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
10X GENOMICS INC CL A COM 88025U109 532 7,000 SH   DFND 4 1,150 0 5,850
180 DEGREE CAP CORP COM 68235B109 357 165,582 SH   DFND 4 165,582 0 0
1ST CONSTITUTION BANCORP COM 31986N102 24 1,100 SH   DFND 3 0 0 1,100
1ST SOURCE CORP COM 336901103 128 2,463 SH   DFND 3 0 0 2,463
1ST SOURCE CORP COM 336901103 513 9,893 SH   DFND 4 9,893 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 68 9,361 SH   DFND 4 9,361 0 0
22ND CENTY GROUP INC COM 90137F103 27 24,391 SH   DFND 3 0 0 24,391
2U INC COM 90214J101 183 7,648 SH   DFND 3 4,272 0 3,376
2U INC COM 90214J101 905 37,714 SH   DFND 4 28,472 0 9,242
3-D SYS CORP DEL COM NEW 88554D205 8,554 992,497 SH   DFND 1 992,497 0 0
3-D SYS CORP DEL COM NEW 88554D205 2,534 289,595 SH   DFND 3 89,526 0 200,069
3-D SYS CORP DEL COM NEW 88554D205 321 36,724 SH   DFND 4 36,724 0 0
360 FINANCE INC ADS 88557W101 48 4,900 SH   DFND 4 4,900 0 0
3M CO COM 88579Y101 2,949 16,718 SH   DFND 1 16,718 0 0
3M CO COM 88579Y101 265,935 1,507,395 SH   DFND 3 1,226,331 0 281,064
3M CO COM 88579Y101 379,725 2,152,454 SH   DFND 4 1,421,521 0 730,933
500 COM LTD SPON ADR REP A 33829R100 43 5,000 SH   DFND 4 5,000 0 0
51JOB INC SPONSORED ADS 316827104 80 947 SH   DFND 2 947 0 0
51JOB INC SPONSORED ADS 316827104 304 3,585 SH   DFND 3 0 0 3,585
51JOB INC SPONSORED ADS 316827104 15,152 178,473 SH   DFND 4 107,042 0 71,431
58 COM INC SPON ADR REP A 31680Q104 290 4,474 SH   DFND 2 4,474 0 0
58 COM INC SPON ADR REP A 31680Q104 6,558 101,309 SH   DFND 3 78,223 0 23,086
58 COM INC SPON ADR REP A 31680Q104 43,718 675,391 SH   DFND 4 418,435 0 256,956
89BIO INC COM 282559103 16 601 SH   DFND 3 0 0 601
8X8 INC NEW COM 282914100 4,553 248,810 SH   DFND 3 75,817 0 172,993
8X8 INC NEW COM 282914100 748 40,850 SH   DFND 4 40,850 0 0
A10 NETWORKS INC COM 002121101 13 1,858 SH   DFND 4 1,858 0 0
A10 NETWORKS INC COM 002121101 14,165 2,061,835 SH   DFND 1 2,061,835 0 0
A10 NETWORKS INC COM 002121101 77 11,219 SH   DFND 3 0 0 11,219
AAON INC COM PAR $0.004 000360206 5,019 101,572 SH   DFND 3 30,758 0 70,814
AAON INC COM PAR $0.004 000360206 826 16,710 SH   DFND 4 16,710 0 0
AAR CORP COM 000361105 3,647 80,870 SH   DFND 3 24,909 0 55,961
AAR CORP COM 000361105 3,603 79,887 SH   DFND 4 79,887 0 0
AARONS INC COM PAR $0.50 002535300 7,819 136,919 SH   DFND 3 27,471 0 109,448
AARONS INC COM PAR $0.50 002535300 2,743 48,034 SH   DFND 4 48,034 0 0
ABBOTT LABS COM 002824100 4,461 51,357 SH   DFND 1 51,357 0 0
ABBOTT LABS COM 002824100 391,943 4,512,357 SH   DFND 3 3,719,080 0 793,277
ABBOTT LABS COM 002824100 534,176 6,149,853 SH   DFND 4 4,010,120 0 2,139,733
ABBVIE INC COM 00287Y109 3,808 43,013 SH   DFND 1 43,013 0 0
ABBVIE INC COM 00287Y109 331,877 3,748,333 SH   DFND 3 3,107,324 0 641,009
ABBVIE INC COM 00287Y109 474,038 5,353,939 SH   DFND 4 3,533,432 0 1,820,507
ABEONA THERAPEUTICS INC COM 00289Y107 17 5,290 SH   DFND 3 0 0 5,290
ABERCROMBIE & FITCH CO CL A 002896207 2,736 158,260 SH   DFND 3 50,967 0 107,293
ABERCROMBIE & FITCH CO CL A 002896207 1,553 89,834 SH   DFND 4 89,834 0 0
ABIOMED INC COM 003654100 71 414 SH   DFND 1 414 0 0
ABIOMED INC COM 003654100 20,139 118,056 SH   DFND 3 97,326 0 20,730
ABIOMED INC COM 003654100 26,132 153,185 SH   DFND 4 94,755 0 58,430
ABM INDS INC COM 000957100 6,213 164,749 SH   DFND 3 51,868 0 112,881
ABM INDS INC COM 000957100 2,227 59,064 SH   DFND 4 59,064 0 0
ABRAXAS PETE CORP COM 003830106 9 26,624 SH   DFND 3 0 0 26,624
ABRAXAS PETE CORP COM 003830106 3 9,228 SH   DFND 4 9,228 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 534 7,873 SH   DFND 3 0 0 7,873
ACACIA COMMUNICATIONS INC COM 00401C108 1,074 15,837 SH   DFND 4 15,837 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 21 7,955 SH   DFND 3 0 0 7,955
ACACIA RESH CORP ACACIA TCH COM 003881307 13 4,994 SH   DFND 4 4,994 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,303 69,312 SH   DFND 3 33,882 0 35,430
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,217 66,745 SH   DFND 4 49,872 0 16,873
ACADIA PHARMACEUTICALS INC COM 004225108 996 23,292 SH   DFND 3 0 0 23,292
ACADIA PHARMACEUTICALS INC COM 004225108 2,096 48,986 SH   DFND 4 48,986 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 5,604 216,108 SH   DFND 3 68,691 0 147,417
ACADIA RLTY TR COM SH BEN INT 004239109 23,516 906,912 SH   DFND 4 387,345 0 519,567
ACCELERATE DIAGNOSTICS INC COM 00430H102 99 5,865 SH   DFND 3 0 0 5,865
ACCELERATE DIAGNOSTICS INC COM 00430H102 66 3,908 SH   DFND 4 3,908 0 0
ACCELERON PHARMA INC COM 00434H108 477 9,004 SH   DFND 3 0 0 9,004
ACCELERON PHARMA INC COM 00434H108 914 17,247 SH   DFND 4 17,247 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,119 19,563 SH   DFND 1 19,563 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 360,006 1,709,674 SH   DFND 3 1,394,417 0 315,257
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 562,142 2,669,570 SH   DFND 4 1,837,989 0 831,581
ACCO BRANDS CORP COM 00081T108 195 20,838 SH   DFND 3 4,180 0 16,658
ACCO BRANDS CORP COM 00081T108 960 102,590 SH   DFND 4 102,590 0 0
ACCURAY INC COM 004397105 53 18,821 SH   DFND 3 0 0 18,821
ACCURAY INC COM 004397105 21 7,600 SH   DFND 4 7,600 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 30 14,038 SH   DFND 3 0 0 14,038
ACER THERAPEUTICS INC COM 00444P108 1 190 SH   DFND 3 0 0 190
ACHILLION PHARMACEUTICALS IN COM 00448Q201 141 23,382 SH   DFND 3 0 0 23,382
ACHILLION PHARMACEUTICALS IN COM 00448Q201 54 8,878 SH   DFND 4 8,878 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 10 5,519 SH   DFND 3 0 0 5,519
ACNB CORP COM 000868109 43 1,138 SH   DFND 3 0 0 1,138
ACORDA THERAPEUTICS INC COM 00484M106 256 116,689 SH   DFND 3 35,164 0 81,525
ACORDA THERAPEUTICS INC COM 00484M106 9 4,334 SH   DFND 4 4,334 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,307 22,003 SH   DFND 1 22,003 0 0
ACTIVISION BLIZZARD INC COM 00507V109 128,427 2,161,348 SH   DFND 3 1,646,569 0 514,779
ACTIVISION BLIZZARD INC COM 00507V109 154,485 2,600,432 SH   DFND 4 1,549,991 0 1,050,441
ACTUANT CORP CL A NEW 00508X203 3,499 134,403 SH   DFND 3 40,990 0 93,413
ACTUANT CORP CL A NEW 00508X203 927 35,601 SH   DFND 4 35,601 0 0
ACUITY BRANDS INC COM 00508Y102 18,688 135,422 SH   DFND 3 92,395 0 43,027
ACUITY BRANDS INC COM 00508Y102 24,726 179,177 SH   DFND 4 123,126 0 56,051
ACUSHNET HOLDINGS CORP COM 005098108 192 5,918 SH   DFND 3 0 0 5,918
ACUSHNET HOLDINGS CORP COM 005098108 444 13,665 SH   DFND 4 13,665 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 15 3,835 SH   DFND 3 0 0 3,835
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 45 1,512 SH   DFND 3 0 0 1,512
ADDUS HOMECARE CORP COM 006739106 3,265 33,580 SH   DFND 3 10,238 0 23,342
ADDUS HOMECARE CORP COM 006739106 53 547 SH   DFND 4 547 0 0
ADECOAGRO S A COM L00849106 1,062 126,872 SH   DFND 4 126,872 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 48 5,652 SH   DFND 3 0 0 5,652
ADIENT PLC ORD SHS G0084W101 1,730 81,407 SH   DFND 3 35,518 0 45,889
ADIENT PLC ORD SHS G0084W101 3,782 177,962 SH   DFND 4 172,962 0 5,000
ADMA BIOLOGICS INC COM 000899104 41 10,125 SH   DFND 3 0 0 10,125
ADOBE INC COM 00724F101 4,653 14,108 SH   DFND 1 14,108 0 0
ADOBE INC COM 00724F101 422,913 1,282,293 SH   DFND 3 1,056,749 0 225,544
ADOBE INC COM 00724F101 561,950 1,703,902 SH   DFND 4 1,103,130 0 600,772
ADT INC COM 00090Q103 32 4,083 SH   DFND 3 0 0 4,083
ADT INC COM 00090Q103 582 73,435 SH   DFND 4 50,073 0 23,362
ADTALEM GLOBAL ED INC COM 00737L103 1,598 45,710 SH   DFND 3 17,113 0 28,597
ADTALEM GLOBAL ED INC COM 00737L103 1,498 42,849 SH   DFND 4 42,849 0 0
ADTRAN INC COM 00738A106 1,157 116,981 SH   DFND 3 36,276 0 80,705
ADTRAN INC COM 00738A106 209 21,175 SH   DFND 4 21,175 0 0
ADURO BIOTECH INC COM 00739L101 14 11,876 SH   DFND 3 0 0 11,876
ADVANCE AUTO PARTS INC COM 00751Y106 307 1,914 SH   DFND 1 1,914 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 35,684 222,802 SH   DFND 3 152,473 0 70,329
ADVANCE AUTO PARTS INC COM 00751Y106 54,105 337,894 SH   DFND 4 230,190 0 107,704
ADVANCED DISP SVCS INC DEL COM 00790X101 521 15,858 SH   DFND 3 1,059 0 14,799
ADVANCED DISP SVCS INC DEL COM 00790X101 1,493 45,434 SH   DFND 4 45,434 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 62 1,603 SH   DFND 1 1,603 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 346 8,901 SH   DFND 3 0 0 8,901
ADVANCED DRAIN SYS INC DEL COM 00790R104 638 16,422 SH   DFND 4 16,422 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 39 3,675 SH   DFND 3 0 0 3,675
ADVANCED ENERGY INDS COM 007973100 6,803 95,546 SH   DFND 3 29,002 0 66,544
ADVANCED ENERGY INDS COM 007973100 1,132 15,895 SH   DFND 4 15,895 0 0
ADVANCED MICRO DEVICES INC COM 007903107 126,183 2,751,481 SH   DFND 3 2,252,005 0 499,476
ADVANCED MICRO DEVICES INC COM 007903107 158,242 3,451,218 SH   DFND 4 2,067,109 0 1,384,109
ADVANCED MICRO DEVICES INC COM 007903107 1,460 31,830 SH   DFND 1 31,830 0 0
ADVANSIX INC COM 00773T101 1,353 67,785 SH   DFND 3 20,805 0 46,980
ADVANSIX INC COM 00773T101 179 8,956 SH   DFND 4 8,956 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 127 11,056 SH   DFND 3 0 0 11,056
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 23 2,031 SH   DFND 4 2,031 0 0
AECOM COM 00766T100 6,091 141,216 SH   DFND 3 58,766 0 82,450
AECOM COM 00766T100 13,157 305,062 SH   DFND 4 226,850 0 78,212
AEGION CORP COM 00770F104 1,700 75,975 SH   DFND 3 23,424 0 52,551
AEGION CORP COM 00770F104 3,493 156,138 SH   DFND 4 122,138 0 34,000
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 37 4,797 SH   DFND 3 0 0 4,797
AERCAP HOLDINGS NV SHS N00985106 143 2,319 SH   DFND 1 2,319 0 0
AERCAP HOLDINGS NV SHS N00985106 21,205 344,972 SH   DFND 3 248,146 0 96,826
AERCAP HOLDINGS NV SHS N00985106 46,611 758,267 SH   DFND 4 587,563 0 170,704
AERIE PHARMACEUTICALS INC COM 00771V108 212 8,755 SH   DFND 3 0 0 8,755
AERIE PHARMACEUTICALS INC COM 00771V108 345 14,289 SH   DFND 4 14,289 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 8,224 180,109 SH   DFND 3 54,791 0 125,318
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,274 27,909 SH   DFND 4 27,909 0 0
AEROVIRONMENT INC COM 008073108 13,950 229,401 SH   DFND 1 229,401 0 0
AEROVIRONMENT INC COM 008073108 3,333 53,990 SH   DFND 3 16,338 0 37,652
AEROVIRONMENT INC COM 008073108 2,332 37,772 SH   DFND 4 37,772 0 0
AES CORP COM 00130H105 36,763 1,847,389 SH   DFND 3 1,490,563 0 356,826
AES CORP COM 00130H105 45,926 2,307,827 SH   DFND 4 1,596,223 0 711,604
AFFILIATED MANAGERS GROUP IN COM 008252108 14,203 167,607 SH   DFND 3 116,767 0 50,840
AFFILIATED MANAGERS GROUP IN COM 008252108 5,984 70,614 SH   DFND 4 50,297 0 20,317
AFFIMED N V COM N01045108 41 15,075 SH   DFND 3 0 0 15,075
AFLAC INC COM 001055102 1,047 19,799 SH   DFND 1 19,799 0 0
AFLAC INC COM 001055102 109,730 2,074,293 SH   DFND 3 1,647,424 0 426,869
AFLAC INC COM 001055102 176,194 3,330,891 SH   DFND 4 2,297,345 0 1,033,546
AG MTG INVT TR INC COM 001228105 84 5,422 SH   DFND 3 0 0 5,422
AG MTG INVT TR INC COM 001228105 53 3,411 SH   DFND 4 3,411 0 0
AGCO CORP COM 001084102 9,092 117,692 SH   DFND 3 26,324 0 91,368
AGCO CORP COM 001084102 5,758 74,531 SH   DFND 4 59,494 0 15,037
AGENUS INC COM NEW 00847G705 89 21,815 SH   DFND 3 0 0 21,815
AGENUS INC COM NEW 00847G705 141 34,569 SH   DFND 4 34,569 0 0
AGEX THERAPEUTICS INC COM 00848H108 8 4,414 SH   DFND 3 0 0 4,414
AGILENT TECHNOLOGIES INC COM 00846U101 811 9,506 SH   DFND 1 9,506 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 78,698 922,499 SH   DFND 3 706,811 0 215,688
AGILENT TECHNOLOGIES INC COM 00846U101 118,592 1,390,313 SH   DFND 4 933,702 0 456,611
AGILYSYS INC COM 00847J105 1,282 50,459 SH   DFND 3 15,301 0 35,158
AGILYSYS INC COM 00847J105 97 3,837 SH   DFND 4 3,837 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 147 3,085 SH   DFND 3 0 0 3,085
AGIOS PHARMACEUTICALS INC COM 00847X104 1,649 34,536 SH   DFND 4 23,179 0 11,357
AGNC INVT CORP COM 00123Q104 25,560 1,445,704 SH   DFND 3 1,096,160 0 349,544
AGNC INVT CORP COM 00123Q104 47,236 2,671,745 SH   DFND 4 1,930,424 0 741,321
AGNICO EAGLE MINES LTD COM 008474108 39,084 633,714 SH   DFND 3 595,229 0 38,485
AGNICO EAGLE MINES LTD COM 008474108 56,820 921,310 SH   DFND 4 686,536 0 234,774
AGREE REALTY CORP COM 008492100 7,403 105,497 SH   DFND 3 33,507 0 71,990
AGREE REALTY CORP COM 008492100 13,005 185,340 SH   DFND 4 185,340 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 313 9,366 SH   DFND 3 0 0 9,366
AIMMUNE THERAPEUTICS INC COM 00900T107 764 22,814 SH   DFND 4 22,814 0 0
AIR LEASE CORP CL A 00912X302 566 11,917 SH   DFND 3 6,678 0 5,239
AIR LEASE CORP CL A 00912X302 4,123 86,766 SH   DFND 4 65,720 0 21,046
AIR PRODS & CHEMS INC COM 009158106 1,495 6,362 SH   DFND 1 6,362 0 0
AIR PRODS & CHEMS INC COM 009158106 139,237 592,523 SH   DFND 3 480,440 0 112,083
AIR PRODS & CHEMS INC COM 009158106 165,430 703,966 SH   DFND 4 474,960 0 229,006
AIR TRANSPORT SERVICES GRP I COM 00922R105 283 12,084 SH   DFND 3 0 0 12,084
AIR TRANSPORT SERVICES GRP I COM 00922R105 141 5,995 SH   DFND 4 5,995 0 0
AIRCASTLE LTD COM G0129K104 338 10,572 SH   DFND 3 1,642 0 8,930
AIRCASTLE LTD COM G0129K104 1,367 42,716 SH   DFND 4 42,716 0 0
AIRGAIN INC COM 00938A104 20 1,888 SH   DFND 3 0 0 1,888
AK STL HLDG CORP COM 001547108 2,683 815,522 SH   DFND 3 270,076 0 545,446
AK STL HLDG CORP COM 001547108 1,565 475,780 SH   DFND 4 475,780 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 31,656 366,472 SH   DFND 1 366,472 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 48,889 565,979 SH   DFND 3 361,235 0 204,744
AKAMAI TECHNOLOGIES INC COM 00971T101 62,629 725,171 SH   DFND 4 493,189 0 231,982
AKCEA THERAPEUTICS INC COM 00972L107 43 2,554 SH   DFND 3 0 0 2,554
AKCEA THERAPEUTICS INC COM 00972L107 6 338 SH   DFND 4 338 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 125 19,744 SH   DFND 3 0 0 19,744
AKEBIA THERAPEUTICS INC COM 00972D105 40 6,307 SH   DFND 4 6,307 0 0
AKERO THERAPEUTICS INC COM 00973Y108 20 910 SH   DFND 3 0 0 910
AKORN INC COM 009728106 344 230,302 SH   DFND 3 71,263 0 159,039
AKORN INC COM 009728106 10 6,714 SH   DFND 4 6,714 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 42 5,191 SH   DFND 3 0 0 5,191
ALAMO GROUP INC COM 011311107 3,030 24,130 SH   DFND 3 7,338 0 16,792
ALAMO GROUP INC COM 011311107 130 1,036 SH   DFND 4 1,036 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,097 181,692 SH   DFND 4 181,692 0 0
ALARM COM HLDGS INC COM 011642105 3,911 91,015 SH   DFND 3 27,552 0 63,463
ALARM COM HLDGS INC COM 011642105 658 15,318 SH   DFND 4 15,318 0 0
ALASKA AIR GROUP INC COM 011659109 41 609 SH   DFND 1 609 0 0
ALASKA AIR GROUP INC COM 011659109 8,265 121,987 SH   DFND 3 79,003 0 42,984
ALASKA AIR GROUP INC COM 011659109 5,088 75,106 SH   DFND 4 46,694 0 28,412
ALBANY INTL CORP CL A 012348108 5,815 76,590 SH   DFND 3 23,238 0 53,352
ALBANY INTL CORP CL A 012348108 1,168 15,384 SH   DFND 4 15,384 0 0
ALBEMARLE CORP COM 012653101 1,827 24,808 SH   DFND 1 24,808 0 0
ALBEMARLE CORP COM 012653101 19,782 270,840 SH   DFND 3 227,041 0 43,799
ALBEMARLE CORP COM 012653101 28,978 396,743 SH   DFND 4 240,805 0 155,938
ALBIREO PHARMA INC COM 01345P106 60 2,364 SH   DFND 3 0 0 2,364
ALCOA CORP COM 013872106 4,663 216,792 SH   DFND 3 22,813 0 193,979
ALCOA CORP COM 013872106 5,496 255,503 SH   DFND 4 209,750 0 45,753
ALDEYRA THERAPEUTICS INC COM 01438T106 23 3,904 SH   DFND 3 0 0 3,904
ALECTOR INC COM 014442107 108 6,245 SH   DFND 3 0 0 6,245
ALERUS FINL CORP COM 01446U103 8 337 SH   DFND 3 0 0 337
ALEXANDER & BALDWIN INC NEW COM 014491104 1,214 57,912 SH   DFND 3 21,889 0 36,023
ALEXANDER & BALDWIN INC NEW COM 014491104 862 41,107 SH   DFND 4 41,107 0 0
ALEXANDERS INC COM 014752109 172 522 SH   DFND 3 72 0 450
ALEXANDERS INC COM 014752109 3,083 9,332 SH   DFND 4 9,332 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 559 3,460 SH   DFND 1 3,460 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 46,702 289,033 SH   DFND 3 241,554 0 47,479
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 155,132 960,246 SH   DFND 4 707,903 0 252,343
ALEXION PHARMACEUTICALS INC COM 015351109 966 8,934 SH   DFND 1 8,934 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 60,675 561,030 SH   DFND 3 466,753 0 94,277
ALEXION PHARMACEUTICALS INC COM 015351109 82,366 761,594 SH   DFND 4 469,105 0 292,489
ALGONQUIN PWR UTILS CORP COM 015857105 9,841 694,746 SH   DFND 3 600,527 0 94,219
ALGONQUIN PWR UTILS CORP COM 015857105 16,593 1,171,353 SH   DFND 4 777,399 0 393,954
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,855 74,751 SH   DFND 2 74,751 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 307 1,449 SH   DFND 1 1,449 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 54,155 255,326 SH   DFND 3 21,467 0 233,859
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,487,192 11,726,505 SH   DFND 4 7,259,618 0 4,466,887
ALICO INC COM 016230104 20 568 SH   DFND 3 0 0 568
ALIGN TECHNOLOGY INC COM 016255101 623 2,232 SH   DFND 1 2,232 0 0
ALIGN TECHNOLOGY INC COM 016255101 56,415 202,175 SH   DFND 3 168,329 0 33,846
ALIGN TECHNOLOGY INC COM 016255101 78,805 282,429 SH   DFND 4 178,688 0 103,741
ALKERMES PLC SHS G01767105 3,050 149,497 SH   DFND 3 11,655 0 137,842
ALKERMES PLC SHS G01767105 2,246 110,074 SH   DFND 4 73,575 0 36,499
ALLAKOS INC COM 01671P100 384 4,023 SH   DFND 3 0 0 4,023
ALLAKOS INC COM 01671P100 1,474 15,462 SH   DFND 4 4,730 0 10,732
ALLEGHANY CORP DEL COM 017175100 310 388 SH   DFND 1 388 0 0
ALLEGHANY CORP DEL COM 017175100 39,812 49,792 SH   DFND 3 34,102 0 15,690
ALLEGHANY CORP DEL COM 017175100 59,375 74,257 SH   DFND 4 54,414 0 19,843
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,185 105,745 SH   DFND 3 39,649 0 66,096
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,454 167,163 SH   DFND 4 167,163 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 1,787 47,529 SH   DFND 3 14,701 0 32,828
ALLEGIANCE BANCSHARES INC COM 01748H107 14 370 SH   DFND 4 370 0 0
ALLEGIANT TRAVEL CO COM 01748X102 5,723 32,885 SH   DFND 3 9,983 0 22,902
ALLEGIANT TRAVEL CO COM 01748X102 560 3,219 SH   DFND 4 3,219 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 267 2,140 SH   DFND 1 2,140 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 38,122 306,102 SH   DFND 3 204,206 0 101,896
ALLEGION PUB LTD CO ORD SHS G0176J109 46,248 371,352 SH   DFND 4 221,917 0 149,435
ALLERGAN PLC SHS G0177J108 1,804 9,438 SH   DFND 1 9,438 0 0
ALLERGAN PLC SHS G0177J108 160,330 838,677 SH   DFND 3 691,582 0 147,095
ALLERGAN PLC SHS G0177J108 238,250 1,246,359 SH   DFND 4 812,484 0 433,875
ALLETE INC COM NEW 018522300 12,752 157,097 SH   DFND 3 21,236 0 135,861
ALLETE INC COM NEW 018522300 18,059 222,481 SH   DFND 4 222,481 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26 236 SH   DFND 1 236 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11,656 103,890 SH   DFND 3 87,112 0 16,778
ALLIANCE DATA SYSTEMS CORP COM 018581108 21,075 187,838 SH   DFND 4 119,848 0 67,990
ALLIANT ENERGY CORP COM 018802108 85 1,555 SH   DFND 1 1,555 0 0
ALLIANT ENERGY CORP COM 018802108 51,393 939,197 SH   DFND 3 521,743 0 417,454
ALLIANT ENERGY CORP COM 018802108 107,404 1,963,199 SH   DFND 4 1,659,965 0 303,234
ALLIED MOTION TECHNOLOGIES I COM 019330109 68 1,399 SH   DFND 3 0 0 1,399
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,955 123,245 SH   DFND 3 11,697 0 111,548
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,342 110,549 SH   DFND 4 84,689 0 25,860
ALLOGENE THERAPEUTICS INC COM 019770106 208 8,013 SH   DFND 3 0 0 8,013
ALLOGENE THERAPEUTICS INC COM 019770106 498 19,163 SH   DFND 4 19,163 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,350 137,494 SH   DFND 3 51,815 0 85,679
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,142 116,347 SH   DFND 4 116,347 0 0
ALLSTATE CORP COM 020002101 1,042 9,263 SH   DFND 1 9,263 0 0
ALLSTATE CORP COM 020002101 108,130 961,582 SH   DFND 3 741,553 0 220,029
ALLSTATE CORP COM 020002101 186,159 1,655,793 SH   DFND 4 1,179,494 0 476,299
ALLY FINL INC COM 02005N100 342 11,189 SH   DFND 1 11,189 0 0
ALLY FINL INC COM 02005N100 31,180 1,020,302 SH   DFND 3 806,806 0 213,496
ALLY FINL INC COM 02005N100 58,940 1,928,970 SH   DFND 4 1,363,180 0 565,790
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 313 2,714 SH   DFND 1 2,714 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 26,159 227,133 SH   DFND 3 208,805 0 18,328
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 39,644 344,223 SH   DFND 4 204,017 0 140,206
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 47 3,426 SH   DFND 3 0 0 3,426
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 43 3,148 SH   DFND 4 3,148 0 0
ALPHABET INC CAP STK CL C 02079K107 12,976 9,705 SH   DFND 1 9,705 0 0
ALPHABET INC CAP STK CL C 02079K107 1,047,007 783,090 SH   DFND 3 652,443 0 130,647
ALPHABET INC CAP STK CL C 02079K107 1,409,920 1,054,524 SH   DFND 4 683,032 0 371,492
ALPHABET INC CAP STK CL A 02079K305 11,105 8,291 SH   DFND 1 8,291 0 0
ALPHABET INC CAP STK CL A 02079K305 1,047,445 782,031 SH   DFND 3 647,448 0 134,583
ALPHABET INC CAP STK CL A 02079K305 1,391,874 1,039,182 SH   DFND 4 672,993 0 366,189
ALPHATEC HOLDINGS INC COM NEW 02081G201 55 7,781 SH   DFND 3 0 0 7,781
ALTAIR ENGR INC COM CL A 021369103 296 8,237 SH   DFND 3 0 0 8,237
ALTAIR ENGR INC COM CL A 021369103 42 1,167 SH   DFND 4 1,167 0 0
ALTERYX INC COM CL A 02156B103 56 564 SH   DFND 1 564 0 0
ALTERYX INC COM CL A 02156B103 467 4,668 SH   DFND 3 0 0 4,668
ALTERYX INC COM CL A 02156B103 3,110 31,079 SH   DFND 4 20,630 0 10,449
ALTICE USA INC CL A 02156K103 246 8,994 SH   DFND 1 8,994 0 0
ALTICE USA INC CL A 02156K103 18,083 661,395 SH   DFND 3 619,817 0 41,578
ALTICE USA INC CL A 02156K103 19,550 715,054 SH   DFND 4 458,636 0 256,418
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 21 1,105 SH   DFND 3 0 0 1,105
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 28 1,424 SH   DFND 4 1,424 0 0
ALTRA INDL MOTION CORP COM 02208R106 389 10,734 SH   DFND 3 0 0 10,734
ALTRA INDL MOTION CORP COM 02208R106 1,368 37,790 SH   DFND 4 37,790 0 0
ALTRIA GROUP INC COM 02209S103 556 11,135 SH   DFND 1 11,135 0 0
ALTRIA GROUP INC COM 02209S103 232,531 4,659,013 SH   DFND 3 3,882,122 0 776,891
ALTRIA GROUP INC COM 02209S103 274,005 5,489,981 SH   DFND 4 4,482,927 0 1,007,054
ALTUS MIDSTREAM CO CL A 02215L100 29 10,062 SH   DFND 3 0 0 10,062
AMAG PHARMACEUTICALS INC COM 00163U106 1,000 82,154 SH   DFND 3 25,285 0 56,869
AMAG PHARMACEUTICALS INC COM 00163U106 50 4,099 SH   DFND 4 4,099 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 46 2,344 SH   DFND 3 0 0 2,344
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 57 2,947 SH   DFND 4 2,947 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 134 6,270 SH   DFND 1 6,270 0 0
AMAZON COM INC COM 023135106 22,754 12,314 SH   DFND 1 12,314 0 0
AMAZON COM INC COM 023135106 1,962,484 1,062,042 SH   DFND 3 881,402 0 180,640
AMAZON COM INC COM 023135106 2,400,708 1,299,198 SH   DFND 4 799,715 0 499,483
AMBAC FINL GROUP INC COM NEW 023139884 2,420 112,208 SH   DFND 3 34,709 0 77,499
AMBAC FINL GROUP INC COM NEW 023139884 214 9,936 SH   DFND 4 9,936 0 0
AMBARELLA INC SHS G037AX101 9,395 157,512 SH   DFND 1 157,512 0 0
AMBARELLA INC SHS G037AX101 350 5,782 SH   DFND 3 0 0 5,782
AMBARELLA INC SHS G037AX101 911 15,045 SH   DFND 4 15,045 0 0
AMBEV SA SPONSORED ADR 02319V103 2,298 493,556 SH   DFND 4 493,556 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 63 8,699 SH   DFND 3 0 0 8,699
AMC ENTMT HLDGS INC CL A COM 00165C104 78 10,742 SH   DFND 4 10,742 0 0
AMC NETWORKS INC CL A 00164V103 1,341 33,961 SH   DFND 3 14,090 0 19,871
AMC NETWORKS INC CL A 00164V103 1,760 44,559 SH   DFND 4 34,742 0 9,817
AMCOR PLC ORD G0250X107 531 49,029 SH   DFND 1 49,029 0 0
AMCOR PLC ORD G0250X107 8,796 811,407 SH   DFND 3 236,876 0 574,531
AMCOR PLC ORD G0250X107 15,712 1,449,470 SH   DFND 4 1,022,237 0 427,233
AMDOCS LTD SHS G02602103 48 668 SH   DFND 1 668 0 0
AMDOCS LTD SHS G02602103 29,410 407,403 SH   DFND 3 297,208 0 110,195
AMDOCS LTD SHS G02602103 38,200 529,080 SH   DFND 4 434,985 0 94,095
AMEDISYS INC COM 023436108 10,487 62,828 SH   DFND 3 11,632 0 51,196
AMEDISYS INC COM 023436108 2,253 13,498 SH   DFND 4 13,498 0 0
AMERANT BANCORP INC CL A 023576101 70 3,234 SH   DFND 3 0 0 3,234
AMERCO COM 023586100 428 1,138 SH   DFND 3 106 0 1,032
AMERCO COM 023586100 11,619 30,916 SH   DFND 4 17,974 0 12,942
AMEREN CORP COM 023608102 131 1,702 SH   DFND 1 1,702 0 0
AMEREN CORP COM 023608102 82,926 1,079,761 SH   DFND 3 565,936 0 513,825
AMEREN CORP COM 023608102 156,353 2,036,042 SH   DFND 4 1,724,849 0 311,193
AMERESCO INC CL A 02361E108 64 3,668 SH   DFND 3 0 0 3,668
AMERICAN AIRLS GROUP INC COM 02376R102 349 12,160 SH   DFND 1 12,160 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 12,286 428,383 SH   DFND 3 291,914 0 136,469
AMERICAN AIRLS GROUP INC COM 02376R102 15,794 550,684 SH   DFND 4 347,071 0 203,613
AMERICAN ASSETS TR INC COM 024013104 5,576 121,478 SH   DFND 3 37,954 0 83,524
AMERICAN ASSETS TR INC COM 024013104 9,886 215,380 SH   DFND 4 215,380 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,066 284,922 SH   DFND 3 93,864 0 191,058
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,615 150,117 SH   DFND 4 150,117 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 8,246 175,340 SH   DFND 3 54,840 0 120,500
AMERICAN CAMPUS CMNTYS INC COM 024835100 32,252 685,772 SH   DFND 4 657,201 0 28,571
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 2,365 160,907 SH   DFND 4 160,907 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 4,822 327,998 SH   DFND 3 67,070 0 260,928
AMERICAN ELEC PWR CO INC COM 025537101 266 2,816 SH   DFND 1 2,816 0 0
AMERICAN ELEC PWR CO INC COM 025537101 172,319 1,823,288 SH   DFND 3 1,098,790 0 724,498
AMERICAN ELEC PWR CO INC COM 025537101 315,235 3,335,786 SH   DFND 4 2,797,312 0 538,474
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,771 226,216 SH   DFND 3 71,688 0 154,528
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,017 67,379 SH   DFND 4 67,379 0 0
AMERICAN EXPRESS CO COM 025816109 2,807 22,552 SH   DFND 1 22,552 0 0
AMERICAN EXPRESS CO COM 025816109 217,112 1,744,015 SH   DFND 3 1,459,995 0 284,020
AMERICAN EXPRESS CO COM 025816109 299,091 2,402,562 SH   DFND 4 1,505,393 0 897,169
AMERICAN FIN TR INC COM CLASS A 02607T109 288 21,754 SH   DFND 3 3,598 0 18,156
AMERICAN FIN TR INC COM CLASS A 02607T109 4,839 364,949 SH   DFND 4 364,949 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 67 608 SH   DFND 1 608 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,418 76,770 SH   DFND 3 26,525 0 50,245
AMERICAN FINL GROUP INC OHIO COM 025932104 31,775 289,785 SH   DFND 4 212,489 0 77,296
AMERICAN HOMES 4 RENT CL A 02665T306 6,608 252,110 SH   DFND 3 25,555 0 226,555
AMERICAN HOMES 4 RENT CL A 02665T306 29,098 1,110,193 SH   DFND 4 1,045,780 0 64,413
AMERICAN INTL GROUP INC COM NEW 026874784 1,303 25,380 SH   DFND 1 25,380 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 128,868 2,510,583 SH   DFND 3 1,935,410 0 575,173
AMERICAN INTL GROUP INC COM NEW 026874784 183,813 3,581,416 SH   DFND 4 2,411,175 0 1,170,241
AMERICAN NATL BANKSHARES INC COM 027745108 68 1,713 SH   DFND 3 0 0 1,713
AMERICAN NATL INS CO COM 028591105 45 384 SH   DFND 3 0 0 384
AMERICAN NATL INS CO COM 028591105 741 6,298 SH   DFND 4 4,694 0 1,604
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 87 9,331 SH   DFND 3 0 0 9,331
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 27 2,940 SH   DFND 4 2,940 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,073 39,182 SH   DFND 3 12,075 0 27,107
AMERICAN PUBLIC EDUCATION IN COM 02913V103 61 2,239 SH   DFND 4 2,239 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 36 3,435 SH   DFND 3 0 0 3,435
AMERICAN RLTY INVS INC COM 029174109 8 459 SH   DFND 3 0 0 459
AMERICAN SOFTWARE INC CL A 029683109 84 5,654 SH   DFND 3 0 0 5,654
AMERICAN SOFTWARE INC CL A 029683109 68 4,569 SH   DFND 4 4,569 0 0
AMERICAN STS WTR CO COM 029899101 11,256 129,920 SH   DFND 3 27,883 0 102,037
AMERICAN STS WTR CO COM 029899101 12,925 149,177 SH   DFND 4 149,177 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 29 3,725 SH   DFND 3 0 0 3,725
AMERICAN TOWER CORP NEW COM 03027X100 2,967 12,910 SH   DFND 1 12,910 0 0
AMERICAN TOWER CORP NEW COM 03027X100 287,753 1,252,078 SH   DFND 3 932,889 0 319,189
AMERICAN TOWER CORP NEW COM 03027X100 565,571 2,460,983 SH   DFND 4 1,901,147 0 559,836
AMERICAN VANGUARD CORP COM 030371108 1,273 65,383 SH   DFND 3 20,138 0 45,245
AMERICAN VANGUARD CORP COM 030371108 75 3,843 SH   DFND 4 3,843 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 4,096 39,193 SH   DFND 3 11,791 0 27,402
AMERICAN WOODMARK CORPORATIO COM 030506109 825 7,896 SH   DFND 4 7,896 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 666 5,423 SH   DFND 1 5,423 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 85,852 698,836 SH   DFND 3 407,106 0 291,730
AMERICAN WTR WKS CO INC NEW COM 030420103 204,249 1,662,550 SH   DFND 4 1,283,732 0 378,818
AMERICAS CAR MART INC COM 03062T105 141 1,288 SH   DFND 3 0 0 1,288
AMERICAS CAR MART INC COM 03062T105 17 154 SH   DFND 4 154 0 0
AMERICOLD RLTY TR COM 03064D108 3,992 113,858 SH   DFND 3 15,541 0 98,317
AMERICOLD RLTY TR COM 03064D108 31,582 900,798 SH   DFND 4 856,771 0 44,027
AMERIPRISE FINL INC COM 03076C106 630 3,779 SH   DFND 1 3,779 0 0
AMERIPRISE FINL INC COM 03076C106 55,298 331,961 SH   DFND 3 280,059 0 51,902
AMERIPRISE FINL INC COM 03076C106 79,757 478,792 SH   DFND 4 306,301 0 172,491
AMERIS BANCORP COM 03076K108 1,115 26,214 SH   DFND 4 26,214 0 0
AMERIS BANCORP COM 03076K108 6,816 160,224 SH   DFND 3 49,513 0 110,711
AMERISAFE INC COM 03071H100 3,123 47,302 SH   DFND 3 14,600 0 32,702
AMERISAFE INC COM 03071H100 164 2,486 SH   DFND 4 2,486 0 0
AMERISOURCEBERGEN CORP COM 03073E105 370 4,353 SH   DFND 1 4,353 0 0
AMERISOURCEBERGEN CORP COM 03073E105 33,050 388,733 SH   DFND 3 319,244 0 69,489
AMERISOURCEBERGEN CORP COM 03073E105 61,591 724,432 SH   DFND 4 511,846 0 212,586
AMES NATL CORP COM 031001100 41 1,452 SH   DFND 3 0 0 1,452
AMETEK INC NEW COM 031100100 649 6,502 SH   DFND 1 6,502 0 0
AMETEK INC NEW COM 031100100 60,469 606,270 SH   DFND 3 482,968 0 123,302
AMETEK INC NEW COM 031100100 88,212 884,367 SH   DFND 4 520,829 0 363,538
AMGEN INC COM 031162100 4,154 17,230 SH   DFND 1 17,230 0 0
AMGEN INC COM 031162100 379,577 1,574,553 SH   DFND 3 1,317,767 0 256,786
AMGEN INC COM 031162100 539,017 2,235,958 SH   DFND 4 1,479,857 0 756,101
AMICUS THERAPEUTICS INC COM 03152W109 512 52,555 SH   DFND 3 0 0 52,555
AMICUS THERAPEUTICS INC COM 03152W109 1,064 109,239 SH   DFND 4 109,239 0 0
AMKOR TECHNOLOGY INC COM 031652100 268 20,619 SH   DFND 3 4,318 0 16,301
AMKOR TECHNOLOGY INC COM 031652100 1,521 117,013 SH   DFND 4 117,013 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 7,260 116,518 SH   DFND 3 35,343 0 81,175
AMN HEALTHCARE SERVICES INC COM 001744101 1,149 18,434 SH   DFND 4 18,434 0 0
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AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 128 26,529 SH   DFND 4 26,529 0 0
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AMPHASTAR PHARMACEUTICALS IN COM 03209R103 21 1,066 SH   DFND 4 1,066 0 0
AMPHENOL CORP NEW CL A 032095101 931 8,605 SH   DFND 1 8,605 0 0
AMPHENOL CORP NEW CL A 032095101 86,139 795,886 SH   DFND 3 622,963 0 172,923
AMPHENOL CORP NEW CL A 032095101 133,003 1,228,871 SH   DFND 4 821,650 0 407,221
AMPLIFY ENERGY CORP NEW COM 03212B103 15 2,314 SH   DFND 3 0 0 2,314
AMYRIS INC COM NEW 03236M200 31 10,138 SH   DFND 3 0 0 10,138
ANALOG DEVICES INC COM 032654105 1,311 11,031 SH   DFND 1 11,031 0 0
ANALOG DEVICES INC COM 032654105 118,413 996,408 SH   DFND 3 812,839 0 183,569
ANALOG DEVICES INC COM 032654105 181,114 1,523,991 SH   DFND 4 1,059,606 0 464,385
ANAPLAN INC COM 03272L108 4,042 77,129 SH   DFND 3 4,217 0 72,912
ANAPLAN INC COM 03272L108 2,972 56,722 SH   DFND 4 37,869 0 18,853
ANAPTYSBIO INC COM 032724106 81 4,979 SH   DFND 3 0 0 4,979
ANAPTYSBIO INC COM 032724106 138 8,520 SH   DFND 4 8,520 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 22 8,688 SH   DFND 3 0 0 8,688
ANDERSONS INC COM 034164103 2,019 79,859 SH   DFND 3 24,604 0 55,255
ANDERSONS INC COM 034164103 560 22,156 SH   DFND 4 22,156 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 29 3,390 SH   DFND 4 3,390 0 0
ANGIODYNAMICS INC COM 03475V101 1,484 92,716 SH   DFND 3 28,623 0 64,093
ANGIODYNAMICS INC COM 03475V101 63 3,936 SH   DFND 4 3,936 0 0
ANI PHARMACEUTICALS INC COM 00182C103 1,432 23,216 SH   DFND 3 6,981 0 16,235
ANI PHARMACEUTICALS INC COM 00182C103 26 429 SH   DFND 4 429 0 0
ANIKA THERAPEUTICS INC COM 035255108 1,814 34,982 SH   DFND 3 10,812 0 24,170
ANIKA THERAPEUTICS INC COM 035255108 97 1,874 SH   DFND 4 1,874 0 0
ANIXTER INTL INC COM 035290105 6,918 75,114 SH   DFND 3 23,877 0 51,237
ANIXTER INTL INC COM 035290105 2,651 28,789 SH   DFND 4 28,789 0 0
ANK OF NEW YORK MELLON CORP P COM 064058100 1,310 26,034 SH   DFND 1 26,034 0 0
ANK OF NEW YORK MELLON CORP P COM 064058100 112,548 2,236,204 SH   DFND 3 1,830,193 0 406,011
ANK OF NEW YORK MELLON CORP P COM 064058100 160,446 3,188,013 SH   DFND 4 2,064,495 0 1,123,518
ANNALY CAP MGMT INC COM 035710409 370 39,297 SH   DFND 1 39,297 0 0
ANNALY CAP MGMT INC COM 035710409 37,389 3,969,062 SH   DFND 3 3,090,969 0 878,093
ANNALY CAP MGMT INC COM 035710409 74,446 7,903,600 SH   DFND 4 5,582,462 0 2,321,138
ANSYS INC COM 03662Q105 607 2,357 SH   DFND 1 2,357 0 0
ANSYS INC COM 03662Q105 69,417 269,675 SH   DFND 3 190,886 0 78,789
ANSYS INC COM 03662Q105 103,456 401,921 SH   DFND 4 294,505 0 107,416
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ANTARES PHARMA INC COM 036642106 156 33,283 SH   DFND 3 0 0 33,283
ANTERIX INC COM 03676C100 96 2,222 SH   DFND 3 0 0 2,222
ANTERIX INC COM 03676C100 22 515 SH   DFND 4 515 0 0
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ANTERO MIDSTREAM CORP COM 03676B102 981 129,273 SH   DFND 4 76,755 0 52,518
ANTERO RES CORP COM 03674X106 124 43,653 SH   DFND 3 34,671 0 8,982
ANTERO RES CORP COM 03674X106 1,615 566,658 SH   DFND 4 500,574 0 66,084
ANTHEM INC COM 036752103 2,209 7,314 SH   DFND 1 7,314 0 0
ANTHEM INC COM 036752103 213,311 706,256 SH   DFND 3 566,641 0 139,615
ANTHEM INC COM 036752103 311,661 1,031,789 SH   DFND 4 709,787 0 322,002
ANWORTH MORTGAGE ASSET CP COM 037347101 61 17,307 SH   DFND 3 0 0 17,307
ANWORTH MORTGAGE ASSET CP COM 037347101 27 7,531 SH   DFND 4 7,531 0 0
AON PLC SHS CL A G0408V102 1,416 6,800 SH   DFND 1 6,800 0 0
AON PLC SHS CL A G0408V102 136,044 653,145 SH   DFND 3 514,329 0 138,816
AON PLC SHS CL A G0408V102 214,008 1,027,558 SH   DFND 4 698,638 0 328,920
APACHE CORP COM 037411105 47 1,829 SH   DFND 1 1,829 0 0
APACHE CORP COM 037411105 25,036 978,333 SH   DFND 3 819,100 0 159,233
APACHE CORP COM 037411105 33,922 1,325,843 SH   DFND 4 842,607 0 483,236
APARTMENT INVT & MGMT CO CL A 03748R754 6,345 122,843 SH   DFND 3 28,230 0 94,613
APARTMENT INVT & MGMT CO CL A 03748R754 37,416 724,412 SH   DFND 4 688,995 0 35,417
APELLIS PHARMACEUTICALS INC COM 03753U106 305 9,966 SH   DFND 3 0 0 9,966
APELLIS PHARMACEUTICALS INC COM 03753U106 74 2,407 SH   DFND 4 2,407 0 0
APERGY CORP COM 03755L104 1,866 55,231 SH   DFND 3 24,151 0 31,080
APERGY CORP COM 03755L104 2,490 73,720 SH   DFND 4 56,481 0 17,239
APHRIA INC COM 03765K104 418 79,961 SH   DFND 4 79,961 0 0
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APOGEE ENTERPRISES INC COM 037598109 3,690 113,533 SH   DFND 4 80,333 0 33,200
APOLLO COML REAL EST FIN INC COM 03762U105 6,448 352,558 SH   DFND 3 107,962 0 244,596
APOLLO COML REAL EST FIN INC COM 03762U105 1,182 64,641 SH   DFND 4 64,641 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 67 1,394 SH   DFND 1 1,394 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 64,466 1,351,201 SH   DFND 4 1,236,265 0 114,936
APOLLO INVT CORP COM NEW 03761U502 6,124 350,649 SH   DFND 4 350,649 0 0
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 25 1,337 SH   DFND 3 0 0 1,337
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 11 603 SH   DFND 4 603 0 0
APPFOLIO INC COM CL A 03783C100 359 3,263 SH   DFND 3 0 0 3,263
APPFOLIO INC COM CL A 03783C100 79 717 SH   DFND 4 717 0 0
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APPIAN CORP CL A 03782L101 1,714 44,868 SH   DFND 4 12,346 0 32,522
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 353 21,741 SH   DFND 3 12,622 0 9,119
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 17,266 1,062,505 SH   DFND 4 1,017,417 0 45,088
APPLE INC COM 037833100 37,093 126,316 SH   DFND 1 126,316 0 0
APPLE INC COM 037833100 3,378,146 11,503,989 SH   DFND 3 9,644,822 0 1,859,167
APPLE INC COM 037833100 4,696,844 15,995,138 SH   DFND 4 10,587,336 0 5,407,802
APPLIED INDL TECHNOLOGIES IN COM 03820C105 6,476 97,103 SH   DFND 3 29,962 0 67,141
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,629 24,425 SH   DFND 4 24,425 0 0
APPLIED MATLS INC COM 038222105 1,632 26,739 SH   DFND 1 26,739 0 0
APPLIED MATLS INC COM 038222105 148,832 2,438,277 SH   DFND 3 2,027,163 0 411,114
APPLIED MATLS INC COM 038222105 220,097 3,605,776 SH   DFND 4 2,426,442 0 1,179,334
APPLIED OPTOELECTRONICS INC COM 03823U102 556 46,779 SH   DFND 3 14,766 0 32,013
APPLIED OPTOELECTRONICS INC COM 03823U102 18 1,520 SH   DFND 4 1,520 0 0
APPLIED THERAPEUTICS INC COM 03828A101 35 1,296 SH   DFND 3 0 0 1,296
APREA THERAPEUTICS INC COM 03836J102 59 1,281 SH   DFND 3 0 0 1,281
APTARGROUP INC COM 038336103 10,673 92,308 SH   DFND 3 22,446 0 69,862
APTARGROUP INC COM 038336103 6,353 54,949 SH   DFND 4 40,872 0 14,077
APTIV PLC SHS G6095L109 9,147 97,675 SH   DFND 1 97,675 0 0
APYX MED CORP COM 03837C106 48 5,729 SH   DFND 3 0 0 5,729
AQUA AMERICA INC COM 03836W103 56 1,185 SH   DFND 1 1,185 0 0
AQUA AMERICA INC COM 03836W103 18,575 395,722 SH   DFND 3 71,829 0 323,893
AQUA AMERICA INC COM 03836W103 71,717 1,527,842 SH   DFND 4 1,123,161 0 404,681
AQUAVENTURE HLDGS LTD SHS G0443N107 70 2,568 SH   DFND 1 2,568 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 66 2,429 SH   DFND 3 0 0 2,429
AQUAVENTURE HLDGS LTD SHS G0443N107 15 543 SH   DFND 4 543 0 0
ARAMARK COM 03852U106 295 6,805 SH   DFND 1 6,805 0 0
ARAMARK COM 03852U106 22,823 525,880 SH   DFND 3 496,214 0 29,666
ARAMARK COM 03852U106 37,971 874,907 SH   DFND 4 556,401 0 318,506
ARBOR RLTY TR INC COM 038923108 51 3,538 SH   DFND 4 3,538 0 0
ARCBEST CORP COM 03937C105 1,730 62,676 SH   DFND 3 19,375 0 43,301
ARCBEST CORP COM 03937C105 121 4,383 SH   DFND 4 4,383 0 0
ARCH CAP GROUP LTD ORD G0450A105 479 11,158 SH   DFND 1 11,158 0 0
ARCH CAP GROUP LTD ORD G0450A105 43,371 1,011,206 SH   DFND 3 807,576 0 203,630
ARCH CAP GROUP LTD ORD G0450A105 82,659 1,927,449 SH   DFND 4 1,379,028 0 548,421
ARCH COAL INC CL A 039380407 183 2,554 SH   DFND 3 0 0 2,554
ARCH COAL INC CL A 039380407 656 9,146 SH   DFND 4 9,146 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 742 16,006 SH   DFND 1 16,006 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 74,407 1,605,337 SH   DFND 3 1,253,744 0 351,593
ARCHER DANIELS MIDLAND CO COM 039483102 124,886 2,695,151 SH   DFND 4 1,885,805 0 809,346
ARCHROCK INC COM 03957W106 3,151 313,846 SH   DFND 3 96,814 0 217,032
ARCHROCK INC COM 03957W106 711 70,768 SH   DFND 4 70,768 0 0
ARCONIC INC COM 03965L100 371 12,054 SH   DFND 1 12,054 0 0
ARCONIC INC COM 03965L100 31,681 1,029,596 SH   DFND 3 865,179 0 164,417
ARCONIC INC COM 03965L100 48,128 1,563,808 SH   DFND 4 1,008,904 0 554,904
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 109 13,400 SH   DFND 4 13,400 0 0
ARCOSA INC COM 039653100 5,358 120,267 SH   DFND 3 37,907 0 82,360
ARCOSA INC COM 039653100 1,596 35,836 SH   DFND 4 35,836 0 0
ARCUS BIOSCIENCES INC COM 03969F109 58 5,717 SH   DFND 3 0 0 5,717
ARCUS BIOSCIENCES INC COM 03969F109 10 953 SH   DFND 4 953 0 0
ARDAGH GROUP S A CL A L0223L101 12 634 SH   DFND 3 0 0 634
ARDAGH GROUP S A CL A L0223L101 707 36,140 SH   DFND 4 25,538 0 10,602
ARDELYX INC COM 039697107 61 8,170 SH   DFND 3 0 0 8,170
ARDMORE SHIPPING CORP COM Y0207T100 53 5,855 SH   DFND 3 0 0 5,855
ARDMORE SHIPPING CORP COM Y0207T100 40 4,397 SH   DFND 4 4,397 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 457 10,059 SH   DFND 3 0 0 10,059
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,176 25,884 SH   DFND 4 25,884 0 0
ARES CAP CORP COM 04010L103 47,358 2,538,606 SH   DFND 4 2,441,468 0 97,138
ARES COML REAL ESTATE CORP COM 04013V108 68 4,324 SH   DFND 3 0 0 4,324
ARES COML REAL ESTATE CORP COM 04013V108 76 4,806 SH   DFND 4 4,806 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 526 14,726 SH   DFND 3 0 0 14,726
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 3,081 86,314 SH   DFND 4 10,334 0 75,980
ARGAN INC COM 04010E109 115 2,863 SH   DFND 3 0 0 2,863
ARGAN INC COM 04010E109 70 1,737 SH   DFND 4 1,737 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 399 6,074 SH   DFND 3 628 0 5,446
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,515 23,041 SH   DFND 4 23,041 0 0
ARISTA NETWORKS INC COM 040413106 389 1,912 SH   DFND 1 1,912 0 0
ARISTA NETWORKS INC COM 040413106 30,898 151,910 SH   DFND 3 126,474 0 25,436
ARISTA NETWORKS INC COM 040413106 37,380 183,774 SH   DFND 4 115,233 0 68,541
ARLINGTON ASSET INVT CORP CL A NEW 041356205 34 6,161 SH   DFND 3 0 0 6,161
ARLINGTON ASSET INVT CORP CL A NEW 041356205 10 1,737 SH   DFND 4 1,737 0 0
ARLO TECHNOLOGIES INC COM 04206A101 792 188,176 SH   DFND 3 57,900 0 130,276
ARLO TECHNOLOGIES INC COM 04206A101 26 6,148 SH   DFND 4 6,148 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,546 138,770 SH   DFND 3 43,851 0 94,919
ARMADA HOFFLER PPTYS INC COM 04208T108 3,730 203,289 SH   DFND 4 203,289 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 2,596 145,247 SH   DFND 3 44,724 0 100,523
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 433 24,238 SH   DFND 4 24,238 0 0
ARMSTRONG FLOORING INC COM 04238R106 15 3,500 SH   DFND 3 0 0 3,500
ARMSTRONG FLOORING INC COM 04238R106 6 1,330 SH   DFND 4 1,330 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 475 5,057 SH   DFND 3 0 0 5,057
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,569 37,982 SH   DFND 4 24,633 0 13,349
ARQULE INC COM 04269E107 454 22,725 SH   DFND 3 0 0 22,725
ARQULE INC COM 04269E107 250 12,541 SH   DFND 4 12,541 0 0
ARROW ELECTRS INC COM 042735100 24,451 288,547 SH   DFND 3 189,207 0 99,340
ARROW ELECTRS INC COM 042735100 33,232 392,160 SH   DFND 4 280,970 0 111,190
ARROW FINL CORP COM 042744102 82 2,181 SH   DFND 3 0 0 2,181
ARROW FINL CORP COM 042744102 67 1,781 SH   DFND 4 1,781 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 5,382 84,849 SH   DFND 3 29,721 0 55,128
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,548 55,943 SH   DFND 4 55,943 0 0
ARTESIAN RESOURCES CORP CL A 043113208 53 1,424 SH   DFND 3 0 0 1,424
ARTESIAN RESOURCES CORP CL A 043113208 57 1,520 SH   DFND 4 1,520 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 302 9,339 SH   DFND 3 0 0 9,339
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 514 15,895 SH   DFND 4 15,895 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 5,484 49,058 SH   DFND 3 15,458 0 33,600
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,724 24,370 SH   DFND 4 24,370 0 0
ASCENA RETAIL GROUP INC COM NEW 04351G200 11 1,403 SH   DFND 3 0 0 1,403
ASCENA RETAIL GROUP INC COM NEW 04351G200 4 499 SH   DFND 4 499 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 24 4,323 SH   DFND 4 4,323 0 0
ASGN INC COM 00191U102 7,402 104,292 SH   DFND 3 20,568 0 83,724
ASGN INC COM 00191U102 1,929 27,180 SH   DFND 4 27,180 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 40 14,176 SH   DFND 3 0 0 14,176
ASHFORD HOSPITALITY TR INC COM SHS 044103109 28 10,043 SH   DFND 4 10,043 0 0
ASHFORD INC COM 044104107 1 45 SH   DFND 3 0 0 45
ASHLAND GLOBAL HLDGS INC COM 044186104 16,676 217,895 SH   DFND 3 139,506 0 78,389
ASHLAND GLOBAL HLDGS INC COM 044186104 9,066 118,467 SH   DFND 4 89,989 0 28,478
ASML HOLDING N V N Y REGISTRY SHS N07059210 57 192 SH   DFND 1 192 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 503 1,700 SH   DFND 4 0 0 1,700
ASPEN TECHNOLOGY INC COM 045327103 43 356 SH   DFND 1 356 0 0
ASPEN TECHNOLOGY INC COM 045327103 7,928 65,558 SH   DFND 3 3,470 0 62,088
ASPEN TECHNOLOGY INC COM 045327103 15,751 130,246 SH   DFND 4 85,321 0 44,925
ASSEMBLY BIOSCIENCES INC COM 045396108 83 4,049 SH   DFND 3 0 0 4,049
ASSEMBLY BIOSCIENCES INC COM 045396108 57 2,784 SH   DFND 4 2,784 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 15 11,811 SH   DFND 3 0 0 11,811
ASSERTIO THERAPEUTICS INC COM 04545L107 5 3,620 SH   DFND 4 3,620 0 0
ASSETMARK FINL HLDGS INC COM 04546L106 71 2,460 SH   DFND 3 0 0 2,460
ASSOCIATED BANC CORP COM 045487105 2,688 121,975 SH   DFND 3 58,447 0 63,528
ASSOCIATED BANC CORP COM 045487105 3,130 141,992 SH   DFND 4 99,386 0 42,606
ASSOCIATED CAP GROUP INC CL A 045528106 15 371 SH   DFND 3 0 0 371
ASSURANT INC COM 04621X108 22,616 172,535 SH   DFND 3 131,665 0 40,870
ASSURANT INC COM 04621X108 32,082 244,755 SH   DFND 4 163,081 0 81,674
ASSURED GUARANTY LTD COM G0585R106 5,641 115,080 SH   DFND 3 11,995 0 103,085
ASSURED GUARANTY LTD COM G0585R106 5,182 105,715 SH   DFND 4 84,099 0 21,616
ASTEC INDS INC COM 046224101 2,328 55,428 SH   DFND 3 17,000 0 38,428
ASTEC INDS INC COM 046224101 502 11,958 SH   DFND 4 11,958 0 0
ASTRONICS CORP COM 046433108 137 4,910 SH   DFND 3 0 0 4,910
ASTRONICS CORP COM 046433108 938 33,561 SH   DFND 4 33,561 0 0
ASTRONOVA INC COM 04638F108 20 1,436 SH   DFND 3 0 0 1,436
AT HOME GROUP INC COM 04650Y100 47 8,523 SH   DFND 3 0 0 8,523
AT HOME GROUP INC COM 04650Y100 8 1,515 SH   DFND 4 1,515 0 0
AT&T INC COM 00206R102 8,301 212,413 SH   DFND 1 212,413 0 0
AT&T INC COM 00206R102 750,671 19,208,574 SH   DFND 3 16,097,665 0 3,110,909
AT&T INC COM 00206R102 1,043,881 26,711,521 SH   DFND 4 17,543,057 0 9,168,464
ATARA BIOTHERAPEUTICS INC COM 046513107 176 10,660 SH   DFND 3 0 0 10,660
ATARA BIOTHERAPEUTICS INC COM 046513107 448 27,213 SH   DFND 4 27,213 0 0
ATHENE HLDG LTD CL A G0684D107 38 804 SH   DFND 1 804 0 0
ATHENE HLDG LTD CL A G0684D107 3,289 69,934 SH   DFND 3 11,183 0 58,751
ATHENE HLDG LTD CL A G0684D107 23,990 510,102 SH   DFND 4 329,470 0 180,632
ATHENEX INC COM 04685N103 216 14,121 SH   DFND 3 0 0 14,121
ATHENEX INC COM 04685N103 268 17,575 SH   DFND 4 17,575 0 0
ATHERSYS INC COM 04744L106 35 28,834 SH   DFND 3 0 0 28,834
ATKORE INTL GROUP INC COM 047649108 387 9,574 SH   DFND 3 0 0 9,574
ATKORE INTL GROUP INC COM 047649108 1,873 46,290 SH   DFND 4 6,646 0 39,644
ATLANTIC CAP BANCSHARES INC COM 048269203 76 4,139 SH   DFND 3 0 0 4,139
ATLANTIC CAP BANCSHARES INC COM 048269203 15 842 SH   DFND 4 842 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 47 20,219 SH   DFND 3 0 0 20,219
ATLANTIC PWR CORP COM NEW 04878Q863 28 12,159 SH   DFND 4 12,159 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 510 13,574 SH   DFND 3 0 0 13,574
ATLANTIC UN BANKSHARES CORP COM 04911A107 1,272 33,884 SH   DFND 4 33,884 0 0
ATLANTICA YIELD PLC SHS G0751N103 563 21,349 SH   DFND 4 21,349 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,734 62,904 SH   DFND 3 19,378 0 43,526
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 152 5,531 SH   DFND 4 5,531 0 0
ATLASSIAN CORP PLC CL A G06242104 409 3,400 SH   DFND 1 3,400 0 0
ATLASSIAN CORP PLC CL A G06242104 29,440 244,637 SH   DFND 3 232,491 0 12,146
ATLASSIAN CORP PLC CL A G06242104 14,550 120,909 SH   DFND 4 79,820 0 41,089
ATMOS ENERGY CORP COM 049560105 380 3,398 SH   DFND 1 3,398 0 0
ATMOS ENERGY CORP COM 049560105 62,876 562,091 SH   DFND 3 264,378 0 297,713
ATMOS ENERGY CORP COM 049560105 123,040 1,100,138 SH   DFND 4 826,933 0 273,205
ATN INTL INC COM 00215F107 1,484 26,799 SH   DFND 3 8,180 0 18,619
ATN INTL INC COM 00215F107 171 3,080 SH   DFND 4 3,080 0 0
ATRECA INC CL A COM 04965G109 20 1,292 SH   DFND 3 0 0 1,292
ATRICURE INC COM 04963C209 257 7,896 SH   DFND 3 0 0 7,896
ATRICURE INC COM 04963C209 129 3,960 SH   DFND 4 3,960 0 0
ATRION CORP COM 049904105 220 293 SH   DFND 3 0 0 293
ATRION CORP COM 049904105 121 161 SH   DFND 4 161 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 558 9,323 SH   DFND 3 0 0 9,323
AUDENTES THERAPEUTICS INC COM 05070R104 75 1,256 SH   DFND 4 1,256 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 77 3,802 SH   DFND 4 3,802 0 0
AURORA CANNABIS INC COM 05156X108 229 106,564 SH   DFND 3 2,981 0 103,583
AURORA CANNABIS INC COM 05156X108 3,399 1,579,759 SH   DFND 4 1,234,730 0 345,029
AUTODESK INC COM 052769106 9,753 53,870 SH   DFND 1 53,870 0 0
AUTODESK INC COM 052769106 108,045 588,931 SH   DFND 3 481,270 0 107,661
AUTODESK INC COM 052769106 135,428 738,202 SH   DFND 4 447,242 0 290,960
AUTOHOME INC SP ADR RP CL A 05278C107 200 2,504 SH   DFND 2 2,504 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 5,010 62,620 SH   DFND 3 46,802 0 15,818
AUTOHOME INC SP ADR RP CL A 05278C107 32,938 411,677 SH   DFND 4 251,351 0 160,326
AUTOLIV INC COM 052800109 36 426 SH   DFND 1 426 0 0
AUTOLIV INC COM 052800109 20,020 237,173 SH   DFND 3 184,573 0 52,600
AUTOLIV INC COM 052800109 28,005 331,777 SH   DFND 4 241,954 0 89,823
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 46 3,515 SH   DFND 4 3,515 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,132 12,503 SH   DFND 1 12,503 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 193,040 1,132,198 SH   DFND 3 944,337 0 187,861
AUTOMATIC DATA PROCESSING IN COM 053015103 274,992 1,612,855 SH   DFND 4 1,058,740 0 554,115
AUTONATION INC COM 05329W102 5,634 115,858 SH   DFND 3 27,092 0 88,766
AUTONATION INC COM 05329W102 4,195 86,268 SH   DFND 4 76,192 0 10,076
AUTOZONE INC COM 053332102 821 689 SH   DFND 1 689 0 0
AUTOZONE INC COM 053332102 80,942 67,944 SH   DFND 3 52,948 0 14,996
AUTOZONE INC COM 053332102 126,832 106,482 SH   DFND 4 71,272 0 35,210
AVALARA INC COM 05338G106 2,943 40,181 SH   DFND 3 2,152 0 38,029
AVALARA INC COM 05338G106 2,420 33,042 SH   DFND 4 22,141 0 10,901
AVALON GLOBOCARE CORP COM 05344R104 8 4,220 SH   DFND 3 0 0 4,220
AVALONBAY CMNTYS INC COM 053484101 839 4,000 SH   DFND 1 4,000 0 0
AVALONBAY CMNTYS INC COM 053484101 86,500 412,494 SH   DFND 3 317,437 0 95,057
AVALONBAY CMNTYS INC COM 053484101 266,524 1,271,162 SH   DFND 4 999,429 0 271,733
AVANGRID INC COM 05351W103 81 1,585 SH   DFND 1 1,585 0 0
AVANGRID INC COM 05351W103 8,898 173,921 SH   DFND 3 114,075 0 59,846
AVANGRID INC COM 05351W103 17,512 342,298 SH   DFND 4 318,649 0 23,649
AVANOS MED INC COM 05350V106 1,325 39,329 SH   DFND 3 14,251 0 25,078
AVANOS MED INC COM 05350V106 868 25,748 SH   DFND 4 25,748 0 0
AVANTOR INC COM 05352A100 489 26,918 SH   DFND 3 0 0 26,918
AVANTOR INC COM 05352A100 3,499 192,800 SH   DFND 4 119,174 0 73,626
AVAYA HLDGS CORP COM 05351X101 291 21,592 SH   DFND 3 3,104 0 18,488
AVAYA HLDGS CORP COM 05351X101 860 63,733 SH   DFND 4 63,733 0 0
AVERY DENNISON CORP COM 053611109 253 1,931 SH   DFND 1 1,931 0 0
AVERY DENNISON CORP COM 053611109 34,904 266,809 SH   DFND 3 182,257 0 84,552
AVERY DENNISON CORP COM 053611109 69,384 530,283 SH   DFND 4 399,367 0 130,916
AVID BIOSERVICES INC COM 05368M106 89 11,597 SH   DFND 3 0 0 11,597
AVID TECHNOLOGY INC COM 05367P100 48 5,613 SH   DFND 3 0 0 5,613
AVIS BUDGET GROUP INC COM 053774105 1,815 56,293 SH   DFND 3 24,016 0 32,277
AVIS BUDGET GROUP INC COM 053774105 4,687 145,367 SH   DFND 4 145,367 0 0
AVISTA CORP COM 05379B107 14,721 306,117 SH   DFND 3 58,066 0 248,051
AVISTA CORP COM 05379B107 13,937 289,806 SH   DFND 4 289,806 0 0
AVNET INC COM 053807103 15,845 373,362 SH   DFND 3 244,114 0 129,248
AVNET INC COM 053807103 13,049 307,479 SH   DFND 4 255,808 0 51,671
AVON PRODS INC COM 054303102 5,827 1,033,124 SH   DFND 3 356,837 0 676,287
AVON PRODS INC COM 054303102 2,796 495,724 SH   DFND 4 495,724 0 0
AVROBIO INC COM 05455M100 86 4,287 SH   DFND 3 0 0 4,287
AVROBIO INC COM 05455M100 11 550 SH   DFND 4 550 0 0
AVX CORP NEW COM 002444107 162 7,931 SH   DFND 3 0 0 7,931
AVX CORP NEW COM 002444107 462 22,592 SH   DFND 4 22,592 0 0
AXA EQUITABLE HLDGS INC COM 054561105 251 10,130 SH   DFND 1 10,130 0 0
AXA EQUITABLE HLDGS INC COM 054561105 26,356 1,063,600 SH   DFND 3 841,842 0 221,758
AXA EQUITABLE HLDGS INC COM 054561105 35,790 1,444,330 SH   DFND 4 906,385 0 537,945
AXALTA COATING SYS LTD COM G0750C108 44 1,462 SH   DFND 1 1,462 0 0
AXALTA COATING SYS LTD COM G0750C108 1,124 36,984 SH   DFND 3 7,939 0 29,045
AXALTA COATING SYS LTD COM G0750C108 22,817 750,552 SH   DFND 4 428,785 0 321,767
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,917 79,546 SH   DFND 3 24,564 0 54,982
AXCELIS TECHNOLOGIES INC COM NEW 054540208 114 4,749 SH   DFND 4 4,749 0 0
AXCELLA HEALTH INC COM 05454B105 7 1,760 SH   DFND 3 0 0 1,760
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 12,503 210,343 SH   DFND 3 170,099 0 40,244
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,748 163,991 SH   DFND 4 133,635 0 30,356
AXOGEN INC COM 05463X106 42 2,333 SH   DFND 1 2,333 0 0
AXOGEN INC COM 05463X106 126 7,060 SH   DFND 3 0 0 7,060
AXOGEN INC COM 05463X106 211 11,814 SH   DFND 4 11,814 0 0
AXON ENTERPRISE INC COM 05464C101 3,731 50,919 SH   DFND 3 17,617 0 33,302
AXON ENTERPRISE INC COM 05464C101 3,728 50,878 SH   DFND 4 50,878 0 0
AXONICS MODULATION TECH INC COM 05465P101 88 3,165 SH   DFND 3 0 0 3,165
AXONICS MODULATION TECH INC COM 05465P101 17 614 SH   DFND 4 614 0 0
AXOS FINL INC COM 05465C100 788 26,019 SH   DFND 4 26,019 0 0
AXOS FINL INC COM 05465C100 4,037 133,314 SH   DFND 3 40,299 0 93,015
AXSOME THERAPEUTICS INC COM 05464T104 538 5,202 SH   DFND 3 0 0 5,202
AXSOME THERAPEUTICS INC COM 05464T104 282 2,725 SH   DFND 4 2,725 0 0
AXT INC COM 00246W103 26 5,936 SH   DFND 3 0 0 5,936
AZZ INC COM 002474104 2,956 64,328 SH   DFND 3 19,686 0 44,642
AZZ INC COM 002474104 602 13,099 SH   DFND 4 13,099 0 0
B & G FOODS INC NEW COM 05508R106 2,906 162,086 SH   DFND 3 50,912 0 111,174
B & G FOODS INC NEW COM 05508R106 754 42,049 SH   DFND 4 42,049 0 0
B RILEY FINL INC COM 05580M108 90 3,562 SH   DFND 3 0 0 3,562
B RILEY FINL INC COM 05580M108 13 500 SH   DFND 4 500 0 0
B2GOLD CORP COM 11777Q209 1,602 398,842 SH   DFND 4 398,842 0 0
BADGER METER INC COM 056525108 62 955 SH   DFND 1 955 0 0
BADGER METER INC COM 056525108 4,720 72,693 SH   DFND 3 22,020 0 50,673
BADGER METER INC COM 056525108 874 13,457 SH   DFND 4 13,457 0 0
BAIDU INC SPON ADR REP A 056752108 1,518 12,008 SH   DFND 2 12,008 0 0
BAIDU INC SPON ADR REP A 056752108 66 526 SH   DFND 1 526 0 0
BAIDU INC SPON ADR REP A 056752108 8,559 67,714 SH   DFND 3 24,938 0 42,776
BAIDU INC SPON ADR REP A 056752108 247,474 1,957,861 SH   DFND 4 1,219,882 0 737,979
BAKER HUGHES COMPANY CL A 05722G100 495 19,317 SH   DFND 1 19,317 0 0
BAKER HUGHES COMPANY CL A 05722G100 42,244 1,648,232 SH   DFND 3 1,390,230 0 258,002
BAKER HUGHES COMPANY CL A 05722G100 74,883 2,921,684 SH   DFND 4 1,630,866 0 1,290,818
BALCHEM CORP COM 057665200 8,162 80,306 SH   DFND 3 24,350 0 55,956
BALCHEM CORP COM 057665200 1,415 13,922 SH   DFND 4 13,922 0 0
BALL CORP COM 058498106 607 9,381 SH   DFND 1 9,381 0 0
BALL CORP COM 058498106 55,719 861,592 SH   DFND 3 709,742 0 151,850
BALL CORP COM 058498106 80,204 1,240,200 SH   DFND 4 786,409 0 453,791
BALLARD PWR SYS INC NEW COM 058586108 37 5,137 SH   DFND 4 5,137 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,892 110,121 SH   DFND 3 33,642 0 76,479
BANC OF CALIFORNIA INC COM 05990K106 68 3,952 SH   DFND 4 3,952 0 0
BANCFIRST CORP COM 05945F103 195 3,130 SH   DFND 3 0 0 3,130
BANCFIRST CORP COM 05945F103 499 7,997 SH   DFND 4 7,997 0 0
BANCO BBVA ARGENTINA SA SPONSORED ADS 058934100 70 12,607 SH   DFND 4 12,607 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 21,945 2,450,586 SH   DFND 4 2,450,586 0 0
BANCO DE CHILE SPONSORED ADS 059520106 122 5,808 SH   DFND 4 5,808 0 0
BANCO MACRO SA SPON ADR B 05961W105 237 6,528 SH   DFND 3 0 0 6,528
BANCO MACRO SA SPON ADR B 05961W105 6,738 185,880 SH   DFND 4 127,510 0 58,370
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 428 18,552 SH   DFND 4 18,552 0 0
BANCO SANTANDER SA ADR 05964H105 7 1,656 SH   DFND 4 1,656 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 6 115 SH   DFND 3 0 0 115
BANCOLOMBIA S A SPON ADR PREF 05968L102 25,982 473,909 SH   DFND 4 321,773 0 152,136
BANCORP INC DEL COM 05969A105 107 8,218 SH   DFND 3 0 0 8,218
BANCORP INC DEL COM 05969A105 15 1,146 SH   DFND 4 1,146 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,511 79,930 SH   DFND 3 29,649 0 50,281
BANCORPSOUTH BK TUPELO MISS COM 05971J102 1,246 39,668 SH   DFND 4 39,668 0 0
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BANDWIDTH INC COM CL A 05988J103 32 499 SH   DFND 4 499 0 0
BANK AMER CORP COM 060505104 9,078 257,757 SH   DFND 1 257,757 0 0
BANK AMER CORP COM 060505104 751,594 21,339,971 SH   DFND 3 17,955,147 0 3,384,824
BANK AMER CORP COM 060505104 1,018,237 28,910,918 SH   DFND 4 18,502,765 0 10,408,153
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BANK FIRST CORPORATION COM 06211J100 82 1,179 SH   DFND 3 0 0 1,179
BANK HAWAII CORP COM 062540109 2,710 28,483 SH   DFND 3 12,497 0 15,986
BANK HAWAII CORP COM 062540109 3,409 35,825 SH   DFND 4 26,553 0 9,272
BANK MONTREAL QUE COM 063671101 109,840 1,415,375 SH   DFND 3 1,320,933 0 94,442
BANK MONTREAL QUE COM 063671101 133,406 1,719,033 SH   DFND 4 1,412,581 0 306,452
BANK N S HALIFAX COM 064149107 150,881 2,667,571 SH   DFND 3 2,488,366 0 179,205
BANK N S HALIFAX COM 064149107 180,801 3,196,551 SH   DFND 4 2,617,453 0 579,098
BANK OF MARIN BANCORP COM 063425102 105 2,321 SH   DFND 3 0 0 2,321
BANK OF MARIN BANCORP COM 063425102 72 1,604 SH   DFND 4 1,604 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 363 9,810 SH   DFND 3 0 0 9,810
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 874 23,617 SH   DFND 4 23,617 0 0
BANK OZK COM 06417N103 2,638 86,479 SH   DFND 3 37,815 0 48,664
BANK OZK COM 06417N103 2,816 92,307 SH   DFND 4 67,274 0 25,033
BANK PRINCETON NEW JERSEY COM 064520109 27 868 SH   DFND 3 0 0 868
BANK7 CORP COM 06652N107 10 546 SH   DFND 3 0 0 546
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BANKFINANCIAL CORP COM 06643P104 38 2,931 SH   DFND 4 2,931 0 0
BANKUNITED INC COM 06652K103 217 5,936 SH   DFND 3 2,025 0 3,911
BANKUNITED INC COM 06652K103 3,137 85,798 SH   DFND 4 64,100 0 21,698
BANKWELL FINL GROUP INC COM 06654A103 36 1,254 SH   DFND 3 0 0 1,254
BANNER CORP COM NEW 06652V208 5,143 90,883 SH   DFND 3 28,145 0 62,738
BANNER CORP COM NEW 06652V208 944 16,675 SH   DFND 4 16,675 0 0
BAOZUN INC SPONSORED ADR 06684L103 192 5,804 SH   DFND 3 0 0 5,804
BAOZUN INC SPONSORED ADR 06684L103 5,875 177,388 SH   DFND 4 72,791 0 104,597
BAR HBR BANKSHARES COM 066849100 61 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 2,764 268,845 SH   DFND 4 268,845 0 0
BARNES & NOBLE ED INC COM 06777U101 412 96,397 SH   DFND 3 29,435 0 66,962
BARNES GROUP INC COM 067806109 7,276 117,429 SH   DFND 3 36,072 0 81,357
BARNES GROUP INC COM 067806109 1,305 21,066 SH   DFND 4 21,066 0 0
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BARRETT BUSINESS SERVICES IN COM 068463108 89 983 SH   DFND 4 983 0 0
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BARRICK GOLD CORPORATION COM 067901108 93,087 5,004,931 SH   DFND 4 3,685,010 0 1,319,921
BASSETT FURNITURE INDS INC COM 070203104 28 1,692 SH   DFND 3 0 0 1,692
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BAUSCH HEALTH COS INC COM 071734107 22,429 748,312 SH   DFND 3 701,941 0 46,371
BAUSCH HEALTH COS INC COM 071734107 25,879 863,441 SH   DFND 4 731,951 0 131,490
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BAXTER INTL INC COM 071813109 117,185 1,401,398 SH   DFND 3 1,079,849 0 321,549
BAXTER INTL INC COM 071813109 181,642 2,172,365 SH   DFND 4 1,490,454 0 681,911
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BAYTEX ENERGY CORP COM 07317Q105 1,148 796,206 SH   DFND 4 796,206 0 0
BBX CAP CORP NEW CL A 05491N104 51 10,643 SH   DFND 3 0 0 10,643
BBX CAP CORP NEW CL A 05491N104 10 2,190 SH   DFND 4 2,190 0 0
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BCE INC COM NEW 05534B760 32,908 709,381 SH   DFND 3 685,107 0 24,274
BCE INC COM NEW 05534B760 46,504 1,002,437 SH   DFND 4 842,993 0 159,444
BEACON ROOFING SUPPLY INC COM 073685109 440 13,753 SH   DFND 3 1,923 0 11,830
BEACON ROOFING SUPPLY INC COM 073685109 1,573 49,202 SH   DFND 4 49,202 0 0
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BEAZER HOMES USA INC COM NEW 07556Q881 11 799 SH   DFND 4 799 0 0
BECTON DICKINSON & CO COM 075887109 2,139 7,865 SH   DFND 1 7,865 0 0
BECTON DICKINSON & CO COM 075887109 188,287 692,308 SH   DFND 3 583,857 0 108,451
BECTON DICKINSON & CO COM 075887109 247,798 911,121 SH   DFND 4 574,410 0 336,711
BED BATH & BEYOND INC COM 075896100 2,012 116,308 SH   DFND 3 50,549 0 65,759
BED BATH & BEYOND INC COM 075896100 4,987 288,260 SH   DFND 4 288,260 0 0
BEIGENE LTD SPONSORED ADR 07725L102 241 1,452 SH   DFND 2 1,452 0 0
BEIGENE LTD SPONSORED ADR 07725L102 363 2,188 SH   DFND 1 2,188 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,966 11,860 SH   DFND 3 2,794 0 9,066
BEIGENE LTD SPONSORED ADR 07725L102 43,650 263,330 SH   DFND 4 137,265 0 126,065
BEL FUSE INC CL B 077347300 517 25,240 SH   DFND 3 7,811 0 17,429
BEL FUSE INC CL B 077347300 24 1,194 SH   DFND 4 1,194 0 0
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BELDEN INC COM 077454106 1,389 25,248 SH   DFND 4 25,248 0 0
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BELLRING BRANDS INC COM CL A 079823100 2,766 129,964 SH   DFND 4 11,024 0 118,940
BENCHMARK ELECTRS INC COM 08160H101 3,237 94,203 SH   DFND 3 30,196 0 64,007
BENCHMARK ELECTRS INC COM 08160H101 1,557 45,311 SH   DFND 4 45,311 0 0
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BENEFITFOCUS INC COM 08180D106 22 1,005 SH   DFND 4 1,005 0 0
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BERKLEY W R CORP COM 084423102 31,313 453,150 SH   DFND 3 309,883 0 143,267
BERKLEY W R CORP COM 084423102 47,115 681,840 SH   DFND 4 505,362 0 176,478
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,990 39,692 SH   DFND 1 39,692 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 793,194 3,501,959 SH   DFND 3 2,761,399 0 740,560
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,038,605 4,585,463 SH   DFND 4 2,863,386 0 1,722,077
BERKSHIRE HATHAWAY INC DEL CL A 084670108 328,384 967 SH   DFND 3 967 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 128,025 377 SH   DFND 4 303 0 74
BERKSHIRE HILLS BANCORP INC COM 084680107 3,513 106,848 SH   DFND 3 32,826 0 74,022
BERKSHIRE HILLS BANCORP INC COM 084680107 683 20,778 SH   DFND 4 20,778 0 0
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BERRY GLOBAL GROUP INC COM 08579W103 5,309 111,791 SH   DFND 4 82,068 0 29,723
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BERRY PETE CORP COM 08579X101 19 2,000 SH   DFND 4 2,000 0 0
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BEST BUY INC COM 086516101 64,251 731,787 SH   DFND 3 515,912 0 215,875
BEST BUY INC COM 086516101 108,592 1,236,929 SH   DFND 4 887,745 0 349,184
BEST INC SPONSORED ADS 08653C106 146 26,295 SH   DFND 3 0 0 26,295
BEST INC SPONSORED ADS 08653C106 3,476 625,098 SH   DFND 4 250,765 0 374,333
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BEYOND MEAT INC COM 08862E109 1,052 13,917 SH   DFND 4 11,917 0 2,000
BEYONDSPRING INC SHS G10830100 41 2,668 SH   DFND 3 0 0 2,668
BG STAFFING INC COM 05544A109 42 1,903 SH   DFND 3 0 0 1,903
BGC PARTNERS INC CL A 05541T101 76 12,744 SH   DFND 3 0 0 12,744
BGC PARTNERS INC CL A 05541T101 1,087 183,005 SH   DFND 4 132,867 0 50,138
BIG LOTS INC COM 089302103 2,823 98,303 SH   DFND 3 31,984 0 66,319
BIG LOTS INC COM 089302103 1,421 49,476 SH   DFND 4 49,476 0 0
BIGLARI HLDGS INC COM STK CL A 08986R408 8 14 SH   DFND 3 0 0 14
BIGLARI HLDGS INC COM STK CL B 08986R309 14 124 SH   DFND 3 0 0 124
BIGLARI HLDGS INC COM STK CL B 08986R309 10 87 SH   DFND 4 87 0 0
BILIBILI INC SPONS ADS REP Z 090040106 45 2,422 SH   DFND 2 2,422 0 0
BILIBILI INC SPONS ADS REP Z 090040106 2,150 115,482 SH   DFND 4 114,214 0 1,268
BILL COM HLDGS INC COM 090043100 19 500 SH   DFND 3 0 0 500
BIO RAD LABS INC CL A 090572207 217 586 SH   DFND 1 586 0 0
BIO RAD LABS INC CL A 090572207 13,914 37,603 SH   DFND 3 7,491 0 30,112
BIO RAD LABS INC CL A 090572207 26,277 71,014 SH   DFND 4 44,517 0 26,497
BIO TECHNE CORP COM 09073M104 13,746 62,622 SH   DFND 3 12,807 0 49,815
BIO TECHNE CORP COM 09073M104 5,666 25,810 SH   DFND 4 17,778 0 8,032
BIOCRYST PHARMACEUTICALS COM 09058V103 102 29,565 SH   DFND 3 0 0 29,565
BIOCRYST PHARMACEUTICALS COM 09058V103 32 9,160 SH   DFND 4 9,160 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 107 16,936 SH   DFND 3 0 0 16,936
BIODELIVERY SCIENCES INTL IN COM 09060J106 19 2,987 SH   DFND 4 2,987 0 0
BIOGEN INC COM 09062X103 1,902 6,411 SH   DFND 1 6,411 0 0
BIOGEN INC COM 09062X103 140,903 474,852 SH   DFND 3 400,439 0 74,413
BIOGEN INC COM 09062X103 229,703 774,145 SH   DFND 4 523,474 0 250,671
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 437 8,035 SH   DFND 3 0 0 8,035
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 1,274 23,402 SH   DFND 4 23,402 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 22 1,362 SH   DFND 3 0 0 1,362
BIOMARIN PHARMACEUTICAL INC COM 09061G101 800 9,457 SH   DFND 1 9,457 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 32,623 385,839 SH   DFND 3 353,746 0 32,093
BIOMARIN PHARMACEUTICAL INC COM 09061G101 50,885 601,832 SH   DFND 4 376,053 0 225,779
BIOSIG TECH INC COM NEW 09073N201 19 3,213 SH   DFND 3 0 0 3,213
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 75 1,314 SH   DFND 3 0 0 1,314
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 16 277 SH   DFND 4 277 0 0
BIOTELEMETRY INC COM 090672106 8,130 178,267 SH   DFND 1 178,267 0 0
BIOTELEMETRY INC COM 090672106 3,921 84,691 SH   DFND 3 25,699 0 58,992
BIOTELEMETRY INC COM 090672106 682 14,729 SH   DFND 4 14,729 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 18 1,230 SH   DFND 3 0 0 1,230
BITAUTO HLDGS LTD SPONSORED ADS 091727107 99 6,700 SH   DFND 4 6,700 0 0
BJS RESTAURANTS INC COM 09180C106 1,811 47,698 SH   DFND 3 14,562 0 33,136
BJS RESTAURANTS INC COM 09180C106 276 7,259 SH   DFND 4 7,259 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 2,386 104,929 SH   DFND 3 40,934 0 63,995
BJS WHSL CLUB HLDGS INC COM 05550J101 1,800 79,169 SH   DFND 4 79,169 0 0
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BLACK HILLS CORP COM 092113109 20,435 260,180 SH   DFND 4 260,180 0 0
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BLACK KNIGHT INC COM 09215C105 31,149 483,074 SH   DFND 4 311,323 0 171,751
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BLACKBAUD INC COM 09227Q100 1,667 20,948 SH   DFND 4 20,948 0 0
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BLACKBERRY LTD COM 09228F103 7,627 1,184,524 SH   DFND 4 901,015 0 283,509
BLACKLINE INC COM 09239B109 462 8,951 SH   DFND 3 0 0 8,951
BLACKLINE INC COM 09239B109 732 14,202 SH   DFND 4 14,202 0 0
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BLACKROCK INC COM 09247X101 319 634 SH   DFND 1 634 0 0
BLACKROCK INC COM 09247X101 153,536 305,422 SH   DFND 3 258,479 0 46,943
BLACKROCK INC COM 09247X101 203,335 404,498 SH   DFND 4 254,539 0 149,959
BLACKROCK TCP CAP CORP COM 09259E108 4,394 312,662 SH   DFND 4 312,662 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 1,062 18,985 SH   DFND 1 18,985 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 3,000 53,625 SH   DFND 3 3,710 0 49,915
BLACKSTONE GROUP INC COM CL A 09260D107 176,384 3,153,084 SH   DFND 4 2,480,224 0 672,860
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BLOCK H & R INC COM 093671105 12,433 529,521 SH   DFND 3 464,238 0 65,283
BLOCK H & R INC COM 093671105 10,746 457,663 SH   DFND 4 373,913 0 83,750
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BLOOM ENERGY CORP COM CL A 093712107 13 1,800 SH   DFND 4 1,800 0 0
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BLOOMIN BRANDS INC COM 094235108 2,058 93,233 SH   DFND 4 93,233 0 0
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BLUCORA INC COM 095229100 681 26,065 SH   DFND 4 26,065 0 0
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BLUE BIRD CORP COM 095306106 19 816 SH   DFND 4 816 0 0
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BLUEBIRD BIO INC COM 09609G100 3,303 37,637 SH   DFND 4 26,437 0 11,200
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BLUELINX HLDGS INC COM NEW 09624H208 20 1,496 SH   DFND 3 0 0 1,496
BLUEPRINT MEDICINES CORP COM 09627Y109 808 10,081 SH   DFND 3 0 0 10,081
BLUEPRINT MEDICINES CORP COM 09627Y109 1,828 22,821 SH   DFND 4 22,821 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 57 4,705 SH   DFND 3 0 0 4,705
BMC STK HLDGS INC COM 05591B109 320 11,138 SH   DFND 3 0 0 11,138
BMC STK HLDGS INC COM 05591B109 782 27,258 SH   DFND 4 27,258 0 0
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BOEING CO COM 097023105 444,329 1,363,977 SH   DFND 3 1,132,603 0 231,374
BOEING CO COM 097023105 424,184 1,302,138 SH   DFND 4 1,036,676 0 265,462
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BOINGO WIRELESS INC COM 09739C102 19 1,744 SH   DFND 4 1,744 0 0
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BOISE CASCADE CO DEL COM 09739D100 1,502 41,122 SH   DFND 4 41,122 0 0
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BOK FINL CORP COM NEW 05561Q201 2,367 27,086 SH   DFND 4 18,480 0 8,606
BONANZA CREEK ENERGY INC COM NEW 097793400 1,056 45,246 SH   DFND 3 14,154 0 31,092
BONANZA CREEK ENERGY INC COM NEW 097793400 8 328 SH   DFND 4 328 0 0
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BOOKING HLDGS INC COM 09857L108 221,285 107,748 SH   DFND 3 89,547 0 18,201
BOOKING HLDGS INC COM 09857L108 316,382 154,052 SH   DFND 4 98,558 0 55,494
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BOOT BARN HLDGS INC COM 099406100 44 990 SH   DFND 4 990 0 0
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BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 10,994 154,568 SH   DFND 3 10,435 0 144,133
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 33,844 475,807 SH   DFND 4 323,486 0 152,321
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BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,467 205,052 SH   DFND 3 62,591 0 142,461
BOSTON PRIVATE FINL HLDGS IN COM 101119105 304 25,303 SH   DFND 4 25,303 0 0
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BOSTON PROPERTIES INC COM 101121101 179,122 1,299,303 SH   DFND 4 983,424 0 315,879
BOSTON SCIENTIFIC CORP COM 101137107 1,860 41,124 SH   DFND 1 41,124 0 0
BOSTON SCIENTIFIC CORP COM 101137107 171,411 3,790,591 SH   DFND 3 3,062,165 0 728,426
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BOTTOMLINE TECH DEL INC COM 101388106 882 16,459 SH   DFND 4 16,459 0 0
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BOX INC CL A 10316T104 1,207 71,904 SH   DFND 4 71,904 0 0
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BOYD GAMING CORP COM 103304101 1,466 48,958 SH   DFND 4 48,958 0 0
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BRADY CORP CL A 104674106 1,414 24,693 SH   DFND 4 24,693 0 0
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BRAEMAR HOTELS & RESORTS INC COM 10482B101 36 4,006 SH   DFND 4 4,006 0 0
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BRANDYWINE RLTY TR SH BEN INT NEW 105368203 13,655 867,014 SH   DFND 4 829,412 0 37,602
BRASKEM S A SP ADR PFD A 105532105 211 14,200 SH   DFND 4 0 0 14,200
BRIDGE BANCORP INC COM 108035106 91 2,700 SH   DFND 3 0 0 2,700
BRIDGE BANCORP INC COM 108035106 51 1,524 SH   DFND 4 1,524 0 0
BRIDGEBIO PHARMA INC COM 10806X102 156 4,445 SH   DFND 3 0 0 4,445
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 50 3,636 SH   DFND 3 0 0 3,636
BRIDGFORD FOODS CORP COM 108763103 9 376 SH   DFND 3 0 0 376
BRIGGS & STRATTON CORP COM 109043109 698 104,862 SH   DFND 3 32,558 0 72,304
BRIGGS & STRATTON CORP COM 109043109 39 5,844 SH   DFND 4 5,844 0 0
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BRIGHAM MINERALS INC CL A COM 10918L103 30 1,400 SH   DFND 4 1,400 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 3,028 20,145 SH   DFND 3 2,801 0 17,344
BRIGHT HORIZONS FAM SOL IN D COM 109194100 6,784 45,137 SH   DFND 4 31,623 0 13,514
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 50 5,649 SH   DFND 4 5,649 0 0
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BRIGHTHOUSE FINL INC COM 10922N103 6,651 169,529 SH   DFND 4 143,585 0 25,944
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BRIGHTSPHERE INVT GROUP INC COM 10948W103 211 20,694 SH   DFND 4 20,694 0 0
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BRIGHTVIEW HLDGS INC COM 10948C107 17 1,012 SH   DFND 4 1,012 0 0
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BRINKS CO COM 109696104 2,618 28,874 SH   DFND 4 28,874 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,113 64,077 SH   DFND 1 64,077 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 404,053 6,294,646 SH   DFND 3 5,174,064 0 1,120,582
BRISTOL MYERS SQUIBB CO COM 110122108 568,433 8,856,113 SH   DFND 4 5,879,871 0 2,976,242
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 12,306 289,794 SH   DFND 4 244,528 0 45,266
BRIXMOR PPTY GROUP INC COM 11120U105 10,050 465,073 SH   DFND 3 119,410 0 345,663
BRIXMOR PPTY GROUP INC COM 11120U105 32,609 1,508,995 SH   DFND 4 1,441,562 0 67,433
BROADCOM INC COM 11135F101 3,579 11,325 SH   DFND 1 11,325 0 0
BROADCOM INC COM 11135F101 332,504 1,052,162 SH   DFND 3 833,286 0 218,876
BROADCOM INC COM 11135F101 414,307 1,311,115 SH   DFND 4 829,470 0 481,645
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 406 3,286 SH   DFND 1 3,286 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 37,600 304,353 SH   DFND 3 249,522 0 54,831
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 64,142 519,347 SH   DFND 4 340,869 0 178,478
BROOKDALE SR LIVING INC COM 112463104 1,652 227,183 SH   DFND 4 227,183 0 0
BROOKDALE SR LIVING INC COM 112463104 307 42,216 SH   DFND 3 11,293 0 30,923
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 111,573 1,928,431 SH   DFND 3 1,798,414 0 130,017
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 125,661 2,172,022 SH   DFND 4 1,728,426 0 443,596
BROOKFIELD PROPERTY REIT INC CL A 11282X103 206 11,194 SH   DFND 3 4,546 0 6,648
BROOKFIELD PROPERTY REIT INC CL A 11282X103 16,316 884,563 SH   DFND 4 312,275 0 572,288
BROOKLINE BANCORP INC DEL COM 11373M107 3,214 195,282 SH   DFND 3 59,981 0 135,301
BROOKLINE BANCORP INC DEL COM 11373M107 861 52,332 SH   DFND 4 52,332 0 0
BROOKS AUTOMATION INC COM 114340102 14,432 349,183 SH   DFND 1 349,183 0 0
BROOKS AUTOMATION INC COM 114340102 7,550 179,940 SH   DFND 3 54,739 0 125,201
BROOKS AUTOMATION INC COM 114340102 1,272 30,323 SH   DFND 4 30,323 0 0
BROWN & BROWN INC COM 115236101 212 5,380 SH   DFND 1 5,380 0 0
BROWN & BROWN INC COM 115236101 30,546 773,708 SH   DFND 3 550,448 0 223,260
BROWN & BROWN INC COM 115236101 39,782 1,007,650 SH   DFND 4 691,134 0 316,516
BROWN FORMAN CORP CL A 115637100 92 1,468 SH   DFND 1 1,468 0 0
BROWN FORMAN CORP CL A 115637100 297 4,737 SH   DFND 3 271 0 4,466
BROWN FORMAN CORP CL A 115637100 219 3,481 SH   DFND 4 3,481 0 0
BROWN FORMAN CORP CL B 115637209 570 8,426 SH   DFND 1 8,426 0 0
BROWN FORMAN CORP CL B 115637209 55,917 827,176 SH   DFND 3 649,753 0 177,423
BROWN FORMAN CORP CL B 115637209 72,331 1,070,011 SH   DFND 4 799,985 0 270,026
BRP GROUP INC COM CL A 05589G102 42 2,609 SH   DFND 3 0 0 2,609
BRP INC COM SUN VTG 05577W200 889 19,491 SH   DFND 4 19,491 0 0
BRT APARTMENTS CORP COM 055645303 32 1,879 SH   DFND 3 0 0 1,879
BRUKER CORP COM 116794108 624 12,252 SH   DFND 3 1,638 0 10,614
BRUKER CORP COM 116794108 3,730 73,183 SH   DFND 4 52,010 0 21,173
BRUNSWICK CORP COM 117043109 5,962 99,400 SH   DFND 3 29,743 0 69,657
BRUNSWICK CORP COM 117043109 4,491 74,882 SH   DFND 4 55,105 0 19,777
BRYN MAWR BK CORP COM 117665109 139 3,366 SH   DFND 3 0 0 3,366
BRYN MAWR BK CORP COM 117665109 22 524 SH   DFND 4 524 0 0
BUCKLE INC COM 118440106 1,904 70,421 SH   DFND 3 21,674 0 48,747
BUCKLE INC COM 118440106 646 23,906 SH   DFND 4 23,906 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 664 26,144 SH   DFND 3 2,938 0 23,206
BUILDERS FIRSTSOURCE INC COM 12008R107 2,605 102,537 SH   DFND 4 102,537 0 0
BUNGE LIMITED COM G16962105 39 679 SH   DFND 1 679 0 0
BUNGE LIMITED COM G16962105 21,144 367,397 SH   DFND 3 301,775 0 65,622
BUNGE LIMITED COM G16962105 43,881 762,730 SH   DFND 4 564,505 0 198,225
BURLINGTON STORES INC COM 122017106 346 1,519 SH   DFND 1 1,519 0 0
BURLINGTON STORES INC COM 122017106 44,792 196,431 SH   DFND 3 134,746 0 61,685
BURLINGTON STORES INC COM 122017106 52,715 231,177 SH   DFND 4 147,987 0 83,190
BUSINESS FIRST BANCSHARES IN COM 12326C105 53 2,129 SH   DFND 3 0 0 2,129
BWX TECHNOLOGIES INC COM 05605H100 651 10,485 SH   DFND 3 2,053 0 8,432
BWX TECHNOLOGIES INC COM 05605H100 4,185 67,406 SH   DFND 4 47,014 0 20,392
BYLINE BANCORP INC COM 124411109 11 546 SH   DFND 4 546 0 0
BYLINE BANCORP INC COM 124411109 77 3,953 SH   DFND 3 0 0 3,953
C & F FINL CORP COM 12466Q104 28 511 SH   DFND 3 0 0 511
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 52 659 SH   DFND 1 659 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 27,810 355,622 SH   DFND 3 294,011 0 61,611
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 59,014 754,865 SH   DFND 4 545,084 0 209,781
CABALETTA BIO INC COM 12674W109 20 1,430 SH   DFND 3 0 0 1,430
CABLE ONE INC COM 12685J105 11,388 7,651 SH   DFND 3 1,717 0 5,934
CABLE ONE INC COM 12685J105 5,256 3,531 SH   DFND 4 2,426 0 1,105
CABOT CORP COM 127055101 4,607 96,944 SH   DFND 3 22,439 0 74,505
CABOT CORP COM 127055101 2,388 50,248 SH   DFND 4 36,887 0 13,361
CABOT MICROELECTRONICS CORP COM 12709P103 3,617 25,059 SH   DFND 3 8,641 0 16,418
CABOT MICROELECTRONICS CORP COM 12709P103 1,864 12,917 SH   DFND 4 12,917 0 0
CABOT OIL & GAS CORP COM 127097103 36 2,051 SH   DFND 1 2,051 0 0
CABOT OIL & GAS CORP COM 127097103 20,391 1,171,233 SH   DFND 3 883,817 0 287,416
CABOT OIL & GAS CORP COM 127097103 29,471 1,693,493 SH   DFND 4 1,093,270 0 600,223
CACI INTL INC CL A 127190304 15,855 63,423 SH   DFND 1 63,423 0 0
CACI INTL INC CL A 127190304 11,770 47,080 SH   DFND 3 10,266 0 36,814
CACI INTL INC CL A 127190304 6,142 24,569 SH   DFND 4 18,920 0 5,649
CACTUS INC CL A 127203107 332 9,667 SH   DFND 3 0 0 9,667
CACTUS INC CL A 127203107 55 1,605 SH   DFND 4 1,605 0 0
CADENCE BANCORPORATION CL A 12739A100 5,692 313,973 SH   DFND 3 96,927 0 217,046
CADENCE BANCORPORATION CL A 12739A100 848 46,793 SH   DFND 4 46,793 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 9,150 133,810 SH   DFND 1 133,810 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 61,339 884,362 SH   DFND 3 619,105 0 265,257
CADENCE DESIGN SYSTEM INC COM 127387108 90,148 1,299,251 SH   DFND 4 905,303 0 393,948
CADIZ INC COM NEW 127537207 47 4,306 SH   DFND 1 4,306 0 0
CADIZ INC COM NEW 127537207 26 2,376 SH   DFND 3 0 0 2,376
CAE INC COM 124765108 3,984 150,260 SH   DFND 3 108,289 0 41,971
CAE INC COM 124765108 16,491 622,038 SH   DFND 4 511,390 0 110,648
CAESARS ENTMT CORP COM 127686103 5,525 406,249 SH   DFND 3 181,008 0 225,241
CAESARS ENTMT CORP COM 127686103 5,467 401,994 SH   DFND 4 377,396 0 24,598
CAESARSTONE LTD ORD SHS M20598104 62 4,109 SH   DFND 3 0 0 4,109
CAESARSTONE LTD ORD SHS M20598104 134 8,860 SH   DFND 4 8,860 0 0
CAI INTERNATIONAL INC COM 12477X106 79 2,715 SH   DFND 3 0 0 2,715
CAI INTERNATIONAL INC COM 12477X106 15 508 SH   DFND 4 508 0 0
CAL MAINE FOODS INC COM NEW 128030202 3,183 74,466 SH   DFND 3 22,881 0 51,585
CAL MAINE FOODS INC COM NEW 128030202 825 19,293 SH   DFND 4 19,293 0 0
CALAMP CORP COM 128126109 796 83,046 SH   DFND 3 25,292 0 57,754
CALAMP CORP COM 128126109 45 4,656 SH   DFND 4 4,656 0 0
CALAVO GROWERS INC COM 128246105 3,687 40,701 SH   DFND 3 12,374 0 28,327
CALAVO GROWERS INC COM 128246105 673 7,433 SH   DFND 4 7,433 0 0
CALERES INC COM 129500104 2,418 101,806 SH   DFND 3 31,652 0 70,154
CALERES INC COM 129500104 575 24,198 SH   DFND 4 24,198 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 72 8,013 SH   DFND 3 0 0 8,013
CALIFORNIA RES CORP COM NEW 13057Q206 126 13,921 SH   DFND 4 13,921 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 49 954 SH   DFND 1 954 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 8,712 168,971 SH   DFND 3 36,422 0 132,549
CALIFORNIA WTR SVC GROUP COM 130788102 9,940 192,788 SH   DFND 4 192,788 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 46 8,077 SH   DFND 3 0 0 8,077
CALIX INC COM 13100M509 71 8,862 SH   DFND 3 0 0 8,862
CALIX INC COM 13100M509 33 4,125 SH   DFND 4 4,125 0 0
CALLAWAY GOLF CO COM 131193104 4,895 230,875 SH   DFND 3 71,142 0 159,733
CALLAWAY GOLF CO COM 131193104 1,020 48,096 SH   DFND 4 48,096 0 0
CALLON PETE CO DEL COM 13123X102 4,636 959,788 SH   DFND 3 295,504 0 664,284
CALLON PETE CO DEL COM 13123X102 805 166,702 SH   DFND 4 166,702 0 0
CALYXT INC COM 13173L107 14 1,940 SH   DFND 3 0 0 1,940
CAMBRIDGE BANCORP COM 132152109 62 771 SH   DFND 3 0 0 771
CAMDEN NATL CORP COM 133034108 119 2,591 SH   DFND 3 0 0 2,591
CAMDEN NATL CORP COM 133034108 80 1,744 SH   DFND 4 1,744 0 0
CAMDEN PPTY TR SH BEN INT 133131102 226 2,126 SH   DFND 1 2,126 0 0
CAMDEN PPTY TR SH BEN INT 133131102 15,706 148,033 SH   DFND 3 37,420 0 110,613
CAMDEN PPTY TR SH BEN INT 133131102 72,126 679,793 SH   DFND 4 577,657 0 102,136
CAMECO CORP COM 13321L108 3,519 395,418 SH   DFND 3 329,022 0 66,396
CAMECO CORP COM 13321L108 11,751 1,320,578 SH   DFND 4 1,065,617 0 254,961
CAMPBELL SOUP CO COM 134429109 243 4,912 SH   DFND 1 4,912 0 0
CAMPBELL SOUP CO COM 134429109 22,319 451,609 SH   DFND 3 378,763 0 72,846
CAMPBELL SOUP CO COM 134429109 35,988 728,224 SH   DFND 4 513,764 0 214,460
CAMPING WORLD HLDGS INC CL A 13462K109 95 6,458 SH   DFND 3 0 0 6,458
CAMPING WORLD HLDGS INC CL A 13462K109 30 2,030 SH   DFND 4 2,030 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 9 250 SH   DFND 3 250 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 856 23,615 SH   DFND 4 23,615 0 0
CANADIAN NAT RES LTD COM 136385101 81,992 2,531,628 SH   DFND 3 2,358,290 0 173,338
CANADIAN NAT RES LTD COM 136385101 84,863 2,620,350 SH   DFND 4 2,342,070 0 278,280
CANADIAN NATL RY CO COM 136375102 141,939 1,566,979 SH   DFND 3 1,462,099 0 104,880
CANADIAN NATL RY CO COM 136375102 260,619 2,877,160 SH   DFND 4 2,547,065 0 330,095
CANADIAN PAC RY LTD COM 13645T100 77,982 305,498 SH   DFND 3 284,993 0 20,505
CANADIAN PAC RY LTD COM 13645T100 141,900 555,911 SH   DFND 4 485,274 0 70,637
CANADIAN SOLAR INC COM 136635109 723 32,737 SH   DFND 4 32,737 0 0
CANNAE HLDGS INC COM 13765N107 420 11,302 SH   DFND 3 0 0 11,302
CANNAE HLDGS INC COM 13765N107 1,189 31,959 SH   DFND 4 31,959 0 0
CANOPY GROWTH CORP COM 138035100 8,106 384,915 SH   DFND 3 354,427 0 30,488
CANOPY GROWTH CORP COM 138035100 8,804 418,063 SH   DFND 4 302,564 0 115,499
CANTEL MEDICAL CORP COM 138098108 2,067 29,156 SH   DFND 3 12,824 0 16,332
CANTEL MEDICAL CORP COM 138098108 1,788 25,218 SH   DFND 4 17,061 0 8,157
CAPITAL BANCORP INC MD COM 139737100 15 1,010 SH   DFND 3 0 0 1,010
CAPITAL CITY BK GROUP INC COM 139674105 70 2,299 SH   DFND 3 0 0 2,299
CAPITAL CITY BK GROUP INC COM 139674105 14 466 SH   DFND 4 466 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,382 13,426 SH   DFND 1 13,426 0 0
CAPITAL ONE FINL CORP COM 14040H105 130,149 1,264,687 SH   DFND 3 1,028,601 0 236,086
CAPITAL ONE FINL CORP COM 14040H105 186,284 1,810,215 SH   DFND 4 1,190,339 0 619,876
CAPITAL SOUTHWEST CORP COM 140501107 2,013 96,634 SH   DFND 4 96,634 0 0
CAPITOL FED FINL INC COM 14057J101 339 24,690 SH   DFND 3 2,607 0 22,083
CAPITOL FED FINL INC COM 14057J101 1,487 108,336 SH   DFND 4 108,336 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 19,029 498,794 SH   DFND 3 315,710 0 183,084
CAPRI HOLDINGS LIMITED SHS G1890L107 21,561 565,168 SH   DFND 4 370,220 0 194,948
CAPSTAR FINL HLDGS INC COM 14070T102 41 2,492 SH   DFND 3 0 0 2,492
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,847 233,162 SH   DFND 3 71,990 0 161,172
CAPSTEAD MTG CORP COM NO PAR 14067E506 335 42,259 SH   DFND 4 42,259 0 0
CARA THERAPEUTICS INC COM 140755109 128 7,922 SH   DFND 3 0 0 7,922
CARA THERAPEUTICS INC COM 140755109 42 2,591 SH   DFND 4 2,591 0 0
CARDINAL HEALTH INC COM 14149Y108 441 8,725 SH   DFND 1 8,725 0 0
CARDINAL HEALTH INC COM 14149Y108 39,138 773,775 SH   DFND 3 656,574 0 117,201
CARDINAL HEALTH INC COM 14149Y108 80,030 1,582,239 SH   DFND 4 1,168,285 0 413,954
CARDIOVASCULAR SYS INC DEL COM 141619106 40 825 SH   DFND 1 825 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 4,271 87,907 SH   DFND 3 26,647 0 61,260
CARDIOVASCULAR SYS INC DEL COM 141619106 118 2,427 SH   DFND 4 2,427 0 0
CARDLYTICS INC COM 14161W105 186 2,958 SH   DFND 3 0 0 2,958
CARDLYTICS INC COM 14161W105 45 722 SH   DFND 4 722 0 0
CARDTRONICS PLC SHS CL A G1991C105 4,045 90,585 SH   DFND 3 27,566 0 63,019
CARDTRONICS PLC SHS CL A G1991C105 587 13,151 SH   DFND 4 13,151 0 0
CARE COM INC COM 141633107 1,032 68,644 SH   DFND 3 21,438 0 47,206
CARE COM INC COM 141633107 13 872 SH   DFND 4 872 0 0
CAREDX INC COM 14167L103 181 8,402 SH   DFND 3 0 0 8,402
CAREDX INC COM 14167L103 26 1,217 SH   DFND 4 1,217 0 0
CAREER EDUCATION CORP COM 141665109 3,214 174,783 SH   DFND 3 53,175 0 121,608
CAREER EDUCATION CORP COM 141665109 175 9,496 SH   DFND 4 9,496 0 0
CARETRUST REIT INC COM 14174T107 4,967 240,768 SH   DFND 3 75,503 0 165,265
CARETRUST REIT INC COM 14174T107 8,432 408,715 SH   DFND 4 408,715 0 0
CARGURUS INC COM CL A 141788109 546 15,522 SH   DFND 3 0 0 15,522
CARGURUS INC COM CL A 141788109 1,128 32,062 SH   DFND 4 32,062 0 0
CARLISLE COS INC COM 142339100 15,808 97,679 SH   DFND 3 21,787 0 75,892
CARLISLE COS INC COM 142339100 8,253 50,993 SH   DFND 4 37,305 0 13,688
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 26,599 829,396 SH   DFND 4 692,520 0 136,876
CARMAX INC COM 143130102 413 4,711 SH   DFND 1 4,711 0 0
CARMAX INC COM 143130102 37,754 430,633 SH   DFND 3 360,347 0 70,286
CARMAX INC COM 143130102 55,343 631,265 SH   DFND 4 405,921 0 225,344
CARNIVAL CORP UNIT 99/99/9999 143658300 635 12,483 SH   DFND 1 12,483 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 60,842 1,196,971 SH   DFND 3 903,522 0 293,449
CARNIVAL CORP UNIT 99/99/9999 143658300 90,088 1,772,160 SH   DFND 4 1,240,313 0 531,847
CAROLINA FINL CORP NEW COM 143873107 168 3,887 SH   DFND 3 0 0 3,887
CAROLINA FINL CORP NEW COM 143873107 38 888 SH   DFND 4 888 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,993 40,042 SH   DFND 3 15,102 0 24,940
CARPENTER TECHNOLOGY CORP COM 144285103 1,866 37,482 SH   DFND 4 37,482 0 0
CARRIAGE SVCS INC COM 143905107 68 2,668 SH   DFND 3 0 0 2,668
CARRIAGE SVCS INC COM 143905107 83 3,246 SH   DFND 4 3,246 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 40 5,644 SH   DFND 3 0 0 5,644
CARROLS RESTAURANT GROUP INC COM 14574X104 37 5,273 SH   DFND 4 5,273 0 0
CARS COM INC COM 14575E105 175 14,350 SH   DFND 3 2,670 0 11,680
CARS COM INC COM 14575E105 767 62,736 SH   DFND 4 62,736 0 0
CARTER BK & TR MARTINSVILLE COM 146102108 90 3,807 SH   DFND 3 0 0 3,807
CARTER BK & TR MARTINSVILLE COM 146102108 21 879 SH   DFND 4 879 0 0
CARTERS INC COM 146229109 8,786 80,353 SH   DFND 3 17,782 0 62,571
CARTERS INC COM 146229109 4,614 42,202 SH   DFND 4 31,254 0 10,948
CARVANA CO CL A 146869102 424 4,608 SH   DFND 3 0 0 4,608
CARVANA CO CL A 146869102 1,390 15,104 SH   DFND 4 6,001 0 9,103
CASA SYS INC COM 14713L102 27 6,538 SH   DFND 3 0 0 6,538
CASA SYS INC COM 14713L102 3 762 SH   DFND 4 762 0 0
CASELLA WASTE SYS INC CL A 147448104 1,035 22,486 SH   DFND 4 22,486 0 0
CASELLA WASTE SYS INC CL A 147448104 435 9,454 SH   DFND 3 0 0 9,454
CASEYS GEN STORES INC COM 147528103 10,764 67,702 SH   DFND 3 15,001 0 52,701
CASEYS GEN STORES INC COM 147528103 6,316 39,725 SH   DFND 4 31,226 0 8,499
CASI PHARMACEUTICALS INC COM 14757U109 35 11,180 SH   DFND 3 0 0 11,180
CASS INFORMATION SYS INC COM 14808P109 166 2,881 SH   DFND 3 0 0 2,881
CASS INFORMATION SYS INC COM 14808P109 115 1,986 SH   DFND 4 1,986 0 0
CASTLE BIOSCIENCES INC COM 14843C105 24 689 SH   DFND 3 0 0 689
CASTLIGHT HEALTH INC CL B 14862Q100 28 20,742 SH   DFND 3 0 0 20,742
CASTLIGHT HEALTH INC CL B 14862Q100 3 2,280 SH   DFND 4 2,280 0 0
CATALENT INC COM 148806102 37 650 SH   DFND 1 650 0 0
CATALENT INC COM 148806102 5,807 103,149 SH   DFND 3 44,353 0 58,796
CATALENT INC COM 148806102 6,781 120,440 SH   DFND 4 89,013 0 31,427
CATALYST PHARMACEUTICALS INC COM 14888U101 74 19,653 SH   DFND 3 0 0 19,653
CATALYST PHARMACEUTICALS INC COM 14888U101 7 1,904 SH   DFND 4 1,904 0 0
CATASYS INC COM PAR 149049504 24 1,441 SH   DFND 3 0 0 1,441
CATCHMARK TIMBER TR INC CL A 14912Y202 99 8,659 SH   DFND 3 0 0 8,659
CATCHMARK TIMBER TR INC CL A 14912Y202 1,699 148,125 SH   DFND 4 148,125 0 0
CATERPILLAR INC DEL COM 149123101 2,392 16,199 SH   DFND 1 16,199 0 0
CATERPILLAR INC DEL COM 149123101 203,730 1,379,537 SH   DFND 3 1,157,593 0 221,944
CATERPILLAR INC DEL COM 149123101 283,714 1,921,140 SH   DFND 4 1,221,754 0 699,386
CATHAY GEN BANCORP COM 149150104 2,414 63,440 SH   DFND 3 23,570 0 39,870
CATHAY GEN BANCORP COM 149150104 1,737 45,641 SH   DFND 4 45,641 0 0
CATO CORP NEW CL A 149205106 929 53,383 SH   DFND 3 16,590 0 36,793
CATO CORP NEW CL A 149205106 34 1,946 SH   DFND 4 1,946 0 0
CAVCO INDS INC DEL COM 149568107 4,189 21,442 SH   DFND 3 6,497 0 14,945
CAVCO INDS INC DEL COM 149568107 809 4,139 SH   DFND 4 4,139 0 0
CBDMD INC COM 12482W101 4 1,550 SH   DFND 3 0 0 1,550
CBIZ INC COM 124805102 228 8,472 SH   DFND 3 0 0 8,472
CBIZ INC COM 124805102 521 19,340 SH   DFND 4 19,340 0 0
CBL & ASSOC PPTYS INC COM 124830100 443 421,594 SH   DFND 3 128,633 0 292,961
CBL & ASSOC PPTYS INC COM 124830100 12 11,010 SH   DFND 4 11,010 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 368 3,069 SH   DFND 1 3,069 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 33,732 281,103 SH   DFND 3 235,209 0 45,894
CBOE GLOBAL MARKETS INC COM 12503M108 52,096 434,131 SH   DFND 4 294,941 0 139,190
CBRE GROUP INC CL A 12504L109 597 9,745 SH   DFND 1 9,745 0 0
CBRE GROUP INC CL A 12504L109 58,319 951,533 SH   DFND 3 745,196 0 206,337
CBRE GROUP INC CL A 12504L109 87,921 1,434,719 SH   DFND 4 923,587 0 511,132
CBTX INC COM 12481V104 93 2,979 SH   DFND 3 0 0 2,979
CBTX INC COM 12481V104 15 486 SH   DFND 4 486 0 0
CDK GLOBAL INC COM 12508E101 21,346 390,379 SH   DFND 3 278,618 0 111,761
CDK GLOBAL INC COM 12508E101 27,708 506,731 SH   DFND 4 330,377 0 176,354
CDN IMPERIAL BK COMM TORONTO COM 136069101 81,827 982,001 SH   DFND 3 916,114 0 65,887
CDN IMPERIAL BK COMM TORONTO COM 136069101 102,873 1,234,570 SH   DFND 4 1,007,314 0 227,256
CDW CORP COM 12514G108 586 4,102 SH   DFND 1 4,102 0 0
CDW CORP COM 12514G108 63,370 443,644 SH   DFND 3 318,484 0 125,160
CDW CORP COM 12514G108 94,579 662,138 SH   DFND 4 461,237 0 200,901
CECO ENVIRONMENTAL CORP COM 125141101 42 5,522 SH   DFND 3 0 0 5,522
CECO ENVIRONMENTAL CORP COM 125141101 17 2,171 SH   DFND 4 2,171 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 616 208,689 SH   DFND 3 63,086 0 145,603
CEDAR REALTY TRUST INC COM NEW 150602209 35 11,810 SH   DFND 4 11,810 0 0
CEL SCI CORP COM PAR NEW 150837607 46 5,285 SH   DFND 3 0 0 5,285
CELANESE CORP DEL COM 150870103 416 3,379 SH   DFND 1 3,379 0 0
CELANESE CORP DEL COM 150870103 40,182 326,366 SH   DFND 3 267,060 0 59,306
CELANESE CORP DEL COM 150870103 68,621 557,354 SH   DFND 4 387,713 0 169,641
CELCUITY INC COM 15102K100 12 1,182 SH   DFND 3 0 0 1,182
CELESTICA INC SUB VTG SHS 15101Q108 78 9,349 SH   DFND 3 9,349 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,211 145,769 SH   DFND 4 145,769 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 43 2,629 SH   DFND 3 0 0 2,629
CELSIUS HOLDINGS INC COM NEW 15118V207 28 5,823 SH   DFND 3 0 0 5,823
CEMEX SAB DE CV SPON ADR NEW 151290889 4,029 1,064,597 SH   DFND 4 1,064,376 0 221
CENOVUS ENERGY INC COM 15135U109 24,287 2,386,015 SH   DFND 3 2,229,259 0 156,756
CENOVUS ENERGY INC COM 15135U109 28,862 2,835,527 SH   DFND 4 2,543,884 0 291,643
CENTENE CORP DEL COM 15135B101 748 11,892 SH   DFND 1 11,892 0 0
CENTENE CORP DEL COM 15135B101 73,833 1,174,380 SH   DFND 3 911,879 0 262,501
CENTENE CORP DEL COM 15135B101 95,140 1,513,142 SH   DFND 4 947,218 0 565,924
CENTENNIAL RESOURCE DEV INC CL A 15136A102 31 6,716 SH   DFND 3 0 0 6,716
CENTENNIAL RESOURCE DEV INC CL A 15136A102 597 129,281 SH   DFND 4 94,281 0 35,000
CENTERPOINT ENERGY INC COM 15189T107 395 14,486 SH   DFND 1 14,486 0 0
CENTERPOINT ENERGY INC COM 15189T107 40,249 1,475,944 SH   DFND 3 1,128,650 0 347,294
CENTERPOINT ENERGY INC COM 15189T107 89,594 3,286,527 SH   DFND 4 2,582,970 0 703,557
CENTERSTATE BK CORP COM 15201P109 525 21,013 SH   DFND 3 0 0 21,013
CENTERSTATE BK CORP COM 15201P109 1,285 51,457 SH   DFND 4 51,457 0 0
CENTOGENE N V COM N1976T109 5 546 SH   DFND 3 0 0 546
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 22 2,300 SH   DFND 4 2,300 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 80 17,690 SH   DFND 3 0 0 17,690
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 58 12,811 SH   DFND 4 12,811 0 0
CENTRAL GARDEN & PET CO COM 153527106 765 24,618 SH   DFND 3 7,559 0 17,059
CENTRAL GARDEN & PET CO COM 153527106 17 559 SH   DFND 4 559 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,944 100,281 SH   DFND 3 30,818 0 69,463
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 630 21,443 SH   DFND 4 21,443 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,056 69,519 SH   DFND 3 21,346 0 48,173
CENTRAL PAC FINL CORP COM NEW 154760409 80 2,715 SH   DFND 4 2,715 0 0
CENTRAL PUERTO S A SPONSORED ADR 155038201 55 11,300 SH   DFND 4 11,300 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 42 1,918 SH   DFND 3 0 0 1,918
CENTRIC BRANDS INC COM 15644G104 7 3,423 SH   DFND 3 0 0 3,423
CENTURY ALUM CO COM 156431108 907 120,631 SH   DFND 3 37,159 0 83,472
CENTURY ALUM CO COM 156431108 92 12,298 SH   DFND 4 12,298 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 46 508 SH   DFND 3 0 0 508
CENTURY CASINOS INC COM 156492100 36 4,525 SH   DFND 3 0 0 4,525
CENTURY CMNTYS INC COM 156504300 1,819 66,495 SH   DFND 3 20,397 0 46,098
CENTURY CMNTYS INC COM 156504300 20 735 SH   DFND 4 735 0 0
CENTURYLINK INC COM 156700106 421 31,894 SH   DFND 1 31,894 0 0
CENTURYLINK INC COM 156700106 37,528 2,840,862 SH   DFND 3 2,438,306 0 402,556
CENTURYLINK INC COM 156700106 59,015 4,467,468 SH   DFND 4 3,099,072 0 1,368,396
CERECOR INC COM 15671L109 24 4,488 SH   DFND 3 0 0 4,488
CERENCE INC COM 156727109 42 1,872 SH   DFND 3 415 0 1,457
CERENCE INC COM 156727109 598 26,417 SH   DFND 4 17,818 0 8,599
CERIDIAN HCM HLDG INC COM 15677J108 5,066 74,628 SH   DFND 3 29,922 0 44,706
CERIDIAN HCM HLDG INC COM 15677J108 3,943 58,095 SH   DFND 4 38,451 0 19,644
CERNER CORP COM 156782104 649 8,845 SH   DFND 1 8,845 0 0
CERNER CORP COM 156782104 62,308 848,997 SH   DFND 3 673,697 0 175,300
CERNER CORP COM 156782104 99,765 1,359,543 SH   DFND 4 882,429 0 477,114
CERUS CORP COM 157085101 23 5,562 SH   DFND 1 5,562 0 0
CERUS CORP COM 157085101 120 28,505 SH   DFND 3 0 0 28,505
CERUS CORP COM 157085101 56 13,378 SH   DFND 4 13,378 0 0
CEVA INC COM 157210105 1,478 54,833 SH   DFND 3 16,560 0 38,273
CEVA INC COM 157210105 77 2,847 SH   DFND 4 2,847 0 0
CF INDS HLDGS INC COM 125269100 26,353 552,019 SH   DFND 3 464,035 0 87,984
CF INDS HLDGS INC COM 125269100 35,545 744,546 SH   DFND 4 508,969 0 235,577
CGI INC CL A SUB VTG 12532H104 47,626 568,347 SH   DFND 3 531,617 0 36,730
CGI INC CL A SUB VTG 12532H104 77,904 929,659 SH   DFND 4 793,051 0 136,608
CHANGE HEALTHCARE INC COM 15912K100 56 3,413 SH   DFND 3 0 0 3,413
CHANGE HEALTHCARE INC COM 15912K100 221 13,497 SH   DFND 4 2,222 0 11,275
CHANGYOU COM LTD ADS REP CL A 15911M107 32 3,300 SH   DFND 4 3,300 0 0
CHANNELADVISOR CORP COM 159179100 48 5,349 SH   DFND 3 0 0 5,349
CHANNELADVISOR CORP COM 159179100 28 3,130 SH   DFND 4 3,130 0 0
CHAPARRAL ENERGY INC COM CL A 15942R208 9 5,150 SH   DFND 3 0 0 5,150
CHARAH SOLUTIONS INC COM 15957P105 2 1,000 SH   DFND 3 0 0 1,000
CHARLES RIV LABS INTL INC COM 159864107 41 266 SH   DFND 1 266 0 0
CHARLES RIV LABS INTL INC COM 159864107 5,785 37,873 SH   DFND 3 15,407 0 22,466
CHARLES RIV LABS INTL INC COM 159864107 5,495 35,974 SH   DFND 4 25,768 0 10,206
CHART INDS INC COM PAR $0.01 16115Q308 6,033 89,384 SH   DFND 3 27,084 0 62,300
CHART INDS INC COM PAR $0.01 16115Q308 1,162 17,219 SH   DFND 4 17,219 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,155 4,442 SH   DFND 1 4,442 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 197,967 408,112 SH   DFND 3 332,993 0 75,119
CHARTER COMMUNICATIONS INC N CL A 16119P108 259,993 536,011 SH   DFND 4 335,438 0 200,573
CHASE CORP COM 16150R104 180 1,517 SH   DFND 3 0 0 1,517
CHASE CORP COM 16150R104 129 1,085 SH   DFND 4 1,085 0 0
CHATHAM LODGING TR COM 16208T102 2,146 117,025 SH   DFND 3 37,249 0 79,776
CHATHAM LODGING TR COM 16208T102 3,550 193,541 SH   DFND 4 193,541 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 32,640 294,156 SH   DFND 1 294,156 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 39,892 359,519 SH   DFND 3 249,627 0 109,892
CHECK POINT SOFTWARE TECH LT ORD M22465104 63,502 572,178 SH   DFND 4 483,066 0 89,112
CHECKPOINT THERAPEUTICS INC COM 162828107 9 4,955 SH   DFND 3 0 0 4,955
CHEESECAKE FACTORY INC COM 163072101 1,415 36,420 SH   DFND 3 13,000 0 23,420
CHEESECAKE FACTORY INC COM 163072101 1,248 32,124 SH   DFND 4 32,124 0 0
CHEETAH MOBILE INC ADR 163075104 27 7,400 SH   DFND 4 7,400 0 0
CHEFS WHSE INC COM 163086101 2,408 63,188 SH   DFND 3 19,248 0 43,940
CHEFS WHSE INC COM 163086101 120 3,149 SH   DFND 4 3,149 0 0
CHEGG INC COM 163092109 927 24,450 SH   DFND 3 0 0 24,450
CHEGG INC COM 163092109 1,925 50,772 SH   DFND 4 50,772 0 0
CHEMED CORP NEW COM 16359R103 12,880 29,322 SH   DFND 3 5,871 0 23,451
CHEMED CORP NEW COM 16359R103 5,139 11,699 SH   DFND 4 8,199 0 3,500
CHEMOCENTRYX INC COM 16383L106 332 8,393 SH   DFND 3 0 0 8,393
CHEMOCENTRYX INC COM 16383L106 62 1,568 SH   DFND 4 1,568 0 0
CHEMOURS CO COM 163851108 2,155 119,137 SH   DFND 3 53,048 0 66,089
CHEMOURS CO COM 163851108 2,678 148,015 SH   DFND 4 109,799 0 38,216
CHEMUNG FINL CORP COM 164024101 26 620 SH   DFND 3 0 0 620
CHENIERE ENERGY INC COM NEW 16411R208 417 6,830 SH   DFND 1 6,830 0 0
CHENIERE ENERGY INC COM NEW 16411R208 30,050 492,053 SH   DFND 3 456,589 0 35,464
CHENIERE ENERGY INC COM NEW 16411R208 49,363 808,295 SH   DFND 4 473,359 0 334,936
CHERRY HILL MTG INVT CORP COM 164651101 35 2,383 SH   DFND 3 0 0 2,383
CHESAPEAKE ENERGY CORP COM 165167107 749 907,712 SH   DFND 3 433,625 0 474,087
CHESAPEAKE ENERGY CORP COM 165167107 1,269 1,537,288 SH   DFND 4 1,205,748 0 331,540
CHESAPEAKE UTILS CORP COM 165303108 316 3,296 SH   DFND 3 0 0 3,296
CHESAPEAKE UTILS CORP COM 165303108 199 2,074 SH   DFND 4 2,074 0 0
CHEVRON CORP NEW COM 166764100 1,370 11,371 SH   DFND 1 11,371 0 0
CHEVRON CORP NEW COM 166764100 595,303 4,939,868 SH   DFND 3 4,115,521 0 824,347
CHEVRON CORP NEW COM 166764100 841,247 6,981,027 SH   DFND 4 4,639,732 0 2,341,295
CHIASMA INC COM 16706W102 35 7,157 SH   DFND 3 0 0 7,157
CHICOS FAS INC COM 168615102 1,149 301,444 SH   DFND 3 99,914 0 201,530
CHICOS FAS INC COM 168615102 557 146,066 SH   DFND 4 146,066 0 0
CHILDRENS PL INC COM 168905107 2,425 38,782 SH   DFND 3 11,829 0 26,953
CHILDRENS PL INC COM 168905107 347 5,556 SH   DFND 4 5,556 0 0
CHIMERA INVT CORP COM NEW 16934Q208 4,689 228,077 SH   DFND 3 19,152 0 208,925
CHIMERA INVT CORP COM NEW 16934Q208 4,654 226,348 SH   DFND 4 185,367 0 40,981
CHIMERIX INC COM 16934W106 15 7,273 SH   DFND 3 0 0 7,273
CHIMERIX INC COM 16934W106 8 3,715 SH   DFND 4 3,715 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 140 1,199 SH   DFND 2 1,199 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 7,129 61,260 SH   DFND 4 60,199 0 1,061
CHINA YUCHAI INTL LTD COM G21082105 31 2,300 SH   DFND 4 2,300 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 674 805 SH   DFND 1 805 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 59,633 71,237 SH   DFND 3 56,005 0 15,232
CHIPOTLE MEXICAN GRILL INC COM 169656105 85,245 101,837 SH   DFND 4 63,495 0 38,342
CHOICE HOTELS INTL INC COM 169905106 2,387 23,078 SH   DFND 3 9,431 0 13,647
CHOICE HOTELS INTL INC COM 169905106 2,100 20,300 SH   DFND 4 13,092 0 7,208
CHROMADEX CORP COM NEW 171077407 38 8,704 SH   DFND 3 0 0 8,704
CHUBB LIMITED COM H1467J104 1,961 12,596 SH   DFND 1 12,596 0 0
CHUBB LIMITED COM H1467J104 194,960 1,252,473 SH   DFND 3 1,000,642 0 251,831
CHUBB LIMITED COM H1467J104 281,727 1,809,971 SH   DFND 4 1,210,238 0 599,733
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 46 1,240 SH   DFND 4 1,240 0 0
CHURCH & DWIGHT INC COM 171340102 488 6,936 SH   DFND 1 6,936 0 0
CHURCH & DWIGHT INC COM 171340102 50,230 714,098 SH   DFND 3 554,314 0 159,784
CHURCH & DWIGHT INC COM 171340102 74,464 1,058,623 SH   DFND 4 676,261 0 382,362
CHURCHILL DOWNS INC COM 171484108 4,180 30,467 SH   DFND 3 10,525 0 19,942
CHURCHILL DOWNS INC COM 171484108 1,936 14,111 SH   DFND 4 14,111 0 0
CHUYS HLDGS INC COM 171604101 1,051 40,554 SH   DFND 3 12,486 0 28,068
CHUYS HLDGS INC COM 171604101 57 2,195 SH   DFND 4 2,195 0 0
CI WORLDWIDE INC P COM 004498101 3,765 99,391 SH   DFND 3 34,344 0 65,047
CI WORLDWIDE INC P COM 004498101 1,761 46,493 SH   DFND 4 46,493 0 0
CIENA CORP COM NEW 171779309 11,837 277,287 SH   DFND 3 58,335 0 218,952
CIENA CORP COM NEW 171779309 5,260 123,206 SH   DFND 4 87,594 0 35,612
CIGNA CORP NEW COM 125523100 2,198 10,751 SH   DFND 1 10,751 0 0
CIGNA CORP NEW COM 125523100 195,408 955,587 SH   DFND 3 802,705 0 152,882
CIGNA CORP NEW COM 125523100 271,769 1,329,024 SH   DFND 4 862,072 0 466,952
CIM COML TR CORP COM NEW 125525584 3 231 SH   DFND 3 0 0 231
CIMAREX ENERGY CO COM 171798101 12,813 244,095 SH   DFND 3 211,410 0 32,685
CIMAREX ENERGY CO COM 171798101 6,461 123,121 SH   DFND 4 91,971 0 31,150
CIMPRESS PLC SHS EURO G2143T103 520 4,133 SH   DFND 3 0 0 4,133
CIMPRESS PLC SHS EURO G2143T103 1,277 10,152 SH   DFND 4 10,152 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 1,295 123,680 SH   DFND 3 38,178 0 85,502
CINCINNATI BELL INC NEW COM NEW 171871502 51 4,849 SH   DFND 4 4,849 0 0
CINCINNATI FINL CORP COM 172062101 462 4,396 SH   DFND 1 4,396 0 0
CINCINNATI FINL CORP COM 172062101 47,571 452,415 SH   DFND 3 337,404 0 115,011
CINCINNATI FINL CORP COM 172062101 76,552 728,203 SH   DFND 4 512,141 0 216,062
CINEMARK HOLDINGS INC COM 17243V102 6,788 200,522 SH   DFND 3 44,326 0 156,196
CINEMARK HOLDINGS INC COM 17243V102 3,771 111,405 SH   DFND 4 88,240 0 23,165
CINTAS CORP COM 172908105 690 2,566 SH   DFND 1 2,566 0 0
CINTAS CORP COM 172908105 66,357 246,607 SH   DFND 3 184,311 0 62,296
CINTAS CORP COM 172908105 103,201 383,567 SH   DFND 4 248,808 0 134,759
CIRCOR INTL INC COM 17273K109 2,261 48,896 SH   DFND 3 15,080 0 33,816
CIRCOR INTL INC COM 17273K109 60 1,301 SH   DFND 4 1,301 0 0
CIRRUS LOGIC INC COM 172755100 9,573 116,163 SH   DFND 3 23,723 0 92,440
CIRRUS LOGIC INC COM 172755100 3,258 39,536 SH   DFND 4 39,536 0 0
CISCO SYS INC COM 17275R102 36,994 771,349 SH   DFND 1 771,349 0 0
CISCO SYS INC COM 17275R102 541,762 11,296,132 SH   DFND 3 9,360,001 0 1,936,131
CISCO SYS INC COM 17275R102 806,921 16,825,497 SH   DFND 4 11,499,562 0 5,325,935
CISION LTD SHS G1992S109 188 18,890 SH   DFND 3 0 0 18,890
CISION LTD SHS G1992S109 263 26,417 SH   DFND 4 26,417 0 0
CIT GROUP INC COM NEW 125581801 11,782 258,212 SH   DFND 3 192,587 0 65,625
CIT GROUP INC COM NEW 125581801 8,381 183,680 SH   DFND 4 146,908 0 36,772
CITI TRENDS INC COM 17306X102 44 1,924 SH   DFND 3 0 0 1,924
CITIGROUP INC COM NEW 172967424 5,101 63,852 SH   DFND 1 63,852 0 0
CITIGROUP INC COM NEW 172967424 459,361 5,749,917 SH   DFND 3 4,821,691 0 928,226
CITIGROUP INC COM NEW 172967424 638,090 7,987,261 SH   DFND 4 5,231,089 0 2,756,172
CITIZENS & NORTHN CORP COM 172922106 56 1,974 SH   DFND 3 0 0 1,974
CITIZENS FINL GROUP INC COM 174610105 512 12,596 SH   DFND 1 12,596 0 0
CITIZENS FINL GROUP INC COM 174610105 50,564 1,245,119 SH   DFND 3 965,810 0 279,309
CITIZENS FINL GROUP INC COM 174610105 71,367 1,757,607 SH   DFND 4 1,108,764 0 648,843
CITIZENS INC CL A 174740100 54 8,010 SH   DFND 3 0 0 8,010
CITIZENS INC CL A 174740100 42 6,176 SH   DFND 4 6,176 0 0
CITRIX SYS INC COM 177376100 398 3,591 SH   DFND 1 3,591 0 0
CITRIX SYS INC COM 177376100 42,317 381,574 SH   DFND 3 274,696 0 106,878
CITRIX SYS INC COM 177376100 76,710 691,894 SH   DFND 4 473,097 0 218,797
CITY HLDG CO COM 177835105 3,286 40,098 SH   DFND 3 12,277 0 27,821
CITY HLDG CO COM 177835105 610 7,445 SH   DFND 4 7,445 0 0
CITY OFFICE REIT INC COM 178587101 118 8,749 SH   DFND 3 0 0 8,749
CITY OFFICE REIT INC COM 178587101 33 2,427 SH   DFND 4 2,427 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 59 2,450 SH   DFND 3 0 0 2,450
CLARIVATE ANALYTICS PLC COM G21810109 150 8,932 SH   DFND 4 8,932 0 0
CLARUS CORP NEW COM 18270P109 63 4,630 SH   DFND 3 0 0 4,630
CLEAN ENERGY FUELS CORP COM 184499101 53 22,636 SH   DFND 3 0 0 22,636
CLEAN ENERGY FUELS CORP COM 184499101 33 14,057 SH   DFND 4 14,057 0 0
CLEAN HARBORS INC COM 184496107 7,928 92,450 SH   DFND 3 20,350 0 72,100
CLEAN HARBORS INC COM 184496107 3,957 46,147 SH   DFND 4 34,710 0 11,437
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 27 9,375 SH   DFND 3 0 0 9,375
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 80 27,863 SH   DFND 4 27,863 0 0
CLEARFIELD INC COM 18482P103 31 2,201 SH   DFND 3 0 0 2,201
CLEARWATER PAPER CORP COM 18538R103 854 39,973 SH   DFND 3 12,406 0 27,567
CLEARWATER PAPER CORP COM 18538R103 42 1,981 SH   DFND 4 1,981 0 0
CLEARWAY ENERGY INC CL C 18539C204 257 12,860 SH   DFND 3 0 0 12,860
CLEARWAY ENERGY INC CL C 18539C204 611 30,616 SH   DFND 4 30,616 0 0
CLEARWAY ENERGY INC CL A 18539C105 102 5,343 SH   DFND 3 0 0 5,343
CLEARWAY ENERGY INC CL A 18539C105 389 20,356 SH   DFND 4 20,356 0 0
CLEVELAND CLIFFS INC COM 185899101 5,637 671,126 SH   DFND 3 210,665 0 460,461
CLEVELAND CLIFFS INC COM 185899101 1,802 214,563 SH   DFND 4 214,563 0 0
CLIPPER RLTY INC COM 18885T306 31 2,970 SH   DFND 3 0 0 2,970
CLOROX CO DEL COM 189054109 568 3,699 SH   DFND 1 3,699 0 0
CLOROX CO DEL COM 189054109 60,895 396,604 SH   DFND 3 287,711 0 108,893
CLOROX CO DEL COM 189054109 98,096 639,066 SH   DFND 4 429,419 0 209,647
CLOUDERA INC COM 18914U100 33 2,839 SH   DFND 1 2,839 0 0
CLOUDERA INC COM 18914U100 475 40,816 SH   DFND 3 0 0 40,816
CLOUDERA INC COM 18914U100 1,187 102,021 SH   DFND 4 102,021 0 0
CLOUDFLARE INC CL A COM 18915M107 1,227 72,000 SH   DFND 4 7,000 0 65,000
CLOVIS ONCOLOGY INC COM 189464100 107 10,244 SH   DFND 3 0 0 10,244
CLOVIS ONCOLOGY INC COM 189464100 139 13,305 SH   DFND 4 13,305 0 0
CME GROUP INC COM 12572Q105 2,056 10,245 SH   DFND 1 10,245 0 0
CME GROUP INC COM 12572Q105 190,169 947,432 SH   DFND 3 764,837 0 182,595
CME GROUP INC COM 12572Q105 235,516 1,173,401 SH   DFND 4 737,194 0 436,207
CMS ENERGY CORP COM 125896100 484 7,704 SH   DFND 1 7,704 0 0
CMS ENERGY CORP COM 125896100 73,579 1,170,900 SH   DFND 3 647,534 0 523,366
CMS ENERGY CORP COM 125896100 145,720 2,319,072 SH   DFND 4 1,913,304 0 405,768
CNA FINL CORP COM 126117100 271 6,044 SH   DFND 1 6,044 0 0
CNA FINL CORP COM 126117100 2,561 57,152 SH   DFND 3 56,084 0 1,068
CNA FINL CORP COM 126117100 3,492 77,939 SH   DFND 4 70,125 0 7,814
CNB FINL CORP PA COM 126128107 79 2,422 SH   DFND 3 0 0 2,422
CNB FINL CORP PA COM 126128107 17 535 SH   DFND 4 535 0 0
CNH INDL N V SHS N20944109 4 382 SH   DFND 4 382 0 0
CNO FINL GROUP INC COM 12621E103 5,295 292,081 SH   DFND 3 62,150 0 229,931
CNO FINL GROUP INC COM 12621E103 2,824 155,774 SH   DFND 4 155,774 0 0
CNX RESOURCES CORPORATION COM 12653C108 1,421 160,521 SH   DFND 3 63,134 0 97,387
CNX RESOURCES CORPORATION COM 12653C108 1,741 196,678 SH   DFND 4 196,678 0 0
COASTAL FINL CORP WA COM NEW 19046P209 27 1,622 SH   DFND 3 0 0 1,622
COCA COLA CO COM 191216100 6,693 120,930 SH   DFND 1 120,930 0 0
COCA COLA CO COM 191216100 574,403 10,377,650 SH   DFND 3 8,485,483 0 1,892,167
COCA COLA CO COM 191216100 786,375 14,207,458 SH   DFND 4 9,235,655 0 4,971,803
COCA COLA CONSOLIDATED INC COM 191098102 3,290 11,582 SH   DFND 3 3,515 0 8,067
COCA COLA CONSOLIDATED INC COM 191098102 545 1,919 SH   DFND 4 1,919 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 5 108 SH   DFND 1 108 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 25,180 494,893 SH   DFND 3 438,182 0 56,711
COCA COLA EUROPEAN PARTNERS SHS G25839104 70,418 1,384,005 SH   DFND 4 1,108,584 0 275,421
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 42 700 SH   DFND 4 700 0 0
CODA OCTOPUS GROUP INC COM NEW 19188U206 8 977 SH   DFND 3 0 0 977
CODEXIS INC COM 192005106 26 1,653 SH   DFND 1 1,653 0 0
CODEXIS INC COM 192005106 174 10,912 SH   DFND 3 0 0 10,912
CODEXIS INC COM 192005106 23 1,444 SH   DFND 4 1,444 0 0
CODORUS VY BANCORP INC COM 192025104 33 1,420 SH   DFND 3 0 0 1,420
COEUR MNG INC COM NEW 192108504 321 39,787 SH   DFND 3 0 0 39,787
COEUR MNG INC COM NEW 192108504 876 108,453 SH   DFND 4 108,453 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 6,856 104,183 SH   DFND 3 31,559 0 72,624
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 1,396 21,207 SH   DFND 4 21,207 0 0
COGNEX CORP COM 192422103 15,450 279,898 SH   DFND 1 279,898 0 0
COGNEX CORP COM 192422103 9,413 167,969 SH   DFND 3 54,157 0 113,812
COGNEX CORP COM 192422103 29,543 527,180 SH   DFND 4 329,996 0 197,184
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 975 15,720 SH   DFND 1 15,720 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 103,840 1,674,305 SH   DFND 3 1,237,217 0 437,088
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 159,162 2,567,034 SH   DFND 4 1,727,290 0 839,744
COHEN & STEERS INC COM 19247A100 296 4,716 SH   DFND 3 0 0 4,716
COHEN & STEERS INC COM 19247A100 863 13,750 SH   DFND 4 13,750 0 0
COHERENT INC COM 192479103 3,096 18,611 SH   DFND 3 8,903 0 9,708
COHERENT INC COM 192479103 2,713 16,311 SH   DFND 4 10,954 0 5,357
COHERUS BIOSCIENCES INC COM 19249H103 204 11,352 SH   DFND 3 0 0 11,352
COHERUS BIOSCIENCES INC COM 19249H103 67 3,712 SH   DFND 4 3,712 0 0
COHU INC COM 192576106 2,315 101,329 SH   DFND 3 31,223 0 70,106
COHU INC COM 192576106 129 5,656 SH   DFND 4 5,656 0 0
COLFAX CORP COM 194014106 2,225 61,147 SH   DFND 3 27,239 0 33,908
COLFAX CORP COM 194014106 3,470 95,391 SH   DFND 4 74,230 0 21,161
COLGATE PALMOLIVE CO COM 194162103 1,699 24,678 SH   DFND 1 24,678 0 0
COLGATE PALMOLIVE CO COM 194162103 160,087 2,325,499 SH   DFND 3 1,882,707 0 442,792
COLGATE PALMOLIVE CO COM 194162103 248,997 3,617,134 SH   DFND 4 2,450,802 0 1,166,332
COLLECTORS UNIVERSE INC COM NEW 19421R200 43 1,868 SH   DFND 3 0 0 1,868
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CYRUSONE INC COM 23283R100 5,464 83,514 SH   DFND 3 38,060 0 45,454
CYRUSONE INC COM 23283R100 34,732 530,830 SH   DFND 4 506,779 0 24,051
CYTOKINETICS INC COM NEW 23282W605 1,558 146,832 SH   DFND 3 44,914 0 101,918
CYTOKINETICS INC COM NEW 23282W605 17 1,645 SH   DFND 4 1,645 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 80 9,593 SH   DFND 3 0 0 9,593
CYTOMX THERAPEUTICS INC COM 23284F105 10 1,229 SH   DFND 4 1,229 0 0
CYTOSORBENTS CORP COM NEW 23283X206 24 6,219 SH   DFND 3 0 0 6,219
D R HORTON INC COM 23331A109 518 9,818 SH   DFND 1 9,818 0 0
D R HORTON INC COM 23331A109 56,313 1,067,538 SH   DFND 3 755,353 0 312,185
D R HORTON INC COM 23331A109 82,135 1,557,227 SH   DFND 4 1,055,299 0 501,928
DAILY JOURNAL CORP COM 233912104 58 200 SH   DFND 3 0 0 200
DAKTRONICS INC COM 234264109 556 91,261 SH   DFND 3 28,836 0 62,425
DAKTRONICS INC COM 234264109 32 5,192 SH   DFND 4 5,192 0 0
DANA INCORPORATED COM 235825205 4,434 243,634 SH   DFND 3 58,261 0 185,373
DANA INCORPORATED COM 235825205 2,452 134,701 SH   DFND 4 134,701 0 0
DANAHER CORPORATION COM 235851102 2,956 19,259 SH   DFND 1 19,259 0 0
DANAHER CORPORATION COM 235851102 252,978 1,648,280 SH   DFND 3 1,337,709 0 310,571
DANAHER CORPORATION COM 235851102 354,547 2,310,207 SH   DFND 4 1,511,967 0 798,240
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 70 1,374 SH   DFND 4 1,374 0 0
DARDEN RESTAURANTS INC COM 237194105 381 3,497 SH   DFND 1 3,497 0 0
DARDEN RESTAURANTS INC COM 237194105 41,534 381,014 SH   DFND 3 277,492 0 103,522
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DARLING INGREDIENTS INC COM 237266101 11,401 406,017 SH   DFND 3 127,595 0 278,422
DARLING INGREDIENTS INC COM 237266101 3,424 121,946 SH   DFND 4 121,946 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 17 1,898 SH   DFND 3 0 0 1,898
DASEKE INC COM 23753F107 26 8,249 SH   DFND 3 0 0 8,249
DAVE & BUSTERS ENTMT INC COM 238337109 3,092 76,962 SH   DFND 3 23,348 0 53,614
DAVE & BUSTERS ENTMT INC COM 238337109 584 14,546 SH   DFND 4 14,546 0 0
DAVITA INC COM 23918K108 46 619 SH   DFND 1 619 0 0
DAVITA INC COM 23918K108 19,745 263,159 SH   DFND 3 226,164 0 36,995
DAVITA INC COM 23918K108 38,432 512,240 SH   DFND 4 355,623 0 156,617
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DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,130 34,215 SH   DFND 4 4,073 0 30,142
DECKERS OUTDOOR CORP COM 243537107 9,616 56,948 SH   DFND 3 11,349 0 45,599
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DEERE & CO COM 244199105 10,318 60,321 SH   DFND 1 60,321 0 0
DEERE & CO COM 244199105 140,830 812,824 SH   DFND 3 687,227 0 125,597
DEERE & CO COM 244199105 180,746 1,043,208 SH   DFND 4 654,239 0 388,969
DEL TACO RESTAURANTS INC COM 245496104 38 4,751 SH   DFND 3 0 0 4,751
DEL TACO RESTAURANTS INC COM 245496104 9 1,145 SH   DFND 4 1,145 0 0
DELEK US HLDGS INC NEW COM 24665A103 482 14,389 SH   DFND 3 2,003 0 12,386
DELEK US HLDGS INC NEW COM 24665A103 1,808 53,924 SH   DFND 4 53,924 0 0
DELL TECHNOLOGIES INC CL C 24703L202 357 6,955 SH   DFND 1 6,955 0 0
DELL TECHNOLOGIES INC CL C 24703L202 17,050 331,774 SH   DFND 3 309,333 0 22,441
DELL TECHNOLOGIES INC CL C 24703L202 33,033 642,799 SH   DFND 4 421,898 0 220,901
DELPHI TECHNOLOGIES PLC SHS G2709G107 785 61,214 SH   DFND 3 30,760 0 30,454
DELPHI TECHNOLOGIES PLC SHS G2709G107 900 70,184 SH   DFND 4 70,184 0 0
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DELTA AIR LINES INC DEL COM NEW 247361702 40,777 697,289 SH   DFND 3 441,133 0 256,156
DELTA AIR LINES INC DEL COM NEW 247361702 45,372 775,850 SH   DFND 4 477,194 0 298,656
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DELUXE CORP COM 248019101 1,791 35,875 SH   DFND 3 13,556 0 22,319
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DENBURY RES INC COM NEW 247916208 1,701 1,206,386 SH   DFND 3 372,790 0 833,596
DENBURY RES INC COM NEW 247916208 211 149,622 SH   DFND 4 149,622 0 0
DENNYS CORP COM 24869P104 235 11,817 SH   DFND 3 0 0 11,817
DENNYS CORP COM 24869P104 127 6,372 SH   DFND 4 6,372 0 0
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DESIGNER BRANDS INC CL A 250565108 1,269 80,625 SH   DFND 4 80,625 0 0
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DEVON ENERGY CORP NEW COM 25179M103 26,199 1,008,801 SH   DFND 3 847,950 0 160,851
DEVON ENERGY CORP NEW COM 25179M103 42,036 1,619,837 SH   DFND 4 986,108 0 633,729
DEXCOM INC COM 252131107 495 2,263 SH   DFND 1 2,263 0 0
DEXCOM INC COM 252131107 42,657 195,011 SH   DFND 3 178,750 0 16,261
DEXCOM INC COM 252131107 65,620 299,992 SH   DFND 4 185,458 0 114,534
DHI GROUP INC COM 23331S100 25 8,449 SH   DFND 3 0 0 8,449
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DHT HOLDINGS INC SHS NEW Y2065G121 58 7,057 SH   DFND 4 7,057 0 0
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DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 68 481 SH   DFND 4 481 0 0
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DIAMOND OFFSHORE DRILLING IN COM 25271C102 667 92,765 SH   DFND 4 92,765 0 0
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DIAMONDBACK ENERGY INC COM 25278X109 46,616 502,000 SH   DFND 4 308,609 0 193,391
DIAMONDROCK HOSPITALITY CO COM 252784301 5,585 504,019 SH   DFND 3 163,426 0 340,593
DIAMONDROCK HOSPITALITY CO COM 252784301 10,611 957,634 SH   DFND 4 957,634 0 0
DIANA SHIPPING INC COM Y2066G104 6 1,913 SH   DFND 4 1,913 0 0
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DICKS SPORTING GOODS INC COM 253393102 4,170 84,266 SH   DFND 3 27,125 0 57,141
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DIGI INTL INC COM 253798102 65 3,691 SH   DFND 4 3,691 0 0
DIGIMARC CORP NEW COM 25381B101 82 2,447 SH   DFND 3 0 0 2,447
DIGIMARC CORP NEW COM 25381B101 193 5,738 SH   DFND 4 5,738 0 0
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DIGITAL RLTY TR INC COM 253868103 183,603 1,533,348 SH   DFND 4 1,270,508 0 262,840
DIGITAL TURBINE INC COM NEW 25400W102 115 16,158 SH   DFND 3 0 0 16,158
DIGITAL TURBINE INC COM NEW 25400W102 20 2,770 SH   DFND 4 2,770 0 0
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DIME CMNTY BANCSHARES COM 253922108 287 13,719 SH   DFND 4 13,719 0 0
DINE BRANDS GLOBAL INC COM 254423106 3,507 41,992 SH   DFND 3 12,884 0 29,108
DINE BRANDS GLOBAL INC COM 254423106 491 5,877 SH   DFND 4 5,877 0 0
DIODES INC COM 254543101 5,750 102,000 SH   DFND 3 31,306 0 70,694
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DIPLOMAT PHARMACY INC COM 25456K101 19 4,801 SH   DFND 4 4,801 0 0
DIRTT ENVIRONMENTAL SOLUT LT COM 25490H106 16 4,929 SH   DFND 4 4,929 0 0
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DISH NETWORK CORP CL A 25470M109 28,459 802,334 SH   DFND 4 488,874 0 313,460
DISNEY WALT CO COM DISNEY 254687106 7,554 52,230 SH   DFND 1 52,230 0 0
DISNEY WALT CO COM DISNEY 254687106 672,970 4,653,043 SH   DFND 3 3,844,272 0 808,771
DISNEY WALT CO COM DISNEY 254687106 893,353 6,176,989 SH   DFND 4 3,995,867 0 2,181,122
DMC GLOBAL INC COM 23291C103 1,642 36,544 SH   DFND 3 11,023 0 25,521
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DOCUSIGN INC COM 256163106 6,513 87,880 SH   DFND 3 4,033 0 83,847
DOCUSIGN INC COM 256163106 27,294 368,296 SH   DFND 4 203,930 0 164,366
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DOLLAR GEN CORP NEW COM 256677105 1,136 7,282 SH   DFND 1 7,282 0 0
DOLLAR GEN CORP NEW COM 256677105 128,289 822,470 SH   DFND 3 574,806 0 247,664
DOLLAR GEN CORP NEW COM 256677105 174,737 1,120,053 SH   DFND 4 771,427 0 348,626
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DOLLAR TREE INC COM 256746108 85,660 910,937 SH   DFND 4 581,179 0 329,758
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DOMO INC COM CL B 257554105 221 10,158 SH   DFND 4 10,158 0 0
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DR REDDYS LABS LTD ADR 256135203 1,581 38,967 SH   DFND 4 38,967 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 1,428 46,125 SH   DFND 3 17,594 0 28,531
EDGEWELL PERS CARE CO COM 28035Q102 1,172 37,842 SH   DFND 4 37,842 0 0
EDISON INTL COM 281020107 76,834 1,018,889 SH   DFND 3 777,036 0 241,853
EDISON INTL COM 281020107 163,068 2,162,795 SH   DFND 4 1,600,688 0 562,107
EDISON INTL COM 281020107 787 10,431 SH   DFND 1 10,431 0 0
EDITAS MEDICINE INC COM 28106W103 19 629 SH   DFND 1 629 0 0
EDITAS MEDICINE INC COM 28106W103 317 10,695 SH   DFND 3 0 0 10,695
EDITAS MEDICINE INC COM 28106W103 692 23,358 SH   DFND 4 23,358 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,439 6,170 SH   DFND 1 6,170 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 127,300 545,671 SH   DFND 3 454,702 0 90,969
EDWARDS LIFESCIENCES CORP COM 28176E108 180,153 772,290 SH   DFND 4 501,312 0 270,978
EGAIN CORP COM NEW 28225C806 35 4,432 SH   DFND 3 0 0 4,432
EHEALTH INC COM 28238P109 4,926 51,265 SH   DFND 3 15,385 0 35,880
EHEALTH INC COM 28238P109 875 9,103 SH   DFND 4 9,103 0 0
EIDOS THERAPEUTICS INC COM 28249H104 134 2,327 SH   DFND 3 0 0 2,327
EIDOS THERAPEUTICS INC COM 28249H104 16 273 SH   DFND 4 273 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 72 4,822 SH   DFND 3 0 0 4,822
EL PASO ELEC CO COM NEW 283677854 9,637 141,949 SH   DFND 3 31,448 0 110,501
EL PASO ELEC CO COM NEW 283677854 11,658 171,713 SH   DFND 4 171,713 0 0
EL POLLO LOCO HLDGS INC COM 268603107 724 47,831 SH   DFND 3 14,597 0 33,234
EL POLLO LOCO HLDGS INC COM 268603107 13 827 SH   DFND 4 827 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 76 2,575 SH   DFND 1 2,575 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 24,230 822,750 SH   DFND 3 774,523 0 48,227
ELANCO ANIMAL HEALTH INC COM 28414H103 41,371 1,405,050 SH   DFND 4 871,185 0 533,865
ELASTIC N V ORD SHS N14506104 303 4,716 SH   DFND 3 0 0 4,716
ELASTIC N V ORD SHS N14506104 1,878 29,212 SH   DFND 4 20,617 0 8,595
ELDORADO GOLD CORP NEW COM 284902509 59 7,395 SH   DFND 3 7,395 0 0
ELDORADO GOLD CORP NEW COM 284902509 1,731 215,356 SH   DFND 4 215,356 0 0
ELDORADO RESORTS INC COM 28470R102 3,362 56,379 SH   DFND 3 19,395 0 36,984
ELDORADO RESORTS INC COM 28470R102 1,927 32,314 SH   DFND 4 32,314 0 0
ELECTROCORE INC COM 28531P103 3 2,094 SH   DFND 3 0 0 2,094
ELECTRONIC ARTS INC COM 285512109 953 8,860 SH   DFND 1 8,860 0 0
ELECTRONIC ARTS INC COM 285512109 92,383 859,293 SH   DFND 3 644,570 0 214,723
ELECTRONIC ARTS INC COM 285512109 132,809 1,235,488 SH   DFND 4 781,683 0 453,805
ELEMENT SOLUTIONS INC COM 28618M106 411 35,211 SH   DFND 3 20,398 0 14,813
ELEMENT SOLUTIONS INC COM 28618M106 2,262 193,697 SH   DFND 4 151,110 0 42,587
ELEVATE CREDIT INC COM 28621V101 17 3,907 SH   DFND 3 0 0 3,907
ELLINGTON FINANCIAL INC COM 28852N109 93 5,087 SH   DFND 3 0 0 5,087
ELLINGTON FINANCIAL INC COM 28852N109 29 1,605 SH   DFND 4 1,605 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 40 5,417 SH   DFND 3 0 0 5,417
EMBRAER S A SPONSORED ADS 29082A107 127 6,490 SH   DFND 4 6,490 0 0
EMCOR GROUP INC COM 29084Q100 9,802 113,582 SH   DFND 3 23,139 0 90,443
EMCOR GROUP INC COM 29084Q100 7,442 86,236 SH   DFND 4 69,636 0 16,600
EMERALD EXPOSITIONS EVENTS I COM 29103B100 43 4,087 SH   DFND 3 0 0 4,087
EMERALD EXPOSITIONS EVENTS I COM 29103B100 16 1,508 SH   DFND 4 1,508 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 254 4,706 SH   DFND 1 4,706 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,932 109,946 SH   DFND 3 33,217 0 76,729
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,177 21,823 SH   DFND 4 21,823 0 0
EMERSON ELEC CO COM 291011104 1,349 17,689 SH   DFND 1 17,689 0 0
EMERSON ELEC CO COM 291011104 128,347 1,683,022 SH   DFND 3 1,363,906 0 319,116
EMERSON ELEC CO COM 291011104 195,550 2,564,086 SH   DFND 4 1,689,890 0 874,196
EMPIRE ST RLTY TR INC CL A 292104106 23,308 1,669,610 SH   DFND 4 673,745 0 995,865
EMPIRE ST RLTY TR INC CL A 292104106 159 11,410 SH   DFND 3 5,080 0 6,330
EMPLOYERS HOLDINGS INC COM 292218104 3,265 78,193 SH   DFND 3 24,094 0 54,099
EMPLOYERS HOLDINGS INC COM 292218104 727 17,409 SH   DFND 4 17,409 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,478 40,118 SH   DFND 3 12,126 0 27,992
ENANTA PHARMACEUTICALS INC COM 29251M106 409 6,627 SH   DFND 4 6,627 0 0
ENBRIDGE INC COM 29250N105 222,982 5,600,768 SH   DFND 3 4,077,739 0 1,523,029
ENBRIDGE INC COM 29250N105 423,366 10,634,542 SH   DFND 4 9,483,342 0 1,151,200
ENCANA CORP COM 292505104 14,935 3,186,185 SH   DFND 3 2,988,270 0 197,915
ENCANA CORP COM 292505104 15,464 3,298,516 SH   DFND 4 2,951,306 0 347,210
ENCOMPASS HEALTH CORP COM 29261A100 11,556 166,827 SH   DFND 3 35,636 0 131,191
ENCOMPASS HEALTH CORP COM 29261A100 5,760 83,150 SH   DFND 4 61,397 0 21,753
ENCORE CAP GROUP INC COM 292554102 2,420 68,433 SH   DFND 3 20,902 0 47,531
ENCORE CAP GROUP INC COM 292554102 327 9,245 SH   DFND 4 9,245 0 0
ENCORE WIRE CORP COM 292562105 2,955 51,477 SH   DFND 3 15,879 0 35,598
ENCORE WIRE CORP COM 292562105 541 9,421 SH   DFND 4 9,421 0 0
ENDAVA PLC ADS 29260V105 82 1,763 SH   DFND 4 1,763 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 21 8,545 SH   DFND 4 8,545 0 0
ENDO INTL PLC SHS G30401106 2,348 500,717 SH   DFND 3 152,738 0 347,979
ENDO INTL PLC SHS G30401106 402 85,662 SH   DFND 4 85,662 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 67 14,224 SH   DFND 3 0 0 14,224
ENDURANCE INTL GROUP HLDGS I COM 29272B105 102 21,689 SH   DFND 4 21,689 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 785 71,486 SH   DFND 4 50,811 0 20,675
ENEL CHILE S A SPONSORED ADR 29278D105 829 174,695 SH   DFND 4 148,926 0 25,769
ENERGIZER HLDGS INC NEW COM 29272W109 2,247 44,747 SH   DFND 3 19,101 0 25,646
ENERGIZER HLDGS INC NEW COM 29272W109 2,066 41,130 SH   DFND 4 27,697 0 13,433
ENERGOUS CORP COM 29272C103 12 6,624 SH   DFND 3 0 0 6,624
ENERGY FUELS INC COM NEW 292671708 32 16,689 SH   DFND 3 0 0 16,689
ENERGY RECOVERY INC COM 29270J100 50 5,127 SH   DFND 1 5,127 0 0
ENERGY RECOVERY INC COM 29270J100 74 7,510 SH   DFND 3 0 0 7,510
ENERGY RECOVERY INC COM 29270J100 14 1,406 SH   DFND 4 1,406 0 0
ENERPLUS CORP COM 292766102 58 8,079 SH   DFND 3 8,079 0 0
ENERPLUS CORP COM 292766102 1,299 182,056 SH   DFND 4 182,056 0 0
ENERSYS COM 29275Y102 1,782 23,610 SH   DFND 1 23,610 0 0
ENERSYS COM 29275Y102 6,397 85,491 SH   DFND 3 17,425 0 68,066
ENERSYS COM 29275Y102 1,997 26,688 SH   DFND 4 26,688 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 84 13,742 SH   DFND 4 13,742 0 0
ENNIS INC COM 293389102 94 4,360 SH   DFND 3 0 0 4,360
ENNIS INC COM 293389102 71 3,266 SH   DFND 4 3,266 0 0
ENOCHIAN BIOSCIENCES INC COM 29350E104 11 2,286 SH   DFND 3 0 0 2,286
ENOVA INTL INC COM 29357K103 2,009 83,501 SH   DFND 3 25,683 0 57,818
ENOVA INTL INC COM 29357K103 19 804 SH   DFND 4 804 0 0
ENPHASE ENERGY INC COM 29355A107 496 18,994 SH   DFND 3 0 0 18,994
ENPHASE ENERGY INC COM 29355A107 974 37,285 SH   DFND 4 37,285 0 0
ENPRO INDS INC COM 29355X107 3,415 51,065 SH   DFND 3 15,723 0 35,342
ENPRO INDS INC COM 29355X107 617 9,227 SH   DFND 4 9,227 0 0
ENSIGN GROUP INC COM 29358P101 5,688 125,359 SH   DFND 3 37,948 0 87,411
ENSIGN GROUP INC COM 29358P101 1,196 26,354 SH   DFND 4 26,354 0 0
ENSTAR GROUP LIMITED SHS G3075P101 456 2,202 SH   DFND 3 167 0 2,035
ENSTAR GROUP LIMITED SHS G3075P101 1,506 7,279 SH   DFND 4 7,279 0 0
ENTEGRA FINL CORP COM 29363J108 37 1,241 SH   DFND 3 0 0 1,241
ENTEGRIS INC COM 29362U104 6,230 124,372 SH   DFND 3 10,971 0 113,401
ENTEGRIS INC COM 29362U104 4,729 94,419 SH   DFND 4 63,476 0 30,943
ENTERCOM COMMUNICATIONS CORP CL A 293639100 95 20,370 SH   DFND 3 0 0 20,370
ENTERCOM COMMUNICATIONS CORP CL A 293639100 114 24,569 SH   DFND 4 24,569 0 0
ENTERGY CORP NEW COM 29364G103 665 5,554 SH   DFND 1 5,554 0 0
ENTERGY CORP NEW COM 29364G103 107,690 898,916 SH   DFND 3 448,706 0 450,210
ENTERGY CORP NEW COM 29364G103 203,653 1,700,160 SH   DFND 4 1,400,016 0 300,144
ENTERPRISE BANCORP INC MASS COM 293668109 50 1,489 SH   DFND 3 0 0 1,489
ENTERPRISE FINL SVCS CORP COM 293712105 198 4,112 SH   DFND 3 0 0 4,112
ENTERPRISE FINL SVCS CORP COM 293712105 144 2,990 SH   DFND 4 2,990 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 30 11,271 SH   DFND 3 0 0 11,271
ENTRAVISION COMMUNICATIONS C CL A 29382R107 18 6,948 SH   DFND 4 6,948 0 0
ENVESTNET INC COM 29404K106 694 9,960 SH   DFND 3 0 0 9,960
ENVESTNET INC COM 29404K106 1,324 19,017 SH   DFND 4 19,017 0 0
ENVISTA HLDGS CORP COM 29415F104 355 11,967 SH   DFND 3 6 0 11,961
ENVISTA HLDGS CORP COM 29415F104 5,013 169,221 SH   DFND 4 50,659 0 118,562
ENZO BIOCHEM INC COM 294100102 20 7,608 SH   DFND 3 0 0 7,608
EOG RES INC COM 26875P101 285 3,405 SH   DFND 1 3,405 0 0
EOG RES INC COM 26875P101 123,055 1,469,135 SH   DFND 3 1,235,234 0 233,901
EOG RES INC COM 26875P101 173,937 2,076,611 SH   DFND 4 1,296,517 0 780,094
EPAM SYS INC COM 29414B104 259 1,223 SH   DFND 1 1,223 0 0
EPAM SYS INC COM 29414B104 7,117 33,546 SH   DFND 3 1,927 0 31,619
EPAM SYS INC COM 29414B104 32,901 155,075 SH   DFND 4 97,930 0 57,145
EPIZYME INC COM 29428V104 375 15,244 SH   DFND 3 0 0 15,244
EPIZYME INC COM 29428V104 125 5,076 SH   DFND 4 5,076 0 0
EPLUS INC COM 294268107 2,831 33,589 SH   DFND 3 10,250 0 23,339
EPLUS INC COM 294268107 136 1,614 SH   DFND 4 1,614 0 0
EPR PPTYS COM SH BEN INT 26884U109 8,515 120,540 SH   DFND 3 30,789 0 89,751
EPR PPTYS COM SH BEN INT 26884U109 26,826 379,754 SH   DFND 4 361,967 0 17,787
EQT CORP COM 26884L109 2,026 185,903 SH   DFND 3 83,973 0 101,930
EQT CORP COM 26884L109 2,952 270,792 SH   DFND 4 212,061 0 58,731
EQUIFAX INC COM 294429105 99 710 SH   DFND 1 710 0 0
EQUIFAX INC COM 294429105 43,458 310,149 SH   DFND 3 255,775 0 54,374
EQUIFAX INC COM 294429105 57,664 411,535 SH   DFND 4 250,300 0 161,235
EQUINIX INC COM 29444U700 1,441 2,468 SH   DFND 1 2,468 0 0
EQUINIX INC COM 29444U700 126,194 216,196 SH   DFND 3 179,362 0 36,834
EQUINIX INC COM 29444U700 160,201 274,457 SH   DFND 4 167,855 0 106,602
EQUITRANS MIDSTREAM CORPORAT COM 294600101 7,404 554,167 SH   DFND 3 471,568 0 82,599
EQUITRANS MIDSTREAM CORPORAT COM 294600101 3,885 290,764 SH   DFND 4 211,884 0 78,880
EQUITY BANCSHARES INC COM CL A 29460X109 78 2,533 SH   DFND 3 0 0 2,533
EQUITY BANCSHARES INC COM CL A 29460X109 15 500 SH   DFND 4 500 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 5,185 157,921 SH   DFND 3 17,551 0 140,370
EQUITY COMWLTH COM SH BEN INT 294628102 17,357 528,697 SH   DFND 4 502,011 0 26,686
EQUITY LIFESTYLE PPTYS INC COM 29472R108 277 3,940 SH   DFND 1 3,940 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,852 40,520 SH   DFND 3 9,338 0 31,182
EQUITY LIFESTYLE PPTYS INC COM 29472R108 80,495 1,143,553 SH   DFND 4 967,427 0 176,126
EQUITY RESIDENTIAL SH BEN INT 29476L107 846 10,451 SH   DFND 1 10,451 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 88,282 1,090,984 SH   DFND 3 826,079 0 264,905
EQUITY RESIDENTIAL SH BEN INT 29476L107 265,908 3,286,220 SH   DFND 4 2,569,033 0 717,187
ERA GROUP INC COM 26885G109 494 48,606 SH   DFND 3 15,115 0 33,491
ERA GROUP INC COM 26885G109 20 1,954 SH   DFND 4 1,954 0 0
ERIE INDTY CO CL A 29530P102 5,118 30,833 SH   DFND 3 2,206 0 28,627
ERIE INDTY CO CL A 29530P102 12,654 76,231 SH   DFND 4 45,034 0 31,197
EROS INTL PLC SHS NEW G3788M114 42 12,510 SH   DFND 3 0 0 12,510
EROS INTL PLC SHS NEW G3788M114 8 2,280 SH   DFND 4 2,280 0 0
ESCALADE INC COM 296056104 16 1,624 SH   DFND 3 0 0 1,624
ESCO TECHNOLOGIES INC COM 296315104 5,990 64,752 SH   DFND 3 19,671 0 45,081
ESCO TECHNOLOGIES INC COM 296315104 1,197 12,943 SH   DFND 4 12,943 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 314 5,268 SH   DFND 3 0 0 5,268
ESPERION THERAPEUTICS INC NE COM 29664W105 750 12,582 SH   DFND 4 12,582 0 0
ESQUIRE FINL HLDGS INC COM 29667J101 34 1,322 SH   DFND 3 0 0 1,322
ESSA BANCORP INC COM 29667D104 25 1,450 SH   DFND 3 0 0 1,450
ESSENT GROUP LTD COM G3198U102 5,055 97,228 SH   DFND 3 6,546 0 90,682
ESSENT GROUP LTD COM G3198U102 2,605 50,112 SH   DFND 4 50,112 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 5,022 202,409 SH   DFND 3 64,126 0 138,283
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 10,576 426,291 SH   DFND 4 344,451 0 81,840
ESSEX PPTY TR INC COM 297178105 554 1,843 SH   DFND 1 1,843 0 0
ESSEX PPTY TR INC COM 297178105 64,306 213,739 SH   DFND 3 151,183 0 62,556
ESSEX PPTY TR INC COM 297178105 183,753 610,811 SH   DFND 4 466,604 0 144,207
ETHAN ALLEN INTERIORS INC COM 297602104 1,128 59,191 SH   DFND 3 18,251 0 40,940
ETHAN ALLEN INTERIORS INC COM 297602104 168 8,833 SH   DFND 4 8,833 0 0
ETSY INC COM 29786A106 3,978 89,801 SH   DFND 3 35,178 0 54,623
ETSY INC COM 29786A106 3,569 80,566 SH   DFND 4 53,121 0 27,445
EURONET WORLDWIDE INC COM 298736109 1,141 7,242 SH   DFND 3 2,089 0 5,153
EURONET WORLDWIDE INC COM 298736109 5,985 37,986 SH   DFND 4 27,087 0 10,899
EVANS BANCORP INC COM NEW 29911Q208 36 892 SH   DFND 3 0 0 892
EVELO BIOSCIENCES INC COM 299734103 9 2,242 SH   DFND 3 0 0 2,242
EVENTBRITE INC COM CL A 29975E109 152 7,516 SH   DFND 3 0 0 7,516
EVENTBRITE INC COM CL A 29975E109 32 1,577 SH   DFND 4 1,577 0 0
EVERBRIDGE INC COM 29978A104 537 6,876 SH   DFND 3 0 0 6,876
EVERBRIDGE INC COM 29978A104 1,159 14,850 SH   DFND 4 14,850 0 0
EVERCORE INC CLASS A 29977A105 3,755 50,222 SH   DFND 3 13,020 0 37,202
EVERCORE INC CLASS A 29977A105 2,256 30,175 SH   DFND 4 21,274 0 8,901
EVEREST RE GROUP LTD COM G3223R108 244 882 SH   DFND 1 882 0 0
EVEREST RE GROUP LTD COM G3223R108 35,351 127,693 SH   DFND 3 89,458 0 38,235
EVEREST RE GROUP LTD COM G3223R108 55,231 199,494 SH   DFND 4 142,706 0 56,788
EVERGY INC COM 30034W106 79 1,214 SH   DFND 1 1,214 0 0
EVERGY INC COM 30034W106 59,033 906,950 SH   DFND 3 528,593 0 378,357
EVERGY INC COM 30034W106 124,232 1,909,424 SH   DFND 4 1,595,852 0 313,572
EVERI HLDGS INC COM 30034T103 187 13,946 SH   DFND 3 0 0 13,946
EVERI HLDGS INC COM 30034T103 47 3,513 SH   DFND 4 3,513 0 0
EVERQUOTE INC COM CL A 30041R108 60 1,738 SH   DFND 3 0 0 1,738
EVERSOURCE ENERGY COM 30040W108 772 9,073 SH   DFND 1 9,073 0 0
EVERSOURCE ENERGY COM 30040W108 106,998 1,257,763 SH   DFND 3 720,751 0 537,012
EVERSOURCE ENERGY COM 30040W108 250,559 2,945,871 SH   DFND 4 2,256,576 0 689,295
EVERTEC INC COM 30040P103 5,078 149,174 SH   DFND 3 45,144 0 104,030
EVERTEC INC COM 30040P103 926 27,189 SH   DFND 4 27,189 0 0
EVI INDUSTRIES INC COM 26929N102 27 1,013 SH   DFND 3 0 0 1,013
EVO PMTS INC CL A COM 26927E104 192 7,266 SH   DFND 3 0 0 7,266
EVO PMTS INC CL A COM 26927E104 44 1,660 SH   DFND 4 1,660 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 18 2,890 SH   DFND 3 0 0 2,890
EVOFEM BIOSCIENCES INC COM 30048L104 62 10,000 SH   DFND 4 10,000 0 0
EVOLENT HEALTH INC CL A 30050B101 115 12,683 SH   DFND 3 0 0 12,683
EVOLENT HEALTH INC CL A 30050B101 232 25,633 SH   DFND 4 25,633 0 0
EVOLUS INC COM 30052C107 44 3,658 SH   DFND 3 0 0 3,658
EVOLUTION PETROLEUM CORP COM 30049A107 32 5,833 SH   DFND 3 0 0 5,833
EVOLUTION PETROLEUM CORP COM 30049A107 17 3,148 SH   DFND 4 3,148 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 58 3,063 SH   DFND 1 3,063 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 292 15,416 SH   DFND 3 0 0 15,416
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1,033 54,507 SH   DFND 4 54,507 0 0
EXACT SCIENCES CORP COM 30063P105 349 3,779 SH   DFND 1 3,779 0 0
EXACT SCIENCES CORP COM 30063P105 27,851 301,152 SH   DFND 3 275,688 0 25,464
EXACT SCIENCES CORP COM 30063P105 42,933 464,241 SH   DFND 4 285,324 0 178,917
EXAGEN INC COM 30068X103 18 710 SH   DFND 3 0 0 710
EXANTAS CAP CORP COM NEW 30068N105 57 4,824 SH   DFND 3 0 0 4,824
EXANTAS CAP CORP COM NEW 30068N105 54 4,538 SH   DFND 4 4,538 0 0
EXELA TECHNOLOGIES INC COM 30162V102 3 8,496 SH   DFND 3 0 0 8,496
EXELIXIS INC COM 30161Q104 4,106 233,049 SH   DFND 3 103,787 0 129,262
EXELIXIS INC COM 30161Q104 3,620 205,449 SH   DFND 4 142,109 0 63,340
EXELON CORP COM 30161N101 1,277 28,021 SH   DFND 1 28,021 0 0
EXELON CORP COM 30161N101 125,830 2,760,036 SH   DFND 3 2,138,336 0 621,700
EXELON CORP COM 30161N101 203,340 4,460,700 SH   DFND 4 3,115,387 0 1,345,313
EXLSERVICE HOLDINGS INC COM 302081104 5,905 85,018 SH   DFND 3 25,790 0 59,228
EXLSERVICE HOLDINGS INC COM 302081104 1,111 15,993 SH   DFND 4 15,993 0 0
EXP WORLD HOLDINGS INC COM 30212W100 49 4,325 SH   DFND 3 0 0 4,325
EXPEDIA GROUP INC COM NEW 30212P303 398 3,684 SH   DFND 1 3,684 0 0
EXPEDIA GROUP INC COM NEW 30212P303 41,723 385,823 SH   DFND 3 299,333 0 86,490
EXPEDIA GROUP INC COM NEW 30212P303 55,667 514,838 SH   DFND 4 308,097 0 206,741
EXPEDITORS INTL WASH INC COM 302130109 578 7,408 SH   DFND 1 7,408 0 0
EXPEDITORS INTL WASH INC COM 302130109 37,987 486,884 SH   DFND 3 367,736 0 119,148
EXPEDITORS INTL WASH INC COM 302130109 79,197 1,015,091 SH   DFND 4 717,659 0 297,432
EXPONENT INC COM 30214U102 8,926 129,337 SH   DFND 3 39,204 0 90,133
EXPONENT INC COM 30214U102 1,651 23,929 SH   DFND 4 23,929 0 0
EXPRESS INC COM 30219E103 801 164,551 SH   DFND 3 50,480 0 114,071
EXPRESS INC COM 30219E103 25 5,181 SH   DFND 4 5,181 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 173 11,620 SH   DFND 3 4,034 0 7,586
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,433 163,759 SH   DFND 4 121,976 0 41,783
EXTERRAN CORP COM 30227H106 564 72,012 SH   DFND 3 21,855 0 50,157
EXTERRAN CORP COM 30227H106 21 2,681 SH   DFND 4 2,681 0 0
EXTRA SPACE STORAGE INC COM 30225T102 377 3,573 SH   DFND 1 3,573 0 0
EXTRA SPACE STORAGE INC COM 30225T102 34,601 327,597 SH   DFND 3 269,927 0 57,670
EXTRA SPACE STORAGE INC COM 30225T102 106,175 1,005,505 SH   DFND 4 827,493 0 178,012
EXTRACTION OIL AND GAS INC COM 30227M105 30 14,284 SH   DFND 3 0 0 14,284
EXTRACTION OIL AND GAS INC COM 30227M105 52 24,344 SH   DFND 4 24,344 0 0
EXTREME NETWORKS INC COM 30226D106 2,231 302,651 SH   DFND 3 91,850 0 210,801
EXTREME NETWORKS INC COM 30226D106 93 12,596 SH   DFND 4 12,596 0 0
EXXON MOBIL CORP COM 30231G102 1,767 25,322 SH   DFND 1 25,322 0 0
EXXON MOBIL CORP COM 30231G102 761,332 10,910,458 SH   DFND 3 9,132,574 0 1,777,884
EXXON MOBIL CORP COM 30231G102 1,011,263 14,492,531 SH   DFND 4 10,300,257 0 4,192,274
EYEPOINT PHARMACEUTICALS INC COM 30233G100 19 11,979 SH   DFND 3 0 0 11,979
EZCORP INC CL A NON VTG 302301106 884 129,677 SH   DFND 3 39,860 0 89,817
EZCORP INC CL A NON VTG 302301106 7 1,000 SH   DFND 4 1,000 0 0
F M C CORP COM NEW 302491303 2,071 20,607 SH   DFND 1 20,607 0 0
F M C CORP COM NEW 302491303 33,229 332,890 SH   DFND 3 281,083 0 51,807
F M C CORP COM NEW 302491303 49,593 496,821 SH   DFND 4 293,804 0 203,017
F5 NETWORKS INC COM 315616102 14,170 101,468 SH   DFND 1 101,468 0 0
F5 NETWORKS INC COM 315616102 31,365 224,595 SH   DFND 3 136,734 0 87,861
F5 NETWORKS INC COM 315616102 48,843 349,809 SH   DFND 4 256,293 0 93,516
FABRINET SHS G3323L100 5,975 92,148 SH   DFND 3 28,002 0 64,146
FABRINET SHS G3323L100 1,060 16,347 SH   DFND 4 16,347 0 0
FACEBOOK INC CL A 30303M102 14,207 69,220 SH   DFND 1 69,220 0 0
FACEBOOK INC CL A 30303M102 1,261,258 6,144,982 SH   DFND 3 5,095,920 0 1,049,062
FACEBOOK INC CL A 30303M102 1,644,420 8,011,850 SH   DFND 4 5,117,236 0 2,894,614
FACTSET RESH SYS INC COM 303075105 14,552 54,238 SH   DFND 3 13,934 0 40,304
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FAIR ISAAC CORP COM 303250104 7,974 21,283 SH   DFND 4 13,967 0 7,316
FALCON MINERALS CORP CL A COM 30607B109 46 6,548 SH   DFND 3 0 0 6,548
FANG HLDGS LTD ADR NEW 30711Y201 10 3,392 SH   DFND 4 3,392 0 0
FANHUA INC SPONSORED ADR 30712A103 246 9,458 SH   DFND 4 9,458 0 0
FARFETCH LTD ORD SH CL A 30744W107 527 50,926 SH   DFND 4 50,926 0 0
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FARMER BROS CO COM 307675108 29 1,920 SH   DFND 4 1,920 0 0
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FARO TECHNOLOGIES INC COM 311642102 8,244 166,238 SH   DFND 1 166,238 0 0
FARO TECHNOLOGIES INC COM 311642102 2,183 43,358 SH   DFND 3 13,155 0 30,203
FARO TECHNOLOGIES INC COM 311642102 258 5,118 SH   DFND 4 5,118 0 0
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FASTENAL CO COM 311900104 60,959 1,649,769 SH   DFND 3 1,242,292 0 407,477
FASTENAL CO COM 311900104 93,357 2,526,583 SH   DFND 4 1,658,460 0 868,123
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FATE THERAPEUTICS INC COM 31189P102 361 18,460 SH   DFND 4 18,460 0 0
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FB FINL CORP COM 30257X104 12 311 SH   DFND 4 311 0 0
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FBL FINL GROUP INC CL A 30239F106 176 2,990 SH   DFND 4 2,990 0 0
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FEDERAL AGRIC MTG CORP CL C 313148306 100 1,197 SH   DFND 4 1,197 0 0
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FIRST BANCORP N C COM 318910106 196 4,921 SH   DFND 3 0 0 4,921
FIRST BANCORP N C COM 318910106 124 3,097 SH   DFND 4 3,097 0 0
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FIRST BANCSHARES INC MS COM 318916103 27 750 SH   DFND 4 750 0 0
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FIRST BUS FINL SVCS INC WIS COM 319390100 36 1,374 SH   DFND 3 0 0 1,374
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FIRST COMWLTH FINL CORP PA COM 319829107 810 55,838 SH   DFND 4 55,838 0 0
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FIRST CTZNS BANCSHARES INC N CL A 31946M103 3,278 6,160 SH   DFND 4 4,409 0 1,751
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FIRST FNDTN INC COM 32026V104 11 632 SH   DFND 4 632 0 0
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FIRST HORIZON NATL CORP COM 320517105 4,371 263,962 SH   DFND 4 185,437 0 78,525
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FIRST INDUSTRIAL REALTY TRUS COM 32054K103 23,393 563,548 SH   DFND 4 563,548 0 0
FIRST INTERNET BANCORP COM 320557101 40 1,679 SH   DFND 3 0 0 1,679
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 262 6,257 SH   DFND 3 0 0 6,257
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FIRST MID BANCSHARES INC COM 320866106 12 344 SH   DFND 4 344 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 6,208 269,214 SH   DFND 3 83,103 0 186,111
FIRST MIDWEST BANCORP DEL COM 320867104 1,129 48,945 SH   DFND 4 48,945 0 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 66,189 563,549 SH   DFND 4 351,359 0 212,190
FIRST SOLAR INC COM 336433107 3,300 58,962 SH   DFND 3 27,966 0 30,996
FIRST SOLAR INC COM 336433107 4,714 84,240 SH   DFND 4 62,447 0 21,793
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FIRSTCASH INC COM 33767D105 1,825 22,636 SH   DFND 4 22,636 0 0
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FIRSTENERGY CORP COM 337932107 113,526 2,335,918 SH   DFND 3 1,201,680 0 1,134,238
FIRSTENERGY CORP COM 337932107 204,104 4,199,956 SH   DFND 4 3,543,493 0 656,463
FIRSTSERVICE CORP NEW COM 33767E202 1,305 14,001 SH   DFND 4 14,001 0 0
FISERV INC COM 337738108 1,939 16,769 SH   DFND 1 16,769 0 0
FISERV INC COM 337738108 176,306 1,524,746 SH   DFND 3 1,217,464 0 307,282
FISERV INC COM 337738108 252,953 2,187,656 SH   DFND 4 1,426,371 0 761,285
FITBIT INC CL A 33812L102 261 39,723 SH   DFND 3 0 0 39,723
FITBIT INC CL A 33812L102 525 79,934 SH   DFND 4 79,934 0 0
FIVE BELOW INC COM 33829M101 7,354 57,517 SH   DFND 3 17,623 0 39,894
FIVE BELOW INC COM 33829M101 4,634 36,246 SH   DFND 4 23,665 0 12,581
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 14 1,945 SH   DFND 4 1,945 0 0
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FIVE PRIME THERAPEUTICS INC COM 33830X104 13 2,846 SH   DFND 4 2,846 0 0
FIVE9 INC COM 338307101 810 12,350 SH   DFND 3 0 0 12,350
FIVE9 INC COM 338307101 1,763 26,879 SH   DFND 4 26,879 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,222 84,231 SH   DFND 3 26,080 0 58,151
FLAGSTAR BANCORP INC COM PAR .001 337930705 517 13,521 SH   DFND 4 13,521 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 718 2,497 SH   DFND 1 2,497 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 63,377 220,273 SH   DFND 3 180,651 0 39,622
FLEETCOR TECHNOLOGIES INC COM 339041105 88,149 306,372 SH   DFND 4 187,694 0 118,678
FLEX LTD ORD Y2573F102 17,147 1,358,679 SH   DFND 3 1,073,177 0 285,502
FLEX LTD ORD Y2573F102 26,283 2,082,629 SH   DFND 4 1,542,864 0 539,765
FLEXION THERAPEUTICS INC COM 33938J106 147 7,112 SH   DFND 3 0 0 7,112
FLEXION THERAPEUTICS INC COM 33938J106 47 2,259 SH   DFND 4 2,259 0 0
FLEXSTEEL INDS INC COM 339382103 21 1,066 SH   DFND 3 0 0 1,066
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FLIR SYS INC COM 302445101 13,742 267,942 SH   DFND 1 267,942 0 0
FLIR SYS INC COM 302445101 11,668 224,074 SH   DFND 3 27,430 0 196,644
FLIR SYS INC COM 302445101 25,733 494,198 SH   DFND 4 326,282 0 167,916
FLOOR & DECOR HLDGS INC CL A 339750101 346 6,812 SH   DFND 3 0 0 6,812
FLOOR & DECOR HLDGS INC CL A 339750101 1,983 39,037 SH   DFND 4 25,537 0 13,500
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FLOWSERVE CORP COM 34354P105 22,554 453,164 SH   DFND 4 282,330 0 170,834
FLUENT INC COM 34380C102 22 8,801 SH   DFND 3 0 0 8,801
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FLUSHING FINL CORP COM 343873105 390 18,032 SH   DFND 4 18,032 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 78 5,356 SH   DFND 3 0 0 5,356
FLWS/1-800 FLOWERS CL A 68243Q106 14 991 SH   DFND 4 991 0 0
FNB CORP PA COM 302520101 3,076 242,237 SH   DFND 3 111,235 0 131,002
FNB CORP PA COM 302520101 3,561 280,394 SH   DFND 4 209,984 0 70,410
FNCB BANCORP INC COM 302578109 24 2,877 SH   DFND 3 0 0 2,877
FOCUS FINL PARTNERS INC COM CL A 34417P100 184 6,251 SH   DFND 3 0 0 6,251
FOCUS FINL PARTNERS INC COM CL A 34417P100 34 1,153 SH   DFND 4 1,153 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 318 3,364 SH   DFND 4 3,364 0 0
FOOT LOCKER INC COM 344849104 15,986 410,007 SH   DFND 3 253,065 0 156,942
FOOT LOCKER INC COM 344849104 9,135 234,296 SH   DFND 4 193,487 0 40,809
FORD MTR CO DEL COM 345370860 1,041 111,935 SH   DFND 1 111,935 0 0
FORD MTR CO DEL COM 345370860 97,138 10,444,991 SH   DFND 3 8,868,184 0 1,576,807
FORD MTR CO DEL COM 345370860 164,137 17,650,071 SH   DFND 4 12,381,002 0 5,269,069
FORESCOUT TECHNOLOGIES INC COM 34553D101 28,528 869,754 SH   DFND 1 869,754 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 285 8,679 SH   DFND 3 0 0 8,679
FORESCOUT TECHNOLOGIES INC COM 34553D101 34 1,046 SH   DFND 4 1,046 0 0
FORESTAR GROUP INC COM 346232101 41 1,946 SH   DFND 3 0 0 1,946
FORESTAR GROUP INC COM 346232101 8 381 SH   DFND 4 381 0 0
FORMFACTOR INC COM 346375108 4,835 186,162 SH   DFND 3 57,338 0 128,824
FORMFACTOR INC COM 346375108 212 8,156 SH   DFND 4 8,156 0 0
FORRESTER RESH INC COM 346563109 1,099 26,362 SH   DFND 3 8,110 0 18,252
FORRESTER RESH INC COM 346563109 107 2,559 SH   DFND 4 2,559 0 0
FORTERRA INC COM 34960W106 41 3,586 SH   DFND 3 0 0 3,586
FORTINET INC COM 34959E109 45,554 426,699 SH   DFND 1 426,699 0 0
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FORTIS INC COM 349553107 97,622 2,349,632 SH   DFND 3 1,102,023 0 1,247,609
FORTIS INC COM 349553107 183,230 4,410,321 SH   DFND 4 4,195,857 0 214,464
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FORTIVE CORP COM 34959J108 62,493 818,084 SH   DFND 3 645,413 0 172,671
FORTIVE CORP COM 34959J108 95,054 1,244,392 SH   DFND 4 790,617 0 453,775
FORTUNA SILVER MINES INC COM 349915108 20 4,845 SH   DFND 4 4,845 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 66 1,011 SH   DFND 1 1,011 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 30,253 463,006 SH   DFND 3 317,255 0 145,751
FORTUNE BRANDS HOME & SEC IN COM 34964C106 39,542 605,157 SH   DFND 4 393,862 0 211,295
FORTY SEVEN INC COM 34983P104 183 4,650 SH   DFND 3 0 0 4,650
FORTY SEVEN INC COM 34983P104 39 1,000 SH   DFND 4 1,000 0 0
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FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5 3,152 SH   DFND 4 3,152 0 0
FORWARD AIR CORP COM 349853101 4,929 70,459 SH   DFND 3 21,330 0 49,129
FORWARD AIR CORP COM 349853101 766 10,946 SH   DFND 4 10,946 0 0
FOSSIL GROUP INC COM 34988V106 898 113,987 SH   DFND 3 35,631 0 78,356
FOSSIL GROUP INC COM 34988V106 236 29,908 SH   DFND 4 29,908 0 0
FOSTER L B CO COM 350060109 31 1,583 SH   DFND 3 0 0 1,583
FOUNDATION BLDG MATLS INC COM 350392106 460 23,790 SH   DFND 3 6,700 0 17,090
FOUNDATION BLDG MATLS INC COM 350392106 18 945 SH   DFND 4 945 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 4,914 174,326 SH   DFND 3 54,439 0 119,887
FOUR CORNERS PPTY TR INC COM 35086T109 8,890 315,369 SH   DFND 4 315,369 0 0
FOX CORP CL B COM 35137L204 135 3,715 SH   DFND 1 3,715 0 0
FOX CORP CL B COM 35137L204 19,247 528,755 SH   DFND 3 362,839 0 165,916
FOX CORP CL B COM 35137L204 20,445 561,663 SH   DFND 4 368,492 0 193,171
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FOX CORP CL A COM 35137L105 35,864 967,454 SH   DFND 3 782,309 0 185,145
FOX CORP CL A COM 35137L105 57,386 1,548,006 SH   DFND 4 983,269 0 564,737
FOX FACTORY HLDG CORP COM 35138V102 6,676 95,959 SH   DFND 3 29,164 0 66,795
FOX FACTORY HLDG CORP COM 35138V102 1,246 17,904 SH   DFND 4 17,904 0 0
FRANCO NEVADA CORP COM 351858105 41,216 398,614 SH   DFND 3 371,175 0 27,439
FRANCO NEVADA CORP COM 351858105 67,093 648,872 SH   DFND 4 457,363 0 191,509
FRANKLIN COVEY CO COM 353469109 64 1,979 SH   DFND 3 0 0 1,979
FRANKLIN COVEY CO COM 353469109 32 1,007 SH   DFND 4 1,007 0 0
FRANKLIN ELEC INC COM 353514102 58 1,019 SH   DFND 1 1,019 0 0
FRANKLIN ELEC INC COM 353514102 5,595 97,613 SH   DFND 3 29,132 0 68,481
FRANKLIN ELEC INC COM 353514102 1,191 20,785 SH   DFND 4 20,785 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,125 32,782 SH   DFND 3 10,096 0 22,686
FRANKLIN FINL NETWORK INC COM 35352P104 34 991 SH   DFND 4 991 0 0
FRANKLIN FINL SVCS CORP COM 353525108 28 718 SH   DFND 3 0 0 718
FRANKLIN RES INC COM 354613101 197 7,567 SH   DFND 1 7,567 0 0
FRANKLIN RES INC COM 354613101 21,660 833,720 SH   DFND 3 637,247 0 196,473
FRANKLIN RES INC COM 354613101 43,130 1,660,426 SH   DFND 4 1,220,553 0 439,873
FRANKLIN STREET PPTYS CORP COM 35471R106 2,286 267,014 SH   DFND 3 84,713 0 182,301
FRANKLIN STREET PPTYS CORP COM 35471R106 3,925 458,497 SH   DFND 4 458,497 0 0
FRANKS INTL N V COM N33462107 92 17,735 SH   DFND 3 0 0 17,735
FRANKS INTL N V COM N33462107 169 32,727 SH   DFND 4 32,727 0 0
FREEPORT-MCMORAN INC CL B 35671D857 48,548 3,700,319 SH   DFND 3 3,107,508 0 592,811
FREEPORT-MCMORAN INC CL B 35671D857 66,261 5,050,564 SH   DFND 4 3,128,390 0 1,922,174
FREQUENCY THERAPEUTICS INC COM 35803L108 20 1,150 SH   DFND 3 0 0 1,150
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,651 75,783 SH   DFND 3 23,981 0 51,802
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,185 33,875 SH   DFND 4 33,875 0 0
FRESHPET INC COM 358039105 420 7,107 SH   DFND 3 0 0 7,107
FRESHPET INC COM 358039105 2,233 37,792 SH   DFND 4 4,144 0 33,648
FRONT YD RESIDENTIAL CORP COM 35904G107 105 8,497 SH   DFND 3 0 0 8,497
FRONT YD RESIDENTIAL CORP COM 35904G107 275 22,291 SH   DFND 4 22,291 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 14 15,662 SH   DFND 3 0 0 15,662
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 85 95,268 SH   DFND 4 95,268 0 0
FRONTLINE LTD SHS NEW G3682E192 338 26,285 SH   DFND 4 26,285 0 0
FRP HLDGS INC COM 30292L107 58 1,164 SH   DFND 3 0 0 1,164
FRP HLDGS INC COM 30292L107 57 1,136 SH   DFND 4 1,136 0 0
FS BANCORP INC COM 30263Y104 40 632 SH   DFND 3 0 0 632
FS KKR CAPITAL CORP COM 302635107 16,522 2,693,078 SH   DFND 4 2,693,078 0 0
FTI CONSULTING INC COM 302941109 3,479 31,438 SH   DFND 3 11,605 0 19,833
FTI CONSULTING INC COM 302941109 3,271 29,563 SH   DFND 4 29,563 0 0
FTS INTERNATIONAL INC COM 30283W104 6 5,528 SH   DFND 3 0 0 5,528
FULCRUM THERAPEUTICS INC COM 359616109 17 1,028 SH   DFND 3 0 0 1,028
FULLER H B CO COM 359694106 6,569 127,386 SH   DFND 3 39,442 0 87,944
FULLER H B CO COM 359694106 1,599 31,012 SH   DFND 4 31,012 0 0
FULTON FINL CORP PA COM 360271100 3,918 224,779 SH   DFND 3 62,880 0 161,899
FULTON FINL CORP PA COM 360271100 2,000 114,720 SH   DFND 4 114,720 0 0
FUNKO INC COM CL A 361008105 76 4,424 SH   DFND 3 0 0 4,424
FUTUREFUEL CORPORATION COM 36116M106 778 62,785 SH   DFND 3 19,539 0 43,246
FUTUREFUEL CORPORATION COM 36116M106 37 2,973 SH   DFND 4 2,973 0 0
FVCBANKCORP INC COM 36120Q101 36 2,064 SH   DFND 3 0 0 2,064
G-III APPAREL GROUP LTD COM 36237H101 3,604 107,584 SH   DFND 3 34,170 0 73,414
G-III APPAREL GROUP LTD COM 36237H101 1,185 35,381 SH   DFND 4 35,381 0 0
G1 THERAPEUTICS INC COM 3621LQ109 171 6,468 SH   DFND 3 0 0 6,468
G1 THERAPEUTICS INC COM 3621LQ109 32 1,211 SH   DFND 4 1,211 0 0
GAIA INC NEW CL A 36269P104 13 1,684 SH   DFND 3 0 0 1,684
GAIN CAP HLDGS INC COM 36268W100 12 3,092 SH   DFND 3 0 0 3,092
GALECTIN THERAPEUTICS INC COM NEW 363225202 27 9,266 SH   DFND 3 0 0 9,266
GALLAGHER ARTHUR J & CO COM 363576109 45,701 479,905 SH   DFND 3 400,382 0 79,523
GALLAGHER ARTHUR J & CO COM 363576109 79,873 838,964 SH   DFND 4 540,104 0 298,860
GALLAGHER ARTHUR J & CO COM 363576109 504 5,297 SH   DFND 1 5,297 0 0
GAMCO INVESTORS INC CL A COM 361438104 17 891 SH   DFND 3 0 0 891
GAMCO INVESTORS INC CL A COM 361438104 30 1,529 SH   DFND 4 1,529 0 0
GAMESTOP CORP NEW CL A 36467W109 1,154 189,770 SH   DFND 3 73,434 0 116,336
GAMESTOP CORP NEW CL A 36467W109 1,919 315,549 SH   DFND 4 315,549 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,015 23,584 SH   DFND 3 14,654 0 8,930
GAMING & LEISURE PPTYS INC COM 36467J108 41,165 956,208 SH   DFND 4 948,913 0 7,295
GANNETT CO INC NEW COM 36472T109 1,925 301,800 SH   DFND 3 92,367 0 209,433
GANNETT CO INC NEW COM 36472T109 565 88,549 SH   DFND 4 88,549 0 0
GAP INC COM 364760108 25 1,433 SH   DFND 1 1,433 0 0
GAP INC COM 364760108 14,649 828,537 SH   DFND 3 517,488 0 311,049
GAP INC COM 364760108 20,472 1,157,892 SH   DFND 4 894,468 0 263,424
GARDNER DENVER HLDGS INC COM 36555P107 214 5,822 SH   DFND 3 0 0 5,822
GARDNER DENVER HLDGS INC COM 36555P107 3,584 97,701 SH   DFND 4 70,240 0 27,461
GARMIN LTD SHS H2906T109 380 3,895 SH   DFND 1 3,895 0 0
GARMIN LTD SHS H2906T109 47,757 489,519 SH   DFND 3 312,177 0 177,342
GARMIN LTD SHS H2906T109 56,225 576,313 SH   DFND 4 381,707 0 194,606
GARRETT MOTION INC COM 366505105 1,748 174,947 SH   DFND 3 60,254 0 114,693
GARRETT MOTION INC COM 366505105 727 72,778 SH   DFND 4 64,500 0 8,278
GARTNER INC COM 366651107 389 2,522 SH   DFND 1 2,522 0 0
GARTNER INC COM 366651107 35,512 230,445 SH   DFND 3 188,771 0 41,674
GARTNER INC COM 366651107 51,745 335,794 SH   DFND 4 218,106 0 117,688
GASLOG LTD SHS G37585109 77 7,854 SH   DFND 3 0 0 7,854
GASLOG LTD SHS G37585109 140 14,251 SH   DFND 4 14,251 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 21 1,498 SH   DFND 3 0 0 1,498
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 193 14,042 SH   DFND 4 1,626 0 12,416
GATX CORP COM 361448103 2,463 29,725 SH   DFND 3 11,232 0 18,493
GATX CORP COM 361448103 2,652 32,012 SH   DFND 4 32,012 0 0
GCI LIBERTY INC COM CLASS A 36164V305 308 4,343 SH   DFND 3 0 0 4,343
GCI LIBERTY INC COM CLASS A 36164V305 4,715 66,544 SH   DFND 4 44,205 0 22,339
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 3,052 134,397 SH   DFND 3 40,837 0 93,560
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 703 30,940 SH   DFND 4 30,940 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 128 2,490 SH   DFND 2 2,490 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 448 8,676 SH   DFND 3 0 0 8,676
GDS HLDGS LTD SPONSORED ADS 36165L108 19,760 383,093 SH   DFND 4 215,492 0 167,601
GENCO SHIPPING & TRADING LTD SHS Y2685T131 27 2,580 SH   DFND 3 0 0 2,580
GENCOR INDS INC COM 368678108 18 1,529 SH   DFND 3 0 0 1,529
GENERAC HLDGS INC COM 368736104 4,240 42,153 SH   DFND 3 3,298 0 38,855
GENERAC HLDGS INC COM 368736104 4,221 41,959 SH   DFND 4 41,959 0 0
GENERAL DYNAMICS CORP COM 369550108 14,091 79,905 SH   DFND 1 79,905 0 0
GENERAL DYNAMICS CORP COM 369550108 113,071 641,176 SH   DFND 3 545,341 0 95,835
GENERAL DYNAMICS CORP COM 369550108 120,664 684,236 SH   DFND 4 543,765 0 140,471
GENERAL ELECTRIC CO COM 369604103 4,430 395,732 SH   DFND 1 395,732 0 0
GENERAL ELECTRIC CO COM 369604103 249,454 22,352,475 SH   DFND 3 18,870,040 0 3,482,435
GENERAL ELECTRIC CO COM 369604103 356,353 31,931,240 SH   DFND 4 21,145,720 0 10,785,520
GENERAL FIN CORP DEL COM 369822101 24 2,172 SH   DFND 3 0 0 2,172
GENERAL MLS INC COM 370334104 928 17,335 SH   DFND 1 17,335 0 0
GENERAL MLS INC COM 370334104 84,386 1,575,535 SH   DFND 3 1,334,624 0 240,911
GENERAL MLS INC COM 370334104 126,692 2,365,596 SH   DFND 4 1,577,420 0 788,176
GENERAL MTRS CO COM 37045V100 1,380 37,695 SH   DFND 1 37,695 0 0
GENERAL MTRS CO COM 37045V100 118,598 3,240,370 SH   DFND 3 2,731,870 0 508,500
GENERAL MTRS CO COM 37045V100 186,117 5,085,374 SH   DFND 4 3,479,486 0 1,605,888
GENESCO INC COM 371532102 1,721 35,904 SH   DFND 3 11,821 0 24,083
GENESCO INC COM 371532102 1,403 29,286 SH   DFND 4 29,286 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 31 18,799 SH   DFND 3 0 0 18,799
GENESIS HEALTHCARE INC CL A COM 37185X106 7 4,451 SH   DFND 4 4,451 0 0
GENIE ENERGY LTD CL B 372284208 20 2,625 SH   DFND 3 0 0 2,625
GENMARK DIAGNOSTICS INC COM 372309104 57 11,784 SH   DFND 3 0 0 11,784
GENMARK DIAGNOSTICS INC COM 372309104 39 8,174 SH   DFND 4 8,174 0 0
GENPACT LIMITED SHS G3922B107 6,416 152,139 SH   DFND 3 9,210 0 142,929
GENPACT LIMITED SHS G3922B107 6,288 149,122 SH   DFND 4 108,069 0 41,053
GENTEX CORP COM 371901109 28,183 972,488 SH   DFND 3 598,819 0 373,669
GENTEX CORP COM 371901109 15,403 531,506 SH   DFND 4 409,784 0 121,722
GENTHERM INC COM 37253A103 3,638 81,957 SH   DFND 3 24,707 0 57,250
GENTHERM INC COM 37253A103 757 17,048 SH   DFND 4 17,048 0 0
GENUINE PARTS CO COM 372460105 416 3,920 SH   DFND 1 3,920 0 0
GENUINE PARTS CO COM 372460105 42,649 401,478 SH   DFND 3 309,797 0 91,681
GENUINE PARTS CO COM 372460105 77,915 733,505 SH   DFND 4 499,170 0 234,335
GENWORTH FINL INC COM CL A 37247D106 2,021 459,210 SH   DFND 3 194,371 0 264,839
GENWORTH FINL INC COM CL A 37247D106 3,636 826,422 SH   DFND 4 826,422 0 0
GEO GROUP INC NEW COM 36162J106 1,800 108,344 SH   DFND 3 40,137 0 68,207
GEO GROUP INC NEW COM 36162J106 1,383 83,292 SH   DFND 4 83,292 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 557 33,186 SH   DFND 3 10,110 0 23,076
GERMAN AMERN BANCORP INC COM 373865104 137 3,848 SH   DFND 3 0 0 3,848
GERMAN AMERN BANCORP INC COM 373865104 97 2,725 SH   DFND 4 2,725 0 0
GERON CORP COM 374163103 41 30,474 SH   DFND 3 0 0 30,474
GERON CORP COM 374163103 26 19,396 SH   DFND 4 19,396 0 0
GETTY RLTY CORP NEW COM 374297109 2,808 85,424 SH   DFND 3 27,063 0 58,361
GETTY RLTY CORP NEW COM 374297109 4,850 147,536 SH   DFND 4 147,536 0 0
GIBRALTAR INDS INC COM 374689107 4,003 79,366 SH   DFND 3 24,441 0 54,925
GIBRALTAR INDS INC COM 374689107 3,116 61,773 SH   DFND 4 59,073 0 2,700
GILDAN ACTIVEWEAR INC COM 375916103 4,196 141,753 SH   DFND 3 109,292 0 32,461
GILDAN ACTIVEWEAR INC COM 375916103 16,876 570,081 SH   DFND 4 524,377 0 45,704
GILEAD SCIENCES INC COM 375558103 2,360 36,316 SH   DFND 1 36,316 0 0
GILEAD SCIENCES INC COM 375558103 218,380 3,360,721 SH   DFND 3 2,802,654 0 558,067
GILEAD SCIENCES INC COM 375558103 317,317 4,883,316 SH   DFND 4 3,262,444 0 1,620,872
GLACIER BANCORP INC NEW COM 37637Q105 9,745 211,885 SH   DFND 3 65,669 0 146,216
GLACIER BANCORP INC NEW COM 37637Q105 2,060 44,787 SH   DFND 4 44,787 0 0
GLADSTONE CAPITAL CORP COM 376535100 1,626 163,574 SH   DFND 4 163,574 0 0
GLADSTONE COML CORP COM 376536108 118 5,415 SH   DFND 3 0 0 5,415
GLADSTONE COML CORP COM 376536108 51 2,343 SH   DFND 4 2,343 0 0
GLADSTONE INVT CORP COM 376546107 2,370 179,171 SH   DFND 4 179,171 0 0
GLADSTONE LD CORP COM 376549101 36 2,772 SH   DFND 3 0 0 2,772
GLATFELTER COM 377316104 1,976 107,975 SH   DFND 3 33,210 0 74,765
GLATFELTER COM 377316104 63 3,429 SH   DFND 4 3,429 0 0
GLAUKOS CORP COM 377322102 35 649 SH   DFND 1 649 0 0
GLAUKOS CORP COM 377322102 439 8,059 SH   DFND 3 0 0 8,059
GLAUKOS CORP COM 377322102 902 16,554 SH   DFND 4 16,554 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 948 11,925 SH   DFND 3 0 0 11,925
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,996 25,115 SH   DFND 4 25,115 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 42 1,419 SH   DFND 3 0 0 1,419
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 14 485 SH   DFND 4 485 0 0
GLOBAL MED REIT INC COM NEW 37954A204 75 5,642 SH   DFND 3 0 0 5,642
GLOBAL MED REIT INC COM NEW 37954A204 16 1,181 SH   DFND 4 1,181 0 0
GLOBAL NET LEASE INC COM NEW 379378201 4,519 222,836 SH   DFND 3 70,783