 291,765 SH   DFND 1 291,765 0 0
QUALYS INC COM 74758T303 6,347 71,381 SH   DFND 3 23,976 0 47,405
QUALYS INC COM 74758T303 668 7,497 SH   DFND 4 7,497 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,357 74,478 SH   DFND 3 24,893 0 49,585
QUANEX BUILDING PRODUCTS COR COM 747619104 154 8,454 SH   DFND 4 8,454 0 0
QUANTA SVCS INC COM 74762E102 2,021 60,551 SH   DFND 3 22,261 0 38,290
QUANTA SVCS INC COM 74762E102 4,211 126,155 SH   DFND 4 94,630 0 31,525
QUANTENNA COMMUNICATIONS INC COM 74766D100 91 4,948 SH   DFND 3 0 0 4,948
QUANTERIX CORP COM 74766Q101 28 1,297 SH   DFND 3 0 0 1,297
QUDIAN INC ADR 747798106 38 7,332 SH   DFND 4 7,332 0 0
QUEST DIAGNOSTICS INC COM 74834L100 41,288 382,616 SH   DFND 3 336,007 0 46,609
QUEST DIAGNOSTICS INC COM 74834L100 50,295 466,231 SH   DFND 4 315,512 0 150,719
QUIDEL CORP COM 74838J101 335 5,137 SH   DFND 3 0 0 5,137
QUIDEL CORP COM 74838J101 501 7,688 SH   DFND 4 7,688 0 0
QUINSTREET INC COM 74874Q100 1,049 77,926 SH   DFND 3 25,978 0 51,948
QUINTANA ENERGY SVCS INC COM 74875T103 8 1,050 SH   DFND 3 0 0 1,050
QUORUM HEALTH CORP COM 74909E106 315 53,628 SH   DFND 3 17,882 0 35,746
QUOTIENT TECHNOLOGY INC COM 749119103 184 11,889 SH   DFND 3 0 0 11,889
QUOTIENT TECHNOLOGY INC COM 749119103 8 543 SH   DFND 4 543 0 0
QURATE RETAIL INC COM SER A 74915M100 22,758 1,024,664 SH   DFND 3 973,882 0 50,782
QURATE RETAIL INC COM SER A 74915M100 23,395 1,053,354 SH   DFND 4 593,247 0 460,107
R1 RCM INC COM 749397105 157 15,474 SH   DFND 3 0 0 15,474
R1 RCM INC COM 749397105 15 1,505 SH   DFND 4 1,505 0 0
RA PHARMACEUTICALS INC COM 74933V108 35 1,942 SH   DFND 3 0 0 1,942
RADIAN GROUP INC COM 750236101 1,217 58,864 SH   DFND 3 26,619 0 32,245
RADIAN GROUP INC COM 750236101 1,616 78,161 SH   DFND 4 78,161 0 0
RADIANT LOGISTICS INC COM 75025X100 30 5,142 SH   DFND 3 0 0 5,142
RADIUS HEALTH INC COM NEW 750469207 107 6,032 SH   DFND 3 0 0 6,032
RADIUS HEALTH INC COM NEW 750469207 173 9,717 SH   DFND 4 9,717 0 0
RADNET INC COM 750491102 90 5,980 SH   DFND 3 0 0 5,980
RADNET INC COM 750491102 12 821 SH   DFND 4 821 0 0
RADWARE LTD ORD M81873107 22,091 834,562 SH   DFND 1 834,562 0 0
RADWARE LTD ORD M81873107 20 750 SH   DFND 3 0 0 750
RADWARE LTD ORD M81873107 8 300 SH   DFND 4 300 0 0
RALPH LAUREN CORP CL A 751212101 20,803 151,243 SH   DFND 3 133,308 0 17,935
RALPH LAUREN CORP CL A 751212101 17,149 124,673 SH   DFND 4 71,559 0 53,114
RAMACO RES INC COM 75134P303 10 1,400 SH   DFND 3 0 0 1,400
RAMBUS INC DEL COM 750917106 2,487 227,892 SH   DFND 3 76,637 0 151,255
RAMBUS INC DEL COM 750917106 276 25,252 SH   DFND 4 25,252 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,342 173,474 SH   DFND 3 59,885 0 113,589
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,363 247,250 SH   DFND 4 247,250 0 0
RANGE RES CORP COM 75281A109 10,298 606,119 SH   DFND 3 531,668 0 74,451
RANGE RES CORP COM 75281A109 4,424 260,387 SH   DFND 4 182,900 0 77,487
RAPID7 INC COM 753422104 32,015 867,133 SH   DFND 1 867,133 0 0
RAPID7 INC COM 753422104 198 5,361 SH   DFND 3 0 0 5,361
RAPID7 INC COM 753422104 18 489 SH   DFND 4 489 0 0
RAVEN INDS INC COM 754212108 11,437 249,979 SH   DFND 1 249,979 0 0
RAVEN INDS INC COM 754212108 3,500 76,314 SH   DFND 3 25,671 0 50,643
RAVEN INDS INC COM 754212108 406 8,871 SH   DFND 4 8,871 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 32,893 357,341 SH   DFND 3 312,763 0 44,578
RAYMOND JAMES FINANCIAL INC COM 754730109 19,608 213,020 SH   DFND 4 99,383 0 113,637
RAYONIER ADVANCED MATLS INC COM 75508B104 159 8,625 SH   DFND 4 8,625 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 2,054 108,994 SH   DFND 3 36,596 0 72,398
RAYONIER INC COM 754907103 3,164 93,577 SH   DFND 3 47,091 0 46,486
RAYONIER INC COM 754907103 2,984 88,267 SH   DFND 4 61,443 0 26,824
RAYTHEON CO COM NEW 755111507 160,806 778,121 SH   DFND 3 682,191 0 95,930
RAYTHEON CO COM NEW 755111507 113,143 547,539 SH   DFND 4 323,615 0 223,924
RBB BANCORP COM 74930B105 50 2,044 SH   DFND 3 0 0 2,044
RBC BEARINGS INC COM 75524B104 701 4,665 SH   DFND 4 4,665 0 0
RBC BEARINGS INC COM 75524B104 544 3,616 SH   DFND 3 0 0 3,616
RCI HOSPITALITY HLDGS INC COM 74934Q108 38 1,274 SH   DFND 3 0 0 1,274
RE MAX HLDGS INC CL A 75524W108 1,679 38,007 SH   DFND 3 12,779 0 25,228
RE MAX HLDGS INC CL A 75524W108 8 174 SH   DFND 4 174 0 0
READING INTERNATIONAL INC CL A 755408101 36 2,279 SH   DFND 3 0 0 2,279
REALOGY HLDGS CORP COM 75605Y106 2,020 97,876 SH   DFND 3 53,077 0 44,799
REALOGY HLDGS CORP COM 75605Y106 2,150 104,166 SH   DFND 4 83,619 0 20,547
REALPAGE INC COM 75606N109 151 2,288 SH   DFND 3 0 0 2,288
REALPAGE INC COM 75606N109 2,067 31,363 SH   DFND 4 15,805 0 15,558
REALTY INCOME CORP COM 756109104 44,981 790,664 SH   DFND 3 694,098 0 96,566
REALTY INCOME CORP COM 756109104 76,795 1,349,894 SH   DFND 4 1,098,834 0 251,060
REATA PHARMACEUTICALS INC CL A 75615P103 229 2,801 SH   DFND 3 0 0 2,801
REATA PHARMACEUTICALS INC CL A 75615P103 21 261 SH   DFND 4 261 0 0
RECRO PHARMA INC COM 75629F109 22 3,093 SH   DFND 3 0 0 3,093
RED HAT INC COM 756577102 64,439 472,843 SH   DFND 3 414,362 0 58,481
RED HAT INC COM 756577102 45,234 331,966 SH   DFND 4 161,282 0 170,684
RED LION HOTELS CORP COM 756764106 29 2,305 SH   DFND 3 0 0 2,305
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,106 27,721 SH   DFND 3 9,390 0 18,331
RED ROBIN GOURMET BURGERS IN COM 75689M101 140 3,481 SH   DFND 4 3,481 0 0
RED ROCK RESORTS INC CL A 75700L108 277 10,388 SH   DFND 3 0 0 10,388
RED ROCK RESORTS INC CL A 75700L108 388 14,573 SH   DFND 4 14,573 0 0
REDFIN CORP COM 75737F108 222 11,863 SH   DFND 3 0 0 11,863
REDFIN CORP COM 75737F108 349 18,663 SH   DFND 4 18,663 0 0
REDWOOD TR INC COM 758075402 2,886 178,128 SH   DFND 3 61,072 0 117,056
REDWOOD TR INC COM 758075402 604 37,180 SH   DFND 4 37,180 0 0
REGAL BELOIT CORP COM 758750103 2,625 31,840 SH   DFND 3 16,134 0 15,706
REGAL BELOIT CORP COM 758750103 2,555 30,983 SH   DFND 4 21,250 0 9,733
REGENCY CTRS CORP COM 758849103 27,270 421,682 SH   DFND 3 368,349 0 53,333
REGENCY CTRS CORP COM 758849103 44,899 694,278 SH   DFND 4 559,635 0 134,643
REGENERON PHARMACEUTICALS COM 75886F107 87,471 216,492 SH   DFND 3 190,967 0 25,525
REGENERON PHARMACEUTICALS COM 75886F107 57,984 143,510 SH   DFND 4 73,563 0 69,947
REGENXBIO INC COM 75901B107 4,752 62,903 SH   DFND 3 20,996 0 41,907
REGENXBIO INC COM 75901B107 529 7,005 SH   DFND 4 7,005 0 0
REGIONAL MGMT CORP COM 75902K106 41 1,408 SH   DFND 3 0 0 1,408
REGIONS FINL CORP NEW COM 7591EP100 56,290 3,067,589 SH   DFND 3 2,677,750 0 389,839
REGIONS FINL CORP NEW COM 7591EP100 43,603 2,373,529 SH   DFND 4 1,082,757 0 1,290,772
REGIS CORP MINN COM 758932107 1,441 70,632 SH   DFND 3 23,660 0 46,972
REGIS CORP MINN COM 758932107 101 4,925 SH   DFND 4 4,925 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 7,188 49,723 SH   DFND 3 22,553 0 27,170
REINSURANCE GROUP AMER INC COM NEW 759351604 13,190 91,243 SH   DFND 4 44,284 0 46,959
REIS INC COM 75936P105 30 1,312 SH   DFND 3 0 0 1,312
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,526 53,061 SH   DFND 3 27,033 0 26,028
RELIANCE STEEL & ALUMINUM CO COM 759509102 5,093 59,719 SH   DFND 4 46,794 0 12,925
RELIANT BANCORP INC COM 75956B101 39 1,514 SH   DFND 3 0 0 1,514
RELX PLC SPONSORED ADR 759530108 2,093 100,000 SH   DFND 4 100,000 0 0
REMARK HLDGS INC COM 75955K102 13 4,066 SH   DFND 3 0 0 4,066
RENAISSANCERE HOLDINGS LTD COM G7496G103 15,831 118,515 SH   DFND 3 101,351 0 17,164
RENAISSANCERE HOLDINGS LTD COM G7496G103 15,161 113,497 SH   DFND 4 77,473 0 36,024
RENASANT CORP COM 75970E107 296 7,178 SH   DFND 3 0 0 7,178
RENASANT CORP COM 75970E107 454 11,028 SH   DFND 4 11,028 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,252 79,103 SH   DFND 3 26,628 0 52,475
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 21 724 SH   DFND 4 724 0 0
RENT A CTR INC NEW COM 76009N100 1,361 94,929 SH   DFND 3 32,512 0 62,417
RENT A CTR INC NEW COM 76009N100 254 17,669 SH   DFND 4 17,669 0 0
REPLIGEN CORP COM 759916109 4,567 82,982 SH   DFND 3 27,865 0 55,117
REPLIGEN CORP COM 759916109 411 7,403 SH   DFND 4 7,403 0 0
REPLIMUNE GROUP INC COM 76029N106 18 1,135 SH   DFND 3 0 0 1,135
REPUBLIC BANCORP KY CL A 760281204 63 1,371 SH   DFND 3 0 0 1,371
REPUBLIC BANCORP KY CL A 760281204 92 2,000 SH   DFND 4 2,000 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 50 7,044 SH   DFND 3 0 0 7,044
REPUBLIC FIRST BANCORP INC COM 760416107 4 517 SH   DFND 4 517 0 0
REPUBLIC SVCS INC COM 760759100 43,809 602,925 SH   DFND 3 527,625 0 75,300
REPUBLIC SVCS INC COM 760759100 53,721 739,613 SH   DFND 4 466,231 0 273,382
RESMED INC COM 761152107 44,883 389,140 SH   DFND 3 339,308 0 49,832
RESMED INC COM 761152107 39,831 345,428 SH   DFND 4 193,295 0 152,133
RESOLUTE ENERGY CORP COM NEW 76116A306 127 3,372 SH   DFND 3 0 0 3,372
RESOLUTE ENERGY CORP COM NEW 76116A306 13 356 SH   DFND 4 356 0 0
RESOLUTE FST PRODS INC COM 76117W109 21 1,620 SH   DFND 4 1,620 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,056 63,690 SH   DFND 3 21,578 0 42,112
RESTAURANT BRANDS INTL INC COM 76131D103 32,265 545,339 SH   DFND 3 519,578 0 25,761
RESTAURANT BRANDS INTL INC COM 76131D103 13,406 226,563 SH   DFND 4 121,422 0 105,141
RESTORBIO INC COM 76133L103 17 1,139 SH   DFND 3 0 0 1,139
RETAIL OPPORTUNITY INVTS COR COM 76131N101 4,509 243,274 SH   DFND 3 84,314 0 158,960
RETAIL OPPORTUNITY INVTS COR COM 76131N101 6,184 331,237 SH   DFND 4 331,237 0 0
RETAIL PPTYS AMER INC CL A 76131V202 529 43,402 SH   DFND 3 36,410 0 6,992
RETAIL PPTYS AMER INC CL A 76131V202 9,946 815,915 SH   DFND 4 763,993 0 51,922
RETAIL VALUE INC COM 76133Q102 45 1,372 SH   DFND 3 979 0 393
RETAIL VALUE INC COM 76133Q102 1,509 46,176 SH   DFND 4 42,812 0 3,364
RETROPHIN INC COM 761299106 206 7,163 SH   DFND 1 7,163 0 0
RETROPHIN INC COM 761299106 173 6,023 SH   DFND 3 0 0 6,023
RETROPHIN INC COM 761299106 10 355 SH   DFND 4 355 0 0
REV GROUP INC COM 749527107 68 4,357 SH   DFND 3 0 0 4,357
REV GROUP INC COM 749527107 4 249 SH   DFND 4 249 0 0
REVANCE THERAPEUTICS INC COM 761330109 121 4,881 SH   DFND 3 0 0 4,881
REVANCE THERAPEUTICS INC COM 761330109 10 414 SH   DFND 4 414 0 0
REVLON INC CL A NEW 761525609 24 1,082 SH   DFND 3 0 0 1,082
REX AMERICAN RESOURCES CORP COM 761624105 920 12,213 SH   DFND 3 4,076 0 8,137
REXFORD INDL RLTY INC COM 76169C100 534 16,709 SH   DFND 3 3,036 0 13,673
REXFORD INDL RLTY INC COM 76169C100 24,630 770,659 SH   DFND 4 265,140 0 505,519
REXNORD CORP NEW COM 76169B102 538 17,458 SH   DFND 3 1,910 0 15,548
REXNORD CORP NEW COM 76169B102 1,559 50,607 SH   DFND 4 50,607 0 0
RGC RES INC COM 74955L103 29 1,084 SH   DFND 3 0 0 1,084
RH COM 74967X103 5,479 41,609 SH   DFND 3 13,987 0 27,622
RH COM 74967X103 508 3,879 SH   DFND 4 3,879 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 67 2,286 SH   DFND 3 0 0 2,286
RHYTHM PHARMACEUTICALS INC COM 76243J105 11 389 SH   DFND 4 389 0 0
RIBBON COMMUNICATIONS INC COM 762544104 56 8,238 SH   DFND 3 0 0 8,238
RIGEL PHARMACEUTICALS INC COM NEW 766559603 79 24,588 SH   DFND 3 0 0 24,588
RIGEL PHARMACEUTICALS INC COM NEW 766559603 10 3,104 SH   DFND 4 3,104 0 0
RIGNET INC COM 766582100 46 2,279 SH   DFND 3 0 0 2,279
RIMINI STR INC DEL COM 76674Q107 9 1,483 SH   DFND 3 0 0 1,483
RING ENERGY INC COM 76680V108 1,195 120,754 SH   DFND 3 40,567 0 80,187
RING ENERGY INC COM 76680V108 5 463 SH   DFND 4 463 0 0
RINGCENTRAL INC CL A 76680R206 300 3,223 SH   DFND 3 1,172 0 2,051
RINGCENTRAL INC CL A 76680R206 2,688 28,886 SH   DFND 4 14,155 0 14,731
RITCHIE BROS AUCTIONEERS COM 767744105 5 139 SH   DFND 3 139 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 899 24,922 SH   DFND 4 24,922 0 0
RITE AID CORP COM 767754104 377 294,273 SH   DFND 3 137,270 0 157,003
RITE AID CORP COM 767754104 2,603 2,033,463 SH   DFND 4 2,033,463 0 0
RIVERVIEW BANCORP INC COM 769397100 25 2,807 SH   DFND 3 0 0 2,807
RLI CORP COM 749607107 6,560 83,698 SH   DFND 3 28,512 0 55,186
RLI CORP COM 749607107 1,480 18,835 SH   DFND 4 18,835 0 0
RLJ LODGING TR COM 74965L101 769 34,916 SH   DFND 3 8,962 0 25,954
RLJ LODGING TR COM 74965L101 12,525 568,544 SH   DFND 4 568,544 0 0
RMR GROUP INC CL A 74967R106 101 1,092 SH   DFND 3 0 0 1,092
RMR GROUP INC CL A 74967R106 206 2,223 SH   DFND 4 2,223 0 0
ROBERT HALF INTL INC COM 770323103 22,751 323,259 SH   DFND 3 283,100 0 40,159
ROBERT HALF INTL INC COM 770323103 21,519 305,751 SH   DFND 4 178,847 0 126,904
ROCKET PHARMACEUTICALS INC COM 77313F106 78 3,165 SH   DFND 3 0 0 3,165
ROCKWELL AUTOMATION INC COM 773903109 21,818 116,349 SH   DFND 1 116,349 0 0
ROCKWELL AUTOMATION INC COM 773903109 63,073 336,351 SH   DFND 3 295,460 0 40,891
ROCKWELL AUTOMATION INC COM 773903109 52,734 281,104 SH   DFND 4 151,043 0 130,061
ROCKWELL COLLINS INC COM 774341101 61,876 440,494 SH   DFND 3 385,683 0 54,811
ROCKWELL COLLINS INC COM 774341101 41,422 294,879 SH   DFND 4 164,492 0 130,387
ROCKWELL MED INC COM 774374102 30 7,187 SH   DFND 3 0 0 7,187
ROCKY BRANDS INC COM 774515100 29 1,016 SH   DFND 3 0 0 1,016
ROGERS COMMUNICATIONS INC CL B 775109200 46,300 900,942 SH   DFND 3 859,060 0 41,882
ROGERS COMMUNICATIONS INC CL B 775109200 47,610 926,424 SH   DFND 4 693,004 0 233,420
ROGERS CORP COM 775133101 5,834 39,102 SH   DFND 3 13,144 0 25,958
ROGERS CORP COM 775133101 575 3,903 SH   DFND 4 3,903 0 0
ROKU INC COM CL A 77543R102 472 6,468 SH   DFND 3 0 0 6,468
ROKU INC COM CL A 77543R102 4,849 66,401 SH   DFND 4 9,681 0 56,720
ROLLINS INC COM 775711104 15,585 256,798 SH   DFND 3 224,643 0 32,155
ROLLINS INC COM 775711104 10,832 178,479 SH   DFND 4 82,376 0 96,103
ROPER TECHNOLOGIES INC COM 776696106 80,654 272,288 SH   DFND 3 237,624 0 34,664
ROPER TECHNOLOGIES INC COM 776696106 62,125 209,664 SH   DFND 4 103,821 0 105,843
ROSEHILL RES INC CL A 777385105 2 288 SH   DFND 3 0 0 288
ROSETTA STONE INC COM 777780107 58 2,920 SH   DFND 3 0 0 2,920
ROSS STORES INC COM 778296103 100,100 1,010,086 SH   DFND 3 883,985 0 126,101
ROSS STORES INC COM 778296103 90,364 911,638 SH   DFND 4 548,687 0 362,951
ROWAN COMPANIES PLC SHS CL A G7665A101 1,940 103,027 SH   DFND 3 42,279 0 60,748
ROWAN COMPANIES PLC SHS CL A G7665A101 2,143 113,834 SH   DFND 4 113,834 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 271,779 3,393,006 SH   DFND 3 3,235,017 0 157,989
ROYAL BK CDA MONTREAL QUE COM 780087102 143,052 1,785,917 SH   DFND 4 1,069,277 0 716,640
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 59,651 459,067 SH   DFND 3 400,119 0 58,948
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 43,902 337,814 SH   DFND 4 170,362 0 167,452
ROYAL GOLD INC COM 780287108 3,593 46,628 SH   DFND 3 23,112 0 23,516
ROYAL GOLD INC COM 780287108 4,340 56,316 SH   DFND 4 22,275 0 34,041
RPC INC COM 749660106 29 1,865 SH   DFND 3 0 0 1,865
RPC INC COM 749660106 366 23,650 SH   DFND 4 10,903 0 12,747
RPM INTL INC COM 749685103 6,039 92,990 SH   DFND 3 45,019 0 47,971
RPM INTL INC COM 749685103 6,007 92,495 SH   DFND 4 60,255 0 32,240
RTI SURGICAL INC COM 74975N105 38 8,475 SH   DFND 3 0 0 8,475
RUBIUS THERAPEUTICS INC COM 78116T103 44 1,845 SH   DFND 3 0 0 1,845
RUDOLPH TECHNOLOGIES INC COM 781270103 1,661 68,018 SH   DFND 3 22,937 0 45,081
RUDOLPH TECHNOLOGIES INC COM 781270103 7 294 SH   DFND 4 294 0 0
RUSH ENTERPRISES INC CL A 781846209 218 5,535 SH   DFND 3 1,154 0 4,381
RUSH ENTERPRISES INC CL A 781846209 782 19,890 SH   DFND 4 19,890 0 0
RUSH ENTERPRISES INC CL B 781846308 30 745 SH   DFND 3 0 0 745
RUTHS HOSPITALITY GROUP INC COM 783332109 1,903 60,387 SH   DFND 3 20,371 0 40,016
RUTHS HOSPITALITY GROUP INC COM 783332109 9 300 SH   DFND 4 300 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 148 1,536 SH   DFND 3 0 0 1,536
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 5,935 61,790 SH   DFND 4 0 0 61,790
RYDER SYS INC COM 783549108 109 1,487 SH   DFND 1 1,487 0 0
RYDER SYS INC COM 783549108 2,967 40,599 SH   DFND 3 21,531 0 19,068
RYDER SYS INC COM 783549108 4,007 54,835 SH   DFND 4 42,805 0 12,030
RYERSON HLDG CORP COM 783754104 24 2,120 SH   DFND 3 0 0 2,120
RYMAN HOSPITALITY PPTYS INC COM 78377T107 762 8,848 SH   DFND 3 2,169 0 6,679
RYMAN HOSPITALITY PPTYS INC COM 78377T107 12,718 147,597 SH   DFND 4 147,597 0 0
S & T BANCORP INC COM 783859101 3,221 74,406 SH   DFND 3 25,036 0 49,370
S & T BANCORP INC COM 783859101 287 6,627 SH   DFND 4 6,627 0 0
S&P GLOBAL INC COM 78409V104 133,350 682,483 SH   DFND 3 599,100 0 83,383
S&P GLOBAL INC COM 78409V104 97,997 500,764 SH   DFND 4 255,230 0 245,534
SABRA HEALTH CARE REIT INC COM 78573L106 3,285 142,065 SH   DFND 3 56,898 0 85,167
SABRA HEALTH CARE REIT INC COM 78573L106 12,475 539,572 SH   DFND 4 539,572 0 0
SABRE CORP COM 78573M104 4,697 180,101 SH   DFND 3 73,004 0 107,097
SABRE CORP COM 78573M104 7,165 274,715 SH   DFND 4 84,985 0 189,730
SAFE BULKERS INC COM Y7388L103 19 6,676 SH   DFND 3 0 0 6,676
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 28 2,995 SH   DFND 3 0 0 2,995
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 792 84,688 SH   DFND 4 84,688 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 21 1,138 SH   DFND 3 0 0 1,138
SAFETY INS GROUP INC COM 78648T100 2,765 30,949 SH   DFND 3 10,380 0 20,569
SAFETY INS GROUP INC COM 78648T100 246 2,751 SH   DFND 4 2,751 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 22 602 SH   DFND 3 0 0 602
SAGE THERAPEUTICS INC COM 78667J108 198 1,403 SH   DFND 3 0 0 1,403
SAGE THERAPEUTICS INC COM 78667J108 2,787 19,734 SH   DFND 4 9,644 0 10,090
SAIA INC COM 78709Y105 4,189 54,767 SH   DFND 3 18,372 0 36,395
SAIA INC COM 78709Y105 420 5,490 SH   DFND 4 5,490 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 264 7,750 SH   DFND 3 0 0 7,750
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 408 12,004 SH   DFND 4 12,004 0 0
SALESFORCE COM INC COM 79466L302 306,157 1,925,150 SH   DFND 3 1,681,208 0 243,942
SALESFORCE COM INC COM 79466L302 169,670 1,066,786 SH   DFND 4 464,798 0 601,988
SALLY BEAUTY HLDGS INC COM 79546E104 1,753 95,337 SH   DFND 3 38,032 0 57,305
SALLY BEAUTY HLDGS INC COM 79546E104 1,579 85,867 SH   DFND 4 85,867 0 0
SANCHEZ ENERGY CORP COM 79970Y105 24 10,576 SH   DFND 3 0 0 10,576
SANDERSON FARMS INC COM 800013104 971 9,397 SH   DFND 4 9,397 0 0
SANDERSON FARMS INC COM 800013104 1,637 15,834 SH   DFND 3 6,076 0 9,758
SANDRIDGE ENERGY INC COM NEW 80007P869 49 4,485 SH   DFND 3 0 0 4,485
SANDSTORM GOLD LTD COM NEW 80013R206 11 3,056 SH   DFND 4 3,056 0 0
SANDY SPRING BANCORP INC COM 800363103 203 5,156 SH   DFND 3 0 0 5,156
SANDY SPRING BANCORP INC COM 800363103 237 6,037 SH   DFND 4 6,037 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,329 18,644 SH   DFND 3 6,244 0 12,400
SANFILIPPO JOHN B & SON INC COM 800422107 12 167 SH   DFND 4 167 0 0
SANGAMO THERAPEUTICS INC COM 800677106 256 15,124 SH   DFND 3 0 0 15,124
SANGAMO THERAPEUTICS INC COM 800677106 24 1,408 SH   DFND 4 1,408 0 0
SANMINA CORPORATION COM 801056102 4,078 147,878 SH   DFND 3 51,806 0 96,072
SANMINA CORPORATION COM 801056102 1,631 59,099 SH   DFND 4 59,099 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 5,346 266,781 SH   DFND 3 263,262 0 3,519
SANTANDER CONSUMER USA HDG I COM 80283M101 4,493 224,185 SH   DFND 4 191,004 0 33,181
SARATOGA INVT CORP COM NEW 80349A208 563 24,407 SH   DFND 4 24,407 0 0
SAREPTA THERAPEUTICS INC COM 803607100 306 1,892 SH   DFND 3 0 0 1,892
SAREPTA THERAPEUTICS INC COM 803607100 4,417 27,347 SH   DFND 4 13,599 0 13,748
SASOL LTD SPONSORED ADR 803866300 96 2,484 SH   DFND 4 2,484 0 0
SAUL CTRS INC COM 804395101 1,373 24,866 SH   DFND 3 8,609 0 16,257
SAUL CTRS INC COM 804395101 1,909 34,091 SH   DFND 4 34,091 0 0
SAVARA INC COM 805111101 50 4,440 SH   DFND 3 0 0 4,440
SB ONE BANCORP COM 78413T103 27 1,073 SH   DFND 3 0 0 1,073
SBA COMMUNICATIONS CORP NEW CL A 78410G104 60,958 379,496 SH   DFND 3 266,506 0 112,990
SBA COMMUNICATIONS CORP NEW CL A 78410G104 88,306 549,745 SH   DFND 4 437,989 0 111,756
SCANA CORP NEW COM 80589M102 18,759 482,353 SH   DFND 3 341,581 0 140,772
SCANA CORP NEW COM 80589M102 29,564 760,192 SH   DFND 4 641,204 0 118,988
SCANSOURCE INC COM 806037107 2,180 54,556 SH   DFND 3 18,293 0 36,263
SCANSOURCE INC COM 806037107 341 8,554 SH   DFND 4 8,554 0 0
SCHEIN HENRY INC COM 806407102 35,752 420,461 SH   DFND 3 369,077 0 51,384
SCHEIN HENRY INC COM 806407102 35,523 417,831 SH   DFND 4 255,299 0 162,532
SCHLUMBERGER LTD COM 806857108 158,382 2,599,828 SH   DFND 4 1,202,406 0 1,397,422
SCHLUMBERGER LTD COM 806857108 230,996 3,791,785 SH   DFND 3 3,339,194 0 452,591
SCHNEIDER NATIONAL INC CL B 80689H102 36 1,432 SH   DFND 3 0 0 1,432
SCHNEIDER NATIONAL INC CL B 80689H102 1,111 44,456 SH   DFND 4 10,937 0 33,519
SCHNITZER STL INDS CL A 806882106 103 3,823 SH   DFND 3 0 0 3,823
SCHNITZER STL INDS CL A 806882106 154 5,681 SH   DFND 4 5,681 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 24 935 SH   DFND 3 0 0 935
SCHOLASTIC CORP COM 807066105 2,771 59,279 SH   DFND 3 19,846 0 39,433
SCHOLASTIC CORP COM 807066105 387 8,295 SH   DFND 4 8,295 0 0
SCHWAB CHARLES CORP NEW COM 808513105 157,202 3,198,408 SH   DFND 3 2,804,555 0 393,853
SCHWAB CHARLES CORP NEW COM 808513105 118,942 2,410,035 SH   DFND 4 1,348,983 0 1,061,052
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,522 65,457 SH   DFND 3 22,057 0 43,400
SCHWEITZER-MAUDUIT INTL INC COM 808541106 243 6,354 SH   DFND 4 6,354 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 24,371 302,366 SH   DFND 1 302,366 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,667 33,088 SH   DFND 3 12,809 0 20,279
SCIENCE APPLICATNS INTL CP N COM 808625107 1,399 17,357 SH   DFND 4 17,357 0 0
SCIENTIFIC GAMES CORP COM 80874P109 1,064 41,896 SH   DFND 3 15,673 0 26,223
SCIENTIFIC GAMES CORP COM 80874P109 267 10,513 SH   DFND 4 10,513 0 0
SCORPIO BULKERS INC COM Y7546A122 63 8,680 SH   DFND 3 0 0 8,680
SCORPIO TANKERS INC SHS Y7542C106 88 43,826 SH   DFND 3 0 0 43,826
SCORPIO TANKERS INC SHS Y7542C106 135 67,260 SH   DFND 4 67,260 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,331 29,613 SH   DFND 3 15,432 0 14,181
SCOTTS MIRACLE GRO CO CL A 810186106 2,158 27,411 SH   DFND 4 17,544 0 9,867
SCPHARMACEUTICALS INC COM 810648105 7 1,265 SH   DFND 3 0 0 1,265
SCRIPPS E W CO OHIO CL A NEW 811054402 1,986 120,423 SH   DFND 3 41,036 0 79,387
SCRIPPS E W CO OHIO CL A NEW 811054402 222 13,454 SH   DFND 4 13,454 0 0
SEA LTD ADR 81141R100 9 617 SH   DFND 4 617 0 0
SEABOARD CORP COM 811543107 30 8 SH   DFND 3 0 0 8
SEABOARD CORP COM 811543107 7 2 SH   DFND 4 2 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 2,908 99,893 SH   DFND 3 33,682 0 66,211
SEACOAST BKG CORP FLA COM NEW 811707801 13 445 SH   DFND 4 445 0 0
SEACOR HOLDINGS INC COM 811904101 1,804 36,464 SH   DFND 3 12,269 0 24,195
SEACOR HOLDINGS INC COM 811904101 271 5,479 SH   DFND 4 5,479 0 0
SEACOR MARINE HLDGS INC COM 78413P101 51 2,274 SH   DFND 3 0 0 2,274
SEAGATE TECHNOLOGY PLC SHS G7945M107 36,553 771,969 SH   DFND 3 689,439 0 82,530
SEAGATE TECHNOLOGY PLC SHS G7945M107 31,051 656,636 SH   DFND 4 357,622 0 299,014
SEALED AIR CORP NEW COM 81211K100 17,234 429,235 SH   DFND 3 374,535 0 54,700
SEALED AIR CORP NEW COM 81211K100 15,816 393,922 SH   DFND 4 219,986 0 173,936
SEARS HLDGS CORP COM 812350106 31 32,300 SH   DFND 1 32,300 0 0
SEARS HLDGS CORP COM 812350106 6 6,034 SH   DFND 3 0 0 6,034
SEASPAN CORP SHS Y75638109 320 38,411 SH   DFND 4 38,411 0 0
SEASPINE HLDGS CORP COM 81255T108 27 1,721 SH   DFND 3 0 0 1,721
SEATTLE GENETICS INC COM 812578102 814 10,555 SH   DFND 3 65 0 10,490
SEATTLE GENETICS INC COM 812578102 8,741 113,343 SH   DFND 4 36,418 0 76,925
SEAWORLD ENTMT INC COM 81282V100 333 10,608 SH   DFND 3 2,408 0 8,200
SEAWORLD ENTMT INC COM 81282V100 1,878 59,737 SH   DFND 4 59,737 0 0
SECUREWORKS CORP CL A 81374A105 10,029 684,563 SH   DFND 1 684,563 0 0
SECUREWORKS CORP CL A 81374A105 15 1,029 SH   DFND 3 0 0 1,029
SEI INVESTMENTS CO COM 784117103 23,041 377,106 SH   DFND 3 320,936 0 56,170
SEI INVESTMENTS CO COM 784117103 16,451 269,239 SH   DFND 4 155,380 0 113,859
SELECT BANCORP INC NEW COM 81617L108 21 1,693 SH   DFND 3 0 0 1,693
SELECT ENERGY SVCS INC CL A COM 81617J301 80 6,724 SH   DFND 3 0 0 6,724
SELECT ENERGY SVCS INC CL A COM 81617J301 1 102 SH   DFND 4 102 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 254 11,595 SH   DFND 3 2,114 0 9,481
SELECT INCOME REIT COM SH BEN INT 81618T100 4,232 192,881 SH   DFND 4 192,881 0 0
SELECT MED HLDGS CORP COM 81619Q105 4,272 233,456 SH   DFND 3 80,509 0 152,947
SELECT MED HLDGS CORP COM 81619Q105 1,139 61,906 SH   DFND 4 61,906 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 12,805 219,760 SH   DFND 3 0 0 219,760
SELECTA BIOSCIENCES INC COM 816212104 42 2,680 SH   DFND 3 0 0 2,680
SELECTIVE INS GROUP INC COM 816300107 7,953 125,845 SH   DFND 3 42,782 0 83,063
SELECTIVE INS GROUP INC COM 816300107 1,610 25,362 SH   DFND 4 25,362 0 0
SEMGROUP CORP CL A 81663A105 282 12,781 SH   DFND 3 979 0 11,802
SEMGROUP CORP CL A 81663A105 2,232 101,215 SH   DFND 4 101,215 0 0
SEMPRA ENERGY COM 816851109 100,746 885,676 SH   DFND 3 663,253 0 222,423
SEMPRA ENERGY COM 816851109 162,426 1,428,236 SH   DFND 4 1,106,534 0 321,702
SEMTECH CORP COM 816850101 7,819 140,702 SH   DFND 3 47,330 0 93,372
SEMTECH CORP COM 816850101 727 13,079 SH   DFND 4 13,079 0 0
SENDGRID INC COM 816883102 160 4,352 SH   DFND 3 0 0 4,352
SENDGRID INC COM 816883102 18 481 SH   DFND 4 481 0 0
SENECA FOODS CORP NEW CL A 817070501 489 14,583 SH   DFND 3 4,668 0 9,915
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,366 191,708 SH   DFND 3 106,108 0 85,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 14,958 851,845 SH   DFND 4 800,370 0 51,475
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 19,539 394,339 SH   DFND 3 377,889 0 16,450
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 16,043 323,771 SH   DFND 4 161,930 0 161,841
SENSEONICS HLDGS INC COM 81727U105 61 12,833 SH   DFND 3 0 0 12,833
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,776 36,283 SH   DFND 3 16,012 0 20,271
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,293 16,903 SH   DFND 4 16,903 0 0
SERES THERAPEUTICS INC COM 81750R102 26 3,381 SH   DFND 3 0 0 3,381
SERITAGE GROWTH PPTYS CL A 81752R100 288 6,071 SH   DFND 3 1,095 0 4,976
SERITAGE GROWTH PPTYS CL A 81752R100 3,335 70,215 SH   DFND 4 70,215 0 0
SERVICE CORP INTL COM 817565104 5,436 122,984 SH   DFND 3 58,415 0 64,569
SERVICE CORP INTL COM 817565104 4,585 103,731 SH   DFND 4 70,727 0 33,004
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,040 16,769 SH   DFND 3 12,582 0 4,187
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,692 75,634 SH   DFND 4 45,990 0 29,644
SERVICENOW INC COM 81762P102 80,049 409,184 SH   DFND 3 391,016 0 18,168
SERVICENOW INC COM 81762P102 52,367 267,607 SH   DFND 4 103,317 0 164,290
SERVICESOURCE INTL INC COM 81763U100 36 12,609 SH   DFND 3 0 0 12,609
SERVISFIRST BANCSHARES INC COM 81768T108 3,799 97,129 SH   DFND 3 32,561 0 64,568
SERVISFIRST BANCSHARES INC COM 81768T108 358 9,140 SH   DFND 4 9,140 0 0
SHAKE SHACK INC CL A 819047101 3,439 54,590 SH   DFND 3 18,369 0 36,221
SHAKE SHACK INC CL A 819047101 314 4,982 SH   DFND 4 4,982 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 23,312 1,197,199 SH   DFND 3 1,141,296 0 55,903
SHAW COMMUNICATIONS INC CL B CONV 82028K200 19,032 977,431 SH   DFND 4 705,081 0 272,350
SHENANDOAH TELECOMMUNICATION COM 82312B106 271 6,988 SH   DFND 3 0 0 6,988
SHENANDOAH TELECOMMUNICATION COM 82312B106 412 10,629 SH   DFND 4 10,629 0 0
SHERWIN WILLIAMS CO COM 824348106 101,205 222,325 SH   DFND 3 195,285 0 27,040
SHERWIN WILLIAMS CO COM 824348106 67,194 147,602 SH   DFND 4 62,135 0 85,467
SHILOH INDS INC COM 824543102 21 1,872 SH   DFND 3 0 0 1,872
SHIP FINANCE INTERNATIONAL L SHS G81075106 173 12,432 SH   DFND 3 0 0 12,432
SHIP FINANCE INTERNATIONAL L SHS G81075106 307 22,107 SH   DFND 4 22,107 0 0
SHIRE PLC SPONSORED ADR 82481R106 57 317 SH   DFND 3 317 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,962 10,824 SH   DFND 4 5,806 0 5,018
SHOE CARNIVAL INC COM 824889109 850 22,217 SH   DFND 3 7,478 0 14,739
SHOPIFY INC CL A 82509L107 32,956 200,401 SH   DFND 3 190,792 0 9,609
SHOPIFY INC CL A 82509L107 13,458 81,879 SH   DFND 4 48,110 0 33,769
SHORE BANCSHARES INC COM 825107105 34 1,916 SH   DFND 3 0 0 1,916
SHOTSPOTTER INC COM 82536T107 66 1,080 SH   DFND 3 0 0 1,080
SHUTTERFLY INC COM 82568P304 4,744 71,093 SH   DFND 3 23,897 0 47,196
SHUTTERFLY INC COM 82568P304 468 7,100 SH   DFND 4 7,100 0 0
SHUTTERSTOCK INC COM 825690100 2,136 39,603 SH   DFND 3 13,315 0 26,288
SHUTTERSTOCK INC COM 825690100 169 3,096 SH   DFND 4 3,096 0 0
SI FINL GROUP INC MD COM 78425V104 19 1,365 SH   DFND 3 0 0 1,365
SIEBERT FINL CORP COM 826176109 16 1,111 SH   DFND 3 0 0 1,111
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 32 2,188 SH   DFND 3 0 0 2,188
SIENTRA INC COM 82621J105 83 3,461 SH   DFND 3 0 0 3,461
SIERRA BANCORP COM 82620P102 57 1,986 SH   DFND 3 0 0 1,986
SIERRA WIRELESS INC COM 826516106 83 4,098 SH   DFND 4 4,098 0 0
SIGA TECHNOLOGIES INC COM 826917106 53 7,733 SH   DFND 3 0 0 7,733
SIGNATURE BK NEW YORK N Y COM 82669G104 4,602 40,070 SH   DFND 3 16,486 0 23,584
SIGNATURE BK NEW YORK N Y COM 82669G104 7,891 68,715 SH   DFND 4 24,990 0 43,725
SIGNET JEWELERS LIMITED SHS G81276100 2,798 42,434 SH   DFND 3 16,564 0 25,870
SIGNET JEWELERS LIMITED SHS G81276100 2,760 41,855 SH   DFND 4 41,855 0 0
SILGAN HOLDINGS INC COM 827048109 1,431 51,480 SH   DFND 3 23,782 0 27,698
SILGAN HOLDINGS INC COM 827048109 1,530 55,047 SH   DFND 4 37,256 0 17,791
SILICON LABORATORIES INC COM 826919102 3,033 33,038 SH   DFND 3 12,386 0 20,652
SILICON LABORATORIES INC COM 826919102 885 9,636 SH   DFND 4 9,636 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 196 3,642 SH   DFND 4 3,642 0 0
SILVERBOW RES INC COM 82836G102 29 1,080 SH   DFND 3 0 0 1,080
SILVERCREST ASSET MGMT GROUP CL A 828359109 19 1,404 SH   DFND 3 0 0 1,404
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,776 196,186 SH   DFND 3 65,965 0 130,221
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 606 20,567 SH   DFND 4 20,567 0 0
SIMON PPTY GROUP INC NEW COM 828806109 147,509 834,563 SH   DFND 3 733,499 0 101,064
SIMON PPTY GROUP INC NEW COM 828806109 272,970 1,544,386 SH   DFND 4 1,176,904 0 367,482
SIMPLY GOOD FOODS CO COM 82900L102 175 8,989 SH   DFND 3 0 0 8,989
SIMPLY GOOD FOODS CO COM 82900L102 18 918 SH   DFND 4 918 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 6,432 88,722 SH   DFND 3 29,784 0 58,938
SIMPSON MANUFACTURING CO INC COM 829073105 689 9,512 SH   DFND 4 9,512 0 0
SIMULATIONS PLUS INC COM 829214105 31 1,546 SH   DFND 3 0 0 1,546
SINA CORP ORD G81477104 283 4,077 SH   DFND 2 4,077 0 0
SINA CORP ORD G81477104 428 6,159 SH   DFND 3 0 0 6,159
SINA CORP ORD G81477104 20,928 301,204 SH   DFND 4 170,161 0 131,043
SINCLAIR BROADCAST GROUP INC CL A 829226109 337 11,898 SH   DFND 3 1,121 0 10,777
SINCLAIR BROADCAST GROUP INC CL A 829226109 962 33,922 SH   DFND 4 33,922 0 0
SIRIUS XM HLDGS INC COM 82968B103 19,985 3,162,128 SH   DFND 3 2,987,198 0 174,930
SIRIUS XM HLDGS INC COM 82968B103 23,482 3,713,018 SH   DFND 4 1,962,676 0 1,750,342
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 449 5,959 SH   DFND 3 0 0 5,959
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 615 8,162 SH   DFND 4 8,162 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 3,758 53,831 SH   DFND 3 28,132 0 25,699
SIX FLAGS ENTMT CORP NEW COM 83001A102 3,309 47,398 SH   DFND 4 31,754 0 15,644
SJW GROUP COM 784305104 848 13,863 SH   DFND 3 0 0 13,863
SJW GROUP COM 784305104 3,642 59,553 SH   DFND 4 59,553 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 9,059 329,037 SH   DFND 4 329,037 0 0
SKECHERS U S A INC CL A 830566105 2,859 102,371 SH   DFND 3 53,774 0 48,597
SKECHERS U S A INC CL A 830566105 2,209 79,083 SH   DFND 4 50,589 0 28,494
SKYLINE CHAMPION CORPORATION COM 830830105 123 4,307 SH   DFND 3 0 0 4,307
SKYWEST INC COM 830879102 6,527 110,635 SH   DFND 3 37,211 0 73,424
SKYWEST INC COM 830879102 73 1,231 SH   DFND 4 1,231 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 44,212 487,398 SH   DFND 3 426,536 0 60,862
SKYWORKS SOLUTIONS INC COM 83088M102 34,596 381,785 SH   DFND 4 192,134 0 189,651
SL GREEN RLTY CORP COM 78440X101 22,675 232,497 SH   DFND 3 202,008 0 30,489
SL GREEN RLTY CORP COM 78440X101 58,150 596,451 SH   DFND 4 332,998 0 263,453
SLEEP NUMBER CORP COM 83125X103 2,717 74,085 SH   DFND 3 24,847 0 49,238
SLEEP NUMBER CORP COM 83125X103 267 7,249 SH   DFND 4 7,249 0 0
SLM CORP COM 78442P106 3,238 290,384 SH   DFND 3 133,404 0 156,980
SLM CORP COM 78442P106 3,914 351,031 SH   DFND 4 257,899 0 93,132
SM ENERGY CO COM 78454L100 2,188 69,408 SH   DFND 3 32,101 0 37,307
SM ENERGY CO COM 78454L100 3,063 97,132 SH   DFND 4 76,005 0 21,127
SMART & FINAL STORES INC COM 83190B101 16 2,863 SH   DFND 3 0 0 2,863
SMART GLOBAL HLDGS INC SHS G8232Y101 42 1,454 SH   DFND 3 0 0 1,454
SMART SAND INC COM 83191H107 12 2,971 SH   DFND 3 0 0 2,971
SMARTFINANCIAL INC COM NEW 83190L208 40 1,708 SH   DFND 3 0 0 1,708
SMITH A O COM 831865209 4,200 78,700 SH   DFND 3 31,296 0 47,404
SMITH A O COM 831865209 10,717 200,804 SH   DFND 4 76,794 0 124,010
SMUCKER J M CO COM NEW 832696405 31,885 310,736 SH   DFND 3 271,678 0 39,058
SMUCKER J M CO COM NEW 832696405 33,514 326,697 SH   DFND 4 190,781 0 135,916
SNAP INC CL A 83304A106 3 325 SH   DFND 3 325 0 0
SNAP ON INC COM 833034101 28,735 156,506 SH   DFND 3 136,890 0 19,616
SNAP ON INC COM 833034101 33,748 183,787 SH   DFND 4 121,737 0 62,050
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 808 17,671 SH   DFND 1 17,671 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 70 488 SH   DFND 3 0 0 488
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 81 563 SH   DFND 4 563 0 0
SOGOU INC ADR REPSTG A 83409V104 32 4,278 SH   DFND 4 4,278 0 0
SOHU COM LTD SPONSORED ADS 83410S108 77 3,893 SH   DFND 4 3,893 0 0
SOLAR CAP LTD COM 83413U100 3,547 165,712 SH   DFND 4 165,712 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 3,198 84,648 SH   DFND 3 30,567 0 54,081
SOLAREDGE TECHNOLOGIES INC COM 83417M104 320 8,488 SH   DFND 4 8,488 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 73 3,888 SH   DFND 3 0 0 3,888
SOLID BIOSCIENCES INC COM 83422E105 86 1,825 SH   DFND 3 0 0 1,825
SONIC AUTOMOTIVE INC CL A 83545G102 1,012 52,295 SH   DFND 3 19,169 0 33,126
SONIC AUTOMOTIVE INC CL A 83545G102 702 36,276 SH   DFND 4 36,276 0 0
SONIC CORP COM 835451105 3,159 72,946 SH   DFND 3 24,491 0 48,455
SONIC CORP COM 835451105 305 7,028 SH   DFND 4 7,028 0 0
SONOCO PRODS CO COM 835495102 4,024 72,503 SH   DFND 3 36,622 0 35,881
SONOCO PRODS CO COM 835495102 4,370 78,741 SH   DFND 4 54,351 0 24,390
SONOS INC COM 83570H108 40 2,514 SH   DFND 3 0 0 2,514
SONOS INC COM 83570H108 673 42,000 SH   DFND 4 0 0 42,000
SORRENTO THERAPEUTICS INC COM NEW 83587F202 72 16,382 SH   DFND 3 0 0 16,382
SOTHEBYS COM 835898107 1,397 28,402 SH   DFND 3 10,554 0 17,848
SOTHEBYS COM 835898107 559 11,358 SH   DFND 4 11,358 0 0
SOUTH JERSEY INDS INC COM 838518108 6,421 183,371 SH   DFND 3 62,604 0 120,767
SOUTH JERSEY INDS INC COM 838518108 1,333 37,808 SH   DFND 4 37,808 0 0
SOUTH ST CORP COM 840441109 447 5,449 SH   DFND 3 0 0 5,449
SOUTH ST CORP COM 840441109 608 7,417 SH   DFND 4 7,417 0 0
SOUTHERN CO COM 842587107 137,004 3,142,286 SH   DFND 3 2,455,918 0 686,368
SOUTHERN CO COM 842587107 195,688 4,488,166 SH   DFND 4 3,638,577 0 849,589
SOUTHERN COPPER CORP COM 84265V105 8,495 196,923 SH   DFND 3 186,001 0 10,922
SOUTHERN COPPER CORP COM 84265V105 12,949 300,009 SH   DFND 4 188,153 0 111,856
SOUTHERN FIRST BANCSHARES IN COM 842873101 43 1,104 SH   DFND 3 0 0 1,104
SOUTHERN MO BANCORP INC COM 843380106 41 1,110 SH   DFND 3 0 0 1,110
SOUTHERN NATL BANCORP OF VA COM 843395104 50 3,065 SH   DFND 3 0 0 3,065
SOUTHSIDE BANCSHARES INC COM 84470P109 2,448 70,235 SH   DFND 3 23,583 0 46,652
SOUTHSIDE BANCSHARES INC COM 84470P109 7 212 SH   DFND 4 212 0 0
SOUTHWEST AIRLS CO COM 844741108 33,686 539,402 SH   DFND 3 395,121 0 144,281
SOUTHWEST AIRLS CO COM 844741108 23,990 384,085 SH   DFND 4 147,360 0 236,725
SOUTHWEST GAS HOLDINGS INC COM 844895102 5,856 74,100 SH   DFND 3 18,789 0 55,311
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,763 123,536 SH   DFND 4 123,536 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,298 449,768 SH   DFND 3 168,944 0 280,824
SOUTHWESTERN ENERGY CO COM 845467109 751 146,946 SH   DFND 4 146,946 0 0
SP PLUS CORP COM 78469C103 123 3,381 SH   DFND 3 0 0 3,381
SP PLUS CORP COM 78469C103 7 200 SH   DFND 4 200 0 0
SPARK ENERGY INC CL A COM 846511103 13 1,626 SH   DFND 3 0 0 1,626
SPARK THERAPEUTICS INC COM 84652J103 256 4,691 SH   DFND 3 0 0 4,691
SPARK THERAPEUTICS INC COM 84652J103 306 5,610 SH   DFND 4 5,610 0 0
SPARTAN MTRS INC COM 846819100 73 4,928 SH   DFND 3 0 0 4,928
SPARTANNASH CO COM 847215100 1,564 77,935 SH   DFND 3 27,062 0 50,873
SPARTANNASH CO COM 847215100 572 28,519 SH   DFND 4 28,519 0 0
SPARTON CORP COM 847235108 17 1,194 SH   DFND 3 0 0 1,194
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,689 29,900 SH   DFND 3 0 0 29,900
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 5,218 14,200 SH   DFND 3 0 0 14,200
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 153 2,052 SH   DFND 3 779 0 1,273
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 1,460 19,534 SH   DFND 4 14,162 0 5,372
SPECTRUM PHARMACEUTICALS INC COM 84763A108 164 9,750 SH   DFND 1 9,750 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 3,525 210,757 SH   DFND 3 70,656 0 140,101
SPECTRUM PHARMACEUTICALS INC COM 84763A108 313 18,629 SH   DFND 4 18,629 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 29 1,639 SH   DFND 3 0 0 1,639
SPERO THERAPEUTICS INC COM 84833T103 11 1,019 SH   DFND 3 0 0 1,019
SPIRE INC COM 84857L101 10,719 146,220 SH   DFND 3 42,030 0 104,190
SPIRE INC COM 84857L101 12,841 174,589 SH   DFND 4 174,589 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,801 19,648 SH   DFND 3 8,617 0 11,031
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 13,792 150,451 SH   DFND 4 57,206 0 93,245
SPIRIT AIRLS INC COM 848577102 480 10,227 SH   DFND 3 0 0 10,227
SPIRIT AIRLS INC COM 848577102 127 2,704 SH   DFND 4 2,704 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 101 8,760 SH   DFND 3 2,323 0 6,437
SPIRIT MTA REIT COM SHS BEN IN 84861U105 1,439 124,903 SH   DFND 4 124,903 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 9 439 SH   DFND 3 0 0 439
SPIRIT RLTY CAP INC NEW COM 84860W102 709 87,957 SH   DFND 3 75,133 0 12,824
SPIRIT RLTY CAP INC NEW COM 84860W102 12,577 1,560,457 SH   DFND 4 1,455,599 0 104,858
SPLUNK INC COM 848637104 30,538 252,572 SH   DFND 1 252,572 0 0
SPLUNK INC COM 848637104 40,543 335,314 SH   DFND 3 321,342 0 13,972
SPLUNK INC COM 848637104 25,861 213,885 SH   DFND 4 87,038 0 126,847
SPOK HLDGS INC COM 84863T106 593 38,501 SH   DFND 3 12,945 0 25,556
SPOK HLDGS INC COM 84863T106 9 600 SH   DFND 4 600 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 36 6,108 SH   DFND 3 0 0 6,108
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,759 15,258 SH   DFND 4 0 0 15,258
SPRING BK PHARMACEUTICALS IN COM 849431101 28 2,317 SH   DFND 3 0 0 2,317
SPRINT CORP COM SER 1 85207U105 10,540 1,611,634 SH   DFND 3 1,536,674 0 74,960
SPRINT CORP COM SER 1 85207U105 12,009 1,836,167 SH   DFND 4 1,154,545 0 681,622
SPROUTS FMRS MKT INC COM 85208M102 2,303 84,019 SH   DFND 3 38,048 0 45,971
SPROUTS FMRS MKT INC COM 85208M102 2,566 93,610 SH   DFND 4 64,793 0 28,817
SPS COMM INC COM 78463M107 3,684 37,222 SH   DFND 3 12,514 0 24,708
SPS COMM INC COM 78463M107 11 113 SH   DFND 4 113 0 0
SPX CORP COM 784635104 3,053 91,406 SH   DFND 3 30,710 0 60,696
SPX CORP COM 784635104 282 8,458 SH   DFND 4 8,458 0 0
SPX FLOW INC COM 78469X107 4,755 91,546 SH   DFND 3 31,500 0 60,046
SPX FLOW INC COM 78469X107 1,649 31,706 SH   DFND 4 31,706 0 0
SQUARE INC CL A 852234103 63,754 643,916 SH   DFND 3 615,968 0 27,948
SQUARE INC CL A 852234103 40,402 408,059 SH   DFND 4 144,308 0 263,751
SRC ENERGY INC COM 78470V108 4,564 515,585 SH   DFND 3 173,185 0 342,400
SRC ENERGY INC COM 78470V108 461 51,872 SH   DFND 4 51,872 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 27,506 484,003 SH   DFND 3 463,241 0 20,762
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,704 293,927 SH   DFND 4 116,087 0 177,840
SSR MNG INC COM 784730103 191 21,980 SH   DFND 4 21,980 0 0
ST JOE CO COM 790148100 85 5,038 SH   DFND 3 0 0 5,038
ST JOE CO COM 790148100 187 11,103 SH   DFND 4 11,103 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 316 6,590 SH   DFND 3 0 0 6,590
STAAR SURGICAL CO COM PAR $0.01 852312305 8 169 SH   DFND 4 169 0 0
STAG INDL INC COM 85254J102 533 19,376 SH   DFND 3 3,513 0 15,863
STAG INDL INC COM 85254J102 8,871 322,597 SH   DFND 4 322,597 0 0
STAMPS COM INC COM NEW 852857200 8,288 36,402 SH   DFND 3 12,197 0 24,205
STAMPS COM INC COM NEW 852857200 844 3,731 SH   DFND 4 3,731 0 0
STANDARD MTR PRODS INC COM 853666105 2,125 43,229 SH   DFND 3 14,448 0 28,781
STANDARD MTR PRODS INC COM 853666105 7 135 SH   DFND 4 135 0 0
STANDEX INTL CORP COM 854231107 2,850 27,321 SH   DFND 3 9,203 0 18,118
STANDEX INTL CORP COM 854231107 279 2,677 SH   DFND 4 2,677 0 0
STANLEY BLACK & DECKER INC COM 854502101 60,989 416,477 SH   DFND 3 365,195 0 51,282
STANLEY BLACK & DECKER INC COM 854502101 59,045 402,950 SH   DFND 4 231,246 0 171,704
STANTEC INC COM 85472N109 29 1,163 SH   DFND 3 1,163 0 0
STANTEC INC COM 85472N109 694 27,905 SH   DFND 4 27,905 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 68 4,673 SH   DFND 4 4,673 0 0
STARBUCKS CORP COM 855244109 203,669 3,583,197 SH   DFND 3 3,138,446 0 444,751
STARBUCKS CORP COM 855244109 163,206 2,870,616 SH   DFND 4 1,603,614 0 1,267,002
STARS GROUP INC COM 85570W100 2,345 94,477 SH   DFND 4 34,477 0 60,000
STARWOOD PPTY TR INC COM 85571B105 827 38,438 SH   DFND 3 30,403 0 8,035
STARWOOD PPTY TR INC COM 85571B105 4,194 194,900 SH   DFND 4 140,214 0 54,686
STATE AUTO FINL CORP COM 855707105 78 2,563 SH   DFND 3 0 0 2,563
STATE AUTO FINL CORP COM 855707105 134 4,378 SH   DFND 4 4,378 0 0
STATE BK FINL CORP COM 856190103 171 5,665 SH   DFND 3 0 0 5,665
STATE BK FINL CORP COM 856190103 8 281 SH   DFND 4 281 0 0
STATE STR CORP COM 857477103 87,618 1,045,811 SH   DFND 3 920,215 0 125,596
STATE STR CORP COM 857477103 59,429 709,198 SH   DFND 4 361,901 0 347,297
STEEL DYNAMICS INC COM 858119100 31,214 690,731 SH   DFND 3 584,724 0 106,007
STEEL DYNAMICS INC COM 858119100 20,044 443,558 SH   DFND 4 226,607 0 216,951
STEELCASE INC CL A 858155203 278 15,020 SH   DFND 3 2,267 0 12,753
STEELCASE INC CL A 858155203 1,108 59,893 SH   DFND 4 59,893 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 69 4,129 SH   DFND 3 0 0 4,129
STEPAN CO COM 858586100 3,754 43,165 SH   DFND 3 14,488 0 28,677
STEPAN CO COM 858586100 369 4,244 SH   DFND 4 4,244 0 0
STERICYCLE INC COM 858912108 13,095 223,161 SH   DFND 3 195,358 0 27,803
STERICYCLE INC COM 858912108 9,810 167,178 SH   DFND 4 95,940 0 71,238
STERIS PLC SHS USD G84720104 6,876 60,102 SH   DFND 3 29,770 0 30,332
STERIS PLC SHS USD G84720104 7,372 64,440 SH   DFND 4 31,488 0 32,952
STERLING BANCORP DEL COM 85917A100 3,198 145,362 SH   DFND 3 64,396 0 80,966
STERLING BANCORP DEL COM 85917A100 2,180 99,099 SH   DFND 4 49,708 0 49,391
STERLING BANCORP INC COM 85917W102 36 3,197 SH   DFND 3 0 0 3,197
STERLING CONSTRUCTION CO INC COM 859241101 55 3,814 SH   DFND 3 0 0 3,814
STEWART INFORMATION SVCS COR COM 860372101 2,276 50,529 SH   DFND 3 17,074 0 33,455
STEWART INFORMATION SVCS COR COM 860372101 510 11,325 SH   DFND 4 1,154 0 10,171
STIFEL FINL CORP COM 860630102 3,024 59,002 SH   DFND 3 25,243 0 33,759
STIFEL FINL CORP COM 860630102 1,497 29,197 SH   DFND 4 29,197 0 0
STOCK YDS BANCORP INC COM 861025104 114 3,153 SH   DFND 3 0 0 3,153
STOCK YDS BANCORP INC COM 861025104 184 5,063 SH   DFND 4 5,063 0 0
STONERIDGE INC COM 86183P102 124 4,173 SH   DFND 3 0 0 4,173
STONERIDGE INC COM 86183P102 11 355 SH   DFND 4 355 0 0
STORE CAP CORP COM 862121100 854 30,726 SH   DFND 3 25,124 0 5,602
STORE CAP CORP COM 862121100 17,447 627,800 SH   DFND 4 590,328 0 37,472
STRATASYS LTD SHS M85548101 12,104 523,763 SH   DFND 1 523,763 0 0
STRATASYS LTD SHS M85548101 179 7,745 SH   DFND 3 0 0 7,745
STRATASYS LTD SHS M85548101 284 12,291 SH   DFND 4 12,291 0 0
STRATEGIC ED INC COM 86272C103 6,243 45,709 SH   DFND 3 15,373 0 30,336
STRATEGIC ED INC COM 86272C103 619 4,518 SH   DFND 4 4,518 0 0
STRATUS PPTYS INC COM NEW 863167201 29 949 SH   DFND 3 0 0 949
STRYKER CORP COM 863667101 160,559 903,643 SH   DFND 3 798,453 0 105,190
STRYKER CORP COM 863667101 122,487 689,516 SH   DFND 4 365,805 0 323,711
STURM RUGER & CO INC COM 864159108 2,562 37,051 SH   DFND 3 12,433 0 24,618
STURM RUGER & CO INC COM 864159108 319 4,619 SH   DFND 4 4,619 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 35 1,516 SH   DFND 3 0 0 1,516
SUMMIT HOTEL PPTYS INC COM 866082100 3,050 226,033 SH   DFND 3 78,224 0 147,809
SUMMIT HOTEL PPTYS INC COM 866082100 4,268 315,480 SH   DFND 4 315,480 0 0
SUMMIT MATLS INC CL A 86614U100 304 16,724 SH   DFND 3 0 0 16,724
SUMMIT MATLS INC CL A 86614U100 409 22,494 SH   DFND 4 22,494 0 0
SUN CMNTYS INC COM 866674104 956 9,413 SH   DFND 3 6,738 0 2,675
SUN CMNTYS INC COM 866674104 28,525 280,926 SH   DFND 4 263,826 0 17,100
SUN HYDRAULICS CORP COM 866942105 233 4,253 SH   DFND 3 0 0 4,253
SUN HYDRAULICS CORP COM 866942105 321 5,864 SH   DFND 4 5,864 0 0
SUN LIFE FINL INC COM 866796105 61,597 1,550,583 SH   DFND 3 1,479,131 0 71,452
SUN LIFE FINL INC COM 866796105 35,741 899,705 SH   DFND 4 558,688 0 341,017
SUNCOKE ENERGY INC COM 86722A103 1,610 138,572 SH   DFND 3 46,640 0 91,932
SUNCOKE ENERGY INC COM 86722A103 12 996 SH   DFND 4 996 0 0
SUNCOR ENERGY INC NEW COM 867224107 150,199 3,884,615 SH   DFND 3 3,703,816 0 180,799
SUNCOR ENERGY INC NEW COM 867224107 59,719 1,544,520 SH   DFND 4 1,212,010 0 332,510
SUNPOWER CORP COM 867652406 69 9,486 SH   DFND 3 0 0 9,486
SUNPOWER CORP COM 867652406 69 9,438 SH   DFND 4 9,438 0 0
SUNRUN INC COM 86771W105 184 14,786 SH   DFND 3 0 0 14,786
SUNRUN INC COM 86771W105 10 814 SH   DFND 4 814 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,105 67,524 SH   DFND 3 33,248 0 34,276
SUNSTONE HOTEL INVS INC NEW COM 867892101 12,342 754,428 SH   DFND 4 754,428 0 0
SUNTRUST BKS INC COM 867914103 83,862 1,255,602 SH   DFND 3 1,100,255 0 155,347
SUNTRUST BKS INC COM 867914103 57,589 862,122 SH   DFND 4 417,895 0 444,227
SUPERIOR ENERGY SVCS INC COM 868157108 1,202 123,411 SH   DFND 3 49,797 0 73,614
SUPERIOR ENERGY SVCS INC COM 868157108 1,175 120,641 SH   DFND 4 120,641 0 0
SUPERIOR GRP OF COMPANIES IN COM 868358102 28 1,498 SH   DFND 3 0 0 1,498
SUPERIOR INDS INTL INC COM 868168105 839 49,205 SH   DFND 3 16,240 0 32,965
SUPERNUS PHARMACEUTICALS INC COM 868459108 5,557 110,638 SH   DFND 3 37,324 0 73,314
SUPERNUS PHARMACEUTICALS INC COM 868459108 482 9,576 SH   DFND 4 9,576 0 0
SUPERVALU INC COM NEW 868536301 2,659 82,531 SH   DFND 4 82,531 0 0
SUPERVALU INC COM NEW 868536301 2,854 88,527 SH   DFND 3 33,648 0 54,879
SURFACE ONCOLOGY INC COM 86877M209 12 1,079 SH   DFND 3 0 0 1,079
SURGERY PARTNERS INC COM 86881A100 45 2,719 SH   DFND 3 0 0 2,719
SURMODICS INC COM 868873100 2,104 28,277 SH   DFND 3 9,501 0 18,776
SURMODICS INC COM 868873100 4 55 SH   DFND 4 55 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 44 2,635 SH   DFND 3 0 0 2,635
SVB FINL GROUP COM 78486Q101 43,342 139,441 SH   DFND 3 122,120 0 17,321
SVB FINL GROUP COM 78486Q101 25,933 83,430 SH   DFND 4 36,213 0 47,217
SVMK INC COM 78489X103 80 5,000 SH   DFND 3 0 0 5,000
SWITCH INC CL A 87105L104 9 860 SH   DFND 3 0 0 860
SYKES ENTERPRISES INC COM 871237103 2,569 84,582 SH   DFND 3 28,328 0 56,254
SYKES ENTERPRISES INC COM 871237103 206 6,761 SH   DFND 4 6,761 0 0
SYMANTEC CORP COM 871503108 26,010 1,222,278 SH   DFND 1 1,222,278 0 0
SYMANTEC CORP COM 871503108 35,782 1,681,469 SH   DFND 3 1,476,866 0 204,603
SYMANTEC CORP COM 871503108 25,536 1,199,978 SH   DFND 4 620,289 0 579,689
SYNALLOY CP DEL COM 871565107 28 1,220 SH   DFND 3 0 0 1,220
SYNAPTICS INC COM 87157D109 1,235 27,071 SH   DFND 3 10,106 0 16,965
SYNAPTICS INC COM 87157D109 280 6,127 SH   DFND 4 6,127 0 0
SYNCHRONY FINL COM 87165B103 61,950 1,993,249 SH   DFND 3 1,766,384 0 226,865
SYNCHRONY FINL COM 87165B103 72,252 2,314,242 SH   DFND 4 1,640,865 0 673,377
SYNDAX PHARMACEUTICALS INC COM 87164F105 21 2,565 SH   DFND 3 0 0 2,565
SYNEOS HEALTH INC CL A 87166B102 2,394 46,445 SH   DFND 3 17,232 0 29,213
SYNEOS HEALTH INC CL A 87166B102 711 13,799 SH   DFND 4 13,799 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 65 38,418 SH   DFND 3 0 0 38,418
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4 2,216 SH   DFND 4 2,216 0 0
SYNLOGIC INC COM 87166L100 33 2,290 SH   DFND 3 0 0 2,290
SYNNEX CORP COM 87162W100 88 1,039 SH   DFND 1 1,039 0 0
SYNNEX CORP COM 87162W100 2,018 23,822 SH   DFND 3 9,410 0 14,412
SYNNEX CORP COM 87162W100 1,433 16,916 SH   DFND 4 16,916 0 0
SYNOPSYS INC COM 871607107 39,823 403,840 SH   DFND 3 351,932 0 51,908
SYNOPSYS INC COM 871607107 49,030 497,370 SH   DFND 4 313,665 0 183,705
SYNOVUS FINL CORP COM NEW 87161C501 3,836 83,774 SH   DFND 3 41,625 0 42,149
SYNOVUS FINL CORP COM NEW 87161C501 3,281 71,654 SH   DFND 4 44,447 0 27,207
SYNTEL INC COM 87162H103 217 5,292 SH   DFND 3 0 0 5,292
SYNTEL INC COM 87162H103 305 7,432 SH   DFND 4 7,432 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 43 3,645 SH   DFND 3 0 0 3,645
SYSCO CORP COM 871829107 95,448 1,303,045 SH   DFND 3 1,143,950 0 159,095
SYSCO CORP COM 871829107 88,489 1,207,982 SH   DFND 4 638,593 0 569,389
SYSTEMAX INC COM 871851101 62 1,871 SH   DFND 3 0 0 1,871
T MOBILE US INC COM 872590104 52,078 742,062 SH   DFND 3 705,687 0 36,375
T MOBILE US INC COM 872590104 62,328 888,112 SH   DFND 4 554,155 0 333,957
T2 BIOSYSTEMS INC COM 89853L104 38 5,118 SH   DFND 3 0 0 5,118
TABLEAU SOFTWARE INC CL A 87336U105 800 7,161 SH   DFND 3 4,977 0 2,184
TABLEAU SOFTWARE INC CL A 87336U105 3,171 28,380 SH   DFND 4 14,271 0 14,109
TABULA RASA HEALTHCARE INC COM 873379101 2,884 35,849 SH   DFND 3 12,009 0 23,840
TABULA RASA HEALTHCARE INC COM 873379101 23 283 SH   DFND 4 283 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,513 35,604 SH   DFND 3 11,922 0 23,682
TACTILE SYS TECHNOLOGY INC COM 87357P100 20 275 SH   DFND 4 275 0 0
TAHOE RES INC COM 873868103 155 55,772 SH   DFND 3 9,484 0 46,288
TAHOE RES INC COM 873868103 316 114,450 SH   DFND 4 58,907 0 55,543
TAILORED BRANDS INC COM 87403A107 2,680 105,674 SH   DFND 3 35,432 0 70,242
TAILORED BRANDS INC COM 87403A107 307 12,188 SH   DFND 4 12,188 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,896 65,587 SH   DFND 4 65,587 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 41,889 303,565 SH   DFND 3 266,577 0 36,988
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 24,486 177,445 SH   DFND 4 71,323 0 106,122
TAL ED GROUP SPONSORED ADS 874080104 484 18,833 SH   DFND 2 18,833 0 0
TAL ED GROUP SPONSORED ADS 874080104 868 33,768 SH   DFND 3 0 0 33,768
TAL ED GROUP SPONSORED ADS 874080104 40,362 1,569,882 SH   DFND 4 858,875 0 711,007
TALLGRASS ENERGY LP CLASS A SHS 874696107 31 1,319 SH   DFND 4 1,319 0 0
TALOS ENERGY INC COM 87484T108 101 3,092 SH   DFND 3 0 0 3,092
TALOS ENERGY INC COM 87484T108 2 68 SH   DFND 4 68 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 327 7,629 SH   DFND 3 0 0 7,629
TANGER FACTORY OUTLET CTRS I COM 875465106 1,732 75,690 SH   DFND 3 31,156 0 44,534
TANGER FACTORY OUTLET CTRS I COM 875465106 6,876 300,520 SH   DFND 4 300,520 0 0
TAPESTRY INC COM 876030107 40,409 803,839 SH   DFND 3 704,238 0 99,601
TAPESTRY INC COM 876030107 38,823 772,073 SH   DFND 4 416,081 0 355,992
TARENA INTL INC ADR 876108101 38 4,738 SH   DFND 4 4,738 0 0
TARGA RES CORP COM 87612G101 29,790 529,028 SH   DFND 3 502,884 0 26,144
TARGA RES CORP COM 87612G101 21,897 388,852 SH   DFND 4 166,467 0 222,385
TARGET CORP COM 87612E106 130,428 1,478,604 SH   DFND 3 1,302,330 0 176,274
TARGET CORP COM 87612E106 143,879 1,631,300 SH   DFND 4 1,025,198 0 606,102
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 302 3,068 SH   DFND 4 3,068 0 0
TATA MTRS LTD SPONSORED ADR 876568502 254 16,540 SH   DFND 4 16,540 0 0
TAUBMAN CTRS INC COM 876664103 2,533 42,334 SH   DFND 3 20,420 0 21,914
TAUBMAN CTRS INC COM 876664103 28,177 470,945 SH   DFND 4 194,929 0 276,016
TAYLOR MORRISON HOME CORP CL A 87724P106 344 19,076 SH   DFND 3 2,278 0 16,798
TAYLOR MORRISON HOME CORP CL A 87724P106 827 45,862 SH   DFND 4 45,862 0 0
TCF FINL CORP COM 872275102 2,636 110,694 SH   DFND 3 50,203 0 60,491
TCF FINL CORP COM 872275102 2,610 109,637 SH   DFND 4 75,314 0 34,323
TCG BDC INC COM 872280102 4,035 240,582 SH   DFND 4 240,582 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 34,324 649,716 SH   DFND 3 622,286 0 27,430
TD AMERITRADE HLDG CORP COM 87236Y108 24,153 457,186 SH   DFND 4 203,558 0 253,628
TE CONNECTIVITY LTD REG SHS H84989104 83,140 945,527 SH   DFND 3 839,802 0 105,725
TE CONNECTIVITY LTD REG SHS H84989104 65,425 743,940 SH   DFND 4 482,433 0 261,507
TEAM INC COM 878155100 1,431 63,879 SH   DFND 3 21,254 0 42,625
TEAM INC COM 878155100 2 95 SH   DFND 4 95 0 0
TECH DATA CORP COM 878237106 2,474 34,572 SH   DFND 3 16,280 0 18,292
TECH DATA CORP COM 878237106 3,980 55,606 SH   DFND 4 55,606 0 0
TECHNIPFMC PLC COM G87110105 5,464 174,844 SH   DFND 3 46,554 0 128,290
TECHNIPFMC PLC COM G87110105 81,429 3,041,733 SH   DFND 4 2,606,812 0 434,921
TECHTARGET INC COM 87874R100 9 452 SH   DFND 4 452 0 0
TECHTARGET INC COM 87874R100 61 3,147 SH   DFND 3 0 0 3,147
TECK RESOURCES LTD CL B 878742204 31,288 1,299,215 SH   DFND 3 1,239,024 0 60,191
TECK RESOURCES LTD CL B 878742204 14,688 609,888 SH   DFND 4 427,709 0 182,179
TEEKAY CORPORATION COM Y8564W103 105 15,626 SH   DFND 3 5,393 0 10,233
TEEKAY CORPORATION COM Y8564W103 431 63,969 SH   DFND 4 63,969 0 0
TEEKAY TANKERS LTD CL A Y8565N102 27 27,398 SH   DFND 3 0 0 27,398
TEGNA INC COM 87901J105 2,284 190,930 SH   DFND 3 87,824 0 103,106
TEGNA INC COM 87901J105 1,733 144,930 SH   DFND 4 144,930 0 0
TEJON RANCH CO COM 879080109 68 3,137 SH   DFND 3 0 0 3,137
TELADOC HEALTH INC COM 87918A105 868 10,047 SH   DFND 3 0 0 10,047
TELADOC HEALTH INC COM 87918A105 1,263 14,622 SH   DFND 4 14,622 0 0
TELARIA INC COM 879181105 25 6,547 SH   DFND 3 0 0 6,547
TELECOM ARGENTINA S A SPON ADR REP B 879273209 452 25,920 SH   DFND 4 25,920 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 12,347 50,051 SH   DFND 1 50,051 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 6,337 25,691 SH   DFND 3 12,790 0 12,901
TELEDYNE TECHNOLOGIES INC COM 879360105 5,025 20,372 SH   DFND 4 12,718 0 7,654
TELEFLEX INC COM 879369106 35,496 133,397 SH   DFND 3 113,865 0 19,532
TELEFLEX INC COM 879369106 21,025 79,014 SH   DFND 4 38,327 0 40,687
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 89 9,189 SH   DFND 4 9,189 0 0
TELENAV INC COM 879455103 21 4,104 SH   DFND 3 0 0 4,104
TELEPHONE & DATA SYS INC COM NEW 879433829 2,271 74,616 SH   DFND 3 41,305 0 33,311
TELEPHONE & DATA SYS INC COM NEW 879433829 3,168 104,103 SH   DFND 4 83,264 0 20,839
TELIGENT INC NEW COM 87960W104 25 6,252 SH   DFND 3 0 0 6,252
TELLURIAN INC NEW COM 87968A104 116 12,942 SH   DFND 3 0 0 12,942
TELLURIAN INC NEW COM 87968A104 7 796 SH   DFND 4 796 0 0
TELUS CORP COM 87971M103 154 4,188 SH   DFND 3 3,756 0 432
TELUS CORP COM 87971M103 3,454 93,789 SH   DFND 4 74,041 0 19,748
TEMPUR SEALY INTL INC COM 88023U101 1,587 29,997 SH   DFND 3 13,657 0 16,340
TEMPUR SEALY INTL INC COM 88023U101 1,900 35,913 SH   DFND 4 24,273 0 11,640
TENABLE HLDGS INC COM 88025T102 76 1,948 SH   DFND 3 0 0 1,948
TENABLE HLDGS INC COM 88025T102 1,127 29,000 SH   DFND 4 0 0 29,000
TENARIS S A SPONSORED ADR 88031M109 25,011 746,055 SH   DFND 4 746,055 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,050 72,034 SH   DFND 3 32,274 0 39,760
TENET HEALTHCARE CORP COM NEW 88033G407 5,590 196,400 SH   DFND 4 196,400 0 0
TENNANT CO COM 880345103 2,905 38,247 SH   DFND 3 12,868 0 25,379
TENNANT CO COM 880345103 269 3,547 SH   DFND 4 3,547 0 0
TENNECO INC COM 880349105 546 12,955 SH   DFND 3 5,359 0 7,596
TENNECO INC COM 880349105 1,797 42,638 SH   DFND 4 42,638 0 0
TERADATA CORP DEL COM 88076W103 3,272 86,773 SH   DFND 3 43,810 0 42,963
TERADATA CORP DEL COM 88076W103 3,207 85,050 SH   DFND 4 56,715 0 28,335
TERADYNE INC COM 880770102 11,270 304,759 SH   DFND 1 304,759 0 0
TERADYNE INC COM 880770102 4,914 132,895 SH   DFND 3 65,801 0 67,094
TERADYNE INC COM 880770102 3,686 99,663 SH   DFND 4 57,289 0 42,374
TEREX CORP NEW COM 880779103 2,092 52,419 SH   DFND 3 29,051 0 23,368
TEREX CORP NEW COM 880779103 2,717 68,080 SH   DFND 4 50,958 0 17,122
TERNIUM SA SPON ADR 880890108 152 5,014 SH   DFND 4 5,014 0 0
TERRAFORM PWR INC COM CL A 88104R209 126 10,926 SH   DFND 3 0 0 10,926
TERRAFORM PWR INC COM CL A 88104R209 252 21,850 SH   DFND 4 21,850 0 0
TERRENO RLTY CORP COM 88146M101 398 10,553 SH   DFND 3 1,918 0 8,635
TERRENO RLTY CORP COM 88146M101 22,262 590,496 SH   DFND 4 174,773 0 415,723
TERRITORIAL BANCORP INC COM 88145X108 33 1,125 SH   DFND 3 0 0 1,125
TESARO INC COM 881569107 44 1,120 SH   DFND 3 0 0 1,120
TESARO INC COM 881569107 601 15,400 SH   DFND 4 7,400 0 8,000
TESLA INC COM 88160R101 887 3,349 SH   DFND 1 3,349 0 0
TESLA INC COM 88160R101 82,440 311,365 SH   DFND 3 298,763 0 12,602
TESLA INC COM 88160R101 49,290 186,163 SH   DFND 4 70,123 0 116,040
TETRA TECH INC NEW COM 88162G103 8,020 117,746 SH   DFND 3 39,556 0 78,190
TETRA TECH INC NEW COM 88162G103 749 10,969 SH   DFND 4 10,969 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,197 266,670 SH   DFND 3 89,282 0 177,388
TETRAPHASE PHARMACEUTICALS I COM 88165N105 19 6,844 SH   DFND 3 0 0 6,844
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 4,343 201,641 SH   DFND 3 34,897 0 166,744
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 8,372 388,675 SH   DFND 4 161,474 0 227,201
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,717 32,879 SH   DFND 3 14,836 0 18,043
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,291 27,714 SH   DFND 4 16,721 0 10,993
TEXAS INSTRS INC COM 882508104 284,777 2,654,269 SH   DFND 3 2,333,249 0 321,020
TEXAS INSTRS INC COM 882508104 206,759 1,927,414 SH   DFND 4 1,065,314 0 862,100
TEXAS PAC LD TR SUB CTF PROP I T 882610108 49 57 SH   DFND 4 57 0 0
TEXAS ROADHOUSE INC COM 882681109 3,879 55,987 SH   DFND 3 24,008 0 31,979
TEXAS ROADHOUSE INC COM 882681109 987 14,250 SH   DFND 4 14,250 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 50 3,893 SH   DFND 3 0 0 3,893
TEXTRON INC COM 883203101 48,620 680,292 SH   DFND 3 594,859 0 85,433
TEXTRON INC COM 883203101 31,275 437,602 SH   DFND 4 229,464 0 208,138
TFS FINL CORP COM 87240R107 13 862 SH   DFND 3 0 0 862
TFS FINL CORP COM 87240R107 362 24,138 SH   DFND 4 11,655 0 12,483
TG THERAPEUTICS INC COM 88322Q108 54 9,710 SH   DFND 3 0 0 9,710
TG THERAPEUTICS INC COM 88322Q108 3 475 SH   DFND 4 475 0 0
THE TRADE DESK INC COM CL A 88339J105 736 4,879 SH   DFND 3 0 0 4,879
THE TRADE DESK INC COM CL A 88339J105 1,116 7,394 SH   DFND 4 7,394 0 0
THERAPEUTICSMD INC COM 88338N107 180 27,444 SH   DFND 3 0 0 27,444
THERAPEUTICSMD INC COM 88338N107 225 34,244 SH   DFND 4 34,244 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 212 6,486 SH   DFND 3 0 0 6,486
THERAVANCE BIOPHARMA INC COM G8807B106 237 7,256 SH   DFND 4 7,256 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 265,087 1,086,067 SH   DFND 3 953,151 0 132,916
THERMO FISHER SCIENTIFIC INC COM 883556102 185,769 761,139 SH   DFND 4 394,042 0 367,097
THERMON GROUP HLDGS INC COM 88362T103 129 4,998 SH   DFND 3 0 0 4,998
THERMON GROUP HLDGS INC COM 88362T103 8 320 SH   DFND 4 320 0 0
THIRD PT REINS LTD COM G8827U100 2,169 167,180 SH   DFND 3 56,227 0 110,953
THIRD PT REINS LTD COM G8827U100 261 20,098 SH   DFND 4 20,098 0 0
THL CR INC COM 872438106 994 123,080 SH   DFND 4 123,080 0 0
THOMSON REUTERS CORP COM 884903105 31,341 687,361 SH   DFND 3 655,402 0 31,959
THOMSON REUTERS CORP COM 884903105 22,544 494,417 SH   DFND 4 356,125 0 138,292
THOR INDS INC COM 885160101 3,118 37,258 SH   DFND 3 19,212 0 18,046
THOR INDS INC COM 885160101 2,428 29,014 SH   DFND 4 18,493 0 10,521
TIDEWATER INC NEW COM 88642R109 111 3,570 SH   DFND 3 0 0 3,570
TIDEWATER INC NEW COM 88642R109 2 62 SH   DFND 4 62 0 0
TIER REIT INC COM NEW 88650V208 224 9,295 SH   DFND 3 1,689 0 7,606
TIER REIT INC COM NEW 88650V208 3,489 144,788 SH   DFND 4 144,788 0 0
TIFFANY & CO NEW COM 886547108 44,152 342,340 SH   DFND 3 303,008 0 39,332
TIFFANY & CO NEW COM 886547108 41,464 321,253 SH   DFND 4 177,671 0 143,582
TILE SHOP HLDGS INC COM 88677Q109 594 82,722 SH   DFND 3 27,920 0 54,802
TILE SHOP HLDGS INC COM 88677Q109 2 332 SH   DFND 4 332 0 0
TILLYS INC CL A 886885102 41 2,165 SH   DFND 3 0 0 2,165
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,632 112,584 SH   DFND 4 110,316 0 2,268
TIMBERLAND BANCORP INC COM 887098101 28 901 SH   DFND 3 0 0 901
TIMKEN CO COM 887389104 2,132 42,773 SH   DFND 4 31,513 0 11,260
TIMKEN CO COM 887389104 2,512 50,400 SH   DFND 3 25,460 0 24,940
TIMKENSTEEL CORP COM 887399103 1,240 83,789 SH   DFND 3 27,988 0 55,801
TIMKENSTEEL CORP COM 887399103 133 8,950 SH   DFND 4 8,950 0 0
TIPTREE INC COM 88822Q103 28 4,266 SH   DFND 3 0 0 4,266
TITAN INTL INC ILL COM 88830M102 785 105,333 SH   DFND 3 35,379 0 69,954
TITAN MACHY INC COM 88830R101 42 2,710 SH   DFND 3 0 0 2,710
TIVITY HEALTH INC COM 88870R102 2,751 85,150 SH   DFND 3 28,582 0 56,568
TIVITY HEALTH INC COM 88870R102 215 6,688 SH   DFND 4 6,688 0 0
TIVO CORP COM 88870P106 3,308 265,542 SH   DFND 3 90,539 0 175,003
TIVO CORP COM 88870P106 562 45,151 SH   DFND 4 45,151 0 0
TJX COS INC NEW COM 872540109 190,492 1,700,515 SH   DFND 3 1,494,070 0 206,445
TJX COS INC NEW COM 872540109 178,519 1,593,520 SH   DFND 4 995,572 0 597,948
TOCAGEN INC COM 888846102 45 2,901 SH   DFND 3 0 0 2,901
TOLL BROTHERS INC COM 889478103 14,038 424,995 SH   DFND 3 366,919 0 58,076
TOLL BROTHERS INC COM 889478103 11,536 349,257 SH   DFND 4 218,547 0 130,710
TOMPKINS FINANCIAL CORPORATI COM 890110109 2,162 26,727 SH   DFND 3 8,804 0 17,923
TOMPKINS FINANCIAL CORPORATI COM 890110109 6 80 SH   DFND 4 80 0 0
TOOTSIE ROLL INDS INC COM 890516107 417 14,242 SH   DFND 3 5,436 0 8,806
TOOTSIE ROLL INDS INC COM 890516107 88 3,000 SH   DFND 4 3,000 0 0
TOPBUILD CORP COM 89055F103 4,328 75,829 SH   DFND 3 25,468 0 50,361
TOPBUILD CORP COM 89055F103 502 8,827 SH   DFND 4 8,827 0 0
TORCHMARK CORP COM 891027104 24,732 285,297 SH   DFND 3 248,867 0 36,430
TORCHMARK CORP COM 891027104 40,519 467,542 SH   DFND 4 341,504 0 126,038
TORO CO COM 891092108 4,361 72,716 SH   DFND 3 34,845 0 37,871
TORO CO COM 891092108 3,453 57,583 SH   DFND 4 34,218 0 23,365
TORONTO DOMINION BK ONT COM NEW 891160509 263,268 4,335,712 SH   DFND 3 4,133,336 0 202,376
TORONTO DOMINION BK ONT COM NEW 891160509 116,210 1,913,768 SH   DFND 4 1,295,214 0 618,554
TOTAL SYS SVCS INC COM 891906109 48,431 490,487 SH   DFND 3 432,613 0 57,874
TOTAL SYS SVCS INC COM 891906109 32,700 331,169 SH   DFND 4 168,656 0 162,513
TOWER INTL INC COM 891826109 86 2,853 SH   DFND 3 0 0 2,853
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 46 2,116 SH   DFND 3 0 0 2,116
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 5,714 262,340 SH   DFND 4 245,850 0 16,490
TOWN SPORTS INTL HLDGS INC COM 89214A102 19 2,186 SH   DFND 3 0 0 2,186
TOWNEBANK PORTSMOUTH VA COM 89214P109 303 9,835 SH   DFND 3 0 0 9,835
TOWNEBANK PORTSMOUTH VA COM 89214P109 393 12,754 SH   DFND 4 12,754 0 0
TPG RE FIN TR INC COM 87266M107 105 5,233 SH   DFND 3 0 0 5,233
TPG RE FIN TR INC COM 87266M107 14 683 SH   DFND 4 683 0 0
TPG SPECIALTY LENDING INC COM 87265K102 5,120 251,066 SH   DFND 4 251,066 0 0
TPI COMPOSITES INC COM 87266J104 62 2,158 SH   DFND 3 0 0 2,158
TRACTOR SUPPLY CO COM 892356106 30,382 334,310 SH   DFND 3 292,517 0 41,793
TRACTOR SUPPLY CO COM 892356106 29,658 326,177 SH   DFND 4 193,281 0 132,896
TRANSALTA CORP COM 89346D107 61 10,896 SH   DFND 3 10,896 0 0
TRANSALTA CORP COM 89346D107 1,300 231,207 SH   DFND 4 231,207 0 0
TRANSCANADA CORP COM 89353D107 110,024 2,721,424 SH   DFND 3 2,011,243 0 710,181
TRANSCANADA CORP COM 89353D107 155,276 3,840,691 SH   DFND 4 3,460,628 0 380,063
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 8 240 SH   DFND 3 0 0 240
TRANSDIGM GROUP INC COM 893641100 48,234 129,558 SH   DFND 3 113,841 0 15,717
TRANSDIGM GROUP INC COM 893641100 34,774 93,404 SH   DFND 4 47,658 0 45,746
TRANSENTERIX INC COM NEW 89366M201 142 24,499 SH   DFND 3 0 0 24,499
TRANSLATE BIO INC COM 89374L104 15 1,484 SH   DFND 3 0 0 1,484
TRANSOCEAN LTD REG SHS H8817H100 4,923 352,917 SH   DFND 3 198,730 0 154,187
TRANSOCEAN LTD REG SHS H8817H100 11,333 812,428 SH   DFND 4 717,374 0 95,054
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 267 18,412 SH   DFND 4 18,412 0 0
TRANSUNION COM 89400J107 31,990 434,769 SH   DFND 3 416,744 0 18,025
TRANSUNION COM 89400J107 21,203 288,163 SH   DFND 4 116,445 0 171,718
TRAVELERS COMPANIES INC COM 89417E109 96,698 745,490 SH   DFND 3 656,235 0 89,255
TRAVELERS COMPANIES INC COM 89417E109 97,520 752,276 SH   DFND 4 451,819 0 300,457
TRAVELPORT WORLDWIDE LTD SHS G9019D104 4,553 270,594 SH   DFND 3 92,434 0 178,160
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,049 62,169 SH   DFND 4 62,169 0 0
TRAVELZOO COM NEW 89421Q205 9 718 SH   DFND 3 0 0 718
TRECORA RES COM 894648104 46 3,260 SH   DFND 3 0 0 3,260
TREDEGAR CORP COM 894650100 1,183 54,849 SH   DFND 3 18,436 0 36,413
TREDEGAR CORP COM 894650100 173 7,982 SH   DFND 4 7,982 0 0
TREEHOUSE FOODS INC COM 89469A104 1,929 40,316 SH   DFND 3 20,154 0 20,162
TREEHOUSE FOODS INC COM 89469A104 2,013 42,060 SH   DFND 4 30,080 0 11,980
TREX CO INC COM 89531P105 9,709 125,061 SH   DFND 3 41,988 0 83,073
TREX CO INC COM 89531P105 982 12,758 SH   DFND 4 12,758 0 0
TRI POINTE GROUP INC COM 87265H109 1,451 117,040 SH   DFND 3 44,504 0 72,536
TRI POINTE GROUP INC COM 87265H109 383 30,920 SH   DFND 4 30,920 0 0
TRIBUNE MEDIA CO CL A 896047503 515 13,391 SH   DFND 3 10,672 0 2,719
TRIBUNE MEDIA CO CL A 896047503 2,980 77,550 SH   DFND 4 60,583 0 16,967
TRICIDA INC COM 89610F101 54 1,760 SH   DFND 3 0 0 1,760
TRICO BANCSHARES COM 896095106 151 3,916 SH   DFND 3 0 0 3,916
TRICO BANCSHARES COM 896095106 6 168 SH   DFND 4 168 0 0
TRIMAS CORP COM NEW 896215209 270 8,878 SH   DFND 4 8,878 0 0
TRIMAS CORP COM NEW 896215209 208 6,857 SH   DFND 3 0 0 6,857
TRIMBLE INC COM 896239100 12,396 285,217 SH   DFND 1 285,217 0 0
TRIMBLE INC COM 896239100 32,044 737,324 SH   DFND 3 630,662 0 106,662
TRIMBLE INC COM 896239100 18,925 435,449 SH   DFND 4 195,680 0 239,769
TRINET GROUP INC COM 896288107 367 6,511 SH   DFND 3 0 0 6,511
TRINET GROUP INC COM 896288107 472 8,380 SH   DFND 4 8,380 0 0
TRINITY INDS INC COM 896522109 4,082 111,418 SH   DFND 3 58,501 0 52,917
TRINITY INDS INC COM 896522109 4,323 117,988 SH   DFND 4 85,343 0 32,645
TRINITY PL HLDGS INC COM 89656D101 18 3,019 SH   DFND 3 0 0 3,019
TRINSEO S A SHS L9340P101 567 7,237 SH   DFND 3 826 0 6,411
TRINSEO S A SHS L9340P101 1,904 24,322 SH   DFND 4 24,322 0 0
TRIPADVISOR INC COM 896945201 14,122 276,531 SH   DFND 3 242,642 0 33,889
TRIPADVISOR INC COM 896945201 10,171 199,159 SH   DFND 4 94,958 0 104,201
TRIPLE-S MGMT CORP CL B 896749108 62 3,288 SH   DFND 3 0 0 3,288
TRIPLE-S MGMT CORP CL B 896749108 4 232 SH   DFND 4 232 0 0
TRISTATE CAP HLDGS INC COM 89678F100 104 3,765 SH   DFND 3 0 0 3,765
TRISTATE CAP HLDGS INC COM 89678F100 1 34 SH   DFND 4 34 0 0
TRITON INTL LTD CL A G9078F107 260 7,810 SH   DFND 3 0 0 7,810
TRITON INTL LTD CL A G9078F107 370 11,129 SH   DFND 4 11,129 0 0
TRIUMPH BANCORP INC COM 89679E300 1,971 51,391 SH   DFND 3 17,270 0 34,121
TRIUMPH BANCORP INC COM 89679E300 6 159 SH   DFND 4 159 0 0
TRIUMPH GROUP INC NEW COM 896818101 2,497 108,031 SH   DFND 3 37,460 0 70,571
TRIUMPH GROUP INC NEW COM 896818101 972 41,731 SH   DFND 4 41,731 0 0
TRONC INC COM 89703P107 45 2,726 SH   DFND 3 0 0 2,726
TRONOX LTD SHS CL A Q9235V101 185 15,507 SH   DFND 3 1,542 0 13,965
TRONOX LTD SHS CL A Q9235V101 255 21,353 SH   DFND 4 21,353 0 0
TRUEBLUE INC COM 89785X101 2,233 86,364 SH   DFND 3 28,924 0 57,440
TRUEBLUE INC COM 89785X101 261 10,030 SH   DFND 4 10,030 0 0
TRUECAR INC COM 89785L107 192 13,639 SH   DFND 3 0 0 13,639
TRUECAR INC COM 89785L107 278 19,688 SH   DFND 4 19,688 0 0
TRUPANION INC COM 898202106 137 3,822 SH   DFND 3 0 0 3,822
TRUPANION INC COM 898202106 5 140 SH   DFND 4 140 0 0
TRUSTCO BK CORP N Y COM 898349105 1,746 206,402 SH   DFND 3 69,488 0 136,914
TRUSTCO BK CORP N Y COM 898349105 241 28,390 SH   DFND 4 28,390 0 0
TRUSTMARK CORP COM 898402102 1,777 52,816 SH   DFND 3 20,648 0 32,168
TRUSTMARK CORP COM 898402102 1,019 30,296 SH   DFND 4 30,296 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 37 11,000 SH   DFND 4 11,000 0 0
TTEC HLDGS INC COM 89854H102 750 29,077 SH   DFND 3 9,922 0 19,155
TTEC HLDGS INC COM 89854H102 134 5,160 SH   DFND 4 5,160 0 0
TTM TECHNOLOGIES INC COM 87305R109 3,138 196,504 SH   DFND 3 65,973 0 130,531
TTM TECHNOLOGIES INC COM 87305R109 252 15,848 SH   DFND 4 15,848 0 0
TUCOWS INC COM NEW 898697206 80 1,428 SH   DFND 3 0 0 1,428
TUCOWS INC COM NEW 898697206 6 99 SH   DFND 4 99 0 0
TUNIU CORP SPONSORED ADS CL 89977P106 72 10,000 SH   DFND 4 10,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,464 43,766 SH   DFND 3 19,561 0 24,205
TUPPERWARE BRANDS CORP COM 899896104 938 28,039 SH   DFND 4 28,039 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 50 10,317 SH   DFND 4 10,317 0 0
TURNING PT BRANDS INC COM 90041L105 49 1,187 SH   DFND 3 0 0 1,187
TURQUOISE HILL RES LTD COM 900435108 4,975 2,338,589 SH   DFND 3 2,228,019 0 110,570
TURQUOISE HILL RES LTD COM 900435108 7,730 3,638,501 SH   DFND 4 2,649,504 0 988,997
TURTLE BEACH CORP COM NEW 900450206 23 1,174 SH   DFND 3 0 0 1,174
TUTOR PERINI CORP COM 901109108 147 7,814 SH   DFND 3 2,411 0 5,403
TUTOR PERINI CORP COM 901109108 610 32,439 SH   DFND 4 32,439 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 63,818 1,392,803 SH   DFND 3 1,167,118 0 225,685
TWENTY FIRST CENTY FOX INC CL B 90130A200 38,916 849,321 SH   DFND 4 430,284 0 419,037
TWENTY FIRST CENTY FOX INC CL A 90130A101 129,871 2,803,173 SH   DFND 3 2,526,448 0 276,725
TWENTY FIRST CENTY FOX INC CL A 90130A101 83,303 1,798,398 SH   DFND 4 876,761 0 921,637
TWILIO INC CL A 90138F102 191 2,214 SH   DFND 3 0 0 2,214
TWILIO INC CL A 90138F102 2,781 32,230 SH   DFND 4 16,364 0 15,866
TWIN DISC INC COM 901476101 32 1,390 SH   DFND 3 0 0 1,390
TWITTER INC COM 90184L102 53,499 1,879,779 SH   DFND 3 1,647,865 0 231,914
TWITTER INC COM 90184L102 31,981 1,123,717 SH   DFND 4 508,467 0 615,250
TWO HBRS INVT CORP COM NEW 90187B408 443 29,646 SH   DFND 3 21,712 0 7,934
TWO HBRS INVT CORP COM NEW 90187B408 3,400 227,711 SH   DFND 4 170,539 0 57,172
TYLER TECHNOLOGIES INC COM 902252105 7,015 28,624 SH   DFND 3 14,739 0 13,885
TYLER TECHNOLOGIES INC COM 902252105 4,177 17,043 SH   DFND 4 8,698 0 8,345
TYME TECHNOLOGIES INC COM 90238J103 17 6,274 SH   DFND 3 0 0 6,274
TYSON FOODS INC CL A 902494103 48,396 812,966 SH   DFND 3 710,777 0 102,189
TYSON FOODS INC CL A 902494103 31,350 526,549 SH   DFND 4 323,918 0 202,631
U S CONCRETE INC COM NEW 90333L201 1,569 33,874 SH   DFND 3 11,393 0 22,481
U S CONCRETE INC COM NEW 90333L201 5 114 SH   DFND 4 114 0 0
U S G CORP COM NEW 903293405 488 11,273 SH   DFND 3 8,868 0 2,405
U S G CORP COM NEW 903293405 2,376 54,855 SH   DFND 4 35,807 0 19,048
U S PHYSICAL THERAPY INC COM 90337L108 3,189 26,950 SH   DFND 3 9,066 0 17,884
U S PHYSICAL THERAPY INC COM 90337L108 15 123 SH   DFND 4 123 0 0
U S SILICA HLDGS INC COM 90346E103 3,082 165,024 SH   DFND 3 55,388 0 109,636
U S SILICA HLDGS INC COM 90346E103 307 16,326 SH   DFND 4 16,326 0 0
UBIQUITI NETWORKS INC COM 90347A100 58 588 SH   DFND 3 0 0 588
UBIQUITI NETWORKS INC COM 90347A100 787 7,964 SH   DFND 4 4,114 0 3,850
UDR INC COM 902653104 29,287 724,380 SH   DFND 3 634,210 0 90,170
UDR INC COM 902653104 53,249 1,317,649 SH   DFND 4 1,038,141 0 279,508
UFP TECHNOLOGIES INC COM 902673102 37 1,011 SH   DFND 3 0 0 1,011
UGI CORP NEW COM 902681105 7,773 140,104 SH   DFND 3 66,080 0 74,024
UGI CORP NEW COM 902681105 12,757 229,937 SH   DFND 4 109,057 0 120,880
ULTA BEAUTY INC COM 90384S303 43,444 153,992 SH   DFND 3 134,954 0 19,038
ULTA BEAUTY INC COM 90384S303 33,456 118,545 SH   DFND 4 56,667 0 61,878
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,102 22,044 SH   DFND 3 10,806 0 11,238
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,029 12,505 SH   DFND 4 6,570 0 5,935
ULTRA CLEAN HLDGS INC COM 90385V107 1,039 82,979 SH   DFND 3 27,905 0 55,074
ULTRA CLEAN HLDGS INC COM 90385V107 4 314 SH   DFND 4 314 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 26 23,457 SH   DFND 3 0 0 23,457
ULTRA PETROLEUM CORP COM NEW 903914208 1 1,124 SH   DFND 4 1,124 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 535 7,013 SH   DFND 3 0 0 7,013
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 791 10,366 SH   DFND 4 10,366 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 74 7,934 SH   DFND 4 7,934 0 0
UMB FINL CORP COM 902788108 2,596 36,609 SH   DFND 3 15,016 0 21,593
UMB FINL CORP COM 902788108 1,286 18,143 SH   DFND 4 18,143 0 0
UMH PPTYS INC COM 903002103 78 4,958 SH   DFND 3 0 0 4,958
UMPQUA HLDGS CORP COM 904214103 3,382 162,591 SH   DFND 3 83,452 0 79,139
UMPQUA HLDGS CORP COM 904214103 3,025 145,455 SH   DFND 4 96,757 0 48,698
UNDER ARMOUR INC CL C 904311206 9,526 489,501 SH   DFND 3 428,224 0 61,277
UNDER ARMOUR INC CL C 904311206 5,066 260,350 SH   DFND 4 113,039 0 147,311
UNDER ARMOUR INC CL A 904311107 10,799 508,919 SH   DFND 3 448,353 0 60,566
UNDER ARMOUR INC CL A 904311107 7,312 344,592 SH   DFND 4 127,565 0 217,027
UNIFI INC COM NEW 904677200 879 30,844 SH   DFND 3 10,360 0 20,484
UNIFI INC COM NEW 904677200 16 550 SH   DFND 4 550 0 0
UNIFIRST CORP MASS COM 904708104 5,690 32,807 SH   DFND 3 11,030 0 21,777
UNIFIRST CORP MASS COM 904708104 515 2,964 SH   DFND 4 2,964 0 0
UNION BANKSHARES CORP NEW COM 90539J109 376 9,764 SH   DFND 3 0 0 9,764
UNION BANKSHARES CORP NEW COM 90539J109 551 14,312 SH   DFND 4 14,312 0 0
UNION BANKSHARES INC COM 905400107 34 648 SH   DFND 3 0 0 648
UNION PAC CORP COM 907818108 327,504 2,011,326 SH   DFND 3 1,765,543 0 245,783
UNION PAC CORP COM 907818108 341,449 2,096,966 SH   DFND 4 1,447,237 0 649,729
UNIQURE NV SHS N90064101 10 265 SH   DFND 4 265 0 0
UNISYS CORP COM NEW 909214306 2,221 109,005 SH   DFND 3 36,665 0 72,340
UNISYS CORP COM NEW 909214306 17 857 SH   DFND 4 857 0 0
UNIT CORP COM 909218109 2,983 115,270 SH   DFND 3 39,128 0 76,142
UNIT CORP COM 909218109 426 16,335 SH   DFND 4 16,335 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2,905 79,923 SH   DFND 3 30,906 0 49,017
UNITED BANKSHARES INC WEST V COM 909907107 1,251 34,423 SH   DFND 4 34,423 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 446 16,004 SH   DFND 4 16,004 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,702 168,330 SH   DFND 3 56,582 0 111,748
UNITED CMNTY FINL CORP OHIO COM 909839102 67 6,941 SH   DFND 3 0 0 6,941
UNITED CONTL HLDGS INC COM 910047109 22,263 249,980 SH   DFND 3 185,045 0 64,935
UNITED CONTL HLDGS INC COM 910047109 15,428 173,230 SH   DFND 4 79,389 0 93,841
UNITED FINL BANCORP INC NEW COM 910304104 132 7,847 SH   DFND 3 0 0 7,847
UNITED FINL BANCORP INC NEW COM 910304104 6 385 SH   DFND 4 385 0 0
UNITED FIRE GROUP INC COM 910340108 2,283 44,973 SH   DFND 3 15,175 0 29,798
UNITED FIRE GROUP INC COM 910340108 185 3,647 SH   DFND 4 3,647 0 0
UNITED INS HLDGS CORP COM 910710102 1,004 45,361 SH   DFND 3 15,299 0 30,062
UNITED INS HLDGS CORP COM 910710102 1 41 SH   DFND 4 41 0 0
UNITED NAT FOODS INC COM 911163103 1,226 40,933 SH   DFND 3 16,529 0 24,404
UNITED NAT FOODS INC COM 911163103 1,256 41,924 SH   DFND 4 41,924 0 0
UNITED PARCEL SERVICE INC CL B 911312106 117 1,000 SH   DFND 1 1,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 218,520 1,871,689 SH   DFND 3 1,645,371 0 226,318
UNITED PARCEL SERVICE INC CL B 911312106 145,268 1,244,266 SH   DFND 4 665,985 0 578,281
UNITED RENTALS INC COM 911363109 36,804 224,962 SH   DFND 3 197,015 0 27,947
UNITED RENTALS INC COM 911363109 24,840 151,833 SH   DFND 4 77,016 0 74,817
UNITED SECURITY BANCSHARES C COM 911460103 25 2,270 SH   DFND 3 0 0 2,270
UNITED STATES CELLULAR CORP COM 911684108 9 193 SH   DFND 3 0 0 193
UNITED STATES CELLULAR CORP COM 911684108 268 5,994 SH   DFND 4 1,979 0 4,015
UNITED STATES LIME & MINERAL COM 911922102 21 265 SH   DFND 3 0 0 265
UNITED STATES STL CORP NEW COM 912909108 3,925 128,776 SH   DFND 3 64,853 0 63,923
UNITED STATES STL CORP NEW COM 912909108 4,340 142,386 SH   DFND 4 107,311 0 35,075
UNITED TECHNOLOGIES CORP COM 913017109 283,194 2,025,566 SH   DFND 3 1,778,364 0 247,202
UNITED TECHNOLOGIES CORP COM 913017109 182,339 1,304,218 SH   DFND 4 652,234 0 651,984
UNITED THERAPEUTICS CORP DEL COM 91307C102 225 1,759 SH   DFND 1 1,759 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,498 35,173 SH   DFND 3 16,628 0 18,545
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,189 64,035 SH   DFND 4 30,600 0 33,435
UNITEDHEALTH GROUP INC COM 91324P102 689,449 2,591,522 SH   DFND 3 2,276,165 0 315,357
UNITEDHEALTH GROUP INC COM 91324P102 469,485 1,764,750 SH   DFND 4 969,859 0 794,891
UNITI GROUP INC COM 91325V108 2,336 115,916 SH   DFND 3 53,075 0 62,841
UNITI GROUP INC COM 91325V108 5,366 266,303 SH   DFND 4 228,652 0 37,651
UNITIL CORP COM 913259107 115 2,262 SH   DFND 3 0 0 2,262
UNITIL CORP COM 913259107 5 100 SH   DFND 4 100 0 0
UNITY BANCORP INC COM 913290102 23 999 SH   DFND 3 0 0 999
UNITY BIOTECHNOLOGY INC COM 91381U101 12 748 SH   DFND 3 0 0 748
UNIVAR INC COM 91336L107 214 6,970 SH   DFND 3 3,510 0 3,460
UNIVAR INC COM 91336L107 2,602 84,859 SH   DFND 4 62,171 0 22,688
UNIVERSAL CORP VA COM 913456109 3,495 53,714 SH   DFND 3 18,546 0 35,168
UNIVERSAL CORP VA COM 913456109 1,332 20,488 SH   DFND 4 20,488 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 153 1,295 SH   DFND 3 0 0 1,295
UNIVERSAL DISPLAY CORP COM 91347P105 2,148 18,222 SH   DFND 4 9,104 0 9,118
UNIVERSAL ELECTRS INC COM 913483103 1,146 29,250 SH   DFND 3 9,849 0 19,401
UNIVERSAL ELECTRS INC COM 913483103 5 122 SH   DFND 4 122 0 0
UNIVERSAL FST PRODS INC COM 913543104 4,621 130,921 SH   DFND 3 44,107 0 86,814
UNIVERSAL FST PRODS INC COM 913543104 490 13,867 SH   DFND 4 13,867 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 2,022 27,442 SH   DFND 3 9,414 0 18,028
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 3,084 41,440 SH   DFND 4 41,440 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 30,806 240,975 SH   DFND 3 210,651 0 30,324
UNIVERSAL HLTH SVCS INC CL B 913903100 34,439 269,588 SH   DFND 4 174,320 0 95,268
UNIVERSAL INS HLDGS INC COM 91359V107 12 255 SH   DFND 4 255 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 3,319 68,228 SH   DFND 3 22,929 0 45,299
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 43 1,155 SH   DFND 3 0 0 1,155
UNIVERSAL STAINLESS & ALLOY COM 913837100 34 1,326 SH   DFND 3 0 0 1,326
UNIVEST CORP PA COM 915271100 117 4,435 SH   DFND 3 0 0 4,435
UNIVEST CORP PA COM 915271100 12 471 SH   DFND 4 471 0 0
UNUM GROUP COM 91529Y106 22,680 580,490 SH   DFND 3 504,261 0 76,229
UNUM GROUP COM 91529Y106 22,327 571,979 SH   DFND 4 323,372 0 248,607
UNUM THERAPEUTICS INC COM 903214104 8 746 SH   DFND 3 0 0 746
UPLAND SOFTWARE INC COM 91544A109 76 2,337 SH   DFND 3 0 0 2,337
URANIUM ENERGY CORP COM 916896103 40 23,314 SH   DFND 3 0 0 23,314
URBAN EDGE PPTYS COM 91704F104 1,988 90,031 SH   DFND 3 36,308 0 53,723
URBAN EDGE PPTYS COM 91704F104 7,321 331,558 SH   DFND 4 331,558 0 0
URBAN OUTFITTERS INC COM 917047102 2,075 50,724 SH   DFND 3 23,331 0 27,393
URBAN OUTFITTERS INC COM 917047102 2,600 63,558 SH   DFND 4 47,036 0 16,522
UROGEN PHARMA LTD COM M96088105 10 222 SH   DFND 3 0 0 222
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URSTADT BIDDLE PPTYS INC CL A 917286205 1,362 64,331 SH   DFND 3 22,242 0 42,089
URSTADT BIDDLE PPTYS INC CL A 917286205 2,020 94,870 SH   DFND 4 94,870 0 0
US BANCORP DEL COM NEW 902973304 222,170 4,206,972 SH   DFND 3 3,698,880 0 508,092
US BANCORP DEL COM NEW 902973304 148,534 2,812,751 SH   DFND 4 1,448,645 0 1,364,106
US ECOLOGY INC COM 91732J102 3,446 46,731 SH   DFND 3 15,703 0 31,028
US ECOLOGY INC COM 91732J102 404 5,479 SH   DFND 4 5,479 0 0
US FOODS HLDG CORP COM 912008109 788 25,582 SH   DFND 3 18,898 0 6,684
US FOODS HLDG CORP COM 912008109 5,588 181,314 SH   DFND 4 127,999 0 53,315
US XPRESS ENTERPRISES INC COM CL A 90338N202 43 3,146 SH   DFND 3 0 0 3,146
USA TECHNOLOGIES INC COM NO PAR 90328S500 62 8,556 SH   DFND 3 0 0 8,556
USA TRUCK INC COM 902925106 24 1,173 SH   DFND 3 0 0 1,173
USANA HEALTH SCIENCES INC COM 90328M107 229 1,896 SH   DFND 3 0 0 1,896
USANA HEALTH SCIENCES INC COM 90328M107 431 3,572 SH   DFND 4 3,572 0 0
UTAH MED PRODS INC COM 917488108 46 493 SH   DFND 3 0 0 493
V F CORP COM 918204108 83,481 893,324 SH   DFND 3 782,957 0 110,367
V F CORP COM 918204108 82,037 877,906 SH   DFND 4 520,941 0 356,965
VAIL RESORTS INC COM 91879Q109 25,617 93,348 SH   DFND 3 89,399 0 3,949
VAIL RESORTS INC COM 91879Q109 17,543 63,926 SH   DFND 4 27,088 0 36,838
VALE S A ADR 91912E105 638 42,977 SH   DFND 4 42,977 0 0
VALERO ENERGY CORP NEW COM 91913Y100 134,964 1,186,499 SH   DFND 3 1,043,078 0 143,421
VALERO ENERGY CORP NEW COM 91913Y100 147,452 1,296,129 SH   DFND 4 746,383 0 549,746
VALHI INC NEW COM 918905100 9 4,115 SH   DFND 3 0 0 4,115
VALLEY NATL BANCORP COM 919794107 3,101 275,646 SH   DFND 3 118,601 0 157,045
VALLEY NATL BANCORP COM 919794107 1,473 130,922 SH   DFND 4 130,922 0 0
VALMONT INDS INC COM 920253101 2,344 16,921 SH   DFND 3 8,863 0 8,058
VALMONT INDS INC COM 920253101 1,964 14,179 SH   DFND 4 10,780 0 3,399
VALUE LINE INC COM 920437100 3 131 SH   DFND 3 0 0 131
VALVOLINE INC COM 92047W101 2,672 124,239 SH   DFND 3 55,795 0 68,444
VALVOLINE INC COM 92047W101 1,909 88,759 SH   DFND 4 43,900 0 44,859
VANDA PHARMACEUTICALS INC COM 921659108 2,553 111,217 SH   DFND 3 37,378 0 73,839
VANDA PHARMACEUTICALS INC COM 921659108 10 414 SH   DFND 4 414 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 260 6,300 SH   DFND 3 6,300 0 0
VAREX IMAGING CORP COM 92214X106 2,327 80,676 SH   DFND 3 27,056 0 53,620
VAREX IMAGING CORP COM 92214X106 191 6,657 SH   DFND 4 6,657 0 0
VARIAN MED SYS INC COM 92220P105 12,710 113,551 SH   DFND 1 113,551 0 0
VARIAN MED SYS INC COM 92220P105 28,587 255,397 SH   DFND 3 224,364 0 31,033
VARIAN MED SYS INC COM 92220P105 29,927 267,314 SH   DFND 4 156,665 0 110,649
VARONIS SYS INC COM 922280102 9,705 132,485 SH   DFND 1 132,485 0 0
VARONIS SYS INC COM 922280102 312 4,259 SH   DFND 3 0 0 4,259
VARONIS SYS INC COM 922280102 479 6,546 SH   DFND 4 6,546 0 0
VECTOR GROUP LTD COM 92240M108 234 17,001 SH   DFND 3 1,710 0 15,291
VECTOR GROUP LTD COM 92240M108 303 21,999 SH   DFND 4 21,999 0 0
VECTREN CORP COM 92240G101 4,779 66,842 SH   DFND 3 36,925 0 29,917
VECTREN CORP COM 92240G101 10,143 141,877 SH   DFND 4 123,727 0 18,150
VECTRUS INC COM 92242T101 49 1,572 SH   DFND 3 0 0 1,572
VEECO INSTRS INC DEL COM 922417100 1,068 104,157 SH   DFND 3 35,097 0 69,060
VEECO INSTRS INC DEL COM 922417100 141 13,733 SH   DFND 4 13,733 0 0
VEEVA SYS INC CL A COM 922475108 1,284 11,791 SH   DFND 3 0 0 11,791
VEEVA SYS INC CL A COM 922475108 14,620 134,289 SH   DFND 4 42,904 0 91,385
VENATOR MATLS PLC SHS G9329Z100 96 10,619 SH   DFND 4 10,619 0 0
VENTAS INC COM 92276F100 54,381 1,000,024 SH   DFND 3 881,255 0 118,769
VENTAS INC COM 92276F100 91,586 1,684,190 SH   DFND 4 1,360,732 0 323,458
VEON LTD SPONSORED ADR 91822M106 274 94,388 SH   DFND 4 94,388 0 0
VEONEER INCORPORATED COM 92336X109 10,406 188,965 SH   DFND 3 188,965 0 0
VEONEER INCORPORATED COM 92336X109 5,609 101,849 SH   DFND 4 90,426 0 11,423
VERA BRADLEY INC COM 92335C106 714 46,487 SH   DFND 3 15,550 0 30,937
VERACYTE INC COM 92337F107 39 4,106 SH   DFND 3 0 0 4,106
VERASTEM INC COM 92337C104 75 10,300 SH   DFND 3 0 0 10,300
VEREIT INC COM 92339V100 17,012 2,343,258 SH   DFND 3 2,247,911 0 95,347
VEREIT INC COM 92339V100 34,166 4,706,020 SH   DFND 4 3,728,224 0 977,796
VERICEL CORP COM 92346J108 91 6,443 SH   DFND 3 0 0 6,443
VERINT SYS INC COM 92343X100 11,448 228,495 SH   DFND 1 228,495 0 0
VERINT SYS INC COM 92343X100 475 9,480 SH   DFND 3 0 0 9,480
VERINT SYS INC COM 92343X100 696 13,887 SH   DFND 4 13,887 0 0
VERISIGN INC COM 92343E102 11,682 72,955 SH   DFND 1 72,955 0 0
VERISIGN INC COM 92343E102 46,221 288,662 SH   DFND 3 251,839 0 36,823
VERISIGN INC COM 92343E102 35,355 220,917 SH   DFND 4 111,815 0 109,102
VERISK ANALYTICS INC COM 92345Y106 52,819 438,149 SH   DFND 3 382,271 0 55,878
VERISK ANALYTICS INC COM 92345Y106 39,853 330,523 SH   DFND 4 148,457 0 182,066
VERITEX HLDGS INC COM 923451108 98 3,477 SH   DFND 3 0 0 3,477
VERITEX HLDGS INC COM 923451108 11 399 SH   DFND 4 399 0 0
VERITIV CORP COM 923454102 876 24,036 SH   DFND 3 8,197 0 15,839
VERITIV CORP COM 923454102 121 3,324 SH   DFND 4 3,324 0 0
VERITONE INC COM 92347M100 11 1,066 SH   DFND 3 0 0 1,066
VERIZON COMMUNICATIONS INC COM 92343V104 606,114 11,352,571 SH   DFND 3 9,998,904 0 1,353,667
VERIZON COMMUNICATIONS INC COM 92343V104 571,743 10,708,815 SH   DFND 4 6,474,434 0 4,234,381
VERMILION ENERGY INC COM 923725105 1,681 51,060 SH   DFND 3 34,093 0 16,967
VERMILION ENERGY INC COM 923725105 4,303 130,689 SH   DFND 4 88,220 0 42,469
VERRICA PHARMACEUTICALS INC COM 92511W108 14 889 SH   DFND 3 0 0 889
VERSO CORP CL A 92531L207 176 5,232 SH   DFND 3 0 0 5,232
VERSUM MATLS INC COM 92532W103 2,639 73,276 SH   DFND 3 34,118 0 39,158
VERSUM MATLS INC COM 92532W103 1,598 44,374 SH   DFND 4 22,936 0 21,438
VERTEX PHARMACEUTICALS INC COM 92532F100 224 1,161 SH   DFND 1 1,161 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 131,091 680,142 SH   DFND 3 596,654 0 83,488
VERTEX PHARMACEUTICALS INC COM 92532F100 75,758 393,060 SH   DFND 4 172,487 0 220,573
VIACOM INC NEW CL A 92553P102 6 157 SH   DFND 3 0 0 157
VIACOM INC NEW CL A 92553P102 114 3,128 SH   DFND 4 0 0 3,128
VIACOM INC NEW CL B 92553P201 32,904 974,648 SH   DFND 3 851,517 0 123,131
VIACOM INC NEW CL B 92553P201 33,915 1,004,572 SH   DFND 4 615,388 0 389,184
VIAD CORP COM NEW 92552R406 2,556 43,258 SH   DFND 3 14,507 0 28,751
VIAD CORP COM NEW 92552R406 302 5,102 SH   DFND 4 5,102 0 0
VIASAT INC COM 92552V100 2,946 46,060 SH   DFND 3 19,310 0 26,750
VIASAT INC COM 92552V100 1,213 18,969 SH   DFND 4 18,969 0 0
VIAVI SOLUTIONS INC COM 925550105 5,457 482,291 SH   DFND 3 161,986 0 320,305
VIAVI SOLUTIONS INC COM 925550105 517 45,597 SH   DFND 4 45,597 0 0
VICI PPTYS INC COM 925652109 827 38,234 SH   DFND 3 26,496 0 11,738
VICI PPTYS INC COM 925652109 26,490 1,225,234 SH   DFND 4 1,135,234 0 90,000
VICOR CORP COM 925815102 1,567 34,353 SH   DFND 3 11,476 0 22,877
VICOR CORP COM 925815102 12 254 SH   DFND 4 254 0 0
VIEWRAY INC COM 92672L107 85 9,064 SH   DFND 3 0 0 9,064
VIEWRAY INC COM 92672L107 6 655 SH   DFND 4 655 0 0
VIKING THERAPEUTICS INC COM 92686J106 135 7,759 SH   DFND 3 0 0 7,759
VILLAGE SUPER MKT INC CL A NEW 927107409 37 1,361 SH   DFND 3 0 0 1,361
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 168 26,908 SH   DFND 2 26,908 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 42 6,657 SH   DFND 1 6,657 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 345 55,332 SH   DFND 3 0 0 55,332
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 12,583 2,016,579 SH   DFND 4 1,149,647 0 866,932
VIRNETX HLDG CORP COM 92823T108 39 8,299 SH   DFND 3 0 0 8,299
VIRTU FINL INC CL A 928254101 24 1,188 SH   DFND 3 0 0 1,188
VIRTU FINL INC CL A 928254101 90 4,419 SH   DFND 4 19 0 4,400
VIRTUS INVT PARTNERS INC COM 92828Q109 1,725 15,142 SH   DFND 3 5,106 0 10,036
VIRTUS INVT PARTNERS INC COM 92828Q109 129 1,134 SH   DFND 4 1,134 0 0
VIRTUSA CORP COM 92827P102 3,135 58,319 SH   DFND 3 19,564 0 38,755
VIRTUSA CORP COM 92827P102 364 6,781 SH   DFND 4 6,781 0 0
VISA INC COM CL A 92826C839 723,751 4,822,115 SH   DFND 3 4,238,582 0 583,533
VISA INC COM CL A 92826C839 453,262 3,019,969 SH   DFND 4 1,520,053 0 1,499,916
VISHAY INTERTECHNOLOGY INC COM 928298108 2,103 103,363 SH   DFND 3 40,221 0 63,142
VISHAY INTERTECHNOLOGY INC COM 928298108 1,464 71,945 SH   DFND 4 71,945 0 0
VISHAY PRECISION GROUP INC COM 92835K103 54 1,439 SH   DFND 3 0 0 1,439
VISTA OUTDOOR INC COM 928377100 2,229 124,655 SH   DFND 3 43,050 0 81,605
VISTA OUTDOOR INC COM 928377100 1,010 56,433 SH   DFND 4 56,433 0 0
VISTEON CORP COM NEW 92839U206 2,004 21,572 SH   DFND 3 11,057 0 10,515
VISTEON CORP COM NEW 92839U206 2,467 26,559 SH   DFND 4 20,984 0 5,575
VISTRA ENERGY CORP COM 92840M102 24,018 965,362 SH   DFND 3 930,049 0 35,313
VISTRA ENERGY CORP COM 92840M102 16,001 643,134 SH   DFND 4 346,632 0 296,502
VITAL THERAPIES INC COM 92847R104 1 4,530 SH   DFND 3 0 0 4,530
VITAMIN SHOPPE INC COM 92849E101 312 30,857 SH   DFND 3 11,196 0 19,661
VIVINT SOLAR INC COM 92854Q106 23 4,412 SH   DFND 3 0 0 4,412
VMWARE INC CL A COM 928563402 26,089 167,170 SH   DFND 3 160,056 0 7,114
VMWARE INC CL A COM 928563402 22,902 146,753 SH   DFND 4 76,462 0 70,291
VOCERA COMMUNICATIONS INC COM 92857F107 164 4,488 SH   DFND 3 0 0 4,488
VOCERA COMMUNICATIONS INC COM 92857F107 9 244 SH   DFND 4 244 0 0
VONAGE HLDGS CORP COM 92886T201 6,653 468,156 SH   DFND 3 157,197 0 310,959
VONAGE HLDGS CORP COM 92886T201 605 42,742 SH   DFND 4 42,742 0 0
VORNADO RLTY TR SH BEN INT 929042109 34,281 469,598 SH   DFND 3 413,038 0 56,560
VORNADO RLTY TR SH BEN INT 929042109 73,345 1,004,729 SH   DFND 4 667,898 0 336,831
VOYA FINL INC COM 929089100 19,448 391,537 SH   DFND 3 375,382 0 16,155
VOYA FINL INC COM 929089100 17,938 361,143 SH   DFND 4 207,393 0 153,750
VOYAGER THERAPEUTICS INC COM 92915B106 61 3,199 SH   DFND 3 0 0 3,199
VSE CORP COM 918284100 41 1,244 SH   DFND 3 0 0 1,244
VULCAN MATLS CO COM 929160109 39,150 352,069 SH   DFND 3 308,550 0 43,519
VULCAN MATLS CO COM 929160109 26,588 239,097 SH   DFND 4 110,969 0 128,128
VUZIX CORP COM NEW 92921W300 23 3,525 SH   DFND 3 0 0 3,525
W & T OFFSHORE INC COM 92922P106 131 13,579 SH   DFND 3 0 0 13,579
W & T OFFSHORE INC COM 92922P106 10 1,000 SH   DFND 4 1,000 0 0
W P CAREY INC COM 92936U109 940 14,610 SH   DFND 3 11,292 0 3,318
W P CAREY INC COM 92936U109 23,752 369,338 SH   DFND 4 346,693 0 22,645
W R BERKLEY CORPORATION COM 084423102 22,849 285,859 SH   DFND 3 244,949 0 40,910
W R BERKLEY CORPORATION COM 084423102 22,391 280,135 SH   DFND 4 198,578 0 81,557
WABASH NATL CORP COM 929566107 2,224 121,671 SH   DFND 3 40,912 0 80,759
WABASH NATL CORP COM 929566107 59 3,237 SH   DFND 4 3,237 0 0
WABCO HLDGS INC COM 92927K102 672 5,700 SH   DFND 3 437 0 5,263
WABCO HLDGS INC COM 92927K102 8,345 70,755 SH   DFND 4 28,992 0 41,763
WABTEC CORP COM 929740108 26,654 254,141 SH   DFND 3 217,413 0 36,728
WABTEC CORP COM 929740108 16,395 156,321 SH   DFND 4 77,702 0 78,619
WADDELL & REED FINL INC CL A 930059100 3,661 172,401 SH   DFND 3 59,925 0 112,476
WADDELL & REED FINL INC CL A 930059100 1,437 67,850 SH   DFND 4 67,850 0 0
WAGEWORKS INC COM 930427109 3,573 84,322 SH   DFND 3 28,327 0 55,995
WAGEWORKS INC COM 930427109 329 7,702 SH   DFND 4 7,702 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 167,748 2,301,073 SH   DFND 3 2,022,016 0 279,057
WALGREENS BOOTS ALLIANCE INC COM 931427108 163,324 2,239,503 SH   DFND 4 1,432,949 0 806,554
WALKER & DUNLOP INC COM 93148P102 3,238 61,139 SH   DFND 3 20,557 0 40,582
WALKER & DUNLOP INC COM 93148P102 290 5,483 SH   DFND 4 5,483 0 0
WALMART INC COM 931142103 117 1,247 SH   DFND 1 1,247 0 0
WALMART INC COM 931142103 365,714 3,894,304 SH   DFND 3 3,416,712 0 477,592
WALMART INC COM 931142103 295,387 3,145,218 SH   DFND 4 1,999,816 0 1,145,402
WARRIOR MET COAL INC COM 93627C101 177 6,529 SH   DFND 3 0 0 6,529
WARRIOR MET COAL INC COM 93627C101 15 570 SH   DFND 4 570 0 0
WASHINGTON FED INC COM 938824109 2,089 65,296 SH   DFND 3 25,400 0 39,896
WASHINGTON FED INC COM 938824109 1,136 35,488 SH   DFND 4 35,488 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 3,004 410,485 SH   DFND 3 147,493 0 262,992
WASHINGTON PRIME GROUP NEW COM 93964W108 5,195 711,606 SH   DFND 4 711,606 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 484 15,775 SH   DFND 3 4,022 0 11,753
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 8,083 263,718 SH   DFND 4 263,718 0 0
WASHINGTON TR BANCORP COM 940610108 128 2,308 SH   DFND 3 0 0 2,308
WASHINGTON TR BANCORP COM 940610108 227 4,106 SH   DFND 4 4,106 0 0
WASTE CONNECTIONS INC COM 94106B101 47,723 599,129 SH   DFND 3 581,689 0 17,440
WASTE CONNECTIONS INC COM 94106B101 26,899 337,491 SH   DFND 4 162,937 0 174,554
WASTE MGMT INC DEL COM 94106L109 105,834 1,171,246 SH   DFND 3 1,036,299 0 134,947
WASTE MGMT INC DEL COM 94106L109 89,932 995,544 SH   DFND 4 569,451 0 426,093
WATERS CORP COM 941848103 40,729 209,208 SH   DFND 3 183,476 0 25,732
WATERS CORP COM 941848103 30,598 157,173 SH   DFND 4 82,564 0 74,609
WATERSTONE FINL INC MD COM 94188P101 69 4,037 SH   DFND 3 0 0 4,037
WATSCO INC COM 942622200 4,236 23,787 SH   DFND 3 12,280 0 11,507
WATSCO INC COM 942622200 3,741 21,005 SH   DFND 4 13,940 0 7,065
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,907 59,189 SH   DFND 3 19,896 0 39,293
WATTS WATER TECHNOLOGIES INC CL A 942749102 457 5,503 SH   DFND 4 5,503 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 131 2,625 SH   DFND 3 0 0 2,625
WAYFAIR INC CL A 94419L101 253 1,713 SH   DFND 3 0 0 1,713
WAYFAIR INC CL A 94419L101 4,796 32,477 SH   DFND 4 12,557 0 19,920
WD-40 CO COM 929236107 5,081 29,485 SH   DFND 3 9,914 0 19,571
WD-40 CO COM 929236107 453 2,634 SH   DFND 4 2,634 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 237 87,638 SH   DFND 3 56,036 0 31,602
WEATHERFORD INTL PLC ORD SHS G48833100 4,094 1,510,637 SH   DFND 4 1,289,942 0 220,695
WEB COM GROUP INC COM 94733A104 168 6,027 SH   DFND 3 0 0 6,027
WEB COM GROUP INC COM 94733A104 168 6,006 SH   DFND 4 6,006 0 0
WEBSTER FINL CORP CONN COM 947890109 3,690 62,577 SH   DFND 3 29,490 0 33,087
WEBSTER FINL CORP CONN COM 947890109 3,297 55,913 SH   DFND 4 35,835 0 20,078
WEC ENERGY GROUP INC COM 92939U106 73,547 1,101,668 SH   DFND 3 781,239 0 320,429
WEC ENERGY GROUP INC COM 92939U106 116,361 1,743,508 SH   DFND 4 1,360,163 0 383,345
WEIBO CORP SPONSORED ADR 948596101 376 5,147 SH   DFND 3 0 0 5,147
WEIBO CORP SPONSORED ADR 948596101 18,110 247,647 SH   DFND 4 140,563 0 107,084
WEIBO CORP SPONSORED ADR 948596101 182 2,489 SH   DFND 2 2,489 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,123 29,493 SH   DFND 3 11,036 0 18,457
WEIGHT WATCHERS INTL INC NEW COM 948626106 654 9,084 SH   DFND 4 9,084 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,616 87,906 SH   DFND 3 45,118 0 42,788
WEINGARTEN RLTY INVS SH BEN INT 948741103 12,611 423,740 SH   DFND 4 398,279 0 25,461
WEIS MKTS INC COM 948849104 58 1,345 SH   DFND 3 0 0 1,345
WEIS MKTS INC COM 948849104 82 1,882 SH   DFND 4 1,882 0 0
WELBILT INC COM 949090104 87 4,170 SH   DFND 3 285 0 3,885
WELBILT INC COM 949090104 1,254 60,036 SH   DFND 4 32,418 0 27,618
WELLCARE HEALTH PLANS INC COM 94946T106 38,138 118,999 SH   DFND 3 105,682 0 13,317
WELLCARE HEALTH PLANS INC COM 94946T106 19,775 61,703 SH   DFND 4 38,247 0 23,456
WELLS FARGO CO NEW COM 949746101 624,869 11,888,678 SH   DFND 3 10,451,299 0 1,437,379
WELLS FARGO CO NEW COM 949746101 397,135 7,555,687 SH   DFND 4 3,829,474 0 3,726,213
WELLTOWER INC COM 95040Q104 66,369 1,031,863 SH   DFND 3 906,963 0 124,900
WELLTOWER INC COM 95040Q104 119,613 1,860,899 SH   DFND 4 1,431,951 0 428,948
WENDYS CO COM 95058W100 2,104 122,730 SH   DFND 3 55,504 0 67,226
WENDYS CO COM 95058W100 2,239 130,609 SH   DFND 4 84,775 0 45,834
WERNER ENTERPRISES INC COM 950755108 1,218 34,459 SH   DFND 3 12,749 0 21,710
WERNER ENTERPRISES INC COM 950755108 349 9,863 SH   DFND 4 9,863 0 0
WESBANCO INC COM 950810101 349 7,819 SH   DFND 3 0 0 7,819
WESBANCO INC COM 950810101 495 11,098 SH   DFND 4 11,098 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 91 8,059 SH   DFND 3 0 0 8,059
WESCO AIRCRAFT HLDGS INC COM 950814103 110 9,745 SH   DFND 4 9,745 0 0
WESCO INTL INC COM 95082P105 489 7,951 SH   DFND 3 6,578 0 1,373
WESCO INTL INC COM 95082P105 3,014 49,056 SH   DFND 4 38,468 0 10,588
WEST BANCORPORATION INC CAP STK 95123P106 57 2,430 SH   DFND 3 0 0 2,430
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,268 50,766 SH   DFND 3 24,373 0 26,393
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,672 37,836 SH   DFND 4 22,141 0 15,695
WESTAMERICA BANCORPORATION COM 957090103 3,395 56,595 SH   DFND 3 19,071 0 37,524
WESTAMERICA BANCORPORATION COM 957090103 334 5,555 SH   DFND 4 5,555 0 0
WESTERN ALLIANCE BANCORP COM 957638109 203 3,563 SH   DFND 3 502 0 3,061
WESTERN ALLIANCE BANCORP COM 957638109 2,505 44,030 SH   DFND 4 21,370 0 22,660
WESTERN ASSET MTG CAP CORP COM 95790D105 64 6,345 SH   DFND 3 0 0 6,345
WESTERN ASSET MTG CAP CORP COM 95790D105 5 500 SH   DFND 4 500 0 0
WESTERN DIGITAL CORP COM 958102105 47,935 818,838 SH   DFND 3 723,005 0 95,833
WESTERN DIGITAL CORP COM 958102105 31,391 536,236 SH   DFND 4 271,579 0 264,657
WESTERN NEW ENG BANCORP INC COM 958892101 47 4,312 SH   DFND 3 0 0 4,312
WESTERN UN CO COM 959802109 23,065 1,210,127 SH   DFND 3 1,059,244 0 150,883
WESTERN UN CO COM 959802109 19,704 1,033,795 SH   DFND 4 505,494 0 528,301
WESTLAKE CHEM CORP COM 960413102 7,191 86,520 SH   DFND 3 82,889 0 3,631
WESTLAKE CHEM CORP COM 960413102 5,107 61,447 SH   DFND 4 32,518 0 28,929
WESTROCK CO COM 96145D105 37,718 705,801 SH   DFND 3 619,103 0 86,698
WESTROCK CO COM 96145D105 33,138 619,577 SH   DFND 4 329,732 0 289,845
WESTWOOD HLDGS GROUP INC COM 961765104 66 1,271 SH   DFND 3 0 0 1,271
WEX INC COM 96208T104 5,620 27,992 SH   DFND 3 12,580 0 15,412
WEX INC COM 96208T104 4,519 22,507 SH   DFND 4 14,075 0 8,432
WEYCO GROUP INC COM 962149100 35 1,000 SH   DFND 3 0 0 1,000
WEYERHAEUSER CO COM 962166104 65,894 2,041,967 SH   DFND 3 1,794,481 0 247,486
WEYERHAEUSER CO COM 962166104 42,070 1,303,701 SH   DFND 4 601,518 0 702,183
WHEATON PRECIOUS METALS CORP COM 962879102 18,073 1,033,732 SH   DFND 3 985,508 0 48,224
WHEATON PRECIOUS METALS CORP COM 962879102 12,018 687,399 SH   DFND 4 334,253 0 353,146
WHIRLPOOL CORP COM 963320106 20,690 174,231 SH   DFND 3 152,301 0 21,930
WHIRLPOOL CORP COM 963320106 19,307 162,582 SH   DFND 4 99,629 0 62,953
WHITE MTNS INS GROUP LTD COM G9618E107 476 509 SH   DFND 3 416 0 93
WHITE MTNS INS GROUP LTD COM G9618E107 2,255 2,409 SH   DFND 4 1,729 0 680
WHITEHORSE FIN INC COM 96524V106 1,112 79,620 SH   DFND 4 79,620 0 0
WHITESTONE REIT COM 966084204 1,172 84,768 SH   DFND 3 28,393 0 56,375
WHITESTONE REIT COM 966084204 3 250 SH   DFND 4 250 0 0
WHITING PETE CORP NEW COM NEW 966387409 810 15,275 SH   DFND 3 12,619 0 2,656
WHITING PETE CORP NEW COM NEW 966387409 5,821 109,751 SH   DFND 4 88,363 0 21,388
WIDEOPENWEST INC COM 96758W101 51 4,593 SH   DFND 3 0 0 4,593
WIDEOPENWEST INC COM 96758W101 3 300 SH   DFND 4 300 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 96 4,081 SH   DFND 3 0 0 4,081
WILDHORSE RESOURCE DEV CORP COM 96812T102 249 10,541 SH   DFND 4 10,541 0 0
WILEY JOHN & SONS INC CL A 968223206 1,821 30,054 SH   DFND 3 13,617 0 16,437
WILEY JOHN & SONS INC CL A 968223206 1,803 29,756 SH   DFND 4 20,056 0 9,700
WILLDAN GROUP INC COM 96924N100 39 1,146 SH   DFND 3 0 0 1,146
WILLIAMS COS INC DEL COM 969457100 88,297 3,247,394 SH   DFND 3 2,852,067 0 395,327
WILLIAMS COS INC DEL COM 969457100 84,786 3,118,292 SH   DFND 4 2,145,453 0 972,839
WILLIAMS SONOMA INC COM 969904101 3,866 58,832 SH   DFND 3 29,817 0 29,015
WILLIAMS SONOMA INC COM 969904101 4,036 61,413 SH   DFND 4 45,396 0 16,017
WILLIS LEASE FINANCE CORP COM 970646105 19 556 SH   DFND 3 0 0 556
WILLIS TOWERS WATSON PUB LTD SHS G96629103 49,626 352,110 SH   DFND 3 307,786 0 44,324
WILLIS TOWERS WATSON PUB LTD SHS G96629103 35,530 252,205 SH   DFND 4 108,159 0 144,046
WILLSCOT CORP COM 971375126 93 5,429 SH   DFND 3 0 0 5,429
WINDSTREAM HLDGS INC COM PAR 97382A309 42 8,502 SH   DFND 3 1,930 0 6,572
WINDSTREAM HLDGS INC COM PAR 97382A309 131 26,759 SH   DFND 4 26,759 0 0
WINGSTOP INC COM 974155103 4,237 62,208 SH   DFND 3 20,921 0 41,287
WINGSTOP INC COM 974155103 26 376 SH   DFND 4 376 0 0
WINMARK CORP COM 974250102 62 373 SH   DFND 3 0 0 373
WINNEBAGO INDS INC COM 974637100 2,056 60,998 SH   DFND 3 20,485 0 40,513
WINNEBAGO INDS INC COM 974637100 248 7,468 SH   DFND 4 7,468 0 0
WINTRUST FINL CORP COM 97650W108 3,362 39,576 SH   DFND 3 19,325 0 20,251
WINTRUST FINL CORP COM 97650W108 2,499 29,422 SH   DFND 4 18,322 0 11,100
WISDOMTREE INVTS INC COM 97717P104 2,084 247,601 SH   DFND 3 82,644 0 164,957
WISDOMTREE INVTS INC COM 97717P104 198 23,342 SH   DFND 4 23,342 0 0
WIX COM LTD SHS M98068105 118 986 SH   DFND 3 0 0 986
WIX COM LTD SHS M98068105 837 6,996 SH   DFND 4 6,996 0 0
WMIH CORP COM 92936P100 65 46,595 SH   DFND 3 0 0 46,595
WNS HOLDINGS LTD SPON ADR 92932M101 251 4,945 SH   DFND 4 4,945 0 0
WOLVERINE WORLD WIDE INC COM 978097103 7,943 203,218 SH   DFND 3 69,338 0 133,880
WOLVERINE WORLD WIDE INC COM 978097103 1,789 45,809 SH   DFND 4 45,809 0 0
WOODWARD INC COM 980745103 3,704 45,802 SH   DFND 3 19,553 0 26,249
WOODWARD INC COM 980745103 1,407 17,402 SH   DFND 4 17,402 0 0
WORKDAY INC CL A 98138H101 49,485 338,985 SH   DFND 3 324,877 0 14,108
WORKDAY INC CL A 98138H101 30,487 208,847 SH   DFND 4 85,338 0 123,509
WORKIVA INC COM CL A 98139A105 171 4,336 SH   DFND 3 0 0 4,336
WORKIVA INC COM CL A 98139A105 15 382 SH   DFND 4 382 0 0
WORLD ACCEP CORP DEL COM 981419104 1,514 13,238 SH   DFND 3 4,405 0 8,833
WORLD ACCEP CORP DEL COM 981419104 47 414 SH   DFND 4 414 0 0
WORLD FUEL SVCS CORP COM 981475106 1,558 56,293 SH   DFND 3 23,964 0 32,329
WORLD FUEL SVCS CORP COM 981475106 3,069 110,859 SH   DFND 4 110,859 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,201 33,097 SH   DFND 3 12,379 0 20,718
WORLD WRESTLING ENTMT INC CL A 98156Q108 878 9,078 SH   DFND 4 9,078 0 0
WORLDPAY INC CL A 981558109 73,252 723,451 SH   DFND 3 689,232 0 34,219
WORLDPAY INC CL A 981558109 73,630 727,505 SH   DFND 4 453,637 0 273,868
WORTHINGTON INDS INC COM 981811102 1,386 31,971 SH   DFND 3 12,397 0 19,574
WORTHINGTON INDS INC COM 981811102 909 20,962 SH   DFND 4 20,962 0 0
WPX ENERGY INC COM 98212B103 6,091 302,717 SH   DFND 3 160,347 0 142,370
WPX ENERGY INC COM 98212B103 4,980 247,536 SH   DFND 4 163,499 0 84,037
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 540 18,619 SH   DFND 3 0 0 18,619
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 801 27,587 SH   DFND 4 27,587 0 0
WSFS FINL CORP COM 929328102 214 4,538 SH   DFND 3 0 0 4,538
WSFS FINL CORP COM 929328102 367 7,779 SH   DFND 4 7,779 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 12,735 293,708 SH   DFND 3 255,987 0 37,721
WYNDHAM DESTINATIONS INC COM 98310W108 6,648 153,324 SH   DFND 4 112,514 0 40,810
WYNDHAM HOTELS & RESORTS INC COM 98311A105 15,784 284,034 SH   DFND 3 248,283 0 35,751
WYNDHAM HOTELS & RESORTS INC COM 98311A105 7,009 126,121 SH   DFND 4 88,509 0 37,612
WYNN RESORTS LTD COM 983134107 34,499 271,521 SH   DFND 3 237,813 0 33,708
WYNN RESORTS LTD COM 983134107 15,565 122,502 SH   DFND 4 81,839 0 40,663
XCEL ENERGY INC COM 98389B100 80,925 1,714,155 SH   DFND 3 1,222,501 0 491,654
XCEL ENERGY INC COM 98389B100 148,894 3,154,394 SH   DFND 4 2,556,364 0 598,030
XCERRA CORP COM 98400J108 111 7,812 SH   DFND 3 0 0 7,812
XCERRA CORP COM 98400J108 13 931 SH   DFND 4 931 0 0
XENCOR INC COM 98401F105 269 6,892 SH   DFND 3 0 0 6,892
XENCOR INC COM 98401F105 402 10,319 SH   DFND 4 10,319 0 0
XENIA HOTELS & RESORTS INC COM 984017103 550 23,202 SH   DFND 3 6,320 0 16,882
XENIA HOTELS & RESORTS INC COM 984017103 9,092 383,629 SH   DFND 4 383,629 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 18 1,005 SH   DFND 3 0 0 1,005
XEROX CORP COM NEW 984121608 16,810 623,049 SH   DFND 3 549,283 0 73,766
XEROX CORP COM NEW 984121608 14,720 545,588 SH   DFND 4 321,295 0 224,293
XILINX INC COM 983919101 12,564 156,722 SH   DFND 1 156,722 0 0
XILINX INC COM 983919101 55,349 690,399 SH   DFND 3 605,710 0 84,689
XILINX INC COM 983919101 51,590 644,350 SH   DFND 4 341,614 0 302,736
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 24 5,264 SH   DFND 4 5,264 0 0
XO GROUP INC COM 983772104 1,790 51,892 SH   DFND 3 17,460 0 34,432
XO GROUP INC COM 983772104 5 150 SH   DFND 4 150 0 0
XOMA CORP DEL COM NEW 98419J206 15 851 SH   DFND 3 0 0 851
XPERI CORP COM 98421B100 1,536 104,668 SH   DFND 3 35,438 0 69,230
XPERI CORP COM 98421B100 172 11,593 SH   DFND 4 11,593 0 0
XPO LOGISTICS INC COM 983793100 124 1,083 SH   DFND 1 1,083 0 0
XPO LOGISTICS INC COM 983793100 34,081 298,509 SH   DFND 3 283,769 0 14,740
XPO LOGISTICS INC COM 983793100 21,706 190,123 SH   DFND 4 79,490 0 110,633
XUNLEI LTD SPONSORED ADR 98419E108 31 4,282 SH   DFND 4 4,282 0 0
XYLEM INC COM 98419M100 39,220 491,049 SH   DFND 3 428,803 0 62,246
XYLEM INC COM 98419M100 36,691 459,387 SH   DFND 4 264,361 0 195,026
YAMANA GOLD INC COM 98462Y100 69 27,784 SH   DFND 3 27,784 0 0
YAMANA GOLD INC COM 98462Y100 2,114 848,562 SH   DFND 4 662,637 0 185,925
YANDEX N V SHS CLASS A N97284108 19,206 583,947 SH   DFND 3 583,947 0 0
YANDEX N V SHS CLASS A N97284108 6,048 183,866 SH   DFND 4 153,974 0 29,892
YELP INC CL A 985817105 595 12,099 SH   DFND 3 0 0 12,099
YELP INC CL A 985817105 919 18,675 SH   DFND 4 18,675 0 0
YEXT INC COM 98585N106 287 12,107 SH   DFND 3 0 0 12,107
YEXT INC COM 98585N106 420 17,742 SH   DFND 4 17,742 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 26 1,425 SH   DFND 4 1,425 0 0
YORK WTR CO COM 987184108 63 2,073 SH   DFND 3 0 0 2,073
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 648 41,919 SH   DFND 4 41,919 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 43 4,797 SH   DFND 3 0 0 4,797
YUM BRANDS INC COM 988498101 78,375 862,115 SH   DFND 3 755,720 0 106,395
YUM BRANDS INC COM 988498101 81,267 894,118 SH   DFND 4 507,929 0 386,189
YUM CHINA HLDGS INC COM 98850P109 44,668 1,272,218 SH   DFND 4 413,645 0 858,573
YUM CHINA HLDGS INC COM 98850P109 30,187 859,774 SH   DFND 3 810,377 0 49,397
YY INC ADS REPCOM CLA 98426T106 200 2,675 SH   DFND 2 2,675 0 0
YY INC ADS REPCOM CLA 98426T106 2,786 37,188 SH   DFND 3 29,327 0 7,861
YY INC ADS REPCOM CLA 98426T106 15,843 211,472 SH   DFND 4 117,107 0 94,365
ZAFGEN INC COM 98885E103 53 4,559 SH   DFND 3 0 0 4,559
ZAGG INC COM 98884U108 58 3,916 SH   DFND 3 0 0 3,916
ZAI LAB LTD ADR 98887Q104 42 2,132 SH   DFND 4 2,132 0 0
ZAYO GROUP HLDGS INC COM 98919V105 734 21,141 SH   DFND 3 962 0 20,179
ZAYO GROUP HLDGS INC COM 98919V105 11,388 327,999 SH   DFND 4 160,450 0 167,549
ZEBRA TECHNOLOGIES CORP CL A 989207105 22,495 127,212 SH   DFND 1 127,212 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 6,856 38,769 SH   DFND 3 19,478 0 19,291
ZEBRA TECHNOLOGIES CORP CL A 989207105 5,180 29,293 SH   DFND 4 17,959 0 11,334
ZENDESK INC COM 98936J101 224 3,151 SH   DFND 3 0 0 3,151
ZENDESK INC COM 98936J101 3,204 45,128 SH   DFND 4 22,305 0 22,823
ZILLOW GROUP INC CL C CAP STK 98954M200 12,640 285,652 SH   DFND 3 274,351 0 11,301
ZILLOW GROUP INC CL C CAP STK 98954M200 7,764 175,464 SH   DFND 4 78,206 0 97,258
ZILLOW GROUP INC CL A 98954M101 5,536 125,250 SH   DFND 3 123,268 0 1,982
ZILLOW GROUP INC CL A 98954M101 1,882 42,572 SH   DFND 4 31,380 0 11,192
ZIMMER BIOMET HLDGS INC COM 98956P102 73,480 558,914 SH   DFND 3 491,252 0 67,662
ZIMMER BIOMET HLDGS INC COM 98956P102 63,442 482,834 SH   DFND 4 263,955 0 218,879
ZION OIL & GAS INC COM 989696109 10 7,958 SH   DFND 3 0 0 7,958
ZIONS BANCORPORATION COM 989701107 26,579 529,999 SH   DFND 3 460,527 0 69,472
ZIONS BANCORPORATION COM 989701107 19,997 398,737 SH   DFND 4 199,534 0 199,203
ZIOPHARM ONCOLOGY INC COM 98973P101 61 19,066 SH   DFND 3 0 0 19,066
ZIOPHARM ONCOLOGY INC COM 98973P101 2 745 SH   DFND 4 745 0 0
ZIX CORP COM 98974P100 9,728 1,752,875 SH   DFND 1 1,752,875 0 0
ZIX CORP COM 98974P100 40 7,210 SH   DFND 3 0 0 7,210
ZOES KITCHEN INC COM 98979J109 35 2,735 SH   DFND 3 0 0 2,735
ZOETIS INC CL A 98978V103 121,400 1,325,910 SH   DFND 3 1,165,863 0 160,047
ZOETIS INC CL A 98978V103 91,648 1,001,182 SH   DFND 4 514,261 0 486,921
ZOGENIX INC COM NEW 98978L204 314 6,334 SH   DFND 3 0 0 6,334
ZOGENIX INC COM NEW 98978L204 30 614 SH   DFND 4 614 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 11 5,852 SH   DFND 3 0 0 5,852
ZSCALER INC COM 98980G102 11,598 284,405 SH   DFND 1 284,405 0 0
ZSCALER INC COM 98980G102 84 2,072 SH   DFND 3 0 0 2,072
ZSCALER INC COM 98980G102 816 20,000 SH   DFND 4 0 0 20,000
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 311 18,773 SH   DFND 2 18,773 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 14,437 871,235 SH   DFND 4 850,905 0 20,330
ZUMIEZ INC COM 989817101 1,051 39,815 SH   DFND 3 13,594 0 26,221
ZYNGA INC CL A 98986T108 96 23,849 SH   DFND 3 0 0 23,849
ZYNGA INC CL A 98986T108 1,319 329,009 SH   DFND 4 170,433 0 158,576