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
1 800 FLOWERS COM INC CL A 68243Q106 735 24,103 SH   DFND   24,103 0 0
1ST SOURCE CORP COM 336901103 2,394 50,684 SH   DFND   50,684 0 0
22ND CENTY GROUP INC COM 90137F103 222 75,005 SH   DFND   75,005 0 0
3-D SYS CORP DEL COM NEW 88554D205 3,189 115,656 SH   DFND   112,220 0 3,436
3M CO COM 88579Y101 228,357 1,301,775 SH   DFND   713,638 0 588,137
3M CO COM 88579Y101 2,600 14,823 SH   OTR 3 14,823 0 0
8X8 INC NEW COM 282914100 326 13,934 SH   DFND   13,934 0 0
9 METERS BIOPHARMA INC COM 654405109 141 108,293 SH   DFND   108,293 0 0
A10 NETWORKS INC COM 002121101 2,131 158,101 SH   DFND   158,101 0 0
AAON INC COM PAR $0.004 000360206 766 11,721 SH   DFND   11,721 0 0
AAR CORP COM 000361105 376 11,603 SH   DFND   11,603 0 0
ABBOTT LABS COM 002824100 3,418 28,938 SH   OTR 3 28,938 0 0
ABBOTT LABS COM 002824100 231,838 1,962,566 SH   DFND   1,374,087 0 588,479
ABBVIE INC COM 00287Y109 212,769 1,972,456 SH   DFND   997,860 0 974,596
ABERCROMBIE & FITCH CO CL A 002896207 3,865 102,698 SH   DFND   97,321 0 5,377
ABIOMED INC COM 003654100 727 2,234 SH   OTR 3 2,234 0 0
ABIOMED INC COM 003654100 52,386 160,931 SH   DFND   96,270 0 64,661
ABM INDS INC COM 000957100 2,816 62,564 SH   DFND   62,564 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 69 10,198 SH   DFND   10,198 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 1,172 29,273 SH   DFND   29,273 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,083 32,662 SH   DFND   31,990 0 672
ACADIA RLTY TR COM SH BEN INT 004239109 705 34,536 SH   DFND   34,536 0 0
ACCELERON PHARMA INC COM 00434H108 406 2,361 SH   DFND   2,361 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,453 7,669 SH   OTR 2 7,669 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 365,434 1,142,267 SH   DFND   738,301 0 403,966
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,198 13,121 SH   OTR 3 13,121 0 0
ACCO BRANDS CORP COM 00081T108 1,661 193,344 SH   DFND   181,770 0 11,574
ACCURAY INC COM 004397105 801 202,848 SH   DFND   202,848 0 0
ACI WORLDWIDE INC COM 004498101 22,535 733,316 SH   DFND   646,343 0 86,973
ACLARIS THERAPEUTICS INC COM 00461U105 1,075 59,696 SH   DFND   59,696 0 0
ACTIVISION BLIZZARD INC COM 00507V109 107,053 1,383,289 SH   DFND   723,360 0 659,929
ACTIVISION BLIZZARD INC COM 00507V109 238 3,081 SH   OTR 3 3,081 0 0
ACUITY BRANDS INC COM 00508Y102 33,965 195,908 SH   DFND   177,811 0 18,097
ACUSHNET HLDGS CORP COM 005098108 2,332 49,926 SH   DFND   37,911 0 12,015
ADAPTHEALTH CORP COMMON STOCK 00653Q102 258 11,060 SH   DFND   11,060 0 0
ADDUS HOMECARE CORP COM 006739106 659 8,263 SH   DFND   5,605 0 2,658
ADIENT PLC ORD SHS G0084W101 4,684 113,010 SH   DFND   99,597 0 13,413
ADOBE SYSTEMS INCORPORATED COM 00724F101 3,838 6,666 SH   OTR 3 6,666 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 279,860 486,104 SH   DFND   341,383 0 144,721
ADOBE SYSTEMS INCORPORATED COM 00724F101 770 1,338 SH   OTR 2 1,338 0 0
ADT INC DEL COM 00090Q103 585 72,279 SH   DFND   72,279 0 0
ADTALEM GLOBAL ED INC COM 00737L103 27,931 738,725 SH   DFND   670,231 0 68,494
ADVANCE AUTO PARTS INC COM 00751Y106 30,812 147,504 SH   DFND   56,976 0 90,528
ADVANCED DRAIN SYS INC DEL COM 00790R104 2,300 21,261 SH   DFND   17,019 0 4,242
ADVANCED ENERGY INDS COM 007973100 1,420 16,186 SH   DFND   13,627 0 2,559
ADVANCED MICRO DEVICES INC COM 007903107 30,746 298,796 SH   DFND   213,670 0 85,126
ADVANSIX INC COM 00773T101 2,405 60,491 SH   DFND   60,491 0 0
AECOM COM 00766T100 13,942 220,780 SH   DFND   202,955 0 17,825
AEMETIS INC COM NEW 00770K202 264 14,450 SH   DFND   14,450 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,413 32,440 SH   DFND   29,384 0 3,056
AES CORP COM 00130H105 773 33,916 SH   OTR 2 33,916 0 0
AES CORP COM 00130H105 15,514 681,044 SH   DFND   566,633 0 114,411
AFFIMED N V COM N01045108 784 126,931 SH   DFND   126,931 0 0
AFLAC INC COM 001055102 11,596 222,451 SH   DFND   152,716 0 69,735
AGCO CORP COM 001084102 90,482 738,449 SH   DFND   646,752 0 91,697
AGENUS INC COM NEW 00847G705 662 126,088 SH   DFND   126,088 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 97,000 615,753 SH   DFND   390,836 0 224,917
AGILENT TECHNOLOGIES INC COM 00846U101 930 5,906 SH   OTR 3 5,906 0 0
AGILYSYS INC COM 00847J105 1,427 27,245 SH   DFND   27,245 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,594 34,531 SH   DFND   34,531 0 0
AGNICO EAGLE MINES LTD COM 008474108 219 4,230 SH   DFND   4,230 0 0
AGREE RLTY CORP COM 008492100 672 10,147 SH   DFND   8,015 0 2,132
AIR LEASE CORP CL A 00912X302 12,035 305,914 SH   DFND   275,627 0 30,287
AIR PRODS & CHEMS INC COM 009158106 1,119 4,368 SH   OTR 3 4,368 0 0
AIR PRODS & CHEMS INC COM 009158106 71,687 279,909 SH   DFND   224,245 0 55,664
AKAMAI TECHNOLOGIES INC COM 00971T101 23,941 228,903 SH   DFND   201,247 0 27,656
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 110 100,000 PRN   DFND   100,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 210 72,770 SH   DFND   72,770 0 0
ALAMO GROUP INC COM 011311107 573 4,105 SH   DFND   2,020 0 2,085
ALARM COM HLDGS INC COM 011642105 934 11,941 SH   DFND   10,542 0 1,399
ALASKA AIR GROUP INC COM 011659109 32,118 548,084 SH   DFND   475,734 0 72,350
ALBANY INTL CORP CL A 012348108 376 4,893 SH   DFND   4,893 0 0
ALBEMARLE CORP COM 012653101 4,048 18,485 SH   DFND   18,485 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 14,985 481,384 SH   DFND   395,268 0 86,116
ALCOA CORP COM 013872106 6,961 142,226 SH   DFND   125,809 0 16,417
ALECTOR INC COM 014442107 788 34,539 SH   DFND   34,539 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 3,817 162,849 SH   DFND   162,849 0 0
ALEXANDERS INC COM 014752109 762 2,925 SH   DFND   2,925 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,735 14,314 SH   DFND   11,384 0 2,930
ALIGN TECHNOLOGY INC COM 016255101 517 777 SH   OTR 3 777 0 0
ALIGN TECHNOLOGY INC COM 016255101 56,160 84,397 SH   DFND   62,465 0 21,932
ALKERMES PLC SHS G01767105 3,404 110,371 SH   DFND   110,371 0 0
ALLAKOS INC COM 01671P100 329 3,105 SH   DFND   3,105 0 0
ALLEGHANY CORP MD COM 017175100 4,933 7,900 SH   OTR 2 7,900 0 0
ALLEGHANY CORP MD COM 017175100 60,473 96,848 SH   DFND   46,354 0 50,494
ALLEGIANCE BANCSHARES INC COM 01748H107 1,769 46,358 SH   DFND   46,358 0 0
ALLEGIANT TRAVEL CO COM 01748X102 896 4,585 SH   DFND   4,585 0 0
ALLEGION PLC ORD SHS G0176J109 63,654 481,569 SH   DFND   176,714 0 304,855
ALLEGION PLC ORD SHS G0176J109 1,674 12,666 SH   OTR 2 12,666 0 0
ALLETE INC COM NEW 018522300 219 3,680 SH   DFND   3,680 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 36,982 366,557 SH   DFND   343,576 0 22,981
ALLIANT ENERGY CORP COM 018802108 14,126 252,339 SH   DFND   144,285 0 108,054
ALLIED MOTION TECHNOLOGIES I COM 019330109 597 19,092 SH   DFND   19,092 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 17,994 509,459 SH   DFND   406,342 0 103,117
ALLOGENE THERAPEUTICS INC COM 019770106 522 20,294 SH   DFND   20,294 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,135 84,925 SH   DFND   73,890 0 11,035
ALLSTATE CORP COM 020002101 361,248 2,837,544 SH   DFND   1,603,363 0 1,234,181
ALLSTATE CORP COM 020002101 2,589 20,335 SH   OTR 3 20,335 0 0
ALLSTATE CORP COM 020002101 13,236 103,963 SH   OTR 2 103,963 0 0
ALLY FINL INC COM 02005N100 1,516 29,694 SH   OTR 2 29,694 0 0
ALLY FINL INC COM 02005N100 85,804 1,680,790 SH   DFND   1,130,271 0 550,519
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,982 63,195 SH   DFND   63,195 0 0
ALPHABET INC CAP STK CL A 02079K305 3,976 1,487 SH   OTR 2 1,487 0 0
ALPHABET INC CAP STK CL A 02079K305 4,117 1,540 SH   OTR 3 1,540 0 0
ALPHABET INC CAP STK CL A 02079K305 947,351 354,346 SH   DFND   207,816 0 146,530
ALPHABET INC CAP STK CL C 02079K107 543,150 203,785 SH   DFND   91,042 0 112,743
ALPHABET INC CAP STK CL C 02079K107 15,952 5,985 SH   OTR 2 5,985 0 0
ALPHATEC HLDGS INC COM NEW 02081G201 400 32,809 SH   DFND   32,809 0 0
ALTAIR ENGR INC COM CL A 021369103 360 5,223 SH   DFND   5,223 0 0
ALTERYX INC COM CL A 02156B103 939 12,858 SH   DFND   11,428 0 1,430
ALTICE USA INC CL A 02156K103 1,811 91,338 SH   DFND   79,241 0 12,097
ALTO INGREDIENTS INC COM 021513106 117 23,654 SH   DFND   23,654 0 0
ALTRA INDL MOTION CORP COM 02208R106 2,677 48,362 SH   DFND   48,362 0 0
ALTRIA GROUP INC COM 02209S103 52,707 1,157,879 SH   DFND   919,315 0 238,564
ALTRIA GROUP INC COM 02209S103 2,547 55,963 SH   OTR 2 55,963 0 0
ALTUS MIDSTREAM CO COM NEW CL A 02215L209 910 13,187 SH   DFND   13,187 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 200 12,618 SH   DFND   12,618 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 217 3,611 SH   DFND   3,611 0 0
AMAZON COM INC COM 023135106 948,040 288,593 SH   DFND   151,721 0 136,872
AMAZON COM INC COM 023135106 15,719 4,785 SH   OTR 2 4,785 0 0
AMAZON COM INC COM 023135106 3,955 1,204 SH   OTR 3 1,204 0 0
AMBARELLA INC SHS G037AX101 4,025 25,843 SH   DFND   25,843 0 0
AMBEV SA SPONSORED ADR 02319V103 13,501 4,891,741 SH   DFND   4,283,217 0 608,524
AMC ENTMT HLDGS INC CL A COM 00165C104 12,325 323,820 SH   DFND   323,820 0 0
AMC NETWORKS INC CL A 00164V103 1,582 33,947 SH   DFND   33,947 0 0
AMCOR PLC ORD G0250X107 321 27,673 SH   DFND   27,673 0 0
AMDOCS LTD SHS G02602103 115,147 1,520,901 SH   DFND   691,121 0 829,780
AMEDISYS INC COM 023436108 3,904 26,184 SH   DFND   25,296 0 888
AMER SOFTWARE INC CL A 029683109 382 16,065 SH   DFND   16,065 0 0
AMER STATES WTR CO COM 029899101 1,488 17,402 SH   DFND   17,402 0 0
AMERANT BANCORP INC CL A 023576101 317 12,805 SH   DFND   12,805 0 0
AMERCO COM 023586100 691 1,070 SH   OTR 2 1,070 0 0
AMERCO COM 023586100 101 157 SH   OTR 3 157 0 0
AMERCO COM 023586100 86,852 134,439 SH   DFND   90,045 0 44,394
AMEREN CORP COM 023608102 60,553 747,570 SH   DFND   449,648 0 297,922
AMEREN CORP COM 023608102 2,444 30,168 SH   OTR 3 30,168 0 0
AMERESCO INC CL A 02361E108 1,094 18,718 SH   DFND   15,543 0 3,175
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,571 258,705 SH   DFND   250,539 0 8,166
AMERICAN ASSETS TR INC COM 024013104 886 23,683 SH   DFND   23,683 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,596 181,190 SH   DFND   181,190 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,685 241,167 SH   DFND   202,350 0 38,817
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9,677 375,062 SH   DFND   335,875 0 39,187
AMERICAN ELEC PWR CO INC COM 025537101 911 11,220 SH   OTR 3 11,220 0 0
AMERICAN ELEC PWR CO INC COM 025537101 345 4,252 SH   OTR 2 4,252 0 0
AMERICAN ELEC PWR CO INC COM 025537101 33,055 407,181 SH   DFND   295,679 0 111,502
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,442 48,754 SH   DFND   48,754 0 0
AMERICAN EXPRESS CO COM 025816109 16,223 96,837 SH   DFND   81,685 0 15,152
AMERICAN FIN TR INC COM CLASS A 02607T109 1,478 183,787 SH   DFND   183,787 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 4,873 38,728 SH   DFND   33,733 0 4,995
AMERICAN HOMES 4 RENT CL A 02665T306 950 24,923 SH   DFND   18,185 0 6,738
AMERICAN INTL GROUP INC COM NEW 026874784 7,723 140,697 SH   DFND   140,697 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 314 1,662 SH   DFND   1,387 0 275
AMERICAN OUTDOOR BRANDS INC COM 02875D109 722 29,381 SH   DFND   29,381 0 0
AMERICAN PUB ED INC COM 02913V103 1,596 62,335 SH   DFND   49,402 0 12,933
AMERICAN TOWER CORP NEW COM 03027X100 5,043 19,000 SH   OTR 2 19,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 97,679 368,030 SH   DFND   160,163 0 207,867
AMERICAN VANGUARD CORP COM 030371108 1,279 84,994 SH   DFND   84,994 0 0
AMERICAN WELL CORP CL A 03044L105 289 31,688 SH   DFND   31,688 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 973 14,886 SH   DFND   14,886 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 60,323 356,858 SH   DFND   204,363 0 152,495
AMERICAN WTR WKS CO INC NEW COM 030420103 2,140 12,658 SH   OTR 3 12,658 0 0
AMERICAS CAR-MART INC COM 03062T105 473 4,048 SH   DFND   1,736 0 2,312
AMERICOLD RLTY TR COM 03064D108 638 21,950 SH   DFND   14,828 0 7,122
AMERIPRISE FINL INC COM 03076C106 30,383 115,033 SH   DFND   41,313 0 73,720
AMERIS BANCORP COM 03076K108 346 6,664 SH   DFND   6,664 0 0
AMERISAFE INC COM 03071H100 3,123 55,604 SH   DFND   41,297 0 14,307
AMERISOURCEBERGEN CORP COM 03073E105 10,210 85,474 SH   OTR 2 85,474 0 0
AMERISOURCEBERGEN CORP COM 03073E105 89,331 747,854 SH   DFND   400,925 0 346,929
AMETEK INC COM 031100100 44,085 355,495 SH   DFND   128,508 0 226,987
AMETEK INC COM 031100100 475 3,832 SH   OTR 2 3,832 0 0
AMGEN INC COM 031162100 3,743 17,600 SH   OTR 3 17,600 0 0
AMGEN INC COM 031162100 248,089 1,166,655 SH   DFND   546,118 0 620,537
AMICUS THERAPEUTICS INC COM 03152W109 849 88,891 SH   DFND   88,891 0 0
AMKOR TECHNOLOGY INC COM 031652100 27,272 1,093,073 SH   DFND   980,414 0 112,659
AMMO INC COM 00175J107 226 36,782 SH   DFND   36,782 0 0
AMN HEALTHCARE SVCS INC COM 001744101 3,429 29,878 SH   DFND   26,431 0 3,447
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 366 19,277 SH   DFND   19,277 0 0
AMPHENOL CORP NEW CL A 032095101 30,068 410,591 SH   DFND   250,735 0 159,856
AMPHENOL CORP NEW CL A 032095101 709 9,683 SH   OTR 3 9,683 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 100 60,116 SH   DFND   60,116 0 0
AMYRIS INC COM NEW 03236M200 1,732 126,129 SH   DFND   126,129 0 0
ANALOG DEVICES INC COM 032654105 47,963 286,383 SH   DFND   107,676 0 178,707
ANAPLAN INC COM 03272L108 11,561 189,859 SH   DFND   164,113 0 25,746
ANAPTYSBIO INC COM 032724106 714 26,345 SH   DFND   26,345 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 550 30,626 SH   DFND   30,626 0 0
ANDERSONS INC COM 034164103 814 26,413 SH   DFND   26,413 0 0
ANGIODYNAMICS INC COM 03475V101 2,517 97,033 SH   DFND   97,033 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 104,906 6,560,750 SH   DFND   3,259,384 0 3,301,366
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 1,524 95,304 SH   OTR 3 95,304 0 0
ANSYS INC COM 03662Q105 20,059 58,919 SH   DFND   58,919 0 0
ANSYS INC COM 03662Q105 412 1,210 SH   OTR 3 1,210 0 0
ANTARES PHARMA INC COM 036642106 911 250,255 SH   DFND   250,255 0 0
ANTERIX INC COM 03676C100 239 3,941 SH   DFND   3,941 0 0
ANTERO RESOURCES CORP COM 03674X106 7,236 384,683 SH   DFND   384,683 0 0
ANTHEM INC COM 036752103 299,699 803,914 SH   DFND   431,386 0 372,528
ANTHEM INC COM 036752103 708 1,899 SH   OTR 3 1,899 0 0
ANTHEM INC COM 036752103 14,984 40,192 SH   OTR 2 40,192 0 0
AON PLC SHS CL A G0403H108 44,460 155,579 SH   DFND   133,869 0 21,710
AON PLC SHS CL A G0403H108 1,477 5,170 SH   OTR 3 5,170 0 0
APA CORPORATION COM 03743Q108 13,568 652,163 SH   DFND   521,242 0 130,921
APARTMENT INCOME REIT CORP COM 03750L109 723 14,806 SH   DFND   8,775 0 6,031
APELLIS PHARMACEUTICALS INC COM 03753U106 1,350 40,966 SH   DFND   40,966 0 0
API GROUP CORP COM STK 00187Y100 1,517 74,535 SH   DFND   74,535 0 0
APOGEE ENTERPRISES INC COM 037598109 950 25,171 SH   DFND   18,274 0 6,897
APOLLO COML REAL EST FIN INC COM 03762U105 1,124 75,779 SH   DFND   75,779 0 0
APOLLO MED HLDGS INC COM NEW 03763A207 1,087 11,937 SH   DFND   11,937 0 0
APPFOLIO INC COM CL A 03783C100 1,058 8,789 SH   DFND   8,789 0 0
APPIAN CORP CL A 03782L101 999 10,796 SH   DFND   10,796 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 992 63,059 SH   DFND   54,097 0 8,962
APPLE INC COM 037833100 1,831,726 12,945,059 SH   DFND   6,561,579 0 6,383,480
APPLE INC COM 037833100 62,274 440,097 SH   OTR 2 440,097 0 0
APPLE INC COM 037833100 1,676 11,846 SH   OTR 3 11,846 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 908 10,072 SH   DFND   10,072 0 0
APPLIED MATLS INC COM 038222105 213,540 1,658,817 SH   DFND   837,281 0 821,536
APPLIED MATLS INC COM 038222105 6,761 52,518 SH   OTR 2 52,518 0 0
APTARGROUP INC COM 038336103 111 932 SH   OTR 3 932 0 0
APTARGROUP INC COM 038336103 3,875 32,468 SH   DFND   31,276 0 1,192
APTIV PLC SHS G6095L109 1,550 10,402 SH   DFND   10,402 0 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 58 14,315 SH   DFND   14,315 0 0
ARAMARK COM 03852U106 14,805 450,552 SH   DFND   401,949 0 48,603
ARBOR REALTY TRUST INC COM 038923108 348 18,802 SH   DFND   18,802 0 0
ARCBEST CORP COM 03937C105 2,909 35,577 SH   DFND   27,397 0 8,180
ARCH CAP GROUP LTD ORD G0450A105 2,299 60,215 SH   OTR 2 60,215 0 0
ARCH CAP GROUP LTD ORD G0450A105 17,652 462,331 SH   DFND   275,837 0 186,494
ARCHER DANIELS MIDLAND CO COM 039483102 112 1,866 SH   OTR 3 1,866 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 44,433 740,430 SH   DFND   550,044 0 190,386
ARCHROCK INC COM 03957W106 436 52,813 SH   DFND   52,813 0 0
ARCONIC CORPORATION COM 03966V107 1,636 51,874 SH   DFND   51,874 0 0
ARCOSA INC COM 039653100 727 14,489 SH   DFND   5,544 0 8,945
ARCUS BIOSCIENCES INC COM 03969F109 205 5,869 SH   DFND   5,869 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,621 27,220 SH   DFND   27,220 0 0
ARGAN INC COM 04010E109 1,947 44,585 SH   DFND   35,100 0 9,485
ARGO GROUP INTL HLDGS LTD COM G0464B107 217 4,162 SH   DFND   4,162 0 0
ARISTA NETWORKS INC COM 040413106 9,605 27,950 SH   DFND   15,493 0 12,457
ARLO TECHNOLOGIES INC COM 04206A101 1,087 169,509 SH   DFND   169,509 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,989 148,791 SH   DFND   148,791 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 395 4,140 SH   DFND   4,140 0 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100 290 15,634 SH   DFND   15,634 0 0
ARROW ELECTRS INC COM 042735100 8,899 79,248 SH   OTR 2 79,248 0 0
ARROW ELECTRS INC COM 042735100 276,160 2,459,347 SH   DFND   1,365,586 0 1,093,761
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,565 57,593 SH   DFND   56,977 0 616
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,985 40,569 SH   DFND   38,520 0 2,049
ARVINAS INC COM 04335A105 1,322 16,082 SH   DFND   16,082 0 0
ASANA INC CL A 04342Y104 2,154 20,745 SH   DFND   20,745 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,591 13,172 SH   DFND   9,395 0 3,777
ASENSUS SURGICAL INC COM 04367G103 275 148,762 SH   DFND   148,762 0 0
ASGN INC COM 00191U102 12,125 107,164 SH   DFND   96,665 0 10,499
ASHLAND GLOBAL HLDGS INC COM 044186104 3,186 35,746 SH   DFND   35,704 0 42
ASPEN AEROGELS INC COM 04523Y105 1,077 23,409 SH   DFND   23,409 0 0
ASPEN TECHNOLOGY INC COM 045327103 5,278 42,981 SH   DFND   38,642 0 4,339
ASPIRA WOMENS HEALTH INC COM 04537Y109 87 26,826 SH   DFND   26,826 0 0
ASSOCIATED BANC CORP COM 045487105 27,793 1,297,507 SH   DFND   1,130,890 0 166,617
ASSURANT INC COM 04621X108 77,118 488,864 SH   DFND   271,065 0 217,799
ASSURED GUARANTY LTD COM G0585R106 7,668 163,807 SH   DFND   158,009 0 5,798
ASTEC INDS INC COM 046224101 669 12,430 SH   DFND   10,177 0 2,253
AT&T INC COM 00206R102 71,231 2,637,202 SH   DFND   1,994,942 0 642,260
AT&T INC COM 00206R102 361 13,379 SH   OTR 3 13,379 0 0
ATHENE HOLDING LTD CL A G0684D107 906 13,148 SH   DFND   10,001 0 3,147
ATKORE INC COM 047649108 4,727 54,383 SH   DFND   50,563 0 3,820
ATLANTIC CAP BANCSHARES INC COM 048269203 543 20,510 SH   DFND   20,510 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 603 16,356 SH   DFND   16,356 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 871 16,416 SH   DFND   16,416 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 886 10,853 SH   DFND   6,513 0 4,340
ATLASSIAN CORP PLC CL A G06242104 233 595 SH   OTR 3 595 0 0
ATLASSIAN CORP PLC CL A G06242104 9,118 23,295 SH   DFND   12,990 0 10,305
ATMOS ENERGY CORP COM 049560105 15,971 181,079 SH   DFND   106,008 0 75,071
ATMOS ENERGY CORP COM 049560105 670 7,592 SH   OTR 3 7,592 0 0
ATN INTL INC COM 00215F107 335 7,142 SH   DFND   7,142 0 0
ATOMERA INC COM 04965B100 338 14,625 SH   DFND   14,625 0 0
ATOSSA THERAPEUTICS INC COM 04962H506 108 33,186 SH   DFND   33,186 0 0
ATRICURE INC COM 04963C209 837 12,036 SH   DFND   12,036 0 0
ATRION CORP COM 049904105 472 676 SH   DFND   676 0 0
AUDACY INC CL A 05070N103 555 150,757 SH   DFND   150,757 0 0
AUTODESK INC COM 052769106 98 342 SH   OTR 3 342 0 0
AUTODESK INC COM 052769106 38,666 135,590 SH   DFND   90,926 0 44,664
AUTOHOME INC SP ADS RP CL A 05278C107 510 10,871 SH   DFND   6,530 0 4,341
AUTOLIV INC COM 052800109 41,901 488,810 SH   DFND   276,192 0 212,618
AUTOLIV INC COM 052800109 4,504 52,548 SH   OTR 2 52,548 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,813 14,072 SH   OTR 3 14,072 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,899 19,502 SH   OTR 2 19,502 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 117,065 585,561 SH   DFND   319,997 0 265,564
AUTONATION INC COM 05329W102 105,763 868,620 SH   DFND   787,793 0 80,827
AUTOZONE INC COM 053332102 10,059 5,924 SH   OTR 2 5,924 0 0
AUTOZONE INC COM 053332102 976 575 SH   OTR 3 575 0 0
AUTOZONE INC COM 053332102 168,548 99,263 SH   DFND   47,155 0 52,108
AVALARA INC COM 05338G106 2,615 14,962 SH   DFND   14,962 0 0
AVALO THERAPEUTICS INC COM 05338F108 56 25,894 SH   DFND   25,894 0 0
AVALONBAY CMNTYS INC COM 053484101 1,182 5,331 SH   OTR 2 5,331 0 0
AVALONBAY CMNTYS INC COM 053484101 29,879 134,807 SH   DFND   87,470 0 47,337
AVANGRID INC COM 05351W103 424 8,724 SH   DFND   8,724 0 0
AVANOS MED INC COM 05350V106 2,052 65,771 SH   DFND   65,771 0 0
AVANTOR INC COM 05352A100 7,383 180,509 SH   DFND   170,245 0 10,264
AVAYA HLDGS CORP COM 05351X101 1,213 61,282 SH   DFND   61,282 0 0
AVERY DENNISON CORP COM 053611109 72,613 350,431 SH   DFND   110,799 0 239,632
AVERY DENNISON CORP COM 053611109 90 436 SH   OTR 3 436 0 0
AVERY DENNISON CORP COM 053611109 348 1,678 SH   OTR 2 1,678 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 264 8,049 SH   DFND   8,049 0 0
AVID BIOSERVICES INC COM 05368M106 589 27,286 SH   DFND   27,286 0 0
AVID TECHNOLOGY INC COM 05367P100 3,617 125,058 SH   DFND   116,492 0 8,566
AVIENT CORPORATION COM 05368V106 2,845 61,377 SH   DFND   56,934 0 4,443
AVIS BUDGET GROUP COM 053774105 2,175 18,664 SH   DFND   18,664 0 0
AVNET INC COM 053807103 30,955 837,313 SH   DFND   737,596 0 99,717
AXALTA COATING SYS LTD COM G0750C108 8,724 298,862 SH   DFND   260,637 0 38,225
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,823 38,760 SH   DFND   36,768 0 1,992
AXIS CAP HLDGS LTD SHS G0692U109 10,728 233,011 SH   DFND   177,446 0 55,565
AXON ENTERPRISE INC COM 05464C101 4,635 26,484 SH   DFND   21,573 0 4,911
AXT INC COM 00246W103 142 17,060 SH   DFND   17,060 0 0
AZZ INC COM 002474104 599 11,266 SH   DFND   11,266 0 0
B & G FOODS INC NEW COM 05508R106 349 11,676 SH   DFND   11,676 0 0
B. RILEY FINANCIAL INC COM 05580M108 1,291 21,865 SH   DFND   12,945 0 8,920
BABCOCK & WILCOX ENTERPRISES COM 05614L209 1,258 196,296 SH   DFND   196,296 0 0
BADGER METER INC COM 056525108 801 7,920 SH   DFND   5,637 0 2,283
BAIDU INC SPON ADR REP A 056752108 1,155 7,509 SH   OTR 3 7,509 0 0
BAIDU INC SPON ADR REP A 056752108 73,102 475,457 SH   DFND   217,521 0 257,936
BAKER HUGHES COMPANY CL A 05722G100 1,026 41,500 SH   DFND   41,255 0 245
BALCHEM CORP COM 057665200 1,180 8,137 SH   DFND   8,137 0 0
BALL CORP COM 058498106 2,442 27,137 SH   DFND   27,137 0 0
BALLYS CORPORATION COM 05875B106 267 5,323 SH   DFND   5,323 0 0
BANC OF CALIFORNIA INC COM 05990K106 849 45,931 SH   DFND   45,931 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,239 845,603 SH   DFND   845,603 0 0
BANCO DE CHILE SPONSORED ADS 059520106 142 7,668 SH   OTR 3 7,668 0 0
BANCO DE CHILE SPONSORED ADS 059520106 1,663 89,964 SH   DFND   10,458 0 79,506
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,630 249,201 SH   DFND   249,201 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 11,287 570,924 SH   DFND   279,774 0 291,150
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 71 3,609 SH   OTR 3 3,609 0 0
BANCORP INC DEL COM 05969A105 693 27,249 SH   DFND   27,249 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,563 86,065 SH   DFND   86,065 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9 210 175,000 PRN   DFND   175,000 0 0
BANK HAWAII CORP COM 062540109 3,557 43,293 SH   DFND   43,293 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,325 83,426 SH   OTR 2 83,426 0 0
BANK NEW YORK MELLON CORP COM 064058100 67,628 1,304,544 SH   DFND   741,775 0 562,769
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 840 23,665 SH   DFND   23,665 0 0
BANK OZK COM 06417N103 14,043 326,743 SH   DFND   304,799 0 21,944
BANKUNITED INC COM 06652K103 473 11,301 SH   DFND   11,301 0 0
BANNER CORP COM NEW 06652V208 1,152 20,868 SH   DFND   20,868 0 0
BARNES & NOBLE ED INC COM 06777U101 766 76,632 SH   DFND   76,632 0 0
BARNES GROUP INC COM 067806109 455 10,895 SH   DFND   10,895 0 0
BARRETT BUSINESS SVCS INC COM 068463108 1,657 21,726 SH   DFND   21,726 0 0
BARRICK GOLD CORP COM 067901108 572 31,669 SH   DFND   31,669 0 0
BASSETT FURNITURE INDS INC COM 070203104 596 32,892 SH   DFND   32,892 0 0
BATH & BODY WORKS INC COM 070830104 72,638 1,152,441 SH   DFND   704,155 0 448,286
BATH & BODY WORKS INC COM 070830104 6,222 98,712 SH   OTR 2 98,712 0 0
BAXTER INTL INC COM 071813109 44,042 547,581 SH   DFND   375,813 0 171,768
BEACON ROOFING SUPPLY INC COM 073685109 976 20,443 SH   DFND   20,443 0 0
BEAM THERAPEUTICS INC COM 07373V105 1,978 22,728 SH   DFND   22,728 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 837 48,514 SH   DFND   48,514 0 0
BECTON DICKINSON & CO COM 075887109 942 3,831 SH   OTR 3 3,831 0 0
BECTON DICKINSON & CO COM 075887109 56,993 231,847 SH   DFND   143,374 0 88,473
BED BATH & BEYOND INC COM 075896100 608 35,200 SH   DFND   35,200 0 0
BEIGENE LTD SPONSORED ADR 07725L102 28,914 79,652 SH   DFND   37,104 0 42,548
BEIGENE LTD SPONSORED ADR 07725L102 459 1,264 SH   OTR 3 1,264 0 0
BELDEN INC COM 077454106 5,375 92,265 SH   DFND   92,265 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,960 73,374 SH   DFND   73,374 0 0
BENEFITFOCUS INC COM 08180D106 1,032 93,010 SH   DFND   93,010 0 0
BERKLEY W R CORP COM 084423102 33,241 454,230 SH   DFND   197,734 0 256,496
BERKLEY W R CORP COM 084423102 1,293 17,662 SH   OTR 2 17,662 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 25,505 62 SH   DFND   0 0 62
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 292,629 1,072,135 SH   DFND   516,052 0 556,083
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,740 28,357 SH   OTR 2 28,357 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 767 28,413 SH   DFND   28,413 0 0
BERRY CORP COM 08579X101 1,805 250,300 SH   DFND   250,300 0 0
BERRY GLOBAL GROUP INC COM 08579W103 35,502 583,139 SH   DFND   512,610 0 70,529
BEST BUY INC COM 086516101 175,259 1,657,926 SH   DFND   885,891 0 772,035
BEST BUY INC COM 086516101 1,300 12,299 SH   OTR 2 12,299 0 0
BEST BUY INC COM 086516101 371 3,513 SH   OTR 3 3,513 0 0
BGC PARTNERS INC CL A 05541T101 450 86,418 SH   DFND   86,418 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 434 18,858 SH   DFND   18,858 0 0
BIG LOTS INC COM 089302103 301 6,953 SH   DFND   4,869 0 2,084
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 714 14,098 SH   DFND   14,098 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 224 1,305 SH   DFND   1,305 0 0
BILIBILI INC SPONS ADS REP Z 090040106 14,503 219,180 SH   DFND   101,522 0 117,658
BILIBILI INC SPONS ADS REP Z 090040106 220 3,322 SH   OTR 3 3,322 0 0
BILL COM HLDGS INC COM 090043100 5,424 20,765 SH   DFND   19,089 0 1,676
BIO RAD LABS INC CL A 090572207 133,136 178,478 SH   DFND   104,775 0 73,703
BIOCRYST PHARMACEUTICALS INC COM 09058V103 1,869 130,073 SH   DFND   130,073 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 2,114 585,585 SH   DFND   585,585 0 0
BIOGEN INC COM 09062X103 1,195 4,224 SH   OTR 3 4,224 0 0
BIOGEN INC COM 09062X103 98,095 346,636 SH   DFND   201,222 0 145,414
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 3,984 28,683 SH   DFND   28,683 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 259 3,355 SH   DFND   1,035 0 2,320
BIONANO GENOMICS INC COM 09075F107 541 98,331 SH   DFND   98,331 0 0
BIO-TECHNE CORP COM 09073M104 22,060 45,524 SH   DFND   41,223 0 4,301
BJS WHSL CLUB HLDGS INC COM 05550J101 2,188 39,831 SH   DFND   34,954 0 4,877
BK OF AMERICA CORP COM 060505104 32,367 762,476 SH   DFND   455,955 0 306,521
BLACK HILLS CORP COM 092113109 1,669 26,588 SH   DFND   26,588 0 0
BLACK KNIGHT INC COM 09215C105 5,589 77,622 SH   DFND   46,479 0 31,143
BLACKBAUD INC COM 09227Q100 4,241 60,290 SH   DFND   56,549 0 3,741
BLACKLINE INC COM 09239B109 1,493 12,643 SH   DFND   12,643 0 0
BLACKROCK INC COM 09247X101 3,364 4,011 SH   OTR 3 4,011 0 0
BLACKROCK INC COM 09247X101 2,746 3,274 SH   OTR 2 3,274 0 0
BLACKROCK INC COM 09247X101 224,784 268,028 SH   DFND   184,681 0 83,347
BLACKSTONE MTG TR INC COM CL A 09257W100 2,420 79,819 SH   DFND   63,488 0 16,331
BLINK CHARGING CO COM 09354A100 267 9,315 SH   DFND   9,315 0 0
BLOCK H & R INC COM 093671105 26,657 1,066,282 SH   DFND   898,780 0 167,502
BLOOM ENERGY CORP COM CL A 093712107 232 12,375 SH   DFND   12,375 0 0
BLOOMIN BRANDS INC COM 094235108 834 33,345 SH   DFND   33,345 0 0
BLUEBIRD BIO INC COM 09609G100 992 53,264 SH   DFND   53,264 0 0
BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 210 8,134 SH   DFND   8,134 0 0
BLUELINX HLDGS INC COM NEW 09624H208 396 8,095 SH   DFND   8,095 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 3,119 30,334 SH   DFND   30,334 0 0
BOEING CO COM 097023105 1,003 4,561 SH   DFND   4,561 0 0
BOISE CASCADE CO DEL COM 09739D100 5,831 108,023 SH   DFND   92,561 0 15,462
BOK FINL CORP COM NEW 05561Q201 21,154 236,230 SH   DFND   200,854 0 35,376
BONANZA CREEK ENERGY INC COM NEW 097793400 579 12,079 SH   DFND   12,079 0 0
BOOKING HOLDINGS INC COM 09857L108 25,592 10,791 SH   DFND   9,473 0 1,318
BOOT BARN HLDGS INC COM 099406100 878 9,885 SH   DFND   9,885 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 47,577 599,578 SH   DFND   378,318 0 221,260
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,843 35,832 SH   OTR 2 35,832 0 0
BORGWARNER INC COM 099724106 7,763 179,652 SH   DFND   70,910 0 108,742
BOSTON BEER INC CL A 100557107 6,607 12,961 SH   DFND   12,709 0 252
BOSTON PROPERTIES INC COM 101121101 2,315 21,369 SH   DFND   21,369 0 0
BOSTON SCIENTIFIC CORP COM 101137107 16,276 375,118 SH   DFND   308,644 0 66,474
BOTTOMLINE TECH DEL INC COM 101388106 980 24,953 SH   DFND   24,953 0 0
BOX INC CL A 10316T104 2,500 105,603 SH   DFND   105,603 0 0
BOYD GAMING CORP COM 103304101 40,310 637,219 SH   DFND   558,432 0 78,787
BRADY CORP CL A 104674106 364 7,171 SH   DFND   7,171 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 61 12,570 SH   DFND   12,570 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 569 42,419 SH   DFND   42,419 0 0
BRASKEM S A SP ADR PFD A 105532105 431 19,738 SH   DFND   19,738 0 0
BRF SA SPONSORED ADR 10552T107 750 149,388 SH   DFND   149,388 0 0
BRIDGEBIO PHARMA INC COM 10806X102 735 15,685 SH   DFND   15,685 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 211 11,023 SH   DFND   11,023 0 0
BRIGHTCOVE INC COM 10921T101 1,139 98,712 SH   DFND   98,712 0 0
BRIGHTHOUSE FINL INC COM 10922N103 12,995 287,311 SH   DFND   259,545 0 27,766
BRIGHTSPHERE INVT GROUP INC COM 10948W103 1,898 72,644 SH   DFND   60,884 0 11,760
BRINKER INTL INC COM 109641100 600 12,228 SH   DFND   12,228 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 91,303 1,543,067 SH   DFND   870,343 0 672,724
BRISTOL-MYERS SQUIBB CO COM 110122108 847 14,318 SH   OTR 3 14,318 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,955 359,780 SH   DFND   344,029 0 15,751
BROADCOM INC COM 11135F101 201,851 416,248 SH   DFND   238,496 0 177,752
BROADCOM INC COM 11135F101 465 958 SH   OTR 3 958 0 0
BROADCOM INC COM 11135F101 7,832 16,150 SH   OTR 2 16,150 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8,767 52,608 SH   DFND   20,003 0 32,605
BROADSTONE NET LEASE INC COM 11135E203 1,703 68,643 SH   DFND   64,652 0 3,991
BROOKDALE SR LIVING INC COM 112463104 609 96,622 SH   DFND   96,622 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 1,600 104,840 SH   DFND   92,260 0 12,580
BROOKS AUTOMATION INC NEW COM 114340102 2,690 26,287 SH   DFND   15,121 0 11,166
BROWN & BROWN INC COM 115236101 4,966 89,567 SH   DFND   89,567 0 0
BROWN FORMAN CORP CL B 115637209 21,097 314,840 SH   DFND   136,251 0 178,589
BRUKER CORP COM 116794108 16,600 212,554 SH   DFND   164,098 0 48,456
BRUNSWICK CORP COM 117043109 51,822 543,953 SH   DFND   460,924 0 83,029
BRYN MAWR BK CORP COM 117665109 396 8,619 SH   DFND   8,619 0 0
BUCKLE INC COM 118440106 2,209 55,794 SH   DFND   41,761 0 14,033
BUILDERS FIRSTSOURCE INC COM 12008R107 19,518 377,236 SH   DFND   348,937 0 28,299
BUNGE LIMITED COM G16962105 9,592 118,535 SH   DFND   110,548 0 7,987
BURLINGTON STORES INC COM 122017106 1,502 5,295 SH   DFND   5,295 0 0
BWX TECHNOLOGIES INC COM 05605H100 2,759 51,226 SH   DFND   49,904 0 1,322
BYLINE BANCORP INC COM 124411109 745 30,332 SH   DFND   30,332 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 973 11,182 SH   OTR 3 11,182 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 89,221 1,025,532 SH   DFND   654,414 0 371,118
CABLE ONE INC COM 12685J105 5,918 3,264 SH   DFND   2,816 0 448
CABOT CORP COM 127055101 4,535 90,488 SH   DFND   87,521 0 2,967
CABOT OIL & GAS CORP COM 127097103 60,599 2,784,903 SH   DFND   2,717,908 0 66,995
CABOT OIL & GAS CORP COM 127097103 452 20,763 SH   OTR 3 20,763 0 0
CACI INTL INC CL A 127190304 61,912 236,216 SH   DFND   207,878 0 28,338
CADENCE BANCORPORATION CL A 12739A100 1,529 69,636 SH   DFND   69,636 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 71,021 468,974 SH   DFND   361,871 0 107,103
CADIZ INC COM NEW 127537207 76 10,859 SH   DFND   10,859 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 2,490 22,173 SH   DFND   22,173 0 0
CAI INTERNATIONAL INC COM 12477X106 573 10,243 SH   DFND   9,660 0 583
CALAMP CORP COM 128126109 1,091 109,684 SH   DFND   109,684 0 0
CALERES INC COM 129500104 542 24,408 SH   DFND   24,408 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 1,481 36,134 SH   DFND   36,134 0 0
CALIX INC COM 13100M509 2,231 45,135 SH   DFND   45,135 0 0
CALLAWAY GOLF CO COM 131193104 1,105 40,008 SH   DFND   40,008 0 0
CALLON PETE CO DEL COM 13123X508 687 13,992 SH   DFND   13,992 0 0
CAMBIUM NETWORKS CORP SHS G17766109 1,224 33,827 SH   DFND   29,699 0 4,128
CAMDEN NATL CORP COM 133034108 2,122 44,307 SH   DFND   37,593 0 6,714
CAMDEN PPTY TR SH BEN INT 133131102 23,847 161,705 SH   DFND   154,964 0 6,741
CAMPBELL SOUP CO COM 134429109 9,187 219,737 SH   DFND   196,076 0 23,661
CAMPBELL SOUP CO COM 134429109 399 9,542 SH   OTR 3 9,542 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 679 17,463 SH   DFND   17,463 0 0
CANNAE HLDGS INC COM 13765N107 1,399 44,965 SH   DFND   40,299 0 4,666
CANOO INC COM CL A 13803R102 80 10,384 SH   DFND   10,384 0 0
CAPITAL ONE FINL CORP COM 14040H105 11,484 70,899 SH   OTR 2 70,899 0 0
CAPITAL ONE FINL CORP COM 14040H105 249,873 1,542,711 SH   DFND   959,310 0 583,401
CAPRI HOLDINGS LIMITED SHS G1890L107 13,766 284,364 SH   DFND   253,131 0 31,233
CARA THERAPEUTICS INC COM 140755109 438 28,362 SH   DFND   28,362 0 0
CARDIFF ONCOLOGY INC COM 14147L108 240 36,053 SH   DFND   36,053 0 0
CARDINAL HEALTH INC COM 14149Y108 1,554 31,417 SH   OTR 2 31,417 0 0
CARDINAL HEALTH INC COM 14149Y108 33,433 675,963 SH   DFND   431,702 0 244,261
CARDIOVASCULAR SYS INC DEL COM 141619106 259 7,883 SH   DFND   7,883 0 0
CARDLYTICS INC COM 14161W105 363 4,320 SH   DFND   4,320 0 0
CAREDX INC COM 14167L103 1,747 27,574 SH   DFND   25,341 0 2,233
CARETRUST REIT INC COM 14174T107 1,192 58,667 SH   DFND   58,667 0 0
CARGURUS INC COM CL A 141788109 677 21,552 SH   DFND   21,552 0 0
CARLISLE COS INC COM 142339100 27,198 136,819 SH   DFND   130,279 0 6,540
CARPENTER TECHNOLOGY CORP COM 144285103 369 11,281 SH   DFND   11,281 0 0
CARRIAGE SVCS INC COM 143905107 796 17,862 SH   DFND   12,553 0 5,309
CARRIER GLOBAL CORPORATION COM 14448C104 1,392 26,885 SH   OTR 2 26,885 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 360 6,951 SH   OTR 3 6,951 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 181,392 3,504,473 SH   DFND   2,288,863 0 1,215,610
CARROLS RESTAURANT GROUP INC COM 14574X104 321 87,640 SH   DFND   87,640 0 0
CARS COM INC COM 14575E105 1,221 96,506 SH   DFND   96,506 0 0
CARTERS INC COM 146229109 43,573 448,094 SH   DFND   403,131 0 44,963
CARVANA CO CL A 146869102 4,622 15,327 SH   DFND   15,327 0 0
CASA SYS INC COM 14713L102 651 96,011 SH   DFND   96,011 0 0
CASELLA WASTE SYS INC CL A 147448104 217 2,863 SH   DFND   2,863 0 0
CASEYS GEN STORES INC COM 147528103 41,482 220,121 SH   DFND   186,672 0 33,449
CASPER SLEEP INC COM 147626105 47 11,041 SH   DFND   11,041 0 0
CASS INFORMATION SYS INC COM 14808P109 1,657 39,601 SH   DFND   35,588 0 4,013
CASSAVA SCIENCES INC COM 14817C107 724 11,660 SH   DFND   11,660 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 1,641 1,045,438 SH   DFND   1,045,438 0 0
CATALENT INC COM 148806102 1,920 14,428 SH   DFND   14,428 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,519 475,317 SH   DFND   434,430 0 40,887
CATCHMARK TIMBER TR INC CL A 14912Y202 170 14,292 SH   DFND   14,292 0 0
CATERPILLAR INC COM 149123101 70,949 369,585 SH   DFND   241,152 0 128,433
CATERPILLAR INC COM 149123101 2,080 10,835 SH   OTR 2 10,835 0 0
CATERPILLAR INC COM 149123101 87 454 SH   OTR 3 454 0 0
CATHAY GEN BANCORP COM 149150104 17,225 416,175 SH   DFND   375,522 0 40,653
CATO CORP NEW CL A 149205106 729 44,083 SH   DFND   44,083 0 0
CAVCO INDS INC DEL COM 149568107 766 3,234 SH   DFND   3,234 0 0
CBIZ INC COM 124805102 1,017 31,443 SH   DFND   12,004 0 19,439
CBOE GLOBAL MKTS INC COM 12503M108 14,014 113,147 SH   DFND   87,544 0 25,603
CBRE GROUP INC CL A 12504L109 3,814 39,174 SH   DFND   36,262 0 2,912
CDK GLOBAL INC COM 12508E101 11,940 280,606 SH   DFND   249,079 0 31,527
CDW CORP COM 12514G108 3,715 20,408 SH   OTR 2 20,408 0 0
CDW CORP COM 12514G108 113,294 622,425 SH   DFND   358,723 0 263,702
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CELCUITY INC COM 15102K100 895 49,734 SH   DFND   49,734 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 586 10,852 SH   DFND   10,852 0 0
CELSIUS HLDGS INC COM NEW 15118V207 2,862 31,767 SH   DFND   31,767 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 22,705 3,166,665 SH   DFND   1,086,851 0 2,079,814
CENOVUS ENERGY INC *W EXP 01/01/202 15135U117 748 126,835 SH   DFND   119,253 0 7,582
CENTENE CORP DEL COM 15135B101 13,527 217,092 SH   DFND   193,346 0 23,746
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,524 227,420 SH   DFND   227,420 0 0
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CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 622 87,649 SH   DFND   87,649 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,474 34,287 SH   DFND   12,718 0 21,569
CENTRAL PAC FINL CORP COM NEW 154760409 1,992 77,565 SH   DFND   77,565 0 0
CENTURY ALUM CO COM 156431108 219 16,274 SH   DFND   16,274 0 0
CENTURY CASINOS INC COM 156492100 310 23,007 SH   DFND   23,007 0 0
CENTURY CMNTYS INC COM 156504300 1,979 32,210 SH   DFND   21,741 0 10,469
CERENCE INC COM 156727109 2,130 22,161 SH   DFND   18,485 0 3,676
CERIDIAN HCM HLDG INC COM 15677J108 579 5,140 SH   DFND   5,140 0 0
CERNER CORP COM 156782104 560 7,945 SH   OTR 3 7,945 0 0
CERNER CORP COM 156782104 64,348 912,474 SH   DFND   735,025 0 177,449
CEVA INC COM 157210105 488 11,434 SH   DFND   11,434 0 0
CF INDS HLDGS INC COM 125269100 11,637 208,466 SH   DFND   187,166 0 21,300
CHAMPIONX CORPORATION COM 15872M104 4,031 180,277 SH   DFND   179,974 0 303
CHANGE HEALTHCARE INC COM 15912K100 394 18,796 SH   DFND   15,948 0 2,848
CHANNELADVISOR CORP COM 159179100 2,261 89,618 SH   DFND   89,618 0 0
CHARGEPOINT HOLDINGS INC COM CL A 15961R105 418 20,930 SH   DFND   20,930 0 0
CHARLES RIV LABS INTL INC COM 159864107 35,779 86,702 SH   DFND   79,795 0 6,907
CHARLES RIV LABS INTL INC COM 159864107 442 1,071 SH   OTR 3 1,071 0 0
CHART INDS INC COM 16115Q308 1,659 8,681 SH   DFND   8,028 0 653
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,949 26,045 SH   DFND   23,805 0 2,240
CHARTER COMMUNICATIONS INC N CL A 16119P108 427 587 SH   OTR 3 587 0 0
CHASE CORP COM 16150R104 242 2,367 SH   DFND   2,367 0 0
CHATHAM LODGING TR COM 16208T102 1,992 162,588 SH   DFND   162,588 0 0
CHEESECAKE FACTORY INC COM 163072101 1,260 26,809 SH   DFND   26,809 0 0
CHEMED CORP NEW COM 16359R103 2,204 4,738 SH   OTR 3 4,738 0 0
CHEMED CORP NEW COM 16359R103 30,363 65,280 SH   DFND   52,738 0 12,542
CHEMOURS CO COM 163851108 8,676 298,566 SH   DFND   279,841 0 18,725
CHENIERE ENERGY INC COM NEW 16411R208 3,751 38,405 SH   DFND   33,947 0 4,458
CHESAPEAKE ENERGY CORP COM 165167735 3,408 55,335 SH   DFND   55,335 0 0
CHEVRON CORP NEW COM 166764100 62,555 616,611 SH   DFND   451,168 0 165,443
CHEVRON CORP NEW COM 166764100 3,000 29,571 SH   OTR 2 29,571 0 0
CHEWY INC CL A 16679L109 1,147 16,834 SH   DFND   16,834 0 0
CHICOS FAS INC COM 168615102 371 82,682 SH   DFND   82,682 0 0
CHILDRENS PL INC NEW COM 168905107 402 5,343 SH   DFND   5,343 0 0
CHIMERA INVT CORP COM NEW 16934Q208 2,282 153,692 SH   DFND   103,121 0 50,571
CHIMERIX INC COM 16934W106 1,003 162,017 SH   DFND   162,017 0 0
CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 1,375 27,971 SH   DFND   27,971 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,715 2,594 SH   DFND   2,557 0 37
CHOICE HOTELS INTL INC COM 169905106 1,896 15,002 SH   DFND   15,002 0 0
CHROMADEX CORP COM NEW 171077407 1,077 171,841 SH   DFND   171,841 0 0
CHUBB LIMITED COM H1467J104 7,205 41,532 SH   OTR 2 41,532 0 0
CHUBB LIMITED COM H1467J104 102,473 590,690 SH   DFND   397,926 0 192,764
CHUBB LIMITED COM H1467J104 1,572 9,064 SH   OTR 3 9,064 0 0
CHURCH & DWIGHT INC COM 171340102 44,440 538,206 SH   DFND   390,334 0 147,872
CHURCH & DWIGHT INC COM 171340102 763 9,235 SH   OTR 3 9,235 0 0
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CHUYS HLDGS INC COM 171604101 245 7,770 SH   DFND   7,770 0 0
CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 18,933 7,513,175 SH   DFND   7,262,524 0 250,651
CIENA CORP COM NEW 171779309 9,626 187,468 SH   DFND   170,071 0 17,397
CIGNA CORP NEW COM 125523100 6,385 31,898 SH   OTR 2 31,898 0 0
CIGNA CORP NEW COM 125523100 82,736 413,351 SH   DFND   247,970 0 165,381
CIMAREX ENERGY CO COM 171798101 408 4,678 SH   DFND   4,281 0 397
CIMPRESS PLC SHS EURO G2143T103 835 9,619 SH   DFND   9,619 0 0
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CINTAS CORP COM 172908105 408 1,073 SH   OTR 3 1,073 0 0
CINTAS CORP COM 172908105 24,234 63,663 SH   DFND   63,663 0 0
CIRRUS LOGIC INC COM 172755100 35,409 429,986 SH   DFND   353,096 0 76,890
CISCO SYS INC COM 17275R102 1,257 23,102 SH   OTR 3 23,102 0 0
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CIT GROUP INC COM NEW 125581801 2,518 48,473 SH   DFND   48,473 0 0
CITI TRENDS INC COM 17306X102 884 12,115 SH   DFND   10,050 0 2,065
CITIGROUP INC COM NEW 172967424 2,706 38,554 SH   OTR 2 38,554 0 0
CITIGROUP INC COM NEW 172967424 74,365 1,059,637 SH   DFND   641,093 0 418,544
CITIUS PHARMACEUTICALS INC COM NEW 17322U207 37 18,243 SH   DFND   18,243 0 0
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CITRIX SYS INC COM 177376100 10,002 93,158 SH   DFND   88,237 0 4,921
CITY HLDG CO COM 177835105 269 3,449 SH   DFND   1,578 0 1,871
CITY OFFICE REIT INC COM 178587101 757 42,363 SH   DFND   42,363 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 536 23,054 SH   DFND   23,054 0 0
CLARUS CORP NEW COM 18270P109 1,046 40,817 SH   DFND   40,817 0 0
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CLEAN HARBORS INC COM 184496107 13,625 131,176 SH   DFND   108,649 0 22,527
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CLEARFIELD INC COM 18482P103 536 12,136 SH   DFND   12,136 0 0
CLEARPOINT NEURO INC COM 18507C103 242 13,614 SH   DFND   13,614 0 0
CLEARWAY ENERGY INC CL C 18539C204 1,269 41,929 SH   DFND   41,929 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 3,156 159,290 SH   DFND   153,087 0 6,203
CLEVELAND-CLIFFS INC NEW COM 185899101 119 5,998 SH   OTR 3 5,998 0 0
CLOROX CO DEL COM 189054109 3,224 19,465 SH   OTR 3 19,465 0 0
CLOROX CO DEL COM 189054109 119,434 721,178 SH   DFND   418,863 0 302,315
CLOUDERA INC COM 18914U100 2,710 169,670 SH   DFND   169,670 0 0
CLOUDFLARE INC CL A COM 18915M107 1,048 9,348 SH   OTR 3 9,348 0 0
CLOUDFLARE INC CL A COM 18915M107 10,842 96,691 SH   DFND   64,595 0 32,096
CMC MATERIALS INC COM 12571T100 5,032 40,833 SH   DFND   40,484 0 349
CME GROUP INC COM 12572Q105 2,940 15,201 SH   OTR 3 15,201 0 0
CME GROUP INC COM 12572Q105 107,539 556,101 SH   DFND   443,996 0 112,105
CMS ENERGY CORP COM 125896100 14,905 249,547 SH   DFND   220,683 0 28,864
CNA FINL CORP COM 126117100 11,861 282,667 SH   DFND   243,178 0 39,489
CNO FINL GROUP INC COM 12621E103 12,974 551,135 SH   DFND   503,349 0 47,786
CNX RES CORP COM 12653C108 2,059 163,172 SH   DFND   154,802 0 8,370
COCA COLA CO COM 191216100 3,502 66,751 SH   OTR 3 66,751 0 0
COCA COLA CO COM 191216100 144,753 2,758,781 SH   DFND   1,971,041 0 787,740
COCA COLA CONS INC COM 191098102 3,204 8,127 SH   DFND   5,732 0 2,395
COCA-COLA FEMSA SAB DE CV SPONSORD ADR REP 191241108 8,088 143,728 SH   DFND   76,644 0 67,084
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 495 6,987 SH   DFND   6,987 0 0
COGNEX CORP COM 192422103 986 12,291 SH   OTR 3 12,291 0 0
COGNEX CORP COM 192422103 29,857 372,186 SH   DFND   284,361 0 87,825
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 78,215 1,053,970 SH   DFND   504,707 0 549,263
COHEN & STEERS INC COM 19247A100 609 7,270 SH   DFND   7,270 0 0
COHERUS BIOSCIENCES INC COM 19249H103 319 19,830 SH   DFND   19,830 0 0
COHU INC COM 192576106 1,858 58,158 SH   DFND   58,158 0 0
COLFAX CORP COM 194014106 987 21,496 SH   DFND   21,496 0 0
COLGATE PALMOLIVE CO COM 194162103 163,993 2,169,793 SH   DFND   1,505,154 0 664,639
COLGATE PALMOLIVE CO COM 194162103 4,039 53,441 SH   OTR 3 53,441 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 260 13,148 SH   DFND   6,746 0 6,402
COLUMBIA BKG SYS INC COM 197236102 1,043 27,446 SH   DFND   27,446 0 0
COLUMBIA FINL INC COM 197641103 254 13,745 SH   DFND   13,745 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 1,215 63,905 SH   DFND   63,905 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 57,515 600,114 SH   DFND   501,857 0 98,257
COLUMBUS MCKINNON CORP N Y COM 199333105 794 16,415 SH   DFND   16,415 0 0
COMCAST CORP NEW CL A 20030N101 36,501 652,625 SH   DFND   462,531 0 190,094
COMERICA INC COM 200340107 23,239 288,686 SH   DFND   249,910 0 38,776
COMFORT SYS USA INC COM 199908104 1,261 17,676 SH   DFND   12,970 0 4,706
COMMERCE BANCSHARES INC COM 200525103 29,796 427,607 SH   DFND   76,260 0 351,347
COMMERCIAL METALS CO COM 201723103 4,800 157,583 SH   DFND   156,913 0 670
COMMERCIAL VEH GROUP INC COM 202608105 334 35,297 SH   DFND   35,297 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,109 180,256 SH   DFND   180,256 0 0
COMMUNITY TR BANCORP INC COM 204149108 3,177 75,459 SH   DFND   72,522 0 2,937
COMMVAULT SYS INC COM 204166102 16,013 212,622 SH   DFND   188,259 0 24,363
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1,289 182,056 SH   DFND   182,056 0 0
COMPANHIA PARANAENSE ENERG C SPON ADS 20441B605 8,467 1,296,688 SH   DFND   1,290,225 0 6,463
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 433 82,358 SH   DFND   82,358 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 8,075 467,024 SH   DFND   330,330 0 136,694
COMPASS MINERALS INTL INC COM 20451N101 364 5,654 SH   DFND   5,654 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 3,947 111,312 SH   DFND   88,960 0 22,352
COMSCORE INC COM 20564W105 281 71,989 SH   DFND   71,989 0 0
CONAGRA BRANDS INC COM 205887102 9,510 280,768 SH   DFND   240,855 0 39,913
CONCENTRIX CORP COM 20602D101 20,273 114,535 SH   DFND   108,753 0 5,782
CONCRETE PUMPING HLDGS INC COM 206704108 211 24,728 SH   DFND   24,728 0 0
CONDUENT INC COM 206787103 2,620 397,640 SH   DFND   397,640 0 0
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CONNECTONE BANCORP INC COM 20786W107 1,906 63,516 SH   DFND   63,516 0 0
CONNS INC COM 208242107 971 42,543 SH   DFND   42,543 0 0
CONOCOPHILLIPS COM 20825C104 74,850 1,104,473 SH   DFND   1,022,999 0 81,474
CONSOL ENERGY INC NEW COM 20854L108 1,881 72,272 SH   DFND   72,272 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 2,261 246,054 SH   DFND   246,054 0 0
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CONSTELLATION BRANDS INC CL A 21036P108 12,424 58,969 SH   DFND   44,581 0 14,388
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CONTAINER STORE GROUP INC COM 210751103 1,292 135,669 SH   DFND   135,669 0 0
CONTINENTAL RES INC COM 212015101 5,668 122,815 SH   DFND   122,815 0 0
CONTROLADORA VUELA COMP DE A SPON ADR RP 10 21240E105 15,433 707,614 SH   DFND   36,090 0 671,524
COOPER COS INC COM NEW 216648402 32,833 79,439 SH   DFND   49,780 0 29,659
COPA HOLDINGS SA CL A P31076105 13,694 168,269 SH   DFND   155,137 0 13,132
COPART INC COM 217204106 14,083 101,522 SH   DFND   97,010 0 4,512
COPART INC COM 217204106 795 5,734 SH   OTR 3 5,734 0 0
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COREPOINT LODGING INC COM 21872L104 597 38,512 SH   DFND   38,512 0 0
CORESITE RLTY CORP COM 21870Q105 6,035 43,565 SH   DFND   41,700 0 1,865
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CORNING INC COM 219350105 14,187 388,788 SH   DFND   334,398 0 54,390
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CORTEVA INC COM 22052L104 505 11,992 SH   OTR 3 11,992 0 0
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COVENANT LOGISTICS GROUP INC CL A 22284P105 1,376 49,777 SH   DFND   49,777 0 0
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CRA INTL INC COM 12618T105 645 6,494 SH   DFND   6,494 0 0
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CRANE CO COM 224399105 10,610 111,913 SH   DFND   105,299 0 6,614
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CURTISS WRIGHT CORP COM 231561101 24,370 193,138 SH   DFND   167,496 0 25,642
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DARLING INGREDIENTS INC COM 237266101 17,285 240,407 SH   DFND   193,003 0 47,404
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DATADOG INC CL A COM 23804L103 1,075 7,605 SH   DFND   7,272 0 333
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DEERE & CO COM 244199105 175,581 524,012 SH   DFND   255,886 0 268,126
DEL TACO RESTAURANTS INC NEW COM 245496104 2,002 229,301 SH   DFND   229,301 0 0
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DELTA AIR LINES INC DEL COM NEW 247361702 6,475 151,970 SH   DFND   145,139 0 6,831
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DIAMONDROCK HOSPITALITY CO COM 252784301 107 11,312 SH   DFND   11,312 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,849 91,733 SH   DFND   91,733 0 0
DICKS SPORTING GOODS INC COM 253393102 63,415 529,476 SH   DFND   488,976 0 40,500
DIGI INTL INC COM 253798102 225 10,724 SH   DFND   10,724 0 0
DIGITAL RLTY TR INC COM 253868103 948 6,560 SH   OTR 2 6,560 0 0
DIGITAL RLTY TR INC COM 253868103 23,530 162,893 SH   DFND   41,351 0 121,542
DIGITAL TURBINE INC COM NEW 25400W102 3,427 49,842 SH   DFND   46,780 0 3,062
DIGITALBRIDGE GROUP INC CL A COM 25401T108 1,428 236,824 SH   DFND   220,131 0 16,693
DILLARDS INC CL A 254067101 3,381 19,595 SH   DFND   14,189 0 5,406
DIME CMNTY BANCSHARES INC COM 25432X102 1,946 59,589 SH   DFND   57,075 0 2,514
DINE BRANDS GLOBAL INC COM 254423106 476 5,857 SH   DFND   5,857 0 0
DIODES INC COM 254543101 4,168 46,004 SH   DFND   36,892 0 9,112
DISCOVER FINL SVCS COM 254709108 8,351 67,974 SH   DFND   59,178 0 8,796
DISH NETWORK CORPORATION CL A 25470M109 6,365 146,450 SH   DFND   142,042 0 4,408
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 78 75,000 PRN   DFND   75,000 0 0
DISNEY WALT CO COM 254687106 12,508 73,937 SH   DFND   60,452 0 13,485
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 256 75,540 SH   DFND   75,540 0 0
DOCUSIGN INC COM 256163106 34,243 133,018 SH   DFND   93,151 0 39,867
DOCUSIGN INC COM 256163106 513 1,994 SH   OTR 3 1,994 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 33,641 382,289 SH   DFND   349,372 0 32,917
DOLLAR GEN CORP NEW COM 256677105 3,279 15,459 SH   OTR 2 15,459 0 0
DOLLAR GEN CORP NEW COM 256677105 233 1,100 SH   OTR 3 1,100 0 0
DOLLAR GEN CORP NEW COM 256677105 55,688 262,508 SH   DFND   141,552 0 120,956
DOLLAR TREE INC COM 256746108 9,678 101,107 SH   OTR 2 101,107 0 0
DOLLAR TREE INC COM 256746108 66,819 698,064 SH   DFND   394,778 0 303,286
DOMINION ENERGY INC COM 25746U109 34,468 472,041 SH   DFND   275,226 0 196,815
DOMINION ENERGY INC COM 25746U109 1,835 25,128 SH   OTR 3 25,128 0 0
DOMINOS PIZZA INC COM 25754A201 23,149 48,535 SH   DFND   27,599 0 20,936
DOMO INC COM CL B 257554105 2,557 30,284 SH   DFND   30,284 0 0
DOMTAR CORP COM NEW 257559203 1,338 24,532 SH   DFND   24,532 0 0
DONALDSON INC COM 257651109 19,666 342,556 SH   DFND   271,603 0 70,953
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,503 43,422 SH   DFND   43,422 0 0
DONNELLEY R R & SONS CO COM 257867200 1,444 280,942 SH   DFND   280,942 0 0
DORIAN LPG LTD SHS USD Y2106R110 963 77,623 SH   DFND   64,727 0 12,896
DORMAN PRODS INC COM 258278100 1,332 14,067 SH   DFND   12,041 0 2,026
DOUGLAS DYNAMICS INC COM 25960R105 353 9,727 SH   DFND   9,727 0 0
DOUGLAS EMMETT INC COM 25960P109 1,757 55,587 SH   DFND   49,058 0 6,529
DOVER CORP COM 260003108 1,608 10,340 SH   OTR 2 10,340 0 0
DOVER CORP COM 260003108 80,260 516,140 SH   DFND   165,355 0 350,785
DOW INC COM 260557103 16,333 283,761 SH   DFND   262,470 0 21,291
DR REDDYS LABS LTD ADR 256135203 13,028 199,994 SH   DFND   159,239 0 40,755
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 5,377 664,598 SH   DFND   86,673 0 577,925
DROPBOX INC CL A 26210C104 11,289 386,335 SH   DFND   330,718 0 55,617
DSP GROUPS INC COM 23332B106 580 26,469 SH   DFND   26,469 0 0
DT MIDSTREAM INC COMMON STOCK 23345M107 166 3,587 SH   OTR 3 3,587 0 0
DT MIDSTREAM INC COMMON STOCK 23345M107 550 11,900 SH   DFND   11,900 0 0
DTE ENERGY CO COM 233331107 46,412 415,466 SH   DFND   329,205 0 86,261
DTE ENERGY CO COM 233331107 1,453 13,007 SH   OTR 3 13,007 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,922 19,696 SH   OTR 3 19,696 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 92,268 945,467 SH   DFND   804,423 0 141,044
DUKE REALTY CORP COM NEW 264411505 1,008 21,052 SH   DFND   21,052 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,582 116,060 SH   DFND   116,060 0 0
DUPONT DE NEMOURS INC COM 26614N102 37,105 545,744 SH   DFND   395,564 0 150,180
DXC TECHNOLOGY CO COM 23355L106 11,351 337,741 SH   DFND   284,105 0 53,636
DXP ENTERPRISES INC COM NEW 233377407 232 7,833 SH   DFND   7,833 0 0
DYCOM INDS INC COM 267475101 14,146 198,572 SH   DFND   182,857 0 15,715
DYNATRACE INC COM NEW 268150109 5,465 77,002 SH   DFND   63,285 0 13,717
DZS INC COM 268211109 474 38,679 SH   DFND   38,679 0 0
E L F BEAUTY INC COM 26856L103 466 16,044 SH   DFND   16,044 0 0
EAGLE BULK SHIPPING INC COM Y2187A150 753 14,928 SH   DFND   14,928 0 0
EAGLE MATLS INC COM 26969P108 7,092 54,074 SH   DFND   46,278 0 7,796
EAGLE PHARMACEUTICALS INC COM 269796108 2,646 47,434 SH   DFND   43,005 0 4,429
EARTHSTONE ENERGY INC CL A 27032D304 948 103,040 SH   DFND   103,040 0 0
EAST WEST BANCORP INC COM 27579R104 30,973 399,449 SH   DFND   390,144 0 9,305
EASTERLY GOVT PPTYS INC COM 27616P103 460 22,289 SH   DFND   22,289 0 0
EASTERN BANKSHARES INC COM 27627N105 1,558 76,766 SH   DFND   76,766 0 0
EASTGROUP PPTYS INC COM 277276101 2,591 15,550 SH   DFND   14,074 0 1,476
EASTMAN CHEM CO COM 277432100 30,443 302,191 SH   DFND   240,378 0 61,813
EATON CORP PLC SHS G29183103 1,264 8,465 SH   OTR 2 8,465 0 0
EATON CORP PLC SHS G29183103 161,624 1,082,472 SH   DFND   542,040 0 540,432
EBANG INTL HLDGS INC CL A SHS G3R33A106 146 77,037 SH   DFND   0 0 77,037
EBAY INC. COM 278642103 15,592 223,801 SH   DFND   133,117 0 90,684
EBIX INC COM NEW 278715206 283 10,514 SH   DFND   10,514 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 888 18,615 SH   DFND   18,615 0 0
ECHOSTAR CORP CL A 278768106 3,611 141,565 SH   DFND   141,565 0 0
ECOLAB INC COM 278865100 93,216 446,820 SH   DFND   276,852 0 169,968
ECOLAB INC COM 278865100 3,340 16,009 SH   OTR 3 16,009 0 0
ECOVYST INC COM 27923Q109 1,573 134,873 SH   DFND   134,873 0 0
EDGEWELL PERS CARE CO COM 28035Q102 337 9,296 SH   DFND   9,296 0 0
EDISON INTL COM 281020107 2,266 40,846 SH   DFND   40,846 0 0
EDITAS MEDICINE INC COM 28106W103 880 21,415 SH   DFND   21,415 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 69,773 616,313 SH   DFND   546,455 0 69,858
EDWARDS LIFESCIENCES CORP COM 28176E108 626 5,532 SH   OTR 3 5,532 0 0
EGAIN CORP COM NEW 28225C806 1,537 150,714 SH   DFND   150,714 0 0
EL POLLO LOCO HLDGS INC COM 268603107 347 20,533 SH   DFND   13,058 0 7,475
ELASTIC N V ORD SHS N14506104 4,075 27,350 SH   DFND   23,941 0 3,409
ELECTRONIC ARTS INC COM 285512109 85,509 608,864 SH   DFND   257,569 0 351,295
ELEMENT SOLUTIONS INC COM 28618M106 3,517 162,225 SH   DFND   158,206 0 4,019
EMBRAER S.A. SPONSORED ADS 29082A107 952 55,997 SH   DFND   0 0 55,997
EMCOR GROUP INC COM 29084Q100 35,689 309,313 SH   DFND   277,383 0 31,930
EMCORE CORP COM NEW 290846203 224 29,946 SH   DFND   29,946 0 0
EMERALD HOLDING INC COM 29103W104 87 20,132 SH   DFND   20,132 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 18,181 363,113 SH   DFND   337,458 0 25,655
EMERSON ELEC CO COM 291011104 156,899 1,665,591 SH   DFND   786,158 0 879,433
EMERSON ELEC CO COM 291011104 310 3,294 SH   OTR 3 3,294 0 0
EMPIRE ST RLTY TR INC CL A 292104106 372 37,096 SH   DFND   37,096 0 0
EMPLOYERS HLDGS INC COM 292218104 3,409 86,331 SH   DFND   56,608 0 29,723
ENANTA PHARMACEUTICALS INC COM 29251M106 373 6,559 SH   DFND   6,559 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,100 27,979 SH   DFND   21,071 0 6,908
ENCORE CAP GROUP INC COM 292554102 3,074 62,384 SH   DFND   42,333 0 20,051
ENCORE WIRE CORP COM 292562105 2,286 24,106 SH   DFND   22,330 0 1,776
ENDO INTL PLC SHS G30401106 2,056 634,684 SH   DFND   634,684 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,070 182,925 SH   DFND   164,164 0 18,761
ENEL CHILE S.A. SPONSORED ADR 29278D105 4,976 2,064,895 SH   DFND   1,117,446 0 947,449
ENEL CHILE S.A. SPONSORED ADR 29278D105 90 37,174 SH   OTR 3 37,174 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,314 33,639 SH   DFND   33,639 0 0
ENERGY FUELS INC COM NEW 292671708 370 52,751 SH   DFND   52,751 0 0
ENERGY RECOVERY INC COM 29270J100 413 21,724 SH   DFND   21,724 0 0
ENERSYS COM 29275Y102 16,699 224,324 SH   DFND   202,220 0 22,104
ENNIS INC COM 293389102 2,094 111,082 SH   DFND   92,338 0 18,744
ENOVA INTL INC COM 29357K103 2,350 68,016 SH   DFND   36,897 0 31,119
ENPHASE ENERGY INC COM 29355A107 3,419 22,799 SH   DFND   22,799 0 0
ENPRO INDS INC COM 29355X107 1,820 20,889 SH   DFND   20,889 0 0
ENSIGN GROUP INC COM 29358P101 2,021 26,985 SH   DFND   18,955 0 8,030
ENSTAR GROUP LIMITED SHS G3075P101 1,759 7,492 SH   DFND   5,314 0 2,178
ENTEGRIS INC COM 29362U104 8,779 69,733 SH   DFND   55,295 0 14,438
ENTERGY CORP NEW COM 29364G103 2,165 21,800 SH   DFND   20,834 0 966
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,109 156,175 SH   DFND   156,175 0 0
ENVESTNET INC COM 29404K106 3,659 46,290 SH   DFND   42,163 0 4,127
ENVISTA HOLDINGS CORPORATION COM 29415F104 12,228 292,475 SH   DFND   249,529 0 42,946
EOG RES INC COM 26875P101 1,742 21,700 SH   OTR 2 21,700 0 0
EOG RES INC COM 26875P101 147,291 1,834,947 SH   DFND   1,383,320 0 451,627
EPAM SYS INC COM 29414B104 33,226 58,243 SH   DFND   53,103 0 5,140
EPLUS INC COM 294268107 1,854 18,072 SH   DFND   18,072 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,061 21,489 SH   DFND   14,766 0 6,723
EQT CORP COM 26884L109 2,247 110,321 SH   DFND   110,321 0 0
EQUIFAX INC COM 294429105 610 2,407 SH   DFND   2,407 0 0
EQUINIX INC COM 29444U700 36,211 45,829 SH   DFND   18,842 0 26,987
EQUITABLE HLDGS INC COM 29452E101 10,643 359,084 SH   DFND   319,362 0 39,722
EQUITRANS MIDSTREAM CORP COM 294600101 1,592 156,957 SH   DFND   156,957 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 458 17,617 SH   DFND   10,109 0 7,508
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,197 92,154 SH   DFND   57,479 0 34,675
EQUITY RESIDENTIAL SH BEN INT 29476L107 18,851 232,963 SH   DFND   143,515 0 89,448
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,254 15,500 SH   OTR 2 15,500 0 0
ERIE INDTY CO CL A 29530P102 12,111 68,061 SH   DFND   55,369 0 12,692
ERIE INDTY CO CL A 29530P102 200 1,123 SH   OTR 3 1,123 0 0
ESCO TECHNOLOGIES INC COM 296315104 368 4,782 SH   DFND   3,205 0 1,577
ESSENT GROUP LTD COM G3198U102 1,658 37,673 SH   DFND   37,673 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 611 21,901 SH   DFND   16,627 0 5,274
ESSENTIAL UTILS INC COM 29670G102 4,617 100,202 SH   DFND   85,998 0 14,204
ESSEX PPTY TR INC COM 297178105 2,397 7,496 SH   DFND   6,296 0 1,200
ESTABLISHMENT LABS HLDGS INC COM G31249108 247 3,453 SH   DFND   3,453 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,005 42,391 SH   DFND   34,752 0 7,639
ETSY INC COM 29786A106 3,271 15,729 SH   DFND   15,729 0 0
EURONET WORLDWIDE INC COM 298736109 4,523 35,537 SH   DFND   33,903 0 1,634
EVELO BIOSCIENCES INC COM 299734103 171 24,325 SH   DFND   24,325 0 0
EVERCORE INC CLASS A 29977A105 24,575 183,850 SH   DFND   147,087 0 36,763
EVEREST RE GROUP LTD COM G3223R108 176,463 703,655 SH   DFND   345,900 0 357,755
EVEREST RE GROUP LTD COM G3223R108 4,534 18,081 SH   OTR 2 18,081 0 0
EVERGY INC COM 30034W106 14,069 226,185 SH   DFND   160,540 0 65,645
EVERGY INC COM 30034W106 1,235 19,858 SH   OTR 3 19,858 0 0
EVERI HLDGS INC COM 30034T103 782 32,323 SH   DFND   32,323 0 0
EVERQUOTE INC COM CL A 30041R108 617 33,126 SH   DFND   33,126 0 0
EVERSOURCE ENERGY COM 30040W108 885 10,825 SH   OTR 3 10,825 0 0
EVERSOURCE ENERGY COM 30040W108 20,905 255,684 SH   DFND   151,631 0 104,053
EVERTEC INC COM 30040P103 569 12,451 SH   DFND   12,451 0 0
EVOLENT HEALTH INC CL A 30050B101 1,088 35,088 SH   DFND   35,088 0 0
EVOLUS INC COM 30052C107 882 115,698 SH   DFND   115,698 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1,594 42,439 SH   DFND   42,439 0 0
EXACT SCIENCES CORP COM 30063P105 371 4,007 SH   DFND   4,007 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 142 125,000 PRN   DFND   125,000 0 0
EXELIXIS INC COM 30161Q104 6,176 293,689 SH   DFND   253,540 0 40,149
EXELON CORP COM 30161N101 23,189 479,715 SH   DFND   476,011 0 3,704
EXLSERVICE HOLDINGS INC COM 302081104 834 6,774 SH   DFND   5,980 0 794
EXP WORLD HLDGS INC COM 30212W100 2,108 53,004 SH   DFND   53,004 0 0
EXPEDIA GROUP INC COM NEW 30212P303 10,490 64,005 SH   DFND   50,124 0 13,881
EXPEDITORS INTL WASH INC COM 302130109 195,277 1,639,194 SH   DFND   940,355 0 698,839
EXPEDITORS INTL WASH INC COM 302130109 3,332 27,972 SH   OTR 3 27,972 0 0
EXPONENT INC COM 30214U102 876 7,741 SH   DFND   2,984 0 4,757
EXTRA SPACE STORAGE INC COM 30225T102 6,154 36,631 SH   DFND   32,721 0 3,910
EXTREME NETWORKS INC COM 30226D106 1,599 162,325 SH   DFND   162,325 0 0
EXXON MOBIL CORP COM 30231G102 123,709 2,103,178 SH   DFND   1,729,604 0 373,574
EZCORP INC CL A NON VTG 302301106 144 19,049 SH   DFND   19,049 0 0
F N B CORP COM 302520101 24,755 2,130,379 SH   DFND   1,764,883 0 365,496
F5 NETWORKS INC COM 315616102 36,836 185,310 SH   DFND   23,429 0 161,881
FABRINET SHS G3323L100 2,450 23,904 SH   DFND   21,761 0 2,143
FACEBOOK INC CL A 30303M102 17,475 51,490 SH   OTR 2 51,490 0 0
FACEBOOK INC CL A 30303M102 860,252 2,534,701 SH   DFND   1,417,593 0 1,117,108
FACEBOOK INC CL A 30303M102 3,963 11,677 SH   OTR 3 11,677 0 0
FACTSET RESH SYS INC COM 303075105 11,708 29,656 SH   DFND   17,764 0 11,892
FACTSET RESH SYS INC COM 303075105 448 1,136 SH   OTR 2 1,136 0 0
FAIR ISAAC CORP COM 303250104 9,842 24,732 SH   DFND   23,132 0 1,600
FALCON MINERALS CORP CL A COM 30607B109 1,881 400,173 SH   DFND   400,173 0 0
FANHUA INC SPONSORED ADR 30712A103 890 73,952 SH   DFND   6,940 0 67,012
FARMLAND PARTNERS INC COM 31154R109 298 24,892 SH   DFND   24,892 0 0
FARO TECHNOLOGIES INC COM 311642102 662 10,064 SH   DFND   10,064 0 0
FASTENAL CO COM 311900104 54,238 1,050,916 SH   DFND   171,362 0 879,554
FATE THERAPEUTICS INC COM 31189P102 2,142 36,132 SH   DFND   36,132 0 0
FB FINL CORP COM 30257X104 921 21,472 SH   DFND   21,472 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,539 14,181 SH   DFND   9,261 0 4,920
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 680 5,765 SH   DFND   4,318 0 1,447
FEDERATED HERMES INC CL B 314211103 20,325 625,377 SH   DFND   550,468 0 74,909
FEDEX CORP COM 31428X106 6,279 28,634 SH   OTR 2 28,634 0 0
FEDEX CORP COM 31428X106 831 3,789 SH   OTR 3 3,789 0 0
FEDEX CORP COM 31428X106 63,284 288,586 SH   DFND   174,927 0 113,659
FIBROGEN INC COM 31572Q808 788 77,080 SH   DFND   77,080 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 50,387 1,111,313 SH   DFND   424,118 0 687,195
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 999 22,024 SH   OTR 2 22,024 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 34,860 286,487 SH   DFND   198,822 0 87,665
FIESTA RESTAURANT GROUP INC COM 31660B101 236 21,558 SH   DFND   21,558 0 0
FIFTH THIRD BANCORP COM 316773100 6,557 154,500 SH   DFND   148,356 0 6,144
FINANCIAL INSTNS INC COM 317585404 1,284 41,889 SH   DFND   41,889 0 0
FIREEYE INC COM 31816Q101 5,102 290,218 SH   DFND   266,788 0 23,430
FIRST AMERN FINL CORP COM 31847R102 34,617 516,293 SH   DFND   448,104 0 68,189
FIRST BANCORP P R COM NEW 318672706 2,758 209,714 SH   DFND   209,714 0 0
FIRST BUSEY CORP COM NEW 319383204 1,837 74,572 SH   DFND   74,572 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,271 93,265 SH   DFND   93,265 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 14,829 17,587 SH   DFND   16,650 0 937
FIRST FINL BANKSHARES INC COM 32020R109 628 13,664 SH   DFND   10,436 0 3,228
FIRST FINL CORP IND COM 320218100 4,071 96,813 SH   DFND   92,718 0 4,095
FIRST FNDTN INC COM 32026V104 1,008 38,338 SH   DFND   38,338 0 0
FIRST HAWAIIAN INC COM 32051X108 3,321 113,140 SH   DFND   113,140 0 0
FIRST HORIZON CORPORATION COM 320517105 14,825 910,064 SH   DFND   747,578 0 162,486
FIRST INDL RLTY TR INC COM 32054K103 2,966 56,957 SH   DFND   53,482 0 3,475
FIRST INTERNET BANCORP COM 320557101 252 8,096 SH   DFND   8,096 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 316 7,845 SH   DFND   4,570 0 3,275
FIRST LONG IS CORP COM 320734106 1,512 73,409 SH   DFND   73,409 0 0
FIRST MERCHANTS CORP COM 320817109 884 21,129 SH   DFND   21,129 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 526 27,651 SH   DFND   27,651 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 306 1,587 SH   OTR 3 1,587 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,589 60,085 SH   DFND   19,412 0 40,673
FIRST SOLAR INC COM 336433107 4,848 51,235 SH   DFND   41,937 0 9,298
FIRSTCASH INC COM 33767D105 2,503 28,604 SH   DFND   28,604 0 0
FIRSTENERGY CORP COM 337932107 6,093 171,051 SH   DFND   157,779 0 13,272
FISERV INC COM 337738108 8,018 73,903 SH   DFND   68,599 0 5,304
FISKER INC CL A COM STK 33813J106 158 10,806 SH   DFND   10,806 0 0
FIVE BELOW INC COM 33829M101 7,928 44,838 SH   DFND   42,164 0 2,674
FIVE9 INC COM 338307101 549 3,435 SH   DFND   938 0 2,497
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,502 29,575 SH   DFND   27,732 0 1,843
FLEETCOR TECHNOLOGIES INC COM 339041105 2,272 8,696 SH   DFND   8,253 0 443
FLEX LTD ORD Y2573F102 452 25,586 SH   DFND   10,987 0 14,599
FLEXION THERAPEUTICS INC COM 33938J106 722 118,437 SH   DFND   118,437 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 2,444 20,231 SH   DFND   19,235 0 996
FLOWERS FOODS INC COM 343498101 601 25,422 SH   OTR 3 25,422 0 0
FLOWERS FOODS INC COM 343498101 26,193 1,108,458 SH   DFND   1,017,340 0 91,118
FLOWSERVE CORP COM 34354P105 7,366 212,458 SH   DFND   183,239 0 29,219
FLUENT INC COM 34380C102 631 277,771 SH   DFND   277,771 0 0
FLUIDIGM CORP DEL COM 34385P108 349 52,952 SH   DFND   52,952 0 0
FLUSHING FINL CORP COM 343873105 2,335 103,338 SH   DFND   91,715 0 11,623
FMC CORP COM NEW 302491303 1,073 11,722 SH   DFND   11,722 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 1,915 36,566 SH   DFND   36,566 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,191 25,263 SH   DFND   23,584 0 1,679
FOOT LOCKER INC COM 344849104 39,816 872,006 SH   DFND   740,708 0 131,298
FORD MTR CO DEL COM 345370860 52,160 3,683,619 SH   DFND   2,413,402 0 1,270,217
FORD MTR CO DEL COM 345370860 1,245 87,898 SH   OTR 2 87,898 0 0
FORESTAR GROUP INC COM 346232101 1,241 66,593 SH   DFND   60,046 0 6,547
FORMFACTOR INC COM 346375108 3,076 82,393 SH   DFND   77,608 0 4,785
FORRESTER RESH INC COM 346563109 551 11,177 SH   DFND   11,177 0 0
FORTERRA INC COM 34960W106 407 17,275 SH   DFND   16,258 0 1,017
FORTINET INC COM 34959E109 27,213 93,181 SH   DFND   72,044 0 21,137
FORTIVE CORP COM 34959J108 12,743 180,568 SH   DFND   86,301 0 94,267
FORTUNE BRANDS HOME & SEC IN COM 34964C106 29,226 326,843 SH   DFND   255,411 0 71,432
FORWARD AIR CORP COM 349853101 300 3,614 SH   DFND   0 0 3,614
FOSSIL GROUP INC COM 34988V106 301 25,372 SH   DFND   25,372 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,727 64,298 SH   DFND   64,298 0 0
FOX CORP CL A COM 35137L105 11,105 276,865 SH   DFND   258,460 0 18,405
FOX FACTORY HLDG CORP COM 35138V102 1,574 10,888 SH   DFND   9,740 0 1,148
FRANCHISE GROUP INC COM 35180X105 1,151 32,504 SH   DFND   32,504 0 0
FRANKLIN COVEY CO COM 353469109 396 9,716 SH   DFND   9,716 0 0
FRANKLIN ELEC INC COM 353514102 2,012 25,194 SH   DFND   23,985 0 1,209
FRANKLIN RESOURCES INC COM 354613101 6,387 214,906 SH   DFND   195,212 0 19,694
FRANKLIN STR PPTYS CORP COM 35471R106 413 88,908 SH   DFND   88,908 0 0
FRANKS INTL N V COM N33462107 167 56,720 SH   DFND   56,720 0 0
FREEDOM HLDG CORP NEV COM 356390104 427 6,797 SH   DFND   425 0 6,372
FREEPORT-MCMORAN INC CL B 35671D857 13,166 404,728 SH   DFND   387,051 0 17,677
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,379 42,803 SH   DFND   42,803 0 0
FRONTDOOR INC COM 35905A109 1,343 32,180 SH   DFND   30,098 0 2,082
FTI CONSULTING INC COM 302941109 7,187 53,356 SH   DFND   46,409 0 6,947
FTI CONSULTING INC COM 302941109 120 893 SH   OTR 3 893 0 0
FTS INTERNATIONAL INC COM NEW CL A 30283W302 346 14,065 SH   DFND   14,065 0 0
FUBOTV INC COM 35953D104 815 34,019 SH   DFND   34,019 0 0
FUELCELL ENERGY INC COM 35952H601 673 100,671 SH   DFND   100,671 0 0
FULGENT GENETICS INC COM 359664109 1,087 12,082 SH   DFND   9,420 0 2,662
FULL HSE RESORTS INC COM 359678109 615 57,968 SH   DFND   57,968 0 0
FULTON FINL CORP PA COM 360271100 22,891 1,498,133 SH   DFND   1,340,593 0 157,540
FUNKO INC COM CL A 361008105 1,195 65,624 SH   DFND   50,719 0 14,905
FUTUREFUEL CORP COM 36116M106 632 88,644 SH   DFND   88,644 0 0
G III APPAREL GROUP LTD COM 36237H101 1,080 38,154 SH   DFND   30,455 0 7,699
GALLAGHER ARTHUR J & CO COM 363576109 25,077 168,701 SH   DFND   154,922 0 13,779
GAMESTOP CORP NEW CL A 36467W109 410 2,387 SH   OTR 3 2,387 0 0
GAMESTOP CORP NEW CL A 36467W109 3,982 23,165 SH   DFND   15,391 0 7,774
GAMING & LEISURE PPTYS INC COM 36467J108 9,365 202,190 SH   DFND   183,300 0 18,890
GANNETT CO INC COM 36472T109 1,426 213,487 SH   DFND   213,487 0 0
GAP INC COM 364760108 10,937 481,826 SH   DFND   415,610 0 66,216
GARMIN LTD SHS H2906T109 1,510 9,710 SH   OTR 3 9,710 0 0
GARMIN LTD SHS H2906T109 4,979 32,030 SH   OTR 2 32,030 0 0
GARMIN LTD SHS H2906T109 151,839 976,708 SH   DFND   456,648 0 520,060
GARTNER INC COM 366651107 53,022 174,484 SH   DFND   125,658 0 48,826
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 12,050 740,653 SH   DFND   651,637 0 89,016
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,657 75,576 SH   DFND   75,576 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 123 2,167 SH   OTR 3 2,167 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 8,722 154,069 SH   DFND   72,158 0 81,911
GEMINI THERAPEUTICS INC COM 36870G105 51 12,654 SH   DFND   12,654 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 3,275 162,712 SH   DFND   153,906 0 8,806
GENERAC HLDGS INC COM 368736104 100,883 246,857 SH   DFND   136,929 0 109,928
GENERAC HLDGS INC COM 368736104 7,813 19,119 SH   OTR 2 19,119 0 0
GENERAL DYNAMICS CORP COM 369550108 36,613 186,771 SH   DFND   148,147 0 38,624
GENERAL DYNAMICS CORP COM 369550108 876 4,468 SH   OTR 2 4,468 0 0
GENERAL ELECTRIC CO COM NEW 369604301 26,105 253,368 SH   DFND   238,593 0 14,775
GENERAL MLS INC COM 370334104 50,675 847,131 SH   DFND   704,566 0 142,565
GENERAL MLS INC COM 370334104 1,520 25,412 SH   OTR 3 25,412 0 0
GENERAL MTRS CO COM 37045V100 5,957 113,020 SH   OTR 2 113,020 0 0
GENERAL MTRS CO COM 37045V100 93,162 1,767,445 SH   DFND   1,183,152 0 584,293
GENESCO INC COM 371532102 962 16,668 SH   DFND   16,668 0 0
GENPACT LIMITED SHS G3922B107 1,642 34,552 SH   DFND   4,267 0 30,285
GENTEX CORP COM 371901109 78,846 2,390,718 SH   DFND   602,630 0 1,788,088
GENTHERM INC COM 37253A103 1,117 13,807 SH   DFND   13,807 0 0
GENUINE PARTS CO COM 372460105 51,466 424,532 SH   DFND   194,832 0 229,700
GENUINE PARTS CO COM 372460105 4,390 36,216 SH   OTR 2 36,216 0 0
GENWORTH FINL INC COM CL A 37247D106 845 225,419 SH   DFND   225,419 0 0
GERDAU SA SPON ADR REP PFD 373737105 649 131,859 SH   DFND   131,859 0 0
GERMAN AMERN BANCORP INC COM 373865104 446 11,544 SH   DFND   11,544 0 0
GETTY RLTY CORP NEW COM 374297109 2,431 82,937 SH   DFND   82,937 0 0
GEVO INC COM PAR 374396406 515 77,543 SH   DFND   77,543 0 0
GIBRALTAR INDS INC COM 374689107 991 14,226 SH   DFND   14,226 0 0
GILEAD SCIENCES INC COM 375558103 79,462 1,137,606 SH   DFND   364,940 0 772,666
GLACIER BANCORP INC NEW COM 37637Q105 2,728 49,285 SH   DFND   48,480 0 805
GLADSTONE COMMERCIAL CORP COM 376536108 278 13,240 SH   DFND   13,240 0 0
GLATFELTER CORPORATION COM 377320106 641 45,471 SH   DFND   45,471 0 0
GLAUKOS CORP COM 377322102 804 16,692 SH   DFND   16,692 0 0
GLOBAL INDUSTRIAL COMPANY COM 37892E102 1,692 44,652 SH   DFND   36,935 0 7,717
GLOBAL NET LEASE INC COM NEW 379378201 2,380 148,559 SH   DFND   148,559 0 0
GLOBAL PMTS INC COM 37940X102 61,628 391,089 SH   DFND   227,528 0 163,561
GLOBAL PMTS INC COM 37940X102 3,735 23,700 SH   OTR 2 23,700 0 0
GLOBALSTAR INC COM 378973408 764 457,752 SH   DFND   457,752 0 0
GLOBE LIFE INC COM 37959E102 5,757 64,658 SH   DFND   64,658 0 0
GLOBUS MED INC CL A 379577208 10,958 143,024 SH   DFND   119,020 0 24,004
GMS INC COM 36251C103 1,345 30,719 SH   DFND   25,132 0 5,587
GODADDY INC CL A 380237107 1,576 22,611 SH   DFND   21,241 0 1,370
GOGO INC COM 38046C109 388 22,442 SH   DFND   22,442 0 0
GOLAR LNG LTD SHS G9456A100 949 73,153 SH   DFND   73,153 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 8,723 1,074,253 SH   DFND   939,456 0 134,797
GOLDEN ENTMT INC COM 381013101 1,681 34,239 SH   DFND   34,239 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 215,561 570,222 SH   DFND   342,637 0 227,585
GOLDMAN SACHS GROUP INC COM 38141G104 13,298 35,178 SH   OTR 2 35,178 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 17,624 995,719 SH   DFND   860,011 0 135,708
GOOSEHEAD INS INC COM CL A 38267D109 1,087 7,138 SH   DFND   7,138 0 0
GOPRO INC CL A 38268T103 1,526 163,083 SH   DFND   163,083 0 0
GORMAN RUPP CO COM 383082104 784 21,899 SH   DFND   18,188 0 3,711
GRACO INC COM 384109104 3,720 53,166 SH   DFND   37,188 0 15,978
GRAFTECH INTL LTD COM 384313508 4,243 411,156 SH   DFND   372,194 0 38,962
GRAHAM HLDGS CO COM CL B 384637104 22,597 38,354 SH   DFND   34,603 0 3,751
GRAINGER W W INC COM 384802104 99,513 253,174 SH   DFND   106,276 0 146,898
GRAND CANYON ED INC COM 38526M106 11,717 133,206 SH   DFND   120,391 0 12,815
GRANITE CONSTR INC COM 387328107 547 13,841 SH   DFND   13,841 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 26,313 1,381,982 SH   DFND   1,182,146 0 199,836
GRAY TELEVISION INC COM 389375106 1,517 66,491 SH   DFND   66,491 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 625 41,425 SH   DFND   17,696 0 23,729
GREAT SOUTHN BANCORP INC COM 390905107 3,083 56,252 SH   DFND   53,572 0 2,680
GREAT WESTERN BANCORP INC COM 391416104 1,251 38,221 SH   DFND   38,221 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,394 67,953 SH   DFND   46,793 0 21,160
GREEN DOT CORP CL A 39304D102 1,065 21,163 SH   DFND   21,163 0 0
GREEN PLAINS INC COM 393222104 501 15,330 SH   DFND   15,330 0 0
GREENBRIER COS INC COM 393657101 339 7,874 SH   DFND   7,874 0 0
GREENSKY INC CL A 39572G100 317 28,340 SH   DFND   28,340 0 0
GREIF INC CL A 397624107 25,757 398,716 SH   DFND   333,967 0 64,749
GRID DYNAMICS HLDGS INC CL A 39813G109 770 26,357 SH   DFND   26,357 0 0
GRIFFON CORP COM 398433102 2,133 86,711 SH   DFND   86,711 0 0
GRITSTONE BIO INC COM 39868T105 205 19,007 SH   DFND   19,007 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 497 23,291 SH   OTR 3 23,291 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 1,046 49,012 SH   DFND   20,777 0 28,235
GROUP 1 AUTOMOTIVE INC COM 398905109 4,002 21,302 SH   DFND   16,902 0 4,400
GROUPON INC COM NEW 399473206 208 9,103 SH   DFND   9,103 0 0
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 250 5,333 SH   DFND   0 0 5,333
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,885 10,080 SH   DFND   7,556 0 2,524
GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 281 25,585 SH   OTR 3 25,585 0 0
GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 11,701 1,065,687 SH   DFND   493,401 0 572,286
GT BIOPHARMA INC COM NEW 36254L209 114 16,975 SH   DFND   16,975 0 0
GXO LOGISTICS INCORPORATED COMMON STOCK 36262G101 1,016 12,956 SH   DFND   12,956 0 0
HACKETT GROUP INC COM 404609109 2,839 144,706 SH   DFND   133,508 0 11,198
HAEMONETICS CORP MASS COM 405024100 4,887 69,225 SH   DFND   59,889 0 9,336
HAIN CELESTIAL GROUP INC COM 405217100 1,204 28,144 SH   DFND   28,144 0 0
HALLIBURTON CO COM 406216101 8,602 397,855 SH   DFND   234,856 0 162,999
HALOZYME THERAPEUTICS INC COM 40637H109 2,597 63,848 SH   DFND   63,848 0 0
HAMILTON LANE INC CL A 407497106 260 3,065 SH   DFND   3,065 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 10,343 219,493 SH   DFND   209,425 0 10,068
HANESBRANDS INC COM 410345102 9,364 545,682 SH   DFND   502,767 0 42,915
HANMI FINL CORP COM NEW 410495204 4,961 247,310 SH   DFND   247,310 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,056 38,445 SH   DFND   34,678 0 3,767
HANOVER INS GROUP INC COM 410867105 14,696 113,381 SH   DFND   102,523 0 10,858
HARBORONE BANCORP INC NEW COM NEW 41165Y100 1,014 72,223 SH   DFND   72,223 0 0
HARLEY DAVIDSON INC COM 412822108 2,665 72,795 SH   DFND   65,242 0 7,553
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 991 314,617 SH   OTR 3 314,617 0 0
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 56,582 17,962,433 SH   DFND   11,807,227 0 6,155,206
HARTFORD FINL SVCS GROUP INC COM 416515104 32,505 462,708 SH   DFND   309,782 0 152,926
HARTFORD FINL SVCS GROUP INC COM 416515104 2,772 39,457 SH   OTR 2 39,457 0 0
HARVARD BIOSCIENCE INC COM 416906105 2,187 313,347 SH   DFND   313,347 0 0
HASBRO INC COM 418056107 18,700 209,592 SH   DFND   51,774 0 157,818
HAVERTY FURNITURE COS INC COM 419596101 1,565 46,424 SH   DFND   36,550 0 9,874
HAWAIIAN ELEC INDUSTRIES COM 419870100 9,056 221,802 SH   DFND   219,427 0 2,375
HAWKINS INC COM 420261109 1,561 44,756 SH   DFND   40,228 0 4,528
HAYNES INTERNATIONAL INC COM NEW 420877201 2,146 57,600 SH   DFND   57,600 0 0
HCA HEALTHCARE INC COM 40412C101 6,680 27,520 SH   DFND   27,372 0 148
HCI GROUP INC COM 40416E103 224 2,020 SH   DFND   2,020 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 3,583 49,015 SH   DFND   49,015 0 0
HEALTHCARE RLTY TR COM 421946104 18,228 612,077 SH   DFND   581,373 0 30,704
HEALTHCARE SVCS GROUP INC COM 421906108 32,009 1,280,871 SH   DFND   1,164,980 0 115,891
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,374 248,623 SH   DFND   171,762 0 76,861
HEALTHEQUITY INC COM 42226A107 624 9,634 SH   DFND   9,634 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 1,005 30,021 SH   DFND   30,021 0 0
HEALTHSTREAM INC COM 42222N103 1,561 54,623 SH   DFND   54,623 0 0
HEARTLAND EXPRESS INC COM 422347104 2,047 127,755 SH   DFND   127,755 0 0
HEARTLAND FINL USA INC COM 42234Q102 3,072 63,897 SH   DFND   60,899 0 2,998
HECLA MNG CO COM 422704106 2,231 405,563 SH   DFND   405,563 0 0
HEICO CORP NEW COM 422806109 6,992 53,025 SH   DFND   8,477 0 44,548
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,427 31,964 SH   DFND   31,964 0 0
HELEN OF TROY LTD COM G4388N106 2,164 9,630 SH   DFND   6,114 0 3,516
HELIOS TECHNOLOGIES INC COM 42328H109 550 6,702 SH   DFND   6,702 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 59 15,330 SH   DFND   15,330 0 0
HELMERICH & PAYNE INC COM 423452101 284 10,357 SH   DFND   10,357 0 0
HENRY JACK & ASSOC INC COM 426281101 35,886 218,738 SH   DFND   75,431 0 143,307
HENRY SCHEIN INC COM 806407102 36,015 472,884 SH   DFND   174,820 0 298,064
HERC HLDGS INC COM 42704L104 1,285 7,861 SH   DFND   7,861 0 0
HERITAGE COMM CORP COM 426927109 322 27,676 SH   DFND   27,676 0 0
HERITAGE FINL CORP WASH COM 42722X106 205 8,055 SH   DFND   8,055 0 0
HERITAGE INSURANCE HLDGS INC COM 42727J102 1,584 232,638 SH   DFND   216,402 0 16,236
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 158 16,930 SH   DFND   16,930 0 0
HERSHEY CO COM 427866108 3,829 22,626 SH   OTR 3 22,626 0 0
HERSHEY CO COM 427866108 146,295 864,370 SH   DFND   606,791 0 257,579
HESKA CORP COM RESTRC NEW 42805E306 599 2,317 SH   DFND   2,317 0 0
HESS CORP COM 42809H107 1,642 21,103 SH   DFND   21,059 0 44
HEWLETT PACKARD ENTERPRISE C COM 42824C109 14,989 1,051,885 SH   DFND   986,453 0 65,432
HIBBETT INC COM 428567101 2,226 31,466 SH   DFND   24,580 0 6,886
HIGHWOODS PPTYS INC COM 431284108 11,044 251,792 SH   DFND   224,860 0 26,932
HILLENBRAND INC COM 431571108 1,465 34,342 SH   DFND   31,317 0 3,025
HILL-ROM HLDGS INC COM 431475102 4,082 27,215 SH   DFND   15,312 0 11,903
HILLTOP HOLDINGS INC COM 432748101 2,866 87,725 SH   DFND   80,909 0 6,816
HILTON GRAND VACATIONS INC COM 43283X105 587 12,340 SH   DFND   12,340 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,167 8,834 SH   DFND   8,834 0 0
HNI CORP COM 404251100 3,692 100,557 SH   DFND   85,015 0 15,542
HOLLYFRONTIER CORP COM 436106108 17,580 539,609 SH   DFND   459,930 0 79,679
HOLOGIC INC COM 436440101 4,187 56,721 SH   OTR 2 56,721 0 0
HOLOGIC INC COM 436440101 89,949 1,218,653 SH   DFND   646,045 0 572,608
HOME BANCSHARES INC COM 436893200 1,842 78,297 SH   DFND   78,297 0 0
HOME DEPOT INC COM 437076102 337,603 1,028,463 SH   DFND   638,057 0 390,406
HOME DEPOT INC COM 437076102 396 1,207 SH   OTR 2 1,207 0 0
HOME DEPOT INC COM 437076102 4,052 12,344 SH   OTR 3 12,344 0 0
HOMESTREET INC COM 43785V102 3,553 86,340 SH   DFND   65,675 0 20,665
HOMETRUST BANCSHARES INC COM 437872104 995 35,553 SH   DFND   35,553 0 0
HONEYWELL INTL INC COM 438516106 657 3,094 SH   OTR 3 3,094 0 0
HONEYWELL INTL INC COM 438516106 74,592 351,386 SH   DFND   293,530 0 57,856
HOOKER FURNISHINGS CORPORATI COM 439038100 500 18,526 SH   DFND   18,526 0 0
HOPE BANCORP INC COM 43940T109 2,273 157,383 SH   DFND   157,383 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,856 46,637 SH   DFND   46,637 0 0
HORIZON BANCORP INC COM 440407104 1,147 63,109 SH   DFND   63,109 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 14,416 131,607 SH   DFND   120,309 0 11,298
HORMEL FOODS CORP COM 440452100 3,394 82,789 SH   OTR 3 82,789 0 0
HORMEL FOODS CORP COM 440452100 116,929 2,851,933 SH   DFND   1,481,411 0 1,370,522
HOST HOTELS & RESORTS INC COM 44107P104 637 39,035 SH   DFND   39,035 0 0
HOSTESS BRANDS INC CL A 44109J106 401 23,104 SH   DFND   23,104 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,975 147,032 SH   DFND   147,032 0 0
HOULIHAN LOKEY INC CL A 441593100 839 9,107 SH   DFND   9,107 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 306 3,172 SH   DFND   3,172 0 0
HOWMET AEROSPACE INC COM 443201108 15,945 511,064 SH   DFND   465,533 0 45,531
HP INC COM 40434L105 166,534 6,086,763 SH   DFND   3,258,676 0 2,828,087
HUAZHU GROUP LTD SPONSORED ADS 44332N106 14,504 316,271 SH   DFND   150,737 0 165,534
HUAZHU GROUP LTD SPONSORED ADS 44332N106 139 3,029 SH   OTR 3 3,029 0 0
HUB GROUP INC CL A 443320106 2,592 37,700 SH   DFND   25,556 0 12,144
HUBBELL INC COM 443510607 26,657 147,546 SH   DFND   140,332 0 7,214
HUBSPOT INC COM 443573100 7,144 10,567 SH   DFND   10,139 0 428
HUDSON PAC PPTYS INC COM 444097109 20,287 772,261 SH   DFND   660,013 0 112,248
HUMANA INC COM 444859102 120,966 310,847 SH   DFND   157,324 0 153,523
HUMANA INC COM 444859102 1,302 3,345 SH   OTR 2 3,345 0 0
HUNT J B TRANS SVCS INC COM 445658107 69,195 413,794 SH   DFND   214,497 0 199,297
HUNT J B TRANS SVCS INC COM 445658107 1,617 9,672 SH   OTR 3 9,672 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 86,833 449,773 SH   DFND   386,051 0 63,722
HUNTINGTON INGALLS INDS INC COM 446413106 2,078 10,761 SH   OTR 2 10,761 0 0
HUNTSMAN CORP COM 447011107 26,840 907,049 SH   DFND   789,411 0 117,638
HYRECAR INC COM 44916T107 152 17,850 SH   DFND   17,850 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 423 8,421 SH   DFND   8,421 0 0
IAC INTERACTIVECORP NEW COM NEW 44891N208 23,033 177,394 SH   DFND   154,599 0 22,795
ICAD INC COM NEW 44934S206 128 11,924 SH   DFND   11,924 0 0
ICHOR HOLDINGS SHS G4740B105 1,238 30,132 SH   DFND   26,622 0 3,510
ICICI BANK LIMITED ADR 45104G104 13,410 710,630 SH   DFND   579,343 0 131,287
ICU MED INC COM 44930G107 16,816 72,055 SH   DFND   64,321 0 7,734
IDACORP INC COM 451107106 619 5,992 SH   OTR 3 5,992 0 0
IDACORP INC COM 451107106 24,251 234,580 SH   DFND   218,805 0 15,775
IDEANOMICS INC COM 45166V106 181 91,833 SH   DFND   91,833 0 0
IDEX CORP COM 45167R104 48,911 236,342 SH   DFND   63,354 0 172,988
IDEXX LABS INC COM 45168D104 1,669 2,684 SH   OTR 3 2,684 0 0
IDEXX LABS INC COM 45168D104 55,572 89,358 SH   DFND   60,645 0 28,713
IDT CORP CL B NEW 448947507 529 12,615 SH   DFND   12,615 0 0
IES HLDGS INC COM 44951W106 775 16,964 SH   DFND   13,597 0 3,367
IHEARTMEDIA INC COM CL A 45174J509 2,489 99,488 SH   DFND   99,488 0 0
IHS MARKIT LTD SHS G47567105 13,275 113,827 SH   DFND   88,316 0 25,511
II-VI INC COM 902104108 8,311 140,005 SH   DFND   126,955 0 13,050
ILLINOIS TOOL WKS INC COM 452308109 2,747 13,296 SH   OTR 3 13,296 0 0
ILLINOIS TOOL WKS INC COM 452308109 188,983 914,596 SH   DFND   516,814 0 397,782
ILLUMINA INC COM 452327109 50,167 123,683 SH   DFND   96,977 0 26,706
ILLUMINA INC COM 452327109 1,120 2,761 SH   OTR 3 2,761 0 0
IMMUNOGEN INC COM 45253H101 1,083 190,937 SH   DFND   190,937 0 0
INARI MED INC COM 45332Y109 1,863 22,973 SH   DFND   22,973 0 0
INCYTE CORP COM 45337C102 20,255 294,496 SH   DFND   207,412 0 87,084
INDEPENDENCE RLTY TR INC COM 45378A106 537 26,381 SH   DFND   26,381 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 3,192 148,597 SH   DFND   136,089 0 12,508
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,525 60,016 SH   DFND   60,016 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 161 47,006 SH   DFND   47,006 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,142 141,202 SH   OTR 3 141,202 0 0
INFOSYS LTD SPONSORED ADR 456788108 184,277 8,282,094 SH   DFND   3,757,219 0 4,524,875
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 250 21,891 SH   DFND   21,891 0 0
INFUSYSTEM HLDGS INC COM 45685K102 444 34,107 SH   DFND   34,107 0 0
INGERSOLL RAND INC COM 45687V106 1,599 31,715 SH   DFND   31,715 0 0
INGEVITY CORP COM 45688C107 2,103 29,470 SH   DFND   28,441 0 1,029
INGLES MKTS INC CL A 457030104 4,263 64,568 SH   DFND   39,671 0 24,897
INGREDION INC COM 457187102 23,410 263,007 SH   DFND   210,754 0 52,253
INNOSPEC INC COM 45768S105 907 10,770 SH   DFND   10,770 0 0
INNOVATE CORP COM 45784J105 153 37,276 SH   DFND   37,276 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 990 4,284 SH   DFND   4,284 0 0
INNOVIVA INC COM 45781M101 1,962 117,401 SH   DFND   71,741 0 45,660
INOGEN INC COM 45780L104 1,822 42,281 SH   DFND   42,281 0 0
INOTIV INC COM 45783Q100 316 10,816 SH   DFND   10,816 0 0
INOVALON HLDGS INC COM CL A 45781D101 3,532 87,655 SH   DFND   87,655 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,299 14,422 SH   DFND   10,000 0 4,422
INSMED INC COM PAR $.01 457669307 786 28,553 SH   DFND   28,553 0 0
INSPERITY INC COM 45778Q107 8,059 72,778 SH   DFND   66,839 0 5,939
INSPIRE MED SYS INC COM 457730109 3,419 14,680 SH   DFND   13,941 0 739
INSTALLED BLDG PRODS INC COM 45780R101 431 4,024 SH   DFND   4,024 0 0
INSTEEL INDS INC COM 45774W108 1,634 42,951 SH   DFND   32,788 0 10,163
INSULET CORP COM 45784P101 1,772 6,296 SH   DFND   6,296 0 0
INTEGER HLDGS CORP COM 45826H109 2,398 26,836 SH   DFND   25,434 0 1,402
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,993 58,307 SH   DFND   52,234 0 6,073
INTEL CORP COM 458140100 624 11,720 SH   OTR 3 11,720 0 0
INTEL CORP COM 458140100 18,034 338,477 SH   OTR 2 338,477 0 0
INTEL CORP COM 458140100 382,451 7,178,131 SH   DFND   3,373,392 0 3,804,739
INTELLIA THERAPEUTICS INC COM 45826J105 6,369 47,477 SH   DFND   47,477 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 576 5,017 SH   OTR 2 5,017 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 66,007 574,873 SH   DFND   385,876 0 188,997
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,555 13,539 SH   OTR 3 13,539 0 0
INTERCORP FINL SVCS INC SHS P5626F128 718 32,176 SH   DFND   0 0 32,176
INTERDIGITAL INC COM 45867G101 228 3,367 SH   DFND   3,367 0 0
INTERFACE INC COM 458665304 295 19,464 SH   DFND   19,464 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 13,605 326,724 SH   DFND   282,572 0 44,152
INTERNATIONAL BUSINESS MACHS COM 459200101 144,305 1,038,685 SH   DFND   597,544 0 441,141
INTERNATIONAL BUSINESS MACHS COM 459200101 4,789 34,474 SH   OTR 2 34,474 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,850 70,289 SH   DFND   70,289 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 1,795 107,474 SH   DFND   107,474 0 0
INTERNATIONAL PAPER CO COM 460146103 92,747 1,658,569 SH   DFND   1,121,162 0 537,407
INTERPUBLIC GROUP COS INC COM 460690100 16,414 447,604 SH   DFND   420,551 0 27,053
INTERSECT ENT INC COM 46071F103 795 29,223 SH   DFND   29,223 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 318 8,522 SH   DFND   8,522 0 0
INTREPID POTASH INC COM 46121Y201 969 31,354 SH   DFND   31,354 0 0
INTUIT COM 461202103 4,243 7,864 SH   OTR 3 7,864 0 0
INTUIT COM 461202103 200,409 371,464 SH   DFND   285,355 0 86,109
INTUITIVE SURGICAL INC COM NEW 46120E602 4,221 4,246 SH   OTR 3 4,246 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 132,892 133,674 SH   DFND   118,359 0 15,315
INVACARE CORP COM 461203101 96 20,115 SH   DFND   20,115 0 0
INVESCO LTD SHS G491BT108 21,659 898,356 SH   DFND   770,465 0 127,891
INVESTORS BANCORP INC NEW COM 46146L101 1,201 79,502 SH   DFND   79,502 0 0
INVITAE CORP COM 46185L103 314 11,062 SH   DFND   11,062 0 0
INVITATION HOMES INC COM 46187W107 3,640 94,977 SH   DFND   83,980 0 10,997
IPG PHOTONICS CORP COM 44980X109 20,791 131,256 SH   DFND   10,851 0 120,405
IQIYI INC SPONSORED ADS 46267X108 123 15,309 SH   DFND   0 0 15,309
IQVIA HLDGS INC COM 46266C105 49,107 205,007 SH   DFND   134,618 0 70,389
IRHYTHM TECHNOLOGIES INC COM 450056106 1,337 22,833 SH   DFND   22,833 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,171 29,385 SH   DFND   29,385 0 0
IROBOT CORP COM 462726100 244 3,109 SH   DFND   1,518 0 1,591
IRON MTN INC NEW COM 46284V101 1,505 34,643 SH   DFND   34,643 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 4,406 337,365 SH   DFND   337,365 0 0
ISHARES TR MSCI INDIA ETF 46429B598 737 15,137 SH   DFND   15,137 0 0
ISTAR INC COM 45031U101 1,283 51,176 SH   DFND   51,176 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 2,407 456,823 SH   DFND   439,506 0 17,317
ITERIS INC NEW COM 46564T107 456 86,366 SH   DFND   86,366 0 0
ITRON INC COM 465741106 422 5,583 SH   DFND   5,583 0 0
ITT INC COM 45073V108 8,058 93,876 SH   DFND   86,752 0 7,124
IVERIC BIO INC COM 46583P102 625 38,458 SH   DFND   38,458 0 0
J2 GLOBAL INC COM 48123V102 23,141 169,384 SH   DFND   149,008 0 20,376
JABIL INC COM 466313103 50,338 862,389 SH   DFND   766,221 0 96,168
JACK IN THE BOX INC COM 466367109 15,198 156,151 SH   DFND   147,263 0 8,888
JACOBS ENGR GROUP INC COM 469814107 4,235 31,954 SH   DFND   28,984 0 2,970
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 24,025 581,286 SH   DFND   488,111 0 93,175
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 61,531 472,554 SH   DFND   168,874 0 303,680
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 621 4,769 SH   OTR 3 4,769 0 0
JBG SMITH PPTYS COM 46590V100 14,071 475,211 SH   DFND   424,284 0 50,927
JEFFERIES FINL GROUP INC COM 47233W109 34,738 935,585 SH   DFND   792,191 0 143,394
JELD-WEN HLDG INC COM 47580P103 793 31,697 SH   DFND   31,697 0 0
JETBLUE AWYS CORP COM 477143101 23,617 1,544,609 SH   DFND   1,403,566 0 141,043
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,910 63,513 SH   DFND   4,176 0 59,337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 502 3,570 SH   DFND   3,570 0 0
JOHNSON & JOHNSON COM 478160104 482,726 2,989,017 SH   DFND   2,024,337 0 964,680
JOHNSON & JOHNSON COM 478160104 3,895 24,116 SH   OTR 3 24,116 0 0
JOHNSON & JOHNSON COM 478160104 5,271 32,638 SH   OTR 2 32,638 0 0
JOHNSON CTLS INTL PLC SHS G51502105 74,220 1,090,191 SH   DFND   799,724 0 290,467
JOHNSON OUTDOORS INC CL A 479167108 2,498 23,612 SH   DFND   15,799 0 7,813
JOINT CORP COM 47973J102 2,032 20,731 SH   DFND   19,599 0 1,132
JONES LANG LASALLE INC COM 48020Q107 9,997 40,296 SH   DFND   36,970 0 3,326
JOUNCE THERAPEUTICS INC COM 481116101 1,242 167,192 SH   DFND   167,192 0 0
JPMORGAN CHASE & CO COM 46625H100 3,274 20,000 SH   OTR 3 20,000 0 0
JPMORGAN CHASE & CO COM 46625H100 9,229 56,384 SH   OTR 2 56,384 0 0
JPMORGAN CHASE & CO COM 46625H100 414,025 2,529,325 SH   DFND   1,423,772 0 1,105,553
JUNIPER NETWORKS INC COM 48203R104 4,847 176,127 SH   DFND   162,543 0 13,584
KADANT INC COM 48282T104 977 4,787 SH   DFND   2,195 0 2,592
KADMON HLDGS INC COM 48283N106 216 24,776 SH   DFND   24,776 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 7,545 27,880 SH   DFND   13,569 0 14,311
KAR AUCTION SVCS INC COM 48238T109 1,364 83,220 SH   DFND   83,220 0 0
KB HOME COM 48666K109 6,056 155,597 SH   DFND   137,199 0 18,398
KBR INC COM 48242W106 3,888 98,692 SH   DFND   96,850 0 1,842
KE HLDGS INC SPONSORED ADS 482497104 14,198 777,529 SH   DFND   300,830 0 476,699
KE HLDGS INC SPONSORED ADS 482497104 256 14,003 SH   OTR 3 14,003 0 0
KEARNY FINL CORP MD COM 48716P108 2,154 173,281 SH   DFND   173,281 0 0
KELLOGG CO COM 487836108 14,784 231,294 SH   DFND   218,954 0 12,340
KELLOGG CO COM 487836108 471 7,370 SH   OTR 3 7,370 0 0
KELLY SVCS INC CL A 488152208 2,077 110,020 SH   DFND   104,090 0 5,930
KEMPER CORP COM 488401100 6,784 101,569 SH   DFND   77,405 0 24,164
KEMPHARM INC COM NEW 488445206 941 100,810 SH   DFND   100,810 0 0
KENNAMETAL INC COM 489170100 1,677 48,981 SH   DFND   48,981 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 2,052 98,100 SH   DFND   98,100 0 0
KEURIG DR PEPPER INC COM 49271V100 934 27,348 SH   DFND   22,566 0 4,782
KEYCORP COM 493267108 11,161 516,246 SH   DFND   460,884 0 55,362
KEYSIGHT TECHNOLOGIES INC COM 49338L103 46,484 282,938 SH   DFND   192,790 0 90,148
KFORCE INC COM 493732101 4,665 78,221 SH   DFND   73,522 0 4,699
KILROY RLTY CORP COM 49427F108 32,577 492,025 SH   DFND   377,081 0 114,944
KIMBALL ELECTRONICS INC COM 49428J109 2,057 79,826 SH   DFND   73,403 0 6,423
KIMBALL INTL INC CL B 494274103 1,187 105,973 SH   DFND   93,240 0 12,733
KIMBERLY-CLARK CORP COM 494368103 504 3,809 SH   OTR 3 3,809 0 0
KIMBERLY-CLARK CORP COM 494368103 41,460 313,045 SH   DFND   215,242 0 97,803
KIMCO RLTY CORP COM 49446R109 3,269 157,531 SH   DFND   124,636 0 32,895
KINDER MORGAN INC DEL COM 49456B101 35,897 2,145,655 SH   DFND   1,593,664 0 551,991
KINROSS GOLD CORP COM 496902404 118 21,966 SH   DFND   21,966 0 0
KINSALE CAP GROUP INC COM 49714P108 4,149 25,661 SH   DFND   23,805 0 1,856
KIRBY CORP COM 497266106 401 8,353 SH   DFND   5,835 0 2,518
KLA CORP COM NEW 482480100 7,255 21,688 SH   OTR 2 21,688 0 0
KLA CORP COM NEW 482480100 144,688 432,536 SH   DFND   202,469 0 230,067
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 3,665 71,644 SH   OTR 2 71,644 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 57,575 1,125,620 SH   DFND   794,155 0 331,465
KNOWLES CORP COM 49926D109 1,031 55,018 SH   DFND   55,018 0 0
KOHLS CORP COM 500255104 61,769 1,322,392 SH   DFND   1,116,078 0 206,314
KONTOOR BRANDS INC COM 50050N103 1,856 37,157 SH   DFND   25,491 0 11,666
KOPIN CORP COM 500600101 751 146,421 SH   DFND   146,421 0 0
KORN FERRY COM NEW 500643200 3,080 42,564 SH   DFND   42,564 0 0
KOSMOS ENERGY LTD COM 500688106 140 47,165 SH   DFND   47,165 0 0
KRAFT HEINZ CO COM 500754106 7,288 197,928 SH   DFND   165,007 0 32,921
KRATON CORP COM 50077C106 758 16,610 SH   DFND   16,610 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 268 11,993 SH   DFND   11,993 0 0
KROGER CO COM 501044101 122,889 3,039,545 SH   DFND   2,051,582 0 987,963
KROGER CO COM 501044101 3,331 82,385 SH   OTR 3 82,385 0 0
KRONOS WORLDWIDE INC COM 50105F105 534 43,049 SH   DFND   43,049 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,884 32,323 SH   DFND   23,066 0 9,257
L3HARRIS TECHNOLOGIES INC COM 502431109 15,997 72,633 SH   DFND   46,014 0 26,619
LA Z BOY INC COM 505336107 838 26,011 SH   DFND   20,574 0 5,437
LABORATORY CORP AMER HLDGS COM NEW 50540R409 114,745 407,708 SH   DFND   208,400 0 199,308
LABORATORY CORP AMER HLDGS COM NEW 50540R409 676 2,403 SH   OTR 2 2,403 0 0
LAKELAND BANCORP INC COM 511637100 1,338 75,899 SH   DFND   75,899 0 0
LAKELAND FINL CORP COM 511656100 480 6,739 SH   DFND   6,739 0 0
LAM RESEARCH CORP COM 512807108 168,073 295,305 SH   DFND   155,793 0 139,512
LAM RESEARCH CORP COM 512807108 5,970 10,489 SH   OTR 2 10,489 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,880 16,569 SH   DFND   10,860 0 5,709
LAMB WESTON HLDGS INC COM 513272104 905 14,752 SH   DFND   14,700 0 52
LANCASTER COLONY CORP COM 513847103 3,598 21,311 SH   DFND   17,981 0 3,330
LANDEC CORP COM 514766104 550 59,604 SH   DFND   59,604 0 0
LANDS END INC NEW COM 51509F105 1,467 62,328 SH   DFND   62,328 0 0
LANDSTAR SYS INC COM 515098101 1,785 11,312 SH   OTR 3 11,312 0 0
LANDSTAR SYS INC COM 515098101 44,957 284,861 SH   DFND   257,116 0 27,745
LAREDO PETROLEUM INC COM 516806205 1,172 14,451 SH   DFND   14,451 0 0
LAS VEGAS SANDS CORP COM 517834107 6,078 166,054 SH   DFND   159,087 0 6,967
LATTICE SEMICONDUCTOR CORP COM 518415104 5,923 91,615 SH   DFND   83,661 0 7,954
LAUDER ESTEE COS INC CL A 518439104 208,383 694,772 SH   DFND   439,920 0 254,852
LAUDER ESTEE COS INC CL A 518439104 3,759 12,534 SH   OTR 3 12,534 0 0
LAUREATE EDUCATION INC CL A 518613203 617 36,296 SH   DFND   36,296 0 0
LCI INDS COM 50189K103 848 6,297 SH   DFND   5,282 0 1,015
LEAR CORP COM NEW 521865204 27,098 173,175 SH   DFND   121,745 0 51,430
LEGGETT & PLATT INC COM 524660107 299 6,664 SH   DFND   6,664 0 0
LEIDOS HOLDINGS INC COM 525327102 6,761 70,329 SH   DFND   69,630 0 699
LEMAITRE VASCULAR INC COM 525558201 1,144 21,549 SH   DFND   21,549 0 0
LENDINGCLUB CORP COM NEW 52603A208 3,271 115,819 SH   DFND   115,819 0 0
LENNAR CORP CL A 526057104 98,001 1,046,120 SH   DFND   611,695 0 434,425
LENNAR CORP CL A 526057104 5,722 61,085 SH   OTR 2 61,085 0 0
LENNOX INTL INC COM 526107107 1,632 5,548 SH   OTR 2 5,548 0 0
LENNOX INTL INC COM 526107107 76,978 261,680 SH   DFND   163,605 0 98,075
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 418 17,058 SH   DFND   17,058 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 978 203,359 SH   DFND   203,359 0 0
LEXINGTON REALTY TRUST COM 529043101 782 61,324 SH   DFND   46,408 0 14,916
LGI HOMES INC COM 50187T106 950 6,693 SH   DFND   3,912 0 2,781
LHC GROUP INC COM 50187A107 1,777 11,326 SH   DFND   8,800 0 2,526
LI AUTO INC SPONSORED ADS 50202M102 352 13,378 SH   OTR 3 13,378 0 0
LI AUTO INC SPONSORED ADS 50202M102 21,672 824,330 SH   DFND   366,502 0 457,828
LIBERTY BROADBAND CORP COM SER C 530307305 1,030 5,965 SH   DFND   5,965 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 17,534 595,163 SH   DFND   491,221 0 103,942
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 2,174 45,805 SH   DFND   28,489 0 17,316
LIFE STORAGE INC COM 53223X107 16,670 145,282 SH   DFND   137,163 0 8,119
LIFETIME BRANDS INC COM 53222Q103 261 14,328 SH   DFND   14,328 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 492 3,530 SH   DFND   3,530 0 0
LILLY ELI & CO COM 532457108 3,701 16,018 SH   OTR 3 16,018 0 0
LILLY ELI & CO COM 532457108 204,163 883,630 SH   DFND   525,479 0 358,151
LINCOLN ELEC HLDGS INC COM 533900106 7,607 59,062 SH   DFND   54,269 0 4,793
LINCOLN NATL CORP IND COM 534187109 14,153 205,865 SH   DFND   177,318 0 28,547
LINDE PLC SHS G5494J103 59,656 203,341 SH   DFND   170,123 0 33,218
LINDE PLC SHS G5494J103 2,298 7,832 SH   OTR 3 7,832 0 0
LINDSAY CORP COM 535555106 994 6,548 SH   DFND   4,857 0 1,691
LINEAGE CELL THERAPEUTICS IN COM 53566P109 254 100,927 SH   DFND   100,927 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 757 54,013 SH   DFND   54,013 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 246 18,943 SH   DFND   18,943 0 0
LIQUIDITY SVCS INC COM 53635B107 522 24,146 SH   DFND   24,146 0 0
LITHIA MTRS INC COM 536797103 27,147 85,627 SH   DFND   68,509 0 17,118
LITTELFUSE INC COM 537008104 5,336 19,528 SH   DFND   18,287 0 1,241
LIVANOVA PLC SHS G5509L101 1,357 17,140 SH   DFND   17,140 0 0
LIVE OAK BANCSHARES INC COM 53803X105 692 10,880 SH   DFND   10,880 0 0
LIVENT CORP COM 53814L108 821 35,532 SH   DFND   35,532 0 0
LIVEPERSON INC COM 538146101 369 6,254 SH   DFND   6,254 0 0
LIVERAMP HLDGS INC COM 53815P108 6,445 138,272 SH   DFND   127,398 0 10,874
LIVEXLIVE MEDIA INC COM NEW 53839L208 817 273,212 SH   DFND   273,212 0 0
LKQ CORP COM 501889208 877 17,436 SH   OTR 2 17,436 0 0
LKQ CORP COM 501889208 14,148 281,170 SH   DFND   229,435 0 51,735
LOCKHEED MARTIN CORP COM 539830109 70,055 202,999 SH   DFND   170,115 0 32,884
LOCKHEED MARTIN CORP COM 539830109 4,572 13,247 SH   OTR 2 13,247 0 0
LOEWS CORP COM 540424108 881 16,336 SH   DFND   16,336 0 0
LORAL SPACE & COM INC COM 543881106 245 5,692 SH   DFND   5,692 0 0
LOUISIANA PAC CORP COM 546347105 27,267 444,304 SH   DFND   365,785 0 78,519
LOVESAC COMPANY COM 54738L109 673 10,182 SH   DFND   10,182 0 0
LOWES COS INC COM 548661107 9,403 46,351 SH   OTR 2 46,351 0 0
LOWES COS INC COM 548661107 620 3,056 SH   OTR 3 3,056 0 0
LOWES COS INC COM 548661107 154,632 762,258 SH   DFND   500,822 0 261,436
LPL FINL HLDGS INC COM 50212V100 7,412 47,284 SH   DFND   42,542 0 4,742
LULULEMON ATHLETICA INC COM 550021109 1,096 2,709 SH   OTR 3 2,709 0 0
LULULEMON ATHLETICA INC COM 550021109 53,672 132,622 SH   DFND   120,111 0 12,511
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,451 77,686 SH   DFND   77,686 0 0
LUMEN TECHNOLOGIES INC COM 550241103 464 37,455 SH   DFND   31,560 0 5,895
LUMENTUM HLDGS INC COM 55024U109 9,917 118,712 SH   DFND   109,657 0 9,055
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 110 100,000 PRN   DFND   100,000 0 0
LUNA INNOVATIONS INC COM 550351100 223 23,495 SH   DFND   23,495 0 0
LUXFER HOLDINGS PLC SHS G5698W116 470 23,961 SH   DFND   23,961 0 0
LYDALL INC COM 550819106 284 4,577 SH   DFND   4,577 0 0
LYFT INC CL A COM 55087P104 765 14,550 SH   DFND   14,550 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 48,841 520,414 SH   DFND   397,225 0 123,189
M & T BK CORP COM 55261F104 400 2,678 SH   OTR 2 2,678 0 0
M & T BK CORP COM 55261F104 40,119 268,643 SH   DFND   114,593 0 154,050
M D C HLDGS INC COM 552676108 2,699 57,772 SH   DFND   47,953 0 9,819
M/I HOMES INC COM 55305B101 2,768 47,896 SH   DFND   36,916 0 10,980
MACERICH CO COM 554382101 3,894 233,021 SH   DFND   220,101 0 12,920
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,893 60,012 SH   DFND   60,012 0 0
MACQUARIE INFRASTR HOLD LLC COMMON UNITS 55608B105 1,017 25,077 SH   DFND   25,077 0 0
MACROGENICS INC COM 556099109 729 34,794 SH   DFND   34,794 0 0
MACYS INC COM 55616P104 4,812 212,920 SH   DFND   203,800 0 9,120
MADDEN STEVEN LTD COM 556269108 607 15,124 SH   DFND   8,595 0 6,529
MAGELLAN HEALTH INC COM NEW 559079207 1,028 10,874 SH   DFND   10,874 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 275 37,739 SH   DFND   37,739 0 0
MAGNITE INC COM 55955D100 931 33,265 SH   DFND   33,265 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 1,586 89,165 SH   DFND   89,165 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 173 54,615 SH   DFND   54,615 0 0
MALIBU BOATS INC COM CL A 56117J100 729 10,415 SH   DFND   7,232 0 3,183
MANHATTAN ASSOCIATES INC COM 562750109 23,026 150,464 SH   DFND   136,431 0 14,033
MANITOWOC CO INC COM NEW 563571405 2,002 93,474 SH   DFND   93,474 0 0
MANNKIND CORP COM NEW 56400P706 214 49,277 SH   DFND   49,277 0 0
MANPOWERGROUP INC WIS COM 56418H100 51,662 477,116 SH   DFND   422,672 0 54,444
MANTECH INTERNATIONAL CORP CL A 564563104 337 4,444 SH   DFND   4,444 0 0
MARATHON DIGITAL HOLDINGS IN COM 565788106 1,791 56,700 SH   DFND   56,700 0 0
MARATHON OIL CORP COM 565849106 23,489 1,718,257 SH   DFND   1,654,462 0 63,795
MARATHON PETE CORP COM 56585A102 1,429 23,117 SH   DFND   23,117 0 0
MARINEMAX INC COM 567908108 2,304 47,493 SH   DFND   33,970 0 13,523
MARKEL CORP COM 570535104 90,729 75,916 SH   DFND   40,539 0 35,377
MARKEL CORP COM 570535104 8,910 7,455 SH   OTR 2 7,455 0 0
MARKETAXESS HLDGS INC COM 57060D108 6,058 14,401 SH   DFND   7,087 0 7,314
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 12,101 76,913 SH   DFND   70,468 0 6,445
MARSH & MCLENNAN COS INC COM 571748102 43,967 290,345 SH   DFND   234,908 0 55,437
MARSH & MCLENNAN COS INC COM 571748102 1,857 12,264 SH   OTR 3 12,264 0 0
MARTEN TRANS LTD COM 573075108 2,015 128,448 SH   DFND   128,448 0 0
MARTIN MARIETTA MATLS INC COM 573284106 22,219 65,029 SH   DFND   21,617 0 43,412
MARVELL TECHNOLOGY INC COM 573874104 3,273 54,270 SH   DFND   54,270 0 0
MASCO CORP COM 574599106 560 10,081 SH   OTR 2 10,081 0 0
MASCO CORP COM 574599106 43,675 786,224 SH   DFND   354,121 0 432,103
MASIMO CORP COM 574795100 14,001 51,718 SH   DFND   51,718 0 0
MASONITE INTL CORP COM 575385109 2,238 21,090 SH   DFND   19,310 0 1,780
MASTEC INC COM 576323109 13,099 151,823 SH   DFND   132,799 0 19,024
MASTERCARD INCORPORATED CL A 57636Q104 155,618 447,589 SH   DFND   306,376 0 141,213
MASTERCARD INCORPORATED CL A 57636Q104 3,356 9,652 SH   OTR 3 9,652 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,517 10,115 SH   OTR 2 10,115 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 924 36,845 SH   DFND   36,845 0 0
MATADOR RES CO COM 576485205 2,862 75,235 SH   DFND   75,235 0 0
MATCH GROUP INC NEW COM 57667L107 5,613 36,402 SH   DFND   36,124 0 278
MATSON INC COM 57686G105 6,866 85,072 SH   DFND   62,071 0 23,001
MATTEL INC COM 577081102 5,543 298,646 SH   DFND   236,262 0 62,384
MATTHEWS INTL CORP CL A 577128101 1,352 38,988 SH   DFND   38,988 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 529 18,667 SH   DFND   18,667 0 0
MAXIMUS INC COM 577933104 17,957 215,831 SH   DFND   193,080 0 22,751
MAXLINEAR INC COM 57776J100 981 19,909 SH   DFND   19,909 0 0
MCCORMICK & CO INC COM NON VTG 579780206 34,200 422,061 SH   DFND   294,881 0 127,180
MCCORMICK & CO INC COM NON VTG 579780206 1,490 18,390 SH   OTR 3 18,390 0 0
MCDONALDS CORP COM 580135101 1,372 5,689 SH   OTR 2 5,689 0 0
MCDONALDS CORP COM 580135101 150,613 624,664 SH   DFND   401,287 0 223,377
MCGRATH RENTCORP COM 580589109 1,251 17,387 SH   DFND   17,387 0 0
MCKESSON CORP COM 58155Q103 112,827 565,890 SH   DFND   304,574 0 261,316
MCKESSON CORP COM 58155Q103 9,091 45,595 SH   OTR 2 45,595 0 0
MDU RES GROUP INC COM 552690109 48,526 1,635,531 SH   DFND   1,545,060 0 90,471
MEDALLIA INC COM 584021109 279 8,236 SH   DFND   7,791 0 445
MEDICAL PPTYS TRUST INC COM 58463J304 853 42,510 SH   DFND   42,510 0 0
MEDIFAST INC COM 58470H101 2,419 12,559 SH   DFND   10,296 0 2,263
MEDPACE HLDGS INC COM 58506Q109 23,810 125,790 SH   DFND   106,714 0 19,076
MEDTRONIC PLC SHS G5960L103 172,684 1,377,612 SH   DFND   783,681 0 593,931
MEDTRONIC PLC SHS G5960L103 1,408 11,235 SH   OTR 3 11,235 0 0
MERCADOLIBRE INC COM 58733R102 540 327 SH   DFND   327 0 0
MERCANTILE BK CORP COM 587376104 1,597 49,854 SH   DFND   49,854 0 0
MERCHANTS BANCORP IND COM 58844R108 2,366 59,955 SH   DFND   51,840 0 8,115
MERCK & CO INC COM 58933Y105 355,027 4,726,763 SH   DFND   2,255,612 0 2,471,151
MERCK & CO INC COM 58933Y105 9,205 122,553 SH   OTR 2 122,553 0 0
MERCURY GENL CORP NEW COM 589400100 24,042 431,862 SH   DFND   397,256 0 34,606
MERCURY SYS INC COM 589378108 13,161 277,533 SH   DFND   221,482 0 56,051
MEREDITH CORP COM 589433101 1,272 22,844 SH   DFND   22,844 0 0
MERIDIAN BANCORP INC MD COM 58958U103 475 22,900 SH   DFND   22,900 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 725 37,666 SH   DFND   37,666 0 0
MERIT MED SYS INC COM 589889104 1,879 26,167 SH   DFND   26,167 0 0
MERITAGE HOMES CORP COM 59001A102 3,519 36,276 SH   DFND   32,057 0 4,219
MERITOR INC COM 59001K100 1,550 72,725 SH   DFND   56,343 0 16,382
MERSANA THERAPEUTICS INC COM 59045L106 116 12,330 SH   DFND   12,330 0 0
MESA AIR GROUP INC COM NEW 590479135 991 129,436 SH   DFND   129,436 0 0
META FINL GROUP INC COM 59100U108 515 9,816 SH   DFND   9,816 0 0
METHODE ELECTRS INC COM 591520200 2,605 61,952 SH   DFND   51,917 0 10,035
METLIFE INC COM 59156R108 29,805 482,836 SH   DFND   308,176 0 174,660
METROPOLITAN BK HLDG CORP COM 591774104 268 3,176 SH   DFND   3,176 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 162,301 117,835 SH   DFND   62,643 0 55,192
METTLER TOLEDO INTERNATIONAL COM 592688105 2,752 1,998 SH   OTR 3 1,998 0 0
MFA FINL INC COM 55272X102 364 79,655 SH   DFND   79,655 0 0
MGIC INVT CORP WIS COM 552848103 4,219 281,997 SH   DFND   236,882 0 45,115
MGM RESORTS INTERNATIONAL COM 552953101 19,233 445,729 SH   DFND   406,561 0 39,168
MGP INGREDIENTS INC NEW COM 55303J106 257 3,954 SH   DFND   2,225 0 1,729
MICROCHIP TECHNOLOGY INC. COM 595017104 11,475 74,761 SH   DFND   58,124 0 16,637
MICRON TECHNOLOGY INC COM 595112103 124,480 1,753,728 SH   DFND   871,770 0 881,958
MICROSOFT CORP COM 594918104 40,144 142,394 SH   OTR 2 142,394 0 0
MICROSOFT CORP COM 594918104 1,665,383 5,907,290 SH   DFND   3,028,565 0 2,878,725
MICROSOFT CORP COM 594918104 4,097 14,533 SH   OTR 3 14,533 0 0
MICROSTRATEGY INC CL A NEW 594972408 1,421 2,457 SH   DFND   2,457 0 0
MICROVISION INC DEL COM NEW 594960304 930 84,197 SH   DFND   84,197 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1,545 8,272 SH   DFND   6,894 0 1,378
MIDDLEBY CORP COM 596278101 3,488 20,456 SH   DFND   18,783 0 1,673
MIDLAND STS BANCORP INC ILL COM 597742105 2,075 83,926 SH   DFND   76,218 0 7,708
MILLER HERMAN INC COM 600544100 27,569 732,044 SH   DFND   657,995 0 74,049
MILLER INDS INC TENN COM NEW 600551204 884 25,984 SH   DFND   25,984 0 0
MIMECAST LTD ORD SHS G14838109 2,961 46,555 SH   DFND   46,555 0 0
MINERALS TECHNOLOGIES INC COM 603158106 11,290 161,653 SH   DFND   148,962 0 12,691
MISTRAS GROUP INC COM 60649T107 186 18,314 SH   DFND   18,314 0 0
MITEK SYS INC COM NEW 606710200 765 41,375 SH   DFND   41,375 0 0
MKS INSTRS INC COM 55306N104 21,093 139,775 SH   DFND   112,819 0 26,956
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,586 683,163 SH   DFND   232,386 0 450,777
MODERNA INC COM 60770K107 163,669 431,196 SH   DFND   291,368 0 139,828
MODERNA INC COM 60770K107 2,616 6,893 SH   OTR 3 6,893 0 0
MODINE MFG CO COM 607828100 1,267 111,815 SH   DFND   111,815 0 0
MODIVCARE INC COM 60783X104 2,762 15,210 SH   DFND   10,947 0 4,263
MOELIS & CO CL A 60786M105 3,193 51,605 SH   DFND   51,605 0 0
MOHAWK INDS INC COM 608190104 68,742 387,495 SH   DFND   196,710 0 190,785
MOHAWK INDS INC COM 608190104 3,651 20,580 SH   OTR 2 20,580 0 0
MOLINA HEALTHCARE INC COM 60855R100 114,233 421,044 SH   DFND   312,579 0 108,465
MOLSON COORS BEVERAGE CO CL B 60871R209 21,330 459,886 SH   DFND   392,133 0 67,753
MOMENTIVE GLOBAL INC COM 60878Y108 1,266 64,597 SH   DFND   64,597 0 0
MONARCH CASINO & RESORT INC COM 609027107 379 5,656 SH   DFND   5,656 0 0
MONDELEZ INTL INC CL A 609207105 86,142 1,480,605 SH   DFND   1,142,056 0 338,549
MONDELEZ INTL INC CL A 609207105 2,089 35,914 SH   OTR 3 35,914 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 665 82,921 SH   DFND   82,921 0 0
MONGODB INC CL A 60937P106 1,763 3,750 SH   DFND   3,646 0 104
MONMOUTH REAL ESTATE INVT CO CL A 609720107 280 15,019 SH   DFND   15,019 0 0
MONOLITHIC PWR SYS INC COM 609839105 50,667 104,537 SH   DFND   57,588 0 46,949
MONSTER BEVERAGE CORP NEW COM 61174X109 156,934 1,766,677 SH   DFND   895,685 0 870,992
MONSTER BEVERAGE CORP NEW COM 61174X109 3,440 38,729 SH   OTR 3 38,729 0 0
MOODYS CORP COM 615369105 11,097 31,250 SH   DFND   21,263 0 9,987
MOOG INC CL A 615394202 518 6,798 SH   DFND   5,364 0 1,434
MORGAN STANLEY COM NEW 617446448 36,499 375,077 SH   DFND   291,718 0 83,359
MORNINGSTAR INC COM 617700109 3,395 13,106 SH   DFND   11,889 0 1,217
MORPHIC HLDG INC COM 61775R105 1,037 18,311 SH   DFND   18,311 0 0
MOSAIC CO NEW COM 61945C103 3,093 86,583 SH   OTR 2 86,583 0 0
MOSAIC CO NEW COM 61945C103 90,641 2,537,534 SH   DFND   1,690,724 0 846,810
MOTOROLA SOLUTIONS INC COM NEW 620076307 30,030 129,262 SH   DFND   63,584 0 65,678
MOVADO GROUP INC COM 624580106 1,834 58,251 SH   DFND   53,135 0 5,116
MR COOPER GROUP INC COM 62482R107 5,518 134,030 SH   DFND   117,486 0 16,544
MSA SAFETY INC COM 553498106 649 4,452 SH   DFND   3,833 0 619
MSC INDL DIRECT INC CL A 553530106 35,645 444,503 SH   DFND   429,133 0 15,370
MSCI INC COM 55354G100 5,693 9,358 SH   DFND   9,358 0 0
MUELLER INDS INC COM 624756102 3,806 92,611 SH   DFND   92,611 0 0
MUELLER WTR PRODS INC COM SER A 624758108 660 43,350 SH   DFND   43,350 0 0
MURPHY OIL CORP COM 626717102 1,439 58,288 SH   DFND   58,288 0 0
MURPHY USA INC COM 626755102 29,341 175,420 SH   DFND   155,837 0 19,583
MUSTANG BIO INC COM 62818Q104 32 11,798 SH   DFND   11,798 0 0
MVB FINL CORP COM 553810102 367 8,560 SH   DFND   8,560 0 0
MYERS INDS INC COM 628464109 521 26,635 SH   DFND   26,635 0 0
MYR GROUP INC DEL COM 55405W104 3,977 39,973 SH   DFND   29,048 0 10,925
MYRIAD GENETICS INC COM 62855J104 1,680 52,036 SH   DFND   52,036 0 0
NABORS INDUSTRIES LTD SHS G6359F137 224 2,323 SH   DFND   2,323 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 536 11,164 SH   DFND   11,164 0 0
NASDAQ INC COM 631103108 3,375 17,487 SH   DFND   17,487 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,821 34,690 SH   DFND   32,184 0 2,506
NATIONAL BK HLDGS CORP CL A 633707104 1,296 32,017 SH   DFND   32,017 0 0
NATIONAL CINEMEDIA INC COM 635309107 37 10,450 SH   DFND   10,450 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 1,258 100,463 SH   DFND   100,463 0 0
NATIONAL FUEL GAS CO COM 636180101 1,927 36,695 SH   DFND   36,695 0 0
NATIONAL HEALTH INVS INC COM 63633D104 840 15,695 SH   DFND   12,859 0 2,836
NATIONAL HEALTHCARE CORP COM 635906100 2,745 39,222 SH   DFND   26,858 0 12,364
NATIONAL INSTRS CORP COM 636518102 2,062 52,573 SH   DFND   52,573 0 0
NATIONAL PRESTO INDS INC COM 637215104 1,209 14,725 SH   DFND   14,725 0 0
NATIONAL RESH CORP COM NEW 637372202 565 13,406 SH   DFND   13,406 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 17,399 402,845 SH   DFND   277,420 0 125,425
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,644 87,976 SH   DFND   81,910 0 6,066
NATIONAL VISION HLDGS INC COM 63845R107 767 13,507 SH   DFND   13,507 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 803 3,813 SH   DFND   1,283 0 2,530
NATURAL GROCERS BY VITAMIN C COM 63888U108 149 13,295 SH   DFND   13,295 0 0
NATURES SUNSHINE PRODS INC COM 639027101 331 22,615 SH   DFND   22,615 0 0
NATUS MED INC DEL COM 639050103 1,689 67,358 SH   DFND   67,358 0 0
NAVIENT CORPORATION COM 63938C108 15,793 806,586 SH   DFND   700,283 0 106,303
NBT BANCORP INC COM 628778102 2,546 70,489 SH   DFND   66,677 0 3,812
NCR CORP NEW COM 62886E108 1,048 27,038 SH   DFND   20,487 0 6,551
NEENAH INC COM 640079109 792 16,987 SH   DFND   16,987 0 0
NELNET INC CL A 64031N108 2,836 35,793 SH   DFND   25,779 0 10,014
NEOGEN CORP COM 640491106 1,473 33,916 SH   DFND   33,916 0 0
NEOGENOMICS INC COM NEW 64049M209 732 15,177 SH   DFND   15,177 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 25 25,000 PRN   DFND   25,000 0 0
NEOPHOTONICS CORP COM 64051T100 1,493 171,442 SH   DFND   171,442 0 0
NETAPP INC COM 64110D104 18,248 203,293 SH   DFND   93,134 0 110,159
NETFLIX INC COM 64110L106 926 1,517 SH   OTR 3 1,517 0 0
NETFLIX INC COM 64110L106 66,688 109,263 SH   DFND   86,325 0 22,938
NETGEAR INC COM 64111Q104 1,122 35,155 SH   DFND   11,952 0 23,203
NETSCOUT SYS INC COM 64115T104 14,065 521,904 SH   DFND   470,153 0 51,751
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,537 47,563 SH   DFND   35,026 0 12,537
NEURONETICS INC COM 64131A105 138 20,992 SH   DFND   20,992 0 0
NEVRO CORP COM 64157F103 1,715 14,739 SH   DFND   14,739 0 0
NEW FORTRESS ENERGY INC COM CL A 644393100 773 28,450 SH   DFND   28,450 0 0
NEW JERSEY RES CORP COM 646025106 1,305 37,489 SH   DFND   37,489 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 386 188,164 SH   DFND   69,664 0 118,500
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 459 41,732 SH   DFND   0 0 41,732
NEW YORK CMNTY BANCORP INC COM 649445103 2,962 230,163 SH   DFND   141,854 0 88,309
NEW YORK MTG TR INC COM PAR $.02 649604501 288 67,536 SH   DFND   67,536 0 0
NEW YORK TIMES CO CL A 650111107 16,458 334,031 SH   DFND   233,836 0 100,195
NEW YORK TIMES CO CL A 650111107 1,358 27,556 SH   OTR 3 27,556 0 0
NEWELL BRANDS INC COM 651229106 10,531 475,674 SH   DFND   382,516 0 93,158
NEWMARK GROUP INC CL A 65158N102 2,128 148,736 SH   DFND   141,223 0 7,513
NEWMARKET CORP COM 651587107 35,213 103,945 SH   DFND   86,799 0 17,146
NEWMONT CORP COM 651639106 116,723 2,149,604 SH   DFND   1,501,020 0 648,584
NEWMONT CORP COM 651639106 1,914 35,249 SH   OTR 3 35,249 0 0
NEWMONT CORP COM 651639106 10,797 198,848 SH   OTR 2 198,848 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,221 369,941 SH   DFND   369,941 0 0
NEWS CORP NEW CL A 65249B109 7,651 325,165 SH   DFND   309,348 0 15,817
NEXPOINT RESIDENTIAL TR INC COM 65341D102 826 13,345 SH   DFND   13,345 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 22,461 147,811 SH   DFND   127,740 0 20,071
NEXTERA ENERGY INC COM 65339F101 124,573 1,586,513 SH   DFND   1,504,532 0 81,981
NEXTERA ENERGY INC COM 65339F101 3,996 50,890 SH   OTR 3 50,890 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 2,093 148,413 SH   DFND   140,494 0 7,919
NEXTIER OILFIELD SOLUTIONS COM 65290C105 83 17,989 SH   DFND   17,989 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 417 19,840 SH   DFND   19,840 0 0
NICOLET BANKSHARES INC COM 65406E102 251 3,389 SH   DFND   1,343 0 2,046
NIELSEN HLDGS PLC SHS EUR G6518L108 14,563 758,910 SH   DFND   663,787 0 95,123
NIKE INC CL B 654106103 187,901 1,293,816 SH   DFND   835,323 0 458,493
NIKE INC CL B 654106103 1,270 8,744 SH   OTR 3 8,744 0 0
NIKE INC CL B 654106103 1,916 13,191 SH   OTR 2 13,191 0 0
NIO INC SPON ADS 62914V106 1,283 36,022 SH   OTR 3 36,022 0 0
NIO INC SPON ADS 62914V106 82,467 2,314,530 SH   DFND   1,050,248 0 1,264,282
NISOURCE INC COM 65473P105 2,132 88,009 SH   DFND   88,009 0 0
NIU TECHNOLOGIES ADS 65481N100 1,453 62,700 SH   DFND   3,666 0 59,034
NLIGHT INC COM 65487K100 416 14,752 SH   DFND   14,752 0 0
NMI HLDGS INC CL A 629209305 373 16,511 SH   DFND   16,511 0 0
NN INC COM 629337106 1,298 247,196 SH   DFND   247,196 0 0
NOODLES & CO COM CL A 65540B105 385 32,653 SH   DFND   32,653 0 0
NORDSON CORP COM 655663102 4,209 17,673 SH   OTR 2 17,673 0 0
NORDSON CORP COM 655663102 50,063 210,215 SH   DFND   121,134 0 89,081
NORFOLK SOUTHN CORP COM 655844108 3,801 15,888 SH   DFND   14,651 0 1,237
NORTHERN OIL AND GAS INC MN COM 665531307 997 46,570 SH   DFND   46,570 0 0
NORTHERN TR CORP COM 665859104 22,280 206,662 SH   DFND   74,457 0 132,205
NORTHERN TR CORP COM 665859104 889 8,250 SH   OTR 2 8,250 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 2,090 121,774 SH   DFND   121,774 0 0
NORTHROP GRUMMAN CORP COM 666807102 62,738 174,200 SH   DFND   129,609 0 44,591
NORTHROP GRUMMAN CORP COM 666807102 2,662 7,392 SH   OTR 2 7,392 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 889 66,975 SH   DFND   66,975 0 0
NORTHWEST NAT HLDG CO COM 66765N105 996 21,654 SH   DFND   21,654 0 0
NORTHWEST PIPE CO COM 667746101 351 14,825 SH   DFND   14,825 0 0
NORTHWESTERN CORP COM NEW 668074305 7,584 132,352 SH   DFND   131,906 0 446
NORTONLIFELOCK INC COM 668771108 12,071 477,131 SH   DFND   422,731 0 54,400
NOV INC COM 62955J103 2,451 186,927 SH   DFND   184,973 0 1,954
NOVANTA INC COM 67000B104 763 4,938 SH   DFND   3,334 0 1,604
NOVOCURE LTD ORD SHS G6674U108 546 4,707 SH   DFND   4,707 0 0
NOW INC COM 67011P100 3,013 393,872 SH   DFND   393,872 0 0
NRG ENERGY INC COM NEW 629377508 32,955 807,121 SH   DFND   752,562 0 54,559
NU SKIN ENTERPRISES INC CL A 67018T105 41,551 1,026,723 SH   DFND   897,641 0 129,082
NUANCE COMMUNICATIONS INC COM 67020Y100 875 15,896 SH   DFND   9,815 0 6,081
NUCOR CORP COM 670346105 27,922 283,503 SH   DFND   205,401 0 78,102
NUVASIVE INC COM 670704105 5,080 84,885 SH   DFND   80,024 0 4,861
NV5 GLOBAL INC COM 62945V109 1,002 10,163 SH   DFND   10,163 0 0
NVE CORP COM NEW 629445206 1,421 22,214 SH   DFND   22,214 0 0
NVENT ELECTRIC PLC SHS G6700G107 21,471 664,129 SH   DFND   553,226 0 110,903
NVIDIA CORPORATION COM 67066G104 292,310 1,411,036 SH   DFND   860,359 0 550,677
NVIDIA CORPORATION COM 67066G104 1,494 7,210 SH   OTR 2 7,210 0 0
NVR INC COM 62944T105 3,701 772 SH   OTR 2 772 0 0
NVR INC COM 62944T105 64,063 13,363 SH   DFND   6,660 0 6,703
NXP SEMICONDUCTORS N V COM N6596X109 20,638 105,368 SH   DFND   49,217 0 56,151
OASIS PETROLEUM INC COM NEW 674215207 3,407 34,270 SH   DFND   34,270 0 0
OCCIDENTAL PETE CORP COM 674599105 7,143 241,486 SH   DFND   237,290 0 4,196
OCEANEERING INTL INC COM 675232102 1,546 116,053 SH   DFND   116,053 0 0
OCEANFIRST FINL CORP COM 675234108 1,748 81,638 SH   DFND   81,638 0 0
OCULAR THERAPEUTIX INC COM 67576A100 647 64,682 SH   DFND   64,682 0 0
OCWEN FINL CORP COM NEW 675746606 421 14,975 SH   DFND   14,975 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 1,973 77,887 SH   DFND   77,887 0 0
OFG BANCORP COM 67103X102 1,514 60,049 SH   DFND   60,049 0 0
OGE ENERGY CORP COM 670837103 12,640 383,502 SH   DFND   370,200 0 13,302
O-I GLASS INC COM 67098H104 2,025 141,916 SH   DFND   141,916 0 0
OIL STS INTL INC COM 678026105 460 71,914 SH   DFND   71,914 0 0
OKTA INC CL A 679295105 2,904 12,235 SH   DFND   12,235 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2 61 50,000 PRN   DFND   50,000 0 0
OLAPLEX HLDGS INC COM 679369108 2,312 94,371 SH   DFND   67,029 0 27,342
OLD DOMINION FREIGHT LINE IN COM 679580100 1,186 4,146 SH   OTR 2 4,146 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 4,191 14,654 SH   OTR 3 14,654 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 251,167 878,268 SH   DFND   558,033 0 320,235
OLD NATL BANCORP IND COM 680033107 1,966 115,997 SH   DFND   108,857 0 7,140
OLD REP INTL CORP COM 680223104 35,934 1,553,579 SH   DFND   1,346,622 0 206,957
OLD SECOND BANCORP INC ILL COM 680277100 394 30,156 SH   DFND   30,156 0 0
OLIN CORP COM PAR $1 680665205 21,002 435,282 SH   DFND   391,804 0 43,478
OLIN CORP COM PAR $1 680665205 93 1,921 SH   OTR 3 1,921 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 502 8,328 SH   DFND   8,328 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 98 1,624 SH   OTR 3 1,624 0 0
OLYMPIC STEEL INC COM 68162K106 270 11,094 SH   DFND   11,094 0 0
OMEGA FLEX INC COM 682095104 393 2,754 SH   DFND   1,886 0 868
OMEGA HEALTHCARE INVS INC COM 681936100 16,772 559,797 SH   DFND   400,411 0 159,386
OMNICELL COM COM 68213N109 2,889 19,462 SH   DFND   13,641 0 5,821
OMNICOM GROUP INC COM 681919106 42,189 582,238 SH   DFND   449,184 0 133,054
ON SEMICONDUCTOR CORP COM 682189105 23,838 520,828 SH   DFND   436,959 0 83,869
ONCOCYTE CORP COM 68235C107 194 54,530 SH   DFND   54,530 0 0
ONE GAS INC COM 68235P108 1,263 19,929 SH   DFND   19,929 0 0
ONEMAIN HLDGS INC COM 68268W103 23,416 423,204 SH   DFND   338,084 0 85,120
ONEOK INC NEW COM 682680103 4,481 77,280 SH   DFND   71,504 0 5,776
ONESPAN INC COM 68287N100 263 14,001 SH   DFND   14,001 0 0
ONEWATER MARINE INC CL A COM 68280L101 789 19,618 SH   DFND   19,618 0 0
ONTO INNOVATION INC COM 683344105 1,586 21,945 SH   DFND   21,945 0 0
OOMA INC COM 683416101 1,074 57,696 SH   DFND   57,696 0 0
OPEN LENDING CORP COM CL A 68373J104 1,348 37,383 SH   DFND   37,383 0 0
OPKO HEALTH INC COM 68375N103 1,097 300,507 SH   DFND   300,507 0 0
OPORTUN FINL CORP COM 68376D104 405 16,181 SH   DFND   16,181 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,149 47,447 SH   DFND   47,447 0 0
OPTIMIZERX CORP COM NEW 68401U204 946 11,054 SH   DFND   8,381 0 2,673
OPTION CARE HEALTH INC COM NEW 68404L201 1,383 57,010 SH   DFND   57,010 0 0
ORACLE CORP COM 68389X105 215,001 2,467,584 SH   DFND   1,575,833 0 891,751
ORACLE CORP COM 68389X105 1,361 15,618 SH   OTR 3 15,618 0 0
ORACLE CORP COM 68389X105 5,230 60,028 SH   OTR 2 60,028 0 0
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 496 22,571 SH   DFND   22,571 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 126,022 206,235 SH   DFND   101,163 0 105,072
OREILLY AUTOMOTIVE INC COM 67103H107 10,760 17,609 SH   OTR 2 17,609 0 0
ORGANOGENESIS HLDGS INC COM 68621F102 1,113 78,176 SH   DFND   78,176 0 0
ORGANON & CO COMMON STOCK 68622V106 71,215 2,171,865 SH   DFND   1,305,752 0 866,113
ORIGIN BANCORP INC COM 68621T102 2,134 50,392 SH   DFND   50,392 0 0
ORION ENGINEERED CARBONS S A COM L72967109 607 33,280 SH   DFND   33,280 0 0
ORMAT TECHNOLOGIES INC COM 686688102 222 3,329 SH   DFND   3,329 0 0
ORTHOFIX MED INC COM 68752M108 2,216 58,137 SH   DFND   58,137 0 0
OSHKOSH CORP COM 688239201 74,832 730,991 SH   DFND   663,548 0 67,443
OSI SYSTEMS INC COM 671044105 1,341 14,149 SH   DFND   12,397 0 1,752
OTIS WORLDWIDE CORP COM 68902V107 47,137 572,886 SH   DFND   272,837 0 300,049
OTTER TAIL CORP COM 689648103 435 7,768 SH   DFND   7,768 0 0
OUTFRONT MEDIA INC COM 69007J106 1,331 52,821 SH   DFND   43,681 0 9,140
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 150 69,032 SH   DFND   69,032 0 0
OVINTIV INC COM 69047Q102 9,888 300,727 SH   DFND   300,727 0 0
OWENS & MINOR INC NEW COM 690732102 2,828 90,380 SH   DFND   78,101 0 12,279
OWENS CORNING NEW COM 690742101 1,426 16,677 SH   OTR 2 16,677 0 0
OWENS CORNING NEW COM 690742101 93,975 1,099,120 SH   DFND   820,220 0 278,900
OXFORD INDS INC COM 691497309 2,954 32,761 SH   DFND   29,313 0 3,448
PACCAR INC COM 693718108 3,264 41,354 SH   OTR 2 41,354 0 0
PACCAR INC COM 693718108 82,603 1,046,669 SH   DFND   569,989 0 476,680
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 3,511 137,419 SH   DFND   130,533 0 6,886
PACIFIC PREMIER BANCORP COM 69478X105 359 8,671 SH   DFND   8,671 0 0
PACKAGING CORP AMER COM 695156109 269 1,955 SH   OTR 3 1,955 0 0
PACKAGING CORP AMER COM 695156109 125,514 913,230 SH   DFND   582,680 0 330,550
PACKAGING CORP AMER COM 695156109 2,963 21,556 SH   OTR 2 21,556 0 0
PACWEST BANCORP DEL COM 695263103 18,633 411,142 SH   DFND   357,405 0 53,737
PAE INC COM CL A 69290Y109 143 23,964 SH   DFND   23,964 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 4,091 170,184 SH   DFND   100,866 0 69,318
PALO ALTO NETWORKS INC COM 697435105 2,573 5,405 SH   DFND   4,260 0 1,145
PAPA JOHNS INTL INC COM 698813102 11,187 88,091 SH   DFND   78,889 0 9,202
PAR TECHNOLOGY CORP COM 698884103 302 4,913 SH   DFND   4,913 0 0
PARAMOUNT GROUP INC COM 69924R108 5,725 636,772 SH   DFND   636,772 0 0
PARK HOTELS & RESORTS INC COM 700517105 3,491 182,369 SH   DFND   169,720 0 12,649
PARKER-HANNIFIN CORP COM 701094104 57,083 204,146 SH   DFND   107,542 0 96,604
PARTY CITY HOLDCO INC COM 702149105 528 74,339 SH   DFND   74,339 0 0
PATRICK INDS INC COM 703343103 1,230 14,766 SH   DFND   14,766 0 0
PATTERSON COS INC COM 703395103 4,377 145,232 SH   DFND   137,719 0 7,513
PATTERSON-UTI ENERGY INC COM 703481101 147 16,383 SH   DFND   16,383 0 0
PAVMED INC COM 70387R106 301 35,254 SH   DFND   35,254 0 0
PAYCHEX INC COM 704326107 51,782 460,493 SH   DFND   239,125 0 221,368
PAYCHEX INC COM 704326107 566 5,030 SH   OTR 3 5,030 0 0
PAYCOM SOFTWARE INC COM 70432V102 5,171 10,430 SH   DFND   10,003 0 427
PAYLOCITY HLDG CORP COM 70438V106 1,712 6,105 SH   DFND   5,408 0 697
PAYPAL HLDGS INC COM 70450Y103 122,361 470,238 SH   DFND   370,773 0 99,465
PAYPAL HLDGS INC COM 70450Y103 3,782 14,534 SH   OTR 2 14,534 0 0
PAYSAFE LIMITED ORD G6964L107 345 44,455 SH   DFND   44,455 0 0
PC CONNECTION INC COM 69318J100 769 17,467 SH   DFND   8,183 0 9,284
PDC ENERGY INC COM 69327R101 3,214 67,813 SH   DFND   67,813 0 0
PDF SOLUTIONS INC COM 693282105 346 15,039 SH   DFND   15,039 0 0
PEABODY ENGR CORP COM 704551100 1,860 125,748 SH   DFND   125,748 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,280 38,369 SH   DFND   38,369 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 364 16,231 SH   DFND   7,323 0 8,908
PEGASYSTEMS INC COM 705573103 1,752 13,785 SH   DFND   13,785 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 1,015 11,939 SH   DFND   11,939 0 0
PENN NATL GAMING INC COM 707569109 7,513 104,233 SH   DFND   98,721 0 5,512
PENN VA CORP COM 70788V102 328 12,311 SH   DFND   12,311 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 4,077 66,698 SH   DFND   44,154 0 22,544
PENNYMAC MTG INVT TR COM 70931T103 916 46,533 SH   DFND   46,533 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 61,191 608,258 SH   DFND   531,270 0 76,988
PENTAIR PLC SHS G7S00T104 35,677 491,209 SH   DFND   153,231 0 337,978
PENUMBRA INC COM 70975L107 922 3,458 SH   DFND   2,844 0 614
PEOPLES BANCORP INC COM 709789101 297 9,402 SH   DFND   4,869 0 4,533
PEOPLES UNITED FINANCIAL INC COM 712704105 2,596 148,621 SH   DFND   124,166 0 24,455
PEPSICO INC COM 713448108 4,016 26,701 SH   OTR 3 26,701 0 0
PEPSICO INC COM 713448108 288,230 1,916,298 SH   DFND   1,304,716 0 611,582
PERDOCEO ED CORP COM 71363P106 1,762 166,826 SH   DFND   120,161 0 46,665
PERFICIENT INC COM 71375U101 1,109 9,586 SH   DFND   9,586 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,442 31,028 SH   DFND   31,028 0 0
PERKINELMER INC COM 714046109 94,266 543,979 SH   DFND   395,619 0 148,360
PERRIGO CO PLC SHS G97822103 386 8,149 SH   DFND   8,149 0 0
PERSONALIS INC COM 71535D106 198 10,277 SH   DFND   10,277 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,603 260,277 SH   DFND   260,277 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,252 121,043 SH   DFND   121,043 0 0
PFIZER INC COM 717081103 236,199 5,491,716 SH   DFND   3,122,491 0 2,369,225
PFIZER INC COM 717081103 7,012 163,024 SH   OTR 2 163,024 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 398 18,483 SH   DFND   11,605 0 6,878
PHILIP MORRIS INTL INC COM 718172109 86,017 907,446 SH   DFND   752,392 0 155,054
PHILIP MORRIS INTL INC COM 718172109 2,294 24,206 SH   OTR 2 24,206 0 0
PHILLIPS 66 COM 718546104 565 8,105 SH   DFND   8,105 0 0
PHOTRONICS INC COM 719405102 1,911 140,187 SH   DFND   117,996 0 22,191
PHREESIA INC COM 71944F106 881 14,284 SH   DFND   14,284 0 0
PHYSICIANS RLTY TR COM 71943U104 5,150 292,299 SH   DFND   285,121 0 7,178
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,573 147,637 SH   DFND   147,637 0 0
PILGRIMS PRIDE CORP COM 72147K108 5,421 186,430 SH   DFND   183,953 0 2,477
PINDUODUO INC SPONSORED ADS 722304102 927 10,227 SH   OTR 3 10,227 0 0
PINDUODUO INC SPONSORED ADS 722304102 67,710 746,774 SH   DFND   328,248 0 418,526
PINNACLE FINL PARTNERS INC COM 72346Q104 4,680 49,744 SH   DFND   48,653 0 1,091
PINNACLE WEST CAP CORP COM 723484101 1,404 19,408 SH   OTR 3 19,408 0 0
PINNACLE WEST CAP CORP COM 723484101 34,764 480,427 SH   DFND   463,502 0 16,925
PINTEREST INC CL A 72352L106 11,997 235,469 SH   DFND   170,248 0 65,221
PIONEER NAT RES CO COM 723787107 833 5,001 SH   DFND   5,001 0 0
PIPER SANDLER COMPANIES COM 724078100 4,649 33,579 SH   DFND   33,579 0 0
PITNEY BOWES INC COM 724479100 625 86,704 SH   DFND   86,704 0 0
PJT PARTNERS INC COM CL A 69343T107 951 12,027 SH   DFND   12,027 0 0
PLDT INC SPONSORED ADR 69344D408 231 7,092 SH   DFND   7,092 0 0
PLEXUS CORP COM 729132100 663 7,412 SH   DFND   7,412 0 0
PLUG POWER INC COM NEW 72919P202 1,725 67,830 SH   DFND   67,830 0 0
PLYMOUTH INDL REIT INC COM 729640102 264 11,584 SH   DFND   11,584 0 0
PNC FINL SVCS GROUP INC COM 693475105 479 2,447 SH   OTR 2 2,447 0 0
PNC FINL SVCS GROUP INC COM 693475105 23,851 121,914 SH   DFND   41,481 0 80,433
PNM RES INC COM 69349H107 2,111 42,670 SH   DFND   42,670 0 0
POLARIS INC COM 731068102 26,665 222,842 SH   DFND   188,398 0 34,444
POOL CORP COM 73278L105 12,675 29,178 SH   DFND   19,150 0 10,028
POPULAR INC COM NEW 733174700 93,875 1,208,645 SH   DFND   1,092,319 0 116,326
PORTLAND GEN ELEC CO COM NEW 736508847 2,645 56,282 SH   DFND   56,282 0 0
POSCO SPONSORED ADR 693483109 435 6,311 SH   DFND   6,311 0 0
POST HLDGS INC COM 737446104 223 2,025 SH   DFND   2,025 0 0
POTLATCHDELTIC CORPORATION COM 737630103 13,960 270,653 SH   DFND   264,107 0 6,546
POWER INTEGRATIONS INC COM 739276103 2,875 29,047 SH   DFND   24,086 0 4,961
PPD INC COM 69355F102 386 8,248 SH   DFND   8,248 0 0
PPG INDS INC COM 693506107 654 4,572 SH   OTR 3 4,572 0 0
PPG INDS INC COM 693506107 39,382 275,378 SH   DFND   173,365 0 102,013
PPL CORP COM 69351T106 13,655 489,795 SH   DFND   445,015 0 44,780
PRA GROUP INC COM 69354N106 996 23,631 SH   DFND   23,631 0 0
PRECIGEN INC COM 74017N105 365 73,182 SH   DFND   73,182 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 834 12,500 SH   DFND   12,500 0 0
PREMIER FINANCIAL CORP COM 74052F108 1,125 35,340 SH   DFND   29,234 0 6,106
PREMIER INC CL A 74051N102 5,035 129,893 SH   DFND   118,689 0 11,204
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,152 38,351 SH   DFND   26,921 0 11,430
PRICE T ROWE GROUP INC COM 74144T108 142,612 725,023 SH   DFND   427,627 0 297,396
PRICE T ROWE GROUP INC COM 74144T108 1,875 9,530 SH   OTR 3 9,530 0 0
PRICESMART INC COM 741511109 337 4,351 SH   DFND   4,351 0 0
PRIMERICA INC COM 74164M108 1,347 8,766 SH   DFND   8,766 0 0
PRIMO WATER CORPORATION COM 74167P108 531 33,797 SH   DFND   33,797 0 0
PRIMORIS SVCS CORP COM 74164F103 3,098 126,489 SH   DFND   113,652 0 12,837
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,068 32,115 SH   DFND   19,816 0 12,299
PROASSURANCE CORP COM 74267C106 244 10,258 SH   DFND   10,258 0 0
PROCTER AND GAMBLE CO COM 742718109 4,926 35,239 SH   OTR 2 35,239 0 0
PROCTER AND GAMBLE CO COM 742718109 515,026 3,684,019 SH   DFND   2,105,060 0 1,578,959
PROCTER AND GAMBLE CO COM 742718109 4,130 29,545 SH   OTR 3 29,545 0 0
PROG HOLDINGS INC COM NPV 74319R101 15,185 361,457 SH   DFND   337,740 0 23,717
PROGRESS SOFTWARE CORP COM 743312100 1,419 28,852 SH   DFND   23,235 0 5,617
PROGRESSIVE CORP COM 743315103 134,172 1,484,372 SH   DFND   1,055,664 0 428,708
PROGRESSIVE CORP COM 743315103 3,116 34,476 SH   OTR 3 34,476 0 0
PROGYNY INC COM 74340E103 919 16,410 SH   DFND   16,410 0 0
PROLOGIS INC. COM 74340W103 67,501 538,160 SH   DFND   146,520 0 391,640
PROLOGIS INC. COM 74340W103 1,888 15,051 SH   OTR 2 15,051 0 0
PROPETRO HLDG CORP COM 74347M108 1,423 164,540 SH   DFND   164,540 0 0
PROSPERITY BANCSHARES INC COM 743606105 25,816 362,939 SH   DFND   277,190 0 85,749
PROTAGONIST THERAPEUTICS INC COM 74366E102 739 41,677 SH   DFND   41,677 0 0
PROTHENA CORP PLC SHS G72800108 951 13,346 SH   DFND   13,346 0 0
PROTO LABS INC COM 743713109 390 5,863 SH   DFND   5,863 0 0
PRUDENTIAL FINL INC COM 744320102 51,570 490,210 SH   DFND   372,861 0 117,349
PS BUSINESS PKS INC CALIF COM 69360J107 6,947 44,324 SH   DFND   42,085 0 2,239
PTC INC COM 69370C100 7,569 63,182 SH   DFND   54,282 0 8,900
PUBLIC STORAGE COM 74460D109 212,464 715,125 SH   DFND   422,820 0 292,305
PUBLIC STORAGE COM 74460D109 842 2,834 SH   OTR 3 2,834 0 0
PUBLIC STORAGE COM 74460D109 1,900 6,396 SH   OTR 2 6,396 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 47,199 775,032 SH   DFND   586,934 0 188,098
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,519 24,938 SH   OTR 3 24,938 0 0
PULTE GROUP INC COM 745867101 134,159 2,921,579 SH   DFND   1,553,288 0 1,368,291
PULTE GROUP INC COM 745867101 9,226 200,910 SH   OTR 2 200,910 0 0
PURE STORAGE INC CL A 74624M102 811 32,250 SH   DFND   32,250 0 0
PVH CORPORATION COM 693656100 13,569 132,004 SH   DFND   118,501 0 13,503
Q2 HLDGS INC COM 74736L109 839 10,466 SH   DFND   10,466 0 0
QAD INC CL A 74727D306 909 10,397 SH   DFND   10,397 0 0
QCR HOLDINGS INC COM 74727A104 1,268 24,654 SH   DFND   21,394 0 3,260
QIAGEN NV SHS NEW N72482123 940 18,194 SH   OTR 3 18,194 0 0
QIAGEN NV SHS NEW N72482123 7,023 135,900 SH   DFND   84,621 0 51,279
QORVO INC COM 74736K101 3,487 20,855 SH   OTR 2 20,855 0 0
QORVO INC COM 74736K101 94,216 563,524 SH   DFND   272,490 0 291,034
QUAKER CHEM CORP COM 747316107 233 981 SH   DFND   981 0 0
QUALCOMM INC COM 747525103 167,736 1,300,480 SH   DFND   633,189 0 667,291
QUALCOMM INC COM 747525103 7,576 58,735 SH   OTR 2 58,735 0 0
QUALYS INC COM 74758T303 5,753 51,690 SH   DFND   47,857 0 3,833
QUANEX BLDG PRODS CORP COM 747619104 1,855 86,628 SH   DFND   80,995 0 5,633
QUANTA SVCS INC COM 74762E102 9,636 84,656 SH   DFND   72,904 0 11,752
QUANTERIX CORP COM 74766Q101 1,485 29,830 SH   DFND   29,830 0 0
QUANTUM CORP COM NEW 747906501 92 17,758 SH   DFND   17,758 0 0
QUEST DIAGNOSTICS INC COM 74834L100 118,887 818,162 SH   DFND   467,923 0 350,239
QUEST DIAGNOSTICS INC COM 74834L100 621 4,272 SH   OTR 3 4,272 0 0
QUIDEL CORP COM 74838J101 13,058 92,511 SH   DFND   79,408 0 13,103
QUINSTREET INC COM 74874Q100 422 24,022 SH   DFND   17,446 0 6,576
QUOTIENT TECHNOLOGY INC COM 749119103 669 115,005 SH   DFND   115,005 0 0
QURATE RETAIL INC COM SER A 74915M100 45,416 4,456,944 SH   DFND   3,876,826 0 580,118
R1 RCM INC COM 749397105 1,691 76,828 SH   DFND   74,970 0 1,858
RADIAN GROUP INC COM 750236101 3,130 137,786 SH   DFND   111,594 0 26,192
RADIANT LOGISTICS INC COM 75025X100 226 35,417 SH   DFND   35,417 0 0
RADIUS HEALTH INC COM NEW 750469207 600 48,353 SH   DFND   48,353 0 0
RAFAEL HLDGS INC COM CL B 75062E106 206 6,716 SH   DFND   6,716 0 0
RALPH LAUREN CORP CL A 751212101 21,242 191,303 SH   DFND   179,072 0 12,231
RAMBUS INC DEL COM 750917106 1,069 48,141 SH   DFND   40,229 0 7,912
RANGE RES CORP COM 75281A109 2,606 115,176 SH   DFND   115,176 0 0
RANPAK HOLDINGS CORP COM CL A 75321W103 1,427 53,210 SH   DFND   53,210 0 0
RAPID7 INC COM 753422104 302 2,674 SH   DFND   1,867 0 807
RAPT THERAPEUTICS INC COM 75382E109 443 14,262 SH   DFND   14,262 0 0
RAYMOND JAMES FINL INC COM 754730109 14,480 156,914 SH   DFND   140,445 0 16,469
RAYONIER ADVANCED MATLS INC COM 75508B104 767 102,320 SH   DFND   102,320 0 0
RAYONIER INC COM 754907103 475 13,313 SH   DFND   7,942 0 5,371
RAYTHEON TECHNOLOGIES CORP COM 75513E101 5,337 62,084 SH   DFND   61,103 0 981
RBC BEARINGS INC COM 75524B104 359 1,693 SH   DFND   1,693 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 761 11,114 SH   DFND   11,114 0 0
REALOGY HLDGS CORP COM 75605Y106 2,132 121,545 SH   DFND   121,545 0 0
REALTY INCOME CORP COM 756109104 9,688 149,367 SH   DFND   87,460 0 61,907
REALTY INCOME CORP COM 756109104 780 12,020 SH   OTR 2 12,020 0 0
RED ROCK RESORTS INC CL A 75700L108 3,337 65,156 SH   DFND   65,156 0 0
REDFIN CORP COM 75737F108 1,161 23,181 SH   DFND   23,181 0 0
REGAL BELOIT CORP COM 758750103 62,689 416,982 SH   DFND   379,282 0 37,700
REGENCY CTRS CORP COM 758849103 4,909 72,911 SH   DFND   72,631 0 280
REGENERON PHARMACEUTICALS COM 75886F107 3,477 5,745 SH   OTR 3 5,745 0 0
REGENERON PHARMACEUTICALS COM 75886F107 163,573 270,288 SH   DFND   157,280 0 113,008
REGIONAL MGMT CORP COM 75902K106 771 13,244 SH   DFND   13,244 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 7,013 329,102 SH   DFND   303,532 0 25,570
REINSURANCE GRP OF AMERICA I COM NEW 759351604 14,730 132,390 SH   DFND   118,584 0 13,806
RELIANCE STEEL & ALUMINUM CO COM 759509102 55,227 387,775 SH   DFND   330,727 0 57,048
RENAISSANCERE HLDGS LTD COM G7496G103 755 5,413 SH   OTR 2 5,413 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 27,483 197,150 SH   DFND   32,567 0 164,583
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,770 35,252 SH   DFND   32,769 0 2,483
RENT A CTR INC NEW COM 76009N100 1,907 33,921 SH   DFND   30,026 0 3,895
REPLIGEN CORP COM 759916109 1,882 6,512 SH   DFND   3,577 0 2,935
REPUBLIC SVCS INC COM 760759100 3,360 27,983 SH   OTR 3 27,983 0 0
REPUBLIC SVCS INC COM 760759100 193,146 1,608,745 SH   DFND   759,065 0 849,680
REPUBLIC SVCS INC COM 760759100 3,621 30,161 SH   OTR 2 30,161 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 2,361 95,251 SH   DFND   90,959 0 4,292
RESMED INC COM 761152107 577 2,190 SH   OTR 3 2,190 0 0
RESMED INC COM 761152107 63,585 241,262 SH   DFND   127,433 0 113,829
RESOURCES CONNECTION INC COM 76122Q105 1,726 109,359 SH   DFND   109,359 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 741 42,561 SH   DFND   42,561 0 0
RETAIL PPTYS AMER INC CL A 76131V202 478 37,085 SH   DFND   37,085 0 0
RETAIL VALUE INC COM 76133Q102 262 9,954 SH   DFND   9,954 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 257 23,270 SH   DFND   23,270 0 0
REV GROUP INC COM 749527107 2,689 156,696 SH   DFND   156,696 0 0
REVANCE THERAPEUTICS INC COM 761330109 270 9,691 SH   DFND   9,691 0 0
REVOLVE GROUP INC CL A 76156B107 1,487 24,071 SH   DFND   24,071 0 0
REX AMERICAN RES CORP COM 761624105 1,005 12,582 SH   DFND   12,582 0 0
REXFORD INDL RLTY INC COM 76169C100 675 11,892 SH   DFND   8,339 0 3,553
REXNORD CORP COM 76169B102 3,204 49,836 SH   DFND   49,836 0 0
REYNOLDS CONSUMER PRODS INC COM 76171L106 13,228 483,840 SH   DFND   454,413 0 29,427
RH COM 74967X103 2,775 4,161 SH   DFND   3,808 0 353
RHYTHM PHARMACEUTICALS INC COM 76243J105 133 10,191 SH   DFND   10,191 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 167 45,989 SH   DFND   45,989 0 0
RIMINI STR INC DEL COM 76674Q107 1,622 168,055 SH   DFND   168,055 0 0
RINGCENTRAL INC CL A 76680R206 2,074 9,768 SH   DFND   9,768 0 0
RIOT BLOCKCHAIN INC COM 767292105 824 32,072 SH   DFND   32,072 0 0
RLI CORP COM 749607107 501 4,992 SH   DFND   4,992 0 0
RLJ LODGING TR COM 74965L101 909 61,186 SH   DFND   61,186 0 0
RMR GROUP INC CL A 74967R106 394 11,774 SH   DFND   11,774 0 0
ROBERT HALF INTL INC COM 770323103 162,210 1,616,761 SH   DFND   577,986 0 1,038,775
ROBERT HALF INTL INC COM 770323103 295 2,937 SH   OTR 3 2,937 0 0
ROCKWELL AUTOMATION INC COM 773903109 62,400 212,217 SH   DFND   118,605 0 93,612
ROCKWELL AUTOMATION INC COM 773903109 901 3,065 SH   OTR 3 3,065 0 0
ROGERS CORP COM 775133101 811 4,350 SH   DFND   3,775 0 575
ROKU INC COM CL A 77543R102 19,629 64,272 SH   DFND   50,790 0 13,482
ROLLINS INC COM 775711104 70,718 2,001,650 SH   DFND   516,056 0 1,485,594
ROLLINS INC COM 775711104 1,851 52,385 SH   OTR 3 52,385 0 0
ROPER TECHNOLOGIES INC COM 776696106 10,236 22,944 SH   DFND   19,010 0 3,934
ROSS STORES INC COM 778296103 28,272 259,733 SH   DFND   115,510 0 144,223
ROYAL GOLD INC COM 780287108 7,019 73,508 SH   DFND   61,585 0 11,923
ROYAL GOLD INC COM 780287108 111 1,162 SH   OTR 3 1,162 0 0
RPM INTL INC COM 749685103 4,397 56,624 SH   DFND   56,624 0 0
RPT REALTY SH BEN INT 74971D101 1,610 126,170 SH   DFND   126,170 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 495 27,706 SH   DFND   27,706 0 0
RUSH ENTERPRISES INC CL A 781846209 5,634 124,767 SH   DFND   102,006 0 22,761
RUTHS HOSPITALITY GROUP INC COM 783332109 509 24,557 SH   DFND   24,557 0 0
RYDER SYS INC COM 783549108 35,146 424,933 SH   DFND   376,949 0 47,984
RYERSON HLDG CORP COM 783754104 1,832 82,278 SH   DFND   82,278 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,898 22,673 SH   DFND   19,372 0 3,301
S & T BANCORP INC COM 783859101 688 23,337 SH   DFND   23,337 0 0
S&P GLOBAL INC COM 78409V104 246 578 SH   OTR 3 578 0 0
S&P GLOBAL INC COM 78409V104 56,059 131,937 SH   DFND   121,924 0 10,013
SABRA HEALTH CARE REIT INC COM 78573L106 16,373 1,112,288 SH   DFND   1,050,773 0 61,515
SAFE BULKERS INC COM Y7388L103 2,639 510,468 SH   DFND   510,468 0 0
SAFEHOLD INC COM 78645L100 770 10,709 SH   DFND   10,709 0 0
SAFETY INS GROUP INC COM 78648T100 2,245 28,331 SH   DFND   25,668 0 2,663
SAGE THERAPEUTICS INC COM 78667J108 23,520 533,700 SH   DFND   418,414 0 115,286
SAIA INC COM 78709Y105 2,888 12,134 SH   DFND   9,493 0 2,641
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 741 17,276 SH   DFND   17,276 0 0
SALESFORCE COM INC COM 79466L302 39,892 147,084 SH   DFND   113,053 0 34,031
SALESFORCE COM INC COM 79466L302 469 1,728 SH   OTR 3 1,728 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,441 85,530 SH   DFND   75,208 0 10,322
SANDERSON FARMS INC COM 800013104 1,886 10,103 SH   DFND   9,343 0 760
SANDY SPRING BANCORP INC COM 800363103 591 12,897 SH   DFND   3,070 0 9,827
SANFILIPPO JOHN B & SON INC COM 800422107 3,722 45,547 SH   DFND   34,477 0 11,070
SANMINA CORPORATION COM 801056102 3,815 99,001 SH   DFND   71,734 0 27,267
SANTANDER CONSUMER USA HLDGS COM 80283M101 4,891 117,301 SH   DFND   102,406 0 14,895
SAUL CTRS INC COM 804395101 1,604 36,408 SH   DFND   36,408 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 23,762 71,882 SH   DFND   28,787 0 43,095
SCANSOURCE INC COM 806037107 2,728 78,426 SH   DFND   78,426 0 0
SCHLUMBERGER LTD COM STK 806857108 16,031 540,865 SH   DFND   479,865 0 61,000
SCHNEIDER NATIONAL INC CL B 80689H102 55,442 2,438,070 SH   DFND   2,018,035 0 420,035
SCHNITZER STEEL INDS INC CL A 806882106 728 16,606 SH   DFND   14,062 0 2,544
SCHOLAR ROCK HLDG CORP COM 80706P103 281 8,519 SH   DFND   8,519 0 0
SCHOLASTIC CORP COM 807066105 678 19,014 SH   DFND   19,014 0 0
SCHWAB CHARLES CORP COM 808513105 12,687 174,183 SH   DFND   169,433 0 4,750
SCIENCE APPLICATIONS INTL CO COM 808625107 22,397 261,771 SH   DFND   216,902 0 44,869
SCIENTIFIC GAMES CORP COM 80874P109 3,577 43,060 SH   DFND   40,601 0 2,459
SCORPIO TANKERS INC SHS Y7542C130 1,125 60,695 SH   DFND   60,695 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 2,035 13,903 SH   DFND   13,903 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,160 64,249 SH   DFND   64,249 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 76 75,000 PRN   DFND   75,000 0 0
SEA LTD SPONSORD ADS 81141R100 544 1,707 SH   DFND   1,707 0 0
SEABOARD CORP DEL COM 811543107 939 229 SH   DFND   166 0 63
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 10,431 126,402 SH   DFND   82,498 0 43,904
SEAGEN INC COM 81181C104 2,437 14,646 SH   OTR 3 14,646 0 0
SEAGEN INC COM 81181C104 52,908 318,033 SH   DFND   136,163 0 181,870
SEALED AIR CORP NEW COM 81211K100 25,840 471,612 SH   DFND   240,374 0 231,238
SEALED AIR CORP NEW COM 81211K100 615 11,225 SH   OTR 2 11,225 0 0
SEASPINE HLDGS CORP COM 81255T108 481 30,552 SH   DFND   30,552 0 0
SEAWORLD ENTMT INC COM 81282V100 1,639 29,623 SH   DFND   29,623 0 0
SECUREWORKS CORP CL A 81374A105 2,072 104,228 SH   DFND   104,228 0 0
SEI INVTS CO COM 784117103 31,123 524,845 SH   DFND   235,039 0 289,806
SELECT ENERGY SVCS INC CL A COM 81617J301 280 53,861 SH   DFND   53,861 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,212 88,809 SH   DFND   79,014 0 9,795
SELECTA BIOSCIENCES INC COM 816212104 1,641 394,363 SH   DFND   394,363 0 0
SELECTIVE INS GROUP INC COM 816300107 1,554 20,569 SH   DFND   20,569 0 0
SELECTQUOTE INC COM 816307300 437 33,796 SH   DFND   33,796 0 0
SEMPRA COM 816851109 943 7,452 SH   OTR 3 7,452 0 0
SEMPRA COM 816851109 14,328 113,263 SH   DFND   65,641 0 47,622
SEMTECH CORP COM 816850101 5,054 64,985 SH   DFND   59,593 0 5,392
SENECA FOODS CORP NEW CL A 817070501 2,559 53,070 SH   DFND   53,070 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 1,102 20,134 SH   OTR 2 20,134 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 26,746 488,778 SH   DFND   351,358 0 137,420
SENSEONICS HLDGS INC COM 81727U105 490 144,601 SH   DFND   144,601 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 7,513 82,491 SH   DFND   78,975 0 3,516
SERES THERAPEUTICS INC COM 81750R102 650 93,332 SH   DFND   93,332 0 0
SERVICE CORP INTL COM 817565104 2,047 33,963 SH   DFND   27,525 0 6,438
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,255 111,925 SH   DFND   111,925 0 0
SERVICENOW INC COM 81762P102 29,766 47,861 SH   DFND   37,665 0 10,196
SERVICENOW INC COM 81762P102 537 864 SH   OTR 3 864 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,291 16,591 SH   DFND   16,591 0 0
SFL CORPORATION LTD SHS G7738W106 1,744 208,134 SH   DFND   208,134 0 0
SHARPS COMPLIANCE CORP COM 820017101 355 42,893 SH   DFND   42,893 0 0
SHERWIN WILLIAMS CO COM 824348106 1,557 5,565 SH   OTR 3 5,565 0 0
SHERWIN WILLIAMS CO COM 824348106 100,476 359,190 SH   DFND   266,200 0 92,990
SHOCKWAVE MED INC COM 82489T104 3,539 17,191 SH   DFND   16,173 0 1,018
SHOE CARNIVAL INC COM 824889109 1,840 56,746 SH   DFND   50,041 0 6,705
SHUTTERSTOCK INC COM 825690100 4,270 37,683 SH   DFND   35,902 0 1,781
SHYFT GROUP INC COM 825698103 1,236 32,512 SH   DFND   23,618 0 8,894
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 95,519 7,740,634 SH   DFND   4,173,602 0 3,567,032
SIGNATURE BK NEW YORK N Y COM 82669G104 7,842 28,801 SH   DFND   27,829 0 972
SIGNET JEWELERS LIMITED SHS G81276100 4,171 52,819 SH   DFND   48,396 0 4,423
SILGAN HOLDINGS INC COM 827048109 25,666 669,080 SH   DFND   613,837 0 55,243
SILVERGATE CAP CORP CL A 82837P408 755 6,537 SH   DFND   6,537 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,010 15,463 SH   OTR 2 15,463 0 0
SIMON PPTY GROUP INC NEW COM 828806109 45,564 350,575 SH   DFND   144,245 0 206,330
SIMPSON MFG INC COM 829073105 19,961 186,605 SH   DFND   169,909 0 16,696
SIRIUSPOINT LTD COM G8192H106 635 68,618 SH   DFND   68,618 0 0
SITE CTRS CORP COM 82981J109 1,059 68,615 SH   DFND   68,615 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 350 1,753 SH   DFND   473 0 1,280
SITIME CORP COM 82982T106 2,825 13,835 SH   DFND   11,601 0 2,234
SIX FLAGS ENTMT CORP NEW COM 83001A102 899 21,208 SH   DFND   18,937 0 2,271
SJW GROUP COM 784305104 356 5,392 SH   DFND   5,392 0 0
SKECHERS U S A INC CL A 830566105 19,102 453,525 SH   DFND   399,795 0 53,730
SKYLINE CHAMPION CORPORATION COM 830830105 919 15,308 SH   DFND   15,308 0 0
SKYWEST INC COM 830879102 889 18,027 SH   DFND   18,027 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,854 23,386 SH   OTR 2 23,386 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 138,181 838,577 SH   DFND   365,106 0 473,471
SL GREEN RLTY CORP COM 78440X804 2,968 41,901 SH   DFND   38,668 0 3,233
SLEEP NUMBER CORP COM 83125X103 2,129 22,770 SH   DFND   18,809 0 3,961
SLM CORP COM 78442P106 43,991 2,536,230 SH   DFND   2,093,787 0 442,443
SM ENERGY CO COM 78454L100 3,715 140,810 SH   DFND   140,810 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 888 19,963 SH   DFND   14,376 0 5,587
SMARTSHEET INC COM CL A 83200N103 3,128 45,449 SH   DFND   41,233 0 4,216
SMITH & WESSON BRANDS INC COM 831754106 4,376 210,768 SH   DFND   210,768 0 0
SMITH A O CORP COM 831865209 38,502 630,457 SH   DFND   466,815 0 163,642
SMITH MICRO SOFTWARE INC COM NEW 832154207 488 100,821 SH   DFND   100,821 0 0
SMUCKER J M CO COM NEW 832696405 101,944 849,317 SH   DFND   566,037 0 283,280
SMUCKER J M CO COM NEW 832696405 323 2,692 SH   OTR 3 2,692 0 0
SMUCKER J M CO COM NEW 832696405 585 4,874 SH   OTR 2 4,874 0 0
SNAP INC CL A 83304A106 6,472 88,304 SH   DFND   86,256 0 2,048
SNAP ON INC COM 833034101 136,816 654,781 SH   DFND   313,344 0 341,437
SNOWFLAKE INC CL A 833445109 5,619 18,580 SH   DFND   11,201 0 7,379
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 1,736 32,310 SH   DFND   30,048 0 2,262
SOHU COM LTD SPONSORED ADS 83410S108 641 30,751 SH   DFND   3,958 0 26,793
SOLARWINDS CORP COM NEW 83417Q204 11,858 708,781 SH   DFND   581,657 0 127,124
SOLID BIOSCIENCES INC COM 83422E105 285 119,097 SH   DFND   119,097 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 926 17,628 SH   DFND   14,537 0 3,091
SONOCO PRODS CO COM 835495102 14,917 250,374 SH   DFND   233,738 0 16,636
SONOS INC COM 83570H108 2,682 82,877 SH   DFND   79,567 0 3,310
SORRENTO THERAPEUTICS INC COM NEW 83587F202 221 28,930 SH   DFND   28,930 0 0
SOUTHERN CO COM 842587107 120 1,943 SH   OTR 3 1,943 0 0
SOUTHERN CO COM 842587107 20,917 337,528 SH   DFND   194,999 0 142,529
SOUTHERN COPPER CORP COM 84265V105 137 2,441 SH   OTR 3 2,441 0 0
SOUTHERN COPPER CORP COM 84265V105 9,732 173,344 SH   DFND   53,902 0 119,442
SOUTHSIDE BANCSHARES INC COM 84470P109 2,525 65,956 SH   DFND   62,110 0 3,846
SOUTHSTATE CORPORATION COM 840441109 1,212 16,238 SH   DFND   16,238 0 0
SOUTHWEST AIRLS CO COM 844741108 35,795 695,992 SH   DFND   47,459 0 648,533
SOUTHWEST GAS HLDGS INC COM 844895102 9,459 141,431 SH   DFND   136,308 0 5,123
SOUTHWESTERN ENERGY CO COM 845467109 672 121,338 SH   DFND   121,338 0 0
SPARTANNASH CO COM 847215100 562 25,645 SH   DFND   7,024 0 18,621
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 23,720 247,931 SH   DFND   222,140 0 25,791
SPIRE INC COM 84857L101 729 11,920 SH   DFND   11,920 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 723 16,362 SH   DFND   16,362 0 0
SPIRIT AIRLS INC COM 848577102 448 17,269 SH   DFND   17,269 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 253 10,473 SH   DFND   10,473 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 620 13,463 SH   DFND   9,871 0 3,592
SPORTSMANS WHSE HLDGS INC COM 84920Y106 271 15,409 SH   DFND   15,409 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,558 11,639 SH   DFND   11,639 0 0
SPRINGWORKS THERAPEUTICS INC COM 85205L107 460 7,258 SH   DFND   7,258 0 0
SPROUT SOCIAL INC COM CL A 85209W109 3,652 29,948 SH   DFND   27,372 0 2,576
SPROUTS FMRS MKT INC COM 85208M102 13,663 589,672 SH   DFND   538,372 0 51,300
SPS COMM INC COM 78463M107 3,949 24,481 SH   DFND   23,296 0 1,185
SPX CORP COM 784635104 448 8,384 SH   DFND   8,384 0 0
SPX FLOW INC COM 78469X107 1,145 15,657 SH   DFND   15,657 0 0
SQUARE INC CL A 852234103 9,271 38,847 SH   DFND   36,033 0 2,814
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,267 18,260 SH   OTR 2 18,260 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 46,736 673,434 SH   DFND   508,472 0 164,962
ST JOE CO COM 790148100 1,425 33,846 SH   DFND   33,846 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 5,546 43,148 SH   DFND   40,177 0 2,971
STAG INDL INC COM 85254J102 1,758 44,801 SH   DFND   40,464 0 4,337
STAMPS COM INC COM NEW 852857200 2,524 7,652 SH   DFND   7,022 0 630
STANDARD MTR PRODS INC COM 853666105 4,001 91,546 SH   DFND   83,793 0 7,753
STANDEX INTL CORP COM 854231107 1,676 16,944 SH   DFND   12,850 0 4,094
STANLEY BLACK & DECKER INC COM 854502101 1,117 6,372 SH   OTR 2 6,372 0 0
STANLEY BLACK & DECKER INC COM 854502101 82,565 470,966 SH   DFND   202,743 0 268,223
STARBUCKS CORP COM 855244109 31,810 288,368 SH   DFND   211,823 0 76,545
STARWOOD PPTY TR INC COM 85571B105 667 27,332 SH   DFND   0 0 27,332
STATE STR CORP COM 857477103 61,046 720,561 SH   DFND   366,388 0 354,173
STATE STR CORP COM 857477103 1,828 21,575 SH   OTR 2 21,575 0 0
STEEL DYNAMICS INC COM 858119100 33,663 575,626 SH   DFND   252,492 0 323,134
STEELCASE INC CL A 858155203 1,012 79,774 SH   DFND   68,788 0 10,986
STEPAN CO COM 858586100 1,422 12,587 SH   DFND   10,517 0 2,070
STEREOTAXIS INC COM NEW 85916J409 708 131,631 SH   DFND   131,631 0 0
STERICYCLE INC COM 858912108 343 5,040 SH   DFND   5,040 0 0
STERIS PLC SHS USD G8473T100 28,459 139,315 SH   DFND   70,977 0 68,338
STERLING BANCORP DEL COM 85917A100 268 10,724 SH   DFND   9,899 0 825
STERLING CONSTR INC COM 859241101 617 27,236 SH   DFND   20,658 0 6,578
STEWART INFORMATION SVCS COR COM 860372101 3,827 60,490 SH   DFND   57,828 0 2,662
STIFEL FINL CORP COM 860630102 15,274 224,745 SH   DFND   184,818 0 39,927
STITCH FIX INC COM CL A 860897107 864 21,633 SH   DFND   21,633 0 0
STOCK YDS BANCORP INC COM 861025104 338 5,755 SH   DFND   3,956 0 1,799
STONEX GROUP INC COM 861896108 2,790 42,331 SH   DFND   23,363 0 18,968
STORE CAP CORP COM 862121100 753 23,498 SH   DFND   15,067 0 8,431
STRATEGIC ED INC COM 86272C103 859 12,188 SH   DFND   12,188 0 0
STRYKER CORPORATION COM 863667101 2,174 8,242 SH   OTR 3 8,242 0 0
STRYKER CORPORATION COM 863667101 45,617 172,977 SH   DFND   115,170 0 57,807
STURM RUGER & CO INC COM 864159108 2,740 37,139 SH   DFND   37,139 0 0
SUMMIT MATLS INC CL A 86614U100 1,502 46,966 SH   DFND   46,966 0 0
SUN CMNTYS INC COM 866674104 1,220 6,589 SH   DFND   6,589 0 0
SUNCOKE ENERGY INC COM 86722A103 1,647 262,290 SH   DFND   262,290 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 213 6,452 SH   DFND   6,452 0 0
SUNPOWER CORP COM 867652406 2,127 93,801 SH   DFND   93,801 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 540 45,268 SH   DFND   32,908 0 12,360
SUPER MICRO COMPUTER INC COM 86800U104 2,069 56,572 SH   DFND   50,255 0 6,317
SUPERIOR GROUP OF CO INC COM 868358102 429 18,403 SH   DFND   18,403 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 237 8,887 SH   DFND   8,887 0 0
SURFACE ONCOLOGY INC COM 86877M209 1,061 140,205 SH   DFND   140,205 0 0
SURMODICS INC COM 868873100 1,227 22,074 SH   DFND   22,074 0 0
SUTRO BIOPHARMA INC COM 869367102 274 14,519 SH   DFND   14,519 0 0
SUZANO S A SPON ADS 86959K105 1,531 153,106 SH   DFND   153,106 0 0
SVB FINANCIAL GROUP COM 78486Q101 125,874 194,586 SH   DFND   166,278 0 28,308
SYNAPTICS INC COM 87157D109 6,545 36,416 SH   DFND   32,386 0 4,030
SYNCHRONY FINANCIAL COM 87165B103 19,498 398,887 SH   DFND   353,580 0 45,307
SYNEOS HEALTH INC CL A 87166B102 35,771 408,902 SH   DFND   342,476 0 66,426
SYNNEX CORP COM 87162W100 481 4,619 SH   OTR 3 4,619 0 0
SYNNEX CORP COM 87162W100 69,407 666,733 SH   DFND   596,129 0 70,604
SYNOPSYS INC COM 871607107 9,582 32,003 SH   OTR 2 32,003 0 0
SYNOPSYS INC COM 871607107 203,632 680,111 SH   DFND   303,276 0 376,835
SYNOVUS FINL CORP COM NEW 87161C501 15,184 345,949 SH   DFND   300,042 0 45,907
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 748,838 6,707,017 SH   DFND   3,050,454 0 3,656,563
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 11,166 100,011 SH   OTR 3 100,011 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 19,954 129,511 SH   DFND   100,583 0 28,928
TAL EDUCATION GROUP SPONSORED ADS 874080104 166 34,233 SH   DFND   14,134 0 20,099
TANDEM DIABETES CARE INC COM NEW 875372203 204 1,705 SH   DFND   1,705 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 572 35,086 SH   DFND   35,086 0 0
TAPESTRY INC COM 876030107 57,171 1,544,332 SH   DFND   1,288,407 0 255,925
TARGA RES CORP COM 87612G101 15,971 324,543 SH   DFND   278,055 0 46,488
TARGET CORP COM 87612E106 3,711 16,220 SH   OTR 3 16,220 0 0
TARGET CORP COM 87612E106 15,357 67,129 SH   OTR 2 67,129 0 0
TARGET CORP COM 87612E106 452,265 1,976,942 SH   DFND   1,076,687 0 900,255
TARGET HOSPITALITY CORP COM 87615L107 436 116,976 SH   DFND   116,976 0 0
TATA MTRS LTD SPONSORED ADR 876568502 9,044 403,578 SH   DFND   321,625 0 81,953
TAYLOR MORRISON HOME CORP COM 87724P106 20,806 807,044 SH   DFND   711,792 0 95,252
TE CONNECTIVITY LTD REG SHS H84989104 29,250 213,162 SH   DFND   64,411 0 148,751
TECHTARGET INC COM 87874R100 1,185 14,372 SH   DFND   12,529 0 1,843
TEGNA INC COM 87901J105 34,373 1,743,040 SH   DFND   1,607,335 0 135,705
TEJON RANCH CO COM 879080109 751 42,270 SH   DFND   42,270 0 0
TELADOC HEALTH INC COM 87918A105 2,175 17,157 SH   DFND   17,157 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 7,304 17,003 SH   DFND   4,194 0 12,809
TELEFLEX INCORPORATED COM 879369106 2,000 5,312 SH   DFND   5,103 0 209
TELEFONICA BRASIL SA NEW ADR 87936R205 2,223 286,415 SH   DFND   193,619 0 92,796
TELEPHONE & DATA SYS INC COM NEW 879433829 14,160 726,156 SH   DFND   654,329 0 71,827
TELLURIAN INC NEW COM 87968A104 410 104,739 SH   DFND   104,739 0 0
TEMPUR SEALY INTL INC COM 88023U101 12,294 264,890 SH   DFND   233,843 0 31,047
TENABLE HLDGS INC COM 88025T102 3,159 68,462 SH   DFND   68,462 0 0
TENARIS S A SPONSORED ADS 88031M109 230 10,880 SH   DFND   10,880 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 4,986 687,782 SH   DFND   318,835 0 368,947
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 76 10,477 SH   OTR 3 10,477 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 4,404 66,289 SH   DFND   63,289 0 3,000
TENNANT CO COM 880345103 2,297 31,061 SH   DFND   31,061 0 0
TENNECO INC CL A VTG COM STK 880349105 1,764 123,633 SH   DFND   123,633 0 0
TERADATA CORP DEL COM 88076W103 27,056 474,417 SH   DFND   418,329 0 56,088
TERADYNE INC COM 880770102 24,020 220,022 SH   DFND   87,339 0 132,683
TEREX CORP NEW COM 880779103 27,324 649,037 SH   DFND   583,008 0 66,029
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 1,549 37,179 SH   DFND   36,009 0 1,170
TERRENO RLTY CORP COM 88146M101 1,357 21,461 SH   DFND   19,091 0 2,370
TESLA INC COM 88160R101 188,048 242,492 SH   DFND   175,537 0 66,955
TESLA INC COM 88160R101 1,501 1,936 SH   OTR 2 1,936 0 0
TETRA TECH INC NEW COM 88162G103 2,486 16,645 SH   DFND   11,199 0 5,446
TETRA TECHNOLOGIES INC DEL COM 88162F105 705 225,985 SH   DFND   225,985 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 19,670 327,724 SH   DFND   289,748 0 37,976
TEXAS INSTRS INC COM 882508104 427,475 2,224,001 SH   DFND   1,227,835 0 996,166
TEXAS INSTRS INC COM 882508104 6,960 36,209 SH   OTR 2 36,209 0 0
TEXAS INSTRS INC COM 882508104 2,337 12,161 SH   OTR 3 12,161 0 0
TEXAS ROADHOUSE INC COM 882681109 44,881 491,419 SH   DFND   442,631 0 48,788
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,831 52,444 SH   DFND   52,444 0 0
TEXTRON INC COM 883203101 57,082 817,683 SH   DFND   599,412 0 218,271
TFS FINL CORP COM 87240R107 739 38,750 SH   DFND   26,234 0 12,516
TG THERAPEUTICS INC COM 88322Q108 1,678 50,435 SH   DFND   50,435 0 0
THE ODP CORP COM 88337F105 1,686 41,974 SH   DFND   41,974 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 600 56,088 SH   DFND   56,088 0 0
THE TRADE DESK INC COM CL A 88339J105 2,941 43,021 SH   DFND   43,021 0 0
THERAPEUTICSMD INC COM 88338N107 61 81,838 SH   DFND   81,838 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 14,597 25,549 SH   OTR 2 25,549 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 621,741 1,088,234 SH   DFND   622,734 0 465,500
THERMON GROUP HLDGS INC COM 88362T103 701 40,501 SH   DFND   40,501 0 0
THOR INDS INC COM 885160101 1,349 10,987 SH   DFND   10,987 0 0
TIDEWATER INC NEW COM 88642R109 474 39,277 SH   DFND   39,277 0 0
TILLYS INC CL A 886885102 1,043 74,463 SH   DFND   74,463 0 0
TIM S A SPONSORED ADR 88706T108 1,658 154,408 SH   DFND   154,408 0 0
TIMKEN CO COM 887389104 29,943 457,702 SH   DFND   441,730 0 15,972
TIMKENSTEEL CORPORATION COM 887399103 1,547 118,243 SH   DFND   118,243 0 0
TIPTREE INC COM 88822Q103 979 97,717 SH   DFND   97,717 0 0
TITAN INTL INC ILL COM 88830M102 1,282 179,066 SH   DFND   179,066 0 0
TITAN MACHY INC COM 88830R101 2,257 87,117 SH   DFND   87,117 0 0
TIVITY HEALTH INC COM 88870R102 810 35,115 SH   DFND   35,115 0 0
TJX COS INC NEW COM 872540109 12,494 189,360 SH   DFND   137,782 0 51,578
T-MOBILE US INC COM 872590104 125,481 982,158 SH   DFND   853,161 0 128,997
T-MOBILE US INC COM 872590104 3,698 28,943 SH   OTR 3 28,943 0 0
TOLL BROTHERS INC COM 889478103 28,611 517,471 SH   DFND   445,931 0 71,540
TONIX PHARMACEUTICALS HLDG C COM 890260706 54 89,183 SH   DFND   89,183 0 0
TOOTSIE ROLL INDS INC COM 890516107 297 9,763 SH   DFND   9,763 0 0
TOPBUILD CORP COM 89055F103 900 4,393 SH   DFND   2,919 0 1,474
TORO CO COM 891092108 81 828 SH   OTR 3 828 0 0
TORO CO COM 891092108 20,267 208,057 SH   DFND   162,768 0 45,289
TOWNEBANK PORTSMOUTH VA COM 89214P109 1,567 50,375 SH   DFND   50,375 0 0
TRACTOR SUPPLY CO COM 892356106 58,459 288,531 SH   DFND   142,130 0 146,401
TRACTOR SUPPLY CO COM 892356106 1,543 7,616 SH   OTR 2 7,616 0 0
TRADEWEB MKTS INC CL A 892672106 1,128 13,963 SH   DFND   13,963 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 201,959 1,169,761 SH   DFND   604,867 0 564,894
TRANSOCEAN LTD REG SHS H8817H100 42 11,193 SH   DFND   11,193 0 0
TRANSUNION COM 89400J107 14,429 128,473 SH   DFND   100,262 0 28,211
TRAVEL PLUS LEISURE CO COM 894164102 22,999 421,769 SH   DFND   366,858 0 54,911
TRAVELERS COMPANIES INC COM 89417E109 2,247 14,783 SH   OTR 3 14,783 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,356 28,655 SH   OTR 2 28,655 0 0
TRAVELERS COMPANIES INC COM 89417E109 187,967 1,236,545 SH   DFND   649,684 0 586,861
TRAVERE THERAPEUTICS INC COM 89422G107 1,570 64,762 SH   DFND   64,762 0 0
TREDEGAR CORP COM 894650100 506 41,565 SH   DFND   41,565 0 0
TREEHOUSE FOODS INC COM 89469A104 10,531 264,078 SH   DFND   253,042 0 11,036
TREX CO INC COM 89531P105 1,819 17,849 SH   DFND   17,849 0 0
TRI POINTE HOMES INC COM 87265H109 39,733 1,890,225 SH   DFND   1,641,436 0 248,789
TRICO BANCSHARES COM 896095106 1,579 36,373 SH   DFND   36,373 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 209 11,895 SH   DFND   11,895 0 0
TRIMAS CORP COM NEW 896215209 1,248 38,558 SH   DFND   38,558 0 0
TRIMBLE INC COM 896239100 10,020 121,823 SH   DFND   64,474 0 57,349
TRINET GROUP INC COM 896288107 2,009 21,245 SH   DFND   21,245 0 0
TRINSEO S A SHS L9340P101 1,459 27,031 SH   DFND   23,610 0 3,421
TRIP COM GROUP LTD ADS 89677Q107 300 9,765 SH   OTR 3 9,765 0 0
TRIP COM GROUP LTD ADS 89677Q107 27,592 897,298 SH   DFND   416,128 0 481,170
TRIPADVISOR INC COM 896945201 1,613 47,943 SH   DFND   44,906 0 3,037
TRIPLE-S MGMT CORP COM 896749108 2,264 64,005 SH   DFND   19,611 0 44,394
TRISTATE CAP HLDGS INC COM 89678F100 247 11,662 SH   DFND   11,662 0 0
TRITON INTL LTD CL A G9078F107 4,108 78,948 SH   DFND   65,817 0 13,131
TRIUMPH BANCORP INC COM 89679E300 730 7,294 SH   DFND   7,294 0 0
TRIUMPH GROUP INC NEW COM 896818101 553 29,680 SH   DFND   29,680 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 3,273 132,795 SH   DFND   123,962 0 8,833
TRUEBLUE INC COM 89785X101 2,857 105,517 SH   DFND   105,517 0 0
TRUECAR INC COM 89785L107 1,122 269,668 SH   DFND   269,668 0 0
TRUIST FINL CORP COM 89832Q109 13,833 235,863 SH   DFND   146,371 0 89,492
TRUPANION INC COM 898202106 277 3,567 SH   DFND   3,567 0 0
TRUSTCO BK CORP N Y COM NEW 898349204 2,270 71,007 SH   DFND   71,007 0 0
TRUSTMARK CORP COM 898402102 4,911 152,434 SH   DFND   126,946 0 25,488
TTEC HLDGS INC COM 89854H102 1,662 17,765 SH   DFND   17,765 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,590 126,508 SH   DFND   126,508 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 517 7,779 SH   DFND   7,779 0 0
TURNING PT BRANDS INC COM 90041L105 347 7,260 SH   DFND   7,260 0 0
TURTLE BEACH CORP COM NEW 900450206 381 13,704 SH   DFND   13,704 0 0
TUTOR PERINI CORP COM 901109108 1,124 86,568 SH   DFND   86,568 0 0
TWILIO INC CL A 90138F102 5,385 17,192 SH   DFND   15,714 0 1,478
TWIST BIOSCIENCE CORP COM 90184D100 1,634 15,276 SH   DFND   15,276 0 0
TWITTER INC COM 90184L102 11,557 191,853 SH   DFND   177,255 0 14,598
TWO HBRS INVT CORP COM NEW 90187B408 310 48,950 SH   DFND   48,950 0 0
TYLER TECHNOLOGIES INC COM 902252105 11,916 25,980 SH   DFND   12,917 0 13,063
TYSON FOODS INC CL A 902494103 113,485 1,437,616 SH   DFND   1,096,970 0 340,646
TYSON FOODS INC CL A 902494103 6,227 78,882 SH   OTR 2 78,882 0 0
U S SILICA HLDGS INC COM 90346E103 727 91,050 SH   DFND   91,050 0 0
UBIQUITI INC COM 90353W103 8,533 28,571 SH   DFND   27,113 0 1,458
UDR INC COM 902653104 1,005 18,961 SH   DFND   18,961 0 0
UFP INDUSTRIES INC COM 90278Q108 2,254 33,162 SH   DFND   31,292 0 1,870
UFP TECHNOLOGIES INC COM 902673102 223 3,621 SH   DFND   3,621 0 0
UGI CORP NEW COM 902681105 26,884 630,781 SH   DFND   569,728 0 61,053
ULTA BEAUTY INC COM 90384S303 11,948 33,104 SH   DFND   11,386 0 21,718
ULTRA CLEAN HLDGS INC COM 90385V107 2,273 53,365 SH   DFND   49,943 0 3,422
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 484 179,376 SH   DFND   179,376 0 0
UMB FINL CORP COM 902788108 25,661 265,343 SH   DFND   239,268 0 26,075
UMH PPTYS INC COM 903002103 571 24,951 SH   DFND   24,951 0 0
UMPQUA HLDGS CORP COM 904214103 19,626 969,175 SH   DFND   794,345 0 174,830
UNDER ARMOUR INC CL A 904311107 3,332 165,117 SH   DFND   160,614 0 4,503
UNIFI INC COM NEW 904677200 1,626 74,161 SH   DFND   74,161 0 0
UNIFIRST CORP MASS COM 904708104 1,356 6,377 SH   DFND   2,047 0 4,330
UNION PAC CORP COM 907818108 1,137 5,799 SH   OTR 3 5,799 0 0
UNION PAC CORP COM 907818108 43,779 223,349 SH   DFND   131,334 0 92,015
UNIQURE NV SHS N90064101 667 20,829 SH   DFND   20,829 0 0
UNISYS CORP COM NEW 909214306 1,513 60,171 SH   DFND   60,171 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 539 16,413 SH   DFND   16,413 0 0
UNITED NAT FOODS INC COM 911163103 1,932 39,895 SH   DFND   39,895 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,037 22,167 SH   OTR 2 22,167 0 0
UNITED PARCEL SERVICE INC CL B 911312106 100,974 554,495 SH   DFND   329,083 0 225,412
UNITED PARCEL SERVICE INC CL B 911312106 1,493 8,197 SH   OTR 3 8,197 0 0
UNITED RENTALS INC COM 911363109 41,218 117,454 SH   DFND   85,871 0 31,583
UNITED STATES STL CORP NEW COM 912909108 30,721 1,398,306 SH   DFND   1,130,443 0 267,863
UNITED THERAPEUTICS CORP DEL COM 91307C102 310 1,681 SH   OTR 3 1,681 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 83,047 449,926 SH   DFND   397,643 0 52,283
UNITEDHEALTH GROUP INC COM 91324P102 338,555 866,446 SH   DFND   532,514 0 333,932
UNITEDHEALTH GROUP INC COM 91324P102 3,705 9,482 SH   OTR 3 9,482 0 0
UNITI GROUP INC COM 91325V108 1,565 126,541 SH   DFND   126,541 0 0
UNIVAR SOLUTIONS INC COM 91336L107 16,754 703,349 SH   DFND   630,081 0 73,268
UNIVERSAL DISPLAY CORP COM 91347P105 11,210 65,572 SH   DFND   53,665 0 11,907
UNIVERSAL ELECTRS INC COM 913483103 2,181 44,282 SH   DFND   44,282 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 11,900 85,998 SH   DFND   80,500 0 5,498
UNIVERSAL INS HLDGS INC COM 91359V107 1,022 78,376 SH   DFND   78,376 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 1,782 65,045 SH   DFND   65,045 0 0
UNUM GROUP COM 91529Y106 32,507 1,297,156 SH   DFND   1,132,287 0 164,869
UPWORK INC COM 91688F104 2,616 58,105 SH   DFND   58,105 0 0
URANIUM ENERGY CORP COM 916896103 209 68,683 SH   DFND   68,683 0 0
URBAN EDGE PPTYS COM 91704F104 10,120 552,691 SH   DFND   531,850 0 20,841
URBAN OUTFITTERS INC COM 917047102 18,641 627,850 SH   DFND   555,917 0 71,933
URSTADT BIDDLE PPTYS INC CL A 917286205 1,358 71,755 SH   DFND   71,755 0 0
US BANCORP DEL COM NEW 902973304 826 13,890 SH   OTR 2 13,890 0 0
US BANCORP DEL COM NEW 902973304 27,128 456,390 SH   DFND   314,601 0 141,789
USANA HEALTH SCIENCES INC COM 90328M107 2,736 29,675 SH   DFND   16,375 0 13,300
UWM HOLDINGS CORPORATION COM CL A 91823B109 192 27,685 SH   DFND   27,685 0 0
VAIL RESORTS INC COM 91879Q109 16,343 48,925 SH   DFND   45,531 0 3,394
VALE S A SPONSORED ADS 91912E105 176,985 12,687,086 SH   DFND   8,180,018 0 4,507,068
VALE S A SPONSORED ADS 91912E105 3,640 260,909 SH   OTR 3 260,909 0 0
VALERO ENERGY CORP COM 91913Y100 536 7,645 SH   DFND   7,645 0 0
VALLEY NATL BANCORP COM 919794107 7,011 526,740 SH   DFND   490,718 0 36,022
VALMONT INDS INC COM 920253101 6,960 29,600 SH   DFND   24,697 0 4,903
VALVOLINE INC COM 92047W101 1,044 33,470 SH   DFND   33,470 0 0
VARONIS SYS INC COM 922280102 1,661 27,300 SH   DFND   27,300 0 0
VBI VACCINES INC CDA COM NEW 91822J103 88 28,438 SH   DFND   28,438 0 0
VECTOR GROUP LTD COM 92240M108 434 34,039 SH   DFND   34,039 0 0
VECTRUS INC COM 92242T101 1,007 20,037 SH   DFND   15,396 0 4,641
VEDANTA LIMITED SPONSORED ADR 92242Y100 5,130 335,713 SH   DFND   233,009 0 102,704
VEECO INSTRS INC DEL COM 922417100 586 26,393 SH   DFND   26,393 0 0
VEEVA SYS INC CL A COM 922475108 159 552 SH   OTR 3 552 0 0
VEEVA SYS INC CL A COM 922475108 14,389 49,995 SH   DFND   48,433 0 1,562
VENTAS INC COM 92276F100 9,105 164,922 SH   DFND   66,317 0 98,605
VERA BRADLEY INC COM 92335C106 907 96,437 SH   DFND   96,437 0 0
VERACYTE INC COM 92337F107 1,309 28,180 SH   DFND   28,180 0 0
VERASTEM INC COM 92337C104 91 29,592 SH   DFND   29,592 0 0
VEREIT INC COM 92339V308 3,659 80,905 SH   DFND   71,422 0 9,483
VERICEL CORP COM 92346J108 930 19,052 SH   DFND   19,052 0 0
VERINT SYS INC COM 92343X100 715 15,957 SH   DFND   10,818 0 5,139
VERISIGN INC COM 92343E102 55,120 268,867 SH   DFND   183,492 0 85,375
VERISIGN INC COM 92343E102 2,284 11,141 SH   OTR 2 11,141 0 0
VERISK ANALYTICS INC COM 92345Y106 12,031 60,075 SH   DFND   38,622 0 21,453
VERITIV CORP COM 923454102 2,877 32,121 SH   DFND   32,121 0 0
VERITONE INC COM 92347M100 414 17,332 SH   DFND   17,332 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 229,209 4,243,820 SH   DFND   3,039,977 0 1,203,843
VERIZON COMMUNICATIONS INC COM 92343V104 4,095 75,818 SH   OTR 3 75,818 0 0
VERSO CORP CL A 92531L207 785 37,827 SH   DFND   37,827 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 656 3,618 SH   OTR 2 3,618 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,305 7,197 SH   OTR 3 7,197 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 114,004 628,502 SH   DFND   310,553 0 317,949
VERTIV HOLDINGS CO COM CL A 92537N108 828 34,365 SH   DFND   28,555 0 5,810
VERU INC COM 92536C103 202 23,712 SH   DFND   23,712 0 0
VIA RENEWABLES INC CL A COM 92556D106 102 10,009 SH   DFND   10,009 0 0
VIACOMCBS INC CL B 92556H206 26,669 674,996 SH   DFND   497,437 0 177,559
VIAD CORP COM 92552R406 235 5,172 SH   DFND   5,172 0 0
VIATRIS INC COM 92556V106 5,662 417,868 SH   DFND   400,495 0 17,373
VICI PPTYS INC COM 925652109 1,008 35,489 SH   DFND   35,489 0 0
VICOR CORP COM 925815102 1,515 11,296 SH   DFND   9,844 0 1,452
VICTORIAS SECRET AND CO COMMON STOCK 926400102 1,269 23,026 SH   DFND   23,026 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 1,372 39,193 SH   DFND   8,352 0 30,841
VIEMED HEALTHCARE INC COM 92663R105 83 15,043 SH   DFND   15,043 0 0
VIEWRAY INC COM 92672L107 976 135,391 SH   DFND   135,391 0 0
VIMEO INC COMMON STOCK 92719V100 447 15,276 SH   DFND   14,422 0 854
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 97 8,678 SH   OTR 3 8,678 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 9,440 847,441 SH   DFND   418,591 0 428,850
VIR BIOTECHNOLOGY INC COM 92764N102 413 9,498 SH   DFND   9,498 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 506 20,009 SH   DFND   20,009 0 0
VIRTU FINL INC CL A 928254101 53,348 2,183,718 SH   DFND   1,795,234 0 388,484
VIRTUS INVT PARTNERS INC COM 92828Q109 2,451 7,899 SH   DFND   6,683 0 1,216
VISA INC COM CL A 92826C839 3,765 16,902 SH   OTR 3 16,902 0 0
VISA INC COM CL A 92826C839 229,748 1,031,418 SH   DFND   727,901 0 303,517
VISHAY INTERTECHNOLOGY INC COM 928298108 38,245 1,903,661 SH   DFND   1,683,653 0 220,008
VISHAY PRECISION GROUP INC COM 92835K103 952 27,377 SH   DFND   27,377 0 0
VISTA OUTDOOR INC COM 928377100 3,021 74,934 SH   DFND   74,934 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 497 181,440 SH   DFND   181,440 0 0
VISTEON CORP COM NEW 92839U206 336 3,563 SH   DFND   3,563 0 0
VISTRA CORP COM 92840M102 5,574 325,966 SH   DFND   291,412 0 34,554
VMWARE INC CL A COM 928563402 14,818 99,653 SH   DFND   87,685 0 11,968
VORNADO RLTY TR SH BEN INT 929042109 4,831 114,986 SH   DFND   114,986 0 0
VOXX INTL CORP CL A 91829F104 143 12,492 SH   DFND   12,492 0 0
VOYA FINANCIAL INC COM 929089100 6,733 109,683 SH   DFND   74,693 0 34,990
VULCAN MATLS CO COM 929160109 9,976 58,972 SH   DFND   26,604 0 32,368
VUZIX CORP COM NEW 92921W300 170 16,254 SH   DFND   16,254 0 0
W & T OFFSHORE INC COM 92922P106 195 52,488 SH   DFND   52,488 0 0
WABASH NATL CORP COM 929566107 161 10,668 SH   DFND   10,668 0 0
WABTEC COM 929740108 909 10,545 SH   DFND   10,545 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,566 54,535 SH   OTR 2 54,535 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 56,858 1,208,452 SH   DFND   613,214 0 595,238
WALKER & DUNLOP INC COM 93148P102 2,600 22,910 SH   DFND   15,707 0 7,203
WALMART INC COM 931142103 3,788 27,181 SH   OTR 3 27,181 0 0
WALMART INC COM 931142103 394,295 2,828,920 SH   DFND   1,922,692 0 906,228
WALMART INC COM 931142103 18,617 133,567 SH   OTR 2 133,567 0 0
WARRIOR MET COAL INC COM 93627C101 912 39,185 SH   DFND   39,185 0 0
WASHINGTON FED INC COM 938824109 12,505 364,474 SH   DFND   336,931 0 27,543
WASTE CONNECTIONS INC COM 94106B101 7,134 56,649 SH   DFND   35,465 0 21,184
WASTE MGMT INC DEL COM 94106L109 153,219 1,025,834 SH   DFND   599,951 0 425,883
WASTE MGMT INC DEL COM 94106L109 4,166 27,893 SH   OTR 3 27,893 0 0
WATERS CORP COM 941848103 80,822 226,203 SH   DFND   128,564 0 97,639
WATERS CORP COM 941848103 567 1,588 SH   OTR 3 1,588 0 0
WATERSTONE FINL INC MD COM 94188P101 3,888 189,731 SH   DFND   141,307 0 48,424
WATSCO INC COM 942622200 36,335 137,309 SH   DFND   132,995 0 4,314
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,278 7,602 SH   DFND   4,579 0 3,023
WAYFAIR INC CL A 94419L101 204 797 SH   DFND   797 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 100 100,000 PRN   DFND   100,000 0 0
WD 40 CO COM 929236107 1,220 5,269 SH   DFND   3,332 0 1,937
WEBSTER FINL CORP CONN COM 947890109 1,757 32,257 SH   DFND   32,257 0 0
WEC ENERGY GROUP INC COM 92939U106 1,249 14,163 SH   OTR 3 14,163 0 0
WEC ENERGY GROUP INC COM 92939U106 56,320 638,553 SH   DFND   451,845 0 186,708
WEIS MKTS INC COM 948849104 1,215 23,122 SH   DFND   2,839 0 20,283
WELBILT INC COM 949090104 1,096 47,166 SH   DFND   47,166 0 0
WELLS FARGO CO NEW COM 949746101 3,203 69,007 SH   OTR 2 69,007 0 0
WELLS FARGO CO NEW COM 949746101 107,741 2,321,509 SH   DFND   1,470,531 0 850,978
WELLTOWER INC COM 95040Q104 949 11,515 SH   OTR 2 11,515 0 0
WELLTOWER INC COM 95040Q104 14,677 178,114 SH   DFND   97,559 0 80,555
WENDYS CO COM 95058W100 21,765 1,003,919 SH   DFND   803,947 0 199,972
WERNER ENTERPRISES INC COM 950755108 41,513 937,724 SH   DFND   841,167 0 96,557
WESBANCO INC COM 950810101 1,868 54,801 SH   DFND   54,801 0 0
WESCO INTL INC COM 95082P105 1,875 16,257 SH   DFND   14,302 0 1,955
WEST PHARMACEUTICAL SVSC INC COM 955306105 59,620 140,435 SH   DFND   101,444 0 38,991
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,545 3,639 SH   OTR 3 3,639 0 0
WESTAMERICA BANCORPORATION COM 957090103 2,031 36,103 SH   DFND   36,103 0 0
WESTERN ALLIANCE BANCORP COM 957638109 23,908 219,705 SH   DFND   212,808 0 6,897
WESTERN DIGITAL CORP. COM 958102105 28,853 511,210 SH   DFND   392,449 0 118,761
WESTERN UN CO COM 959802109 20,983 1,037,745 SH   DFND   772,396 0 265,349
WESTERN UN CO COM 959802109 562 27,785 SH   OTR 2 27,785 0 0
WESTLAKE CHEM CORP COM 960413102 44,713 490,600 SH   DFND   406,447 0 84,153
WESTROCK CO COM 96145D105 52,555 1,054,679 SH   DFND   827,385 0 227,294
WEYERHAEUSER CO MTN BE COM NEW 962166104 25,036 703,864 SH   DFND   519,182 0 184,682
WEYERHAEUSER CO MTN BE COM NEW 962166104 1,039 29,200 SH   OTR 2 29,200 0 0
WHIRLPOOL CORP COM 963320106 52,149 255,808 SH   DFND   168,153 0 87,655
WHIRLPOOL CORP COM 963320106 2,079 10,198 SH   OTR 2 10,198 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 33,523 31,341 SH   DFND   27,824 0 3,517
WHITESTONE REIT COM 966084204 2,953 301,989 SH   DFND   301,989 0 0
WHITING PETE CORP NEW COM NEW 966387508 3,053 52,272 SH   DFND   52,272 0 0
WIDEOPENWEST INC COM 96758W101 1,342 68,307 SH   DFND   68,307 0 0
WILEY JOHN & SONS INC CL A 968223206 1,605 30,738 SH   DFND   30,738 0 0
WILLIAMS COS INC COM 969457100 1,100 42,421 SH   DFND   42,421 0 0
WILLIAMS SONOMA INC COM 969904101 198 1,117 SH   OTR 3 1,117 0 0
WILLIAMS SONOMA INC COM 969904101 49,886 281,319 SH   DFND   255,747 0 25,572
WILLIS TOWERS WATSON PLC LTD SHS G96629103 5,933 25,715 SH   DFND   19,476 0 6,239
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 1,751 55,205 SH   DFND   55,205 0 0
WINGSTOP INC COM 974155103 3,085 18,821 SH   DFND   18,821 0 0
WINMARK CORP COM 974250102 2,569 11,945 SH   DFND   11,945 0 0
WINNEBAGO INDS INC COM 974637100 2,232 30,810 SH   DFND   27,376 0 3,434
WINTRUST FINL CORP COM 97650W108 17,024 211,820 SH   DFND   193,136 0 18,684
WIPRO LTD SPON ADR 1 SH 97651M109 74,511 8,438,393 SH   DFND   4,319,917 0 4,118,476
WISDOMTREE INVTS INC COM 97717P104 118 20,897 SH   DFND   20,897 0 0
WOLVERINE WORLD WIDE INC COM 978097103 999 33,490 SH   DFND   33,490 0 0
WOODWARD INC COM 980745103 1,751 15,472 SH   DFND   14,508 0 964
WORKDAY INC CL A 98138H101 7,053 28,224 SH   DFND   26,596 0 1,628
WORKHORSE GROUP INC COM NEW 98138J206 588 76,874 SH   DFND   76,874 0 0
WORKIVA INC COM CL A 98139A105 1,751 12,420 SH   DFND   11,450 0 970
WORLD FUEL SVCS CORP COM 981475106 39,442 1,173,172 SH   DFND   1,067,822 0 105,350
WORLD WRESTLING ENTMT INC CL A 98156Q108 11,093 197,169 SH   DFND   178,725 0 18,444
WORTHINGTON INDS INC COM 981811102 10,549 200,163 SH   DFND   181,604 0 18,559
WP CAREY INC COM 92936U109 1,804 24,693 SH   DFND   24,693 0 0
WW INTL INC COM 98262P101 488 26,749 SH   DFND   26,749 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 3,939 51,032 SH   DFND   48,023 0 3,009
XBIOTECH INC COM 98400H102 744 57,445 SH   DFND   50,239 0 7,206
XCEL ENERGY INC COM 98389B100 45,746 731,935 SH   DFND   549,218 0 182,717
XCEL ENERGY INC COM 98389B100 616 9,862 SH   OTR 3 9,862 0 0
XENCOR INC COM 98401F105 304 9,322 SH   DFND   9,322 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 30,221 1,498,313 SH   DFND   1,247,685 0 250,628
XILINX INC COM 983919101 18,499 122,516 SH   DFND   47,049 0 75,467
XPEL INC COM 98379L100 1,802 23,759 SH   DFND   21,348 0 2,411
XPENG INC ADS 98422D105 23,013 647,533 SH   DFND   297,317 0 350,216
XPENG INC ADS 98422D105 394 11,092 SH   OTR 3 11,092 0 0
XPERI HOLDING CORP COM 98390M103 1,105 58,630 SH   DFND   45,727 0 12,903
XPO LOGISTICS INC COM 983793100 20,681 259,871 SH   DFND   217,895 0 41,976
XYLEM INC COM 98419M100 13,876 112,193 SH   DFND   12,094 0 100,099
YAMANA GOLD INC COM 98462Y100 66 16,616 SH   DFND   16,616 0 0
YELLOW CORP COM 985510106 296 52,352 SH   DFND   52,352 0 0
YELP INC CL A 985817105 42,243 1,134,357 SH   DFND   1,015,750 0 118,607
YETI HLDGS INC COM 98585X104 13,245 154,565 SH   DFND   138,784 0 15,781
YEXT INC COM 98585N106 156 12,949 SH   DFND   12,949 0 0
YUM BRANDS INC COM 988498101 9,337 76,342 SH   DFND   73,459 0 2,883
YUM CHINA HLDGS INC COM 98850P109 482 8,294 SH   OTR 3 8,294 0 0
YUM CHINA HLDGS INC COM 98850P109 33,122 569,995 SH   DFND   322,791 0 247,204
ZAI LAB LTD ADR 98887Q104 13,061 123,932 SH   DFND   56,310 0 67,622
ZAI LAB LTD ADR 98887Q104 200 1,894 SH   OTR 3 1,894 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 87,668 170,090 SH   DFND   102,950 0 67,140
ZENDESK INC COM 98936J101 640 5,495 SH   DFND   5,495 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 32 25,000 PRN   DFND   25,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,622 18,894 SH   DFND   18,894 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 16,141 110,285 SH   DFND   97,825 0 12,460
ZIONS BANCORPORATION N A COM 989701107 31,562 509,975 SH   DFND   283,217 0 226,758
ZOETIS INC CL A 98978V103 4,091 21,074 SH   OTR 3 21,074 0 0
ZOETIS INC CL A 98978V103 131,485 677,267 SH   DFND   458,030 0 219,237
ZOETIS INC CL A 98978V103 805 4,145 SH   OTR 2 4,145 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 24,977 96,329 SH   DFND   71,346 0 24,983
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,713 6,607 SH   OTR 3 6,607 0 0
ZSCALER INC COM 98980G102 7,931 30,501 SH   DFND   28,442 0 2,059
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 21,961 716,264 SH   DFND   356,156 0 360,108
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 258 8,419 SH   OTR 3 8,419 0 0
ZUMIEZ INC COM 989817101 245 6,161 SH   DFND   6,161 0 0
ZUORA INC COM CL A 98983V106 606 36,573 SH   DFND   36,573 0 0
ZYNEX INC COM 98986M103 148 12,998 SH   DFND   12,998 0 0
ZYNGA INC CL A 98986T108 5,937 800,639 SH   DFND   749,698 0 50,941