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 503 21,503 SH   DFND   21,503 0 0
1ST SOURCE CORP COM 336901103 2,278 45,920 SH   DFND   45,920 0 0
22ND CENTY GROUP INC COM 90137F103 97 31,363 SH   DFND   31,363 0 0
3-D SYS CORP DEL COM NEW 88554D205 1,586 73,619 SH   DFND   64,761 0 8,858
3M CO COM 88579Y101 207,848 1,174,418 SH   DFND   654,818 0 519,600
8X8 INC NEW COM 282914100 223 13,294 SH   DFND   13,294 0 0
9 METERS BIOPHARMA INC COM 654405109 106 108,293 SH   DFND   108,293 0 0
A10 NETWORKS INC COM 002121101 4,027 242,858 SH   DFND   242,858 0 0
AAON INC COM PAR $0.004 000360206 1,059 13,332 SH   DFND   13,332 0 0
AAR CORP COM 000361105 326 8,344 SH   DFND   8,344 0 0
ABBOTT LABS COM 002824100 268,635 1,908,729 SH   DFND   1,316,661 0 592,068
ABBVIE INC COM 00287Y109 274,901 2,030,288 SH   DFND   961,130 0 1,069,158
ABERCROMBIE & FITCH CO CL A 002896207 2,854 81,949 SH   DFND   74,693 0 7,256
ABIOMED INC COM 003654100 54,786 152,535 SH   DFND   98,832 0 53,703
ABM INDS INC COM 000957100 2,456 60,120 SH   DFND   57,806 0 2,314
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 1,461 33,286 SH   DFND   33,286 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,710 28,263 SH   DFND   27,591 0 672
ACADIA PHARMACEUTICALS INC COM 004225108 646 27,693 SH   DFND   24,101 0 3,592
ACADIA RLTY TR COM SH BEN INT 004239109 1,046 47,923 SH   DFND   47,923 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,167 7,669 SH   OTR 2 7,669 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 401,774 973,008 SH   DFND   632,336 0 340,672
ACCO BRANDS CORP COM 00081T108 1,969 238,415 SH   DFND   219,014 0 19,401
ACCURAY INC COM 004397105 109 22,820 SH   DFND   22,820 0 0
ACI WORLDWIDE INC COM 004498101 31,322 902,655 SH   DFND   800,221 0 102,434
ACLARIS THERAPEUTICS INC COM 00461U105 290 19,935 SH   DFND   19,935 0 0
ACTIVISION BLIZZARD INC COM 00507V109 82,256 1,236,378 SH   DFND   712,420 0 523,958
ACUITY BRANDS INC COM 00508Y102 43,836 207,047 SH   DFND   185,471 0 21,576
ACUSHNET HLDGS CORP COM 005098108 2,142 40,359 SH   DFND   28,344 0 12,015
ADDUS HOMECARE CORP COM 006739106 487 5,212 SH   DFND   5,212 0 0
ADIENT PLC ORD SHS G0084W101 2,347 49,505 SH   DFND   49,505 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 257,459 454,025 SH   DFND   332,187 0 121,838
ADOBE SYSTEMS INCORPORATED COM 00724F101 759 1,338 SH   OTR 2 1,338 0 0
ADT INC DEL COM 00090Q103 618 73,769 SH   DFND   73,769 0 0
ADTALEM GLOBAL ED INC COM 00737L103 12,567 425,131 SH   DFND   398,609 0 26,522
ADTRAN INC COM 00738A106 284 12,457 SH   DFND   12,457 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 137 584 SH   OTR 3 584 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 41,159 174,878 SH   DFND   81,162 0 93,716
ADVANCED ENERGY INDS COM 007973100 383 4,207 SH   DFND   2,382 0 1,825
ADVANCED MICRO DEVICES INC COM 007903107 979 6,800 SH   OTR 2 6,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 42,271 293,755 SH   DFND   222,424 0 71,331
ADVANSIX INC COM 00773T101 2,655 56,198 SH   DFND   52,774 0 3,424
AECOM COM 00766T100 12,148 157,701 SH   DFND   138,896 0 18,805
AEMETIS INC COM NEW 00770K202 178 14,450 SH   DFND   14,450 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 173 24,680 SH   DFND   24,680 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,517 32,440 SH   DFND   29,384 0 3,056
AES CORP COM 00130H105 15,256 628,317 SH   DFND   538,569 0 89,748
AFLAC INC COM 001055102 259 4,441 SH   OTR 3 4,441 0 0
AFLAC INC COM 001055102 12,157 208,196 SH   DFND   144,042 0 64,154
AGCO CORP COM 001084102 60,363 521,632 SH   DFND   466,545 0 55,087
AGENUS INC COM NEW 00847G705 2,307 716,606 SH   DFND   716,606 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 124,101 777,333 SH   DFND   434,219 0 343,114
AGILYSYS INC COM 00847J105 1,336 30,046 SH   DFND   30,046 0 0
AGNICO EAGLE MINES LTD COM 008474108 244 4,595 SH   DFND   4,595 0 0
AGREE RLTY CORP COM 008492100 701 9,829 SH   DFND   7,697 0 2,132
AIR LEASE CORP CL A 00912X302 7,751 176,164 SH   DFND   164,292 0 11,872
AIR PRODS & CHEMS INC COM 009158106 63,886 210,776 SH   DFND   177,230 0 33,546
AKAMAI TECHNOLOGIES INC COM 00971T101 29,800 254,722 SH   DFND   221,909 0 32,813
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 117 100,000 PRN   DFND   100,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 185 81,774 SH   DFND   81,774 0 0
ALAMO GROUP INC COM 011311107 604 4,105 SH   DFND   2,020 0 2,085
ALARM COM HLDGS INC COM 011642105 955 11,266 SH   DFND   9,867 0 1,399
ALASKA AIR GROUP INC COM 011659109 27,762 533,478 SH   DFND   453,128 0 80,350
ALBANY INTL CORP CL A 012348108 569 6,432 SH   DFND   6,432 0 0
ALBEMARLE CORP COM 012653101 4,324 18,496 SH   DFND   18,496 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 26,612 881,480 SH   DFND   735,459 0 146,021
ALBERTSONS COS INC COMMON STOCK 013091103 137 4,537 SH   OTR 3 4,537 0 0
ALCOA CORP COM 013872106 45,627 769,422 SH   DFND   765,843 0 3,579
ALECTOR INC COM 014442107 1,870 90,576 SH   DFND   90,576 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 2,470 98,426 SH   DFND   98,426 0 0
ALEXANDERS INC COM 014752109 705 2,710 SH   DFND   2,710 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,008 13,490 SH   DFND   10,560 0 2,930
ALIGN TECHNOLOGY INC COM 016255101 49,797 75,773 SH   DFND   48,002 0 27,771
ALKERMES PLC SHS G01767105 3,280 141,010 SH   DFND   141,010 0 0
ALLAKOS INC COM 01671P100 339 34,579 SH   DFND   34,579 0 0
ALLEGHANY CORP MD COM 017175100 59,267 88,777 SH   DFND   49,519 0 39,258
ALLEGHANY CORP MD COM 017175100 5,274 7,900 SH   OTR 2 7,900 0 0
ALLEGHANY CORP MD COM 017175100 99 149 SH   OTR 3 149 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 1,701 40,306 SH   DFND   40,306 0 0
ALLEGIANT TRAVEL CO COM 01748X102 858 4,585 SH   DFND   4,585 0 0
ALLEGION PLC ORD SHS G0176J109 4,436 33,728 SH   OTR 2 33,728 0 0
ALLEGION PLC ORD SHS G0176J109 76,607 582,521 SH   DFND   259,526 0 322,995
ALLETE INC COM NEW 018522300 1,973 29,770 SH   DFND   29,770 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 18,243 274,047 SH   DFND   249,991 0 24,056
ALLIANT ENERGY CORP COM 018802108 15,444 252,066 SH   DFND   145,878 0 106,188
ALLIED MOTION TECHNOLOGIES I COM 019330109 914 25,053 SH   DFND   25,053 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 23,094 642,923 SH   DFND   539,264 0 103,659
ALLOGENE THERAPEUTICS INC COM 019770106 431 28,885 SH   DFND   28,885 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 934 50,610 SH   DFND   50,610 0 0
ALLSTATE CORP COM 020002101 366,946 3,118,960 SH   DFND   1,855,133 0 1,263,827
ALLSTATE CORP COM 020002101 881 7,489 SH   OTR 3 7,489 0 0
ALLSTATE CORP COM 020002101 9,863 83,832 SH   OTR 2 83,832 0 0
ALLY FINL INC COM 02005N100 78,493 1,648,665 SH   DFND   1,143,698 0 504,967
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 360 2,124 SH   DFND   2,124 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,695 44,499 SH   DFND   44,499 0 0
ALPHABET INC CAP STK CL A 02079K305 5,913 2,041 SH   OTR 2 2,041 0 0
ALPHABET INC CAP STK CL A 02079K305 937,166 323,491 SH   DFND   194,892 0 128,599
ALPHABET INC CAP STK CL C 02079K107 13,313 4,601 SH   OTR 2 4,601 0 0
ALPHABET INC CAP STK CL C 02079K107 534,006 184,548 SH   DFND   90,689 0 93,859
ALPHATEC HLDGS INC COM NEW 02081G201 329 28,803 SH   DFND   28,803 0 0
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 182 12,430 SH   DFND   12,430 0 0
ALTAIR ENGR INC COM CL A 021369103 499 6,448 SH   DFND   6,448 0 0
ALTICE USA INC CL A 02156K103 7,271 449,408 SH   DFND   353,253 0 96,155
ALTRA INDL MOTION CORP COM 02208R106 3,284 63,677 SH   DFND   63,677 0 0
ALTRIA GROUP INC COM 02209S103 37,000 782,908 SH   DFND   708,579 0 74,329
ALTUS MIDSTREAM CO COM NEW CL A 02215L209 703 11,462 SH   DFND   11,462 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 212 12,618 SH   DFND   12,618 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 221 3,611 SH   DFND   3,611 0 0
AMAZON COM INC COM 023135106 862,984 258,817 SH   DFND   148,801 0 110,016
AMAZON COM INC COM 023135106 233 70 SH   OTR 3 70 0 0
AMAZON COM INC COM 023135106 12,844 3,852 SH   OTR 2 3,852 0 0
AMBARELLA INC SHS G037AX101 4,869 24,000 SH   DFND   24,000 0 0
AMBEV SA SPONSORED ADR 02319V103 14,613 5,218,914 SH   DFND   4,557,363 0 661,551
AMC ENTMT HLDGS INC CL A COM 00165C104 7,703 283,211 SH   DFND   283,211 0 0
AMC NETWORKS INC CL A 00164V103 894 25,971 SH   DFND   23,187 0 2,784
AMCOR PLC ORD G0250X107 25 2,092 SH   OTR 3 2,092 0 0
AMCOR PLC ORD G0250X107 297 24,833 SH   DFND   24,833 0 0
AMDOCS LTD SHS G02602103 110,454 1,475,866 SH   DFND   669,508 0 806,358
AMEDISYS INC COM 023436108 817 5,048 SH   DFND   5,048 0 0
AMER SOFTWARE INC CL A 029683109 1,178 44,997 SH   DFND   39,180 0 5,817
AMER STATES WTR CO COM 029899101 2,018 19,508 SH   DFND   16,767 0 2,741
AMERANT BANCORP INC CL A 023576101 843 24,399 SH   DFND   24,399 0 0
AMERCO COM 023586100 131,593 181,540 SH   DFND   120,360 0 61,180
AMERCO COM 023586100 581 801 SH   OTR 2 801 0 0
AMEREN CORP COM 023608102 60,440 680,099 SH   DFND   414,465 0 265,634
AMERESCO INC CL A 02361E108 1,160 14,247 SH   DFND   14,247 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 21,292 1,008,612 SH   DFND   763,208 0 245,404
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 249 11,811 SH   OTR 3 11,811 0 0
AMERICAN ASSETS TR INC COM 024013104 1,295 34,498 SH   DFND   34,498 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,381 148,032 SH   DFND   148,032 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 12,763 222,774 SH   DFND   193,817 0 28,957
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 253 9,998 SH   OTR 3 9,998 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9,004 355,602 SH   DFND   317,202 0 38,400
AMERICAN ELEC PWR CO INC COM 025537101 377 4,252 SH   OTR 2 4,252 0 0
AMERICAN ELEC PWR CO INC COM 025537101 50,338 568,465 SH   DFND   393,957 0 174,508
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,404 36,079 SH   DFND   36,079 0 0
AMERICAN EXPRESS CO COM 025816109 23,253 142,135 SH   DFND   104,148 0 37,987
AMERICAN FIN TR INC COM CLASS A 02607T109 1,930 211,384 SH   DFND   211,384 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7,067 51,464 SH   DFND   43,462 0 8,002
AMERICAN HOMES 4 RENT CL A 02665T306 5,336 122,354 SH   DFND   98,815 0 23,539
AMERICAN INTL GROUP INC COM NEW 026874784 23,485 413,030 SH   DFND   387,846 0 25,184
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 401 2,125 SH   DFND   1,850 0 275
AMERICAN OUTDOOR BRANDS INC COM 02875D109 692 34,704 SH   DFND   34,704 0 0
AMERICAN TOWER CORP NEW COM 03027X100 90,074 309,875 SH   DFND   134,115 0 175,760
AMERICAN TOWER CORP NEW COM 03027X100 4,717 16,226 SH   OTR 2 16,226 0 0
AMERICAN VANGUARD CORP COM 030371108 1,730 105,552 SH   DFND   105,552 0 0
AMERICAN WELL CORP CL A 03044L105 191 31,688 SH   DFND   31,688 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 794 12,175 SH   DFND   12,175 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 66,163 351,911 SH   DFND   200,437 0 151,474
AMERICAS CAR-MART INC COM 03062T105 343 3,345 SH   DFND   1,823 0 1,522
AMERICOLD RLTY TR COM 03064D108 739 22,534 SH   DFND   13,444 0 9,090
AMERIPRISE FINL INC COM 03076C106 33,053 109,569 SH   DFND   42,759 0 66,810
AMERISAFE INC COM 03071H100 3,085 57,315 SH   DFND   43,008 0 14,307
AMERISOURCEBERGEN CORP COM 03073E105 72,826 548,016 SH   DFND   349,015 0 199,001
AMERISOURCEBERGEN CORP COM 03073E105 11,219 84,422 SH   OTR 2 84,422 0 0
AMETEK INC COM 031100100 562 3,832 SH   OTR 2 3,832 0 0
AMETEK INC COM 031100100 48,075 327,844 SH   DFND   126,646 0 201,198
AMGEN INC COM 031162100 199,547 886,995 SH   DFND   312,187 0 574,808
AMICUS THERAPEUTICS INC COM 03152W109 1,027 88,891 SH   DFND   88,891 0 0
AMKOR TECHNOLOGY INC COM 031652100 35,180 1,419,102 SH   DFND   1,245,650 0 173,452
AMMO INC COM 00175J107 74 13,531 SH   DFND   13,531 0 0
AMN HEALTHCARE SVCS INC COM 001744101 4,089 33,426 SH   DFND   29,376 0 4,050
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 246 10,575 SH   DFND   10,575 0 0
AMPHENOL CORP NEW CL A 032095101 45 520 SH   OTR 3 520 0 0
AMPHENOL CORP NEW CL A 032095101 28,929 332,134 SH   DFND   173,860 0 158,274
AMPIO PHARMACEUTICALS INC COM 03209T109 108 189,544 SH   DFND   189,544 0 0
AMYRIS INC COM NEW 03236M200 214 39,539 SH   DFND   39,539 0 0
ANALOG DEVICES INC COM 032654105 42,546 242,812 SH   DFND   117,005 0 125,807
ANAPLAN INC COM 03272L108 8,134 177,395 SH   DFND   151,910 0 25,485
ANAPTYSBIO INC COM 032724106 1,355 39,002 SH   DFND   39,002 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 633 36,480 SH   DFND   36,480 0 0
ANDERSONS INC COM 034164103 919 23,744 SH   DFND   23,744 0 0
ANGIODYNAMICS INC COM 03475V101 3,110 112,748 SH   DFND   112,748 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 112,564 5,365,295 SH   DFND   2,590,770 0 2,774,525
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 1,453 69,271 SH   OTR 3 69,271 0 0
ANI PHARMACEUTICALS INC COM 00182C103 354 7,680 SH   DFND   7,680 0 0
ANSYS INC COM 03662Q105 22,355 55,731 SH   DFND   54,654 0 1,077
ANTARES PHARMA INC COM 036642106 1,502 420,840 SH   DFND   420,840 0 0
ANTERIX INC COM 03676C100 549 9,339 SH   DFND   9,339 0 0
ANTERO RESOURCES CORP COM 03674X106 6,059 346,206 SH   DFND   346,206 0 0
ANTHEM INC COM 036752103 4,620 9,966 SH   OTR 2 9,966 0 0
ANTHEM INC COM 036752103 234,044 504,906 SH   DFND   271,841 0 233,065
AON PLC SHS CL A G0403H108 46,136 154,318 SH   DFND   132,608 0 21,710
APA CORPORATION COM 03743Q108 34,210 1,272,203 SH   DFND   1,105,882 0 166,321
APARTMENT INCOME REIT CORP COM 03750L109 767 14,036 SH   DFND   8,005 0 6,031
APARTMENT INVT & MGMT CO CL A 03748R747 166 21,450 SH   DFND   21,450 0 0
API GROUP CORP COM STK 00187Y100 1,880 72,947 SH   DFND   72,947 0 0
APOGEE ENTERPRISES INC COM 037598109 1,069 22,202 SH   DFND   15,305 0 6,897
APOLLO COML REAL EST FIN INC COM 03762U105 997 75,779 SH   DFND   75,779 0 0
APOLLO MED HLDGS INC COM NEW 03763A207 877 11,937 SH   DFND   11,937 0 0
APPFOLIO INC COM CL A 03783C100 1,074 8,875 SH   DFND   8,875 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,618 100,200 SH   DFND   91,238 0 8,962
APPLE INC COM 037833100 52,223 294,100 SH   OTR 2 294,100 0 0
APPLE INC COM 037833100 528 2,971 SH   OTR 3 2,971 0 0
APPLE INC COM 037833100 1,903,128 10,717,621 SH   DFND   5,757,342 0 4,960,279
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,059 10,308 SH   DFND   9,365 0 943
APPLIED MATLS INC COM 038222105 219,167 1,392,776 SH   DFND   714,771 0 678,005
APPLIED MATLS INC COM 038222105 5,569 35,392 SH   OTR 2 35,392 0 0
APTARGROUP INC COM 038336103 3,971 32,513 SH   DFND   32,513 0 0
APTARGROUP INC COM 038336103 174 1,423 SH   OTR 3 1,423 0 0
APTIV PLC SHS G6095L109 1,714 10,449 SH   DFND   10,449 0 0
AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 67 31,804 SH   DFND   31,804 0 0
ARAMARK COM 03852U106 15,285 414,783 SH   DFND   390,256 0 24,527
ARBOR REALTY TRUST INC COM 038923108 344 18,802 SH   DFND   18,802 0 0
ARCBEST CORP COM 03937C105 3,930 32,791 SH   DFND   26,508 0 6,283
ARCH CAP GROUP LTD ORD G0450A105 22,236 500,241 SH   DFND   344,540 0 155,701
ARCH CAP GROUP LTD ORD G0450A105 2,677 60,215 SH   OTR 2 60,215 0 0
ARCH CAP GROUP LTD ORD G0450A105 78 1,765 SH   OTR 3 1,765 0 0
ARCH RESOURCES INC CL A 03940R107 562 6,153 SH   DFND   6,153 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 62,124 925,849 SH   DFND   709,697 0 216,152
ARCHROCK INC COM 03957W106 187 25,047 SH   DFND   25,047 0 0
ARCONIC CORPORATION COM 03966V107 1,124 34,055 SH   DFND   34,055 0 0
ARCOSA INC COM 039653100 466 8,847 SH   DFND   3,429 0 5,418
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,500 26,903 SH   DFND   26,903 0 0
ARGAN INC COM 04010E109 3,171 81,953 SH   DFND   72,468 0 9,485
ARGO GROUP INTL HLDGS LTD COM G0464B107 241 4,141 SH   DFND   4,141 0 0
ARISTA NETWORKS INC COM 040413106 332 2,309 SH   OTR 2 2,309 0 0
ARISTA NETWORKS INC COM 040413106 8,558 59,537 SH   DFND   50,197 0 9,340
ARISTA NETWORKS INC COM 040413106 179 1,246 SH   OTR 3 1,246 0 0
ARLO TECHNOLOGIES INC COM 04206A101 1,699 161,926 SH   DFND   161,926 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,445 160,615 SH   DFND   160,615 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,695 14,710 SH   DFND   9,833 0 4,877
ARRAY TECHNOLOGIES INC COM SHS 04271T100 345 21,993 SH   DFND   21,993 0 0
ARROW ELECTRS INC COM 042735100 281 2,091 SH   OTR 3 2,091 0 0
ARROW ELECTRS INC COM 042735100 300,190 2,235,722 SH   DFND   1,271,766 0 963,956
ARROW ELECTRS INC COM 042735100 7,624 56,779 SH   OTR 2 56,779 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,204 48,330 SH   DFND   47,714 0 616
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,667 34,999 SH   DFND   31,539 0 3,460
ARVINAS INC COM 04335A105 1,763 21,465 SH   DFND   21,465 0 0
ASANA INC CL A 04342Y104 1,544 20,713 SH   DFND   20,713 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,484 25,961 SH   DFND   22,184 0 3,777
ASENSUS SURGICAL INC COM 04367G103 226 203,206 SH   DFND   203,206 0 0
ASGN INC COM 00191U102 10,720 86,870 SH   DFND   78,716 0 8,154
ASHLAND GLOBAL HLDGS INC COM 044186104 293 2,734 SH   DFND   2,734 0 0
ASPEN AEROGELS INC COM 04523Y105 1,919 38,541 SH   DFND   38,541 0 0
ASPEN TECHNOLOGY INC COM 045327103 951 6,246 SH   DFND   3,943 0 2,303
ASSOCIATED BANC CORP COM 045487105 26,780 1,185,466 SH   DFND   1,034,499 0 150,967
ASSURANT INC COM 04621X108 77,252 497,921 SH   DFND   280,151 0 217,770
ASSURED GUARANTY LTD COM G0585R106 4,866 97,147 SH   DFND   88,472 0 8,675
ASTEC INDS INC COM 046224101 336 4,849 SH   DFND   4,849 0 0
AT&T INC COM 00206R102 2,636 107,147 SH   OTR 2 107,147 0 0
AT&T INC COM 00206R102 118,460 4,815,435 SH   DFND   2,448,151 0 2,367,284
ATHENE HOLDING LTD CL A G0684D107 1,136 13,766 SH   DFND   10,633 0 3,133
ATHENEX INC COM 04685N103 46 33,677 SH   DFND   33,677 0 0
ATKORE INC COM 047649108 6,764 60,832 SH   DFND   55,664 0 5,168
ATLANTIC CAP BANCSHARES INC COM 048269203 605 21,030 SH   DFND   21,030 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 1,377 36,924 SH   DFND   36,924 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 1,030 14,440 SH   DFND   14,440 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,638 17,400 SH   DFND   17,400 0 0
ATLASSIAN CORP PLC CL A G06242104 7,876 20,656 SH   DFND   8,814 0 11,842
ATMOS ENERGY CORP COM 049560105 16,430 157,315 SH   DFND   96,727 0 60,588
ATN INTL INC COM 00215F107 274 6,847 SH   DFND   6,847 0 0
ATOMERA INC COM 04965B100 249 12,373 SH   DFND   12,373 0 0
ATOSSA THERAPEUTICS INC COM 04962H506 283 176,774 SH   DFND   176,774 0 0
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AUDACY INC CL A 05070N103 40 15,444 SH   DFND   15,444 0 0
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AUTOLIV INC COM 052800109 9,745 94,635 SH   DFND   90,334 0 4,301
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AUTOMATIC DATA PROCESSING IN COM 053015103 4,787 19,502 SH   OTR 2 19,502 0 0
AUTONATION INC COM 05329W102 74 639 SH   OTR 3 639 0 0
AUTONATION INC COM 05329W102 98,160 849,504 SH   DFND   755,742 0 93,762
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AVALO THERAPEUTICS INC COM 05338F108 156 91,585 SH   DFND   91,585 0 0
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AVANTOR INC COM 05352A100 13,276 315,037 SH   DFND   285,957 0 29,080
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AVERY DENNISON CORP COM 053611109 63,082 294,196 SH   DFND   80,160 0 214,036
AVIAT NETWORKS INC COM NEW 05366Y201 511 15,918 SH   DFND   15,918 0 0
AVID BIOSERVICES INC COM 05368M106 796 27,286 SH   DFND   27,286 0 0
AVID TECHNOLOGY INC COM 05367P100 3,101 95,195 SH   DFND   86,629 0 8,566
AVIENT CORPORATION COM 05368V106 2,375 42,763 SH   DFND   41,296 0 1,467
AVIS BUDGET GROUP COM 053774105 6,375 30,743 SH   DFND   30,314 0 429
AVISTA CORP COM 05379B107 692 16,293 SH   DFND   16,293 0 0
AVNET INC COM 053807103 29,746 721,456 SH   DFND   645,989 0 75,467
AVROBIO INC COM 05455M100 292 75,771 SH   DFND   75,771 0 0
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AXALTA COATING SYS LTD COM G0750C108 53 1,616 SH   OTR 3 1,616 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 3,021 40,519 SH   DFND   37,452 0 3,067
AXIS CAP HLDGS LTD SHS G0692U109 14,158 260,115 SH   DFND   197,444 0 62,671
AXON ENTERPRISE INC COM 05464C101 5,942 37,995 SH   DFND   27,861 0 10,134
AXT INC COM 00246W103 133 15,048 SH   DFND   15,048 0 0
AZENTA INC COM 114340102 435 4,219 SH   DFND   986 0 3,233
AZZ INC COM 002474104 719 13,001 SH   DFND   13,001 0 0
B & G FOODS INC NEW COM 05508R106 247 8,032 SH   DFND   8,032 0 0
B. RILEY FINANCIAL INC COM 05580M108 1,951 21,953 SH   DFND   13,033 0 8,920
BABCOCK & WILCOX ENTERPRISES COM 05614L209 1,234 136,802 SH   DFND   136,802 0 0
BADGER METER INC COM 056525108 844 7,920 SH   DFND   5,637 0 2,283
BAIDU INC SPON ADR REP A 056752108 1,117 7,509 SH   OTR 3 7,509 0 0
BAIDU INC SPON ADR REP A 056752108 68,636 461,296 SH   DFND   217,407 0 243,889
BAKER HUGHES COMPANY CL A 05722G100 825 34,425 SH   DFND   34,425 0 0
BALCHEM CORP COM 057665200 1,862 11,041 SH   DFND   11,041 0 0
BALL CORP COM 058498106 560 5,852 SH   OTR 3 5,852 0 0
BALL CORP COM 058498106 4,307 45,029 SH   DFND   45,029 0 0
BANC OF CALIFORNIA INC COM 05990K106 657 33,495 SH   DFND   33,495 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,761 514,809 SH   DFND   514,809 0 0
BANCO DE CHILE SPONSORED ADS 059520106 1,369 87,121 SH   DFND   10,458 0 76,663
BANCO DE CHILE SPONSORED ADS 059520106 120 7,668 SH   OTR 3 7,668 0 0
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BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 59 3,609 SH   OTR 3 3,609 0 0
BANCORP INC DEL COM 05969A105 581 22,944 SH   DFND   22,944 0 0
BANK HAWAII CORP COM 062540109 4,668 55,789 SH   DFND   52,325 0 3,464
BANK NEW YORK MELLON CORP COM 064058100 27,378 471,630 SH   DFND   379,642 0 91,988
BANK OZK COM 06417N103 17,712 381,486 SH   DFND   360,367 0 21,119
BANNER CORP COM NEW 06652V208 1,139 18,771 SH   DFND   18,771 0 0
BARNES & NOBLE ED INC COM 06777U101 110 16,117 SH   DFND   16,117 0 0
BARNES GROUP INC COM 067806109 717 15,383 SH   DFND   15,383 0 0
BARRETT BUSINESS SVCS INC COM 068463108 1,372 19,864 SH   DFND   19,864 0 0
BARRICK GOLD CORP COM 067901108 630 33,181 SH   DFND   33,181 0 0
BASSETT FURNITURE INDS INC COM 070203104 214 12,787 SH   DFND   12,787 0 0
BATH & BODY WORKS INC COM 070830104 43,825 635,605 SH   DFND   395,110 0 240,495
BATH & BODY WORKS INC COM 070830104 4,718 68,430 SH   OTR 2 68,430 0 0
BAXTER INTL INC COM 071813109 45,283 527,524 SH   DFND   346,647 0 180,877
BEACON ROOFING SUPPLY INC COM 073685109 536 9,338 SH   DFND   9,338 0 0
BEAM THERAPEUTICS INC COM 07373V105 592 7,424 SH   DFND   7,424 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,191 51,286 SH   DFND   51,286 0 0
BECTON DICKINSON & CO COM 075887109 76,893 305,763 SH   DFND   206,519 0 99,244
BEIGENE LTD SPONSORED ADR 07725L102 20,975 77,417 SH   DFND   37,104 0 40,313
BEIGENE LTD SPONSORED ADR 07725L102 342 1,264 SH   OTR 3 1,264 0 0
BELDEN INC COM 077454106 6,816 106,230 SH   DFND   105,826 0 404
BENCHMARK ELECTRS INC COM 08160H101 1,784 65,827 SH   DFND   65,827 0 0
BENEFITFOCUS INC COM 08180D106 1,744 163,607 SH   DFND   163,607 0 0
BERKLEY W R CORP COM 084423102 1,705 20,783 SH   OTR 2 20,783 0 0
BERKLEY W R CORP COM 084423102 34,073 415,269 SH   DFND   217,558 0 197,711
BERKLEY W R CORP COM 084423102 44 536 SH   OTR 3 536 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 26,589 59 SH   DFND   0 0 59
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 286,861 959,402 SH   DFND   475,100 0 484,302
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,194 24,060 SH   OTR 2 24,060 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 632 22,245 SH   DFND   22,245 0 0
BERRY CORP COM 08579X101 1,962 232,981 SH   DFND   232,981 0 0
BERRY GLOBAL GROUP INC COM 08579W103 11 148 SH   OTR 3 148 0 0
BERRY GLOBAL GROUP INC COM 08579W103 26,306 358,143 SH   DFND   324,286 0 33,857
BEST BUY INC COM 086516101 1,693 16,762 SH   OTR 2 16,762 0 0
BEST BUY INC COM 086516101 415 4,107 SH   OTR 3 4,107 0 0
BEST BUY INC COM 086516101 130,071 1,288,084 SH   DFND   695,843 0 592,241
BGC PARTNERS INC CL A 05541T101 77 16,568 SH   DFND   16,568 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 649 34,145 SH   DFND   34,145 0 0
BIGCOMMERCE HLDGS INC COM SER 1 08975P108 499 14,098 SH   DFND   14,098 0 0
BILIBILI INC SPONS ADS REP Z 090040106 154 3,322 SH   OTR 3 3,322 0 0
BILIBILI INC SPONS ADS REP Z 090040106 10,023 216,018 SH   DFND   101,522 0 114,496
BILL COM HLDGS INC COM 090043100 4,756 19,089 SH   DFND   19,089 0 0
BIO RAD LABS INC CL A 090572207 172,277 228,903 SH   DFND   128,582 0 100,321
BIOCRYST PHARMACEUTICALS INC COM 09058V103 1,369 98,864 SH   DFND   98,864 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 2,677 863,513 SH   DFND   863,513 0 0
BIOGEN INC COM 09062X103 3,410 14,213 SH   OTR 2 14,213 0 0
BIOGEN INC COM 09062X103 75,337 314,008 SH   DFND   156,089 0 157,919
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 3,237 23,488 SH   DFND   23,488 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 203 2,301 SH   DFND   2,301 0 0
BIONANO GENOMICS INC COM 09075F107 352 117,742 SH   DFND   117,742 0 0
BIO-TECHNE CORP COM 09073M104 30,764 60,465 SH   DFND   51,552 0 8,913
BJS WHSL CLUB HLDGS INC COM 05550J101 5,950 89,680 SH   DFND   74,459 0 15,221
BJS WHSL CLUB HLDGS INC COM 05550J101 46 696 SH   OTR 3 696 0 0
BK OF AMERICA CORP COM 060505104 23,559 529,528 SH   DFND   386,615 0 142,913
BLACK HILLS CORP COM 092113109 1,845 26,147 SH   DFND   26,147 0 0
BLACK KNIGHT INC COM 09215C105 7,806 94,171 SH   DFND   63,344 0 30,827
BLACKBAUD INC COM 09227Q100 5,119 64,819 SH   DFND   59,655 0 5,164
BLACKLINE INC COM 09239B109 1,257 12,138 SH   DFND   12,138 0 0
BLACKROCK INC COM 09247X101 5,584 6,101 SH   OTR 2 6,101 0 0
BLACKROCK INC COM 09247X101 243,564 266,091 SH   DFND   185,268 0 80,823
BLACKSTONE MTG TR INC COM CL A 09257W100 2,444 79,819 SH   DFND   63,488 0 16,331
BLOCK H & R INC COM 093671105 10,215 433,558 SH   DFND   392,978 0 40,580
BLOCK INC CL A 852234103 2,960 18,328 SH   DFND   18,043 0 285
BLOOM ENERGY CORP COM CL A 093712107 385 17,557 SH   DFND   17,557 0 0
BLOOMIN BRANDS INC COM 094235108 1,715 81,747 SH   DFND   76,682 0 5,065
BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 287 8,174 SH   DFND   8,174 0 0
BLUELINX HLDGS INC COM NEW 09624H208 1,688 17,629 SH   DFND   17,629 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,153 20,102 SH   DFND   20,102 0 0
BOEING CO COM 097023105 1,493 7,414 SH   DFND   7,414 0 0
BOISE CASCADE CO DEL COM 09739D100 7,430 104,353 SH   DFND   88,891 0 15,462
BOK FINL CORP COM NEW 05561Q201 17,688 169,183 SH   DFND   143,016 0 26,167
BOOKING HOLDINGS INC COM 09857L108 28,665 11,999 SH   DFND   9,786 0 2,213
BOOT BARN HLDGS INC COM 099406100 2,202 17,895 SH   DFND   17,895 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 35,315 416,497 SH   DFND   324,236 0 92,261
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,038 35,832 SH   OTR 2 35,832 0 0
BORGWARNER INC COM 099724106 2,028 44,986 SH   DFND   44,986 0 0
BOSTON BEER INC CL A 100557107 1,170 2,316 SH   DFND   2,209 0 107
BOSTON PROPERTIES INC COM 101121101 2,029 17,617 SH   DFND   17,617 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,840 325,806 SH   DFND   255,796 0 70,010
BOTTOMLINE TECH DEL INC COM 101388106 1,296 22,943 SH   DFND   22,943 0 0
BOX INC CL A 10316T104 3,077 117,501 SH   DFND   117,501 0 0
BOYD GAMING CORP COM 103304101 47,421 723,216 SH   DFND   624,847 0 98,369
BRADY CORP CL A 104674106 655 12,151 SH   DFND   12,151 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 750 147,107 SH   DFND   147,107 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 279 20,818 SH   DFND   20,818 0 0
BRASKEM S A SP ADR PFD A 105532105 531 25,184 SH   DFND   25,184 0 0
BRF SA SPONSORED ADR 10552T107 611 149,388 SH   DFND   149,388 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 496 23,507 SH   DFND   23,507 0 0
BRIGHTCOVE INC COM 10921T101 1,156 113,131 SH   DFND   113,131 0 0
BRIGHTHOUSE FINL INC COM 10922N103 19,905 384,258 SH   DFND   325,908 0 58,350
BRIGHTHOUSE FINL INC COM 10922N103 28 532 SH   OTR 3 532 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 666 26,012 SH   DFND   20,284 0 5,728
BRINKER INTL INC COM 109641100 1,434 39,200 SH   DFND   39,200 0 0
BRINKS CO COM 109696104 2,350 35,832 SH   DFND   33,703 0 2,129
BRISTOL-MYERS SQUIBB CO COM 110122108 4,920 78,905 SH   OTR 2 78,905 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 90,207 1,446,789 SH   DFND   891,300 0 555,489
BRIXMOR PPTY GROUP INC COM 11120U105 7,857 309,214 SH   DFND   293,463 0 15,751
BROADCOM INC COM 11135F101 276,849 416,058 SH   DFND   255,797 0 160,261
BROADCOM INC COM 11135F101 4,603 6,918 SH   OTR 2 6,918 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,137 33,569 SH   DFND   18,986 0 14,583
BROADSTONE NET LEASE INC COM 11135E203 1,784 71,862 SH   DFND   64,652 0 7,210
BROOKLINE BANCORP INC DEL COM 11373M107 1,697 104,840 SH   DFND   92,260 0 12,580
BROWN & BROWN INC COM 115236101 5,836 83,865 SH   DFND   83,865 0 0
BROWN & BROWN INC COM 115236101 61 876 SH   OTR 3 876 0 0
BROWN FORMAN CORP CL B 115637209 22,616 313,366 SH   DFND   137,268 0 176,098
BRUKER CORP COM 116794108 24,769 295,189 SH   DFND   237,713 0 57,476
BRUNSWICK CORP COM 117043109 48,175 483,682 SH   DFND   421,944 0 61,738
BRYN MAWR BK CORP COM 117665109 394 8,747 SH   DFND   8,747 0 0
BUCKLE INC COM 118440106 2,456 58,047 SH   DFND   45,363 0 12,684
BUILDERS FIRSTSOURCE INC COM 12008R107 33,760 398,349 SH   DFND   364,740 0 33,609
BUNGE LIMITED COM G16962105 13,150 142,360 SH   DFND   123,725 0 18,635
BURLINGTON STORES INC COM 122017106 4,402 15,101 SH   DFND   14,667 0 434
BWX TECHNOLOGIES INC COM 05605H100 1,441 30,087 SH   DFND   30,087 0 0
BYLINE BANCORP INC COM 124411109 2,251 82,321 SH   DFND   82,321 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 94,046 878,527 SH   DFND   554,721 0 323,806
CABLE ONE INC COM 12685J105 5,756 3,264 SH   DFND   2,816 0 448
CABOT CORP COM 127055101 4,021 72,550 SH   DFND   69,005 0 3,545
CACI INTL INC CL A 127190304 53,632 199,220 SH   DFND   177,447 0 21,773
CACTUS INC CL A 127203107 379 9,946 SH   DFND   6,054 0 3,892
CADENCE BANK COM 12740C103 1,224 41,091 SH   DFND   41,091 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 72,519 390,601 SH   DFND   315,202 0 75,399
CADIZ INC COM NEW 127537207 42 10,859 SH   DFND   10,859 0 0
CALAMP CORP COM 128126109 934 132,286 SH   DFND   132,286 0 0
CALAVO GROWERS INC COM 128246105 211 4,977 SH   DFND   4,977 0 0
CALERES INC COM 129500104 479 21,107 SH   DFND   21,107 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 2,036 47,662 SH   DFND   47,662 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,030 28,247 SH   DFND   26,906 0 1,341
CALIX INC COM 13100M509 3,022 37,791 SH   DFND   37,791 0 0
CALLAWAY GOLF CO COM 131193104 1,231 44,849 SH   DFND   38,038 0 6,811
CALLON PETE CO DEL COM 13123X508 602 12,731 SH   DFND   12,731 0 0
CAMBIUM NETWORKS CORP SHS G17766109 791 30,871 SH   DFND   23,877 0 6,994
CAMDEN NATL CORP COM 133034108 1,633 33,898 SH   DFND   27,184 0 6,714
CAMDEN PPTY TR SH BEN INT 133131102 32,521 182,456 SH   DFND   175,184 0 7,272
CAMPBELL SOUP CO COM 134429109 11,912 275,616 SH   DFND   244,890 0 30,726
CAMPING WORLD HLDGS INC CL A 13462K109 531 13,140 SH   DFND   13,140 0 0
CANADIAN PAC RY LTD COM 13645T100 2,714 37,991 SH   DFND   37,991 0 0
CANNAE HLDGS INC COM 13765N107 1,417 40,299 SH   DFND   40,299 0 0
CAPITAL ONE FINL CORP COM 14040H105 173,064 1,192,803 SH   DFND   710,129 0 482,674
CAPITAL ONE FINL CORP COM 14040H105 8,124 55,992 SH   OTR 2 55,992 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 12,705 197,623 SH   DFND   166,751 0 30,872
CARA THERAPEUTICS INC COM 140755109 1,438 118,100 SH   DFND   118,100 0 0
CARDIFF ONCOLOGY INC COM 14147L108 200 33,277 SH   DFND   33,277 0 0
CARDINAL HEALTH INC COM 14149Y108 1,971 38,278 SH   OTR 2 38,278 0 0
CARDINAL HEALTH INC COM 14149Y108 37,658 731,368 SH   DFND   525,937 0 205,431
CARDIOVASCULAR SYS INC DEL COM 141619106 795 42,313 SH   DFND   42,313 0 0
CAREDX INC COM 14167L103 1,210 26,613 SH   DFND   26,613 0 0
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CARGURUS INC COM CL A 141788109 1,198 35,625 SH   DFND   35,625 0 0
CARLISLE COS INC COM 142339100 28,977 117,933 SH   DFND   113,899 0 4,034
CARPENTER TECHNOLOGY CORP COM 144285103 275 9,436 SH   DFND   9,436 0 0
CARRIAGE SVCS INC COM 143905107 1,063 16,493 SH   DFND   11,184 0 5,309
CARRIER GLOBAL CORPORATION COM 14448C104 113,503 2,123,925 SH   DFND   1,199,338 0 924,587
CARS COM INC COM 14575E105 193 12,000 SH   DFND   12,000 0 0
CARTERS INC COM 146229109 28,198 278,583 SH   DFND   254,970 0 23,613
CARVANA CO CL A 146869102 2,705 11,711 SH   DFND   11,711 0 0
CASA SYS INC COM 14713L102 510 90,003 SH   DFND   90,003 0 0
CASELLA WASTE SYS INC CL A 147448104 605 7,081 SH   DFND   7,081 0 0
CASEYS GEN STORES INC COM 147528103 227 1,162 SH   OTR 3 1,162 0 0
CASEYS GEN STORES INC COM 147528103 38,236 195,683 SH   DFND   168,776 0 26,907
CASS INFORMATION SYS INC COM 14808P109 1,445 36,752 SH   DFND   32,739 0 4,013
CASSAVA SCIENCES INC COM 14817C107 508 11,634 SH   DFND   11,634 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 1,717 1,114,894 SH   DFND   1,114,894 0 0
CATALENT INC COM 148806102 1,847 14,428 SH   DFND   14,428 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,966 438,073 SH   DFND   383,226 0 54,847
CATCHMARK TIMBER TR INC CL A 14912Y202 108 12,454 SH   DFND   12,454 0 0
CATERPILLAR INC COM 149123101 2,234 10,835 SH   OTR 2 10,835 0 0
CATERPILLAR INC COM 149123101 55,876 270,951 SH   DFND   200,127 0 70,824
CATHAY GEN BANCORP COM 149150104 16,286 378,840 SH   DFND   327,982 0 50,858
CATO CORP NEW CL A 149205106 1,814 105,705 SH   DFND   105,705 0 0
CAVCO INDS INC DEL COM 149568107 1,607 5,060 SH   DFND   5,060 0 0
CBIZ INC COM 124805102 1,238 31,645 SH   DFND   12,206 0 19,439
CBOE GLOBAL MKTS INC COM 12503M108 12,749 98,479 SH   DFND   76,902 0 21,577
CBRE GROUP INC CL A 12504L109 9,423 86,842 SH   DFND   63,579 0 23,263
CDK GLOBAL INC COM 12508E101 11,362 272,200 SH   DFND   250,455 0 21,745
CDW CORP COM 12514G108 129,630 634,012 SH   DFND   389,453 0 244,559
CDW CORP COM 12514G108 4,173 20,408 SH   OTR 2 20,408 0 0
CDW CORP COM 12514G108 787 3,851 SH   OTR 3 3,851 0 0
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CELANESE CORP DEL COM 150870103 71,611 429,093 SH   DFND   263,712 0 165,381
CELCUITY INC COM 15102K100 194 14,692 SH   DFND   14,692 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 366 9,460 SH   DFND   9,460 0 0
CELSIUS HLDGS INC COM NEW 15118V207 1,850 24,805 SH   DFND   24,805 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,508 222,420 SH   DFND   169,428 0 52,992
CENOVUS ENERGY INC *W EXP 01/01/202 15135U117 1,556 126,835 SH   DFND   119,253 0 7,582
CENTENE CORP DEL COM 15135B101 12,425 150,784 SH   DFND   134,646 0 16,138
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,135 189,719 SH   DFND   189,719 0 0
CENTERSPACE COM 15202L107 2,033 18,328 SH   DFND   18,328 0 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 606 99,538 SH   DFND   99,538 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,130 23,621 SH   DFND   12,577 0 11,044
CENTRAL PAC FINL CORP COM NEW 154760409 1,697 60,252 SH   DFND   60,252 0 0
CENTRUS ENERGY CORP CL A 15643U104 544 10,909 SH   DFND   10,909 0 0
CENTURY ALUM CO COM 156431108 283 17,079 SH   DFND   17,079 0 0
CENTURY CASINOS INC COM 156492100 195 15,997 SH   DFND   15,997 0 0
CENTURY CMNTYS INC COM 156504300 2,370 28,981 SH   DFND   22,832 0 6,149
CERENCE INC COM 156727109 851 11,099 SH   DFND   11,099 0 0
CERIDIAN HCM HLDG INC COM 15677J108 537 5,140 SH   DFND   5,140 0 0
CERNER CORP COM 156782104 62,964 677,975 SH   DFND   559,834 0 118,141
CERTARA INC COM 15687V109 226 7,944 SH   DFND   7,944 0 0
CEVA INC COM 157210105 594 13,728 SH   DFND   13,728 0 0
CF INDS HLDGS INC COM 125269100 33,648 475,393 SH   DFND   429,343 0 46,050
CHAMPIONX CORPORATION COM 15872M104 6,761 336,350 SH   DFND   291,862 0 44,488
CHANGE HEALTHCARE INC COM 15912K100 375 17,527 SH   DFND   14,679 0 2,848
CHANNELADVISOR CORP COM 159179100 2,228 90,275 SH   DFND   90,275 0 0
CHARGEPOINT HOLDINGS INC COM CL A 15961R105 424 22,277 SH   DFND   22,277 0 0
CHARLES RIV LABS INTL INC COM 159864107 30,547 81,073 SH   DFND   75,633 0 5,440
CHART INDS INC COM 16115Q308 1,187 7,442 SH   DFND   7,442 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 16,321 25,034 SH   DFND   22,865 0 2,169
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CIT GROUP INC COM NEW 125581801 2,304 46,037 SH   DFND   46,037 0 0
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COMCAST CORP NEW CL A 20030N101 42,765 849,692 SH   DFND   651,117 0 198,575
COMERICA INC COM 200340107 22,424 257,752 SH   DFND   222,511 0 35,241
COMFORT SYS USA INC COM 199908104 1,165 11,778 SH   DFND   7,072 0 4,706
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COMPANHIA PARANAENSE ENERG C SPON ADS 20441B605 4,661 827,870 SH   DFND   827,870 0 0
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CONDUENT INC COM 206787103 1,961 367,238 SH   DFND   367,238 0 0
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CONNS INC COM 208242107 631 26,834 SH   DFND   26,834 0 0
CONOCOPHILLIPS COM 20825C104 204,652 2,844,364 SH   DFND   2,302,864 0 541,500
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CONSOLIDATED COMM HLDGS INC COM 209034107 1,420 189,838 SH   DFND   189,838 0 0
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CONSTELLATION BRANDS INC CL A 21036P108 7,522 30,098 SH   DFND   22,717 0 7,381
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COOPER COS INC COM NEW 216648402 33,006 78,785 SH   DFND   48,704 0 30,081
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COPART INC COM 217204106 18,424 121,744 SH   DFND   115,313 0 6,431
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CORNING INC COM 219350105 16,248 436,420 SH   DFND   382,606 0 53,814
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CORTEVA INC COM 22052L104 54 1,149 SH   OTR 3 1,149 0 0
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COTY INC COM CL A 222070203 6,035 581,419 SH   DFND   507,160 0 74,259
COUSINS PPTYS INC COM NEW 222795502 1,238 30,741 SH   DFND   24,930 0 5,811
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COWEN INC CL A NEW 223622606 3,243 89,831 SH   DFND   64,654 0 25,177
CRA INTL INC COM 12618T105 1,233 13,208 SH   DFND   13,208 0 0
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CRANE CO COM 224399105 14,196 140,287 SH   DFND   124,554 0 15,733
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CRISPR THERAPEUTICS AG NAMEN AKT H17182108 513 6,773 SH   DFND   6,773 0 0
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CTS CORP COM 126501105 1,164 31,702 SH   DFND   27,784 0 3,918
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DISNEY WALT CO COM 254687106 9,761 63,018 SH   DFND   60,947 0 2,071
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DR REDDYS LABS LTD ADR 256135203 10,215 156,162 SH   DFND   123,661 0 32,501
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 3,921 462,422 SH   DFND   44,041 0 418,381
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EAGLE BANCORP INC MD COM 268948106 1,344 23,030 SH   DFND   20,280 0 2,750
EAGLE BULK SHIPPING INC COM Y2187A150 856 18,823 SH   DFND   18,823 0 0
EAGLE MATLS INC COM 26969P108 46 278 SH   OTR 3 278 0 0
EAGLE MATLS INC COM 26969P108 2,472 14,917 SH   DFND   10,300 0 4,617
EAGLE PHARMACEUTICALS INC COM 269796108 2,405 47,225 SH   DFND   43,968 0 3,257
EARTHSTONE ENERGY INC CL A 27032D304 1,880 171,883 SH   DFND   171,883 0 0
EAST WEST BANCORP INC COM 27579R104 27,617 350,998 SH   DFND   338,212 0 12,786
EASTERLY GOVT PPTYS INC COM 27616P103 391 17,054 SH   DFND   17,054 0 0
EASTERN BANKSHARES INC COM 27627N105 1,548 76,766 SH   DFND   76,766 0 0
EASTGROUP PPTYS INC COM 277276101 4,172 18,426 SH   DFND   16,950 0 1,476
EASTMAN CHEM CO COM 277432100 22,136 184,609 SH   DFND   182,699 0 1,910
EATON CORP PLC SHS G29183103 170,551 994,466 SH   DFND   502,142 0 492,324
EATON CORP PLC SHS G29183103 1,452 8,465 SH   OTR 2 8,465 0 0
EBAY INC. COM 278642103 17,890 270,155 SH   DFND   119,145 0 151,010
ECHOSTAR CORP CL A 278768106 244 9,321 SH   DFND   5,609 0 3,712
ECOLAB INC COM 278865100 92,086 394,338 SH   DFND   277,064 0 117,274
ECOLAB INC COM 278865100 194 830 SH   OTR 3 830 0 0
ECOVYST INC COM 27923Q109 1,720 167,928 SH   DFND   167,928 0 0
EDGEWELL PERS CARE CO COM 28035Q102 554 12,127 SH   DFND   12,127 0 0
EDISON INTL COM 281020107 376 5,540 SH   DFND   5,540 0 0
EDITAS MEDICINE INC COM 28106W103 375 14,126 SH   DFND   14,126 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 80,917 624,599 SH   DFND   548,301 0 76,298
EGAIN CORP COM NEW 28225C806 1,480 148,344 SH   DFND   148,344 0 0
EL POLLO LOCO HLDGS INC COM 268603107 254 17,904 SH   DFND   10,429 0 7,475
ELASTIC N V ORD SHS N14506104 2,815 22,869 SH   DFND   19,064 0 3,805
ELECTRONIC ARTS INC COM 285512109 63,684 482,818 SH   DFND   220,818 0 262,000
ELEMENT SOLUTIONS INC COM 28618M106 441 18,311 SH   OTR 3 18,311 0 0
ELEMENT SOLUTIONS INC COM 28618M106 3,826 158,970 SH   DFND   144,940 0 14,030
EMBRAER S.A. SPONSORED ADS 29082A107 1,193 67,211 SH   DFND   0 0 67,211
EMCOR GROUP INC COM 29084Q100 38,822 304,749 SH   DFND   273,872 0 30,877
EMCORE CORP COM NEW 290846203 1,058 151,633 SH   DFND   151,633 0 0
EMERALD HOLDING INC COM 29103W104 99 24,884 SH   DFND   24,884 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 21,539 495,500 SH   DFND   459,266 0 36,234
EMERSON ELEC CO COM 291011104 172,173 1,862,942 SH   DFND   971,050 0 891,892
EMPIRE ST RLTY TR INC CL A 292104106 331 37,175 SH   DFND   37,175 0 0
EMPLOYERS HLDGS INC COM 292218104 3,210 77,577 SH   DFND   47,854 0 29,723
ENANTA PHARMACEUTICALS INC COM 29251M106 1,055 14,113 SH   DFND   14,113 0 0
ENCOMPASS HEALTH CORP COM 29261A100 8,702 133,346 SH   DFND   105,438 0 27,908
ENCORE CAP GROUP INC COM 292554102 643 10,346 SH   DFND   7,024 0 3,322
ENCORE WIRE CORP COM 292562105 3,865 27,011 SH   DFND   24,191 0 2,820
ENDO INTL PLC SHS G30401106 1,827 485,926 SH   DFND   462,764 0 23,162
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,290 237,061 SH   DFND   201,499 0 35,562
ENEL CHILE S.A. SPONSORED ADR 29278D105 4,912 2,714,014 SH   DFND   1,354,402 0 1,359,612
ENERGIZER HLDGS INC NEW COM 29272W109 4,664 117,717 SH   DFND   111,980 0 5,737
ENERGY FUELS INC COM NEW 292671708 338 44,255 SH   DFND   44,255 0 0
ENERGY RECOVERY INC COM 29270J100 542 25,221 SH   DFND   25,221 0 0
ENERPAC TOOL GROUP CORP CL A COM 292765104 1,047 51,647 SH   DFND   51,647 0 0
ENERSYS COM 29275Y102 18,049 228,291 SH   DFND   208,850 0 19,441
ENNIS INC COM 293389102 2,138 109,487 SH   DFND   90,743 0 18,744
ENOVA INTL INC COM 29357K103 2,537 61,927 SH   DFND   34,504 0 27,423
ENPHASE ENERGY INC COM 29355A107 3,540 19,349 SH   DFND   19,349 0 0
ENPRO INDS INC COM 29355X107 1,766 16,041 SH   DFND   16,041 0 0
ENSIGN GROUP INC COM 29358P101 1,270 15,121 SH   DFND   10,372 0 4,749
ENSTAR GROUP LIMITED SHS G3075P101 2,342 9,459 SH   DFND   5,314 0 4,145
ENTEGRIS INC COM 29362U104 7,253 52,336 SH   DFND   51,377 0 959
ENTERGY CORP NEW COM 29364G103 3,738 33,374 SH   DFND   32,408 0 966
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,072 158,166 SH   DFND   158,166 0 0
ENVESTNET INC COM 29404K106 3,013 37,976 SH   DFND   34,406 0 3,570
ENVISTA HOLDINGS CORPORATION COM 29415F104 12,583 279,251 SH   DFND   248,393 0 30,858
EOG RES INC COM 26875P101 1,260 14,190 SH   OTR 2 14,190 0 0
EOG RES INC COM 26875P101 209,270 2,355,845 SH   DFND   1,744,628 0 611,217
EPAM SYS INC COM 29414B104 37,816 56,573 SH   DFND   50,664 0 5,909
EPIZYME INC COM 29428V104 46 18,243 SH   DFND   18,243 0 0
EPLUS INC COM 294268107 1,843 34,214 SH   DFND   34,214 0 0
EPR PPTYS COM SH BEN INT 26884U109 7,009 147,587 SH   DFND   132,753 0 14,834
EQT CORP COM 26884L109 2,365 108,436 SH   DFND   108,436 0 0
EQUIFAX INC COM 294429105 2,257 7,771 SH   DFND   5,606 0 2,165
EQUINIX INC COM 29444U700 34,884 41,242 SH   DFND   18,059 0 23,183
EQUITABLE HLDGS INC COM 29452E101 14,108 430,263 SH   DFND   375,140 0 55,123
EQUITRANS MIDSTREAM CORP COM 294600101 990 98,445 SH   DFND   90,781 0 7,664
EQUITY BANCSHARES INC COM CL A 29460X109 244 7,187 SH   DFND   7,187 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 421 16,244 SH   DFND   8,736 0 7,508
EQUITY LIFESTYLE PPTYS INC COM 29472R108 9,066 103,971 SH   DFND   65,729 0 38,242
EQUITY RESIDENTIAL SH BEN INT 29476L107 22,829 252,674 SH   DFND   179,265 0 73,409
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,400 15,500 SH   OTR 2 15,500 0 0
ERIE INDTY CO CL A 29530P102 12,846 66,675 SH   DFND   54,147 0 12,528
ERIE INDTY CO CL A 29530P102 197 1,022 SH   OTR 3 1,022 0 0
ESCO TECHNOLOGIES INC COM 296315104 736 8,182 SH   DFND   8,182 0 0
ESSENT GROUP LTD COM G3198U102 1,715 37,661 SH   DFND   37,661 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 1,154 40,022 SH   DFND   34,748 0 5,274
ESSENTIAL UTILS INC COM 29670G102 10,132 188,952 SH   DFND   123,623 0 65,329
ESSEX PPTY TR INC COM 297178105 2,464 7,003 SH   DFND   5,803 0 1,200
ESTABLISHMENT LABS HLDGS INC COM G31249108 204 3,024 SH   DFND   3,024 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,206 45,871 SH   DFND   35,571 0 10,300
ETSY INC COM 29786A106 3,000 13,701 SH   DFND   13,701 0 0
ETSY INC COM 29786A106 148 677 SH   OTR 3 677 0 0
EURONET WORLDWIDE INC COM 298736109 12,766 107,509 SH   DFND   88,076 0 19,433
EVERCORE INC CLASS A 29977A105 30,898 227,562 SH   DFND   191,342 0 36,220
EVEREST RE GROUP LTD COM G3223R108 190,515 696,023 SH   DFND   350,664 0 345,359
EVEREST RE GROUP LTD COM G3223R108 4,949 18,081 SH   OTR 2 18,081 0 0
EVERGY INC COM 30034W106 17,396 254,584 SH   DFND   187,515 0 67,069
EVERI HLDGS INC COM 30034T103 1,789 83,796 SH   DFND   83,796 0 0
EVERQUOTE INC COM CL A 30041R108 411 26,221 SH   DFND   26,221 0 0
EVERSOURCE ENERGY COM 30040W108 22,613 248,626 SH   DFND   147,130 0 101,496
EVERTEC INC COM 30040P103 664 13,279 SH   DFND   13,279 0 0
EVOLENT HEALTH INC CL A 30050B101 1,026 37,083 SH   DFND   37,083 0 0
EVOLUS INC COM 30052C107 832 127,753 SH   DFND   127,753 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1,984 42,439 SH   DFND   42,439 0 0
EXELIXIS INC COM 30161Q104 8,654 473,423 SH   DFND   377,805 0 95,618
EXELON CORP COM 30161N101 63,021 1,098,879 SH   DFND   868,846 0 230,033
EXLSERVICE HOLDINGS INC COM 302081104 3,341 23,077 SH   DFND   21,282 0 1,795
EXP WORLD HLDGS INC COM 30212W100 1,214 36,039 SH   DFND   36,039 0 0
EXPEDIA GROUP INC COM NEW 30212P303 11,546 63,890 SH   DFND   48,584 0 15,306
EXPEDITORS INTL WASH INC COM 302130109 194,879 1,467,132 SH   DFND   850,058 0 617,074
EXPONENT INC COM 30214U102 1,532 13,127 SH   DFND   8,370 0 4,757
EXTRA SPACE STORAGE INC COM 30225T102 11,448 50,526 SH   DFND   45,339 0 5,187
EXTREME NETWORKS INC COM 30226D106 2,747 174,993 SH   DFND   174,993 0 0
EXXON MOBIL CORP COM 30231G102 2,194 35,916 SH   OTR 2 35,916 0 0
EXXON MOBIL CORP COM 30231G102 173,923 2,847,463 SH   DFND   2,481,807 0 365,656
EYEPOINT PHARMACEUTICALS INC COM NEW 30233G209 182 14,850 SH   DFND   14,850 0 0
EZCORP INC CL A NON VTG 302301106 250 33,957 SH   DFND   33,957 0 0
F N B CORP COM 302520101 25,630 2,112,916 SH   DFND   1,739,795 0 373,121
F5 INC COM 315616102 12 47 SH   OTR 3 47 0 0
F5 INC COM 315616102 34,336 140,315 SH   DFND   19,661 0 120,654
FABRINET SHS G3323L100 3,085 26,041 SH   DFND   23,898 0 2,143
FACTSET RESH SYS INC COM 303075105 7,892 16,244 SH   DFND   11,780 0 4,464
FAIR ISAAC CORP COM 303250104 23,584 54,383 SH   DFND   40,844 0 13,539
FALCON MINERALS CORP CL A COM 30607B109 2,030 416,876 SH   DFND   416,876 0 0
FANHUA INC SPONSORED ADR 30712A103 538 73,952 SH   DFND   6,940 0 67,012
FARMLAND PARTNERS INC COM 31154R109 291 24,392 SH   DFND   24,392 0 0
FARO TECHNOLOGIES INC COM 311642102 439 6,267 SH   DFND   6,267 0 0
FASTENAL CO COM 311900104 55,626 874,762 SH   DFND   163,021 0 711,741
FATE THERAPEUTICS INC COM 31189P102 1,570 26,831 SH   DFND   26,831 0 0
FB FINL CORP COM 30257X104 980 22,363 SH   DFND   22,363 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,713 13,823 SH   DFND   9,411 0 4,412
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 865 6,346 SH   DFND   4,182 0 2,164
FEDERATED HERMES INC CL B 314211103 15,930 424,010 SH   DFND   371,056 0 52,954
FEDEX CORP COM 31428X106 25,639 99,682 SH   DFND   80,269 0 19,413
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 752 14,408 SH   OTR 2 14,408 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 52,552 1,007,135 SH   DFND   443,690 0 563,445
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 129 2,473 SH   OTR 3 2,473 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 23,491 215,217 SH   DFND   189,489 0 25,728
FIESTA RESTAURANT GROUP INC COM 31660B101 237 21,495 SH   DFND   21,495 0 0
FIFTH THIRD BANCORP COM 316773100 6,443 147,953 SH   DFND   147,953 0 0
FINANCIAL INSTNS INC COM 317585404 1,332 41,889 SH   DFND   41,889 0 0
FIRST AMERN FINL CORP COM 31847R102 41,701 534,555 SH   DFND   454,994 0 79,561
FIRST AMERN FINL CORP COM 31847R102 165 2,112 SH   OTR 3 2,112 0 0
FIRST BANCORP P R COM NEW 318672706 3,295 239,092 SH   DFND   229,825 0 9,267
FIRST BANCSHARES INC MS COM 318916103 313 8,101 SH   DFND   8,101 0 0
FIRST BK WILLIAMSTOWN NEW JE COM 31931U102 175 12,029 SH   DFND   12,029 0 0
FIRST BUSEY CORP COM NEW 319383204 1,410 51,991 SH   DFND   51,991 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,404 87,262 SH   DFND   87,262 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 16,565 20,430 SH   DFND   18,961 0 1,469
FIRST FINL BANKSHARES INC COM 32020R109 384 7,545 SH   DFND   4,317 0 3,228
FIRST FINL CORP IND COM 320218100 4,012 88,586 SH   DFND   84,491 0 4,095
FIRST FNDTN INC COM 32026V104 830 33,402 SH   DFND   33,402 0 0
FIRST HAWAIIAN INC COM 32051X108 3,818 140,839 SH   DFND   133,426 0 7,413
FIRST HORIZON CORPORATION COM 320517105 11,005 673,931 SH   DFND   558,244 0 115,687
FIRST INDL RLTY TR INC COM 32054K103 3,913 59,197 SH   DFND   55,722 0 3,475
FIRST INTERNET BANCORP COM 320557101 381 8,096 SH   DFND   8,096 0 0
FIRST LONG IS CORP COM 320734106 2,299 106,500 SH   DFND   106,500 0 0
FIRST MERCHANTS CORP COM 320817109 1,447 34,535 SH   DFND   34,535 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 566 27,651 SH   DFND   27,651 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 15,211 73,695 SH   DFND   31,636 0 42,059
FIRST SOLAR INC COM 336433107 921 10,564 SH   DFND   8,000 0 2,564
FIRSTCASH HOLDINGS INC COM 33768G107 2,314 30,931 SH   DFND   30,931 0 0
FIRSTENERGY CORP COM 337932107 24,723 595,600 SH   DFND   394,497 0 201,103
FISERV INC COM 337738108 8,795 84,735 SH   DFND   82,160 0 2,575
FIVE BELOW INC COM 33829M101 18,278 89,518 SH   DFND   74,653 0 14,865
FIVE9 INC COM 338307101 257 1,869 SH   DFND   1,869 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,462 30,503 SH   DFND   28,660 0 1,843
FLEETCOR TECHNOLOGIES INC COM 339041105 8,044 35,937 SH   DFND   28,450 0 7,487
FLEX LTD ORD Y2573F102 585 31,927 SH   DFND   17,328 0 14,599
FLOOR & DECOR HLDGS INC CL A 339750101 37 286 SH   OTR 3 286 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 2,543 19,710 SH   DFND   18,714 0 996
FLOWERS FOODS INC COM 343498101 36,526 1,333,074 SH   DFND   1,157,382 0 175,692
FLOWSERVE CORP COM 34354P105 16,579 542,501 SH   DFND   448,530 0 93,971
FLUENT INC COM 34380C102 358 179,989 SH   DFND   179,989 0 0
FLUSHING FINL CORP COM 343873105 2,308 94,973 SH   DFND   83,350 0 11,623
FMC CORP COM NEW 302491303 731 6,655 SH   DFND   6,655 0 0
FMC CORP COM NEW 302491303 59 540 SH   OTR 3 540 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 1,859 31,123 SH   DFND   31,123 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,055 65,044 SH   DFND   46,612 0 18,432
FOOT LOCKER INC COM 344849104 223 5,118 SH   OTR 3 5,118 0 0
FOOT LOCKER INC COM 344849104 30,407 696,930 SH   DFND   598,692 0 98,238
FORD MTR CO DEL COM 345370860 4,953 238,473 SH   OTR 2 238,473 0 0
FORD MTR CO DEL COM 345370860 71,376 3,436,517 SH   DFND   2,321,221 0 1,115,296
FORESTAR GROUP INC COM 346232101 1,392 63,986 SH   DFND   57,439 0 6,547
FORMFACTOR INC COM 346375108 3,277 71,676 SH   DFND   66,891 0 4,785
FORRESTER RESH INC COM 346563109 1,679 28,595 SH   DFND   28,595 0 0
FORTERRA INC COM 34960W106 411 17,275 SH   DFND   16,258 0 1,017
FORTINET INC COM 34959E109 40,996 114,067 SH   DFND   70,992 0 43,075
FORTIVE CORP COM 34959J108 9,248 121,735 SH   DFND   55,452 0 66,283
FORTUNE BRANDS HOME & SEC IN COM 34964C106 16,664 158,539 SH   DFND   151,258 0 7,281
FORWARD AIR CORP COM 349853101 438 3,621 SH   DFND   7 0 3,614
FOUR CORNERS PPTY TR INC COM 35086T109 1,810 61,540 SH   DFND   61,540 0 0
FOX CORP CL A COM 35137L105 6,093 165,128 SH   DFND   152,776 0 12,352
FOX FACTORY HLDG CORP COM 35138V102 1,826 10,888 SH   DFND   9,740 0 1,148
FRANCHISE GROUP INC COM 35180X105 1,126 21,586 SH   DFND   21,586 0 0
FRANKLIN COVEY CO COM 353469109 1,284 27,688 SH   DFND   27,688 0 0
FRANKLIN ELEC INC COM 353514102 2,166 22,905 SH   DFND   21,696 0 1,209
FRANKLIN RESOURCES INC COM 354613101 11,895 355,176 SH   DFND   298,517 0 56,659
FREEDOM HLDG CORP NEV COM 356390104 340 4,905 SH   DFND   425 0 4,480
FREEPORT-MCMORAN INC CL B 35671D857 8,647 207,225 SH   DFND   196,427 0 10,798
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,317 47,719 SH   DFND   47,719 0 0
FRONTDOOR INC COM 35905A109 8,581 234,701 SH   DFND   193,104 0 41,597
FTI CONSULTING INC COM 302941109 13,040 84,997 SH   DFND   69,382 0 15,615
FUELCELL ENERGY INC COM 35952H601 570 109,676 SH   DFND   109,676 0 0
FULCRUM THERAPEUTICS INC COM 359616109 248 14,024 SH   DFND   14,024 0 0
FULGENT GENETICS INC COM 359664109 1,509 14,998 SH   DFND   10,836 0 4,162
FULL HSE RESORTS INC COM 359678109 707 58,360 SH   DFND   58,360 0 0
FULTON FINL CORP PA COM 360271100 26,121 1,536,515 SH   DFND   1,352,384 0 184,131
FUNKO INC COM CL A 361008105 1,116 59,340 SH   DFND   40,690 0 18,650
FUTUREFUEL CORP COM 36116M106 730 95,492 SH   DFND   95,492 0 0
G III APPAREL GROUP LTD COM 36237H101 1,344 48,620 SH   DFND   42,942 0 5,678
GALLAGHER ARTHUR J & CO COM 363576109 23,158 136,882 SH   DFND   136,882 0 0
GAMESTOP CORP NEW CL A 36467W109 889 5,988 SH   DFND   5,988 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 9,847 202,492 SH   DFND   186,082 0 16,410
GANNETT CO INC COM 36472T109 1,089 204,341 SH   DFND   204,341 0 0
GAP INC COM 364760108 7,166 405,982 SH   DFND   378,616 0 27,366
GARMIN LTD SHS H2906T109 95,293 699,808 SH   DFND   289,567 0 410,241
GARTNER INC COM 366651107 83,499 251,064 SH   DFND   178,746 0 72,318
GARTNER INC COM 366651107 5,000 15,034 SH   OTR 2 15,034 0 0
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 13,498 850,561 SH   DFND   724,606 0 125,955
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,331 42,036 SH   DFND   42,036 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 102 2,167 SH   OTR 3 2,167 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 6,807 144,332 SH   DFND   64,960 0 79,372
GEMINI THERAPEUTICS INC COM 36870G105 37 12,654 SH   DFND   12,654 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,783 173,944 SH   DFND   126,718 0 47,226
GENERAC HLDGS INC COM 368736104 27,073 76,928 SH   DFND   48,940 0 27,988
GENERAC HLDGS INC COM 368736104 513 1,459 SH   OTR 2 1,459 0 0
GENERAL DYNAMICS CORP COM 369550108 51,648 247,749 SH   DFND   209,221 0 38,528
GENERAL DYNAMICS CORP COM 369550108 931 4,468 SH   OTR 2 4,468 0 0
GENERAL ELECTRIC CO COM NEW 369604301 36,636 387,805 SH   DFND   336,081 0 51,724
GENERAL MLS INC COM 370334104 41,850 625,471 SH   DFND   485,498 0 139,973
GENERAL MTRS CO COM 37045V100 30,153 514,288 SH   DFND   425,258 0 89,030
GENERAL MTRS CO COM 37045V100 1,169 19,938 SH   OTR 2 19,938 0 0
GENESCO INC COM 371532102 1,078 16,793 SH   DFND   15,244 0 1,549
GENPACT LIMITED SHS G3922B107 388 7,318 SH   DFND   2,187 0 5,131
GENTEX CORP COM 371901109 89,108 2,556,908 SH   DFND   659,037 0 1,897,871
GENTHERM INC COM 37253A103 1,359 15,638 SH   DFND   15,638 0 0
GENUINE PARTS CO COM 372460105 65,439 470,884 SH   DFND   291,412 0 179,472
GENUINE PARTS CO COM 372460105 5,033 36,216 SH   OTR 2 36,216 0 0
GENUINE PARTS CO COM 372460105 53 379 SH   OTR 3 379 0 0
GENWORTH FINL INC COM CL A 37247D106 1,012 249,869 SH   DFND   226,607 0 23,262
GERDAU SA SPON ADR REP PFD 373737105 1,044 212,216 SH   DFND   212,216 0 0
GERMAN AMERN BANCORP INC COM 373865104 432 11,095 SH   DFND   11,095 0 0
GETNET ADQUIRENCIA E SERVICO SPONSORED ADS 37428A103 25 17,639 SH   DFND   17,639 0 0
GETTY RLTY CORP NEW COM 374297109 2,629 81,933 SH   DFND   81,933 0 0
GEVO INC COM PAR 374396406 96 22,361 SH   DFND   22,361 0 0
GIBRALTAR INDS INC COM 374689107 380 5,702 SH   DFND   5,702 0 0
GILEAD SCIENCES INC COM 375558103 89,302 1,229,885 SH   DFND   382,322 0 847,563
GLACIER BANCORP INC NEW COM 37637Q105 1,384 24,492 SH   DFND   24,492 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 214 8,303 SH   DFND   8,303 0 0
GLADSTONE LD CORP COM 376549101 221 6,556 SH   DFND   6,556 0 0
GLATFELTER CORPORATION COM 377320106 824 47,932 SH   DFND   47,932 0 0
GLAUKOS CORP COM 377322102 1,102 24,802 SH   DFND   24,802 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 208 7,091 SH   DFND   7,091 0 0
GLOBAL INDUSTRIAL COMPANY COM 37892E102 1,654 40,442 SH   DFND   29,647 0 10,795
GLOBAL NET LEASE INC COM NEW 379378201 3,616 236,649 SH   DFND   236,649 0 0
GLOBAL PMTS INC COM 37940X102 6,077 44,954 SH   OTR 2 44,954 0 0
GLOBAL PMTS INC COM 37940X102 78,811 583,005 SH   DFND   389,594 0 193,411
GLOBALSTAR INC COM 378973408 278 239,910 SH   DFND   239,910 0 0
GLOBE LIFE INC COM 37959E102 5,075 54,153 SH   DFND   54,153 0 0
GLOBE LIFE INC COM 37959E102 235 2,511 SH   OTR 3 2,511 0 0
GLOBUS MED INC CL A 379577208 12,672 175,510 SH   DFND   148,112 0 27,398
GMS INC COM 36251C103 2,670 44,422 SH   DFND   41,320 0 3,102
GODADDY INC CL A 380237107 19,280 228,811 SH   DFND   175,573 0 53,238
GOGO INC COM 38046C109 142 10,514 SH   DFND   10,514 0 0
GOHEALTH INC COM CL A 38046W105 410 108,243 SH   DFND   108,243 0 0
GOLAR LNG LTD SHS G9456A100 1,318 106,413 SH   DFND   106,413 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 2,686 244,414 SH   DFND   215,988 0 28,426
GOLDEN ENTMT INC COM 381013101 2,257 44,666 SH   DFND   44,666 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 210,538 550,353 SH   DFND   364,982 0 185,371
GOLDMAN SACHS GROUP INC COM 38141G104 8,933 23,351 SH   OTR 2 23,351 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 13,511 634,904 SH   DFND   555,676 0 79,228
GOOSEHEAD INS INC COM CL A 38267D109 645 4,962 SH   DFND   4,962 0 0
GOPRO INC CL A 38268T103 1,162 112,705 SH   DFND   112,705 0 0
GORMAN RUPP CO COM 383082104 583 13,092 SH   DFND   9,381 0 3,711
GRACO INC COM 384109104 5,200 64,819 SH   DFND   38,427 0 26,392
GRAFTECH INTL LTD COM 384313508 2,875 243,002 SH   DFND   204,040 0 38,962
GRAHAM HLDGS CO COM CL B 384637104 21,034 34,529 SH   DFND   30,485 0 4,044
GRAINGER W W INC COM 384802104 121,084 234,655 SH   DFND   93,732 0 140,923
GRAND CANYON ED INC COM 38526M106 18,145 211,706 SH   DFND   192,595 0 19,111
GRANITE CONSTR INC COM 387328107 563 14,541 SH   DFND   14,541 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 18,354 947,080 SH   DFND   835,015 0 112,065
GREAT LAKES DREDGE & DOCK CO COM 390607109 529 33,658 SH   DFND   9,929 0 23,729
GREAT SOUTHN BANCORP INC COM 390905107 2,851 48,115 SH   DFND   45,435 0 2,680
GREAT WESTERN BANCORP INC COM 391416104 1,269 37,358 SH   DFND   37,358 0 0
GREEN BRICK PARTNERS INC COM 392709101 872 28,742 SH   DFND   20,722 0 8,020
GREEN DOT CORP CL A 39304D102 906 24,994 SH   DFND   24,994 0 0
GREEN PLAINS INC COM 393222104 534 15,354 SH   DFND   15,354 0 0
GREENBRIER COS INC COM 393657101 275 5,999 SH   DFND   5,999 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 134 17,076 SH   DFND   17,076 0 0
GREENSKY INC CL A 39572G100 372 32,737 SH   DFND   32,737 0 0
GREIF INC CL A 397624107 23,379 390,433 SH   DFND   328,692 0 61,741
GRID DYNAMICS HLDGS INC CL A 39813G109 822 21,657 SH   DFND   18,981 0 2,676
GRIFFON CORP COM 398433102 2,040 71,643 SH   DFND   71,643 0 0
GRITSTONE BIO INC COM 39868T105 1,361 105,868 SH   DFND   105,868 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,372 22,397 SH   DFND   17,997 0 4,400
GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 1,865 34,743 SH   DFND   0 0 34,743
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 113 546 SH   OTR 3 546 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 4,062 19,701 SH   DFND   12,525 0 7,176
GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 9,408 1,004,086 SH   DFND   451,754 0 552,332
GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 240 25,585 SH   OTR 3 25,585 0 0
GT BIOPHARMA INC COM NEW 36254L209 89 29,270 SH   DFND   29,270 0 0
GUESS INC COM 401617105 265 11,182 SH   DFND   11,182 0 0
HACKETT GROUP INC COM 404609109 3,015 146,863 SH   DFND   135,665 0 11,198
HAEMONETICS CORP MASS COM 405024100 372 7,009 SH   DFND   7,009 0 0
HAIN CELESTIAL GROUP INC COM 405217100 3,768 89,158 SH   DFND   89,158 0 0
HALLIBURTON CO COM 406216101 28,099 1,230,247 SH   DFND   349,523 0 880,724
HALOZYME THERAPEUTICS INC COM 40637H109 2,388 59,394 SH   DFND   59,394 0 0
HAMILTON LANE INC CL A 407497106 296 2,852 SH   DFND   2,852 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 15,558 311,784 SH   DFND   283,470 0 28,314
HANESBRANDS INC COM 410345102 9,961 600,085 SH   DFND   534,661 0 65,424
HANMI FINL CORP COM NEW 410495204 5,144 217,244 SH   DFND   217,244 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,042 38,445 SH   DFND   34,678 0 3,767
HANOVER INS GROUP INC COM 410867105 15,263 116,455 SH   DFND   101,962 0 14,493
HANOVER INS GROUP INC COM 410867105 120 919 SH   OTR 3 919 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 1,119 75,380 SH   DFND   75,380 0 0
HARLEY DAVIDSON INC COM 412822108 12,366 329,323 SH   DFND   267,370 0 61,953
HARMONIC INC COM 413160102 485 41,270 SH   DFND   41,270 0 0
HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 12,832 3,122,131 SH   DFND   3,122,131 0 0
HARPOON THERAPEUTICS INC COM 41358P106 223 29,487 SH   DFND   29,487 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,911 42,167 SH   OTR 2 42,167 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 48,129 697,112 SH   DFND   407,612 0 289,500
HARVARD BIOSCIENCE INC COM 416906105 2,519 357,242 SH   DFND   357,242 0 0
HASBRO INC COM 418056107 33,141 328,194 SH   DFND   52,014 0 276,180
HAVERTY FURNITURE COS INC COM 419596101 1,120 36,634 SH   DFND   26,760 0 9,874
HAWAIIAN ELEC INDUSTRIES COM 419870100 15,214 366,611 SH   DFND   352,720 0 13,891
HAWKINS INC COM 420261109 1,535 38,909 SH   DFND   34,381 0 4,528
HAYNES INTERNATIONAL INC COM NEW 420877201 2,208 54,743 SH   DFND   54,743 0 0
HCA HEALTHCARE INC COM 40412C101 1,353 5,267 SH   OTR 2 5,267 0 0
HCA HEALTHCARE INC COM 40412C101 22,881 89,059 SH   DFND   54,685 0 34,374
HEALTHCARE RLTY TR COM 421946104 11,610 366,950 SH   DFND   337,640 0 29,310
HEALTHCARE SVCS GROUP INC COM 421906108 38,884 2,218,136 SH   DFND   2,022,141 0 195,995
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,547 136,172 SH   DFND   118,539 0 17,633
HEALTHPEAK PROPERTIES INC COM 42250P103 982 27,278 SH   DFND   27,278 0 0
HEALTHSTREAM INC COM 42222N103 1,727 65,508 SH   DFND   65,508 0 0
HEARTLAND EXPRESS INC COM 422347104 2,261 134,415 SH   DFND   134,415 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,982 58,919 SH   DFND   55,921 0 2,998
HECLA MNG CO COM 422704106 1,309 250,769 SH   DFND   250,769 0 0
HEICO CORP NEW COM 422806109 10,646 73,818 SH   DFND   10,717 0 63,101
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,539 58,057 SH   DFND   54,787 0 3,270
HELEN OF TROY LTD COM G4388N106 2,146 8,778 SH   DFND   5,816 0 2,962
HELIOS TECHNOLOGIES INC COM 42328H109 505 4,806 SH   DFND   4,806 0 0
HELMERICH & PAYNE INC COM 423452101 593 25,021 SH   DFND   25,021 0 0
HENRY JACK & ASSOC INC COM 426281101 41,322 247,450 SH   DFND   85,807 0 161,643
HENRY SCHEIN INC COM 806407102 44,246 570,694 SH   DFND   236,278 0 334,416
HERC HLDGS INC COM 42704L104 1,579 10,086 SH   DFND   9,287 0 799
HERITAGE COMM CORP COM 426927109 165 13,801 SH   DFND   13,801 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 1,306 40,792 SH   DFND   40,792 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,530 62,610 SH   DFND   62,610 0 0
HERITAGE INSURANCE HLDGS INC COM 42727J102 975 165,784 SH   DFND   161,013 0 4,771
HERSHEY CO COM 427866108 160,202 837,879 SH   DFND   596,059 0 241,820
HESKA CORP COM RESTRC NEW 42805E306 423 2,317 SH   DFND   2,317 0 0
HESS CORP COM 42809H107 11,777 159,537 SH   DFND   159,470 0 67
HEWLETT PACKARD ENTERPRISE C COM 42824C109 15,460 980,353 SH   DFND   908,582 0 71,771
HIBBETT INC COM 428567101 1,352 18,801 SH   DFND   16,886 0 1,915
HIGHWOODS PPTYS INC COM 431284108 12,100 271,372 SH   DFND   245,133 0 26,239
HILLENBRAND INC COM 431571108 2,091 40,223 SH   DFND   37,198 0 3,025
HILLTOP HOLDINGS INC COM 432748101 3,042 86,561 SH   DFND   79,745 0 6,816
HILTON GRAND VACATIONS INC COM 43283X105 630 12,223 SH   DFND   12,223 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 10,428 66,856 SH   DFND   58,868 0 7,988
HNI CORP COM 404251100 1,142 27,155 SH   DFND   19,999 0 7,156
HOLLYFRONTIER CORP COM 436106108 39,333 1,199,914 SH   DFND   1,088,492 0 111,422
HOLOGIC INC COM 436440101 69,492 907,677 SH   DFND   519,581 0 388,096
HOLOGIC INC COM 436440101 3,495 45,649 SH   OTR 2 45,649 0 0
HOME BANCSHARES INC COM 436893200 3,588 147,357 SH   DFND   132,128 0 15,229
HOME DEPOT INC COM 437076102 48 117 SH   OTR 3 117 0 0
HOME DEPOT INC COM 437076102 418,567 1,019,030 SH   DFND   644,404 0 374,626
HOME DEPOT INC COM 437076102 496 1,207 SH   OTR 2 1,207 0 0
HOMESTREET INC COM 43785V102 3,948 75,922 SH   DFND   56,541 0 19,381
HOMETRUST BANCSHARES INC COM 437872104 2,152 69,463 SH   DFND   69,463 0 0
HONEYWELL INTL INC COM 438516106 68,965 333,430 SH   DFND   279,435 0 53,995
HOOKER FURNISHINGS CORPORATI COM 439038100 334 14,340 SH   DFND   14,340 0 0
HOPE BANCORP INC COM 43940T109 1,855 126,073 SH   DFND   126,073 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,276 32,964 SH   DFND   32,964 0 0
HORIZON BANCORP INC COM 440407104 2,034 97,563 SH   DFND   97,563 0 0
HORIZON THERAPEUTICS PUB L SHS G46188101 19,592 181,808 SH   DFND   140,617 0 41,191
HORMEL FOODS CORP COM 440452100 104,307 2,147,553 SH   DFND   1,332,896 0 814,657
HOST HOTELS & RESORTS INC COM 44107P104 664 38,195 SH   DFND   38,195 0 0
HOSTESS BRANDS INC CL A 44109J106 1,213 59,418 SH   DFND   59,418 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,747 170,642 SH   DFND   170,642 0 0
HOULIHAN LOKEY INC CL A 441593100 1,552 14,992 SH   DFND   13,483 0 1,509
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 1,733 13,613 SH   DFND   13,613 0 0
HOWMET AEROSPACE INC COM 443201108 9,754 307,610 SH   DFND   276,649 0 30,961
HP INC COM 40434L105 123,993 3,291,569 SH   DFND   2,077,953 0 1,213,616
HP INC COM 40434L105 596 15,817 SH   OTR 3 15,817 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 113 3,029 SH   OTR 3 3,029 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 11,582 310,178 SH   DFND   150,737 0 159,441
HUB GROUP INC CL A 443320106 3,400 40,357 SH   DFND   28,213 0 12,144
HUBBELL INC COM 443510607 30,012 144,650 SH   DFND   135,620 0 9,030
HUBSPOT INC COM 443573100 9,050 13,730 SH   DFND   12,858 0 872
HUDSON PAC PPTYS INC COM 444097109 17,877 723,462 SH   DFND   656,603 0 66,859
HUMANA INC COM 444859102 38,406 82,797 SH   DFND   45,710 0 37,087
HUNT J B TRANS SVCS INC COM 445658107 81,357 401,009 SH   DFND   214,631 0 186,378
HUNTINGTON INGALLS INDS INC COM 446413106 80,271 433,991 SH   DFND   388,473 0 45,518
HUNTSMAN CORP COM 447011107 48 1,371 SH   OTR 3 1,371 0 0
HUNTSMAN CORP COM 447011107 12,685 363,663 SH   DFND   340,842 0 22,821
HYATT HOTELS CORP COM CL A 448579102 2,481 26,010 SH   DFND   26,010 0 0
IAC INTERACTIVECORP NEW COM NEW 44891N208 12,214 93,440 SH   DFND   84,707 0 8,733
ICAD INC COM NEW 44934S206 127 17,654 SH   DFND   17,654 0 0
ICHOR HOLDINGS SHS G4740B105 1,272 27,636 SH   DFND   24,126 0 3,510
ICICI BANK LIMITED ADR 45104G104 11,602 586,242 SH   DFND   494,856 0 91,386
ICU MED INC COM 44930G107 18,949 79,839 SH   DFND   67,104 0 12,735
IDACORP INC COM 451107106 23,423 206,712 SH   DFND   190,039 0 16,673
IDEAYA BIOSCIENCES INC COM 45166A102 292 12,336 SH   DFND   12,336 0 0
IDEX CORP COM 45167R104 55,483 235,815 SH   DFND   63,934 0 171,881
IDEXX LABS INC COM 45168D104 46,332 70,364 SH   DFND   44,838 0 25,526
IDT CORP CL B NEW 448947507 368 8,334 SH   DFND   8,334 0 0
IES HLDGS INC COM 44951W106 1,140 22,515 SH   DFND   19,148 0 3,367
IHEARTMEDIA INC COM CL A 45174J509 1,936 92,002 SH   DFND   92,002 0 0
IHS MARKIT LTD SHS G47567105 14,000 105,801 SH   DFND   87,225 0 18,576
II-VI INC COM 902104108 4,344 63,676 SH   DFND   59,955 0 3,721
ILLINOIS TOOL WKS INC COM 452308109 205,688 838,757 SH   DFND   495,197 0 343,560
ILLUMINA INC COM 452327109 32,248 84,765 SH   DFND   83,588 0 1,177
IMMUNOGEN INC COM 45253H101 1,429 192,558 SH   DFND   192,558 0 0
IMPINJ INC COM 453204109 1,080 12,180 SH   DFND   12,180 0 0
INARI MED INC COM 45332Y109 653 7,154 SH   DFND   7,154 0 0
INCYTE CORP COM 45337C102 33,901 461,870 SH   DFND   331,306 0 130,564
INDEPENDENCE RLTY TR INC COM 45378A106 1,011 39,132 SH   DFND   39,132 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 3,058 128,120 SH   DFND   115,612 0 12,508
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,478 59,008 SH   DFND   59,008 0 0
INFOSYS LTD SPONSORED ADR 456788108 211,635 8,361,729 SH   DFND   3,866,838 0 4,494,891
INFOSYS LTD SPONSORED ADR 456788108 3,574 141,202 SH   OTR 3 141,202 0 0
INFRA AND ENERGY ALTRNTIVE I COM 45686J104 474 51,528 SH   DFND   51,528 0 0
INFUSYSTEM HLDGS INC COM 45685K102 694 40,775 SH   DFND   40,775 0 0
INGERSOLL RAND INC COM 45687V106 1,944 31,662 SH   DFND   31,662 0 0
INGEVITY CORP COM 45688C107 27 382 SH   OTR 3 382 0 0
INGEVITY CORP COM 45688C107 2,340 32,631 SH   DFND   32,631 0 0
INGLES MKTS INC CL A 457030104 5,062 58,630 SH   DFND   40,960 0 17,670
INGREDION INC COM 457187102 16,816 175,492 SH   DFND   165,609 0 9,883
INNOSPEC INC COM 45768S105 1,990 22,023 SH   DFND   22,023 0 0
INNOVATE CORP COM 45784J105 118 31,941 SH   DFND   31,941 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,085 4,126 SH   DFND   4,126 0 0
INNOVIVA INC COM 45781M101 2,245 130,168 SH   DFND   84,508 0 45,660
INOGEN INC COM 45780L104 2,024 59,541 SH   DFND   59,541 0 0
INOTIV INC COM 45783Q100 424 10,076 SH   DFND   10,076 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,528 14,337 SH   DFND   9,915 0 4,422
INSMED INC COM PAR $.01 457669307 778 28,553 SH   DFND   28,553 0 0
INSPERITY INC COM 45778Q107 6,684 57,283 SH   DFND   51,510 0 5,773
INSPIRE MED SYS INC COM 457730109 3,666 15,934 SH   DFND   15,195 0 739
INSTALLED BLDG PRODS INC COM 45780R101 216 1,547 SH   DFND   1,547 0 0
INSTEEL INDS INC COM 45774W108 2,812 70,643 SH   DFND   60,480 0 10,163
INSULET CORP COM 45784P101 1,641 6,168 SH   DFND   6,168 0 0
INTEGER HLDGS CORP COM 45826H109 2,229 26,037 SH   DFND   24,635 0 1,402
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5,727 85,488 SH   DFND   77,596 0 7,892
INTEL CORP COM 458140100 322,735 6,266,696 SH   DFND   3,442,656 0 2,824,040
INTEL CORP COM 458140100 9,709 188,523 SH   OTR 2 188,523 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 4,812 40,700 SH   DFND   40,700 0 0
INTER PARFUMS INC COM 458334109 346 3,240 SH   DFND   2,180 0 1,060
INTERCONTINENTAL EXCHANGE IN COM 45866F104 66,973 489,676 SH   DFND   379,163 0 110,513
INTERCONTINENTAL EXCHANGE IN COM 45866F104 686 5,017 SH   OTR 2 5,017 0 0
INTERCORP FINL SVCS INC SHS P5626F128 849 32,176 SH   DFND   0 0 32,176
INTERFACE INC COM 458665304 398 24,941 SH   DFND   24,941 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 17,896 422,183 SH   DFND   369,553 0 52,630
INTERNATIONAL BUSINESS MACHS COM 459200101 125,779 941,036 SH   DFND   611,334 0 329,702
INTERNATIONAL BUSINESS MACHS COM 459200101 4,608 34,474 SH   OTR 2 34,474 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,199 76,063 SH   DFND   76,063 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 1,578 98,876 SH   DFND   98,876 0 0
INTERNATIONAL PAPER CO COM 460146103 111,516 2,385,361 SH   DFND   1,742,747 0 642,614
INTERNATIONAL PAPER CO COM 460146103 469 10,025 SH   OTR 2 10,025 0 0
INTERPUBLIC GROUP COS INC COM 460690100 18,014 481,011 SH   DFND   447,448 0 33,563
INTERSECT ENT INC COM 46071F103 798 29,223 SH   DFND   29,223 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 446 8,522 SH   DFND   8,522 0 0
INTREPID POTASH INC COM 46121Y201 1,476 34,548 SH   DFND   34,548 0 0
INTUIT COM 461202103 186,583 291,208 SH   DFND   236,713 0 54,495
INTUITIVE SURGICAL INC COM NEW 46120E602 115,048 320,199 SH   DFND   289,359 0 30,840
INVACARE CORP COM 461203101 389 143,085 SH   DFND   143,085 0 0
INVESCO LTD SHS G491BT108 31,778 1,380,438 SH   DFND   1,066,792 0 313,646
INVESTORS BANCORP INC NEW COM 46146L101 1,724 113,812 SH   DFND   113,812 0 0
INVITATION HOMES INC COM 46187W107 8,936 197,095 SH   DFND   154,637 0 42,458
IPG PHOTONICS CORP COM 44980X109 19,446 112,966 SH   DFND   6,437 0 106,529
IPG PHOTONICS CORP COM 44980X109 108 629 SH   OTR 3 629 0 0
IQVIA HLDGS INC COM 46266C105 67,448 239,059 SH   DFND   131,831 0 107,228
IRHYTHM TECHNOLOGIES INC COM 450056106 675 5,736 SH   DFND   5,736 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,376 33,334 SH   DFND   33,334 0 0
IRON MTN INC NEW COM 46284V101 1,683 32,165 SH   DFND   32,165 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 5,004 429,131 SH   DFND   401,545 0 27,586
ISHARES TR MSCI INDIA ETF 46429B598 814 17,751 SH   DFND   17,751 0 0
ISTAR INC COM 45031U101 1,599 61,918 SH   DFND   61,918 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 1,980 527,948 SH   DFND   527,948 0 0
ITERIS INC NEW COM 46564T107 378 94,414 SH   DFND   94,414 0 0
ITRON INC COM 465741106 477 6,967 SH   DFND   6,967 0 0
ITT INC COM 45073V108 6,112 59,935 SH   DFND   55,833 0 4,102
IVERIC BIO INC COM 46583P102 1,415 84,609 SH   DFND   84,609 0 0
J & J SNACK FOODS CORP COM 466032109 213 1,348 SH   DFND   377 0 971
JABIL INC COM 466313103 56,604 805,299 SH   DFND   712,964 0 92,335
JACK IN THE BOX INC COM 466367109 14,344 163,965 SH   DFND   151,458 0 12,507
JACOBS ENGR GROUP INC COM 469814107 3,886 27,994 SH   DFND   25,236 0 2,758
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 21,212 505,769 SH   DFND   417,971 0 87,798
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 19,343 151,827 SH   DFND   23,654 0 128,173
JBG SMITH PPTYS COM 46590V100 18,150 632,168 SH   DFND   554,763 0 77,405
JEFFERIES FINL GROUP INC COM 47233W109 45,676 1,177,204 SH   DFND   989,627 0 187,577
JELD-WEN HLDG INC COM 47580P103 1,015 38,497 SH   DFND   38,497 0 0
JETBLUE AWYS CORP COM 477143101 18,954 1,331,047 SH   DFND   1,201,283 0 129,764
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,919 63,513 SH   DFND   4,176 0 59,337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 679 4,422 SH   DFND   4,422 0 0
JOHNSON & JOHNSON COM 478160104 5,583 32,638 SH   OTR 2 32,638 0 0
JOHNSON & JOHNSON COM 478160104 505,240 2,953,412 SH   DFND   2,053,287 0 900,125
JOHNSON CTLS INTL PLC SHS G51502105 80,032 986,582 SH   DFND   759,991 0 226,591
JOHNSON OUTDOORS INC CL A 479167108 1,981 21,139 SH   DFND   13,326 0 7,813
JOINT CORP COM 47973J102 1,209 18,411 SH   DFND   16,478 0 1,933
JONES LANG LASALLE INC COM 48020Q107 11,583 43,005 SH   DFND   29,789 0 13,216
JOUNCE THERAPEUTICS INC COM 481116101 1,348 161,426 SH   DFND   161,426 0 0
JPMORGAN CHASE & CO COM 46625H100 379,755 2,398,203 SH   DFND   1,456,403 0 941,800
JPMORGAN CHASE & CO COM 46625H100 8,928 56,384 SH   OTR 2 56,384 0 0
JUNIPER NETWORKS INC COM 48203R104 4,620 129,952 SH   DFND   113,694 0 16,258
KADANT INC COM 48282T104 1,075 4,666 SH   DFND   2,074 0 2,592
KAMAN CORP COM 483548103 1,213 28,112 SH   DFND   28,112 0 0
KAR AUCTION SVCS INC COM 48238T109 613 39,542 SH   DFND   39,542 0 0
KB HOME COM 48666K109 2,526 56,900 SH   DFND   53,904 0 2,996
KBR INC COM 48242W106 3,154 67,094 SH   DFND   67,094 0 0
KE HLDGS INC SPONSORED ADS 482497104 282 14,003 SH   OTR 3 14,003 0 0
KE HLDGS INC SPONSORED ADS 482497104 15,492 770,003 SH   DFND   304,535 0 465,468
KEARNY FINL CORP MD COM 48716P108 2,333 176,057 SH   DFND   176,057 0 0
KELLOGG CO COM 487836108 8,262 129,208 SH   DFND   116,868 0 12,340
KELLY SVCS INC CL A 488152208 1,469 87,593 SH   DFND   81,663 0 5,930
KEMPER CORP COM 488401100 3,443 58,568 SH   DFND   55,759 0 2,809
KEMPHARM INC COM NEW 488445206 526 60,432 SH   DFND   60,432 0 0
KENNAMETAL INC COM 489170100 2,619 73,147 SH   DFND   73,147 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 3,514 147,137 SH   DFND   147,137 0 0
KEURIG DR PEPPER INC COM 49271V100 1,008 27,348 SH   DFND   22,566 0 4,782
KEYCORP COM 493267108 10,079 435,758 SH   DFND   432,187 0 3,571
KEYSIGHT TECHNOLOGIES INC COM 49338L103 200 967 SH   OTR 3 967 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 74,094 358,789 SH   DFND   236,284 0 122,505
KEZAR LIFE SCIENCES INC COM 49372L100 172 10,259 SH   DFND   10,259 0 0
KFORCE INC COM 493732101 4,778 63,523 SH   DFND   58,824 0 4,699
KILROY RLTY CORP COM 49427F108 27,403 412,330 SH   DFND   334,010 0 78,320
KIMBALL ELECTRONICS INC COM 49428J109 1,573 72,271 SH   DFND   63,335 0 8,936
KIMBALL INTL INC CL B 494274103 945 92,360 SH   DFND   79,627 0 12,733
KIMBERLY-CLARK CORP COM 494368103 29,409 207,191 SH   DFND   155,380 0 51,811
KIMCO RLTY CORP COM 49446R109 3,780 153,334 SH   DFND   120,439 0 32,895
KINDER MORGAN INC DEL COM 49456B101 1,033 65,270 SH   OTR 2 65,270 0 0
KINDER MORGAN INC DEL COM 49456B101 46,277 2,925,213 SH   DFND   2,181,233 0 743,980
KINROSS GOLD CORP COM 496902404 137 23,617 SH   DFND   23,617 0 0
KINSALE CAP GROUP INC COM 49714P108 3,645 15,323 SH   DFND   13,467 0 1,856
KINSALE CAP GROUP INC COM 49714P108 127 535 SH   OTR 3 535 0 0
KIRBY CORP COM 497266106 324 5,500 SH   DFND   5,500 0 0
KITE RLTY GROUP TR COM NEW 49803T300 956 43,894 SH   DFND   43,894 0 0
KLA CORP COM NEW 482480100 157,764 367,954 SH   DFND   174,877 0 193,077
KLA CORP COM NEW 482480100 3,822 8,915 SH   OTR 2 8,915 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 38,055 626,940 SH   DFND   528,298 0 98,642
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 301 4,958 SH   OTR 2 4,958 0 0
KNOWLES CORP COM 49926D109 1,350 57,817 SH   DFND   57,817 0 0
KOHLS CORP COM 500255104 42,426 858,996 SH   DFND   737,350 0 121,646
KOHLS CORP COM 500255104 25 508 SH   OTR 3 508 0 0
KONTOOR BRANDS INC COM 50050N103 1,704 33,258 SH   DFND   21,592 0 11,666
KOPIN CORP COM 500600101 78 18,951 SH   DFND   18,951 0 0
KORN FERRY COM NEW 500643200 3,983 52,598 SH   DFND   49,537 0 3,061
KOSMOS ENERGY LTD COM 500688106 486 140,431 SH   DFND   140,431 0 0
KRAFT HEINZ CO COM 500754106 16,949 476,086 SH   DFND   379,257 0 96,829
KRATON CORP COM 50077C106 532 11,492 SH   DFND   11,492 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 393 20,239 SH   DFND   20,239 0 0
KROGER CO COM 501044101 97,345 2,150,801 SH   DFND   1,551,824 0 598,977
KRONOS WORLDWIDE INC COM 50105F105 459 30,606 SH   DFND   30,606 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,672 27,626 SH   DFND   15,951 0 11,675
KURA SUSHI USA INC CL A COM 501270102 357 4,417 SH   DFND   4,417 0 0
KYNDRYL HLDGS INC COMMON STOCK 50155Q100 2,018 111,507 SH   DFND   103,505 0 8,002
L3HARRIS TECHNOLOGIES INC COM 502431109 18,104 85,202 SH   DFND   55,408 0 29,794
LA Z BOY INC COM 505336107 748 20,591 SH   DFND   15,154 0 5,437
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,025 9,626 SH   OTR 2 9,626 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 130,993 416,897 SH   DFND   201,782 0 215,115
LAKELAND FINL CORP COM 511656100 523 6,520 SH   DFND   6,520 0 0
LAM RESEARCH CORP COM 512807108 204,706 284,650 SH   DFND   155,327 0 129,323
LAM RESEARCH CORP COM 512807108 8,610 11,973 SH   OTR 2 11,973 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,719 14,170 SH   DFND   8,461 0 5,709
LAMB WESTON HLDGS INC COM 513272104 3,526 55,771 SH   DFND   45,244 0 10,527
LANCASTER COLONY CORP COM 513847103 3,425 20,732 SH   DFND   17,402 0 3,330
LANDEC CORP COM 514766104 677 60,983 SH   DFND   60,983 0 0
LANDS END INC NEW COM 51509F105 1,634 83,255 SH   DFND   83,255 0 0
LANDSTAR SYS INC COM 515098101 71,055 399,839 SH   DFND   363,228 0 36,611
LANTHEUS HLDGS INC COM 516544103 341 11,802 SH   DFND   11,802 0 0
LAREDO PETROLEUM INC COM 516806205 252 4,198 SH   DFND   4,198 0 0
LAS VEGAS SANDS CORP COM 517834107 7,081 188,115 SH   DFND   184,382 0 3,733
LATTICE SEMICONDUCTOR CORP COM 518415104 7,078 92,322 SH   DFND   79,792 0 12,530
LAUDER ESTEE COS INC CL A 518439104 171,079 464,523 SH   DFND   395,274 0 69,249
LAUDER ESTEE COS INC CL A 518439104 45 121 SH   OTR 3 121 0 0
LAUREATE EDUCATION INC COMMON STOCK 518613203 805 65,728 SH   DFND   65,728 0 0
LCI INDS COM 50189K103 777 4,985 SH   DFND   4,985 0 0
LEAR CORP COM NEW 521865204 16,447 89,898 SH   DFND   75,302 0 14,596
LEIDOS HOLDINGS INC COM 525327102 7,183 81,259 SH   DFND   79,990 0 1,269
LEMAITRE VASCULAR INC COM 525558201 1,075 21,401 SH   DFND   21,401 0 0
LENDINGCLUB CORP COM NEW 52603A208 2,189 90,513 SH   DFND   90,513 0 0
LENDINGTREE INC NEW COM 52603B107 884 7,209 SH   DFND   7,209 0 0
LENNAR CORP CL A 526057104 6,211 54,018 SH   OTR 2 54,018 0 0
LENNAR CORP CL A 526057104 83,252 724,053 SH   DFND   477,092 0 246,961
LENNOX INTL INC COM 526107107 3,488 10,752 SH   OTR 2 10,752 0 0
LENNOX INTL INC COM 526107107 104,540 322,297 SH   DFND   215,594 0 106,703
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 253 10,107 SH   DFND   10,107 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 470 119,274 SH   DFND   119,274 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 725 187,759 SH   DFND   11,153 0 176,606
LGI HOMES INC COM 50187T106 874 5,660 SH   DFND   4,273 0 1,387
LHC GROUP INC COM 50187A107 776 5,655 SH   DFND   5,655 0 0
LI AUTO INC SPONSORED ADS 50202M102 429 13,378 SH   OTR 3 13,378 0 0
LI AUTO INC SPONSORED ADS 50202M102 26,335 820,418 SH   DFND   375,380 0 445,038
LIBERTY BROADBAND CORP COM SER C 530307305 874 5,423 SH   DFND   5,423 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 18,773 668,331 SH   DFND   597,338 0 70,993
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 663 58,159 SH   DFND   58,159 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3,209 63,101 SH   DFND   39,031 0 24,070
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 122 56,448 SH   DFND   56,448 0 0
LIFE STORAGE INC COM 53223X107 31,660 207,607 SH   DFND   184,964 0 22,643
LIFETIME BRANDS INC COM 53222Q103 229 14,328 SH   DFND   14,328 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 342 2,216 SH   DFND   2,216 0 0
LILLY ELI & CO COM 532457108 269,949 977,296 SH   DFND   614,704 0 362,592
LINCOLN ELEC HLDGS INC COM 533900106 9,571 68,731 SH   DFND   63,618 0 5,113
LINCOLN NATL CORP IND COM 534187109 12,133 177,748 SH   DFND   147,898 0 29,850
LINDE PLC SHS G5494J103 45,534 132,309 SH   DFND   98,331 0 33,978
LINDSAY CORP COM 535555106 1,360 8,945 SH   DFND   7,254 0 1,691
LINEAGE CELL THERAPEUTICS IN COM 53566P109 100 40,688 SH   DFND   40,688 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 734 45,513 SH   DFND   45,513 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 292 19,005 SH   DFND   19,005 0 0
LIQUIDITY SVCS INC COM 53635B107 381 17,245 SH   DFND   17,245 0 0
LITHIA MTRS INC COM 536797103 154 521 SH   OTR 3 521 0 0
LITHIA MTRS INC COM 536797103 43,401 146,691 SH   DFND   118,144 0 28,547
LITTELFUSE INC COM 537008104 7,126 22,767 SH   DFND   21,391 0 1,376
LIVANOVA PLC SHS G5509L101 1,961 22,431 SH   DFND   22,431 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 8,755 73,147 SH   DFND   68,033 0 5,114
LIVE OAK BANCSHARES INC COM 53803X105 690 7,902 SH   DFND   7,902 0 0
LIVENT CORP COM 53814L108 515 21,112 SH   DFND   21,112 0 0
LIVEONE INC COM 53814X102 488 381,353 SH   DFND   381,353 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 106 125,000 PRN   DFND   125,000 0 0
LIVERAMP HLDGS INC COM 53815P108 3,775 78,728 SH   DFND   73,584 0 5,144
LKQ CORP COM 501889208 1,035 17,436 SH   OTR 2 17,436 0 0
LKQ CORP COM 501889208 44,563 750,983 SH   DFND   622,383 0 128,600
LL FLOORING HOLDINGS INC COM 55003T107 615 36,013 SH   DFND   36,013 0 0
LOCKHEED MARTIN CORP COM 539830109 57,767 162,536 SH   DFND   150,431 0 12,105
LOEWS CORP COM 540424108 3,105 53,759 SH   DFND   53,759 0 0
LOUISIANA PAC CORP COM 546347105 30,781 397,744 SH   DFND   319,824 0 77,920
LOUISIANA PAC CORP COM 546347105 84 1,084 SH   OTR 3 1,084 0 0
LOVESAC COMPANY COM 54738L109 509 7,677 SH   DFND   7,677 0 0
LOWES COS INC COM 548661107 210,247 819,644 SH   DFND   578,725 0 240,919
LOWES COS INC COM 548661107 194 756 SH   OTR 3 756 0 0
LOWES COS INC COM 548661107 8,106 31,603 SH   OTR 2 31,603 0 0
LOYALTY VENTURES INC COMMON STOCK 54911Q107 349 11,682 SH   DFND   7,562 0 4,120
LPL FINL HLDGS INC COM 50212V100 6,992 43,676 SH   DFND   39,888 0 3,788
LULULEMON ATHLETICA INC COM 550021109 51,349 131,176 SH   DFND   118,665 0 12,511
LUMEN TECHNOLOGIES INC COM 550241103 455 36,217 SH   DFND   30,322 0 5,895
LUMENTUM HLDGS INC COM 55024U109 13,273 125,485 SH   DFND   114,725 0 10,760
LUNA INNOVATIONS INC COM 550351100 213 25,184 SH   DFND   25,184 0 0
LUXFER HOLDINGS PLC SHS G5698W116 857 44,368 SH   DFND   44,368 0 0
LXP INDUSTRIAL TRUST COM 529043101 1,341 85,852 SH   DFND   70,936 0 14,916
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 99 1,071 SH   OTR 3 1,071 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 82,306 892,398 SH   DFND   684,735 0 207,663
M & T BK CORP COM 55261F104 411 2,678 SH   OTR 2 2,678 0 0
M & T BK CORP COM 55261F104 31,029 202,039 SH   DFND   87,709 0 114,330
M D C HLDGS INC COM 552676108 5,487 98,275 SH   DFND   88,456 0 9,819
M/I HOMES INC COM 55305B101 3,010 48,410 SH   DFND   40,981 0 7,429
MACERICH CO COM 554382101 3,956 228,958 SH   DFND   218,737 0 10,221
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,519 44,946 SH   DFND   44,946 0 0
MACROGENICS INC COM 556099109 333 20,733 SH   DFND   20,733 0 0
MACYS INC COM 55616P104 14,940 570,653 SH   DFND   468,937 0 101,716
MADDEN STEVEN LTD COM 556269108 1,150 24,737 SH   DFND   18,208 0 6,529
MAGELLAN HEALTH INC COM NEW 559079207 1,029 10,834 SH   DFND   10,834 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 107 24,266 SH   DFND   24,266 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 1,784 94,520 SH   DFND   94,520 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 190 62,235 SH   DFND   62,235 0 0
MALIBU BOATS INC COM CL A 56117J100 876 12,749 SH   DFND   9,566 0 3,183
MANDIANT INC COM 562662106 891 50,791 SH   DFND   49,781 0 1,010
MANHATTAN ASSOCIATES INC COM 562750109 26,838 172,602 SH   DFND   148,454 0 24,148
MANITOWOC CO INC COM NEW 563571405 1,745 93,888 SH   DFND   93,888 0 0
MANNKIND CORP COM NEW 56400P706 215 49,277 SH   DFND   49,277 0 0
MANPOWERGROUP INC WIS COM 56418H100 63,487 652,287 SH   DFND   562,281 0 90,006
MANTECH INTERNATIONAL CORP CL A 564563104 410 5,616 SH   DFND   5,616 0 0
MARATHON DIGITAL HOLDINGS IN COM 565788106 1,482 45,097 SH   DFND   45,097 0 0
MARATHON OIL CORP COM 565849106 47,172 2,872,850 SH   DFND   2,765,024 0 107,826
MARATHON PETE CORP COM 56585A102 5,239 81,869 SH   DFND   81,083 0 786
MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 215 5,132 SH   DFND   2,380 0 2,752
MARINEMAX INC COM 567908108 2,517 42,634 SH   DFND   29,111 0 13,523
MARKEL CORP COM 570535104 196 159 SH   OTR 3 159 0 0
MARKEL CORP COM 570535104 9,199 7,455 SH   OTR 2 7,455 0 0
MARKEL CORP COM 570535104 71,455 57,905 SH   DFND   35,047 0 22,858
MARKETAXESS HLDGS INC COM 57060D108 2,628 6,389 SH   DFND   6,389 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,166 13,108 SH   DFND   13,108 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 24,025 142,175 SH   DFND   125,914 0 16,261
MARSH & MCLENNAN COS INC COM 571748102 54,336 313,428 SH   DFND   253,036 0 60,392
MARTEN TRANS LTD COM 573075108 2,128 124,001 SH   DFND   124,001 0 0
MARTIN MARIETTA MATLS INC COM 573284106 35,845 82,392 SH   DFND   24,243 0 58,149
MARVELL TECHNOLOGY INC COM 573874104 4,748 54,270 SH   DFND   54,270 0 0
MASCO CORP COM 574599106 38,675 555,594 SH   DFND   286,986 0 268,608
MASIMO CORP COM 574795100 15,023 51,313 SH   DFND   51,313 0 0
MASONITE INTL CORP COM 575385109 1,071 9,084 SH   DFND   9,084 0 0
MASTEC INC COM 576323109 10,575 114,673 SH   DFND   96,312 0 18,361
MASTERCARD INCORPORATED CL A 57636Q104 6,295 17,518 SH   OTR 2 17,518 0 0
MASTERCARD INCORPORATED CL A 57636Q104 161,922 450,634 SH   DFND   332,462 0 118,172
MASTERCRAFT BOAT HLDGS INC COM 57637H103 922 32,550 SH   DFND   32,550 0 0
MATADOR RES CO COM 576485205 4,179 113,202 SH   DFND   113,202 0 0
MATCH GROUP INC NEW COM 57667L107 7,331 55,435 SH   DFND   29,180 0 26,255
MATERION CORP COM 576690101 244 2,656 SH   DFND   2,656 0 0
MATSON INC COM 57686G105 6,537 72,606 SH   DFND   50,036 0 22,570
MATTEL INC COM 577081102 16,139 748,585 SH   DFND   642,336 0 106,249
MATTHEWS INTL CORP CL A 577128101 948 25,852 SH   DFND   25,852 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 277 9,368 SH   DFND   9,368 0 0
MAXIMUS INC COM 577933104 18,250 229,069 SH   DFND   203,180 0 25,889
MAXLINEAR INC COM 57776J100 3,188 42,287 SH   DFND   38,707 0 3,580
MBIA INC COM 55262C100 449 28,444 SH   DFND   28,444 0 0
MCAFEE CORP COM CL A 579063108 3,629 140,698 SH   DFND   69,560 0 71,138
MCCORMICK & CO INC COM NON VTG 579780206 33,808 353,311 SH   DFND   241,027 0 112,284
MCDONALDS CORP COM 580135101 1,521 5,689 SH   OTR 2 5,689 0 0
MCDONALDS CORP COM 580135101 128,559 480,865 SH   DFND   258,560 0 222,305
MCGRATH RENTCORP COM 580589109 1,160 14,447 SH   DFND   14,447 0 0
MCKESSON CORP COM 58155Q103 9,140 36,769 SH   OTR 2 36,769 0 0
MCKESSON CORP COM 58155Q103 152,760 614,555 SH   DFND   359,246 0 255,309
MDU RES GROUP INC COM 552690109 56,900 1,845,617 SH   DFND   1,710,275 0 135,342
MEDICAL PPTYS TRUST INC COM 58463J304 937 39,849 SH   DFND   39,849 0 0
MEDIFAST INC COM 58470H101 2,466 11,776 SH   DFND   10,450 0 1,326
MEDNAX INC COM 58502B106 644 23,705 SH   DFND   23,705 0 0
MEDPACE HLDGS INC COM 58506Q109 24,635 113,190 SH   DFND   97,631 0 15,559
MEDTRONIC PLC SHS G5960L103 141,438 1,367,210 SH   DFND   805,133 0 562,077
MERCADOLIBRE INC COM 58733R102 677 502 SH   DFND   502 0 0
MERCANTILE BK CORP COM 587376104 1,716 48,980 SH   DFND   48,980 0 0
MERCER INTL INC COM 588056101 144 12,035 SH   DFND   12,035 0 0
MERCHANTS BANCORP IND COM 58844R108 1,865 39,403 SH   DFND   29,764 0 9,639
MERCK & CO INC COM 58933Y105 290,054 3,784,635 SH   DFND   1,710,373 0 2,074,262
MERCK & CO INC COM 58933Y105 7,459 97,328 SH   OTR 2 97,328 0 0
MERCURY GENL CORP NEW COM 589400100 21,605 407,342 SH   DFND   360,179 0 47,163
MERCURY GENL CORP NEW COM 589400100 296 5,587 SH   OTR 3 5,587 0 0
MERCURY SYS INC COM 589378108 7,146 129,785 SH   DFND   125,575 0 4,210
MERIDIAN BIOSCIENCE INC COM 589584101 329 16,130 SH   DFND   16,130 0 0
MERIT MED SYS INC COM 589889104 1,770 28,412 SH   DFND   28,412 0 0
MERITAGE HOMES CORP COM 59001A102 4,674 38,295 SH   DFND   34,954 0 3,341
MERITOR INC COM 59001K100 1,607 64,838 SH   DFND   58,586 0 6,252
MESA AIR GROUP INC COM NEW 590479135 407 72,723 SH   DFND   72,723 0 0
META FINL GROUP INC COM 59100U108 912 15,282 SH   DFND   9,816 0 5,466
META PLATFORMS INC CL A 30303M102 12,371 36,779 SH   OTR 2 36,779 0 0
META PLATFORMS INC CL A 30303M102 664,151 1,974,584 SH   DFND   1,147,247 0 827,337
METHODE ELECTRS INC COM 591520200 2,733 55,574 SH   DFND   45,539 0 10,035
METLIFE INC COM 59156R108 1,662 26,592 SH   OTR 2 26,592 0 0
METLIFE INC COM 59156R108 28,801 460,882 SH   DFND   321,374 0 139,508
METROPOLITAN BK HLDG CORP COM 591774104 675 6,335 SH   DFND   6,335 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 185,953 109,564 SH   DFND   59,036 0 50,528
MFA FINL INC COM 55272X102 363 79,655 SH   DFND   79,655 0 0
MGIC INVT CORP WIS COM 552848103 2,032 141,093 SH   DFND   95,978 0 45,115
MGM RESORTS INTERNATIONAL COM 552953101 1,749 38,975 SH   OTR 2 38,975 0 0
MGM RESORTS INTERNATIONAL COM 552953101 26,114 581,853 SH   DFND   469,328 0 112,525
MGP INGREDIENTS INC NEW COM 55303J106 636 7,484 SH   DFND   5,755 0 1,729
MICROCHIP TECHNOLOGY INC. COM 595017104 18,682 214,582 SH   DFND   166,649 0 47,933
MICRON TECHNOLOGY INC COM 595112103 163,157 1,751,547 SH   DFND   863,054 0 888,493
MICROSOFT CORP COM 594918104 1,911,447 5,683,419 SH   DFND   3,151,189 0 2,532,230
MICROSOFT CORP COM 594918104 43,431 129,135 SH   OTR 2 129,135 0 0
MICROSTRATEGY INC CL A NEW 594972408 773 1,419 SH   DFND   1,419 0 0
MICROVISION INC DEL COM NEW 594960304 140 28,007 SH   DFND   28,007 0 0
MID-AMER APT CMNTYS INC COM 59522J103 10,450 45,604 SH   DFND   42,330 0 3,274
MIDDLEBY CORP COM 596278101 4,617 23,465 SH   DFND   17,873 0 5,592
MIDDLESEX WTR CO COM 596680108 433 3,602 SH   DFND   3,602 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,708 109,253 SH   DFND   101,545 0 7,708
MILLER INDS INC TENN COM NEW 600551204 842 25,215 SH   DFND   25,215 0 0
MILLERKNOLL INC COM 600544100 2,529 64,812 SH   DFND   64,812 0 0
MIMECAST LTD ORD SHS G14838109 1,647 20,700 SH   DFND   20,700 0 0
MINERALS TECHNOLOGIES INC COM 603158106 13,377 183,647 SH   DFND   168,247 0 15,400
MISTRAS GROUP INC COM 60649T107 161 21,704 SH   DFND   21,704 0 0
MITEK SYS INC COM NEW 606710200 734 41,375 SH   DFND   41,375 0 0
MKS INSTRS INC COM 55306N104 19,915 114,341 SH   DFND   92,600 0 21,741
MOBILE TELESYSTEMS PUB JT ST SPONSORED ADR 607409109 18,895 2,376,791 SH   DFND   870,725 0 1,506,066
MODERNA INC COM 60770K107 901 3,603 SH   OTR 2 3,603 0 0
MODERNA INC COM 60770K107 128,617 514,447 SH   DFND   325,799 0 188,648
MODINE MFG CO COM 607828100 948 93,908 SH   DFND   93,908 0 0
MODIVCARE INC COM 60783X104 1,618 10,911 SH   DFND   9,274 0 1,637
MOELIS & CO CL A 60786M105 3,980 63,662 SH   DFND   63,662 0 0
MOHAWK INDS INC COM 608190104 57,768 321,110 SH   DFND   203,150 0 117,960
MOHAWK INDS INC COM 608190104 3,057 16,990 SH   OTR 2 16,990 0 0
MOLINA HEALTHCARE INC COM 60855R100 824 2,591 SH   OTR 2 2,591 0 0
MOLINA HEALTHCARE INC COM 60855R100 126,565 397,903 SH   DFND   299,329 0 98,574
MOLSON COORS BEVERAGE CO CL B 60871R209 23,659 515,773 SH   DFND   453,027 0 62,746
MOMENTIVE GLOBAL INC COM 60878Y108 1,276 60,324 SH   DFND   60,324 0 0
MONARCH CASINO & RESORT INC COM 609027107 519 7,024 SH   DFND   7,024 0 0
MONDELEZ INTL INC CL A 609207105 80,910 1,229,733 SH   DFND   909,573 0 320,160
MONEYGRAM INTL INC COM NEW 60935Y208 91 11,563 SH   DFND   11,563 0 0
MONGODB INC CL A 60937P106 3,473 6,560 SH   DFND   3,484 0 3,076
MONMOUTH REAL ESTATE INVT CO CL A 609720107 375 17,830 SH   DFND   17,830 0 0
MONOLITHIC PWR SYS INC COM 609839105 65,916 133,614 SH   DFND   64,987 0 68,627
MONSTER BEVERAGE CORP NEW COM 61174X109 134,754 1,411,481 SH   DFND   882,076 0 529,405
MOODYS CORP COM 615369105 10,182 26,068 SH   DFND   19,445 0 6,623
MORGAN STANLEY COM NEW 617446448 50,316 512,587 SH   DFND   332,640 0 179,947
MORNINGSTAR INC COM 617700109 4,007 11,734 SH   DFND   9,965 0 1,769
MOSAIC CO NEW COM 61945C103 512 13,028 SH   OTR 2 13,028 0 0
MOSAIC CO NEW COM 61945C103 75,748 1,927,910 SH   DFND   1,541,463 0 386,447
MOSAIC CO NEW COM 61945C103 604 15,373 SH   OTR 3 15,373 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 97,509 360,089 SH   DFND   254,770 0 105,319
MOTOROLA SOLUTIONS INC COM NEW 620076307 56 206 SH   OTR 3 206 0 0
MOVADO GROUP INC COM 624580106 1,708 40,827 SH   DFND   33,850 0 6,977
MR COOPER GROUP INC COM 62482R107 5,698 136,936 SH   DFND   122,742 0 14,194
MRC GLOBAL INC COM 55345K103 1,095 159,136 SH   DFND   159,136 0 0
MSA SAFETY INC COM 553498106 595 3,941 SH   DFND   2,895 0 1,046
MSC INDL DIRECT INC CL A 553530106 35,040 417,743 SH   DFND   394,274 0 23,469
MSCI INC COM 55354G100 9,541 15,603 SH   DFND   13,383 0 2,220
MUELLER INDS INC COM 624756102 6,017 101,360 SH   DFND   97,380 0 3,980
MUELLER WTR PRODS INC COM SER A 624758108 2,261 156,986 SH   DFND   156,986 0 0
MURPHY OIL CORP COM 626717102 2,241 85,827 SH   DFND   77,940 0 7,887
MURPHY USA INC COM 626755102 89 447 SH   OTR 3 447 0 0
MURPHY USA INC COM 626755102 24,785 124,397 SH   DFND   112,259 0 12,138
MUSTANG BIO INC COM 62818Q104 20 11,798 SH   DFND   11,798 0 0
MVB FINL CORP COM 553810102 323 7,789 SH   DFND   7,789 0 0
MYERS INDS INC COM 628464109 455 22,744 SH   DFND   22,744 0 0
MYOVANT SCIENCES LTD COM G637AM102 286 18,370 SH   DFND   18,370 0 0
MYR GROUP INC DEL COM 55405W104 5,224 47,253 SH   DFND   36,926 0 10,327
MYRIAD GENETICS INC COM 62855J104 2,597 94,077 SH   DFND   94,077 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 344 8,137 SH   DFND   8,137 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 275 5,500 SH   DFND   5,500 0 0
NASDAQ INC COM 631103108 17,697 84,543 SH   DFND   73,185 0 11,358
NATIONAL BEVERAGE CORP COM 635017106 1,325 29,237 SH   DFND   25,587 0 3,650
NATIONAL BK HLDGS CORP CL A 633707104 1,407 32,017 SH   DFND   32,017 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 1,013 107,184 SH   DFND   107,184 0 0
NATIONAL FUEL GAS CO COM 636180101 16,259 254,291 SH   DFND   197,946 0 56,345
NATIONAL HEALTH INVS INC COM 63633D104 1,783 31,033 SH   DFND   28,197 0 2,836
NATIONAL HEALTHCARE CORP COM 635906100 2,266 33,353 SH   DFND   21,933 0 11,420
NATIONAL INSTRS CORP COM 636518102 2,396 54,862 SH   DFND   50,319 0 4,543
NATIONAL INSTRS CORP COM 636518102 85 1,951 SH   OTR 3 1,951 0 0
NATIONAL PRESTO INDS INC COM 637215104 1,098 13,389 SH   DFND   13,389 0 0
NATIONAL RESH CORP COM NEW 637372202 507 12,200 SH   DFND   12,200 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 18,382 382,404 SH   DFND   294,725 0 87,679
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 11,254 162,821 SH   DFND   153,973 0 8,848
NATIONAL VISION HLDGS INC COM 63845R107 731 15,233 SH   DFND   15,233 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 871 4,060 SH   DFND   1,530 0 2,530
NATURAL GROCERS BY VITAMIN C COM 63888U108 288 20,228 SH   DFND   20,228 0 0
NATURES SUNSHINE PRODS INC COM 639027101 1,132 61,176 SH   DFND   61,176 0 0
NATUS MED INC DEL COM 639050103 1,524 64,216 SH   DFND   64,216 0 0
NAVIENT CORPORATION COM 63938C108 19,281 908,627 SH   DFND   788,004 0 120,623
NBT BANCORP INC COM 628778102 2,616 67,906 SH   DFND   64,094 0 3,812
NCR CORP NEW COM 62886E108 11,932 296,814 SH   DFND   261,621 0 35,193
NEENAH INC COM 640079109 421 9,101 SH   DFND   9,101 0 0
NELNET INC CL A 64031N108 3,298 33,765 SH   DFND   23,751 0 10,014
NEOGEN CORP COM 640491106 1,540 33,916 SH   DFND   33,916 0 0
NEOGENOMICS INC COM NEW 64049M209 466 13,660 SH   DFND   13,660 0 0
NEOPHOTONICS CORP COM 64051T100 428 27,871 SH   DFND   27,871 0 0
NETAPP INC COM 64110D104 95 1,032 SH   OTR 3 1,032 0 0
NETAPP INC COM 64110D104 28,743 312,454 SH   DFND   146,297 0 166,157
NETFLIX INC COM 64110L106 57,741 95,846 SH   DFND   79,965 0 15,881
NETGEAR INC COM 64111Q104 773 26,460 SH   DFND   5,897 0 20,563
NETSCOUT SYS INC COM 64115T104 15,078 455,806 SH   DFND   419,486 0 36,320
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,558 100,521 SH   DFND   51,633 0 48,888
NEURONETICS INC COM 64131A105 228 51,152 SH   DFND   51,152 0 0
NEVRO CORP COM 64157F103 615 7,591 SH   DFND   7,591 0 0
NEW JERSEY RES CORP COM 646025106 2,983 72,651 SH   DFND   72,651 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 447 41,732 SH   DFND   0 0 41,732
NEW YORK CMNTY BANCORP INC COM 649445103 5,861 480,007 SH   DFND   407,976 0 72,031
NEW YORK MTG TR INC COM PAR $.02 649604501 251 67,536 SH   DFND   67,536 0 0
NEW YORK TIMES CO CL A 650111107 17,933 372,744 SH   DFND   272,549 0 100,195
NEWAGE INC COM 650194103 49 48,028 SH   DFND   48,028 0 0
NEWELL BRANDS INC COM 651229106 6,172 285,340 SH   DFND   249,607 0 35,733
NEWMARK GROUP INC CL A 65158N102 2,870 153,464 SH   DFND   136,917 0 16,547
NEWMARKET CORP COM 651587107 33,696 98,318 SH   DFND   85,948 0 12,370
NEWMARKET CORP COM 651587107 255 745 SH   OTR 3 745 0 0
NEWMONT CORP COM 651639106 108 1,750 SH   OTR 3 1,750 0 0
NEWMONT CORP COM 651639106 92,904 1,509,650 SH   DFND   1,170,967 0 338,683
NEWMONT CORP COM 651639106 4,520 73,451 SH   OTR 2 73,451 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,001 340,326 SH   DFND   340,326 0 0
NEWS CORP NEW CL A 65249B109 4,519 202,573 SH   DFND   200,166 0 2,407
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,229 14,661 SH   DFND   14,661 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 14,461 95,781 SH   DFND   85,523 0 10,258
NEXTERA ENERGY INC COM 65339F101 139,551 1,503,301 SH   DFND   1,444,603 0 58,698
NEXTGEN HEALTHCARE INC COM 65343C102 2,689 151,159 SH   DFND   143,240 0 7,919
NGM BIOPHARMACEUTICALS INC COM 62921N105 194 10,975 SH   DFND   10,975 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 12,446 606,839 SH   DFND   539,777 0 67,062
NIKE INC CL B 654106103 204,592 1,227,526 SH   DFND   832,361 0 395,165
NIKE INC CL B 654106103 1,887 11,323 SH   OTR 2 11,323 0 0
NIO INC SPON ADS 62914V106 69,694 2,199,944 SH   DFND   998,069 0 1,201,875
NIO INC SPON ADS 62914V106 1,141 36,022 SH   OTR 3 36,022 0 0
NISOURCE INC COM 65473P105 10,302 373,664 SH   DFND   371,373 0 2,291
NIU TECHNOLOGIES ADS 65481N100 1,010 62,700 SH   DFND   3,666 0 59,034
NMI HLDGS INC CL A 629209305 664 30,400 SH   DFND   30,400 0 0
NN INC COM 629337106 883 215,354 SH   DFND   215,354 0 0
NOODLES & CO COM CL A 65540B105 750 82,681 SH   DFND   82,681 0 0
NORDSON CORP COM 655663102 4,491 17,673 SH   OTR 2 17,673 0 0
NORDSON CORP COM 655663102 68,320 268,851 SH   DFND   191,062 0 77,789
NORDSTROM INC COM 655664100 436 19,269 SH   DFND   15,232 0 4,037
NORFOLK SOUTHN CORP COM 655844108 6,237 21,107 SH   DFND   12,873 0 8,234
NORTHERN OIL AND GAS INC MN COM 665531307 393 19,076 SH   DFND   19,076 0 0
NORTHERN TR CORP COM 665859104 23,462 196,151 SH   DFND   93,479 0 102,672
NORTHERN TR CORP COM 665859104 1,407 11,761 SH   OTR 2 11,761 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,829 113,160 SH   DFND   113,160 0 0
NORTHROP GRUMMAN CORP COM 666807102 32,459 83,858 SH   DFND   83,166 0 692
NORTHWEST BANCSHARES INC MD COM 667340103 517 36,507 SH   DFND   36,507 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,550 31,778 SH   DFND   31,778 0 0
NORTHWEST PIPE CO COM 667746101 294 9,234 SH   DFND   9,234 0 0
NORTHWESTERN CORP COM NEW 668074305 10,484 183,420 SH   DFND   176,428 0 6,992
NORTONLIFELOCK INC COM 668771108 19,685 757,717 SH   DFND   616,138 0 141,579
NOV INC COM 62955J103 2,635 194,456 SH   DFND   194,456 0 0
NOVANTA INC COM 67000B104 692 3,925 SH   DFND   2,321 0 1,604
NOVAVAX INC COM NEW 670002401 225 1,573 SH   DFND   1,573 0 0
NOW INC COM 67011P100 2,499 292,580 SH   DFND   292,580 0 0
NRG ENERGY INC COM NEW 629377508 3,780 87,754 SH   OTR 2 87,754 0 0
NRG ENERGY INC COM NEW 629377508 122,538 2,844,426 SH   DFND   2,177,268 0 667,158
NU SKIN ENTERPRISES INC CL A 67018T105 34,301 675,884 SH   DFND   606,199 0 69,685
NU SKIN ENTERPRISES INC CL A 67018T105 66 1,299 SH   OTR 3 1,299 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 651 11,764 SH   DFND   11,764 0 0
NUCOR CORP COM 670346105 332 2,936 SH   OTR 3 2,936 0 0
NUCOR CORP COM 670346105 52,751 466,489 SH   DFND   377,188 0 89,301
NUTANIX INC CL A 67059N108 4,934 154,860 SH   DFND   126,961 0 27,899
NUVASIVE INC COM 670704105 6,691 128,763 SH   DFND   112,384 0 16,379
NV5 GLOBAL INC COM 62945V109 1,985 14,375 SH   DFND   13,476 0 899
NVE CORP COM NEW 629445206 1,325 19,405 SH   DFND   19,405 0 0
NVENT ELECTRIC PLC SHS G6700G107 27,908 734,623 SH   DFND   581,869 0 152,754
NVIDIA CORPORATION COM 67066G104 2,121 7,210 SH   OTR 2 7,210 0 0
NVIDIA CORPORATION COM 67066G104 414,821 1,410,427 SH   DFND   871,833 0 538,594
NVR INC COM 62944T105 4,869 828 SH   OTR 2 828 0 0
NVR INC COM 62944T105 78,269 13,309 SH   DFND   7,483 0 5,826
NXP SEMICONDUCTORS N V COM N6596X109 35,710 156,776 SH   DFND   98,570 0 58,206
OASIS PETROLEUM INC COM NEW 674215207 3,555 28,213 SH   DFND   28,213 0 0
OCCIDENTAL PETE CORP COM 674599105 39,725 1,370,284 SH   DFND   1,290,112 0 80,172
OCEANEERING INTL INC COM 675232102 2,081 184,008 SH   DFND   184,008 0 0
OCEANFIRST FINL CORP COM 675234108 1,919 86,425 SH   DFND   86,425 0 0
OCULAR THERAPEUTIX INC COM 67576A100 151 21,720 SH   DFND   21,720 0 0
OCWEN FINL CORP COM NEW 675746606 965 24,141 SH   DFND   24,141 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 2,015 81,139 SH   DFND   81,139 0 0
OFG BANCORP COM 67103X102 2,246 84,578 SH   DFND   84,578 0 0
OGE ENERGY CORP COM 670837103 13,664 356,020 SH   DFND   341,630 0 14,390
O-I GLASS INC COM 67098H104 1,715 143,902 SH   DFND   143,902 0 0
OKTA INC CL A 679295105 2,728 12,171 SH   DFND   12,171 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 289,943 816,351 SH   DFND   496,891 0 319,460
OLD NATL BANCORP IND COM 680033107 1,835 101,266 SH   DFND   94,126 0 7,140
OLD REP INTL CORP COM 680223104 43,378 1,764,778 SH   DFND   1,463,796 0 300,982
OLD REP INTL CORP COM 680223104 89 3,638 SH   OTR 3 3,638 0 0
OLD SECOND BANCORP INC ILL COM 680277100 340 27,010 SH   DFND   27,010 0 0
OLIN CORP COM PAR $1 680665205 42,160 732,956 SH   DFND   624,182 0 108,774
OLLIES BARGAIN OUTLET HLDGS COM 681116109 34 669 SH   OTR 3 669 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 1,379 26,935 SH   DFND   26,935 0 0
OLYMPIC STEEL INC COM 68162K106 216 9,175 SH   DFND   9,175 0 0
OMEGA FLEX INC COM 682095104 382 3,009 SH   DFND   2,141 0 868
OMEGA HEALTHCARE INVS INC COM 681936100 22,605 763,933 SH   DFND   620,008 0 143,925
OMNICELL COM COM 68213N109 3,032 16,806 SH   DFND   10,985 0 5,821
OMNICOM GROUP INC COM 681919106 65,998 900,756 SH   DFND   709,307 0 191,449
ON SEMICONDUCTOR CORP COM 682189105 21,750 320,228 SH   DFND   267,453 0 52,775
ONCOCYTE CORP COM 68235C107 105 48,245 SH   DFND   48,245 0 0
ONE GAS INC COM 68235P108 1,405 18,159 SH   DFND   18,159 0 0
ONE LIBERTY PPTYS INC COM 682406103 290 8,221 SH   DFND   8,221 0 0
ONEMAIN HLDGS INC COM 68268W103 20,589 411,447 SH   DFND   318,195 0 93,252
ONEOK INC NEW COM 682680103 7,405 126,307 SH   DFND   123,788 0 2,519
ONESPAN INC COM 68287N100 295 17,421 SH   DFND   17,421 0 0
ONEWATER MARINE INC CL A COM 68280L101 831 13,636 SH   DFND   13,636 0 0
ONTO INNOVATION INC COM 683344105 2,096 20,704 SH   DFND   20,704 0 0
OOMA INC COM 683416101 1,898 92,862 SH   DFND   92,862 0 0
OPEN LENDING CORP COM CL A 68373J104 594 26,439 SH   DFND   26,439 0 0
OPKO HEALTH INC COM 68375N103 742 154,259 SH   DFND   154,259 0 0
OPORTUN FINL CORP COM 68376D104 518 25,577 SH   DFND   25,577 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 1,913 41,257 SH   DFND   41,257 0 0
OPTIMIZERX CORP COM NEW 68401U204 420 6,755 SH   DFND   4,082 0 2,673
OPTION CARE HEALTH INC COM NEW 68404L201 1,621 57,010 SH   DFND   57,010 0 0
ORACLE CORP COM 68389X105 1,008 11,560 SH   OTR 2 11,560 0 0
ORACLE CORP COM 68389X105 225,169 2,581,920 SH   DFND   1,837,754 0 744,166
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 285 19,975 SH   DFND   19,975 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 147,349 210,721 SH   DFND   112,667 0 98,054
OREILLY AUTOMOTIVE INC COM 67103H107 342 489 SH   OTR 3 489 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 12,370 17,690 SH   OTR 2 17,690 0 0
ORGANOGENESIS HLDGS INC COM 68621F102 1,803 195,147 SH   DFND   195,147 0 0
ORGANON & CO COMMON STOCK 68622V106 92,925 3,051,712 SH   DFND   1,745,508 0 1,306,204
ORIGIN BANCORP INC COM 68621T102 2,541 59,212 SH   DFND   59,212 0 0
ORION ENGINEERED CARBONS S A COM L72967109 1,915 104,319 SH   DFND   104,319 0 0
ORMAT TECHNOLOGIES INC COM 686688102 217 2,736 SH   DFND   2,736 0 0
ORTHOFIX MED INC COM 68752M108 1,801 57,923 SH   DFND   57,923 0 0
OSHKOSH CORP COM 688239201 57,117 510,205 SH   DFND   468,859 0 41,346
OSI SYSTEMS INC COM 671044105 1,180 12,658 SH   DFND   10,906 0 1,752
OTIS WORLDWIDE CORP COM 68902V107 3,166 36,601 SH   OTR 2 36,601 0 0
OTIS WORLDWIDE CORP COM 68902V107 64,631 747,088 SH   DFND   361,198 0 385,890
OTTER TAIL CORP COM 689648103 1,147 16,055 SH   DFND   16,055 0 0
OUTFRONT MEDIA INC COM 69007J106 1,466 54,661 SH   DFND   45,521 0 9,140
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 96 70,352 SH   DFND   70,352 0 0
OVINTIV INC COM 69047Q102 9,160 271,799 SH   DFND   271,799 0 0
OWENS & MINOR INC NEW COM 690732102 1,830 42,065 SH   DFND   36,537 0 5,528
OWENS CORNING NEW COM 690742101 116,555 1,294,480 SH   DFND   986,220 0 308,260
OWENS CORNING NEW COM 690742101 3,433 38,133 SH   OTR 2 38,133 0 0
OXFORD INDS INC COM 691497309 3,797 37,398 SH   DFND   33,269 0 4,129
PACCAR INC COM 693718108 28,840 329,378 SH   DFND   172,403 0 156,975
PACCAR INC COM 693718108 840 9,595 SH   OTR 2 9,595 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,277 62,416 SH   DFND   62,416 0 0
PACKAGING CORP AMER COM 695156109 132,656 986,215 SH   DFND   702,018 0 284,197
PACKAGING CORP AMER COM 695156109 602 4,479 SH   OTR 3 4,479 0 0
PACKAGING CORP AMER COM 695156109 1,584 11,777 SH   OTR 2 11,777 0 0
PACWEST BANCORP DEL COM 695263103 15,339 339,594 SH   DFND   261,744 0 77,850
PAE INC COM CL A 69290Y109 204 20,514 SH   DFND   20,514 0 0
PAGERDUTY INC COM 69553P100 221 6,373 SH   DFND   6,373 0 0
PALANTIR TECHNOLOGIES INC CL A 69608A108 566 31,075 SH   DFND   11,266 0 19,809
PALO ALTO NETWORKS INC COM 697435105 2,464 4,425 SH   DFND   3,280 0 1,145
PAPA JOHNS INTL INC COM 698813102 10,653 79,814 SH   DFND   68,207 0 11,607
PAR PAC HOLDINGS INC COM NEW 69888T207 639 38,747 SH   DFND   38,747 0 0
PARAMOUNT GROUP INC COM 69924R108 2,346 281,315 SH   DFND   281,315 0 0
PARK HOTELS & RESORTS INC COM 700517105 2,927 155,016 SH   DFND   142,367 0 12,649
PARKER-HANNIFIN CORP COM 701094104 46,772 148,583 SH   DFND   86,125 0 62,458
PARTY CITY HOLDCO INC COM 702149105 243 43,651 SH   DFND   43,651 0 0
PASSAGE BIO INC COM 702712100 74 11,641 SH   DFND   11,641 0 0
PATRICK INDS INC COM 703343103 1,888 23,397 SH   DFND   23,397 0 0
PATTERSON COS INC COM 703395103 7,150 243,614 SH   DFND   227,747 0 15,867
PATTERSON-UTI ENERGY INC COM 703481101 1,038 122,829 SH   DFND   122,829 0 0
PAVMED INC COM 70387R106 87 35,254 SH   DFND   35,254 0 0
PAYCHEX INC COM 704326107 76,523 561,969 SH   DFND   337,501 0 224,468
PAYCOM SOFTWARE INC COM 70432V102 5,630 13,559 SH   DFND   13,057 0 502
PAYLOCITY HLDG CORP COM 70438V106 2,572 10,893 SH   DFND   9,944 0 949
PAYPAL HLDGS INC COM 70450Y103 60,823 322,529 SH   DFND   288,150 0 34,379
PAYSAFE LIMITED ORD G6964L107 1,374 351,282 SH   DFND   305,153 0 46,129
PBF ENERGY INC CL A 69318G106 1,001 77,143 SH   DFND   77,143 0 0
PC CONNECTION INC COM 69318J100 653 15,132 SH   DFND   5,848 0 9,284
PDC ENERGY INC COM 69327R101 3,160 64,773 SH   DFND   64,773 0 0
PDF SOLUTIONS INC COM 693282105 501 15,748 SH   DFND   15,748 0 0
PEABODY ENGR CORP COM 704551100 2,277 226,133 SH   DFND   226,133 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,475 41,675 SH   DFND   41,675 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 356 15,936 SH   DFND   7,028 0 8,908
PEGASYSTEMS INC COM 705573103 2,585 23,118 SH   DFND   23,118 0 0
PENN NATL GAMING INC COM 707569109 10,397 201,367 SH   DFND   185,977 0 15,390
PENNYMAC FINL SVCS INC NEW COM 70932M107 3,983 57,078 SH   DFND   39,049 0 18,029
PENNYMAC MTG INVT TR COM 70931T103 806 46,533 SH   DFND   46,533 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 58,779 554,935 SH   DFND   483,832 0 71,103
PENSKE AUTOMOTIVE GRP INC COM 70959W103 111 1,049 SH   OTR 3 1,049 0 0
PENTAIR PLC SHS G7S00T104 46,947 646,659 SH   DFND   201,107 0 445,552
PENUMBRA INC COM 70975L107 990 3,454 SH   DFND   2,840 0 614
PEOPLES BANCORP INC COM 709789101 404 12,699 SH   DFND   8,166 0 4,533
PEOPLES UNITED FINANCIAL INC COM 712704105 2,712 152,878 SH   DFND   128,750 0 24,128
PEPSICO INC COM 713448108 317,457 1,843,645 SH   DFND   1,289,394 0 554,251
PERDOCEO ED CORP COM 71363P106 2,612 222,099 SH   DFND   175,434 0 46,665
PERFICIENT INC COM 71375U101 2,971 22,980 SH   DFND   21,958 0 1,022
PERFORMANCE FOOD GROUP CO COM 71377A103 1,620 35,297 SH   DFND   35,297 0 0
PERKINELMER INC COM 714046109 75,566 375,855 SH   DFND   276,785 0 99,070
PERRIGO CO PLC SHS G97822103 769 19,779 SH   DFND   18,870 0 909
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,777 274,692 SH   DFND   274,692 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,270 115,673 SH   DFND   115,673 0 0
PFIZER INC COM 717081103 11,121 188,338 SH   OTR 2 188,338 0 0
PFIZER INC COM 717081103 393,119 6,657,391 SH   DFND   3,508,469 0 3,148,922
PG&E CORP COM 69331C108 1,260 104,289 SH   DFND   104,289 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 427 20,909 SH   DFND   14,031 0 6,878
PHILIP MORRIS INTL INC COM 718172109 90,500 960,415 SH   DFND   784,646 0 175,769
PHILLIPS 66 COM 718546104 989 13,650 SH   DFND   13,650 0 0
PHOTRONICS INC COM 719405102 3,293 174,699 SH   DFND   152,508 0 22,191
PHYSICIANS RLTY TR COM 71943U104 4,593 243,945 SH   DFND   236,767 0 7,178
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,341 181,798 SH   DFND   181,798 0 0
PILGRIMS PRIDE CORP COM 72147K108 2,394 85,786 SH   DFND   83,309 0 2,477
PINDUODUO INC SPONSORED ADS 722304102 42,597 730,660 SH   DFND   332,842 0 397,818
PINDUODUO INC SPONSORED ADS 722304102 596 10,227 SH   OTR 3 10,227 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3,748 39,243 SH   DFND   35,567 0 3,676
PINNACLE WEST CAP CORP COM 723484101 24,356 345,033 SH   DFND   336,668 0 8,365
PINTEREST INC CL A 72352L106 15,486 426,031 SH   DFND   311,719 0 114,312
PIONEER NAT RES CO COM 723787107 2,094 11,542 SH   DFND   8,222 0 3,320
PIPER SANDLER COMPANIES COM 724078100 6,829 38,253 SH   DFND   37,334 0 919
PITNEY BOWES INC COM 724479100 118 17,794 SH   DFND   17,794 0 0
PJT PARTNERS INC COM CL A 69343T107 822 11,097 SH   DFND   11,097 0 0
PLDT INC SPONSORED ADR 69344D408 213 5,964 SH   DFND   5,964 0 0
PLEXUS CORP COM 729132100 292 3,046 SH   DFND   3,046 0 0
PLUG POWER INC COM NEW 72919P202 332 11,775 SH   DFND   11,775 0 0
PLYMOUTH INDL REIT INC COM 729640102 840 26,253 SH   DFND   26,253 0 0
PNC FINL SVCS GROUP INC COM 693475105 22,757 113,488 SH   DFND   38,673 0 74,815
PNM RES INC COM 69349H107 1,946 42,670 SH   DFND   42,670 0 0
POLARIS INC COM 731068102 17,835 163,239 SH   DFND   147,122 0 16,117
POOL CORP COM 73278L105 13,301 23,739 SH   DFND   21,765 0 1,974
POOL CORP COM 73278L105 205 366 SH   OTR 3 366 0 0
POPULAR INC COM NEW 733174700 86,157 1,050,568 SH   DFND   940,941 0 109,627
PORTLAND GEN ELEC CO COM NEW 736508847 3,272 61,821 SH   DFND   61,821 0 0
POSCO SPONSORED ADR 693483109 395 6,768 SH   DFND   6,768 0 0
POST HLDGS INC COM 737446104 273 2,441 SH   DFND   2,441 0 0
POTLATCHDELTIC CORPORATION COM 737630103 13,660 228,204 SH   DFND   221,658 0 6,546
POWER INTEGRATIONS INC COM 739276103 3,768 40,563 SH   DFND   30,158 0 10,405
PPG INDS INC COM 693506107 37,124 216,305 SH   DFND   184,441 0 31,864
PPL CORP COM 69351T106 13,823 461,072 SH   DFND   413,140 0 47,932
PRA GROUP INC COM 69354N106 1,187 23,631 SH   DFND   23,631 0 0
PRECIGEN INC COM 74017N105 806 217,174 SH   DFND   217,174 0 0
PRECISION BIOSCIENCES INC COM 74019P108 170 22,945 SH   DFND   22,945 0 0
PREFERRED APT CMNTYS INC COM 74039L103 283 15,652 SH   DFND   15,652 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,573 21,906 SH   DFND   19,548 0 2,358
PREMIER FINANCIAL CORP COM 74052F108 883 28,561 SH   DFND   22,455 0 6,106
PREMIER INC CL A 74051N102 6,469 157,139 SH   DFND   135,612 0 21,527
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 3,088 50,911 SH   DFND   39,481 0 11,430
PRICE T ROWE GROUP INC COM 74144T108 139,762 710,753 SH   DFND   426,290 0 284,463
PRICESMART INC COM 741511109 614 8,394 SH   DFND   8,394 0 0
PRIMERICA INC COM 74164M108 191 1,244 SH   OTR 3 1,244 0 0
PRIMERICA INC COM 74164M108 890 5,810 SH   DFND   5,810 0 0
PRIMIS FINANCIAL CORP COM 74167B109 255 16,965 SH   DFND   16,965 0 0
PRIMO WATER CORPORATION COM 74167P108 1,907 108,181 SH   DFND   108,181 0 0
PRIMORIS SVCS CORP COM 74164F103 1,552 64,739 SH   DFND   58,445 0 6,294
PROASSURANCE CORP COM 74267C106 1,073 42,420 SH   DFND   42,420 0 0
PROCTER AND GAMBLE CO COM 742718109 512,952 3,154,493 SH   DFND   1,980,582 0 1,173,911
PROCTER AND GAMBLE CO COM 742718109 5,730 35,239 SH   OTR 2 35,239 0 0
PROCTER AND GAMBLE CO COM 742718109 519 3,192 SH   OTR 3 3,192 0 0
PROG HOLDINGS INC COM NPV 74319R101 7,751 172,476 SH   DFND   161,896 0 10,580
PROGRESS SOFTWARE CORP COM 743312100 1,030 21,346 SH   DFND   15,729 0 5,617
PROGRESSIVE CORP COM 743315103 125,284 1,220,500 SH   DFND   835,229 0 385,271
PROGYNY INC COM 74340E103 315 6,249 SH   DFND   6,249 0 0
PROLOGIS INC. COM 74340W103 2,534 15,051 SH   OTR 2 15,051 0 0
PROLOGIS INC. COM 74340W103 80,563 478,516 SH   DFND   140,748 0 337,768
PROPETRO HLDG CORP COM 74347M108 2,084 257,309 SH   DFND   240,575 0 16,734
PROSPERITY BANCSHARES INC COM 743606105 27,836 385,006 SH   DFND   309,949 0 75,057
PROTAGONIST THERAPEUTICS INC COM 74366E102 519 15,177 SH   DFND   15,177 0 0
PROTHENA CORP PLC SHS G72800108 490 9,917 SH   DFND   9,917 0 0
PROTO LABS INC COM 743713109 1,179 22,968 SH   DFND   22,968 0 0
PRUDENTIAL FINL INC COM 744320102 60,421 558,216 SH   DFND   425,153 0 133,063
PS BUSINESS PKS INC CALIF COM 69360J107 7,462 40,519 SH   DFND   38,280 0 2,239
PTC INC COM 69370C100 8,339 68,830 SH   DFND   65,376 0 3,454
PTC THERAPEUTICS INC COM 69366J200 208 5,227 SH   DFND   5,227 0 0
PUBLIC STORAGE COM 74460D109 2,386 6,396 SH   OTR 2 6,396 0 0
PUBLIC STORAGE COM 74460D109 268,093 718,689 SH   DFND   436,612 0 282,077
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 31,610 477,486 SH   DFND   359,619 0 117,867
PULTE GROUP INC COM 745867101 91,664 1,620,659 SH   DFND   1,079,301 0 541,358
PULTE GROUP INC COM 745867101 6,564 116,051 SH   OTR 2 116,051 0 0
PURE STORAGE INC CL A 74624M102 528 16,218 SH   DFND   16,218 0 0
PVH CORPORATION COM 693656100 19,357 183,527 SH   DFND   166,942 0 16,585
Q2 HLDGS INC COM 74736L109 831 10,466 SH   DFND   10,466 0 0
QCR HOLDINGS INC COM 74727A104 1,253 22,372 SH   DFND   19,112 0 3,260
QIAGEN NV SHS NEW N72482123 5,616 101,050 SH   DFND   49,771 0 51,279
QORVO INC COM 74736K101 1,908 12,217 SH   OTR 2 12,217 0 0
QORVO INC COM 74736K101 68,691 439,932 SH   DFND   254,579 0 185,353
QUAKER HOUGHTON COM 747316107 226 981 SH   DFND   981 0 0
QUALCOMM INC COM 747525103 134,720 736,696 SH   DFND   440,362 0 296,334
QUALCOMM INC COM 747525103 4,956 27,103 SH   OTR 2 27,103 0 0
QUALYS INC COM 74758T303 10,064 73,343 SH   DFND   65,714 0 7,629
QUANEX BLDG PRODS CORP COM 747619104 2,013 81,216 SH   DFND   75,583 0 5,633
QUANTA SVCS INC COM 74762E102 7,904 69,697 SH   DFND   57,063 0 12,634
QUANTERIX CORP COM 74766Q101 1,025 24,169 SH   DFND   24,169 0 0
QUANTUM CORP COM NEW 747906501 207 37,572 SH   DFND   37,572 0 0
QUEST DIAGNOSTICS INC COM 74834L100 134,261 779,000 SH   DFND   358,123 0 420,877
QUIDEL CORP COM 74838J101 16,183 119,885 SH   DFND   111,794 0 8,091
QUINSTREET INC COM 74874Q100 245 13,493 SH   DFND   13,493 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 786 105,892 SH   DFND   105,892 0 0
QURATE RETAIL INC COM SER A 74915M100 28,042 3,689,678 SH   DFND   3,114,794 0 574,884
R1 RCM INC COM 749397105 1,761 69,091 SH   DFND   68,850 0 241
RADIAN GROUP INC COM 750236101 2,768 130,978 SH   DFND   104,786 0 26,192
RADIANT LOGISTICS INC COM 75025X100 1,017 139,479 SH   DFND   139,479 0 0
RADIUS HEALTH INC COM NEW 750469207 1,062 153,538 SH   DFND   153,538 0 0
RADNET INC COM 750491102 364 12,083 SH   DFND   12,083 0 0
RALPH LAUREN CORP CL A 751212101 17,866 151,422 SH   DFND   140,649 0 10,773
RAMBUS INC DEL COM 750917106 1,767 60,108 SH   DFND   52,196 0 7,912
RANGE RES CORP COM 75281A109 3,380 189,554 SH   DFND   189,554 0 0
RANGER OIL CORPORATION CLASS A COM 70788V102 403 14,965 SH   DFND   14,965 0 0
RANPAK HOLDINGS CORP COM CL A 75321W103 1,473 39,198 SH   DFND   39,198 0 0
RAPID7 INC COM 753422104 742 6,307 SH   DFND   4,959 0 1,348
RAYMOND JAMES FINL INC COM 754730109 16,886 168,186 SH   DFND   154,920 0 13,266
RAYONIER ADVANCED MATLS INC COM 75508B104 411 72,050 SH   DFND   72,050 0 0
RAYONIER INC COM 754907103 508 12,596 SH   DFND   7,225 0 5,371
RAYTHEON TECHNOLOGIES CORP COM 75513E101 12,325 144,004 SH   DFND   137,378 0 6,626
RCI HOSPITALITY HLDGS INC COM 74934Q108 961 12,337 SH   DFND   12,337 0 0
REALOGY HLDGS CORP COM 75605Y106 2,286 135,978 SH   DFND   135,978 0 0
REALTY INCOME CORP COM 756109104 861 12,020 SH   OTR 2 12,020 0 0
REALTY INCOME CORP COM 756109104 10,489 146,514 SH   DFND   89,504 0 57,010
RED ROCK RESORTS INC CL A 75700L108 2,846 51,741 SH   DFND   51,741 0 0
REDFIN CORP COM 75737F108 275 7,168 SH   DFND   7,168 0 0
REDFIN CORP NOTE 10/1 75737FAC2 90 100,000 PRN   DFND   100,000 0 0
REGAL REXNORD CORPORATION COM 758750103 54,139 318,128 SH   DFND   298,274 0 19,854
REGENCY CTRS CORP COM 758849103 5,097 67,720 SH   DFND   67,440 0 280
REGENERON PHARMACEUTICALS COM 75886F107 4,046 6,406 SH   OTR 2 6,406 0 0
REGENERON PHARMACEUTICALS COM 75886F107 279,898 443,213 SH   DFND   234,372 0 208,841
REGIONAL MGMT CORP COM 75902K106 1,985 34,545 SH   DFND   34,545 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 5,606 257,159 SH   DFND   245,104 0 12,055
REINSURANCE GRP OF AMERICA I COM NEW 759351604 18,131 165,591 SH   DFND   140,912 0 24,679
RELIANCE STEEL & ALUMINUM CO COM 759509102 80,016 496,316 SH   DFND   439,627 0 56,689
RELIANCE STEEL & ALUMINUM CO COM 759509102 401 2,488 SH   OTR 3 2,488 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 14,864 87,782 SH   DFND   24,928 0 62,854
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 234 5,511 SH   DFND   3,028 0 2,483
RENT A CTR INC NEW COM 76009N100 1,043 21,702 SH   DFND   17,807 0 3,895
REPLIGEN CORP COM 759916109 1,746 6,601 SH   DFND   3,666 0 2,935
REPUBLIC SVCS INC COM 760759100 224,663 1,625,871 SH   DFND   841,413 0 784,458
REPUBLIC SVCS INC COM 760759100 4,168 30,161 SH   OTR 2 30,161 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,922 73,825 SH   DFND   69,533 0 4,292
RESMED INC COM 761152107 66,645 255,854 SH   DFND   136,551 0 119,303
RESOURCES CONNECTION INC COM 76122Q105 1,854 103,902 SH   DFND   103,902 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 827 42,215 SH   DFND   42,215 0 0
RETAIL VALUE INC COM 76133Q102 228 35,441 SH   DFND   35,441 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 152 21,953 SH   DFND   21,953 0 0
REV GROUP INC COM 749527107 1,692 119,593 SH   DFND   119,593 0 0
REVOLVE GROUP INC CL A 76156B107 842 15,017 SH   DFND   15,017 0 0
REX AMERICAN RES CORP COM 761624105 1,545 16,094 SH   DFND   16,094 0 0
REXFORD INDL RLTY INC COM 76169C100 906 11,212 SH   DFND   7,659 0 3,553
REYNOLDS CONSUMER PRODS INC COM 76171L106 16,198 516,696 SH   DFND   492,112 0 24,584
RH COM 74967X103 1,229 2,317 SH   DFND   1,690 0 627
RIGEL PHARMACEUTICALS INC COM NEW 766559603 122 45,989 SH   DFND   45,989 0 0
RIMINI STR INC DEL COM 76674Q107 1,186 198,591 SH   DFND   198,591 0 0
RINGCENTRAL INC CL A 76680R206 1,696 9,052 SH   DFND   9,052 0 0
RIOT BLOCKCHAIN INC COM 767292105 581 26,038 SH   DFND   26,038 0 0
RITE AID CORP COM 767754872 597 40,670 SH   DFND   40,670 0 0
RLI CORP COM 749607107 458 4,083 SH   DFND   4,083 0 0
RLJ LODGING TR COM 74965L101 1,586 113,847 SH   DFND   113,847 0 0
RMR GROUP INC CL A 74967R106 340 9,802 SH   DFND   9,802 0 0
ROBERT HALF INTL INC COM 770323103 195,989 1,765,985 SH   DFND   721,283 0 1,044,702
ROCKWELL AUTOMATION INC COM 773903109 79,555 229,768 SH   DFND   141,457 0 88,311
ROGERS CORP COM 775133101 1,577 5,778 SH   DFND   5,203 0 575
ROKU INC COM CL A 77543R102 2,553 11,187 SH   DFND   10,355 0 832
ROLLINS INC COM 775711104 58,967 1,743,550 SH   DFND   490,528 0 1,253,022
ROPER TECHNOLOGIES INC COM 776696106 11,360 23,267 SH   DFND   18,431 0 4,836
ROSS STORES INC COM 778296103 16,777 147,190 SH   DFND   110,179 0 37,011
ROSS STORES INC COM 778296103 1,434 12,581 SH   OTR 2 12,581 0 0
ROYAL GOLD INC COM 780287108 255 2,423 SH   OTR 3 2,423 0 0
ROYAL GOLD INC COM 780287108 6,771 64,438 SH   DFND   43,054 0 21,384
RPC INC COM 749660106 246 54,194 SH   DFND   54,194 0 0
RPM INTL INC COM 749685103 128 1,279 SH   OTR 3 1,279 0 0
RPM INTL INC COM 749685103 5,396 53,878 SH   DFND   53,878 0 0
RPT REALTY SH BEN INT 74971D101 2,907 217,229 SH   DFND   217,229 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 167 17,211 SH   DFND   17,211 0 0
RUSH ENTERPRISES INC CL A 781846209 6,592 118,476 SH   DFND   95,715 0 22,761
RUTHS HOSPITALITY GROUP INC COM 783332109 332 16,686 SH   DFND   16,686 0 0
RYDER SYS INC COM 783549108 42,586 519,850 SH   DFND   466,962 0 52,888
RYERSON HLDG CORP COM 783754104 1,855 71,228 SH   DFND   71,228 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,240 13,479 SH   DFND   10,178 0 3,301
S & T BANCORP INC COM 783859101 1,300 41,238 SH   DFND   41,238 0 0
S&P GLOBAL INC COM 78409V104 65,479 139,169 SH   DFND   124,275 0 14,894
SABRA HEALTH CARE REIT INC COM 78573L106 19,202 1,418,162 SH   DFND   1,343,249 0 74,913
SAFE BULKERS INC COM Y7388L103 927 245,829 SH   DFND   245,829 0 0
SAFEHOLD INC COM 78645L100 827 10,353 SH   DFND   10,353 0 0
SAFETY INS GROUP INC COM 78648T100 2,474 29,099 SH   DFND   24,787 0 4,312
SAGE THERAPEUTICS INC COM 78667J108 19,882 467,367 SH   DFND   403,984 0 63,383
SAIA INC COM 78709Y105 5,425 16,097 SH   DFND   13,237 0 2,860
SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 463 9,577 SH   DFND   9,577 0 0
SALESFORCE COM INC COM 79466L302 39,606 155,850 SH   DFND   122,924 0 32,926
SALLY BEAUTY HLDGS INC COM 79546E104 763 41,313 SH   DFND   30,991 0 10,322
SANDERSON FARMS INC COM 800013104 1,917 10,103 SH   DFND   9,343 0 760
SANDY SPRING BANCORP INC COM 800363103 563 11,702 SH   DFND   1,875 0 9,827
SANFILIPPO JOHN B & SON INC COM 800422107 4,349 48,238 SH   DFND   37,168 0 11,070
SANMINA CORPORATION COM 801056102 4,085 98,540 SH   DFND   72,923 0 25,617
SANTANDER CONSUMER USA HLDGS COM 80283M101 4,921 117,100 SH   DFND   102,244 0 14,856
SAUL CTRS INC COM 804395101 1,941 36,602 SH   DFND   36,602 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 26,479 68,271 SH   DFND   25,047 0 43,224
SCANSOURCE INC COM 806037107 2,321 66,177 SH   DFND   66,177 0 0
SCHLUMBERGER LTD COM STK 806857108 9,461 315,879 SH   DFND   292,214 0 23,665
SCHNEIDER NATIONAL INC CL B 80689H102 69,144 2,580,947 SH   DFND   2,161,573 0 419,374
SCHNITZER STEEL INDS INC CL A 806882106 1,022 19,683 SH   DFND   17,139 0 2,544
SCHOLASTIC CORP COM 807066105 1,676 41,933 SH   DFND   41,933 0 0
SCHWAB CHARLES CORP COM 808513105 11,587 137,775 SH   DFND   134,146 0 3,629
SCIENCE APPLICATIONS INTL CO COM 808625107 18,824 225,195 SH   DFND   193,884 0 31,311
SCIENTIFIC GAMES CORP COM 80874P109 2,639 39,613 SH   DFND   39,613 0 0
SCORPIO TANKERS INC SHS Y7542C130 438 34,181 SH   DFND   34,181 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 1,783 11,145 SH   DFND   11,145 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 265 13,708 SH   DFND   13,708 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 69 75,000 PRN   DFND   75,000 0 0
SEA LTD SPONSORD ADS 81141R100 1,301 5,827 SH   DFND   5,696 0 131
SEABOARD CORP DEL COM 811543107 1,393 354 SH   DFND   224 0 130
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 75 668 SH   OTR 3 668 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 8,953 79,246 SH   DFND   40,501 0 38,745
SEAGEN INC COM 81181C104 22,544 145,821 SH   DFND   90,253 0 55,568
SEALED AIR CORP NEW COM 81211K100 24,549 366,344 SH   DFND   195,296 0 171,048
SEALED AIR CORP NEW COM 81211K100 369 5,507 SH   OTR 3 5,507 0 0
SEALED AIR CORP NEW COM 81211K100 752 11,225 SH   OTR 2 11,225 0 0
SEASPINE HLDGS CORP COM 81255T108 152 11,177 SH   DFND   11,177 0 0
SEAWORLD ENTMT INC COM 81282V100 1,965 30,297 SH   DFND   30,297 0 0
SECUREWORKS CORP CL A 81374A105 1,245 77,969 SH   DFND   77,969 0 0
SEELOS THERAPEUTICS INC COM 81577F109 156 95,825 SH   DFND   95,825 0 0
SEI INVTS CO COM 784117103 43,005 705,696 SH   DFND   447,344 0 258,352
SELECT MED HLDGS CORP COM 81619Q105 2,083 70,863 SH   DFND   61,068 0 9,795
SELECTA BIOSCIENCES INC COM 816212104 1,732 531,426 SH   DFND   531,426 0 0
SELECTIVE INS GROUP INC COM 816300107 85 1,040 SH   OTR 3 1,040 0 0
SELECTIVE INS GROUP INC COM 816300107 1,668 20,527 SH   DFND   20,527 0 0
SELECTQUOTE INC COM 816307300 306 33,796 SH   DFND   33,796 0 0
SEMPRA COM 816851109 27,740 210,547 SH   DFND   148,172 0 62,375
SEMTECH CORP COM 816850101 5,256 59,102 SH   DFND   53,396 0 5,706
SENECA FOODS CORP NEW CL A 817070501 2,209 46,071 SH   DFND   46,071 0 0
SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 28,761 466,226 SH   DFND   360,503 0 105,723
SENSEONICS HLDGS INC COM 81727U105 277 103,923 SH   DFND   103,923 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 7,093 71,203 SH   DFND   67,957 0 3,246
SENSIENT TECHNOLOGIES CORP COM 81725T100 228 2,288 SH   OTR 3 2,288 0 0
SERES THERAPEUTICS INC COM 81750R102 386 46,299 SH   DFND   46,299 0 0
SERVICE CORP INTL COM 817565104 4,075 57,456 SH   DFND   51,927 0 5,529
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,348 153,368 SH   DFND   153,368 0 0
SERVICENOW INC COM 81762P102 27,318 42,085 SH   DFND   35,108 0 6,977
SERVISFIRST BANCSHARES INC COM 81768T108 1,562 18,384 SH   DFND   16,591 0 1,793
SESEN BIO INC COM 817763105 155 190,443 SH   DFND   190,443 0 0
SFL CORPORATION LTD SHS G7738W106 2,273 278,848 SH   DFND   278,848 0 0
SHARPS COMPLIANCE CORP COM 820017101 656 91,974 SH   DFND   91,974 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 207 8,126 SH   DFND   8,126 0 0
SHERWIN WILLIAMS CO COM 824348106 112,273 321,148 SH   DFND   278,457 0 42,691
SHERWIN WILLIAMS CO COM 824348106 662 1,894 SH   OTR 3 1,894 0 0
SHOCKWAVE MED INC COM 82489T104 2,678 15,019 SH   DFND   14,001 0 1,018
SHOE CARNIVAL INC COM 824889109 2,513 64,305 SH   DFND   59,264 0 5,041
SHUTTERSTOCK INC COM 825690100 4,032 36,362 SH   DFND   34,581 0 1,781
SHYFT GROUP INC COM 825698103 1,313 26,718 SH   DFND   23,618 0 3,100
SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 34,197 2,727,038 SH   DFND   2,142,105 0 584,933
SIENTRA INC COM 82621J105 39 10,643 SH   DFND   10,643 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 14,535 45,121 SH   DFND   45,121 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,779 54,907 SH   DFND   50,484 0 4,423
SILGAN HOLDINGS INC COM 827048109 26 596 SH   OTR 3 596 0 0
SILGAN HOLDINGS INC COM 827048109 21,576 503,759 SH   DFND   474,108 0 29,651
SILICON LABORATORIES INC COM 826919102 208 1,009 SH   DFND   13 0 996
SILVERGATE CAP CORP CL A 82837P408 906 6,114 SH   DFND   6,114 0 0
SIMON PPTY GROUP INC NEW COM 828806109 53,243 333,248 SH   DFND   145,763 0 187,485
SIMON PPTY GROUP INC NEW COM 828806109 1,384 8,663 SH   OTR 2 8,663 0 0
SIMPLY GOOD FOODS CO COM 82900L102 548 13,177 SH   DFND   13,177 0 0
SIMPSON MFG INC COM 829073105 17,614 127,778 SH   DFND   119,628 0 8,150
SIRIUS XM HOLDINGS INC COM 82968B103 1,563 246,161 SH   DFND   246,161 0 0
SIRIUSPOINT LTD COM G8192H106 512 62,949 SH   DFND   62,949 0 0
SITE CTRS CORP COM 82981J109 1,126 71,152 SH   DFND   71,152 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 418 1,753 SH   DFND   473 0 1,280
SITIME CORP COM 82982T106 3,942 13,475 SH   DFND   11,737 0 1,738
SIX FLAGS ENTMT CORP NEW COM 83001A102 8,621 205,167 SH   DFND   161,524 0 43,643
SJW GROUP COM 784305104 263 3,589 SH   DFND   3,589 0 0
SKECHERS U S A INC CL A 830566105 15,751 364,356 SH   DFND   310,521 0 53,835
SKILLZ INC COM 83067L109 329 44,279 SH   DFND   44,279 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,209 15,308 SH   DFND   15,308 0 0
SKYWEST INC COM 830879102 735 18,710 SH   DFND   18,710 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 85,232 549,388 SH   DFND   190,139 0 359,249
SKYWORKS SOLUTIONS INC COM 83088M102 606 3,908 SH   OTR 2 3,908 0 0
SL GREEN RLTY CORP COM 78440X804 3,276 45,695 SH   DFND   42,462 0 3,233
SLEEP NUMBER CORP COM 83125X103 685 8,947 SH   DFND   6,812 0 2,135
SLM CORP COM 78442P106 35,006 1,781,486 SH   DFND   1,424,424 0 357,062
SM ENERGY CO COM 78454L100 3,599 122,086 SH   DFND   122,086 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 808 11,384 SH   DFND   8,135 0 3,249
SMARTSHEET INC COM CL A 83200N103 4,017 51,867 SH   DFND   46,194 0 5,673
SMILEDIRECTCLUB INC CL A COM 83192H106 56 23,688 SH   DFND   23,688 0 0
SMITH & WESSON BRANDS INC COM 831754106 4,642 260,811 SH   DFND   260,811 0 0
SMITH A O CORP COM 831865209 33,784 395,417 SH   DFND   332,626 0 62,791
SMUCKER J M CO COM NEW 832696405 87,217 644,717 SH   DFND   448,520 0 196,197
SMUCKER J M CO COM NEW 832696405 659 4,874 SH   OTR 2 4,874 0 0
SNAP INC CL A 83304A106 1,116 23,724 SH   DFND   23,724 0 0
SNAP ON INC COM 833034101 162,452 756,928 SH   DFND   355,579 0 401,349
SNAP ON INC COM 833034101 326 1,521 SH   OTR 2 1,521 0 0
SNOWFLAKE INC CL A 833445109 8,213 24,245 SH   DFND   21,459 0 2,786
SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 1,260 24,992 SH   DFND   22,730 0 2,262
SOHU COM LTD SPONSORED ADS 83410S108 501 30,751 SH   DFND   3,958 0 26,793
SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 163 24,888 SH   DFND   24,888 0 0
SOLARWINDS CORP COM NEW 83417Q204 9,155 645,169 SH   DFND   563,985 0 81,184
SOLID BIOSCIENCES INC COM 83422E105 99 56,691 SH   DFND   56,691 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 902 18,240 SH   DFND   15,149 0 3,091
SONOCO PRODS CO COM 835495102 12,997 224,510 SH   DFND   213,751 0 10,759
SONOS INC COM 83570H108 2,573 86,332 SH   DFND   86,332 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 79 16,892 SH   DFND   16,892 0 0
SOUTHERN CO COM 842587107 30,107 440,543 SH   DFND   260,350 0 180,193
SOUTHERN COPPER CORP COM 84265V105 151 2,441 SH   OTR 3 2,441 0 0
SOUTHERN COPPER CORP COM 84265V105 10,812 175,211 SH   DFND   62,064 0 113,147
SOUTHSIDE BANCSHARES INC COM 84470P109 427 10,207 SH   DFND   6,361 0 3,846
SOUTHSTATE CORPORATION COM 840441109 216 2,696 SH   DFND   2,696 0 0
SOUTHWEST AIRLS CO COM 844741108 35,103 819,396 SH   DFND   89,514 0 729,882
SOUTHWEST GAS HLDGS INC COM 844895102 4,622 66,443 SH   DFND   61,021 0 5,422
SOUTHWESTERN ENERGY CO COM 845467109 1,108 237,870 SH   DFND   237,870 0 0
SPARTANNASH CO COM 847215100 729 28,294 SH   DFND   9,673 0 18,621
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 1,493 14,927 SH   DFND   12,464 0 2,463
SPIRE INC COM 84857L101 480 7,355 SH   DFND   7,355 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 5,354 111,305 SH   DFND   98,931 0 12,374
SPORTSMANS WHSE HLDGS INC COM 84920Y106 511 43,286 SH   DFND   43,286 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,689 11,489 SH   DFND   11,489 0 0
SPROUT SOCIAL INC COM CL A 85209W109 2,036 22,445 SH   DFND   19,378 0 3,067
SPROUTS FMRS MKT INC COM 85208M102 13,787 464,528 SH   DFND   428,870 0 35,658
SPROUTS FMRS MKT INC COM 85208M102 202 6,821 SH   OTR 3 6,821 0 0
SPS COMM INC COM 78463M107 3,533 24,822 SH   DFND   23,637 0 1,185
SPX CORP COM 784635104 597 9,997 SH   DFND   9,997 0 0
SPX FLOW INC COM 78469X107 1,819 21,034 SH   DFND   21,034 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 45,193 551,274 SH   DFND   450,541 0 100,733
ST JOE CO COM 790148100 891 17,125 SH   DFND   17,125 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 6,059 66,362 SH   DFND   61,302 0 5,060
STAG INDL INC COM 85254J102 5,305 110,614 SH   DFND   104,893 0 5,721
STANDARD MTR PRODS INC COM 853666105 3,383 64,574 SH   DFND   56,821 0 7,753
STANDEX INTL CORP COM 854231107 2,626 23,734 SH   DFND   19,640 0 4,094
STANLEY BLACK & DECKER INC COM 854502101 940 5,037 SH   OTR 2 5,037 0 0
STANLEY BLACK & DECKER INC COM 854502101 40,300 216,015 SH   DFND   90,246 0 125,769
STARBUCKS CORP COM 855244109 22,995 197,092 SH   DFND   137,089 0 60,003
STARWOOD PPTY TR INC COM 85571B105 664 27,332 SH   DFND   0 0 27,332
STATE AUTO FINL CORP COM 855707105 757 14,643 SH   DFND   14,643 0 0
STATE STR CORP COM 857477103 29,335 315,425 SH   DFND   234,443 0 80,982
STEEL DYNAMICS INC COM 858119100 72,036 1,165,637 SH   DFND   578,346 0 587,291
STEEL DYNAMICS INC COM 858119100 242 3,908 SH   OTR 3 3,908 0 0
STEELCASE INC CL A 858155203 808 68,940 SH   DFND   68,940 0 0
STEPAN CO COM 858586100 1,239 9,970 SH   DFND   7,900 0 2,070
STEREOTAXIS INC COM NEW 85916J409 610 98,312 SH   DFND   98,312 0 0
STERICYCLE INC COM 858912108 323 5,430 SH   DFND   5,430 0 0
STERIS PLC SHS USD G8473T100 9,214 37,852 SH   DFND   12,767 0 25,085
STERLING BANCORP DEL COM 85917A100 305 11,825 SH   DFND   11,000 0 825
STERLING CONSTR INC COM 859241101 1,860 70,731 SH   DFND   64,153 0 6,578
STEWART INFORMATION SVCS COR COM 860372101 3,755 47,099 SH   DFND   44,437 0 2,662
STIFEL FINL CORP COM 860630102 18,707 265,654 SH   DFND   212,489 0 53,165
STITCH FIX INC COM CL A 860897107 708 37,435 SH   DFND   37,435 0 0
STOCK YDS BANCORP INC COM 861025104 334 5,231 SH   DFND   3,432 0 1,799
STONEX GROUP INC COM 861896108 2,431 39,688 SH   DFND   21,985 0 17,703
STORE CAP CORP COM 862121100 763 22,176 SH   DFND   13,745 0 8,431
STRATEGIC ED INC COM 86272C103 2,609 45,101 SH   DFND   42,734 0 2,367
STRYKER CORPORATION COM 863667101 41,152 153,886 SH   DFND   112,780 0 41,106
STURM RUGER & CO INC COM 864159108 1,944 28,586 SH   DFND   28,586 0 0
SUMMIT MATLS INC CL A 86614U100 1,695 42,230 SH   DFND   42,230 0 0
SUN CMNTYS INC COM 866674104 1,952 9,298 SH   DFND   7,521 0 1,777
SUNCOKE ENERGY INC COM 86722A103 2,524 382,964 SH   DFND   382,964 0 0
SUNPOWER CORP COM 867652406 654 31,315 SH   DFND   31,315 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 322 27,447 SH   DFND   15,087 0 12,360
SUPER MICRO COMPUTER INC COM 86800U104 2,120 48,237 SH   DFND   41,920 0 6,317
SURFACE ONCOLOGY INC COM 86877M209 1,486 310,808 SH   DFND   310,808 0 0
SURMODICS INC COM 868873100 956 19,850 SH   DFND   19,850 0 0
SUZANO S A SPON ADS 86959K105 834 77,247 SH   DFND   77,247 0 0
SVB FINANCIAL GROUP COM 78486Q101 102,633 151,323 SH   DFND   141,791 0 9,532
SYNAPTICS INC COM 87157D109 9,714 33,890 SH   DFND   29,810 0 4,080
SYNCHRONY FINANCIAL COM 87165B103 7,415 159,848 SH   DFND   142,168 0 17,680
SYNEOS HEALTH INC CL A 87166B102 33,679 327,995 SH   DFND   274,383 0 53,612
SYNOPSYS INC COM 871607107 8,375 22,789 SH   OTR 2 22,789 0 0
SYNOPSYS INC COM 871607107 220,191 599,143 SH   DFND   277,323 0 321,820
SYNOVUS FINL CORP COM NEW 87161C501 11,846 247,468 SH   DFND   209,589 0 37,879
SYSCO CORP COM 871829107 1,737 22,235 SH   DFND   11,985 0 10,250
TABULA RASA HEALTHCARE INC COM 873379101 158 10,539 SH   DFND   10,539 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 62 75,000 PRN   DFND   75,000 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 665 34,931 SH   DFND   34,931 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 780,182 6,484,766 SH   DFND   3,017,009 0 3,467,757
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 12,034 100,027 SH   OTR 3 100,027 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 14,200 79,901 SH   DFND   55,811 0 24,090
TANDEM DIABETES CARE INC COM NEW 875372203 575 3,818 SH   DFND   3,818 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 848 43,990 SH   DFND   43,990 0 0
TAPESTRY INC COM 876030107 31,628 784,608 SH   DFND   685,451 0 99,157
TARGA RES CORP COM 87612G101 15,473 299,164 SH   DFND   253,517 0 45,647
TARGET CORP COM 87612E106 690 3,002 SH   OTR 3 3,002 0 0
TARGET CORP COM 87612E106 286,896 1,247,428 SH   DFND   724,181 0 523,247
TARGET CORP COM 87612E106 5,934 25,801 SH   OTR 2 25,801 0 0
TARGET HOSPITALITY CORP COM 87615L107 488 137,023 SH   DFND   137,023 0 0
TATA MTRS LTD SPONSORED ADR 876568502 5,213 162,459 SH   DFND   94,483 0 67,976
TAYLOR MORRISON HOME CORP COM 87724P106 10,960 317,211 SH   DFND   291,370 0 25,841
TCR2 THERAPEUTICS INC COM 87808K106 304 65,220 SH   DFND   65,220 0 0
TD SYNNEX CORPORATION COM 87162W100 55,445 487,388 SH   DFND   447,278 0 40,110
TE CONNECTIVITY LTD SHS H84989104 33,624 208,920 SH   DFND   68,493 0 140,427
TEAM INC COM 878155100 93 84,947 SH   DFND   84,947 0 0
TECHTARGET INC COM 87874R100 1,375 14,372 SH   DFND   12,529 0 1,843
TEGNA INC COM 87901J105 27,674 1,491,046 SH   DFND   1,350,849 0 140,197
TEJON RANCH CO COM 879080109 911 47,756 SH   DFND   47,756 0 0
TELADOC HEALTH INC COM 87918A105 1,609 17,519 SH   DFND   17,519 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 46 50,000 PRN   DFND   50,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,692 3,899 SH   DFND   3,899 0 0
TELEFLEX INCORPORATED COM 879369106 4,512 13,737 SH   DFND   12,336 0 1,401
TELEFONICA BRASIL SA NEW ADR 87936R205 3,477 401,927 SH   DFND   313,399 0 88,528
TELEPHONE & DATA SYS INC COM NEW 879433829 17,617 874,300 SH   DFND   770,297 0 104,003
TELLURIAN INC NEW COM 87968A104 276 89,646 SH   DFND   89,646 0 0
TEMPUR SEALY INTL INC COM 88023U101 9,248 197,184 SH   DFND   175,946 0 21,238
TENABLE HLDGS INC COM 88025T102 2,976 54,033 SH   DFND   54,033 0 0
TENARIS S A SPONSORED ADS 88031M109 241 11,541 SH   DFND   11,541 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 4,641 677,558 SH   DFND   318,835 0 358,723
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 72 10,477 SH   OTR 3 10,477 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 12,315 150,749 SH   DFND   139,367 0 11,382
TENNANT CO COM 880345103 1,624 20,042 SH   DFND   20,042 0 0
TENNECO INC CL A VTG COM STK 880349105 2,022 178,948 SH   DFND   178,948 0 0
TERADATA CORP DEL COM 88076W103 44,048 1,037,145 SH   DFND   937,125 0 100,020
TERADYNE INC COM 880770102 42,316 258,764 SH   DFND   78,867 0 179,897
TEREX CORP NEW COM 880779103 23,466 534,538 SH   DFND   503,710 0 30,828
TERRENO RLTY CORP COM 88146M101 1,803 21,135 SH   DFND   18,765 0 2,370
TESLA INC COM 88160R101 403,683 381,993 SH   DFND   244,716 0 137,277
TESLA INC COM 88160R101 15,891 15,037 SH   OTR 2 15,037 0 0
TETRA TECH INC NEW COM 88162G103 2,632 15,624 SH   DFND   11,345 0 4,279
TETRA TECHNOLOGIES INC DEL COM 88162F105 895 315,038 SH   DFND   315,038 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 16,946 281,254 SH   DFND   245,337 0 35,917
TEXAS INSTRS INC COM 882508104 369,259 1,959,243 SH   DFND   1,092,523 0 866,720
TEXAS ROADHOUSE INC COM 882681109 51,075 572,075 SH   DFND   508,504 0 63,571
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 838 23,453 SH   DFND   23,453 0 0
TEXTRON INC COM 883203101 73,709 957,885 SH   DFND   763,265 0 194,620
TFS FINL CORP COM 87240R107 696 38,921 SH   DFND   25,355 0 13,566
TG THERAPEUTICS INC COM 88322Q108 648 34,081 SH   DFND   34,081 0 0
THE ODP CORP COM 88337F105 795 20,229 SH   DFND   20,229 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 1,161 92,032 SH   DFND   92,032 0 0
THE TRADE DESK INC COM CL A 88339J105 2,660 29,030 SH   DFND   29,030 0 0
THERAPEUTICSMD INC COM 88338N107 97 273,081 SH   DFND   273,081 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 621,277 931,114 SH   DFND   545,417 0 385,697
THERMO FISHER SCIENTIFIC INC COM 883556102 10,061 15,078 SH   OTR 2 15,078 0 0
THERMON GROUP HLDGS INC COM 88362T103 518 30,605 SH   DFND   30,605 0 0
THOR INDS INC COM 885160101 4,130 39,810 SH   DFND   37,579 0 2,231
TIDEWATER INC NEW COM 88642R109 809 75,532 SH   DFND   75,532 0 0
TILLYS INC CL A 886885102 2,078 128,986 SH   DFND   128,986 0 0
TIM S A SPONSORED ADR 88706T108 1,984 170,457 SH   DFND   170,457 0 0
TIMKEN CO COM 887389104 14,555 210,055 SH   DFND   201,236 0 8,819
TIMKENSTEEL CORPORATION COM 887399103 1,530 92,737 SH   DFND   92,737 0 0
TIPTREE INC COM 88822Q103 1,031 74,557 SH   DFND   74,557 0 0
TITAN INTL INC ILL COM 88830M102 1,443 131,650 SH   DFND   131,650 0 0
TITAN MACHY INC COM 88830R101 2,937 87,177 SH   DFND   87,177 0 0
TJX COS INC NEW COM 872540109 8,764 115,920 SH   DFND   105,240 0 10,680
T-MOBILE US INC COM 872590104 110,279 950,841 SH   DFND   843,306 0 107,535
TOLL BROTHERS INC COM 889478103 30,169 420,181 SH   DFND   348,114 0 72,067
TONIX PHARMACEUTICALS HLDG C COM 890260706 366 1,024,514 SH   DFND   1,024,514 0 0
TOPBUILD CORP COM 89055F103 925 3,402 SH   DFND   2,275 0 1,127
TORO CO COM 891092108 19,958 200,964 SH   DFND   174,183 0 26,781
TOWNEBANK PORTSMOUTH VA COM 89214P109 2,060 65,209 SH   DFND   65,209 0 0
TRACTOR SUPPLY CO COM 892356106 127 538 SH   OTR 3 538 0 0
TRACTOR SUPPLY CO COM 892356106 84,957 360,815 SH   DFND   199,562 0 161,253
TRACTOR SUPPLY CO COM 892356106 4,444 18,875 SH   OTR 2 18,875 0 0
TRADEWEB MKTS INC CL A 892672106 1,360 13,617 SH   DFND   13,617 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 160,989 802,377 SH   DFND   336,127 0 466,250
TRANSOCEAN LTD REG SHS H8817H100 35 12,703 SH   DFND   12,703 0 0
TRANSUNION COM 89400J107 7,005 59,201 SH   DFND   52,361 0 6,840
TRAVEL PLUS LEISURE CO COM 894164102 32,422 586,620 SH   DFND   495,118 0 91,502
TRAVELERS COMPANIES INC COM 89417E109 4,483 28,655 SH   OTR 2 28,655 0 0
TRAVELERS COMPANIES INC COM 89417E109 143 912 SH   OTR 3 912 0 0
TRAVELERS COMPANIES INC COM 89417E109 234,151 1,496,839 SH   DFND   816,400 0 680,439
TRAVERE THERAPEUTICS INC COM 89422G107 2,335 75,219 SH   DFND   75,219 0 0
TREDEGAR CORP COM 894650100 919 77,735 SH   DFND   77,735 0 0
TREEHOUSE FOODS INC COM 89469A104 7,140 180,246 SH   DFND   170,729 0 9,517
TREX CO INC COM 89531P105 2,521 18,987 SH   DFND   15,417 0 3,570
TRI POINTE HOMES INC COM 87265H109 41,180 1,496,365 SH   DFND   1,312,248 0 184,117
TRICO BANCSHARES COM 896095106 1,569 36,525 SH   DFND   34,315 0 2,210
TRIMBLE INC COM 896239100 60 689 SH   OTR 3 689 0 0
TRIMBLE INC COM 896239100 12,201 139,938 SH   DFND   78,257 0 61,681
TRINET GROUP INC COM 896288107 2,202 23,117 SH   DFND   21,538 0 1,579
TRIP COM GROUP LTD ADS 89677Q107 21,775 884,433 SH   DFND   417,917 0 466,516
TRIP COM GROUP LTD ADS 89677Q107 240 9,765 SH   OTR 3 9,765 0 0
TRIPADVISOR INC COM 896945201 1,049 38,468 SH   DFND   38,409 0 59
TRIPLE-S MGMT CORP COM 896749108 1,655 46,387 SH   DFND   16,120 0 30,267
TRISTATE CAP HLDGS INC COM 89678F100 373 12,324 SH   DFND   12,324 0 0
TRITON INTL LTD CL A G9078F107 4,114 68,297 SH   DFND   57,969 0 10,328
TRIUMPH BANCORP INC COM 89679E300 869 7,294 SH   DFND   7,294 0 0
TRIUMPH GROUP INC NEW COM 896818101 353 19,026 SH   DFND   19,026 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 3,398 141,387 SH   DFND   132,554 0 8,833
TRUEBLUE INC COM 89785X101 465 16,803 SH   DFND   16,803 0 0
TRUECAR INC COM 89785L107 580 170,515 SH   DFND   170,515 0 0
TRUIST FINL CORP COM 89832Q109 5,649 96,486 SH   DFND   85,758 0 10,728
TRUPANION INC COM 898202106 305 2,313 SH   DFND   2,313 0 0
TRUSTCO BK CORP N Y COM NEW 898349204 2,669 80,118 SH   DFND   80,118 0 0
TRUSTMARK CORP COM 898402102 2,458 75,781 SH   DFND   64,667 0 11,114
TTEC HLDGS INC COM 89854H102 1,578 17,432 SH   DFND   17,432 0 0
TTM TECHNOLOGIES INC COM 87305R109 2,085 139,945 SH   DFND   139,945 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 236 4,956 SH   DFND   4,956 0 0
TUTOR PERINI CORP COM 901109108 770 62,279 SH   DFND   62,279 0 0
TWILIO INC CL A 90138F102 1,932 7,335 SH   DFND   6,993 0 342
TWIST BIOSCIENCE CORP COM 90184D100 270 3,483 SH   DFND   3,483 0 0
TWITTER INC COM 90184L102 4,308 99,665 SH   DFND   94,242 0 5,423
TWO HBRS INVT CORP COM NEW 90187B408 282 48,950 SH   DFND   48,950 0 0
TYLER TECHNOLOGIES INC COM 902252105 13,361 24,836 SH   DFND   12,232 0 12,604
TYSON FOODS INC CL A 902494103 130,227 1,504,301 SH   DFND   1,183,345 0 320,956
TYSON FOODS INC CL A 902494103 4,571 52,806 SH   OTR 2 52,806 0 0
U S PHYSICAL THERAPY COM 90337L108 213 2,229 SH   DFND   2,229 0 0
U S SILICA HLDGS INC COM 90346E103 758 80,630 SH   DFND   80,630 0 0
UBIQUITI INC COM 90353W103 305 993 SH   OTR 3 993 0 0
UBIQUITI INC COM 90353W103 16,412 53,511 SH   DFND   41,648 0 11,863
UDR INC COM 902653104 1,916 31,999 SH   DFND   31,999 0 0
UFP INDUSTRIES INC COM 90278Q108 4,891 53,153 SH   DFND   50,557 0 2,596
UFP TECHNOLOGIES INC COM 902673102 818 11,643 SH   DFND   11,643 0 0
UGI CORP NEW COM 902681105 44,920 978,441 SH   DFND   875,840 0 102,601
ULTA BEAUTY INC COM 90384S303 1,461 3,591 SH   OTR 2 3,591 0 0
ULTA BEAUTY INC COM 90384S303 175 431 SH   OTR 3 431 0 0
ULTA BEAUTY INC COM 90384S303 30,152 74,129 SH   DFND   38,913 0 35,216
ULTRA CLEAN HLDGS INC COM 90385V107 2,842 49,542 SH   DFND   46,120 0 3,422
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 417 157,952 SH   DFND   157,952 0 0
UMB FINL CORP COM 902788108 27,672 260,786 SH   DFND   227,906 0 32,880
UMH PPTYS INC COM 903002103 1,856 67,895 SH   DFND   67,895 0 0
UMPQUA HLDGS CORP COM 904214103 15,929 827,932 SH   DFND   662,478 0 165,454
UNDER ARMOUR INC CL A 904311107 1,204 56,961 SH   DFND   51,771 0 5,190
UNIFI INC COM NEW 904677200 1,115 48,151 SH   DFND   48,151 0 0
UNIFIRST CORP MASS COM 904708104 1,102 5,239 SH   DFND   3,324 0 1,915
UNION PAC CORP COM 907818108 38,285 153,488 SH   DFND   113,412 0 40,076
UNIQURE NV SHS N90064101 730 35,207 SH   DFND   31,694 0 3,513
UNISYS CORP COM NEW 909214306 884 42,971 SH   DFND   42,971 0 0
UNITED AIRLS HLDGS INC COM 910047109 3,103 70,869 SH   DFND   70,869 0 0
UNITED FIRE GROUP INC COM 910340108 387 16,709 SH   DFND   16,709 0 0
UNITED NAT FOODS INC COM 911163103 3,276 66,754 SH   DFND   64,574 0 2,180
UNITED PARCEL SERVICE INC CL B 911312106 81,000 381,930 SH   DFND   271,743 0 110,187
UNITED PARCEL SERVICE INC CL B 911312106 2,341 11,038 SH   OTR 2 11,038 0 0
UNITED RENTALS INC COM 911363109 23,537 71,997 SH   DFND   67,346 0 4,651
UNITED STATES STL CORP NEW COM 912909108 30,118 1,271,872 SH   DFND   1,006,176 0 265,696
UNITED STATES STL CORP NEW COM 912909108 246 10,372 SH   OTR 3 10,372 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 86,872 402,036 SH   DFND   356,588 0 45,448
UNITEDHEALTH GROUP INC COM 91324P102 3,826 7,620 SH   OTR 2 7,620 0 0
UNITEDHEALTH GROUP INC COM 91324P102 413,240 822,957 SH   DFND   520,588 0 302,369
UNITI GROUP INC COM 91325V108 1,616 115,356 SH   DFND   115,356 0 0
UNIVAR SOLUTIONS INC COM 91336L107 20,222 721,940 SH   DFND   627,598 0 94,342
UNIVERSAL CORP VA COM 913456109 234 4,263 SH   DFND   4,263 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 18,755 113,644 SH   DFND   92,490 0 21,154
UNIVERSAL ELECTRS INC COM 913483103 2,717 66,674 SH   DFND   66,674 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 13,111 101,119 SH   DFND   92,897 0 8,222
UNIVERSAL INS HLDGS INC COM 91359V107 1,184 69,628 SH   DFND   69,628 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 1,945 65,020 SH   DFND   65,020 0 0
UNUM GROUP COM 91529Y106 29,375 1,195,573 SH   DFND   1,015,211 0 180,362
UPLAND SOFTWARE INC COM 91544A109 1,050 58,534 SH   DFND   58,534 0 0
UPWORK INC COM 91688F104 428 12,536 SH   DFND   12,536 0 0
URANIUM ENERGY CORP COM 916896103 230 68,683 SH   DFND   68,683 0 0
URBAN EDGE PPTYS COM 91704F104 11,833 622,783 SH   DFND   601,942 0 20,841
URBAN OUTFITTERS INC COM 917047102 19,489 663,810 SH   DFND   603,989 0 59,821
URSTADT BIDDLE PPTYS INC CL A 917286205 2,236 104,979 SH   DFND   104,979 0 0
US BANCORP DEL COM NEW 902973304 15,304 272,459 SH   DFND   238,612 0 33,847
US FOODS HLDG CORP COM 912008109 850 24,411 SH   DFND   6,822 0 17,589
USANA HEALTH SCIENCES INC COM 90328M107 2,017 19,926 SH   DFND   7,886 0 12,040
UWM HOLDINGS CORPORATION COM CL A 91823B109 183 30,888 SH   DFND   30,888 0 0
VAIL RESORTS INC COM 91879Q109 10,509 32,154 SH   DFND   18,058 0 14,096
VALE S A SPONSORED ADS 91912E105 3,509 250,292 SH   OTR 3 250,292 0 0
VALE S A SPONSORED ADS 91912E105 171,843 12,256,975 SH   DFND   7,601,766 0 4,655,209
VALERO ENERGY CORP COM 91913Y100 1,076 14,446 SH   DFND   14,446 0 0
VALLEY NATL BANCORP COM 919794107 6,827 496,515 SH   DFND   444,081 0 52,434
VALMONT INDS INC COM 920253101 5,865 23,491 SH   DFND   15,094 0 8,397
VALVOLINE INC COM 92047W101 1,713 46,250 SH   DFND   34,780 0 11,470
VALVOLINE INC COM 92047W101 98 2,636 SH   OTR 3 2,636 0 0
VAREX IMAGING CORP COM 92214X106 865 27,405 SH   DFND   27,405 0 0
VARONIS SYS INC COM 922280102 1,154 23,652 SH   DFND   23,652 0 0
VECTOR GROUP LTD COM 92240M108 391 34,039 SH   DFND   34,039 0 0
VECTRUS INC COM 92242T101 1,177 25,715 SH   DFND   21,074 0 4,641
VEDANTA LIMITED SPONSORED ADR 92242Y100 3,088 374,276 SH   DFND   271,572 0 102,704
VEECO INSTRS INC DEL COM 922417100 763 26,802 SH   DFND   26,802 0 0
VEEVA SYS INC CL A COM 922475108 15,171 59,382 SH   DFND   56,426 0 2,956
VENTAS INC COM 92276F100 6,727 131,598 SH   DFND   41,393 0 90,205
VEONEER INC COM 92336X109 269 7,575 SH   DFND   7,575 0 0
VERA BRADLEY INC COM 92335C106 1,094 128,562 SH   DFND   128,562 0 0
VERACYTE INC COM 92337F107 664 16,105 SH   DFND   16,105 0 0
VERICEL CORP COM 92346J108 508 12,930 SH   DFND   12,930 0 0
VERINT SYS INC COM 92343X100 354 6,740 SH   DFND   1,601 0 5,139
VERIS RESIDENTIAL INC COM 554489104 236 12,828 SH   DFND   12,828 0 0
VERISIGN INC COM 92343E102 57,947 228,561 SH   DFND   156,312 0 72,249
VERISK ANALYTICS INC COM 92345Y106 13,721 60,075 SH   DFND   38,622 0 21,453
VERITIV CORP COM 923454102 3,351 27,338 SH   DFND   25,273 0 2,065
VERITONE INC COM 92347M100 240 10,687 SH   DFND   10,687 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 142,017 2,733,189 SH   DFND   1,900,926 0 832,263
VERSO CORP CL A 92531L207 864 31,992 SH   DFND   31,992 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 131,427 598,483 SH   DFND   328,072 0 270,411
VERU INC COM 92536C103 140 23,712 SH   DFND   23,712 0 0
VIACOMCBS INC CL B 92556H206 10,984 363,943 SH   DFND   304,995 0 58,948
VIATRIS INC COM 92556V106 9,012 666,111 SH   DFND   618,618 0 47,493
VICI PPTYS INC COM 925652109 952 31,669 SH   DFND   31,669 0 0
VICOR CORP COM 925815102 1,549 12,202 SH   DFND   10,750 0 1,452
VICTORY CAP HLDGS INC COM CL A 92645B103 1,082 29,611 SH   DFND   7,492 0 22,119
VIEMED HEALTHCARE INC COM 92663R105 79 15,043 SH   DFND   15,043 0 0
VIEWRAY INC COM 92672L107 769 139,552 SH   DFND   139,552 0 0
VIMEO INC COMMON STOCK 92719V100 312 17,422 SH   DFND   17,422 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 73 8,678 SH   OTR 3 8,678 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 7,047 838,873 SH   DFND   418,591 0 420,282
VIRTU FINL INC CL A 928254101 54,935 1,905,468 SH   DFND   1,575,808 0 329,660
VIRTUS INVT PARTNERS INC COM 92828Q109 2,340 7,876 SH   DFND   6,660 0 1,216
VISA INC COM CL A 92826C839 181,270 836,465 SH   DFND   564,289 0 272,176
VISA INC COM CL A 92826C839 361 1,665 SH   OTR 2 1,665 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 46,723 2,136,386 SH   DFND   1,884,113 0 252,273
VISHAY INTERTECHNOLOGY INC COM 928298108 243 11,098 SH   OTR 3 11,098 0 0
VISHAY PRECISION GROUP INC COM 92835K103 1,056 28,451 SH   DFND   28,451 0 0
VISTA OUTDOOR INC COM 928377100 3,904 84,736 SH   DFND   84,736 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 188 96,589 SH   DFND   96,589 0 0
VISTEON CORP COM NEW 92839U206 318 2,898 SH   DFND   2,898 0 0
VISTRA CORP COM 92840M102 5,542 245,102 SH   DFND   216,443 0 28,659
VMWARE INC CL A COM 928563402 25 215 SH   OTR 3 215 0 0
VMWARE INC CL A COM 928563402 57,749 498,351 SH   DFND   418,845 0 79,506
VOCERA COMMUNICATIONS INC COM 92857F107 326 5,028 SH   DFND   3,302 0 1,726
VONAGE HLDGS CORP COM 92886T201 1,323 63,631 SH   DFND   63,631 0 0
VONTIER CORPORATION COM 928881101 1,549 50,403 SH   DFND   15,492 0 34,911
VORNADO RLTY TR SH BEN INT 929042109 3,571 85,309 SH   DFND   85,309 0 0
VOXX INTL CORP CL A 91829F104 288 28,276 SH   DFND   28,276 0 0
VOYA FINANCIAL INC COM 929089100 5,999 90,467 SH   DFND   34,473 0 55,994
VULCAN MATLS CO COM 929160109 6,859 33,345 SH   DFND   28,130 0 5,215
W & T OFFSHORE INC COM 92922P106 77 23,780 SH   DFND   23,780 0 0
WABTEC COM 929740108 522 5,685 SH   DFND   5,685 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 114,518 2,206,522 SH   DFND   1,341,890 0 864,632
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,830 54,535 SH   OTR 2 54,535 0 0
WALKER & DUNLOP INC COM 93148P102 2,890 19,155 SH   DFND   13,635 0 5,520
WALMART INC COM 931142103 342,402 2,395,258 SH   DFND   1,779,049 0 616,209
WALMART INC COM 931142103 15,278 106,877 SH   OTR 2 106,877 0 0
WALMART INC COM 931142103 702 4,911 SH   OTR 3 4,911 0 0
WARRIOR MET COAL INC COM 93627C101 1,610 62,612 SH   DFND   62,612 0 0
WASHINGTON FED INC COM 938824109 12,757 383,204 SH   DFND   344,217 0 38,987
WASTE CONNECTIONS INC COM 94106B101 9,272 68,124 SH   DFND   57,607 0 10,517
WASTE MGMT INC DEL COM 94106L109 185,205 1,117,038 SH   DFND   673,838 0 443,200
WATERS CORP COM 941848103 104,368 280,929 SH   DFND   144,258 0 136,671
WATERSTONE FINL INC MD COM 94188P101 4,475 204,729 SH   DFND   149,478 0 55,251
WATSCO INC COM 942622200 40,266 130,722 SH   DFND   125,631 0 5,091
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,610 8,290 SH   DFND   5,267 0 3,023
WAVE LIFE SCIENCES LTD SHS Y95308105 244 77,561 SH   DFND   77,561 0 0
WD 40 CO COM 929236107 720 2,943 SH   DFND   1,857 0 1,086
WEBSTER FINL CORP CONN COM 947890109 2,007 35,944 SH   DFND   35,944 0 0
WEC ENERGY GROUP INC COM 92939U106 60,186 621,693 SH   DFND   435,764 0 185,929
WEIS MKTS INC COM 948849104 1,388 21,063 SH   DFND   3,449 0 17,614
WELBILT INC COM 949090104 1,121 47,166 SH   DFND   47,166 0 0
WELLS FARGO CO NEW COM 949746101 82,665 1,722,905 SH   DFND   1,193,026 0 529,879
WELLS FARGO CO NEW COM 949746101 1,636 34,096 SH   OTR 2 34,096 0 0
WELLTOWER INC COM 95040Q104 988 11,515 SH   OTR 2 11,515 0 0
WELLTOWER INC COM 95040Q104 13,863 161,632 SH   DFND   100,683 0 60,949
WENDYS CO COM 95058W100 21,818 914,787 SH   DFND   813,582 0 101,205
WERNER ENTERPRISES INC COM 950755108 39,500 834,557 SH   DFND   752,412 0 82,145
WESBANCO INC COM 950810101 2,236 63,902 SH   DFND   63,902 0 0
WESCO INTL INC COM 95082P105 2,121 16,120 SH   DFND   12,872 0 3,248
WEST PHARMACEUTICAL SVSC INC COM 955306105 57,469 122,533 SH   DFND   94,555 0 27,978
WESTAMERICA BANCORPORATION COM 957090103 1,956 33,880 SH   DFND   33,880 0 0
WESTERN ALLIANCE BANCORP COM 957638109 18,266 169,676 SH   DFND   160,526 0 9,150
WESTERN DIGITAL CORP. COM 958102105 35,906 550,626 SH   DFND   403,281 0 147,345
WESTERN UN CO COM 959802109 19,362 1,085,286 SH   DFND   944,944 0 140,342
WESTLAKE CHEM CORP COM 960413102 123 1,264 SH   OTR 3 1,264 0 0
WESTLAKE CHEM CORP COM 960413102 49,859 513,319 SH   DFND   377,299 0 136,020
WESTROCK CO COM 96145D105 46,530 1,048,911 SH   DFND   931,157 0 117,754
WEYERHAEUSER CO MTN BE COM NEW 962166104 755 18,325 SH   OTR 2 18,325 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 23,357 567,193 SH   DFND   436,028 0 131,165
WHIRLPOOL CORP COM 963320106 25,855 111,898 SH   DFND   88,979 0 22,919
WHIRLPOOL CORP COM 963320106 1,877 8,125 SH   OTR 2 8,125 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 16,675 16,461 SH   DFND   15,589 0 872
WHITESTONE REIT COM 966084204 3,366 332,259 SH   DFND   332,259 0 0
WHITING PETE CORP NEW COM NEW 966387508 2,928 45,267 SH   DFND   45,267 0 0
WIDEOPENWEST INC COM 96758W101 924 42,933 SH   DFND   42,933 0 0
WILEY JOHN & SONS INC CL A 968223206 1,792 31,372 SH   DFND   26,118 0 5,254
WILLIAMS COS INC COM 969457100 2,755 105,987 SH   DFND   104,263 0 1,724
WILLIAMS SONOMA INC COM 969904101 343 2,055 SH   OTR 3 2,055 0 0
WILLIAMS SONOMA INC COM 969904101 45,944 275,099 SH   DFND   254,525 0 20,574
WILLIS TOWERS WATSON PLC LTD SHS G96629103 7,840 33,014 SH   DFND   28,233 0 4,781
WILLIS TOWERS WATSON PLC LTD SHS G96629103 119 502 SH   OTR 3 502 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 2,298 56,265 SH   DFND   56,265 0 0
WINGSTOP INC COM 974155103 2,112 12,225 SH   DFND   12,225 0 0
WINMARK CORP COM 974250102 2,666 10,739 SH   DFND   10,739 0 0
WINNEBAGO INDS INC COM 974637100 2,433 32,472 SH   DFND   29,038 0 3,434
WINTRUST FINL CORP COM 97650W108 14,892 163,976 SH   DFND   147,459 0 16,517
WIPRO LTD SPON ADR 1 SH 97651M109 76,393 7,827,198 SH   DFND   3,998,848 0 3,828,350
WISDOMTREE INVTS INC COM 97717P104 75 12,314 SH   DFND   12,314 0 0
WOLVERINE WORLD WIDE INC COM 978097103 749 26,003 SH   DFND   26,003 0 0
WOODWARD INC COM 980745103 1,442 13,175 SH   DFND   13,175 0 0
WORKDAY INC CL A 98138H101 6,141 22,479 SH   DFND   21,133 0 1,346
WORKIVA INC COM CL A 98139A105 2,299 17,620 SH   DFND   16,227 0 1,393
WORLD ACCEP CORPORATION COM 981419104 302 1,229 SH   DFND   1,229 0 0
WORLD FUEL SVCS CORP COM 981475106 27,807 1,050,515 SH   DFND   955,122 0 95,393
WORLD WRESTLING ENTMT INC CL A 98156Q108 8,240 169,312 SH   DFND   152,771 0 16,541
WORTHINGTON INDS INC COM 981811102 1,579 29,188 SH   DFND   26,160 0 3,028
WP CAREY INC COM 92936U109 1,937 23,605 SH   DFND   23,605 0 0
WW INTL INC COM 98262P101 1,155 71,592 SH   DFND   71,592 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 4,950 55,559 SH   DFND   47,274 0 8,285
WYNN RESORTS LTD COM 983134107 3,109 36,554 SH   DFND   36,554 0 0
XBIOTECH INC COM 98400H102 764 68,647 SH   DFND   57,303 0 11,344
XCEL ENERGY INC COM 98389B100 52,396 780,636 SH   DFND   609,605 0 171,031
XEROX HOLDINGS CORP COM NEW 98421M106 24,677 1,089,968 SH   DFND   934,043 0 155,925
XILINX INC COM 983919101 25,356 119,586 SH   DFND   49,139 0 70,447
XPEL INC COM 98379L100 1,424 20,848 SH   DFND   20,848 0 0
XPENG INC ADS 98422D105 558 11,092 SH   OTR 3 11,092 0 0
XPENG INC ADS 98422D105 32,611 647,935 SH   DFND   299,103 0 348,832
XPERI HOLDING CORP COM 98390M103 1,734 91,682 SH   DFND   75,353 0 16,329
XPO LOGISTICS INC COM 983793100 15,932 207,362 SH   DFND   167,908 0 39,454
XYLEM INC COM 98419M100 10,970 92,205 SH   DFND   9,102 0 83,103
YAMANA GOLD INC COM 98462Y100 76 17,941 SH   DFND   17,941 0 0
YELLOW CORP COM 985510106 611 48,495 SH   DFND   48,495 0 0
YELP INC CL A 985817105 33,098 913,291 SH   DFND   805,685 0 107,606
YETI HLDGS INC COM 98585X104 4,605 56,314 SH   DFND   46,164 0 10,150
YEXT INC COM 98585N106 145 14,620 SH   DFND   14,620 0 0
YUM BRANDS INC COM 988498101 23,887 172,545 SH   DFND   122,678 0 49,867
YUM CHINA HLDGS INC COM 98850P109 27,421 550,171 SH   DFND   323,649 0 226,522
YUM CHINA HLDGS INC COM 98850P109 614 12,320 SH   OTR 3 12,320 0 0
ZAI LAB LTD ADR 98887Q104 119 1,894 SH   OTR 3 1,894 0 0
ZAI LAB LTD ADR 98887Q104 7,669 122,023 SH   DFND   56,310 0 65,713
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 133,665 224,590 SH   DFND   133,894 0 90,696
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4,542 7,632 SH   OTR 2 7,632 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 144 242 SH   OTR 3 242 0 0
ZENDESK INC COM 98936J101 4,881 46,802 SH   DFND   42,050 0 4,752
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 30 25,000 PRN   DFND   25,000 0 0
ZENTALIS PHARMACEUTICALS INC COM 98943L107 609 7,242 SH   DFND   7,242 0 0
ZIFF DAVIS INC COM 48123V102 32,776 295,654 SH   DFND   254,557 0 41,097
ZILLOW GROUP INC CL C CAP STK 98954M200 1,201 18,894 SH   DFND   18,894 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 16,458 129,552 SH   DFND   110,686 0 18,866
ZIONS BANCORPORATION N A COM 989701107 30,161 477,605 SH   DFND   237,397 0 240,208
ZOETIS INC CL A 98978V103 2,763 11,324 SH   OTR 2 11,324 0 0
ZOETIS INC CL A 98978V103 176,751 724,299 SH   DFND   494,559 0 229,740
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 20,567 111,830 SH   DFND   78,850 0 32,980
ZSCALER INC COM 98980G102 8,392 26,118 SH   DFND   23,793 0 2,325
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 238 8,419 SH   OTR 3 8,419 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 19,923 705,989 SH   DFND   359,405 0 346,584
ZUMIEZ INC COM 989817101 306 6,381 SH   DFND   6,381 0 0
ZUORA INC COM CL A 98983V106 1,076 57,613 SH   DFND   57,613 0 0
ZURN WATER SOLUTIONS CORP COM 98983L108 2,103 57,767 SH   DFND   53,303 0 4,464
ZYNEX INC COM 98986M103 193 19,389 SH   DFND   19,389 0 0
ZYNGA INC CL A 98986T108 14,349 2,242,001 SH   DFND   2,020,600 0 221,401