0001085146-22-001097.txt : 20220214 0001085146-22-001097.hdr.sgml : 20220214 20220214163226 ACCESSION NUMBER: 0001085146-22-001097 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001167557 IRS NUMBER: 133987414 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 22633047 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167557 XXXXXXXX 12-31-2021 12-31-2021 false AQR CAPITAL MANAGEMENT LLC

TWO GREENWICH PLAZA Greenwich CT 06830

13F COMBINATION REPORT 028-10120 0001167456 028-10114 AQR Arbitrage LLC N Henry Parkin 203-742-3600 /s/ Henry Parkin Greenwich CT 02-14-2022 3 2479 55169138 false 1 0001633376 028-16752 AQR Capital Management Holdings, LLC 2 0001582681 028-20231 Alaska Permanent Fund Corp 3 0001308668 028-10998 GuideStone Capital Management, LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 1 800 FLOWERS COM INC CL A 68243Q106 503 21503 SH DFND 21503 0 0 1ST SOURCE CORP COM 336901103 2278 45920 SH DFND 45920 0 0 22ND CENTY GROUP INC COM 90137F103 97 31363 SH DFND 31363 0 0 3-D SYS CORP DEL COM NEW 88554D205 1586 73619 SH DFND 64761 0 8858 3M CO COM 88579Y101 207848 1174418 SH DFND 654818 0 519600 8X8 INC NEW COM 282914100 223 13294 SH DFND 13294 0 0 9 METERS BIOPHARMA INC COM 654405109 106 108293 SH DFND 108293 0 0 A10 NETWORKS INC COM 002121101 4027 242858 SH DFND 242858 0 0 AAON INC COM PAR $0.004 000360206 1059 13332 SH DFND 13332 0 0 AAR CORP COM 000361105 326 8344 SH DFND 8344 0 0 ABBOTT LABS COM 002824100 268635 1908729 SH DFND 1316661 0 592068 ABBVIE INC COM 00287Y109 274901 2030288 SH DFND 961130 0 1069158 ABERCROMBIE & FITCH CO CL A 002896207 2854 81949 SH DFND 74693 0 7256 ABIOMED INC COM 003654100 54786 152535 SH DFND 98832 0 53703 ABM INDS INC COM 000957100 2456 60120 SH DFND 57806 0 2314 ACADEMY SPORTS & OUTDOORS IN COM 00402L107 1461 33286 SH DFND 33286 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1710 28263 SH DFND 27591 0 672 ACADIA PHARMACEUTICALS INC COM 004225108 646 27693 SH DFND 24101 0 3592 ACADIA RLTY TR COM SH BEN INT 004239109 1046 47923 SH DFND 47923 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3167 7669 SH OTR 2 7669 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 401774 973008 SH DFND 632336 0 340672 ACCO BRANDS CORP COM 00081T108 1969 238415 SH DFND 219014 0 19401 ACCURAY INC COM 004397105 109 22820 SH DFND 22820 0 0 ACI WORLDWIDE INC COM 004498101 31322 902655 SH DFND 800221 0 102434 ACLARIS THERAPEUTICS INC COM 00461U105 290 19935 SH DFND 19935 0 0 ACTIVISION BLIZZARD INC COM 00507V109 82256 1236378 SH DFND 712420 0 523958 ACUITY BRANDS INC COM 00508Y102 43836 207047 SH DFND 185471 0 21576 ACUSHNET HLDGS CORP COM 005098108 2142 40359 SH DFND 28344 0 12015 ADDUS HOMECARE CORP COM 006739106 487 5212 SH DFND 5212 0 0 ADIENT PLC ORD SHS G0084W101 2347 49505 SH DFND 49505 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 257459 454025 SH DFND 332187 0 121838 ADOBE SYSTEMS INCORPORATED COM 00724F101 759 1338 SH OTR 2 1338 0 0 ADT INC DEL COM 00090Q103 618 73769 SH DFND 73769 0 0 ADTALEM GLOBAL ED INC COM 00737L103 12567 425131 SH DFND 398609 0 26522 ADTRAN INC COM 00738A106 284 12457 SH DFND 12457 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 137 584 SH OTR 3 584 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 41159 174878 SH DFND 81162 0 93716 ADVANCED ENERGY INDS COM 007973100 383 4207 SH DFND 2382 0 1825 ADVANCED MICRO DEVICES INC COM 007903107 979 6800 SH OTR 2 6800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 42271 293755 SH DFND 222424 0 71331 ADVANSIX INC COM 00773T101 2655 56198 SH DFND 52774 0 3424 AECOM COM 00766T100 12148 157701 SH DFND 138896 0 18805 AEMETIS INC COM NEW 00770K202 178 14450 SH DFND 14450 0 0 AERIE PHARMACEUTICALS INC COM 00771V108 173 24680 SH DFND 24680 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 1517 32440 SH DFND 29384 0 3056 AES CORP COM 00130H105 15256 628317 SH DFND 538569 0 89748 AFLAC INC COM 001055102 259 4441 SH OTR 3 4441 0 0 AFLAC INC COM 001055102 12157 208196 SH DFND 144042 0 64154 AGCO CORP COM 001084102 60363 521632 SH DFND 466545 0 55087 AGENUS INC COM NEW 00847G705 2307 716606 SH DFND 716606 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 124101 777333 SH DFND 434219 0 343114 AGILYSYS INC COM 00847J105 1336 30046 SH DFND 30046 0 0 AGNICO EAGLE MINES LTD COM 008474108 244 4595 SH DFND 4595 0 0 AGREE RLTY CORP COM 008492100 701 9829 SH DFND 7697 0 2132 AIR LEASE CORP CL A 00912X302 7751 176164 SH DFND 164292 0 11872 AIR PRODS & CHEMS INC COM 009158106 63886 210776 SH DFND 177230 0 33546 AKAMAI TECHNOLOGIES INC COM 00971T101 29800 254722 SH DFND 221909 0 32813 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 117 100000 PRN DFND 100000 0 0 AKEBIA THERAPEUTICS INC COM 00972D105 185 81774 SH DFND 81774 0 0 ALAMO GROUP INC COM 011311107 604 4105 SH DFND 2020 0 2085 ALARM COM HLDGS INC COM 011642105 955 11266 SH DFND 9867 0 1399 ALASKA AIR GROUP INC COM 011659109 27762 533478 SH DFND 453128 0 80350 ALBANY INTL CORP CL A 012348108 569 6432 SH DFND 6432 0 0 ALBEMARLE CORP COM 012653101 4324 18496 SH DFND 18496 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 26612 881480 SH DFND 735459 0 146021 ALBERTSONS COS INC COMMON STOCK 013091103 137 4537 SH OTR 3 4537 0 0 ALCOA CORP COM 013872106 45627 769422 SH DFND 765843 0 3579 ALECTOR INC COM 014442107 1870 90576 SH DFND 90576 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 2470 98426 SH DFND 98426 0 0 ALEXANDERS INC COM 014752109 705 2710 SH DFND 2710 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3008 13490 SH DFND 10560 0 2930 ALIGN TECHNOLOGY INC COM 016255101 49797 75773 SH DFND 48002 0 27771 ALKERMES PLC SHS G01767105 3280 141010 SH DFND 141010 0 0 ALLAKOS INC COM 01671P100 339 34579 SH DFND 34579 0 0 ALLEGHANY CORP MD COM 017175100 59267 88777 SH DFND 49519 0 39258 ALLEGHANY CORP MD COM 017175100 5274 7900 SH OTR 2 7900 0 0 ALLEGHANY CORP MD COM 017175100 99 149 SH OTR 3 149 0 0 ALLEGIANCE BANCSHARES INC COM 01748H107 1701 40306 SH DFND 40306 0 0 ALLEGIANT TRAVEL CO COM 01748X102 858 4585 SH DFND 4585 0 0 ALLEGION PLC ORD SHS G0176J109 4436 33728 SH OTR 2 33728 0 0 ALLEGION PLC ORD SHS G0176J109 76607 582521 SH DFND 259526 0 322995 ALLETE INC COM NEW 018522300 1973 29770 SH DFND 29770 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 18243 274047 SH DFND 249991 0 24056 ALLIANT ENERGY CORP COM 018802108 15444 252066 SH DFND 145878 0 106188 ALLIED MOTION TECHNOLOGIES I COM 019330109 914 25053 SH DFND 25053 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 23094 642923 SH DFND 539264 0 103659 ALLOGENE THERAPEUTICS INC COM 019770106 431 28885 SH DFND 28885 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 934 50610 SH DFND 50610 0 0 ALLSTATE CORP COM 020002101 366946 3118960 SH DFND 1855133 0 1263827 ALLSTATE CORP COM 020002101 881 7489 SH OTR 3 7489 0 0 ALLSTATE CORP COM 020002101 9863 83832 SH OTR 2 83832 0 0 ALLY FINL INC COM 02005N100 78493 1648665 SH DFND 1143698 0 504967 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 360 2124 SH DFND 2124 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2695 44499 SH DFND 44499 0 0 ALPHABET INC CAP STK CL A 02079K305 5913 2041 SH OTR 2 2041 0 0 ALPHABET INC CAP STK CL A 02079K305 937166 323491 SH DFND 194892 0 128599 ALPHABET INC CAP STK CL C 02079K107 13313 4601 SH OTR 2 4601 0 0 ALPHABET INC CAP STK CL C 02079K107 534006 184548 SH DFND 90689 0 93859 ALPHATEC HLDGS INC COM NEW 02081G201 329 28803 SH DFND 28803 0 0 ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 182 12430 SH DFND 12430 0 0 ALTAIR ENGR INC COM CL A 021369103 499 6448 SH DFND 6448 0 0 ALTICE USA INC CL A 02156K103 7271 449408 SH DFND 353253 0 96155 ALTRA INDL MOTION CORP COM 02208R106 3284 63677 SH DFND 63677 0 0 ALTRIA GROUP INC COM 02209S103 37000 782908 SH DFND 708579 0 74329 ALTUS MIDSTREAM CO COM NEW CL A 02215L209 703 11462 SH DFND 11462 0 0 AMALGAMATED FINANCIAL CORP COM 022671101 212 12618 SH DFND 12618 0 0 A-MARK PRECIOUS METALS INC COM 00181T107 221 3611 SH DFND 3611 0 0 AMAZON COM INC COM 023135106 862984 258817 SH DFND 148801 0 110016 AMAZON COM INC COM 023135106 233 70 SH OTR 3 70 0 0 AMAZON COM INC COM 023135106 12844 3852 SH OTR 2 3852 0 0 AMBARELLA INC SHS G037AX101 4869 24000 SH DFND 24000 0 0 AMBEV SA SPONSORED ADR 02319V103 14613 5218914 SH DFND 4557363 0 661551 AMC ENTMT HLDGS INC CL A COM 00165C104 7703 283211 SH DFND 283211 0 0 AMC NETWORKS INC CL A 00164V103 894 25971 SH DFND 23187 0 2784 AMCOR PLC ORD G0250X107 25 2092 SH OTR 3 2092 0 0 AMCOR PLC ORD G0250X107 297 24833 SH DFND 24833 0 0 AMDOCS LTD SHS G02602103 110454 1475866 SH DFND 669508 0 806358 AMEDISYS INC COM 023436108 817 5048 SH DFND 5048 0 0 AMER SOFTWARE INC CL A 029683109 1178 44997 SH DFND 39180 0 5817 AMER STATES WTR CO COM 029899101 2018 19508 SH DFND 16767 0 2741 AMERANT BANCORP INC CL A 023576101 843 24399 SH DFND 24399 0 0 AMERCO COM 023586100 131593 181540 SH DFND 120360 0 61180 AMERCO COM 023586100 581 801 SH OTR 2 801 0 0 AMEREN CORP COM 023608102 60440 680099 SH DFND 414465 0 265634 AMERESCO INC CL A 02361E108 1160 14247 SH DFND 14247 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 21292 1008612 SH DFND 763208 0 245404 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 249 11811 SH OTR 3 11811 0 0 AMERICAN ASSETS TR INC COM 024013104 1295 34498 SH DFND 34498 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1381 148032 SH DFND 148032 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 12763 222774 SH DFND 193817 0 28957 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 253 9998 SH OTR 3 9998 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 9004 355602 SH DFND 317202 0 38400 AMERICAN ELEC PWR CO INC COM 025537101 377 4252 SH OTR 2 4252 0 0 AMERICAN ELEC PWR CO INC COM 025537101 50338 568465 SH DFND 393957 0 174508 AMERICAN EQTY INVT LIFE HLD COM 025676206 1404 36079 SH DFND 36079 0 0 AMERICAN EXPRESS CO COM 025816109 23253 142135 SH DFND 104148 0 37987 AMERICAN FIN TR INC COM CLASS A 02607T109 1930 211384 SH DFND 211384 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 7067 51464 SH DFND 43462 0 8002 AMERICAN HOMES 4 RENT CL A 02665T306 5336 122354 SH DFND 98815 0 23539 AMERICAN INTL GROUP INC COM NEW 026874784 23485 413030 SH DFND 387846 0 25184 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 401 2125 SH DFND 1850 0 275 AMERICAN OUTDOOR BRANDS INC COM 02875D109 692 34704 SH DFND 34704 0 0 AMERICAN TOWER CORP NEW COM 03027X100 90074 309875 SH DFND 134115 0 175760 AMERICAN TOWER CORP NEW COM 03027X100 4717 16226 SH OTR 2 16226 0 0 AMERICAN VANGUARD CORP COM 030371108 1730 105552 SH DFND 105552 0 0 AMERICAN WELL CORP CL A 03044L105 191 31688 SH DFND 31688 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 794 12175 SH DFND 12175 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 66163 351911 SH DFND 200437 0 151474 AMERICAS CAR-MART INC COM 03062T105 343 3345 SH DFND 1823 0 1522 AMERICOLD RLTY TR COM 03064D108 739 22534 SH DFND 13444 0 9090 AMERIPRISE FINL INC COM 03076C106 33053 109569 SH DFND 42759 0 66810 AMERISAFE INC COM 03071H100 3085 57315 SH DFND 43008 0 14307 AMERISOURCEBERGEN CORP COM 03073E105 72826 548016 SH DFND 349015 0 199001 AMERISOURCEBERGEN CORP COM 03073E105 11219 84422 SH OTR 2 84422 0 0 AMETEK INC COM 031100100 562 3832 SH OTR 2 3832 0 0 AMETEK INC COM 031100100 48075 327844 SH DFND 126646 0 201198 AMGEN INC COM 031162100 199547 886995 SH DFND 312187 0 574808 AMICUS THERAPEUTICS INC COM 03152W109 1027 88891 SH DFND 88891 0 0 AMKOR TECHNOLOGY INC COM 031652100 35180 1419102 SH DFND 1245650 0 173452 AMMO INC COM 00175J107 74 13531 SH DFND 13531 0 0 AMN HEALTHCARE SVCS INC COM 001744101 4089 33426 SH DFND 29376 0 4050 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 246 10575 SH DFND 10575 0 0 AMPHENOL CORP NEW CL A 032095101 45 520 SH OTR 3 520 0 0 AMPHENOL CORP NEW CL A 032095101 28929 332134 SH DFND 173860 0 158274 AMPIO PHARMACEUTICALS INC COM 03209T109 108 189544 SH DFND 189544 0 0 AMYRIS INC COM NEW 03236M200 214 39539 SH DFND 39539 0 0 ANALOG DEVICES INC COM 032654105 42546 242812 SH DFND 117005 0 125807 ANAPLAN INC COM 03272L108 8134 177395 SH DFND 151910 0 25485 ANAPTYSBIO INC COM 032724106 1355 39002 SH DFND 39002 0 0 ANAVEX LIFE SCIENCES CORP COM NEW 032797300 633 36480 SH DFND 36480 0 0 ANDERSONS INC COM 034164103 919 23744 SH DFND 23744 0 0 ANGIODYNAMICS INC COM 03475V101 3110 112748 SH DFND 112748 0 0 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 112564 5365295 SH DFND 2590770 0 2774525 ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 1453 69271 SH OTR 3 69271 0 0 ANI PHARMACEUTICALS INC COM 00182C103 354 7680 SH DFND 7680 0 0 ANSYS INC COM 03662Q105 22355 55731 SH DFND 54654 0 1077 ANTARES PHARMA INC COM 036642106 1502 420840 SH DFND 420840 0 0 ANTERIX INC COM 03676C100 549 9339 SH DFND 9339 0 0 ANTERO RESOURCES CORP COM 03674X106 6059 346206 SH DFND 346206 0 0 ANTHEM INC COM 036752103 4620 9966 SH OTR 2 9966 0 0 ANTHEM INC COM 036752103 234044 504906 SH DFND 271841 0 233065 AON PLC SHS CL A G0403H108 46136 154318 SH DFND 132608 0 21710 APA CORPORATION COM 03743Q108 34210 1272203 SH DFND 1105882 0 166321 APARTMENT INCOME REIT CORP COM 03750L109 767 14036 SH DFND 8005 0 6031 APARTMENT INVT & MGMT CO CL A 03748R747 166 21450 SH DFND 21450 0 0 API GROUP CORP COM STK 00187Y100 1880 72947 SH DFND 72947 0 0 APOGEE ENTERPRISES INC COM 037598109 1069 22202 SH DFND 15305 0 6897 APOLLO COML REAL EST FIN INC COM 03762U105 997 75779 SH DFND 75779 0 0 APOLLO MED HLDGS INC COM NEW 03763A207 877 11937 SH DFND 11937 0 0 APPFOLIO INC COM CL A 03783C100 1074 8875 SH DFND 8875 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1618 100200 SH DFND 91238 0 8962 APPLE INC COM 037833100 52223 294100 SH OTR 2 294100 0 0 APPLE INC COM 037833100 528 2971 SH OTR 3 2971 0 0 APPLE INC COM 037833100 1903128 10717621 SH DFND 5757342 0 4960279 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1059 10308 SH DFND 9365 0 943 APPLIED MATLS INC COM 038222105 219167 1392776 SH DFND 714771 0 678005 APPLIED MATLS INC COM 038222105 5569 35392 SH OTR 2 35392 0 0 APTARGROUP INC COM 038336103 3971 32513 SH DFND 32513 0 0 APTARGROUP INC COM 038336103 174 1423 SH OTR 3 1423 0 0 APTIV PLC SHS G6095L109 1714 10449 SH DFND 10449 0 0 AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 67 31804 SH DFND 31804 0 0 ARAMARK COM 03852U106 15285 414783 SH DFND 390256 0 24527 ARBOR REALTY TRUST INC COM 038923108 344 18802 SH DFND 18802 0 0 ARCBEST CORP COM 03937C105 3930 32791 SH DFND 26508 0 6283 ARCH CAP GROUP LTD ORD G0450A105 22236 500241 SH DFND 344540 0 155701 ARCH CAP GROUP LTD ORD G0450A105 2677 60215 SH OTR 2 60215 0 0 ARCH CAP GROUP LTD ORD G0450A105 78 1765 SH OTR 3 1765 0 0 ARCH RESOURCES INC CL A 03940R107 562 6153 SH DFND 6153 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 62124 925849 SH DFND 709697 0 216152 ARCHROCK INC COM 03957W106 187 25047 SH DFND 25047 0 0 ARCONIC CORPORATION COM 03966V107 1124 34055 SH DFND 34055 0 0 ARCOSA INC COM 039653100 466 8847 SH DFND 3429 0 5418 ARENA PHARMACEUTICALS INC COM NEW 040047607 2500 26903 SH DFND 26903 0 0 ARGAN INC COM 04010E109 3171 81953 SH DFND 72468 0 9485 ARGO GROUP INTL HLDGS LTD COM G0464B107 241 4141 SH DFND 4141 0 0 ARISTA NETWORKS INC COM 040413106 332 2309 SH OTR 2 2309 0 0 ARISTA NETWORKS INC COM 040413106 8558 59537 SH DFND 50197 0 9340 ARISTA NETWORKS INC COM 040413106 179 1246 SH OTR 3 1246 0 0 ARLO TECHNOLOGIES INC COM 04206A101 1699 161926 SH DFND 161926 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 2445 160615 SH DFND 160615 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 1695 14710 SH DFND 9833 0 4877 ARRAY TECHNOLOGIES INC COM SHS 04271T100 345 21993 SH DFND 21993 0 0 ARROW ELECTRS INC COM 042735100 281 2091 SH OTR 3 2091 0 0 ARROW ELECTRS INC COM 042735100 300190 2235722 SH DFND 1271766 0 963956 ARROW ELECTRS INC COM 042735100 7624 56779 SH OTR 2 56779 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3204 48330 SH DFND 47714 0 616 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1667 34999 SH DFND 31539 0 3460 ARVINAS INC COM 04335A105 1763 21465 SH DFND 21465 0 0 ASANA INC CL A 04342Y104 1544 20713 SH DFND 20713 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 4484 25961 SH DFND 22184 0 3777 ASENSUS SURGICAL INC COM 04367G103 226 203206 SH DFND 203206 0 0 ASGN INC COM 00191U102 10720 86870 SH DFND 78716 0 8154 ASHLAND GLOBAL HLDGS INC COM 044186104 293 2734 SH DFND 2734 0 0 ASPEN AEROGELS INC COM 04523Y105 1919 38541 SH DFND 38541 0 0 ASPEN TECHNOLOGY INC COM 045327103 951 6246 SH DFND 3943 0 2303 ASSOCIATED BANC CORP COM 045487105 26780 1185466 SH DFND 1034499 0 150967 ASSURANT INC COM 04621X108 77252 497921 SH DFND 280151 0 217770 ASSURED GUARANTY LTD COM G0585R106 4866 97147 SH DFND 88472 0 8675 ASTEC INDS INC COM 046224101 336 4849 SH DFND 4849 0 0 AT&T INC COM 00206R102 2636 107147 SH OTR 2 107147 0 0 AT&T INC COM 00206R102 118460 4815435 SH DFND 2448151 0 2367284 ATHENE HOLDING LTD CL A G0684D107 1136 13766 SH DFND 10633 0 3133 ATHENEX INC COM 04685N103 46 33677 SH DFND 33677 0 0 ATKORE INC COM 047649108 6764 60832 SH DFND 55664 0 5168 ATLANTIC CAP BANCSHARES INC COM 048269203 605 21030 SH DFND 21030 0 0 ATLANTIC UN BANKSHARES CORP COM 04911A107 1377 36924 SH DFND 36924 0 0 ATLANTICUS HOLDINGS CORP COM 04914Y102 1030 14440 SH DFND 14440 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1638 17400 SH DFND 17400 0 0 ATLASSIAN CORP PLC CL A G06242104 7876 20656 SH DFND 8814 0 11842 ATMOS ENERGY CORP COM 049560105 16430 157315 SH DFND 96727 0 60588 ATN INTL INC COM 00215F107 274 6847 SH DFND 6847 0 0 ATOMERA INC COM 04965B100 249 12373 SH DFND 12373 0 0 ATOSSA THERAPEUTICS INC COM 04962H506 283 176774 SH DFND 176774 0 0 ATRICURE INC COM 04963C209 835 12014 SH DFND 12014 0 0 AUDACY INC CL A 05070N103 40 15444 SH DFND 15444 0 0 AUTODESK INC COM 052769106 20500 72903 SH DFND 60425 0 12478 AUTOLIV INC COM 052800109 9745 94635 SH DFND 90334 0 4301 AUTOMATIC DATA PROCESSING IN COM 053015103 153344 624696 SH DFND 381896 0 242800 AUTOMATIC DATA PROCESSING IN COM 053015103 4787 19502 SH OTR 2 19502 0 0 AUTONATION INC COM 05329W102 74 639 SH OTR 3 639 0 0 AUTONATION INC COM 05329W102 98160 849504 SH DFND 755742 0 93762 AUTOZONE INC COM 053332102 201230 96574 SH DFND 47732 0 48842 AUTOZONE INC COM 053332102 10535 5056 SH OTR 2 5056 0 0 AUTOZONE INC COM 053332102 315 151 SH OTR 3 151 0 0 AVALARA INC COM 05338G106 1659 12847 SH DFND 12847 0 0 AVALO THERAPEUTICS INC COM 05338F108 156 91585 SH DFND 91585 0 0 AVALONBAY CMNTYS INC COM 053484101 1346 5331 SH OTR 2 5331 0 0 AVALONBAY CMNTYS INC COM 053484101 30662 121464 SH DFND 81963 0 39501 AVANGRID INC COM 05351W103 669 13405 SH DFND 13405 0 0 AVANOS MED INC COM 05350V106 1871 54151 SH DFND 54151 0 0 AVANTOR INC COM 05352A100 13276 315037 SH DFND 285957 0 29080 AVAYA HLDGS CORP COM 05351X101 851 42994 SH DFND 42994 0 0 AVERY DENNISON CORP COM 053611109 63082 294196 SH DFND 80160 0 214036 AVIAT NETWORKS INC COM NEW 05366Y201 511 15918 SH DFND 15918 0 0 AVID BIOSERVICES INC COM 05368M106 796 27286 SH DFND 27286 0 0 AVID TECHNOLOGY INC COM 05367P100 3101 95195 SH DFND 86629 0 8566 AVIENT CORPORATION COM 05368V106 2375 42763 SH DFND 41296 0 1467 AVIS BUDGET GROUP COM 053774105 6375 30743 SH DFND 30314 0 429 AVISTA CORP COM 05379B107 692 16293 SH DFND 16293 0 0 AVNET INC COM 053807103 29746 721456 SH DFND 645989 0 75467 AVROBIO INC COM 05455M100 292 75771 SH DFND 75771 0 0 AXALTA COATING SYS LTD COM G0750C108 6717 203964 SH DFND 193357 0 10607 AXALTA COATING SYS LTD COM G0750C108 53 1616 SH OTR 3 1616 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 3021 40519 SH DFND 37452 0 3067 AXIS CAP HLDGS LTD SHS G0692U109 14158 260115 SH DFND 197444 0 62671 AXON ENTERPRISE INC COM 05464C101 5942 37995 SH DFND 27861 0 10134 AXT INC COM 00246W103 133 15048 SH DFND 15048 0 0 AZENTA INC COM 114340102 435 4219 SH DFND 986 0 3233 AZZ INC COM 002474104 719 13001 SH DFND 13001 0 0 B & G FOODS INC NEW COM 05508R106 247 8032 SH DFND 8032 0 0 B. RILEY FINANCIAL INC COM 05580M108 1951 21953 SH DFND 13033 0 8920 BABCOCK & WILCOX ENTERPRISES COM 05614L209 1234 136802 SH DFND 136802 0 0 BADGER METER INC COM 056525108 844 7920 SH DFND 5637 0 2283 BAIDU INC SPON ADR REP A 056752108 1117 7509 SH OTR 3 7509 0 0 BAIDU INC SPON ADR REP A 056752108 68636 461296 SH DFND 217407 0 243889 BAKER HUGHES COMPANY CL A 05722G100 825 34425 SH DFND 34425 0 0 BALCHEM CORP COM 057665200 1862 11041 SH DFND 11041 0 0 BALL CORP COM 058498106 560 5852 SH OTR 3 5852 0 0 BALL CORP COM 058498106 4307 45029 SH DFND 45029 0 0 BANC OF CALIFORNIA INC COM 05990K106 657 33495 SH DFND 33495 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 1761 514809 SH DFND 514809 0 0 BANCO DE CHILE SPONSORED ADS 059520106 1369 87121 SH DFND 10458 0 76663 BANCO DE CHILE SPONSORED ADS 059520106 120 7668 SH OTR 3 7668 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1086 202323 SH DFND 202323 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 9325 572439 SH DFND 285092 0 287347 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 59 3609 SH OTR 3 3609 0 0 BANCORP INC DEL COM 05969A105 581 22944 SH DFND 22944 0 0 BANK HAWAII CORP COM 062540109 4668 55789 SH DFND 52325 0 3464 BANK NEW YORK MELLON CORP COM 064058100 27378 471630 SH DFND 379642 0 91988 BANK OZK COM 06417N103 17712 381486 SH DFND 360367 0 21119 BANNER CORP COM NEW 06652V208 1139 18771 SH DFND 18771 0 0 BARNES & NOBLE ED INC COM 06777U101 110 16117 SH DFND 16117 0 0 BARNES GROUP INC COM 067806109 717 15383 SH DFND 15383 0 0 BARRETT BUSINESS SVCS INC COM 068463108 1372 19864 SH DFND 19864 0 0 BARRICK GOLD CORP COM 067901108 630 33181 SH DFND 33181 0 0 BASSETT FURNITURE INDS INC COM 070203104 214 12787 SH DFND 12787 0 0 BATH & BODY WORKS INC COM 070830104 43825 635605 SH DFND 395110 0 240495 BATH & BODY WORKS INC COM 070830104 4718 68430 SH OTR 2 68430 0 0 BAXTER INTL INC COM 071813109 45283 527524 SH DFND 346647 0 180877 BEACON ROOFING SUPPLY INC COM 073685109 536 9338 SH DFND 9338 0 0 BEAM THERAPEUTICS INC COM 07373V105 592 7424 SH DFND 7424 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1191 51286 SH DFND 51286 0 0 BECTON DICKINSON & CO COM 075887109 76893 305763 SH DFND 206519 0 99244 BEIGENE LTD SPONSORED ADR 07725L102 20975 77417 SH DFND 37104 0 40313 BEIGENE LTD SPONSORED ADR 07725L102 342 1264 SH OTR 3 1264 0 0 BELDEN INC COM 077454106 6816 106230 SH DFND 105826 0 404 BENCHMARK ELECTRS INC COM 08160H101 1784 65827 SH DFND 65827 0 0 BENEFITFOCUS INC COM 08180D106 1744 163607 SH DFND 163607 0 0 BERKLEY W R CORP COM 084423102 1705 20783 SH OTR 2 20783 0 0 BERKLEY W R CORP COM 084423102 34073 415269 SH DFND 217558 0 197711 BERKLEY W R CORP COM 084423102 44 536 SH OTR 3 536 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 26589 59 SH DFND 0 0 59 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 286861 959402 SH DFND 475100 0 484302 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7194 24060 SH OTR 2 24060 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 632 22245 SH DFND 22245 0 0 BERRY CORP COM 08579X101 1962 232981 SH DFND 232981 0 0 BERRY GLOBAL GROUP INC COM 08579W103 11 148 SH OTR 3 148 0 0 BERRY GLOBAL GROUP INC COM 08579W103 26306 358143 SH DFND 324286 0 33857 BEST BUY INC COM 086516101 1693 16762 SH OTR 2 16762 0 0 BEST BUY INC COM 086516101 415 4107 SH OTR 3 4107 0 0 BEST BUY INC COM 086516101 130071 1288084 SH DFND 695843 0 592241 BGC PARTNERS INC CL A 05541T101 77 16568 SH DFND 16568 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 649 34145 SH DFND 34145 0 0 BIGCOMMERCE HLDGS INC COM SER 1 08975P108 499 14098 SH DFND 14098 0 0 BILIBILI INC SPONS ADS REP Z 090040106 154 3322 SH OTR 3 3322 0 0 BILIBILI INC SPONS ADS REP Z 090040106 10023 216018 SH DFND 101522 0 114496 BILL COM HLDGS INC COM 090043100 4756 19089 SH DFND 19089 0 0 BIO RAD LABS INC CL A 090572207 172277 228903 SH DFND 128582 0 100321 BIOCRYST PHARMACEUTICALS INC COM 09058V103 1369 98864 SH DFND 98864 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 2677 863513 SH DFND 863513 0 0 BIOGEN INC COM 09062X103 3410 14213 SH OTR 2 14213 0 0 BIOGEN INC COM 09062X103 75337 314008 SH DFND 156089 0 157919 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 3237 23488 SH DFND 23488 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 203 2301 SH DFND 2301 0 0 BIONANO GENOMICS INC COM 09075F107 352 117742 SH DFND 117742 0 0 BIO-TECHNE CORP COM 09073M104 30764 60465 SH DFND 51552 0 8913 BJS WHSL CLUB HLDGS INC COM 05550J101 5950 89680 SH DFND 74459 0 15221 BJS WHSL CLUB HLDGS INC COM 05550J101 46 696 SH OTR 3 696 0 0 BK OF AMERICA CORP COM 060505104 23559 529528 SH DFND 386615 0 142913 BLACK HILLS CORP COM 092113109 1845 26147 SH DFND 26147 0 0 BLACK KNIGHT INC COM 09215C105 7806 94171 SH DFND 63344 0 30827 BLACKBAUD INC COM 09227Q100 5119 64819 SH DFND 59655 0 5164 BLACKLINE INC COM 09239B109 1257 12138 SH DFND 12138 0 0 BLACKROCK INC COM 09247X101 5584 6101 SH OTR 2 6101 0 0 BLACKROCK INC COM 09247X101 243564 266091 SH DFND 185268 0 80823 BLACKSTONE MTG TR INC COM CL A 09257W100 2444 79819 SH DFND 63488 0 16331 BLOCK H & R INC COM 093671105 10215 433558 SH DFND 392978 0 40580 BLOCK INC CL A 852234103 2960 18328 SH DFND 18043 0 285 BLOOM ENERGY CORP COM CL A 093712107 385 17557 SH DFND 17557 0 0 BLOOMIN BRANDS INC COM 094235108 1715 81747 SH DFND 76682 0 5065 BLUEGREEN VACATIONS HLDG COR CLASS A 096308101 287 8174 SH DFND 8174 0 0 BLUELINX HLDGS INC COM NEW 09624H208 1688 17629 SH DFND 17629 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2153 20102 SH DFND 20102 0 0 BOEING CO COM 097023105 1493 7414 SH DFND 7414 0 0 BOISE CASCADE CO DEL COM 09739D100 7430 104353 SH DFND 88891 0 15462 BOK FINL CORP COM NEW 05561Q201 17688 169183 SH DFND 143016 0 26167 BOOKING HOLDINGS INC COM 09857L108 28665 11999 SH DFND 9786 0 2213 BOOT BARN HLDGS INC COM 099406100 2202 17895 SH DFND 17895 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 35315 416497 SH DFND 324236 0 92261 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3038 35832 SH OTR 2 35832 0 0 BORGWARNER INC COM 099724106 2028 44986 SH DFND 44986 0 0 BOSTON BEER INC CL A 100557107 1170 2316 SH DFND 2209 0 107 BOSTON PROPERTIES INC COM 101121101 2029 17617 SH DFND 17617 0 0 BOSTON SCIENTIFIC CORP COM 101137107 13840 325806 SH DFND 255796 0 70010 BOTTOMLINE TECH DEL INC COM 101388106 1296 22943 SH DFND 22943 0 0 BOX INC CL A 10316T104 3077 117501 SH DFND 117501 0 0 BOYD GAMING CORP COM 103304101 47421 723216 SH DFND 624847 0 98369 BRADY CORP CL A 104674106 655 12151 SH DFND 12151 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 750 147107 SH DFND 147107 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 279 20818 SH DFND 20818 0 0 BRASKEM S A SP ADR PFD A 105532105 531 25184 SH DFND 25184 0 0 BRF SA SPONSORED ADR 10552T107 611 149388 SH DFND 149388 0 0 BRIGHAM MINERALS INC CL A COM 10918L103 496 23507 SH DFND 23507 0 0 BRIGHTCOVE INC COM 10921T101 1156 113131 SH DFND 113131 0 0 BRIGHTHOUSE FINL INC COM 10922N103 19905 384258 SH DFND 325908 0 58350 BRIGHTHOUSE FINL INC COM 10922N103 28 532 SH OTR 3 532 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 666 26012 SH DFND 20284 0 5728 BRINKER INTL INC COM 109641100 1434 39200 SH DFND 39200 0 0 BRINKS CO COM 109696104 2350 35832 SH DFND 33703 0 2129 BRISTOL-MYERS SQUIBB CO COM 110122108 4920 78905 SH OTR 2 78905 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 90207 1446789 SH DFND 891300 0 555489 BRIXMOR PPTY GROUP INC COM 11120U105 7857 309214 SH DFND 293463 0 15751 BROADCOM INC COM 11135F101 276849 416058 SH DFND 255797 0 160261 BROADCOM INC COM 11135F101 4603 6918 SH OTR 2 6918 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6137 33569 SH DFND 18986 0 14583 BROADSTONE NET LEASE INC COM 11135E203 1784 71862 SH DFND 64652 0 7210 BROOKLINE BANCORP INC DEL COM 11373M107 1697 104840 SH DFND 92260 0 12580 BROWN & BROWN INC COM 115236101 5836 83865 SH DFND 83865 0 0 BROWN & BROWN INC COM 115236101 61 876 SH OTR 3 876 0 0 BROWN FORMAN CORP CL B 115637209 22616 313366 SH DFND 137268 0 176098 BRUKER CORP COM 116794108 24769 295189 SH DFND 237713 0 57476 BRUNSWICK CORP COM 117043109 48175 483682 SH DFND 421944 0 61738 BRYN MAWR BK CORP COM 117665109 394 8747 SH DFND 8747 0 0 BUCKLE INC COM 118440106 2456 58047 SH DFND 45363 0 12684 BUILDERS FIRSTSOURCE INC COM 12008R107 33760 398349 SH DFND 364740 0 33609 BUNGE LIMITED COM G16962105 13150 142360 SH DFND 123725 0 18635 BURLINGTON STORES INC COM 122017106 4402 15101 SH DFND 14667 0 434 BWX TECHNOLOGIES INC COM 05605H100 1441 30087 SH DFND 30087 0 0 BYLINE BANCORP INC COM 124411109 2251 82321 SH DFND 82321 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 94046 878527 SH DFND 554721 0 323806 CABLE ONE INC COM 12685J105 5756 3264 SH DFND 2816 0 448 CABOT CORP COM 127055101 4021 72550 SH DFND 69005 0 3545 CACI INTL INC CL A 127190304 53632 199220 SH DFND 177447 0 21773 CACTUS INC CL A 127203107 379 9946 SH DFND 6054 0 3892 CADENCE BANK COM 12740C103 1224 41091 SH DFND 41091 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 72519 390601 SH DFND 315202 0 75399 CADIZ INC COM NEW 127537207 42 10859 SH DFND 10859 0 0 CALAMP CORP COM 128126109 934 132286 SH DFND 132286 0 0 CALAVO GROWERS INC COM 128246105 211 4977 SH DFND 4977 0 0 CALERES INC COM 129500104 479 21107 SH DFND 21107 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 2036 47662 SH DFND 47662 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 2030 28247 SH DFND 26906 0 1341 CALIX INC COM 13100M509 3022 37791 SH DFND 37791 0 0 CALLAWAY GOLF CO COM 131193104 1231 44849 SH DFND 38038 0 6811 CALLON PETE CO DEL COM 13123X508 602 12731 SH DFND 12731 0 0 CAMBIUM NETWORKS CORP SHS G17766109 791 30871 SH DFND 23877 0 6994 CAMDEN NATL CORP COM 133034108 1633 33898 SH DFND 27184 0 6714 CAMDEN PPTY TR SH BEN INT 133131102 32521 182456 SH DFND 175184 0 7272 CAMPBELL SOUP CO COM 134429109 11912 275616 SH DFND 244890 0 30726 CAMPING WORLD HLDGS INC CL A 13462K109 531 13140 SH DFND 13140 0 0 CANADIAN PAC RY LTD COM 13645T100 2714 37991 SH DFND 37991 0 0 CANNAE HLDGS INC COM 13765N107 1417 40299 SH DFND 40299 0 0 CAPITAL ONE FINL CORP COM 14040H105 173064 1192803 SH DFND 710129 0 482674 CAPITAL ONE FINL CORP COM 14040H105 8124 55992 SH OTR 2 55992 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 12705 197623 SH DFND 166751 0 30872 CARA THERAPEUTICS INC COM 140755109 1438 118100 SH DFND 118100 0 0 CARDIFF ONCOLOGY INC COM 14147L108 200 33277 SH DFND 33277 0 0 CARDINAL HEALTH INC COM 14149Y108 1971 38278 SH OTR 2 38278 0 0 CARDINAL HEALTH INC COM 14149Y108 37658 731368 SH DFND 525937 0 205431 CARDIOVASCULAR SYS INC DEL COM 141619106 795 42313 SH DFND 42313 0 0 CAREDX INC COM 14167L103 1210 26613 SH DFND 26613 0 0 CARETRUST REIT INC COM 14174T107 1479 64765 SH DFND 64765 0 0 CARGURUS INC COM CL A 141788109 1198 35625 SH DFND 35625 0 0 CARLISLE COS INC COM 142339100 28977 117933 SH DFND 113899 0 4034 CARPENTER TECHNOLOGY CORP COM 144285103 275 9436 SH DFND 9436 0 0 CARRIAGE SVCS INC COM 143905107 1063 16493 SH DFND 11184 0 5309 CARRIER GLOBAL CORPORATION COM 14448C104 113503 2123925 SH DFND 1199338 0 924587 CARS COM INC COM 14575E105 193 12000 SH DFND 12000 0 0 CARTERS INC COM 146229109 28198 278583 SH DFND 254970 0 23613 CARVANA CO CL A 146869102 2705 11711 SH DFND 11711 0 0 CASA SYS INC COM 14713L102 510 90003 SH DFND 90003 0 0 CASELLA WASTE SYS INC CL A 147448104 605 7081 SH DFND 7081 0 0 CASEYS GEN STORES INC COM 147528103 227 1162 SH OTR 3 1162 0 0 CASEYS GEN STORES INC COM 147528103 38236 195683 SH DFND 168776 0 26907 CASS INFORMATION SYS INC COM 14808P109 1445 36752 SH DFND 32739 0 4013 CASSAVA SCIENCES INC COM 14817C107 508 11634 SH DFND 11634 0 0 CASTLIGHT HEALTH INC CL B 14862Q100 1717 1114894 SH DFND 1114894 0 0 CATALENT INC COM 148806102 1847 14428 SH DFND 14428 0 0 CATALYST PHARMACEUTICALS INC COM 14888U101 2966 438073 SH DFND 383226 0 54847 CATCHMARK TIMBER TR INC CL A 14912Y202 108 12454 SH DFND 12454 0 0 CATERPILLAR INC COM 149123101 2234 10835 SH OTR 2 10835 0 0 CATERPILLAR INC COM 149123101 55876 270951 SH DFND 200127 0 70824 CATHAY GEN BANCORP COM 149150104 16286 378840 SH DFND 327982 0 50858 CATO CORP NEW CL A 149205106 1814 105705 SH DFND 105705 0 0 CAVCO INDS INC DEL COM 149568107 1607 5060 SH DFND 5060 0 0 CBIZ INC COM 124805102 1238 31645 SH DFND 12206 0 19439 CBOE GLOBAL MKTS INC COM 12503M108 12749 98479 SH DFND 76902 0 21577 CBRE GROUP INC CL A 12504L109 9423 86842 SH DFND 63579 0 23263 CDK GLOBAL INC COM 12508E101 11362 272200 SH DFND 250455 0 21745 CDW CORP COM 12514G108 129630 634012 SH DFND 389453 0 244559 CDW CORP COM 12514G108 4173 20408 SH OTR 2 20408 0 0 CDW CORP COM 12514G108 787 3851 SH OTR 3 3851 0 0 CELANESE CORP DEL COM 150870103 226 1352 SH OTR 3 1352 0 0 CELANESE CORP DEL COM 150870103 71611 429093 SH DFND 263712 0 165381 CELCUITY INC COM 15102K100 194 14692 SH DFND 14692 0 0 CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 366 9460 SH DFND 9460 0 0 CELSIUS HLDGS INC COM NEW 15118V207 1850 24805 SH DFND 24805 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 1508 222420 SH DFND 169428 0 52992 CENOVUS ENERGY INC *W EXP 01/01/202 15135U117 1556 126835 SH DFND 119253 0 7582 CENTENE CORP DEL COM 15135B101 12425 150784 SH DFND 134646 0 16138 CENTENNIAL RESOURCE DEV INC CL A 15136A102 1135 189719 SH DFND 189719 0 0 CENTERSPACE COM 15202L107 2033 18328 SH DFND 18328 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 606 99538 SH DFND 99538 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1130 23621 SH DFND 12577 0 11044 CENTRAL PAC FINL CORP COM NEW 154760409 1697 60252 SH DFND 60252 0 0 CENTRUS ENERGY CORP CL A 15643U104 544 10909 SH DFND 10909 0 0 CENTURY ALUM CO COM 156431108 283 17079 SH DFND 17079 0 0 CENTURY CASINOS INC COM 156492100 195 15997 SH DFND 15997 0 0 CENTURY CMNTYS INC COM 156504300 2370 28981 SH DFND 22832 0 6149 CERENCE INC COM 156727109 851 11099 SH DFND 11099 0 0 CERIDIAN HCM HLDG INC COM 15677J108 537 5140 SH DFND 5140 0 0 CERNER CORP COM 156782104 62964 677975 SH DFND 559834 0 118141 CERTARA INC COM 15687V109 226 7944 SH DFND 7944 0 0 CEVA INC COM 157210105 594 13728 SH DFND 13728 0 0 CF INDS HLDGS INC COM 125269100 33648 475393 SH DFND 429343 0 46050 CHAMPIONX CORPORATION COM 15872M104 6761 336350 SH DFND 291862 0 44488 CHANGE HEALTHCARE INC COM 15912K100 375 17527 SH DFND 14679 0 2848 CHANNELADVISOR CORP COM 159179100 2228 90275 SH DFND 90275 0 0 CHARGEPOINT HOLDINGS INC COM CL A 15961R105 424 22277 SH DFND 22277 0 0 CHARLES RIV LABS INTL INC COM 159864107 30547 81073 SH DFND 75633 0 5440 CHART INDS INC COM 16115Q308 1187 7442 SH DFND 7442 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 16321 25034 SH DFND 22865 0 2169 CHASE CORP COM 16150R104 273 2743 SH DFND 2743 0 0 CHATHAM LODGING TR COM 16208T102 1764 128552 SH DFND 128552 0 0 CHEMED CORP NEW COM 16359R103 32947 62277 SH DFND 51036 0 11241 CHEMOURS CO COM 163851108 9470 282171 SH DFND 264912 0 17259 CHENIERE ENERGY INC COM NEW 16411R208 8813 86895 SH DFND 64213 0 22682 CHENIERE ENERGY INC COM NEW 16411R208 470 4631 SH OTR 2 4631 0 0 CHESAPEAKE ENERGY CORP COM 165167735 3257 50477 SH DFND 50477 0 0 CHESAPEAKE UTILS CORP COM 165303108 319 2185 SH DFND 2185 0 0 CHEVRON CORP NEW COM 166764100 183499 1564486 SH DFND 1117610 0 446876 CHEVRON CORP NEW COM 166764100 7336 62542 SH OTR 2 62542 0 0 CHEWY INC CL A 16679L109 1681 28498 SH DFND 28498 0 0 CHEWY INC CL A 16679L109 157 2662 SH OTR 3 2662 0 0 CHICOS FAS INC COM 168615102 159 29502 SH DFND 29502 0 0 CHILDRENS PL INC NEW COM 168905107 676 8529 SH DFND 8529 0 0 CHIMERA INVT CORP COM NEW 16934Q208 2318 153692 SH DFND 103121 0 50571 CHIMERIX INC COM 16934W106 386 60095 SH DFND 60095 0 0 CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 1396 30015 SH DFND 30015 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 7226 4136 SH DFND 4069 0 67 CHOICE HOTELS INTL INC COM 169905106 2709 17436 SH DFND 17436 0 0 CHROMADEX CORP COM NEW 171077407 869 232431 SH DFND 232431 0 0 CHUBB LIMITED COM H1467J104 8933 46213 SH OTR 2 46213 0 0 CHUBB LIMITED COM H1467J104 106 546 SH OTR 3 546 0 0 CHUBB LIMITED COM H1467J104 156239 808230 SH DFND 544115 0 264115 CHURCH & DWIGHT CO INC COM 171340102 177 1736 SH OTR 3 1736 0 0 CHURCH & DWIGHT CO INC COM 171340102 59981 588803 SH DFND 442663 0 146140 CHURCHILL DOWNS INC COM 171484108 4786 20042 SH DFND 17005 0 3037 CIA ENERGETICA DE MINAS GERA SP ADR N-V PFD 204409601 7983 3285341 SH DFND 3285341 0 0 CIENA CORP COM NEW 171779309 10907 141702 SH DFND 131229 0 10473 CIENA CORP COM NEW 171779309 141 1830 SH OTR 3 1830 0 0 CIGNA CORP NEW COM 125523100 83019 361535 SH DFND 234007 0 127528 CIGNA CORP NEW COM 125523100 1979 8618 SH OTR 2 8618 0 0 CIMPRESS PLC SHS EURO G2143T103 1072 14975 SH DFND 14975 0 0 CINCINNATI FINL CORP COM 172062101 3218 28337 SH DFND 26845 0 1492 CINCINNATI FINL CORP COM 172062101 237 2088 SH OTR 3 2088 0 0 CINTAS CORP COM 172908105 29742 67622 SH DFND 67622 0 0 CIRRUS LOGIC INC COM 172755100 35834 389417 SH DFND 338824 0 50593 CISCO SYS INC COM 17275R102 10007 157912 SH OTR 2 157912 0 0 CISCO SYS INC COM 17275R102 427582 6747396 SH DFND 3647674 0 3099722 CISCO SYS INC COM 17275R102 562 8875 SH OTR 3 8875 0 0 CIT GROUP INC COM NEW 125581801 2304 46037 SH DFND 46037 0 0 CITI TRENDS INC COM 17306X102 1138 12014 SH DFND 9949 0 2065 CITIGROUP INC COM NEW 172967424 4727 78270 SH OTR 2 78270 0 0 CITIGROUP INC COM NEW 172967424 100486 1663956 SH DFND 1098933 0 565023 CITIZENS FINL GROUP INC COM 174610105 18217 385540 SH DFND 273505 0 112035 CITRIX SYS INC COM 177376100 9279 98102 SH DFND 91601 0 6501 CITY OFFICE REIT INC COM 178587101 1623 82288 SH DFND 82288 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 1062 43522 SH DFND 43522 0 0 CIVITAS RESOURCES INC COM NEW 17888H103 1971 40256 SH DFND 40256 0 0 CLARUS CORP NEW COM 18270P109 1027 37064 SH DFND 37064 0 0 CLEAN HARBORS INC COM 184496107 18693 190352 SH DFND 149653 0 40699 CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 995 300660 SH DFND 300660 0 0 CLEARFIELD INC COM 18482P103 758 8975 SH DFND 8975 0 0 CLEARWATER PAPER CORP COM 18538R103 203 5537 SH DFND 5537 0 0 CLEARWAY ENERGY INC CL C 18539C204 1503 41720 SH DFND 41720 0 0 CLEVELAND-CLIFFS INC NEW COM 185899101 1587 73514 SH DFND 52811 0 20703 CLOROX CO DEL COM 189054109 84622 490619 SH DFND 381395 0 109224 CLOUDFLARE INC CL A COM 18915M107 11259 85623 SH DFND 63791 0 21832 CMC MATERIALS INC COM 12571T100 4657 24416 SH DFND 24067 0 349 CME GROUP INC COM 12572Q105 120608 527918 SH DFND 444669 0 83249 CMS ENERGY CORP COM 125896100 16530 254539 SH DFND 225971 0 28568 CNA FINL CORP COM 126117100 13087 297163 SH DFND 241358 0 55805 CNA FINL CORP COM 126117100 80 1815 SH OTR 3 1815 0 0 CNO FINL GROUP INC COM 12621E103 16663 698958 SH DFND 611315 0 87643 CNO FINL GROUP INC COM 12621E103 67 2794 SH OTR 3 2794 0 0 CNX RES CORP COM 12653C108 673 48962 SH DFND 48962 0 0 COASTAL FINL CORP WA COM NEW 19046P209 288 5699 SH DFND 5699 0 0 COCA COLA CO COM 191216100 197337 3361212 SH DFND 2490777 0 870435 COCA COLA CONS INC COM 191098102 5078 8201 SH DFND 6004 0 2197 COCA-COLA FEMSA SAB DE CV SPONSORD ADR REP 191241108 20362 371631 SH DFND 196732 0 174899 COCA-COLA FEMSA SAB DE CV SPONSORD ADR REP 191241108 585 10684 SH OTR 3 10684 0 0 CODEXIS INC COM 192005106 728 23274 SH DFND 23274 0 0 COGNEX CORP COM 192422103 25926 333414 SH DFND 255422 0 77992 COGNEX CORP COM 192422103 55 712 SH OTR 3 712 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 74931 844577 SH DFND 411139 0 433438 COHEN & STEERS INC COM 19247A100 1047 11323 SH DFND 11323 0 0 COHERUS BIOSCIENCES INC COM 19249H103 276 17266 SH DFND 17266 0 0 COHU INC COM 192576106 1504 39476 SH DFND 39476 0 0 COLFAX CORP COM 194014106 908 19748 SH DFND 19748 0 0 COLGATE PALMOLIVE CO COM 194162103 151092 1783643 SH DFND 1246311 0 537332 COLGATE PALMOLIVE CO COM 194162103 411 4853 SH OTR 3 4853 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 264 14156 SH DFND 7754 0 6402 COLUMBIA BKG SYS INC COM 197236102 836 25554 SH DFND 25554 0 0 COLUMBIA FINL INC COM 197641103 287 13745 SH DFND 13745 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 54761 564255 SH DFND 498085 0 66170 COLUMBUS MCKINNON CORP N Y COM 199333105 500 10808 SH DFND 10808 0 0 COMCAST CORP NEW CL A 20030N101 42765 849692 SH DFND 651117 0 198575 COMERICA INC COM 200340107 22424 257752 SH DFND 222511 0 35241 COMFORT SYS USA INC COM 199908104 1165 11778 SH DFND 7072 0 4706 COMMERCE BANCSHARES INC COM 200525103 29680 431775 SH DFND 81015 0 350760 COMMERCIAL METALS CO COM 201723103 8007 222615 SH DFND 220222 0 2393 COMMERCIAL VEH GROUP INC COM 202608105 99 12228 SH DFND 12228 0 0 COMMSCOPE HLDG CO INC COM 20337X109 1776 160859 SH DFND 63633 0 97226 COMMUNITY HEALTH SYS INC NEW COM 203668108 2783 209076 SH DFND 209076 0 0 COMMUNITY TR BANCORP INC COM 204149108 2898 66459 SH DFND 63522 0 2937 COMMVAULT SYS INC COM 204166102 19650 285108 SH DFND 250719 0 34389 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1436 195600 SH DFND 195600 0 0 COMPANHIA PARANAENSE ENERG C SPON ADS 20441B605 4661 827870 SH DFND 827870 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 414 93195 SH DFND 93195 0 0 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 12090 736774 SH DFND 504719 0 232055 COMPUTER PROGRAMS & SYS INC COM 205306103 2851 97294 SH DFND 76695 0 20599 CONAGRA BRANDS INC COM 205887102 6124 180831 SH DFND 172194 0 8637 CONCENTRIX CORP COM 20602D101 28905 161997 SH DFND 130946 0 31051 CONCRETE PUMPING HLDGS INC COM 206704108 288 35080 SH DFND 35080 0 0 CONDUENT INC COM 206787103 1961 367238 SH DFND 367238 0 0 CONMED CORP COM 207410101 455 3212 SH DFND 2270 0 942 CONNECTONE BANCORP INC COM 20786W107 2135 65277 SH DFND 65277 0 0 CONNS INC COM 208242107 631 26834 SH DFND 26834 0 0 CONOCOPHILLIPS COM 20825C104 204652 2844364 SH DFND 2302864 0 541500 CONSOL ENERGY INC NEW COM 20854L108 2214 97510 SH DFND 97510 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 1420 189838 SH DFND 189838 0 0 CONSOLIDATED EDISON INC COM 209115104 67576 794917 SH DFND 580344 0 214573 CONSTELLATION BRANDS INC CL A 21036P108 7522 30098 SH DFND 22717 0 7381 CONSTRUCTION PARTNERS INC COM CL A 21044C107 214 7283 SH DFND 7283 0 0 CONTAINER STORE GROUP INC COM 210751103 445 44598 SH DFND 44598 0 0 CONTINENTAL RES INC COM 212015101 5594 124972 SH DFND 124972 0 0 CONTROLADORA VUELA COMP DE A SPON ADR RP 10 21240E105 1485 82664 SH DFND 0 0 82664 COOPER COS INC COM NEW 216648402 33006 78785 SH DFND 48704 0 30081 COPA HOLDINGS SA CL A P31076105 11821 143547 SH DFND 128821 0 14726 COPART INC COM 217204106 18424 121744 SH DFND 115313 0 6431 CORCEPT THERAPEUTICS INC COM 218352102 1487 75118 SH DFND 60369 0 14749 COREPOINT LODGING INC COM 21872L104 736 46880 SH DFND 46880 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 1075 61666 SH DFND 61666 0 0 CORNING INC COM 219350105 16248 436420 SH DFND 382606 0 53814 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 17350 620294 SH DFND 592520 0 27774 CORTEVA INC COM 22052L104 54 1149 SH OTR 3 1149 0 0 CORTEVA INC COM 22052L104 55585 1177148 SH DFND 980402 0 196746 CORVEL CORP COM 221006109 2138 10277 SH DFND 8599 0 1678 COSTAMARE INC SHS Y1771G102 712 56323 SH DFND 56323 0 0 COSTAR GROUP INC COM 22160N109 20409 258244 SH DFND 258244 0 0 COSTCO WHSL CORP NEW COM 22160K105 343108 612277 SH DFND 392768 0 219509 COSTCO WHSL CORP NEW COM 22160K105 4614 8233 SH OTR 2 8233 0 0 COSTCO WHSL CORP NEW COM 22160K105 270 481 SH OTR 3 481 0 0 COTERRA ENERGY INC COM 127097103 44083 2320147 SH DFND 2057299 0 262848 COTY INC COM CL A 222070203 6035 581419 SH DFND 507160 0 74259 COUSINS PPTYS INC COM NEW 222795502 1238 30741 SH DFND 24930 0 5811 COVENANT LOGISTICS GROUP INC CL A 22284P105 2314 87541 SH DFND 87541 0 0 COVETRUS INC COM 22304C100 553 27707 SH DFND 27707 0 0 COWEN INC CL A NEW 223622606 3243 89831 SH DFND 64654 0 25177 CRA INTL INC COM 12618T105 1233 13208 SH DFND 13208 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 33161 257784 SH DFND 226753 0 31031 CRANE CO COM 224399105 14196 140287 SH DFND 124554 0 15733 CREDICORP LTD COM G2519Y108 13950 114277 SH DFND 20235 0 94042 CREDICORP LTD COM G2519Y108 191 1564 SH OTR 3 1564 0 0 CREDIT ACCEP CORP MICH COM 225310101 8929 13297 SH DFND 11800 0 1497 CRINETICS PHARMACEUTICALS IN COM 22663K107 701 24664 SH DFND 24664 0 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 513 6773 SH DFND 6773 0 0 CROCS INC COM 227046109 25712 201224 SH DFND 181137 0 20087 CROSS CTRY HEALTHCARE INC COM 227483104 1785 64319 SH DFND 64319 0 0 CROSSFIRST BANKSHARES INC COM 22766M109 913 58470 SH DFND 58470 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 4105 20050 SH DFND 3415 0 16635 CROWN CASTLE INTL CORP NEW COM 22822V101 97719 469151 SH DFND 230226 0 238925 CROWN CASTLE INTL CORP NEW COM 22822V101 2847 13667 SH OTR 2 13667 0 0 CROWN HLDGS INC COM 228368106 3890 35412 SH DFND 35412 0 0 CRYOPORT INC COM PAR $0.001 229050307 513 8668 SH DFND 8668 0 0 CSG SYS INTL INC COM 126349109 1457 25283 SH DFND 16462 0 8821 CSW INDUSTRIALS INC COM 126402106 620 5130 SH DFND 2595 0 2535 CSX CORP COM 126408103 10410 279241 SH DFND 243575 0 35666 CTI BIOPHARMA CORP COM 12648L601 38 15365 SH DFND 15365 0 0 CTO RLTY GROWTH INC NEW COM 22948Q101 222 3614 SH DFND 3614 0 0 CTS CORP COM 126501105 1164 31702 SH DFND 27784 0 3918 CUBESMART COM 229663109 21787 382836 SH DFND 339188 0 43648 CULLEN FROST BANKERS INC COM 229899109 2044 16212 SH DFND 16212 0 0 CUMMINS INC COM 231021106 2075 9526 SH OTR 2 9526 0 0 CUMMINS INC COM 231021106 216240 992518 SH DFND 586525 0 405993 CURIS INC COM NEW 231269200 106 22173 SH DFND 22173 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 1005 62800 SH DFND 62800 0 0 CURTISS WRIGHT CORP COM 231561101 21582 156893 SH DFND 145115 0 11778 CUSHMAN WAKEFIELD PLC SHS G2717B108 2576 115807 SH DFND 115807 0 0 CUSTOM TRUCK ONE SOURCE INC COM CL A 23204X103 126 15738 SH DFND 15738 0 0 CUSTOMERS BANCORP INC COM 23204G100 5147 78738 SH DFND 65142 0 13596 CUTERA INC COM 232109108 414 10012 SH DFND 10012 0 0 CVB FINL CORP COM 126600105 1147 53587 SH DFND 53587 0 0 CVS HEALTH CORP COM 126650100 4167 40395 SH OTR 2 40395 0 0 CVS HEALTH CORP COM 126650100 126688 1228077 SH DFND 919697 0 308380 CYRUSONE INC COM 23283R100 1963 21904 SH DFND 17330 0 4574 CYTOKINETICS INC COM NEW 23282W605 1658 36365 SH DFND 36365 0 0 CYTOSORBENTS CORP COM NEW 23283X206 169 40437 SH DFND 40437 0 0 D R HORTON INC COM 23331A109 6244 58215 SH OTR 2 58215 0 0 D R HORTON INC COM 23331A109 37750 351979 SH DFND 227514 0 124465 DAILY JOURNAL CORP COM 233912104 555 1556 SH DFND 1556 0 0 DANA INC COM 235825205 3739 163918 SH DFND 158204 0 5714 DANAHER CORPORATION COM 235851102 307697 935221 SH DFND 638778 0 296443 DARDEN RESTAURANTS INC COM 237194105 28060 186945 SH DFND 173545 0 13400 DARLING INGREDIENTS INC COM 237266101 18815 273639 SH DFND 218659 0 54980 DASEKE INC COM 23753F107 1024 101960 SH DFND 101960 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 369 9606 SH DFND 9606 0 0 DAVITA INC COM 23918K108 2500 21974 SH DFND 18816 0 3158 DECKERS OUTDOOR CORP COM 243537107 21373 58348 SH DFND 49211 0 9137 DEERE & CO COM 244199105 91894 268547 SH DFND 152142 0 116405 DEERE & CO COM 244199105 4712 13769 SH OTR 2 13769 0 0 DEL TACO RESTAURANTS INC NEW COM 245496104 190 15237 SH DFND 15237 0 0 DELEK US HLDGS INC NEW COM 24665A103 510 34014 SH DFND 34014 0 0 DELL TECHNOLOGIES INC CL C 24703L202 81435 1449803 SH DFND 930426 0 519377 DELL TECHNOLOGIES INC CL C 24703L202 3498 62273 SH OTR 2 62273 0 0 DELL TECHNOLOGIES INC CL C 24703L202 27 488 SH OTR 3 488 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 13420 343407 SH DFND 313377 0 30030 DENALI THERAPEUTICS INC COM 24823R105 2304 51667 SH DFND 51667 0 0 DENBURY INC COM 24790A101 1140 14878 SH DFND 14878 0 0 DENTSPLY SIRONA INC COM 24906P109 32003 573631 SH DFND 474478 0 99153 DEVON ENERGY CORP NEW COM 25179M103 71961 1646704 SH DFND 1599641 0 47063 DEXCOM INC COM 252131107 3971 7396 SH DFND 7396 0 0 DIAMOND HILL INVT GROUP INC COM NEW 25264R207 3184 16394 SH DFND 13575 0 2819 DIAMONDBACK ENERGY INC COM 25278X109 5366 49755 SH DFND 49755 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 109 11301 SH DFND 11301 0 0 DICKS SPORTING GOODS INC COM 253393102 41344 367996 SH DFND 338598 0 29398 DICKS SPORTING GOODS INC COM 253393102 262 2331 SH OTR 3 2331 0 0 DIGI INTL INC COM 253798102 306 12456 SH DFND 12456 0 0 DIGITAL RLTY TR INC COM 253868103 1158 6560 SH OTR 2 6560 0 0 DIGITAL RLTY TR INC COM 253868103 25111 142192 SH DFND 38616 0 103576 DIGITAL TURBINE INC COM NEW 25400W102 2605 42715 SH DFND 40720 0 1995 DIGITALBRIDGE GROUP INC CL A COM 25401T108 1826 219161 SH DFND 202468 0 16693 DILLARDS INC CL A 254067101 4457 18189 SH DFND 14677 0 3512 DIME CMNTY BANCSHARES INC COM 25432X102 2095 59589 SH DFND 57075 0 2514 DINE BRANDS GLOBAL INC COM 254423106 232 3065 SH DFND 3065 0 0 DIODES INC COM 254543101 5531 50370 SH DFND 41258 0 9112 DISCOVER FINL SVCS COM 254709108 8668 75010 SH DFND 52829 0 22181 DISCOVERY INC COM SER A 25470F104 862 36637 SH DFND 36637 0 0 DISH NETWORK CORPORATION CL A 25470M109 10559 325489 SH DFND 295846 0 29643 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 71 75000 PRN DFND 75000 0 0 DISNEY WALT CO COM 254687106 9761 63018 SH DFND 60947 0 2071 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 95 30876 SH DFND 30876 0 0 DOCUSIGN INC COM 256163106 18991 124689 SH DFND 92698 0 31991 DOLBY LABORATORIES INC COM CL A 25659T107 45238 475093 SH DFND 425549 0 49544 DOLLAR GEN CORP NEW COM 256677105 40168 170364 SH DFND 97034 0 73330 DOLLAR GEN CORP NEW COM 256677105 1463 6205 SH OTR 2 6205 0 0 DOLLAR TREE INC COM 256746108 13280 94612 SH DFND 62333 0 32279 DOLLAR TREE INC COM 256746108 2421 17252 SH OTR 2 17252 0 0 DOMINION ENERGY INC COM 25746U109 37666 480317 SH DFND 304160 0 176157 DOMINOS PIZZA INC COM 25754A201 32239 57876 SH DFND 26951 0 30925 DOMO INC COM CL B 257554105 2169 43732 SH DFND 43732 0 0 DONALDSON INC COM 257651109 21243 362686 SH DFND 282579 0 80107 DONNELLEY FINL SOLUTIONS INC COM 25787G100 1860 39450 SH DFND 39450 0 0 DONNELLEY R R & SONS CO COM 257867200 937 83235 SH DFND 83235 0 0 DOORDASH INC CL A 25809K105 795 5342 SH DFND 2215 0 3127 DORIAN LPG LTD SHS USD Y2106R110 1805 142276 SH DFND 124235 0 18041 DORMAN PRODS INC COM 258278100 1111 9827 SH DFND 9827 0 0 DOUGLAS DYNAMICS INC COM 25960R105 636 16282 SH DFND 16282 0 0 DOUGLAS ELLIMAN INC COM 25961D105 196 17018 SH DFND 17018 0 0 DOUGLAS EMMETT INC COM 25960P109 2128 63526 SH DFND 56997 0 6529 DOVER CORP COM 260003108 109356 604977 SH DFND 229332 0 375645 DOVER CORP COM 260003108 3016 16683 SH OTR 2 16683 0 0 DOW INC COM 260557103 28985 511292 SH DFND 438191 0 73101 DR REDDYS LABS LTD ADR 256135203 10215 156162 SH DFND 123661 0 32501 DRDGOLD LIMITED SPON ADR REPSTG 26152H301 3921 462422 SH DFND 44041 0 418381 DRIL-QUIP INC COM 262037104 476 24198 SH DFND 24198 0 0 DROPBOX INC CL A 26210C104 16311 664679 SH DFND 559385 0 105294 DT MIDSTREAM INC COMMON STOCK 23345M107 2185 45531 SH DFND 21488 0 24043 DTE ENERGY CO COM 233331107 62644 525009 SH DFND 409863 0 115146 DUKE ENERGY CORP NEW COM NEW 26441C204 105342 1005846 SH DFND 838626 0 167220 DUKE REALTY CORP COM NEW 264411505 1245 19063 SH DFND 19063 0 0 DULUTH HLDGS INC COM CL B 26443V101 2146 141345 SH DFND 141345 0 0 DUPONT DE NEMOURS INC COM 26614N102 24973 310802 SH DFND 247728 0 63074 DXC TECHNOLOGY CO COM 23355L106 13499 419366 SH DFND 385985 0 33381 DYCOM INDS INC COM 267475101 6079 64838 SH DFND 61345 0 3493 DYNATRACE INC COM NEW 268150109 6395 105959 SH DFND 86303 0 19656 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 380 26984 SH DFND 26984 0 0 DZS INC COM 268211109 783 48302 SH DFND 48302 0 0 E L F BEAUTY INC COM 26856L103 533 16044 SH DFND 16044 0 0 EAGLE BANCORP INC MD COM 268948106 1344 23030 SH DFND 20280 0 2750 EAGLE BULK SHIPPING INC COM Y2187A150 856 18823 SH DFND 18823 0 0 EAGLE MATLS INC COM 26969P108 46 278 SH OTR 3 278 0 0 EAGLE MATLS INC COM 26969P108 2472 14917 SH DFND 10300 0 4617 EAGLE PHARMACEUTICALS INC COM 269796108 2405 47225 SH DFND 43968 0 3257 EARTHSTONE ENERGY INC CL A 27032D304 1880 171883 SH DFND 171883 0 0 EAST WEST BANCORP INC COM 27579R104 27617 350998 SH DFND 338212 0 12786 EASTERLY GOVT PPTYS INC COM 27616P103 391 17054 SH DFND 17054 0 0 EASTERN BANKSHARES INC COM 27627N105 1548 76766 SH DFND 76766 0 0 EASTGROUP PPTYS INC COM 277276101 4172 18426 SH DFND 16950 0 1476 EASTMAN CHEM CO COM 277432100 22136 184609 SH DFND 182699 0 1910 EATON CORP PLC SHS G29183103 170551 994466 SH DFND 502142 0 492324 EATON CORP PLC SHS G29183103 1452 8465 SH OTR 2 8465 0 0 EBAY INC. COM 278642103 17890 270155 SH DFND 119145 0 151010 ECHOSTAR CORP CL A 278768106 244 9321 SH DFND 5609 0 3712 ECOLAB INC COM 278865100 92086 394338 SH DFND 277064 0 117274 ECOLAB INC COM 278865100 194 830 SH OTR 3 830 0 0 ECOVYST INC COM 27923Q109 1720 167928 SH DFND 167928 0 0 EDGEWELL PERS CARE CO COM 28035Q102 554 12127 SH DFND 12127 0 0 EDISON INTL COM 281020107 376 5540 SH DFND 5540 0 0 EDITAS MEDICINE INC COM 28106W103 375 14126 SH DFND 14126 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 80917 624599 SH DFND 548301 0 76298 EGAIN CORP COM NEW 28225C806 1480 148344 SH DFND 148344 0 0 EL POLLO LOCO HLDGS INC COM 268603107 254 17904 SH DFND 10429 0 7475 ELASTIC N V ORD SHS N14506104 2815 22869 SH DFND 19064 0 3805 ELECTRONIC ARTS INC COM 285512109 63684 482818 SH DFND 220818 0 262000 ELEMENT SOLUTIONS INC COM 28618M106 441 18311 SH OTR 3 18311 0 0 ELEMENT SOLUTIONS INC COM 28618M106 3826 158970 SH DFND 144940 0 14030 EMBRAER S.A. SPONSORED ADS 29082A107 1193 67211 SH DFND 0 0 67211 EMCOR GROUP INC COM 29084Q100 38822 304749 SH DFND 273872 0 30877 EMCORE CORP COM NEW 290846203 1058 151633 SH DFND 151633 0 0 EMERALD HOLDING INC COM 29103W104 99 24884 SH DFND 24884 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 21539 495500 SH DFND 459266 0 36234 EMERSON ELEC CO COM 291011104 172173 1862942 SH DFND 971050 0 891892 EMPIRE ST RLTY TR INC CL A 292104106 331 37175 SH DFND 37175 0 0 EMPLOYERS HLDGS INC COM 292218104 3210 77577 SH DFND 47854 0 29723 ENANTA PHARMACEUTICALS INC COM 29251M106 1055 14113 SH DFND 14113 0 0 ENCOMPASS HEALTH CORP COM 29261A100 8702 133346 SH DFND 105438 0 27908 ENCORE CAP GROUP INC COM 292554102 643 10346 SH DFND 7024 0 3322 ENCORE WIRE CORP COM 292562105 3865 27011 SH DFND 24191 0 2820 ENDO INTL PLC SHS G30401106 1827 485926 SH DFND 462764 0 23162 ENEL AMERICAS S A SPONSORED ADR 29274F104 1290 237061 SH DFND 201499 0 35562 ENEL CHILE S.A. SPONSORED ADR 29278D105 4912 2714014 SH DFND 1354402 0 1359612 ENERGIZER HLDGS INC NEW COM 29272W109 4664 117717 SH DFND 111980 0 5737 ENERGY FUELS INC COM NEW 292671708 338 44255 SH DFND 44255 0 0 ENERGY RECOVERY INC COM 29270J100 542 25221 SH DFND 25221 0 0 ENERPAC TOOL GROUP CORP CL A COM 292765104 1047 51647 SH DFND 51647 0 0 ENERSYS COM 29275Y102 18049 228291 SH DFND 208850 0 19441 ENNIS INC COM 293389102 2138 109487 SH DFND 90743 0 18744 ENOVA INTL INC COM 29357K103 2537 61927 SH DFND 34504 0 27423 ENPHASE ENERGY INC COM 29355A107 3540 19349 SH DFND 19349 0 0 ENPRO INDS INC COM 29355X107 1766 16041 SH DFND 16041 0 0 ENSIGN GROUP INC COM 29358P101 1270 15121 SH DFND 10372 0 4749 ENSTAR GROUP LIMITED SHS G3075P101 2342 9459 SH DFND 5314 0 4145 ENTEGRIS INC COM 29362U104 7253 52336 SH DFND 51377 0 959 ENTERGY CORP NEW COM 29364G103 3738 33374 SH DFND 32408 0 966 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1072 158166 SH DFND 158166 0 0 ENVESTNET INC COM 29404K106 3013 37976 SH DFND 34406 0 3570 ENVISTA HOLDINGS CORPORATION COM 29415F104 12583 279251 SH DFND 248393 0 30858 EOG RES INC COM 26875P101 1260 14190 SH OTR 2 14190 0 0 EOG RES INC COM 26875P101 209270 2355845 SH DFND 1744628 0 611217 EPAM SYS INC COM 29414B104 37816 56573 SH DFND 50664 0 5909 EPIZYME INC COM 29428V104 46 18243 SH DFND 18243 0 0 EPLUS INC COM 294268107 1843 34214 SH DFND 34214 0 0 EPR PPTYS COM SH BEN INT 26884U109 7009 147587 SH DFND 132753 0 14834 EQT CORP COM 26884L109 2365 108436 SH DFND 108436 0 0 EQUIFAX INC COM 294429105 2257 7771 SH DFND 5606 0 2165 EQUINIX INC COM 29444U700 34884 41242 SH DFND 18059 0 23183 EQUITABLE HLDGS INC COM 29452E101 14108 430263 SH DFND 375140 0 55123 EQUITRANS MIDSTREAM CORP COM 294600101 990 98445 SH DFND 90781 0 7664 EQUITY BANCSHARES INC COM CL A 29460X109 244 7187 SH DFND 7187 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 421 16244 SH DFND 8736 0 7508 EQUITY LIFESTYLE PPTYS INC COM 29472R108 9066 103971 SH DFND 65729 0 38242 EQUITY RESIDENTIAL SH BEN INT 29476L107 22829 252674 SH DFND 179265 0 73409 EQUITY RESIDENTIAL SH BEN INT 29476L107 1400 15500 SH OTR 2 15500 0 0 ERIE INDTY CO CL A 29530P102 12846 66675 SH DFND 54147 0 12528 ERIE INDTY CO CL A 29530P102 197 1022 SH OTR 3 1022 0 0 ESCO TECHNOLOGIES INC COM 296315104 736 8182 SH DFND 8182 0 0 ESSENT GROUP LTD COM G3198U102 1715 37661 SH DFND 37661 0 0 ESSENTIAL PPTYS RLTY TR INC COM 29670E107 1154 40022 SH DFND 34748 0 5274 ESSENTIAL UTILS INC COM 29670G102 10132 188952 SH DFND 123623 0 65329 ESSEX PPTY TR INC COM 297178105 2464 7003 SH DFND 5803 0 1200 ESTABLISHMENT LABS HLDGS INC COM G31249108 204 3024 SH DFND 3024 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 1206 45871 SH DFND 35571 0 10300 ETSY INC COM 29786A106 3000 13701 SH DFND 13701 0 0 ETSY INC COM 29786A106 148 677 SH OTR 3 677 0 0 EURONET WORLDWIDE INC COM 298736109 12766 107509 SH DFND 88076 0 19433 EVERCORE INC CLASS A 29977A105 30898 227562 SH DFND 191342 0 36220 EVEREST RE GROUP LTD COM G3223R108 190515 696023 SH DFND 350664 0 345359 EVEREST RE GROUP LTD COM G3223R108 4949 18081 SH OTR 2 18081 0 0 EVERGY INC COM 30034W106 17396 254584 SH DFND 187515 0 67069 EVERI HLDGS INC COM 30034T103 1789 83796 SH DFND 83796 0 0 EVERQUOTE INC COM CL A 30041R108 411 26221 SH DFND 26221 0 0 EVERSOURCE ENERGY COM 30040W108 22613 248626 SH DFND 147130 0 101496 EVERTEC INC COM 30040P103 664 13279 SH DFND 13279 0 0 EVOLENT HEALTH INC CL A 30050B101 1026 37083 SH DFND 37083 0 0 EVOLUS INC COM 30052C107 832 127753 SH DFND 127753 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1984 42439 SH DFND 42439 0 0 EXELIXIS INC COM 30161Q104 8654 473423 SH DFND 377805 0 95618 EXELON CORP COM 30161N101 63021 1098879 SH DFND 868846 0 230033 EXLSERVICE HOLDINGS INC COM 302081104 3341 23077 SH DFND 21282 0 1795 EXP WORLD HLDGS INC COM 30212W100 1214 36039 SH DFND 36039 0 0 EXPEDIA GROUP INC COM NEW 30212P303 11546 63890 SH DFND 48584 0 15306 EXPEDITORS INTL WASH INC COM 302130109 194879 1467132 SH DFND 850058 0 617074 EXPONENT INC COM 30214U102 1532 13127 SH DFND 8370 0 4757 EXTRA SPACE STORAGE INC COM 30225T102 11448 50526 SH DFND 45339 0 5187 EXTREME NETWORKS INC COM 30226D106 2747 174993 SH DFND 174993 0 0 EXXON MOBIL CORP COM 30231G102 2194 35916 SH OTR 2 35916 0 0 EXXON MOBIL CORP COM 30231G102 173923 2847463 SH DFND 2481807 0 365656 EYEPOINT PHARMACEUTICALS INC COM NEW 30233G209 182 14850 SH DFND 14850 0 0 EZCORP INC CL A NON VTG 302301106 250 33957 SH DFND 33957 0 0 F N B CORP COM 302520101 25630 2112916 SH DFND 1739795 0 373121 F5 INC COM 315616102 12 47 SH OTR 3 47 0 0 F5 INC COM 315616102 34336 140315 SH DFND 19661 0 120654 FABRINET SHS G3323L100 3085 26041 SH DFND 23898 0 2143 FACTSET RESH SYS INC COM 303075105 7892 16244 SH DFND 11780 0 4464 FAIR ISAAC CORP COM 303250104 23584 54383 SH DFND 40844 0 13539 FALCON MINERALS CORP CL A COM 30607B109 2030 416876 SH DFND 416876 0 0 FANHUA INC SPONSORED ADR 30712A103 538 73952 SH DFND 6940 0 67012 FARMLAND PARTNERS INC COM 31154R109 291 24392 SH DFND 24392 0 0 FARO TECHNOLOGIES INC COM 311642102 439 6267 SH DFND 6267 0 0 FASTENAL CO COM 311900104 55626 874762 SH DFND 163021 0 711741 FATE THERAPEUTICS INC COM 31189P102 1570 26831 SH DFND 26831 0 0 FB FINL CORP COM 30257X104 980 22363 SH DFND 22363 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 1713 13823 SH DFND 9411 0 4412 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 865 6346 SH DFND 4182 0 2164 FEDERATED HERMES INC CL B 314211103 15930 424010 SH DFND 371056 0 52954 FEDEX CORP COM 31428X106 25639 99682 SH DFND 80269 0 19413 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 752 14408 SH OTR 2 14408 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 52552 1007135 SH DFND 443690 0 563445 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 129 2473 SH OTR 3 2473 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 23491 215217 SH DFND 189489 0 25728 FIESTA RESTAURANT GROUP INC COM 31660B101 237 21495 SH DFND 21495 0 0 FIFTH THIRD BANCORP COM 316773100 6443 147953 SH DFND 147953 0 0 FINANCIAL INSTNS INC COM 317585404 1332 41889 SH DFND 41889 0 0 FIRST AMERN FINL CORP COM 31847R102 41701 534555 SH DFND 454994 0 79561 FIRST AMERN FINL CORP COM 31847R102 165 2112 SH OTR 3 2112 0 0 FIRST BANCORP P R COM NEW 318672706 3295 239092 SH DFND 229825 0 9267 FIRST BANCSHARES INC MS COM 318916103 313 8101 SH DFND 8101 0 0 FIRST BK WILLIAMSTOWN NEW JE COM 31931U102 175 12029 SH DFND 12029 0 0 FIRST BUSEY CORP COM NEW 319383204 1410 51991 SH DFND 51991 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 1404 87262 SH DFND 87262 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 16565 20430 SH DFND 18961 0 1469 FIRST FINL BANKSHARES INC COM 32020R109 384 7545 SH DFND 4317 0 3228 FIRST FINL CORP IND COM 320218100 4012 88586 SH DFND 84491 0 4095 FIRST FNDTN INC COM 32026V104 830 33402 SH DFND 33402 0 0 FIRST HAWAIIAN INC COM 32051X108 3818 140839 SH DFND 133426 0 7413 FIRST HORIZON CORPORATION COM 320517105 11005 673931 SH DFND 558244 0 115687 FIRST INDL RLTY TR INC COM 32054K103 3913 59197 SH DFND 55722 0 3475 FIRST INTERNET BANCORP COM 320557101 381 8096 SH DFND 8096 0 0 FIRST LONG IS CORP COM 320734106 2299 106500 SH DFND 106500 0 0 FIRST MERCHANTS CORP COM 320817109 1447 34535 SH DFND 34535 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 566 27651 SH DFND 27651 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 15211 73695 SH DFND 31636 0 42059 FIRST SOLAR INC COM 336433107 921 10564 SH DFND 8000 0 2564 FIRSTCASH HOLDINGS INC COM 33768G107 2314 30931 SH DFND 30931 0 0 FIRSTENERGY CORP COM 337932107 24723 595600 SH DFND 394497 0 201103 FISERV INC COM 337738108 8795 84735 SH DFND 82160 0 2575 FIVE BELOW INC COM 33829M101 18278 89518 SH DFND 74653 0 14865 FIVE9 INC COM 338307101 257 1869 SH DFND 1869 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 1462 30503 SH DFND 28660 0 1843 FLEETCOR TECHNOLOGIES INC COM 339041105 8044 35937 SH DFND 28450 0 7487 FLEX LTD ORD Y2573F102 585 31927 SH DFND 17328 0 14599 FLOOR & DECOR HLDGS INC CL A 339750101 37 286 SH OTR 3 286 0 0 FLOOR & DECOR HLDGS INC CL A 339750101 2543 19710 SH DFND 18714 0 996 FLOWERS FOODS INC COM 343498101 36526 1333074 SH DFND 1157382 0 175692 FLOWSERVE CORP COM 34354P105 16579 542501 SH DFND 448530 0 93971 FLUENT INC COM 34380C102 358 179989 SH DFND 179989 0 0 FLUSHING FINL CORP COM 343873105 2308 94973 SH DFND 83350 0 11623 FMC CORP COM NEW 302491303 731 6655 SH DFND 6655 0 0 FMC CORP COM NEW 302491303 59 540 SH OTR 3 540 0 0 FOCUS FINL PARTNERS INC COM CL A 34417P100 1859 31123 SH DFND 31123 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5055 65044 SH DFND 46612 0 18432 FOOT LOCKER INC COM 344849104 223 5118 SH OTR 3 5118 0 0 FOOT LOCKER INC COM 344849104 30407 696930 SH DFND 598692 0 98238 FORD MTR CO DEL COM 345370860 4953 238473 SH OTR 2 238473 0 0 FORD MTR CO DEL COM 345370860 71376 3436517 SH DFND 2321221 0 1115296 FORESTAR GROUP INC COM 346232101 1392 63986 SH DFND 57439 0 6547 FORMFACTOR INC COM 346375108 3277 71676 SH DFND 66891 0 4785 FORRESTER RESH INC COM 346563109 1679 28595 SH DFND 28595 0 0 FORTERRA INC COM 34960W106 411 17275 SH DFND 16258 0 1017 FORTINET INC COM 34959E109 40996 114067 SH DFND 70992 0 43075 FORTIVE CORP COM 34959J108 9248 121735 SH DFND 55452 0 66283 FORTUNE BRANDS HOME & SEC IN COM 34964C106 16664 158539 SH DFND 151258 0 7281 FORWARD AIR CORP COM 349853101 438 3621 SH DFND 7 0 3614 FOUR CORNERS PPTY TR INC COM 35086T109 1810 61540 SH DFND 61540 0 0 FOX CORP CL A COM 35137L105 6093 165128 SH DFND 152776 0 12352 FOX FACTORY HLDG CORP COM 35138V102 1826 10888 SH DFND 9740 0 1148 FRANCHISE GROUP INC COM 35180X105 1126 21586 SH DFND 21586 0 0 FRANKLIN COVEY CO COM 353469109 1284 27688 SH DFND 27688 0 0 FRANKLIN ELEC INC COM 353514102 2166 22905 SH DFND 21696 0 1209 FRANKLIN RESOURCES INC COM 354613101 11895 355176 SH DFND 298517 0 56659 FREEDOM HLDG CORP NEV COM 356390104 340 4905 SH DFND 425 0 4480 FREEPORT-MCMORAN INC CL B 35671D857 8647 207225 SH DFND 196427 0 10798 FRESH DEL MONTE PRODUCE INC ORD G36738105 1317 47719 SH DFND 47719 0 0 FRONTDOOR INC COM 35905A109 8581 234701 SH DFND 193104 0 41597 FTI CONSULTING INC COM 302941109 13040 84997 SH DFND 69382 0 15615 FUELCELL ENERGY INC COM 35952H601 570 109676 SH DFND 109676 0 0 FULCRUM THERAPEUTICS INC COM 359616109 248 14024 SH DFND 14024 0 0 FULGENT GENETICS INC COM 359664109 1509 14998 SH DFND 10836 0 4162 FULL HSE RESORTS INC COM 359678109 707 58360 SH DFND 58360 0 0 FULTON FINL CORP PA COM 360271100 26121 1536515 SH DFND 1352384 0 184131 FUNKO INC COM CL A 361008105 1116 59340 SH DFND 40690 0 18650 FUTUREFUEL CORP COM 36116M106 730 95492 SH DFND 95492 0 0 G III APPAREL GROUP LTD COM 36237H101 1344 48620 SH DFND 42942 0 5678 GALLAGHER ARTHUR J & CO COM 363576109 23158 136882 SH DFND 136882 0 0 GAMESTOP CORP NEW CL A 36467W109 889 5988 SH DFND 5988 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 9847 202492 SH DFND 186082 0 16410 GANNETT CO INC COM 36472T109 1089 204341 SH DFND 204341 0 0 GAP INC COM 364760108 7166 405982 SH DFND 378616 0 27366 GARMIN LTD SHS H2906T109 95293 699808 SH DFND 289567 0 410241 GARTNER INC COM 366651107 83499 251064 SH DFND 178746 0 72318 GARTNER INC COM 366651107 5000 15034 SH OTR 2 15034 0 0 GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 13498 850561 SH DFND 724606 0 125955 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1331 42036 SH DFND 42036 0 0 GDS HLDGS LTD SPONSORED ADS 36165L108 102 2167 SH OTR 3 2167 0 0 GDS HLDGS LTD SPONSORED ADS 36165L108 6807 144332 SH DFND 64960 0 79372 GEMINI THERAPEUTICS INC COM 36870G105 37 12654 SH DFND 12654 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 2783 173944 SH DFND 126718 0 47226 GENERAC HLDGS INC COM 368736104 27073 76928 SH DFND 48940 0 27988 GENERAC HLDGS INC COM 368736104 513 1459 SH OTR 2 1459 0 0 GENERAL DYNAMICS CORP COM 369550108 51648 247749 SH DFND 209221 0 38528 GENERAL DYNAMICS CORP COM 369550108 931 4468 SH OTR 2 4468 0 0 GENERAL ELECTRIC CO COM NEW 369604301 36636 387805 SH DFND 336081 0 51724 GENERAL MLS INC COM 370334104 41850 625471 SH DFND 485498 0 139973 GENERAL MTRS CO COM 37045V100 30153 514288 SH DFND 425258 0 89030 GENERAL MTRS CO COM 37045V100 1169 19938 SH OTR 2 19938 0 0 GENESCO INC COM 371532102 1078 16793 SH DFND 15244 0 1549 GENPACT LIMITED SHS G3922B107 388 7318 SH DFND 2187 0 5131 GENTEX CORP COM 371901109 89108 2556908 SH DFND 659037 0 1897871 GENTHERM INC COM 37253A103 1359 15638 SH DFND 15638 0 0 GENUINE PARTS CO COM 372460105 65439 470884 SH DFND 291412 0 179472 GENUINE PARTS CO COM 372460105 5033 36216 SH OTR 2 36216 0 0 GENUINE PARTS CO COM 372460105 53 379 SH OTR 3 379 0 0 GENWORTH FINL INC COM CL A 37247D106 1012 249869 SH DFND 226607 0 23262 GERDAU SA SPON ADR REP PFD 373737105 1044 212216 SH DFND 212216 0 0 GERMAN AMERN BANCORP INC COM 373865104 432 11095 SH DFND 11095 0 0 GETNET ADQUIRENCIA E SERVICO SPONSORED ADS 37428A103 25 17639 SH DFND 17639 0 0 GETTY RLTY CORP NEW COM 374297109 2629 81933 SH DFND 81933 0 0 GEVO INC COM PAR 374396406 96 22361 SH DFND 22361 0 0 GIBRALTAR INDS INC COM 374689107 380 5702 SH DFND 5702 0 0 GILEAD SCIENCES INC COM 375558103 89302 1229885 SH DFND 382322 0 847563 GLACIER BANCORP INC NEW COM 37637Q105 1384 24492 SH DFND 24492 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 214 8303 SH DFND 8303 0 0 GLADSTONE LD CORP COM 376549101 221 6556 SH DFND 6556 0 0 GLATFELTER CORPORATION COM 377320106 824 47932 SH DFND 47932 0 0 GLAUKOS CORP COM 377322102 1102 24802 SH DFND 24802 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 208 7091 SH DFND 7091 0 0 GLOBAL INDUSTRIAL COMPANY COM 37892E102 1654 40442 SH DFND 29647 0 10795 GLOBAL NET LEASE INC COM NEW 379378201 3616 236649 SH DFND 236649 0 0 GLOBAL PMTS INC COM 37940X102 6077 44954 SH OTR 2 44954 0 0 GLOBAL PMTS INC COM 37940X102 78811 583005 SH DFND 389594 0 193411 GLOBALSTAR INC COM 378973408 278 239910 SH DFND 239910 0 0 GLOBE LIFE INC COM 37959E102 5075 54153 SH DFND 54153 0 0 GLOBE LIFE INC COM 37959E102 235 2511 SH OTR 3 2511 0 0 GLOBUS MED INC CL A 379577208 12672 175510 SH DFND 148112 0 27398 GMS INC COM 36251C103 2670 44422 SH DFND 41320 0 3102 GODADDY INC CL A 380237107 19280 228811 SH DFND 175573 0 53238 GOGO INC COM 38046C109 142 10514 SH DFND 10514 0 0 GOHEALTH INC COM CL A 38046W105 410 108243 SH DFND 108243 0 0 GOLAR LNG LTD SHS G9456A100 1318 106413 SH DFND 106413 0 0 GOLD FIELDS LTD SPONSORED ADR 38059T106 2686 244414 SH DFND 215988 0 28426 GOLDEN ENTMT INC COM 381013101 2257 44666 SH DFND 44666 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 210538 550353 SH DFND 364982 0 185371 GOLDMAN SACHS GROUP INC COM 38141G104 8933 23351 SH OTR 2 23351 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 13511 634904 SH DFND 555676 0 79228 GOOSEHEAD INS INC COM CL A 38267D109 645 4962 SH DFND 4962 0 0 GOPRO INC CL A 38268T103 1162 112705 SH DFND 112705 0 0 GORMAN RUPP CO COM 383082104 583 13092 SH DFND 9381 0 3711 GRACO INC COM 384109104 5200 64819 SH DFND 38427 0 26392 GRAFTECH INTL LTD COM 384313508 2875 243002 SH DFND 204040 0 38962 GRAHAM HLDGS CO COM CL B 384637104 21034 34529 SH DFND 30485 0 4044 GRAINGER W W INC COM 384802104 121084 234655 SH DFND 93732 0 140923 GRAND CANYON ED INC COM 38526M106 18145 211706 SH DFND 192595 0 19111 GRANITE CONSTR INC COM 387328107 563 14541 SH DFND 14541 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 18354 947080 SH DFND 835015 0 112065 GREAT LAKES DREDGE & DOCK CO COM 390607109 529 33658 SH DFND 9929 0 23729 GREAT SOUTHN BANCORP INC COM 390905107 2851 48115 SH DFND 45435 0 2680 GREAT WESTERN BANCORP INC COM 391416104 1269 37358 SH DFND 37358 0 0 GREEN BRICK PARTNERS INC COM 392709101 872 28742 SH DFND 20722 0 8020 GREEN DOT CORP CL A 39304D102 906 24994 SH DFND 24994 0 0 GREEN PLAINS INC COM 393222104 534 15354 SH DFND 15354 0 0 GREENBRIER COS INC COM 393657101 275 5999 SH DFND 5999 0 0 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 134 17076 SH DFND 17076 0 0 GREENSKY INC CL A 39572G100 372 32737 SH DFND 32737 0 0 GREIF INC CL A 397624107 23379 390433 SH DFND 328692 0 61741 GRID DYNAMICS HLDGS INC CL A 39813G109 822 21657 SH DFND 18981 0 2676 GRIFFON CORP COM 398433102 2040 71643 SH DFND 71643 0 0 GRITSTONE BIO INC COM 39868T105 1361 105868 SH DFND 105868 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 4372 22397 SH DFND 17997 0 4400 GRUPO AEROPORTUARIO DEL CENT SPON ADR 400501102 1865 34743 SH DFND 0 0 34743 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 4062 19701 SH DFND 12525 0 7176 GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 9408 1004086 SH DFND 451754 0 552332 GRUPO TELEVISA S A B SPON ADR REP ORD 40049J206 240 25585 SH OTR 3 25585 0 0 GT BIOPHARMA INC COM NEW 36254L209 89 29270 SH DFND 29270 0 0 GUESS INC COM 401617105 265 11182 SH DFND 11182 0 0 HACKETT GROUP INC COM 404609109 3015 146863 SH DFND 135665 0 11198 HAEMONETICS CORP MASS COM 405024100 372 7009 SH DFND 7009 0 0 HAIN CELESTIAL GROUP INC COM 405217100 3768 89158 SH DFND 89158 0 0 HALLIBURTON CO COM 406216101 28099 1230247 SH DFND 349523 0 880724 HALOZYME THERAPEUTICS INC COM 40637H109 2388 59394 SH DFND 59394 0 0 HAMILTON LANE INC CL A 407497106 296 2852 SH DFND 2852 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 15558 311784 SH DFND 283470 0 28314 HANESBRANDS INC COM 410345102 9961 600085 SH DFND 534661 0 65424 HANMI FINL CORP COM NEW 410495204 5144 217244 SH DFND 217244 0 0 HANNON ARMSTRONG SUST INFR C COM 41068X100 2042 38445 SH DFND 34678 0 3767 HANOVER INS GROUP INC COM 410867105 15263 116455 SH DFND 101962 0 14493 HANOVER INS GROUP INC COM 410867105 120 919 SH OTR 3 919 0 0 HARBORONE BANCORP INC NEW COM NEW 41165Y100 1119 75380 SH DFND 75380 0 0 HARLEY DAVIDSON INC COM 412822108 12366 329323 SH DFND 267370 0 61953 HARMONIC INC COM 413160102 485 41270 SH DFND 41270 0 0 HARMONY GOLD MINING CO LTD SPONSORED ADR 413216300 12832 3122131 SH DFND 3122131 0 0 HARPOON THERAPEUTICS INC COM 41358P106 223 29487 SH DFND 29487 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2911 42167 SH OTR 2 42167 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 48129 697112 SH DFND 407612 0 289500 HARVARD BIOSCIENCE INC COM 416906105 2519 357242 SH DFND 357242 0 0 HASBRO INC COM 418056107 33141 328194 SH DFND 52014 0 276180 HAVERTY FURNITURE COS INC COM 419596101 1120 36634 SH DFND 26760 0 9874 HAWAIIAN ELEC INDUSTRIES COM 419870100 15214 366611 SH DFND 352720 0 13891 HAWKINS INC COM 420261109 1535 38909 SH DFND 34381 0 4528 HAYNES INTERNATIONAL INC COM NEW 420877201 2208 54743 SH DFND 54743 0 0 HCA HEALTHCARE INC COM 40412C101 1353 5267 SH OTR 2 5267 0 0 HCA HEALTHCARE INC COM 40412C101 22881 89059 SH DFND 54685 0 34374 HEALTHCARE RLTY TR COM 421946104 11610 366950 SH DFND 337640 0 29310 HEALTHCARE SVCS GROUP INC COM 421906108 38884 2218136 SH DFND 2022141 0 195995 HEALTHCARE TR AMER INC CL A NEW 42225P501 4547 136172 SH DFND 118539 0 17633 HEALTHPEAK PROPERTIES INC COM 42250P103 982 27278 SH DFND 27278 0 0 HEALTHSTREAM INC COM 42222N103 1727 65508 SH DFND 65508 0 0 HEARTLAND EXPRESS INC COM 422347104 2261 134415 SH DFND 134415 0 0 HEARTLAND FINL USA INC COM 42234Q102 2982 58919 SH DFND 55921 0 2998 HECLA MNG CO COM 422704106 1309 250769 SH DFND 250769 0 0 HEICO CORP NEW COM 422806109 10646 73818 SH DFND 10717 0 63101 HEIDRICK & STRUGGLES INTL IN COM 422819102 2539 58057 SH DFND 54787 0 3270 HELEN OF TROY LTD COM G4388N106 2146 8778 SH DFND 5816 0 2962 HELIOS TECHNOLOGIES INC COM 42328H109 505 4806 SH DFND 4806 0 0 HELMERICH & PAYNE INC COM 423452101 593 25021 SH DFND 25021 0 0 HENRY JACK & ASSOC INC COM 426281101 41322 247450 SH DFND 85807 0 161643 HENRY SCHEIN INC COM 806407102 44246 570694 SH DFND 236278 0 334416 HERC HLDGS INC COM 42704L104 1579 10086 SH DFND 9287 0 799 HERITAGE COMM CORP COM 426927109 165 13801 SH DFND 13801 0 0 HERITAGE CRYSTAL CLEAN INC COM 42726M106 1306 40792 SH DFND 40792 0 0 HERITAGE FINL CORP WASH COM 42722X106 1530 62610 SH DFND 62610 0 0 HERITAGE INSURANCE HLDGS INC COM 42727J102 975 165784 SH DFND 161013 0 4771 HERSHEY CO COM 427866108 160202 837879 SH DFND 596059 0 241820 HESKA CORP COM RESTRC NEW 42805E306 423 2317 SH DFND 2317 0 0 HESS CORP COM 42809H107 11777 159537 SH DFND 159470 0 67 HEWLETT PACKARD ENTERPRISE C COM 42824C109 15460 980353 SH DFND 908582 0 71771 HIBBETT INC COM 428567101 1352 18801 SH DFND 16886 0 1915 HIGHWOODS PPTYS INC COM 431284108 12100 271372 SH DFND 245133 0 26239 HILLENBRAND INC COM 431571108 2091 40223 SH DFND 37198 0 3025 HILLTOP HOLDINGS INC COM 432748101 3042 86561 SH DFND 79745 0 6816 HILTON GRAND VACATIONS INC COM 43283X105 630 12223 SH DFND 12223 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 10428 66856 SH DFND 58868 0 7988 HNI CORP COM 404251100 1142 27155 SH DFND 19999 0 7156 HOLLYFRONTIER CORP COM 436106108 39333 1199914 SH DFND 1088492 0 111422 HOLOGIC INC COM 436440101 69492 907677 SH DFND 519581 0 388096 HOLOGIC INC COM 436440101 3495 45649 SH OTR 2 45649 0 0 HOME BANCSHARES INC COM 436893200 3588 147357 SH DFND 132128 0 15229 HOME DEPOT INC COM 437076102 48 117 SH OTR 3 117 0 0 HOME DEPOT INC COM 437076102 418567 1019030 SH DFND 644404 0 374626 HOME DEPOT INC COM 437076102 496 1207 SH OTR 2 1207 0 0 HOMESTREET INC COM 43785V102 3948 75922 SH DFND 56541 0 19381 HOMETRUST BANCSHARES INC COM 437872104 2152 69463 SH DFND 69463 0 0 HONEYWELL INTL INC COM 438516106 68965 333430 SH DFND 279435 0 53995 HOOKER FURNISHINGS CORPORATI COM 439038100 334 14340 SH DFND 14340 0 0 HOPE BANCORP INC COM 43940T109 1855 126073 SH DFND 126073 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 1276 32964 SH DFND 32964 0 0 HORIZON BANCORP INC COM 440407104 2034 97563 SH DFND 97563 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 19592 181808 SH DFND 140617 0 41191 HORMEL FOODS CORP COM 440452100 104307 2147553 SH DFND 1332896 0 814657 HOST HOTELS & RESORTS INC COM 44107P104 664 38195 SH DFND 38195 0 0 HOSTESS BRANDS INC CL A 44109J106 1213 59418 SH DFND 59418 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2747 170642 SH DFND 170642 0 0 HOULIHAN LOKEY INC CL A 441593100 1552 14992 SH DFND 13483 0 1509 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 1733 13613 SH DFND 13613 0 0 HOWMET AEROSPACE INC COM 443201108 9754 307610 SH DFND 276649 0 30961 HP INC COM 40434L105 123993 3291569 SH DFND 2077953 0 1213616 HP INC COM 40434L105 596 15817 SH OTR 3 15817 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 113 3029 SH OTR 3 3029 0 0 HUAZHU GROUP LTD SPONSORED ADS 44332N106 11582 310178 SH DFND 150737 0 159441 HUB GROUP INC CL A 443320106 3400 40357 SH DFND 28213 0 12144 HUBBELL INC COM 443510607 30012 144650 SH DFND 135620 0 9030 HUBSPOT INC COM 443573100 9050 13730 SH DFND 12858 0 872 HUDSON PAC PPTYS INC COM 444097109 17877 723462 SH DFND 656603 0 66859 HUMANA INC COM 444859102 38406 82797 SH DFND 45710 0 37087 HUNT J B TRANS SVCS INC COM 445658107 81357 401009 SH DFND 214631 0 186378 HUNTINGTON INGALLS INDS INC COM 446413106 80271 433991 SH DFND 388473 0 45518 HUNTSMAN CORP COM 447011107 48 1371 SH OTR 3 1371 0 0 HUNTSMAN CORP COM 447011107 12685 363663 SH DFND 340842 0 22821 HYATT HOTELS CORP COM CL A 448579102 2481 26010 SH DFND 26010 0 0 IAC INTERACTIVECORP NEW COM NEW 44891N208 12214 93440 SH DFND 84707 0 8733 ICAD INC COM NEW 44934S206 127 17654 SH DFND 17654 0 0 ICHOR HOLDINGS SHS G4740B105 1272 27636 SH DFND 24126 0 3510 ICICI BANK LIMITED ADR 45104G104 11602 586242 SH DFND 494856 0 91386 ICU MED INC COM 44930G107 18949 79839 SH DFND 67104 0 12735 IDACORP INC COM 451107106 23423 206712 SH DFND 190039 0 16673 IDEAYA BIOSCIENCES INC COM 45166A102 292 12336 SH DFND 12336 0 0 IDEX CORP COM 45167R104 55483 235815 SH DFND 63934 0 171881 IDEXX LABS INC COM 45168D104 46332 70364 SH DFND 44838 0 25526 IDT CORP CL B NEW 448947507 368 8334 SH DFND 8334 0 0 IES HLDGS INC COM 44951W106 1140 22515 SH DFND 19148 0 3367 IHEARTMEDIA INC COM CL A 45174J509 1936 92002 SH DFND 92002 0 0 IHS MARKIT LTD SHS G47567105 14000 105801 SH DFND 87225 0 18576 II-VI INC COM 902104108 4344 63676 SH DFND 59955 0 3721 ILLINOIS TOOL WKS INC COM 452308109 205688 838757 SH DFND 495197 0 343560 ILLUMINA INC COM 452327109 32248 84765 SH DFND 83588 0 1177 IMMUNOGEN INC COM 45253H101 1429 192558 SH DFND 192558 0 0 IMPINJ INC COM 453204109 1080 12180 SH DFND 12180 0 0 INARI MED INC COM 45332Y109 653 7154 SH DFND 7154 0 0 INCYTE CORP COM 45337C102 33901 461870 SH DFND 331306 0 130564 INDEPENDENCE RLTY TR INC COM 45378A106 1011 39132 SH DFND 39132 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 3058 128120 SH DFND 115612 0 12508 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1478 59008 SH DFND 59008 0 0 INFOSYS LTD SPONSORED ADR 456788108 211635 8361729 SH DFND 3866838 0 4494891 INFOSYS LTD SPONSORED ADR 456788108 3574 141202 SH OTR 3 141202 0 0 INFRA AND ENERGY ALTRNTIVE I COM 45686J104 474 51528 SH DFND 51528 0 0 INFUSYSTEM HLDGS INC COM 45685K102 694 40775 SH DFND 40775 0 0 INGERSOLL RAND INC COM 45687V106 1944 31662 SH DFND 31662 0 0 INGEVITY CORP COM 45688C107 27 382 SH OTR 3 382 0 0 INGEVITY CORP COM 45688C107 2340 32631 SH DFND 32631 0 0 INGLES MKTS INC CL A 457030104 5062 58630 SH DFND 40960 0 17670 INGREDION INC COM 457187102 16816 175492 SH DFND 165609 0 9883 INNOSPEC INC COM 45768S105 1990 22023 SH DFND 22023 0 0 INNOVATE CORP COM 45784J105 118 31941 SH DFND 31941 0 0 INNOVATIVE INDL PPTYS INC COM 45781V101 1085 4126 SH DFND 4126 0 0 INNOVIVA INC COM 45781M101 2245 130168 SH DFND 84508 0 45660 INOGEN INC COM 45780L104 2024 59541 SH DFND 59541 0 0 INOTIV INC COM 45783Q100 424 10076 SH DFND 10076 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1528 14337 SH DFND 9915 0 4422 INSMED INC COM PAR $.01 457669307 778 28553 SH DFND 28553 0 0 INSPERITY INC COM 45778Q107 6684 57283 SH DFND 51510 0 5773 INSPIRE MED SYS INC COM 457730109 3666 15934 SH DFND 15195 0 739 INSTALLED BLDG PRODS INC COM 45780R101 216 1547 SH DFND 1547 0 0 INSTEEL INDS INC COM 45774W108 2812 70643 SH DFND 60480 0 10163 INSULET CORP COM 45784P101 1641 6168 SH DFND 6168 0 0 INTEGER HLDGS CORP COM 45826H109 2229 26037 SH DFND 24635 0 1402 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5727 85488 SH DFND 77596 0 7892 INTEL CORP COM 458140100 322735 6266696 SH DFND 3442656 0 2824040 INTEL CORP COM 458140100 9709 188523 SH OTR 2 188523 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 4812 40700 SH DFND 40700 0 0 INTER PARFUMS INC COM 458334109 346 3240 SH DFND 2180 0 1060 INTERCONTINENTAL EXCHANGE IN COM 45866F104 66973 489676 SH DFND 379163 0 110513 INTERCONTINENTAL EXCHANGE IN COM 45866F104 686 5017 SH OTR 2 5017 0 0 INTERCORP FINL SVCS INC SHS P5626F128 849 32176 SH DFND 0 0 32176 INTERFACE INC COM 458665304 398 24941 SH DFND 24941 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 17896 422183 SH DFND 369553 0 52630 INTERNATIONAL BUSINESS MACHS COM 459200101 125779 941036 SH DFND 611334 0 329702 INTERNATIONAL BUSINESS MACHS COM 459200101 4608 34474 SH OTR 2 34474 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2199 76063 SH DFND 76063 0 0 INTERNATIONAL MNY EXPRESS IN COM 46005L101 1578 98876 SH DFND 98876 0 0 INTERNATIONAL PAPER CO COM 460146103 111516 2385361 SH DFND 1742747 0 642614 INTERNATIONAL PAPER CO COM 460146103 469 10025 SH OTR 2 10025 0 0 INTERPUBLIC GROUP COS INC COM 460690100 18014 481011 SH DFND 447448 0 33563 INTERSECT ENT INC COM 46071F103 798 29223 SH DFND 29223 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 446 8522 SH DFND 8522 0 0 INTREPID POTASH INC COM 46121Y201 1476 34548 SH DFND 34548 0 0 INTUIT COM 461202103 186583 291208 SH DFND 236713 0 54495 INTUITIVE SURGICAL INC COM NEW 46120E602 115048 320199 SH DFND 289359 0 30840 INVACARE CORP COM 461203101 389 143085 SH DFND 143085 0 0 INVESCO LTD SHS G491BT108 31778 1380438 SH DFND 1066792 0 313646 INVESTORS BANCORP INC NEW COM 46146L101 1724 113812 SH DFND 113812 0 0 INVITATION HOMES INC COM 46187W107 8936 197095 SH DFND 154637 0 42458 IPG PHOTONICS CORP COM 44980X109 19446 112966 SH DFND 6437 0 106529 IPG PHOTONICS CORP COM 44980X109 108 629 SH OTR 3 629 0 0 IQVIA HLDGS INC COM 46266C105 67448 239059 SH DFND 131831 0 107228 IRHYTHM TECHNOLOGIES INC COM 450056106 675 5736 SH DFND 5736 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 1376 33334 SH DFND 33334 0 0 IRON MTN INC NEW COM 46284V101 1683 32165 SH DFND 32165 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 5004 429131 SH DFND 401545 0 27586 ISHARES TR MSCI INDIA ETF 46429B598 814 17751 SH DFND 17751 0 0 ISTAR INC COM 45031U101 1599 61918 SH DFND 61918 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 1980 527948 SH DFND 527948 0 0 ITERIS INC NEW COM 46564T107 378 94414 SH DFND 94414 0 0 ITRON INC COM 465741106 477 6967 SH DFND 6967 0 0 ITT INC COM 45073V108 6112 59935 SH DFND 55833 0 4102 IVERIC BIO INC COM 46583P102 1415 84609 SH DFND 84609 0 0 J & J SNACK FOODS CORP COM 466032109 213 1348 SH DFND 377 0 971 JABIL INC COM 466313103 56604 805299 SH DFND 712964 0 92335 JACK IN THE BOX INC COM 466367109 14344 163965 SH DFND 151458 0 12507 JACOBS ENGR GROUP INC COM 469814107 3886 27994 SH DFND 25236 0 2758 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 21212 505769 SH DFND 417971 0 87798 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 19343 151827 SH DFND 23654 0 128173 JBG SMITH PPTYS COM 46590V100 18150 632168 SH DFND 554763 0 77405 JEFFERIES FINL GROUP INC COM 47233W109 45676 1177204 SH DFND 989627 0 187577 JELD-WEN HLDG INC COM 47580P103 1015 38497 SH DFND 38497 0 0 JETBLUE AWYS CORP COM 477143101 18954 1331047 SH DFND 1201283 0 129764 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2919 63513 SH DFND 4176 0 59337 JOHN BEAN TECHNOLOGIES CORP COM 477839104 679 4422 SH DFND 4422 0 0 JOHNSON & JOHNSON COM 478160104 5583 32638 SH OTR 2 32638 0 0 JOHNSON & JOHNSON COM 478160104 505240 2953412 SH DFND 2053287 0 900125 JOHNSON CTLS INTL PLC SHS G51502105 80032 986582 SH DFND 759991 0 226591 JOHNSON OUTDOORS INC CL A 479167108 1981 21139 SH DFND 13326 0 7813 JOINT CORP COM 47973J102 1209 18411 SH DFND 16478 0 1933 JONES LANG LASALLE INC COM 48020Q107 11583 43005 SH DFND 29789 0 13216 JOUNCE THERAPEUTICS INC COM 481116101 1348 161426 SH DFND 161426 0 0 JPMORGAN CHASE & CO COM 46625H100 379755 2398203 SH DFND 1456403 0 941800 JPMORGAN CHASE & CO COM 46625H100 8928 56384 SH OTR 2 56384 0 0 JUNIPER NETWORKS INC COM 48203R104 4620 129952 SH DFND 113694 0 16258 KADANT INC COM 48282T104 1075 4666 SH DFND 2074 0 2592 KAMAN CORP COM 483548103 1213 28112 SH DFND 28112 0 0 KAR AUCTION SVCS INC COM 48238T109 613 39542 SH DFND 39542 0 0 KB HOME COM 48666K109 2526 56900 SH DFND 53904 0 2996 KBR INC COM 48242W106 3154 67094 SH DFND 67094 0 0 KE HLDGS INC SPONSORED ADS 482497104 282 14003 SH OTR 3 14003 0 0 KE HLDGS INC SPONSORED ADS 482497104 15492 770003 SH DFND 304535 0 465468 KEARNY FINL CORP MD COM 48716P108 2333 176057 SH DFND 176057 0 0 KELLOGG CO COM 487836108 8262 129208 SH DFND 116868 0 12340 KELLY SVCS INC CL A 488152208 1469 87593 SH DFND 81663 0 5930 KEMPER CORP COM 488401100 3443 58568 SH DFND 55759 0 2809 KEMPHARM INC COM NEW 488445206 526 60432 SH DFND 60432 0 0 KENNAMETAL INC COM 489170100 2619 73147 SH DFND 73147 0 0 KENNEDY-WILSON HOLDINGS INC COM 489398107 3514 147137 SH DFND 147137 0 0 KEURIG DR PEPPER INC COM 49271V100 1008 27348 SH DFND 22566 0 4782 KEYCORP COM 493267108 10079 435758 SH DFND 432187 0 3571 KEYSIGHT TECHNOLOGIES INC COM 49338L103 200 967 SH OTR 3 967 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 74094 358789 SH DFND 236284 0 122505 KEZAR LIFE SCIENCES INC COM 49372L100 172 10259 SH DFND 10259 0 0 KFORCE INC COM 493732101 4778 63523 SH DFND 58824 0 4699 KILROY RLTY CORP COM 49427F108 27403 412330 SH DFND 334010 0 78320 KIMBALL ELECTRONICS INC COM 49428J109 1573 72271 SH DFND 63335 0 8936 KIMBALL INTL INC CL B 494274103 945 92360 SH DFND 79627 0 12733 KIMBERLY-CLARK CORP COM 494368103 29409 207191 SH DFND 155380 0 51811 KIMCO RLTY CORP COM 49446R109 3780 153334 SH DFND 120439 0 32895 KINDER MORGAN INC DEL COM 49456B101 1033 65270 SH OTR 2 65270 0 0 KINDER MORGAN INC DEL COM 49456B101 46277 2925213 SH DFND 2181233 0 743980 KINROSS GOLD CORP COM 496902404 137 23617 SH DFND 23617 0 0 KINSALE CAP GROUP INC COM 49714P108 3645 15323 SH DFND 13467 0 1856 KINSALE CAP GROUP INC COM 49714P108 127 535 SH OTR 3 535 0 0 KIRBY CORP COM 497266106 324 5500 SH DFND 5500 0 0 KITE RLTY GROUP TR COM NEW 49803T300 956 43894 SH DFND 43894 0 0 KLA CORP COM NEW 482480100 157764 367954 SH DFND 174877 0 193077 KLA CORP COM NEW 482480100 3822 8915 SH OTR 2 8915 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 38055 626940 SH DFND 528298 0 98642 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 301 4958 SH OTR 2 4958 0 0 KNOWLES CORP COM 49926D109 1350 57817 SH DFND 57817 0 0 KOHLS CORP COM 500255104 42426 858996 SH DFND 737350 0 121646 KOHLS CORP COM 500255104 25 508 SH OTR 3 508 0 0 KONTOOR BRANDS INC COM 50050N103 1704 33258 SH DFND 21592 0 11666 KOPIN CORP COM 500600101 78 18951 SH DFND 18951 0 0 KORN FERRY COM NEW 500643200 3983 52598 SH DFND 49537 0 3061 KOSMOS ENERGY LTD COM 500688106 486 140431 SH DFND 140431 0 0 KRAFT HEINZ CO COM 500754106 16949 476086 SH DFND 379257 0 96829 KRATON CORP COM 50077C106 532 11492 SH DFND 11492 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 393 20239 SH DFND 20239 0 0 KROGER CO COM 501044101 97345 2150801 SH DFND 1551824 0 598977 KRONOS WORLDWIDE INC COM 50105F105 459 30606 SH DFND 30606 0 0 KULICKE & SOFFA INDS INC COM 501242101 1672 27626 SH DFND 15951 0 11675 KURA SUSHI USA INC CL A COM 501270102 357 4417 SH DFND 4417 0 0 KYNDRYL HLDGS INC COMMON STOCK 50155Q100 2018 111507 SH DFND 103505 0 8002 L3HARRIS TECHNOLOGIES INC COM 502431109 18104 85202 SH DFND 55408 0 29794 LA Z BOY INC COM 505336107 748 20591 SH DFND 15154 0 5437 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3025 9626 SH OTR 2 9626 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 130993 416897 SH DFND 201782 0 215115 LAKELAND FINL CORP COM 511656100 523 6520 SH DFND 6520 0 0 LAM RESEARCH CORP COM 512807108 204706 284650 SH DFND 155327 0 129323 LAM RESEARCH CORP COM 512807108 8610 11973 SH OTR 2 11973 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 1719 14170 SH DFND 8461 0 5709 LAMB WESTON HLDGS INC COM 513272104 3526 55771 SH DFND 45244 0 10527 LANCASTER COLONY CORP COM 513847103 3425 20732 SH DFND 17402 0 3330 LANDEC CORP COM 514766104 677 60983 SH DFND 60983 0 0 LANDS END INC NEW COM 51509F105 1634 83255 SH DFND 83255 0 0 LANDSTAR SYS INC COM 515098101 71055 399839 SH DFND 363228 0 36611 LANTHEUS HLDGS INC COM 516544103 341 11802 SH DFND 11802 0 0 LAREDO PETROLEUM INC COM 516806205 252 4198 SH DFND 4198 0 0 LAS VEGAS SANDS CORP COM 517834107 7081 188115 SH DFND 184382 0 3733 LATTICE SEMICONDUCTOR CORP COM 518415104 7078 92322 SH DFND 79792 0 12530 LAUDER ESTEE COS INC CL A 518439104 171079 464523 SH DFND 395274 0 69249 LAUDER ESTEE COS INC CL A 518439104 45 121 SH OTR 3 121 0 0 LAUREATE EDUCATION INC COMMON STOCK 518613203 805 65728 SH DFND 65728 0 0 LCI INDS COM 50189K103 777 4985 SH DFND 4985 0 0 LEAR CORP COM NEW 521865204 16447 89898 SH DFND 75302 0 14596 LEIDOS HOLDINGS INC COM 525327102 7183 81259 SH DFND 79990 0 1269 LEMAITRE VASCULAR INC COM 525558201 1075 21401 SH DFND 21401 0 0 LENDINGCLUB CORP COM NEW 52603A208 2189 90513 SH DFND 90513 0 0 LENDINGTREE INC NEW COM 52603B107 884 7209 SH DFND 7209 0 0 LENNAR CORP CL A 526057104 6211 54018 SH OTR 2 54018 0 0 LENNAR CORP CL A 526057104 83252 724053 SH DFND 477092 0 246961 LENNOX INTL INC COM 526107107 3488 10752 SH OTR 2 10752 0 0 LENNOX INTL INC COM 526107107 104540 322297 SH DFND 215594 0 106703 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 253 10107 SH DFND 10107 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 470 119274 SH DFND 119274 0 0 LEXINFINTECH HLDGS LTD ADR 528877103 725 187759 SH DFND 11153 0 176606 LGI HOMES INC COM 50187T106 874 5660 SH DFND 4273 0 1387 LHC GROUP INC COM 50187A107 776 5655 SH DFND 5655 0 0 LI AUTO INC SPONSORED ADS 50202M102 429 13378 SH OTR 3 13378 0 0 LI AUTO INC SPONSORED ADS 50202M102 26335 820418 SH DFND 375380 0 445038 LIBERTY BROADBAND CORP COM SER C 530307305 874 5423 SH DFND 5423 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 18773 668331 SH DFND 597338 0 70993 LIBERTY LATIN AMERICA LTD COM CL C G9001E128 663 58159 SH DFND 58159 0 0 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 3209 63101 SH DFND 39031 0 24070 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 122 56448 SH DFND 56448 0 0 LIFE STORAGE INC COM 53223X107 31660 207607 SH DFND 184964 0 22643 LIFETIME BRANDS INC COM 53222Q103 229 14328 SH DFND 14328 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 342 2216 SH DFND 2216 0 0 LILLY ELI & CO COM 532457108 269949 977296 SH DFND 614704 0 362592 LINCOLN ELEC HLDGS INC COM 533900106 9571 68731 SH DFND 63618 0 5113 LINCOLN NATL CORP IND COM 534187109 12133 177748 SH DFND 147898 0 29850 LINDE PLC SHS G5494J103 45534 132309 SH DFND 98331 0 33978 LINDSAY CORP COM 535555106 1360 8945 SH DFND 7254 0 1691 LINEAGE CELL THERAPEUTICS IN COM 53566P109 100 40688 SH DFND 40688 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 734 45513 SH DFND 45513 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 292 19005 SH DFND 19005 0 0 LIQUIDITY SVCS INC COM 53635B107 381 17245 SH DFND 17245 0 0 LITHIA MTRS INC COM 536797103 154 521 SH OTR 3 521 0 0 LITHIA MTRS INC COM 536797103 43401 146691 SH DFND 118144 0 28547 LITTELFUSE INC COM 537008104 7126 22767 SH DFND 21391 0 1376 LIVANOVA PLC SHS G5509L101 1961 22431 SH DFND 22431 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 8755 73147 SH DFND 68033 0 5114 LIVE OAK BANCSHARES INC COM 53803X105 690 7902 SH DFND 7902 0 0 LIVENT CORP COM 53814L108 515 21112 SH DFND 21112 0 0 LIVEONE INC COM 53814X102 488 381353 SH DFND 381353 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 106 125000 PRN DFND 125000 0 0 LIVERAMP HLDGS INC COM 53815P108 3775 78728 SH DFND 73584 0 5144 LKQ CORP COM 501889208 1035 17436 SH OTR 2 17436 0 0 LKQ CORP COM 501889208 44563 750983 SH DFND 622383 0 128600 LL FLOORING HOLDINGS INC COM 55003T107 615 36013 SH DFND 36013 0 0 LOCKHEED MARTIN CORP COM 539830109 57767 162536 SH DFND 150431 0 12105 LOEWS CORP COM 540424108 3105 53759 SH DFND 53759 0 0 LOUISIANA PAC CORP COM 546347105 30781 397744 SH DFND 319824 0 77920 LOUISIANA PAC CORP COM 546347105 84 1084 SH OTR 3 1084 0 0 LOVESAC COMPANY COM 54738L109 509 7677 SH DFND 7677 0 0 LOWES COS INC COM 548661107 210247 819644 SH DFND 578725 0 240919 LOWES COS INC COM 548661107 194 756 SH OTR 3 756 0 0 LOWES COS INC COM 548661107 8106 31603 SH OTR 2 31603 0 0 LOYALTY VENTURES INC COMMON STOCK 54911Q107 349 11682 SH DFND 7562 0 4120 LPL FINL HLDGS INC COM 50212V100 6992 43676 SH DFND 39888 0 3788 LULULEMON ATHLETICA INC COM 550021109 51349 131176 SH DFND 118665 0 12511 LUMEN TECHNOLOGIES INC COM 550241103 455 36217 SH DFND 30322 0 5895 LUMENTUM HLDGS INC COM 55024U109 13273 125485 SH DFND 114725 0 10760 LUNA INNOVATIONS INC COM 550351100 213 25184 SH DFND 25184 0 0 LUXFER HOLDINGS PLC SHS G5698W116 857 44368 SH DFND 44368 0 0 LXP INDUSTRIAL TRUST COM 529043101 1341 85852 SH DFND 70936 0 14916 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 99 1071 SH OTR 3 1071 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 82306 892398 SH DFND 684735 0 207663 M & T BK CORP COM 55261F104 411 2678 SH OTR 2 2678 0 0 M & T BK CORP COM 55261F104 31029 202039 SH DFND 87709 0 114330 M D C HLDGS INC COM 552676108 5487 98275 SH DFND 88456 0 9819 M/I HOMES INC COM 55305B101 3010 48410 SH DFND 40981 0 7429 MACERICH CO COM 554382101 3956 228958 SH DFND 218737 0 10221 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3519 44946 SH DFND 44946 0 0 MACROGENICS INC COM 556099109 333 20733 SH DFND 20733 0 0 MACYS INC COM 55616P104 14940 570653 SH DFND 468937 0 101716 MADDEN STEVEN LTD COM 556269108 1150 24737 SH DFND 18208 0 6529 MAGELLAN HEALTH INC COM NEW 559079207 1029 10834 SH DFND 10834 0 0 MAGENTA THERAPEUTICS INC COM 55910K108 107 24266 SH DFND 24266 0 0 MAGNOLIA OIL & GAS CORP CL A 559663109 1784 94520 SH DFND 94520 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 190 62235 SH DFND 62235 0 0 MALIBU BOATS INC COM CL A 56117J100 876 12749 SH DFND 9566 0 3183 MANDIANT INC COM 562662106 891 50791 SH DFND 49781 0 1010 MANHATTAN ASSOCIATES INC COM 562750109 26838 172602 SH DFND 148454 0 24148 MANITOWOC CO INC COM NEW 563571405 1745 93888 SH DFND 93888 0 0 MANNKIND CORP COM NEW 56400P706 215 49277 SH DFND 49277 0 0 MANPOWERGROUP INC WIS COM 56418H100 63487 652287 SH DFND 562281 0 90006 MANTECH INTERNATIONAL CORP CL A 564563104 410 5616 SH DFND 5616 0 0 MARATHON DIGITAL HOLDINGS IN COM 565788106 1482 45097 SH DFND 45097 0 0 MARATHON OIL CORP COM 565849106 47172 2872850 SH DFND 2765024 0 107826 MARATHON PETE CORP COM 56585A102 5239 81869 SH DFND 81083 0 786 MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 215 5132 SH DFND 2380 0 2752 MARINEMAX INC COM 567908108 2517 42634 SH DFND 29111 0 13523 MARKEL CORP COM 570535104 196 159 SH OTR 3 159 0 0 MARKEL CORP COM 570535104 9199 7455 SH OTR 2 7455 0 0 MARKEL CORP COM 570535104 71455 57905 SH DFND 35047 0 22858 MARKETAXESS HLDGS INC COM 57060D108 2628 6389 SH DFND 6389 0 0 MARRIOTT INTL INC NEW CL A 571903202 2166 13108 SH DFND 13108 0 0 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 24025 142175 SH DFND 125914 0 16261 MARSH & MCLENNAN COS INC COM 571748102 54336 313428 SH DFND 253036 0 60392 MARTEN TRANS LTD COM 573075108 2128 124001 SH DFND 124001 0 0 MARTIN MARIETTA MATLS INC COM 573284106 35845 82392 SH DFND 24243 0 58149 MARVELL TECHNOLOGY INC COM 573874104 4748 54270 SH DFND 54270 0 0 MASCO CORP COM 574599106 38675 555594 SH DFND 286986 0 268608 MASIMO CORP COM 574795100 15023 51313 SH DFND 51313 0 0 MASONITE INTL CORP COM 575385109 1071 9084 SH DFND 9084 0 0 MASTEC INC COM 576323109 10575 114673 SH DFND 96312 0 18361 MASTERCARD INCORPORATED CL A 57636Q104 6295 17518 SH OTR 2 17518 0 0 MASTERCARD INCORPORATED CL A 57636Q104 161922 450634 SH DFND 332462 0 118172 MASTERCRAFT BOAT HLDGS INC COM 57637H103 922 32550 SH DFND 32550 0 0 MATADOR RES CO COM 576485205 4179 113202 SH DFND 113202 0 0 MATCH GROUP INC NEW COM 57667L107 7331 55435 SH DFND 29180 0 26255 MATERION CORP COM 576690101 244 2656 SH DFND 2656 0 0 MATSON INC COM 57686G105 6537 72606 SH DFND 50036 0 22570 MATTEL INC COM 577081102 16139 748585 SH DFND 642336 0 106249 MATTHEWS INTL CORP CL A 577128101 948 25852 SH DFND 25852 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 277 9368 SH DFND 9368 0 0 MAXIMUS INC COM 577933104 18250 229069 SH DFND 203180 0 25889 MAXLINEAR INC COM 57776J100 3188 42287 SH DFND 38707 0 3580 MBIA INC COM 55262C100 449 28444 SH DFND 28444 0 0 MCAFEE CORP COM CL A 579063108 3629 140698 SH DFND 69560 0 71138 MCCORMICK & CO INC COM NON VTG 579780206 33808 353311 SH DFND 241027 0 112284 MCDONALDS CORP COM 580135101 1521 5689 SH OTR 2 5689 0 0 MCDONALDS CORP COM 580135101 128559 480865 SH DFND 258560 0 222305 MCGRATH RENTCORP COM 580589109 1160 14447 SH DFND 14447 0 0 MCKESSON CORP COM 58155Q103 9140 36769 SH OTR 2 36769 0 0 MCKESSON CORP COM 58155Q103 152760 614555 SH DFND 359246 0 255309 MDU RES GROUP INC COM 552690109 56900 1845617 SH DFND 1710275 0 135342 MEDICAL PPTYS TRUST INC COM 58463J304 937 39849 SH DFND 39849 0 0 MEDIFAST INC COM 58470H101 2466 11776 SH DFND 10450 0 1326 MEDNAX INC COM 58502B106 644 23705 SH DFND 23705 0 0 MEDPACE HLDGS INC COM 58506Q109 24635 113190 SH DFND 97631 0 15559 MEDTRONIC PLC SHS G5960L103 141438 1367210 SH DFND 805133 0 562077 MERCADOLIBRE INC COM 58733R102 677 502 SH DFND 502 0 0 MERCANTILE BK CORP COM 587376104 1716 48980 SH DFND 48980 0 0 MERCER INTL INC COM 588056101 144 12035 SH DFND 12035 0 0 MERCHANTS BANCORP IND COM 58844R108 1865 39403 SH DFND 29764 0 9639 MERCK & CO INC COM 58933Y105 290054 3784635 SH DFND 1710373 0 2074262 MERCK & CO INC COM 58933Y105 7459 97328 SH OTR 2 97328 0 0 MERCURY GENL CORP NEW COM 589400100 21605 407342 SH DFND 360179 0 47163 MERCURY GENL CORP NEW COM 589400100 296 5587 SH OTR 3 5587 0 0 MERCURY SYS INC COM 589378108 7146 129785 SH DFND 125575 0 4210 MERIDIAN BIOSCIENCE INC COM 589584101 329 16130 SH DFND 16130 0 0 MERIT MED SYS INC COM 589889104 1770 28412 SH DFND 28412 0 0 MERITAGE HOMES CORP COM 59001A102 4674 38295 SH DFND 34954 0 3341 MERITOR INC COM 59001K100 1607 64838 SH DFND 58586 0 6252 MESA AIR GROUP INC COM NEW 590479135 407 72723 SH DFND 72723 0 0 META FINL GROUP INC COM 59100U108 912 15282 SH DFND 9816 0 5466 META PLATFORMS INC CL A 30303M102 12371 36779 SH OTR 2 36779 0 0 META PLATFORMS INC CL A 30303M102 664151 1974584 SH DFND 1147247 0 827337 METHODE ELECTRS INC COM 591520200 2733 55574 SH DFND 45539 0 10035 METLIFE INC COM 59156R108 1662 26592 SH OTR 2 26592 0 0 METLIFE INC COM 59156R108 28801 460882 SH DFND 321374 0 139508 METROPOLITAN BK HLDG CORP COM 591774104 675 6335 SH DFND 6335 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 185953 109564 SH DFND 59036 0 50528 MFA FINL INC COM 55272X102 363 79655 SH DFND 79655 0 0 MGIC INVT CORP WIS COM 552848103 2032 141093 SH DFND 95978 0 45115 MGM RESORTS INTERNATIONAL COM 552953101 1749 38975 SH OTR 2 38975 0 0 MGM RESORTS INTERNATIONAL COM 552953101 26114 581853 SH DFND 469328 0 112525 MGP INGREDIENTS INC NEW COM 55303J106 636 7484 SH DFND 5755 0 1729 MICROCHIP TECHNOLOGY INC. COM 595017104 18682 214582 SH DFND 166649 0 47933 MICRON TECHNOLOGY INC COM 595112103 163157 1751547 SH DFND 863054 0 888493 MICROSOFT CORP COM 594918104 1911447 5683419 SH DFND 3151189 0 2532230 MICROSOFT CORP COM 594918104 43431 129135 SH OTR 2 129135 0 0 MICROSTRATEGY INC CL A NEW 594972408 773 1419 SH DFND 1419 0 0 MICROVISION INC DEL COM NEW 594960304 140 28007 SH DFND 28007 0 0 MID-AMER APT CMNTYS INC COM 59522J103 10450 45604 SH DFND 42330 0 3274 MIDDLEBY CORP COM 596278101 4617 23465 SH DFND 17873 0 5592 MIDDLESEX WTR CO COM 596680108 433 3602 SH DFND 3602 0 0 MIDLAND STS BANCORP INC ILL COM 597742105 2708 109253 SH DFND 101545 0 7708 MILLER INDS INC TENN COM NEW 600551204 842 25215 SH DFND 25215 0 0 MILLERKNOLL INC COM 600544100 2529 64812 SH DFND 64812 0 0 MIMECAST LTD ORD SHS G14838109 1647 20700 SH DFND 20700 0 0 MINERALS TECHNOLOGIES INC COM 603158106 13377 183647 SH DFND 168247 0 15400 MISTRAS GROUP INC COM 60649T107 161 21704 SH DFND 21704 0 0 MITEK SYS INC COM NEW 606710200 734 41375 SH DFND 41375 0 0 MKS INSTRS INC COM 55306N104 19915 114341 SH DFND 92600 0 21741 MOBILE TELESYSTEMS PUB JT ST SPONSORED ADR 607409109 18895 2376791 SH DFND 870725 0 1506066 MODERNA INC COM 60770K107 901 3603 SH OTR 2 3603 0 0 MODERNA INC COM 60770K107 128617 514447 SH DFND 325799 0 188648 MODINE MFG CO COM 607828100 948 93908 SH DFND 93908 0 0 MODIVCARE INC COM 60783X104 1618 10911 SH DFND 9274 0 1637 MOELIS & CO CL A 60786M105 3980 63662 SH DFND 63662 0 0 MOHAWK INDS INC COM 608190104 57768 321110 SH DFND 203150 0 117960 MOHAWK INDS INC COM 608190104 3057 16990 SH OTR 2 16990 0 0 MOLINA HEALTHCARE INC COM 60855R100 824 2591 SH OTR 2 2591 0 0 MOLINA HEALTHCARE INC COM 60855R100 126565 397903 SH DFND 299329 0 98574 MOLSON COORS BEVERAGE CO CL B 60871R209 23659 515773 SH DFND 453027 0 62746 MOMENTIVE GLOBAL INC COM 60878Y108 1276 60324 SH DFND 60324 0 0 MONARCH CASINO & RESORT INC COM 609027107 519 7024 SH DFND 7024 0 0 MONDELEZ INTL INC CL A 609207105 80910 1229733 SH DFND 909573 0 320160 MONEYGRAM INTL INC COM NEW 60935Y208 91 11563 SH DFND 11563 0 0 MONGODB INC CL A 60937P106 3473 6560 SH DFND 3484 0 3076 MONMOUTH REAL ESTATE INVT CO CL A 609720107 375 17830 SH DFND 17830 0 0 MONOLITHIC PWR SYS INC COM 609839105 65916 133614 SH DFND 64987 0 68627 MONSTER BEVERAGE CORP NEW COM 61174X109 134754 1411481 SH DFND 882076 0 529405 MOODYS CORP COM 615369105 10182 26068 SH DFND 19445 0 6623 MORGAN STANLEY COM NEW 617446448 50316 512587 SH DFND 332640 0 179947 MORNINGSTAR INC COM 617700109 4007 11734 SH DFND 9965 0 1769 MOSAIC CO NEW COM 61945C103 512 13028 SH OTR 2 13028 0 0 MOSAIC CO NEW COM 61945C103 75748 1927910 SH DFND 1541463 0 386447 MOSAIC CO NEW COM 61945C103 604 15373 SH OTR 3 15373 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 97509 360089 SH DFND 254770 0 105319 MOTOROLA SOLUTIONS INC COM NEW 620076307 56 206 SH OTR 3 206 0 0 MOVADO GROUP INC COM 624580106 1708 40827 SH DFND 33850 0 6977 MR COOPER GROUP INC COM 62482R107 5698 136936 SH DFND 122742 0 14194 MRC GLOBAL INC COM 55345K103 1095 159136 SH DFND 159136 0 0 MSA SAFETY INC COM 553498106 595 3941 SH DFND 2895 0 1046 MSC INDL DIRECT INC CL A 553530106 35040 417743 SH DFND 394274 0 23469 MSCI INC COM 55354G100 9541 15603 SH DFND 13383 0 2220 MUELLER INDS INC COM 624756102 6017 101360 SH DFND 97380 0 3980 MUELLER WTR PRODS INC COM SER A 624758108 2261 156986 SH DFND 156986 0 0 MURPHY OIL CORP COM 626717102 2241 85827 SH DFND 77940 0 7887 MURPHY USA INC COM 626755102 89 447 SH OTR 3 447 0 0 MURPHY USA INC COM 626755102 24785 124397 SH DFND 112259 0 12138 MUSTANG BIO INC COM 62818Q104 20 11798 SH DFND 11798 0 0 MVB FINL CORP COM 553810102 323 7789 SH DFND 7789 0 0 MYERS INDS INC COM 628464109 455 22744 SH DFND 22744 0 0 MYOVANT SCIENCES LTD COM G637AM102 286 18370 SH DFND 18370 0 0 MYR GROUP INC DEL COM 55405W104 5224 47253 SH DFND 36926 0 10327 MYRIAD GENETICS INC COM 62855J104 2597 94077 SH DFND 94077 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 344 8137 SH DFND 8137 0 0 NAPCO SEC TECHNOLOGIES INC COM 630402105 275 5500 SH DFND 5500 0 0 NASDAQ INC COM 631103108 17697 84543 SH DFND 73185 0 11358 NATIONAL BEVERAGE CORP COM 635017106 1325 29237 SH DFND 25587 0 3650 NATIONAL BK HLDGS CORP CL A 633707104 1407 32017 SH DFND 32017 0 0 NATIONAL ENERGY SERVICES REU SHS G6375R107 1013 107184 SH DFND 107184 0 0 NATIONAL FUEL GAS CO COM 636180101 16259 254291 SH DFND 197946 0 56345 NATIONAL HEALTH INVS INC COM 63633D104 1783 31033 SH DFND 28197 0 2836 NATIONAL HEALTHCARE CORP COM 635906100 2266 33353 SH DFND 21933 0 11420 NATIONAL INSTRS CORP COM 636518102 2396 54862 SH DFND 50319 0 4543 NATIONAL INSTRS CORP COM 636518102 85 1951 SH OTR 3 1951 0 0 NATIONAL PRESTO INDS INC COM 637215104 1098 13389 SH DFND 13389 0 0 NATIONAL RESH CORP COM NEW 637372202 507 12200 SH DFND 12200 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 18382 382404 SH DFND 294725 0 87679 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 11254 162821 SH DFND 153973 0 8848 NATIONAL VISION HLDGS INC COM 63845R107 731 15233 SH DFND 15233 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 871 4060 SH DFND 1530 0 2530 NATURAL GROCERS BY VITAMIN C COM 63888U108 288 20228 SH DFND 20228 0 0 NATURES SUNSHINE PRODS INC COM 639027101 1132 61176 SH DFND 61176 0 0 NATUS MED INC DEL COM 639050103 1524 64216 SH DFND 64216 0 0 NAVIENT CORPORATION COM 63938C108 19281 908627 SH DFND 788004 0 120623 NBT BANCORP INC COM 628778102 2616 67906 SH DFND 64094 0 3812 NCR CORP NEW COM 62886E108 11932 296814 SH DFND 261621 0 35193 NEENAH INC COM 640079109 421 9101 SH DFND 9101 0 0 NELNET INC CL A 64031N108 3298 33765 SH DFND 23751 0 10014 NEOGEN CORP COM 640491106 1540 33916 SH DFND 33916 0 0 NEOGENOMICS INC COM NEW 64049M209 466 13660 SH DFND 13660 0 0 NEOPHOTONICS CORP COM 64051T100 428 27871 SH DFND 27871 0 0 NETAPP INC COM 64110D104 95 1032 SH OTR 3 1032 0 0 NETAPP INC COM 64110D104 28743 312454 SH DFND 146297 0 166157 NETFLIX INC COM 64110L106 57741 95846 SH DFND 79965 0 15881 NETGEAR INC COM 64111Q104 773 26460 SH DFND 5897 0 20563 NETSCOUT SYS INC COM 64115T104 15078 455806 SH DFND 419486 0 36320 NEUROCRINE BIOSCIENCES INC COM 64125C109 8558 100521 SH DFND 51633 0 48888 NEURONETICS INC COM 64131A105 228 51152 SH DFND 51152 0 0 NEVRO CORP COM 64157F103 615 7591 SH DFND 7591 0 0 NEW JERSEY RES CORP COM 646025106 2983 72651 SH DFND 72651 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 447 41732 SH DFND 0 0 41732 NEW YORK CMNTY BANCORP INC COM 649445103 5861 480007 SH DFND 407976 0 72031 NEW YORK MTG TR INC COM PAR $.02 649604501 251 67536 SH DFND 67536 0 0 NEW YORK TIMES CO CL A 650111107 17933 372744 SH DFND 272549 0 100195 NEWAGE INC COM 650194103 49 48028 SH DFND 48028 0 0 NEWELL BRANDS INC COM 651229106 6172 285340 SH DFND 249607 0 35733 NEWMARK GROUP INC CL A 65158N102 2870 153464 SH DFND 136917 0 16547 NEWMARKET CORP COM 651587107 33696 98318 SH DFND 85948 0 12370 NEWMARKET CORP COM 651587107 255 745 SH OTR 3 745 0 0 NEWMONT CORP COM 651639106 108 1750 SH OTR 3 1750 0 0 NEWMONT CORP COM 651639106 92904 1509650 SH DFND 1170967 0 338683 NEWMONT CORP COM 651639106 4520 73451 SH OTR 2 73451 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1001 340326 SH DFND 340326 0 0 NEWS CORP NEW CL A 65249B109 4519 202573 SH DFND 200166 0 2407 NEXPOINT RESIDENTIAL TR INC COM 65341D102 1229 14661 SH DFND 14661 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 14461 95781 SH DFND 85523 0 10258 NEXTERA ENERGY INC COM 65339F101 139551 1503301 SH DFND 1444603 0 58698 NEXTGEN HEALTHCARE INC COM 65343C102 2689 151159 SH DFND 143240 0 7919 NGM BIOPHARMACEUTICALS INC COM 62921N105 194 10975 SH DFND 10975 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 12446 606839 SH DFND 539777 0 67062 NIKE INC CL B 654106103 204592 1227526 SH DFND 832361 0 395165 NIKE INC CL B 654106103 1887 11323 SH OTR 2 11323 0 0 NIO INC SPON ADS 62914V106 69694 2199944 SH DFND 998069 0 1201875 NIO INC SPON ADS 62914V106 1141 36022 SH OTR 3 36022 0 0 NISOURCE INC COM 65473P105 10302 373664 SH DFND 371373 0 2291 NIU TECHNOLOGIES ADS 65481N100 1010 62700 SH DFND 3666 0 59034 NMI HLDGS INC CL A 629209305 664 30400 SH DFND 30400 0 0 NN INC COM 629337106 883 215354 SH DFND 215354 0 0 NOODLES & CO COM CL A 65540B105 750 82681 SH DFND 82681 0 0 NORDSON CORP COM 655663102 4491 17673 SH OTR 2 17673 0 0 NORDSON CORP COM 655663102 68320 268851 SH DFND 191062 0 77789 NORDSTROM INC COM 655664100 436 19269 SH DFND 15232 0 4037 NORFOLK SOUTHN CORP COM 655844108 6237 21107 SH DFND 12873 0 8234 NORTHERN OIL AND GAS INC MN COM 665531307 393 19076 SH DFND 19076 0 0 NORTHERN TR CORP COM 665859104 23462 196151 SH DFND 93479 0 102672 NORTHERN TR CORP COM 665859104 1407 11761 SH OTR 2 11761 0 0 NORTHFIELD BANCORP INC DEL COM 66611T108 1829 113160 SH DFND 113160 0 0 NORTHROP GRUMMAN CORP COM 666807102 32459 83858 SH DFND 83166 0 692 NORTHWEST BANCSHARES INC MD COM 667340103 517 36507 SH DFND 36507 0 0 NORTHWEST NAT HLDG CO COM 66765N105 1550 31778 SH DFND 31778 0 0 NORTHWEST PIPE CO COM 667746101 294 9234 SH DFND 9234 0 0 NORTHWESTERN CORP COM NEW 668074305 10484 183420 SH DFND 176428 0 6992 NORTONLIFELOCK INC COM 668771108 19685 757717 SH DFND 616138 0 141579 NOV INC COM 62955J103 2635 194456 SH DFND 194456 0 0 NOVANTA INC COM 67000B104 692 3925 SH DFND 2321 0 1604 NOVAVAX INC COM NEW 670002401 225 1573 SH DFND 1573 0 0 NOW INC COM 67011P100 2499 292580 SH DFND 292580 0 0 NRG ENERGY INC COM NEW 629377508 3780 87754 SH OTR 2 87754 0 0 NRG ENERGY INC COM NEW 629377508 122538 2844426 SH DFND 2177268 0 667158 NU SKIN ENTERPRISES INC CL A 67018T105 34301 675884 SH DFND 606199 0 69685 NU SKIN ENTERPRISES INC CL A 67018T105 66 1299 SH OTR 3 1299 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 651 11764 SH DFND 11764 0 0 NUCOR CORP COM 670346105 332 2936 SH OTR 3 2936 0 0 NUCOR CORP COM 670346105 52751 466489 SH DFND 377188 0 89301 NUTANIX INC CL A 67059N108 4934 154860 SH DFND 126961 0 27899 NUVASIVE INC COM 670704105 6691 128763 SH DFND 112384 0 16379 NV5 GLOBAL INC COM 62945V109 1985 14375 SH DFND 13476 0 899 NVE CORP COM NEW 629445206 1325 19405 SH DFND 19405 0 0 NVENT ELECTRIC PLC SHS G6700G107 27908 734623 SH DFND 581869 0 152754 NVIDIA CORPORATION COM 67066G104 2121 7210 SH OTR 2 7210 0 0 NVIDIA CORPORATION COM 67066G104 414821 1410427 SH DFND 871833 0 538594 NVR INC COM 62944T105 4869 828 SH OTR 2 828 0 0 NVR INC COM 62944T105 78269 13309 SH DFND 7483 0 5826 NXP SEMICONDUCTORS N V COM N6596X109 35710 156776 SH DFND 98570 0 58206 OASIS PETROLEUM INC COM NEW 674215207 3555 28213 SH DFND 28213 0 0 OCCIDENTAL PETE CORP COM 674599105 39725 1370284 SH DFND 1290112 0 80172 OCEANEERING INTL INC COM 675232102 2081 184008 SH DFND 184008 0 0 OCEANFIRST FINL CORP COM 675234108 1919 86425 SH DFND 86425 0 0 OCULAR THERAPEUTIX INC COM 67576A100 151 21720 SH DFND 21720 0 0 OCWEN FINL CORP COM NEW 675746606 965 24141 SH DFND 24141 0 0 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 2015 81139 SH DFND 81139 0 0 OFG BANCORP COM 67103X102 2246 84578 SH DFND 84578 0 0 OGE ENERGY CORP COM 670837103 13664 356020 SH DFND 341630 0 14390 O-I GLASS INC COM 67098H104 1715 143902 SH DFND 143902 0 0 OKTA INC CL A 679295105 2728 12171 SH DFND 12171 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 289943 816351 SH DFND 496891 0 319460 OLD NATL BANCORP IND COM 680033107 1835 101266 SH DFND 94126 0 7140 OLD REP INTL CORP COM 680223104 43378 1764778 SH DFND 1463796 0 300982 OLD REP INTL CORP COM 680223104 89 3638 SH OTR 3 3638 0 0 OLD SECOND BANCORP INC ILL COM 680277100 340 27010 SH DFND 27010 0 0 OLIN CORP COM PAR $1 680665205 42160 732956 SH DFND 624182 0 108774 OLLIES BARGAIN OUTLET HLDGS COM 681116109 34 669 SH OTR 3 669 0 0 OLLIES BARGAIN OUTLET HLDGS COM 681116109 1379 26935 SH DFND 26935 0 0 OLYMPIC STEEL INC COM 68162K106 216 9175 SH DFND 9175 0 0 OMEGA FLEX INC COM 682095104 382 3009 SH DFND 2141 0 868 OMEGA HEALTHCARE INVS INC COM 681936100 22605 763933 SH DFND 620008 0 143925 OMNICELL COM COM 68213N109 3032 16806 SH DFND 10985 0 5821 OMNICOM GROUP INC COM 681919106 65998 900756 SH DFND 709307 0 191449 ON SEMICONDUCTOR CORP COM 682189105 21750 320228 SH DFND 267453 0 52775 ONCOCYTE CORP COM 68235C107 105 48245 SH DFND 48245 0 0 ONE GAS INC COM 68235P108 1405 18159 SH DFND 18159 0 0 ONE LIBERTY PPTYS INC COM 682406103 290 8221 SH DFND 8221 0 0 ONEMAIN HLDGS INC COM 68268W103 20589 411447 SH DFND 318195 0 93252 ONEOK INC NEW COM 682680103 7405 126307 SH DFND 123788 0 2519 ONESPAN INC COM 68287N100 295 17421 SH DFND 17421 0 0 ONEWATER MARINE INC CL A COM 68280L101 831 13636 SH DFND 13636 0 0 ONTO INNOVATION INC COM 683344105 2096 20704 SH DFND 20704 0 0 OOMA INC COM 683416101 1898 92862 SH DFND 92862 0 0 OPEN LENDING CORP COM CL A 68373J104 594 26439 SH DFND 26439 0 0 OPKO HEALTH INC COM 68375N103 742 154259 SH DFND 154259 0 0 OPORTUN FINL CORP COM 68376D104 518 25577 SH DFND 25577 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 1913 41257 SH DFND 41257 0 0 OPTIMIZERX CORP COM NEW 68401U204 420 6755 SH DFND 4082 0 2673 OPTION CARE HEALTH INC COM NEW 68404L201 1621 57010 SH DFND 57010 0 0 ORACLE CORP COM 68389X105 1008 11560 SH OTR 2 11560 0 0 ORACLE CORP COM 68389X105 225169 2581920 SH DFND 1837754 0 744166 ORAMED PHARMACEUTICALS INC COM NEW 68403P203 285 19975 SH DFND 19975 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 147349 210721 SH DFND 112667 0 98054 OREILLY AUTOMOTIVE INC COM 67103H107 342 489 SH OTR 3 489 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 12370 17690 SH OTR 2 17690 0 0 ORGANOGENESIS HLDGS INC COM 68621F102 1803 195147 SH DFND 195147 0 0 ORGANON & CO COMMON STOCK 68622V106 92925 3051712 SH DFND 1745508 0 1306204 ORIGIN BANCORP INC COM 68621T102 2541 59212 SH DFND 59212 0 0 ORION ENGINEERED CARBONS S A COM L72967109 1915 104319 SH DFND 104319 0 0 ORMAT TECHNOLOGIES INC COM 686688102 217 2736 SH DFND 2736 0 0 ORTHOFIX MED INC COM 68752M108 1801 57923 SH DFND 57923 0 0 OSHKOSH CORP COM 688239201 57117 510205 SH DFND 468859 0 41346 OSI SYSTEMS INC COM 671044105 1180 12658 SH DFND 10906 0 1752 OTIS WORLDWIDE CORP COM 68902V107 3166 36601 SH OTR 2 36601 0 0 OTIS WORLDWIDE CORP COM 68902V107 64631 747088 SH DFND 361198 0 385890 OTTER TAIL CORP COM 689648103 1147 16055 SH DFND 16055 0 0 OUTFRONT MEDIA INC COM 69007J106 1466 54661 SH DFND 45521 0 9140 OUTLOOK THERAPEUTICS INC COM NEW 69012T206 96 70352 SH DFND 70352 0 0 OVINTIV INC COM 69047Q102 9160 271799 SH DFND 271799 0 0 OWENS & MINOR INC NEW COM 690732102 1830 42065 SH DFND 36537 0 5528 OWENS CORNING NEW COM 690742101 116555 1294480 SH DFND 986220 0 308260 OWENS CORNING NEW COM 690742101 3433 38133 SH OTR 2 38133 0 0 OXFORD INDS INC COM 691497309 3797 37398 SH DFND 33269 0 4129 PACCAR INC COM 693718108 28840 329378 SH DFND 172403 0 156975 PACCAR INC COM 693718108 840 9595 SH OTR 2 9595 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1277 62416 SH DFND 62416 0 0 PACKAGING CORP AMER COM 695156109 132656 986215 SH DFND 702018 0 284197 PACKAGING CORP AMER COM 695156109 602 4479 SH OTR 3 4479 0 0 PACKAGING CORP AMER COM 695156109 1584 11777 SH OTR 2 11777 0 0 PACWEST BANCORP DEL COM 695263103 15339 339594 SH DFND 261744 0 77850 PAE INC COM CL A 69290Y109 204 20514 SH DFND 20514 0 0 PAGERDUTY INC COM 69553P100 221 6373 SH DFND 6373 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 566 31075 SH DFND 11266 0 19809 PALO ALTO NETWORKS INC COM 697435105 2464 4425 SH DFND 3280 0 1145 PAPA JOHNS INTL INC COM 698813102 10653 79814 SH DFND 68207 0 11607 PAR PAC HOLDINGS INC COM NEW 69888T207 639 38747 SH DFND 38747 0 0 PARAMOUNT GROUP INC COM 69924R108 2346 281315 SH DFND 281315 0 0 PARK HOTELS & RESORTS INC COM 700517105 2927 155016 SH DFND 142367 0 12649 PARKER-HANNIFIN CORP COM 701094104 46772 148583 SH DFND 86125 0 62458 PARTY CITY HOLDCO INC COM 702149105 243 43651 SH DFND 43651 0 0 PASSAGE BIO INC COM 702712100 74 11641 SH DFND 11641 0 0 PATRICK INDS INC COM 703343103 1888 23397 SH DFND 23397 0 0 PATTERSON COS INC COM 703395103 7150 243614 SH DFND 227747 0 15867 PATTERSON-UTI ENERGY INC COM 703481101 1038 122829 SH DFND 122829 0 0 PAVMED INC COM 70387R106 87 35254 SH DFND 35254 0 0 PAYCHEX INC COM 704326107 76523 561969 SH DFND 337501 0 224468 PAYCOM SOFTWARE INC COM 70432V102 5630 13559 SH DFND 13057 0 502 PAYLOCITY HLDG CORP COM 70438V106 2572 10893 SH DFND 9944 0 949 PAYPAL HLDGS INC COM 70450Y103 60823 322529 SH DFND 288150 0 34379 PAYSAFE LIMITED ORD G6964L107 1374 351282 SH DFND 305153 0 46129 PBF ENERGY INC CL A 69318G106 1001 77143 SH DFND 77143 0 0 PC CONNECTION INC COM 69318J100 653 15132 SH DFND 5848 0 9284 PDC ENERGY INC COM 69327R101 3160 64773 SH DFND 64773 0 0 PDF SOLUTIONS INC COM 693282105 501 15748 SH DFND 15748 0 0 PEABODY ENGR CORP COM 704551100 2277 226133 SH DFND 226133 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1475 41675 SH DFND 41675 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 356 15936 SH DFND 7028 0 8908 PEGASYSTEMS INC COM 705573103 2585 23118 SH DFND 23118 0 0 PENN NATL GAMING INC COM 707569109 10397 201367 SH DFND 185977 0 15390 PENNYMAC FINL SVCS INC NEW COM 70932M107 3983 57078 SH DFND 39049 0 18029 PENNYMAC MTG INVT TR COM 70931T103 806 46533 SH DFND 46533 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 58779 554935 SH DFND 483832 0 71103 PENSKE AUTOMOTIVE GRP INC COM 70959W103 111 1049 SH OTR 3 1049 0 0 PENTAIR PLC SHS G7S00T104 46947 646659 SH DFND 201107 0 445552 PENUMBRA INC COM 70975L107 990 3454 SH DFND 2840 0 614 PEOPLES BANCORP INC COM 709789101 404 12699 SH DFND 8166 0 4533 PEOPLES UNITED FINANCIAL INC COM 712704105 2712 152878 SH DFND 128750 0 24128 PEPSICO INC COM 713448108 317457 1843645 SH DFND 1289394 0 554251 PERDOCEO ED CORP COM 71363P106 2612 222099 SH DFND 175434 0 46665 PERFICIENT INC COM 71375U101 2971 22980 SH DFND 21958 0 1022 PERFORMANCE FOOD GROUP CO COM 71377A103 1620 35297 SH DFND 35297 0 0 PERKINELMER INC COM 714046109 75566 375855 SH DFND 276785 0 99070 PERRIGO CO PLC SHS G97822103 769 19779 SH DFND 18870 0 909 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2777 274692 SH DFND 274692 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1270 115673 SH DFND 115673 0 0 PFIZER INC COM 717081103 11121 188338 SH OTR 2 188338 0 0 PFIZER INC COM 717081103 393119 6657391 SH DFND 3508469 0 3148922 PG&E CORP COM 69331C108 1260 104289 SH DFND 104289 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 427 20909 SH DFND 14031 0 6878 PHILIP MORRIS INTL INC COM 718172109 90500 960415 SH DFND 784646 0 175769 PHILLIPS 66 COM 718546104 989 13650 SH DFND 13650 0 0 PHOTRONICS INC COM 719405102 3293 174699 SH DFND 152508 0 22191 PHYSICIANS RLTY TR COM 71943U104 4593 243945 SH DFND 236767 0 7178 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3341 181798 SH DFND 181798 0 0 PILGRIMS PRIDE CORP COM 72147K108 2394 85786 SH DFND 83309 0 2477 PINDUODUO INC SPONSORED ADS 722304102 42597 730660 SH DFND 332842 0 397818 PINDUODUO INC SPONSORED ADS 722304102 596 10227 SH OTR 3 10227 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 3748 39243 SH DFND 35567 0 3676 PINNACLE WEST CAP CORP COM 723484101 24356 345033 SH DFND 336668 0 8365 PINTEREST INC CL A 72352L106 15486 426031 SH DFND 311719 0 114312 PIONEER NAT RES CO COM 723787107 2094 11542 SH DFND 8222 0 3320 PIPER SANDLER COMPANIES COM 724078100 6829 38253 SH DFND 37334 0 919 PITNEY BOWES INC COM 724479100 118 17794 SH DFND 17794 0 0 PJT PARTNERS INC COM CL A 69343T107 822 11097 SH DFND 11097 0 0 PLDT INC SPONSORED ADR 69344D408 213 5964 SH DFND 5964 0 0 PLEXUS CORP COM 729132100 292 3046 SH DFND 3046 0 0 PLUG POWER INC COM NEW 72919P202 332 11775 SH DFND 11775 0 0 PLYMOUTH INDL REIT INC COM 729640102 840 26253 SH DFND 26253 0 0 PNC FINL SVCS GROUP INC COM 693475105 22757 113488 SH DFND 38673 0 74815 PNM RES INC COM 69349H107 1946 42670 SH DFND 42670 0 0 POLARIS INC COM 731068102 17835 163239 SH DFND 147122 0 16117 POOL CORP COM 73278L105 13301 23739 SH DFND 21765 0 1974 POOL CORP COM 73278L105 205 366 SH OTR 3 366 0 0 POPULAR INC COM NEW 733174700 86157 1050568 SH DFND 940941 0 109627 PORTLAND GEN ELEC CO COM NEW 736508847 3272 61821 SH DFND 61821 0 0 POSCO SPONSORED ADR 693483109 395 6768 SH DFND 6768 0 0 POST HLDGS INC COM 737446104 273 2441 SH DFND 2441 0 0 POTLATCHDELTIC CORPORATION COM 737630103 13660 228204 SH DFND 221658 0 6546 POWER INTEGRATIONS INC COM 739276103 3768 40563 SH DFND 30158 0 10405 PPG INDS INC COM 693506107 37124 216305 SH DFND 184441 0 31864 PPL CORP COM 69351T106 13823 461072 SH DFND 413140 0 47932 PRA GROUP INC COM 69354N106 1187 23631 SH DFND 23631 0 0 PRECIGEN INC COM 74017N105 806 217174 SH DFND 217174 0 0 PRECISION BIOSCIENCES INC COM 74019P108 170 22945 SH DFND 22945 0 0 PREFERRED APT CMNTYS INC COM 74039L103 283 15652 SH DFND 15652 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1573 21906 SH DFND 19548 0 2358 PREMIER FINANCIAL CORP COM 74052F108 883 28561 SH DFND 22455 0 6106 PREMIER INC CL A 74051N102 6469 157139 SH DFND 135612 0 21527 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 3088 50911 SH DFND 39481 0 11430 PRICE T ROWE GROUP INC COM 74144T108 139762 710753 SH DFND 426290 0 284463 PRICESMART INC COM 741511109 614 8394 SH DFND 8394 0 0 PRIMERICA INC COM 74164M108 191 1244 SH OTR 3 1244 0 0 PRIMERICA INC COM 74164M108 890 5810 SH DFND 5810 0 0 PRIMIS FINANCIAL CORP COM 74167B109 255 16965 SH DFND 16965 0 0 PRIMO WATER CORPORATION COM 74167P108 1907 108181 SH DFND 108181 0 0 PRIMORIS SVCS CORP COM 74164F103 1552 64739 SH DFND 58445 0 6294 PROASSURANCE CORP COM 74267C106 1073 42420 SH DFND 42420 0 0 PROCTER AND GAMBLE CO COM 742718109 512952 3154493 SH DFND 1980582 0 1173911 PROCTER AND GAMBLE CO COM 742718109 5730 35239 SH OTR 2 35239 0 0 PROCTER AND GAMBLE CO COM 742718109 519 3192 SH OTR 3 3192 0 0 PROG HOLDINGS INC COM NPV 74319R101 7751 172476 SH DFND 161896 0 10580 PROGRESS SOFTWARE CORP COM 743312100 1030 21346 SH DFND 15729 0 5617 PROGRESSIVE CORP COM 743315103 125284 1220500 SH DFND 835229 0 385271 PROGYNY INC COM 74340E103 315 6249 SH DFND 6249 0 0 PROLOGIS INC. COM 74340W103 2534 15051 SH OTR 2 15051 0 0 PROLOGIS INC. COM 74340W103 80563 478516 SH DFND 140748 0 337768 PROPETRO HLDG CORP COM 74347M108 2084 257309 SH DFND 240575 0 16734 PROSPERITY BANCSHARES INC COM 743606105 27836 385006 SH DFND 309949 0 75057 PROTAGONIST THERAPEUTICS INC COM 74366E102 519 15177 SH DFND 15177 0 0 PROTHENA CORP PLC SHS G72800108 490 9917 SH DFND 9917 0 0 PROTO LABS INC COM 743713109 1179 22968 SH DFND 22968 0 0 PRUDENTIAL FINL INC COM 744320102 60421 558216 SH DFND 425153 0 133063 PS BUSINESS PKS INC CALIF COM 69360J107 7462 40519 SH DFND 38280 0 2239 PTC INC COM 69370C100 8339 68830 SH DFND 65376 0 3454 PTC THERAPEUTICS INC COM 69366J200 208 5227 SH DFND 5227 0 0 PUBLIC STORAGE COM 74460D109 2386 6396 SH OTR 2 6396 0 0 PUBLIC STORAGE COM 74460D109 268093 718689 SH DFND 436612 0 282077 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 31610 477486 SH DFND 359619 0 117867 PULTE GROUP INC COM 745867101 91664 1620659 SH DFND 1079301 0 541358 PULTE GROUP INC COM 745867101 6564 116051 SH OTR 2 116051 0 0 PURE STORAGE INC CL A 74624M102 528 16218 SH DFND 16218 0 0 PVH CORPORATION COM 693656100 19357 183527 SH DFND 166942 0 16585 Q2 HLDGS INC COM 74736L109 831 10466 SH DFND 10466 0 0 QCR HOLDINGS INC COM 74727A104 1253 22372 SH DFND 19112 0 3260 QIAGEN NV SHS NEW N72482123 5616 101050 SH DFND 49771 0 51279 QORVO INC COM 74736K101 1908 12217 SH OTR 2 12217 0 0 QORVO INC COM 74736K101 68691 439932 SH DFND 254579 0 185353 QUAKER HOUGHTON COM 747316107 226 981 SH DFND 981 0 0 QUALCOMM INC COM 747525103 134720 736696 SH DFND 440362 0 296334 QUALCOMM INC COM 747525103 4956 27103 SH OTR 2 27103 0 0 QUALYS INC COM 74758T303 10064 73343 SH DFND 65714 0 7629 QUANEX BLDG PRODS CORP COM 747619104 2013 81216 SH DFND 75583 0 5633 QUANTA SVCS INC COM 74762E102 7904 69697 SH DFND 57063 0 12634 QUANTERIX CORP COM 74766Q101 1025 24169 SH DFND 24169 0 0 QUANTUM CORP COM NEW 747906501 207 37572 SH DFND 37572 0 0 QUEST DIAGNOSTICS INC COM 74834L100 134261 779000 SH DFND 358123 0 420877 QUIDEL CORP COM 74838J101 16183 119885 SH DFND 111794 0 8091 QUINSTREET INC COM 74874Q100 245 13493 SH DFND 13493 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 786 105892 SH DFND 105892 0 0 QURATE RETAIL INC COM SER A 74915M100 28042 3689678 SH DFND 3114794 0 574884 R1 RCM INC COM 749397105 1761 69091 SH DFND 68850 0 241 RADIAN GROUP INC COM 750236101 2768 130978 SH DFND 104786 0 26192 RADIANT LOGISTICS INC COM 75025X100 1017 139479 SH DFND 139479 0 0 RADIUS HEALTH INC COM NEW 750469207 1062 153538 SH DFND 153538 0 0 RADNET INC COM 750491102 364 12083 SH DFND 12083 0 0 RALPH LAUREN CORP CL A 751212101 17866 151422 SH DFND 140649 0 10773 RAMBUS INC DEL COM 750917106 1767 60108 SH DFND 52196 0 7912 RANGE RES CORP COM 75281A109 3380 189554 SH DFND 189554 0 0 RANGER OIL CORPORATION CLASS A COM 70788V102 403 14965 SH DFND 14965 0 0 RANPAK HOLDINGS CORP COM CL A 75321W103 1473 39198 SH DFND 39198 0 0 RAPID7 INC COM 753422104 742 6307 SH DFND 4959 0 1348 RAYMOND JAMES FINL INC COM 754730109 16886 168186 SH DFND 154920 0 13266 RAYONIER ADVANCED MATLS INC COM 75508B104 411 72050 SH DFND 72050 0 0 RAYONIER INC COM 754907103 508 12596 SH DFND 7225 0 5371 RAYTHEON TECHNOLOGIES CORP COM 75513E101 12325 144004 SH DFND 137378 0 6626 RCI HOSPITALITY HLDGS INC COM 74934Q108 961 12337 SH DFND 12337 0 0 REALOGY HLDGS CORP COM 75605Y106 2286 135978 SH DFND 135978 0 0 REALTY INCOME CORP COM 756109104 861 12020 SH OTR 2 12020 0 0 REALTY INCOME CORP COM 756109104 10489 146514 SH DFND 89504 0 57010 RED ROCK RESORTS INC CL A 75700L108 2846 51741 SH DFND 51741 0 0 REDFIN CORP COM 75737F108 275 7168 SH DFND 7168 0 0 REDFIN CORP NOTE 10/1 75737FAC2 90 100000 PRN DFND 100000 0 0 REGAL REXNORD CORPORATION COM 758750103 54139 318128 SH DFND 298274 0 19854 REGENCY CTRS CORP COM 758849103 5097 67720 SH DFND 67440 0 280 REGENERON PHARMACEUTICALS COM 75886F107 4046 6406 SH OTR 2 6406 0 0 REGENERON PHARMACEUTICALS COM 75886F107 279898 443213 SH DFND 234372 0 208841 REGIONAL MGMT CORP COM 75902K106 1985 34545 SH DFND 34545 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 5606 257159 SH DFND 245104 0 12055 REINSURANCE GRP OF AMERICA I COM NEW 759351604 18131 165591 SH DFND 140912 0 24679 RELIANCE STEEL & ALUMINUM CO COM 759509102 80016 496316 SH DFND 439627 0 56689 RELIANCE STEEL & ALUMINUM CO COM 759509102 401 2488 SH OTR 3 2488 0 0 RENAISSANCERE HLDGS LTD COM G7496G103 14864 87782 SH DFND 24928 0 62854 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 234 5511 SH DFND 3028 0 2483 RENT A CTR INC NEW COM 76009N100 1043 21702 SH DFND 17807 0 3895 REPLIGEN CORP COM 759916109 1746 6601 SH DFND 3666 0 2935 REPUBLIC SVCS INC COM 760759100 224663 1625871 SH DFND 841413 0 784458 REPUBLIC SVCS INC COM 760759100 4168 30161 SH OTR 2 30161 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 1922 73825 SH DFND 69533 0 4292 RESMED INC COM 761152107 66645 255854 SH DFND 136551 0 119303 RESOURCES CONNECTION INC COM 76122Q105 1854 103902 SH DFND 103902 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 827 42215 SH DFND 42215 0 0 RETAIL VALUE INC COM 76133Q102 228 35441 SH DFND 35441 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 152 21953 SH DFND 21953 0 0 REV GROUP INC COM 749527107 1692 119593 SH DFND 119593 0 0 REVOLVE GROUP INC CL A 76156B107 842 15017 SH DFND 15017 0 0 REX AMERICAN RES CORP COM 761624105 1545 16094 SH DFND 16094 0 0 REXFORD INDL RLTY INC COM 76169C100 906 11212 SH DFND 7659 0 3553 REYNOLDS CONSUMER PRODS INC COM 76171L106 16198 516696 SH DFND 492112 0 24584 RH COM 74967X103 1229 2317 SH DFND 1690 0 627 RIGEL PHARMACEUTICALS INC COM NEW 766559603 122 45989 SH DFND 45989 0 0 RIMINI STR INC DEL COM 76674Q107 1186 198591 SH DFND 198591 0 0 RINGCENTRAL INC CL A 76680R206 1696 9052 SH DFND 9052 0 0 RIOT BLOCKCHAIN INC COM 767292105 581 26038 SH DFND 26038 0 0 RITE AID CORP COM 767754872 597 40670 SH DFND 40670 0 0 RLI CORP COM 749607107 458 4083 SH DFND 4083 0 0 RLJ LODGING TR COM 74965L101 1586 113847 SH DFND 113847 0 0 RMR GROUP INC CL A 74967R106 340 9802 SH DFND 9802 0 0 ROBERT HALF INTL INC COM 770323103 195989 1765985 SH DFND 721283 0 1044702 ROCKWELL AUTOMATION INC COM 773903109 79555 229768 SH DFND 141457 0 88311 ROGERS CORP COM 775133101 1577 5778 SH DFND 5203 0 575 ROKU INC COM CL A 77543R102 2553 11187 SH DFND 10355 0 832 ROLLINS INC COM 775711104 58967 1743550 SH DFND 490528 0 1253022 ROPER TECHNOLOGIES INC COM 776696106 11360 23267 SH DFND 18431 0 4836 ROSS STORES INC COM 778296103 16777 147190 SH DFND 110179 0 37011 ROSS STORES INC COM 778296103 1434 12581 SH OTR 2 12581 0 0 ROYAL GOLD INC COM 780287108 255 2423 SH OTR 3 2423 0 0 ROYAL GOLD INC COM 780287108 6771 64438 SH DFND 43054 0 21384 RPC INC COM 749660106 246 54194 SH DFND 54194 0 0 RPM INTL INC COM 749685103 128 1279 SH OTR 3 1279 0 0 RPM INTL INC COM 749685103 5396 53878 SH DFND 53878 0 0 RPT REALTY SH BEN INT 74971D101 2907 217229 SH DFND 217229 0 0 RUBIUS THERAPEUTICS INC COM 78116T103 167 17211 SH DFND 17211 0 0 RUSH ENTERPRISES INC CL A 781846209 6592 118476 SH DFND 95715 0 22761 RUTHS HOSPITALITY GROUP INC COM 783332109 332 16686 SH DFND 16686 0 0 RYDER SYS INC COM 783549108 42586 519850 SH DFND 466962 0 52888 RYERSON HLDG CORP COM 783754104 1855 71228 SH DFND 71228 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1240 13479 SH DFND 10178 0 3301 S & T BANCORP INC COM 783859101 1300 41238 SH DFND 41238 0 0 S&P GLOBAL INC COM 78409V104 65479 139169 SH DFND 124275 0 14894 SABRA HEALTH CARE REIT INC COM 78573L106 19202 1418162 SH DFND 1343249 0 74913 SAFE BULKERS INC COM Y7388L103 927 245829 SH DFND 245829 0 0 SAFEHOLD INC COM 78645L100 827 10353 SH DFND 10353 0 0 SAFETY INS GROUP INC COM 78648T100 2474 29099 SH DFND 24787 0 4312 SAGE THERAPEUTICS INC COM 78667J108 19882 467367 SH DFND 403984 0 63383 SAIA INC COM 78709Y105 5425 16097 SH DFND 13237 0 2860 SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 463 9577 SH DFND 9577 0 0 SALESFORCE COM INC COM 79466L302 39606 155850 SH DFND 122924 0 32926 SALLY BEAUTY HLDGS INC COM 79546E104 763 41313 SH DFND 30991 0 10322 SANDERSON FARMS INC COM 800013104 1917 10103 SH DFND 9343 0 760 SANDY SPRING BANCORP INC COM 800363103 563 11702 SH DFND 1875 0 9827 SANFILIPPO JOHN B & SON INC COM 800422107 4349 48238 SH DFND 37168 0 11070 SANMINA CORPORATION COM 801056102 4085 98540 SH DFND 72923 0 25617 SANTANDER CONSUMER USA HLDGS COM 80283M101 4921 117100 SH DFND 102244 0 14856 SAUL CTRS INC COM 804395101 1941 36602 SH DFND 36602 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 26479 68271 SH DFND 25047 0 43224 SCANSOURCE INC COM 806037107 2321 66177 SH DFND 66177 0 0 SCHLUMBERGER LTD COM STK 806857108 9461 315879 SH DFND 292214 0 23665 SCHNEIDER NATIONAL INC CL B 80689H102 69144 2580947 SH DFND 2161573 0 419374 SCHNITZER STEEL INDS INC CL A 806882106 1022 19683 SH DFND 17139 0 2544 SCHOLASTIC CORP COM 807066105 1676 41933 SH DFND 41933 0 0 SCHWAB CHARLES CORP COM 808513105 11587 137775 SH DFND 134146 0 3629 SCIENCE APPLICATIONS INTL CO COM 808625107 18824 225195 SH DFND 193884 0 31311 SCIENTIFIC GAMES CORP COM 80874P109 2639 39613 SH DFND 39613 0 0 SCORPIO TANKERS INC SHS Y7542C130 438 34181 SH DFND 34181 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 1783 11145 SH DFND 11145 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 265 13708 SH DFND 13708 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 69 75000 PRN DFND 75000 0 0 SEA LTD SPONSORD ADS 81141R100 1301 5827 SH DFND 5696 0 131 SEABOARD CORP DEL COM 811543107 1393 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 8953 79246 SH DFND 40501 0 38745 SEAGEN INC COM 81181C104 22544 145821 SH DFND 90253 0 55568 SEALED AIR CORP NEW COM 81211K100 24549 366344 SH DFND 195296 0 171048 SEALED AIR CORP NEW COM 81211K100 369 5507 SH OTR 3 5507 0 0 SEALED AIR CORP NEW COM 81211K100 752 11225 SH OTR 2 11225 0 0 SEASPINE HLDGS CORP COM 81255T108 152 11177 SH DFND 11177 0 0 SEAWORLD ENTMT INC COM 81282V100 1965 30297 SH DFND 30297 0 0 SECUREWORKS CORP CL A 81374A105 1245 77969 SH DFND 77969 0 0 SEELOS THERAPEUTICS INC COM 81577F109 156 95825 SH DFND 95825 0 0 SEI INVTS CO COM 784117103 43005 705696 SH DFND 447344 0 258352 SELECT MED HLDGS CORP COM 81619Q105 2083 70863 SH DFND 61068 0 9795 SELECTA BIOSCIENCES INC COM 816212104 1732 531426 SH DFND 531426 0 0 SELECTIVE INS GROUP INC COM 816300107 85 1040 SH OTR 3 1040 0 0 SELECTIVE INS GROUP INC COM 816300107 1668 20527 SH DFND 20527 0 0 SELECTQUOTE INC COM 816307300 306 33796 SH DFND 33796 0 0 SEMPRA COM 816851109 27740 210547 SH DFND 148172 0 62375 SEMTECH CORP COM 816850101 5256 59102 SH DFND 53396 0 5706 SENECA FOODS CORP NEW CL A 817070501 2209 46071 SH DFND 46071 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 28761 466226 SH DFND 360503 0 105723 SENSEONICS HLDGS INC COM 81727U105 277 103923 SH DFND 103923 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 7093 71203 SH DFND 67957 0 3246 SENSIENT TECHNOLOGIES CORP COM 81725T100 228 2288 SH OTR 3 2288 0 0 SERES THERAPEUTICS INC COM 81750R102 386 46299 SH DFND 46299 0 0 SERVICE CORP INTL COM 817565104 4075 57456 SH DFND 51927 0 5529 SERVICE PPTYS TR COM SH BEN INT 81761L102 1348 153368 SH DFND 153368 0 0 SERVICENOW INC COM 81762P102 27318 42085 SH DFND 35108 0 6977 SERVISFIRST BANCSHARES INC COM 81768T108 1562 18384 SH DFND 16591 0 1793 SESEN BIO INC COM 817763105 155 190443 SH DFND 190443 0 0 SFL CORPORATION LTD SHS G7738W106 2273 278848 SH DFND 278848 0 0 SHARPS COMPLIANCE CORP COM 820017101 656 91974 SH DFND 91974 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 207 8126 SH DFND 8126 0 0 SHERWIN WILLIAMS CO COM 824348106 112273 321148 SH DFND 278457 0 42691 SHERWIN WILLIAMS CO COM 824348106 662 1894 SH OTR 3 1894 0 0 SHOCKWAVE MED INC COM 82489T104 2678 15019 SH DFND 14001 0 1018 SHOE CARNIVAL INC COM 824889109 2513 64305 SH DFND 59264 0 5041 SHUTTERSTOCK INC COM 825690100 4032 36362 SH DFND 34581 0 1781 SHYFT GROUP INC COM 825698103 1313 26718 SH DFND 23618 0 3100 SIBANYE STILLWATER LTD SPONSORED ADR 82575P107 34197 2727038 SH DFND 2142105 0 584933 SIENTRA INC COM 82621J105 39 10643 SH DFND 10643 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 14535 45121 SH DFND 45121 0 0 SIGNET JEWELERS LIMITED SHS G81276100 4779 54907 SH DFND 50484 0 4423 SILGAN HOLDINGS INC COM 827048109 26 596 SH OTR 3 596 0 0 SILGAN HOLDINGS INC COM 827048109 21576 503759 SH DFND 474108 0 29651 SILICON LABORATORIES INC COM 826919102 208 1009 SH DFND 13 0 996 SILVERGATE CAP CORP CL A 82837P408 906 6114 SH DFND 6114 0 0 SIMON PPTY GROUP INC NEW COM 828806109 53243 333248 SH DFND 145763 0 187485 SIMON PPTY GROUP INC NEW COM 828806109 1384 8663 SH OTR 2 8663 0 0 SIMPLY GOOD FOODS CO COM 82900L102 548 13177 SH DFND 13177 0 0 SIMPSON MFG INC COM 829073105 17614 127778 SH DFND 119628 0 8150 SIRIUS XM HOLDINGS INC COM 82968B103 1563 246161 SH DFND 246161 0 0 SIRIUSPOINT LTD COM G8192H106 512 62949 SH DFND 62949 0 0 SITE CTRS CORP COM 82981J109 1126 71152 SH DFND 71152 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 418 1753 SH DFND 473 0 1280 SITIME CORP COM 82982T106 3942 13475 SH DFND 11737 0 1738 SIX FLAGS ENTMT CORP NEW COM 83001A102 8621 205167 SH DFND 161524 0 43643 SJW GROUP COM 784305104 263 3589 SH DFND 3589 0 0 SKECHERS U S A INC CL A 830566105 15751 364356 SH DFND 310521 0 53835 SKILLZ INC COM 83067L109 329 44279 SH DFND 44279 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 1209 15308 SH DFND 15308 0 0 SKYWEST INC COM 830879102 735 18710 SH DFND 18710 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 85232 549388 SH DFND 190139 0 359249 SKYWORKS SOLUTIONS INC COM 83088M102 606 3908 SH OTR 2 3908 0 0 SL GREEN RLTY CORP COM 78440X804 3276 45695 SH DFND 42462 0 3233 SLEEP NUMBER CORP COM 83125X103 685 8947 SH DFND 6812 0 2135 SLM CORP COM 78442P106 35006 1781486 SH DFND 1424424 0 357062 SM ENERGY CO COM 78454L100 3599 122086 SH DFND 122086 0 0 SMART GLOBAL HLDGS INC SHS G8232Y101 808 11384 SH DFND 8135 0 3249 SMARTSHEET INC COM CL A 83200N103 4017 51867 SH DFND 46194 0 5673 SMILEDIRECTCLUB INC CL A COM 83192H106 56 23688 SH DFND 23688 0 0 SMITH & WESSON BRANDS INC COM 831754106 4642 260811 SH DFND 260811 0 0 SMITH A O CORP COM 831865209 33784 395417 SH DFND 332626 0 62791 SMUCKER J M CO COM NEW 832696405 87217 644717 SH DFND 448520 0 196197 SMUCKER J M CO COM NEW 832696405 659 4874 SH OTR 2 4874 0 0 SNAP INC CL A 83304A106 1116 23724 SH DFND 23724 0 0 SNAP ON INC COM 833034101 162452 756928 SH DFND 355579 0 401349 SNAP ON INC COM 833034101 326 1521 SH OTR 2 1521 0 0 SNOWFLAKE INC CL A 833445109 8213 24245 SH DFND 21459 0 2786 SOCIEDAD QUIMICA Y MINERA DE SPON ADR SER B 833635105 1260 24992 SH DFND 22730 0 2262 SOHU COM LTD SPONSORED ADS 83410S108 501 30751 SH DFND 3958 0 26793 SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 163 24888 SH DFND 24888 0 0 SOLARWINDS CORP COM NEW 83417Q204 9155 645169 SH DFND 563985 0 81184 SOLID BIOSCIENCES INC COM 83422E105 99 56691 SH DFND 56691 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 902 18240 SH DFND 15149 0 3091 SONOCO PRODS CO COM 835495102 12997 224510 SH DFND 213751 0 10759 SONOS INC COM 83570H108 2573 86332 SH DFND 86332 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 79 16892 SH DFND 16892 0 0 SOUTHERN CO COM 842587107 30107 440543 SH DFND 260350 0 180193 SOUTHERN COPPER CORP COM 84265V105 151 2441 SH OTR 3 2441 0 0 SOUTHERN COPPER CORP COM 84265V105 10812 175211 SH DFND 62064 0 113147 SOUTHSIDE BANCSHARES INC COM 84470P109 427 10207 SH DFND 6361 0 3846 SOUTHSTATE CORPORATION COM 840441109 216 2696 SH DFND 2696 0 0 SOUTHWEST AIRLS CO COM 844741108 35103 819396 SH DFND 89514 0 729882 SOUTHWEST GAS HLDGS INC COM 844895102 4622 66443 SH DFND 61021 0 5422 SOUTHWESTERN ENERGY CO COM 845467109 1108 237870 SH DFND 237870 0 0 SPARTANNASH CO COM 847215100 729 28294 SH DFND 9673 0 18621 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 1493 14927 SH DFND 12464 0 2463 SPIRE INC COM 84857L101 480 7355 SH DFND 7355 0 0 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 5354 111305 SH DFND 98931 0 12374 SPORTSMANS WHSE HLDGS INC COM 84920Y106 511 43286 SH DFND 43286 0 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 2689 11489 SH DFND 11489 0 0 SPROUT SOCIAL INC COM CL A 85209W109 2036 22445 SH DFND 19378 0 3067 SPROUTS FMRS MKT INC COM 85208M102 13787 464528 SH DFND 428870 0 35658 SPROUTS FMRS MKT INC COM 85208M102 202 6821 SH OTR 3 6821 0 0 SPS COMM INC COM 78463M107 3533 24822 SH DFND 23637 0 1185 SPX CORP COM 784635104 597 9997 SH DFND 9997 0 0 SPX FLOW INC COM 78469X107 1819 21034 SH DFND 21034 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 45193 551274 SH DFND 450541 0 100733 ST JOE CO COM 790148100 891 17125 SH DFND 17125 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 6059 66362 SH DFND 61302 0 5060 STAG INDL INC COM 85254J102 5305 110614 SH DFND 104893 0 5721 STANDARD MTR PRODS INC COM 853666105 3383 64574 SH DFND 56821 0 7753 STANDEX INTL CORP COM 854231107 2626 23734 SH DFND 19640 0 4094 STANLEY BLACK & DECKER INC COM 854502101 940 5037 SH OTR 2 5037 0 0 STANLEY BLACK & DECKER INC COM 854502101 40300 216015 SH DFND 90246 0 125769 STARBUCKS CORP COM 855244109 22995 197092 SH DFND 137089 0 60003 STARWOOD PPTY TR INC COM 85571B105 664 27332 SH DFND 0 0 27332 STATE AUTO FINL CORP COM 855707105 757 14643 SH DFND 14643 0 0 STATE STR CORP COM 857477103 29335 315425 SH DFND 234443 0 80982 STEEL DYNAMICS INC COM 858119100 72036 1165637 SH DFND 578346 0 587291 STEEL DYNAMICS INC COM 858119100 242 3908 SH OTR 3 3908 0 0 STEELCASE INC CL A 858155203 808 68940 SH DFND 68940 0 0 STEPAN CO COM 858586100 1239 9970 SH DFND 7900 0 2070 STEREOTAXIS INC COM NEW 85916J409 610 98312 SH DFND 98312 0 0 STERICYCLE INC COM 858912108 323 5430 SH DFND 5430 0 0 STERIS PLC SHS USD G8473T100 9214 37852 SH DFND 12767 0 25085 STERLING BANCORP DEL COM 85917A100 305 11825 SH DFND 11000 0 825 STERLING CONSTR INC COM 859241101 1860 70731 SH DFND 64153 0 6578 STEWART INFORMATION SVCS COR COM 860372101 3755 47099 SH DFND 44437 0 2662 STIFEL FINL CORP COM 860630102 18707 265654 SH DFND 212489 0 53165 STITCH FIX INC COM CL A 860897107 708 37435 SH DFND 37435 0 0 STOCK YDS BANCORP INC COM 861025104 334 5231 SH DFND 3432 0 1799 STONEX GROUP INC COM 861896108 2431 39688 SH DFND 21985 0 17703 STORE CAP CORP COM 862121100 763 22176 SH DFND 13745 0 8431 STRATEGIC ED INC COM 86272C103 2609 45101 SH DFND 42734 0 2367 STRYKER CORPORATION COM 863667101 41152 153886 SH DFND 112780 0 41106 STURM RUGER & CO INC COM 864159108 1944 28586 SH DFND 28586 0 0 SUMMIT MATLS INC CL A 86614U100 1695 42230 SH DFND 42230 0 0 SUN CMNTYS INC COM 866674104 1952 9298 SH DFND 7521 0 1777 SUNCOKE ENERGY INC COM 86722A103 2524 382964 SH DFND 382964 0 0 SUNPOWER CORP COM 867652406 654 31315 SH DFND 31315 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 322 27447 SH DFND 15087 0 12360 SUPER MICRO COMPUTER INC COM 86800U104 2120 48237 SH DFND 41920 0 6317 SURFACE ONCOLOGY INC COM 86877M209 1486 310808 SH DFND 310808 0 0 SURMODICS INC COM 868873100 956 19850 SH DFND 19850 0 0 SUZANO S A SPON ADS 86959K105 834 77247 SH DFND 77247 0 0 SVB FINANCIAL GROUP COM 78486Q101 102633 151323 SH DFND 141791 0 9532 SYNAPTICS INC COM 87157D109 9714 33890 SH DFND 29810 0 4080 SYNCHRONY FINANCIAL COM 87165B103 7415 159848 SH DFND 142168 0 17680 SYNEOS HEALTH INC CL A 87166B102 33679 327995 SH DFND 274383 0 53612 SYNOPSYS INC COM 871607107 8375 22789 SH OTR 2 22789 0 0 SYNOPSYS INC COM 871607107 220191 599143 SH DFND 277323 0 321820 SYNOVUS FINL CORP COM NEW 87161C501 11846 247468 SH DFND 209589 0 37879 SYSCO CORP COM 871829107 1737 22235 SH DFND 11985 0 10250 TABULA RASA HEALTHCARE INC COM 873379101 158 10539 SH DFND 10539 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 62 75000 PRN DFND 75000 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 665 34931 SH DFND 34931 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 780182 6484766 SH DFND 3017009 0 3467757 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 12034 100027 SH OTR 3 100027 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 14200 79901 SH DFND 55811 0 24090 TANDEM DIABETES CARE INC COM NEW 875372203 575 3818 SH DFND 3818 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 848 43990 SH DFND 43990 0 0 TAPESTRY INC COM 876030107 31628 784608 SH DFND 685451 0 99157 TARGA RES CORP COM 87612G101 15473 299164 SH DFND 253517 0 45647 TARGET CORP COM 87612E106 690 3002 SH OTR 3 3002 0 0 TARGET CORP COM 87612E106 286896 1247428 SH DFND 724181 0 523247 TARGET CORP COM 87612E106 5934 25801 SH OTR 2 25801 0 0 TARGET HOSPITALITY CORP COM 87615L107 488 137023 SH DFND 137023 0 0 TATA MTRS LTD SPONSORED ADR 876568502 5213 162459 SH DFND 94483 0 67976 TAYLOR MORRISON HOME CORP COM 87724P106 10960 317211 SH DFND 291370 0 25841 TCR2 THERAPEUTICS INC COM 87808K106 304 65220 SH DFND 65220 0 0 TD SYNNEX CORPORATION COM 87162W100 55445 487388 SH DFND 447278 0 40110 TE CONNECTIVITY LTD SHS H84989104 33624 208920 SH DFND 68493 0 140427 TEAM INC COM 878155100 93 84947 SH DFND 84947 0 0 TECHTARGET INC COM 87874R100 1375 14372 SH DFND 12529 0 1843 TEGNA INC COM 87901J105 27674 1491046 SH DFND 1350849 0 140197 TEJON RANCH CO COM 879080109 911 47756 SH DFND 47756 0 0 TELADOC HEALTH INC COM 87918A105 1609 17519 SH DFND 17519 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 46 50000 PRN DFND 50000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1692 3899 SH DFND 3899 0 0 TELEFLEX INCORPORATED COM 879369106 4512 13737 SH DFND 12336 0 1401 TELEFONICA BRASIL SA NEW ADR 87936R205 3477 401927 SH DFND 313399 0 88528 TELEPHONE & DATA SYS INC COM NEW 879433829 17617 874300 SH DFND 770297 0 104003 TELLURIAN INC NEW COM 87968A104 276 89646 SH DFND 89646 0 0 TEMPUR SEALY INTL INC COM 88023U101 9248 197184 SH DFND 175946 0 21238 TENABLE HLDGS INC COM 88025T102 2976 54033 SH DFND 54033 0 0 TENARIS S A SPONSORED ADS 88031M109 241 11541 SH DFND 11541 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 4641 677558 SH DFND 318835 0 358723 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 72 10477 SH OTR 3 10477 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 12315 150749 SH DFND 139367 0 11382 TENNANT CO COM 880345103 1624 20042 SH DFND 20042 0 0 TENNECO INC CL A VTG COM STK 880349105 2022 178948 SH DFND 178948 0 0 TERADATA CORP DEL COM 88076W103 44048 1037145 SH DFND 937125 0 100020 TERADYNE INC COM 880770102 42316 258764 SH DFND 78867 0 179897 TEREX CORP NEW COM 880779103 23466 534538 SH DFND 503710 0 30828 TERRENO RLTY CORP COM 88146M101 1803 21135 SH DFND 18765 0 2370 TESLA INC COM 88160R101 403683 381993 SH DFND 244716 0 137277 TESLA INC COM 88160R101 15891 15037 SH OTR 2 15037 0 0 TETRA TECH INC NEW COM 88162G103 2632 15624 SH DFND 11345 0 4279 TETRA TECHNOLOGIES INC DEL COM 88162F105 895 315038 SH DFND 315038 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 16946 281254 SH DFND 245337 0 35917 TEXAS INSTRS INC COM 882508104 369259 1959243 SH DFND 1092523 0 866720 TEXAS ROADHOUSE INC COM 882681109 51075 572075 SH DFND 508504 0 63571 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 838 23453 SH DFND 23453 0 0 TEXTRON INC COM 883203101 73709 957885 SH DFND 763265 0 194620 TFS FINL CORP COM 87240R107 696 38921 SH DFND 25355 0 13566 TG THERAPEUTICS INC COM 88322Q108 648 34081 SH DFND 34081 0 0 THE ODP CORP COM 88337F105 795 20229 SH DFND 20229 0 0 THE ONE GROUP HOSPITALITY IN COM 88338K103 1161 92032 SH DFND 92032 0 0 THE TRADE DESK INC COM CL A 88339J105 2660 29030 SH DFND 29030 0 0 THERAPEUTICSMD INC COM 88338N107 97 273081 SH DFND 273081 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 621277 931114 SH DFND 545417 0 385697 THERMO FISHER SCIENTIFIC INC COM 883556102 10061 15078 SH OTR 2 15078 0 0 THERMON GROUP HLDGS INC COM 88362T103 518 30605 SH DFND 30605 0 0 THOR INDS INC COM 885160101 4130 39810 SH DFND 37579 0 2231 TIDEWATER INC NEW COM 88642R109 809 75532 SH DFND 75532 0 0 TILLYS INC CL A 886885102 2078 128986 SH DFND 128986 0 0 TIM S A SPONSORED ADR 88706T108 1984 170457 SH DFND 170457 0 0 TIMKEN CO COM 887389104 14555 210055 SH DFND 201236 0 8819 TIMKENSTEEL CORPORATION COM 887399103 1530 92737 SH DFND 92737 0 0 TIPTREE INC COM 88822Q103 1031 74557 SH DFND 74557 0 0 TITAN INTL INC ILL COM 88830M102 1443 131650 SH DFND 131650 0 0 TITAN MACHY INC COM 88830R101 2937 87177 SH DFND 87177 0 0 TJX COS INC NEW COM 872540109 8764 115920 SH DFND 105240 0 10680 T-MOBILE US INC COM 872590104 110279 950841 SH DFND 843306 0 107535 TOLL BROTHERS INC COM 889478103 30169 420181 SH DFND 348114 0 72067 TONIX PHARMACEUTICALS HLDG C COM 890260706 366 1024514 SH DFND 1024514 0 0 TOPBUILD CORP COM 89055F103 925 3402 SH DFND 2275 0 1127 TORO CO COM 891092108 19958 200964 SH DFND 174183 0 26781 TOWNEBANK PORTSMOUTH VA COM 89214P109 2060 65209 SH DFND 65209 0 0 TRACTOR SUPPLY CO COM 892356106 127 538 SH OTR 3 538 0 0 TRACTOR SUPPLY CO COM 892356106 84957 360815 SH DFND 199562 0 161253 TRACTOR SUPPLY CO COM 892356106 4444 18875 SH OTR 2 18875 0 0 TRADEWEB MKTS INC CL A 892672106 1360 13617 SH DFND 13617 0 0 TRANE TECHNOLOGIES PLC SHS G8994E103 160989 802377 SH DFND 336127 0 466250 TRANSOCEAN LTD REG SHS H8817H100 35 12703 SH DFND 12703 0 0 TRANSUNION COM 89400J107 7005 59201 SH DFND 52361 0 6840 TRAVEL PLUS LEISURE CO COM 894164102 32422 586620 SH DFND 495118 0 91502 TRAVELERS COMPANIES INC COM 89417E109 4483 28655 SH OTR 2 28655 0 0 TRAVELERS COMPANIES INC COM 89417E109 143 912 SH OTR 3 912 0 0 TRAVELERS COMPANIES INC COM 89417E109 234151 1496839 SH DFND 816400 0 680439 TRAVERE THERAPEUTICS INC COM 89422G107 2335 75219 SH DFND 75219 0 0 TREDEGAR CORP COM 894650100 919 77735 SH DFND 77735 0 0 TREEHOUSE FOODS INC COM 89469A104 7140 180246 SH DFND 170729 0 9517 TREX CO INC COM 89531P105 2521 18987 SH DFND 15417 0 3570 TRI POINTE HOMES INC COM 87265H109 41180 1496365 SH DFND 1312248 0 184117 TRICO BANCSHARES COM 896095106 1569 36525 SH DFND 34315 0 2210 TRIMBLE INC COM 896239100 60 689 SH OTR 3 689 0 0 TRIMBLE INC COM 896239100 12201 139938 SH DFND 78257 0 61681 TRINET GROUP INC COM 896288107 2202 23117 SH DFND 21538 0 1579 TRIP COM GROUP LTD ADS 89677Q107 21775 884433 SH DFND 417917 0 466516 TRIP COM GROUP LTD ADS 89677Q107 240 9765 SH OTR 3 9765 0 0 TRIPADVISOR INC COM 896945201 1049 38468 SH DFND 38409 0 59 TRIPLE-S MGMT CORP COM 896749108 1655 46387 SH DFND 16120 0 30267 TRISTATE CAP HLDGS INC COM 89678F100 373 12324 SH DFND 12324 0 0 TRITON INTL LTD CL A G9078F107 4114 68297 SH DFND 57969 0 10328 TRIUMPH BANCORP INC COM 89679E300 869 7294 SH DFND 7294 0 0 TRIUMPH GROUP INC NEW COM 896818101 353 19026 SH DFND 19026 0 0 TRONOX HOLDINGS PLC SHS G9087Q102 3398 141387 SH DFND 132554 0 8833 TRUEBLUE INC COM 89785X101 465 16803 SH DFND 16803 0 0 TRUECAR INC COM 89785L107 580 170515 SH DFND 170515 0 0 TRUIST FINL CORP COM 89832Q109 5649 96486 SH DFND 85758 0 10728 TRUPANION INC COM 898202106 305 2313 SH DFND 2313 0 0 TRUSTCO BK CORP N Y COM NEW 898349204 2669 80118 SH DFND 80118 0 0 TRUSTMARK CORP COM 898402102 2458 75781 SH DFND 64667 0 11114 TTEC HLDGS INC COM 89854H102 1578 17432 SH DFND 17432 0 0 TTM TECHNOLOGIES INC COM 87305R109 2085 139945 SH DFND 139945 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 236 4956 SH DFND 4956 0 0 TUTOR PERINI CORP COM 901109108 770 62279 SH DFND 62279 0 0 TWILIO INC CL A 90138F102 1932 7335 SH DFND 6993 0 342 TWIST BIOSCIENCE CORP COM 90184D100 270 3483 SH DFND 3483 0 0 TWITTER INC COM 90184L102 4308 99665 SH DFND 94242 0 5423 TWO HBRS INVT CORP COM NEW 90187B408 282 48950 SH DFND 48950 0 0 TYLER TECHNOLOGIES INC COM 902252105 13361 24836 SH DFND 12232 0 12604 TYSON FOODS INC CL A 902494103 130227 1504301 SH DFND 1183345 0 320956 TYSON FOODS INC CL A 902494103 4571 52806 SH OTR 2 52806 0 0 U S PHYSICAL THERAPY COM 90337L108 213 2229 SH DFND 2229 0 0 U S SILICA HLDGS INC COM 90346E103 758 80630 SH DFND 80630 0 0 UBIQUITI INC COM 90353W103 305 993 SH OTR 3 993 0 0 UBIQUITI INC COM 90353W103 16412 53511 SH DFND 41648 0 11863 UDR INC COM 902653104 1916 31999 SH DFND 31999 0 0 UFP INDUSTRIES INC COM 90278Q108 4891 53153 SH DFND 50557 0 2596 UFP TECHNOLOGIES INC COM 902673102 818 11643 SH DFND 11643 0 0 UGI CORP NEW COM 902681105 44920 978441 SH DFND 875840 0 102601 ULTA BEAUTY INC COM 90384S303 1461 3591 SH OTR 2 3591 0 0 ULTA BEAUTY INC COM 90384S303 175 431 SH OTR 3 431 0 0 ULTA BEAUTY INC COM 90384S303 30152 74129 SH DFND 38913 0 35216 ULTRA CLEAN HLDGS INC COM 90385V107 2842 49542 SH DFND 46120 0 3422 ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 417 157952 SH DFND 157952 0 0 UMB FINL CORP COM 902788108 27672 260786 SH DFND 227906 0 32880 UMH PPTYS INC COM 903002103 1856 67895 SH DFND 67895 0 0 UMPQUA HLDGS CORP COM 904214103 15929 827932 SH DFND 662478 0 165454 UNDER ARMOUR INC CL A 904311107 1204 56961 SH DFND 51771 0 5190 UNIFI INC COM NEW 904677200 1115 48151 SH DFND 48151 0 0 UNIFIRST CORP MASS COM 904708104 1102 5239 SH DFND 3324 0 1915 UNION PAC CORP COM 907818108 38285 153488 SH DFND 113412 0 40076 UNIQURE NV SHS N90064101 730 35207 SH DFND 31694 0 3513 UNISYS CORP COM NEW 909214306 884 42971 SH DFND 42971 0 0 UNITED AIRLS HLDGS INC COM 910047109 3103 70869 SH DFND 70869 0 0 UNITED FIRE GROUP INC COM 910340108 387 16709 SH DFND 16709 0 0 UNITED NAT FOODS INC COM 911163103 3276 66754 SH DFND 64574 0 2180 UNITED PARCEL SERVICE INC CL B 911312106 81000 381930 SH DFND 271743 0 110187 UNITED PARCEL SERVICE INC CL B 911312106 2341 11038 SH OTR 2 11038 0 0 UNITED RENTALS INC COM 911363109 23537 71997 SH DFND 67346 0 4651 UNITED STATES STL CORP NEW COM 912909108 30118 1271872 SH DFND 1006176 0 265696 UNITED STATES STL CORP NEW COM 912909108 246 10372 SH OTR 3 10372 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 86872 402036 SH DFND 356588 0 45448 UNITEDHEALTH GROUP INC COM 91324P102 3826 7620 SH OTR 2 7620 0 0 UNITEDHEALTH GROUP INC COM 91324P102 413240 822957 SH DFND 520588 0 302369 UNITI GROUP INC COM 91325V108 1616 115356 SH DFND 115356 0 0 UNIVAR SOLUTIONS INC COM 91336L107 20222 721940 SH DFND 627598 0 94342 UNIVERSAL CORP VA COM 913456109 234 4263 SH DFND 4263 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 18755 113644 SH DFND 92490 0 21154 UNIVERSAL ELECTRS INC COM 913483103 2717 66674 SH DFND 66674 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 13111 101119 SH DFND 92897 0 8222 UNIVERSAL INS HLDGS INC COM 91359V107 1184 69628 SH DFND 69628 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 1945 65020 SH DFND 65020 0 0 UNUM GROUP COM 91529Y106 29375 1195573 SH DFND 1015211 0 180362 UPLAND SOFTWARE INC COM 91544A109 1050 58534 SH DFND 58534 0 0 UPWORK INC COM 91688F104 428 12536 SH DFND 12536 0 0 URANIUM ENERGY CORP COM 916896103 230 68683 SH DFND 68683 0 0 URBAN EDGE PPTYS COM 91704F104 11833 622783 SH DFND 601942 0 20841 URBAN OUTFITTERS INC COM 917047102 19489 663810 SH DFND 603989 0 59821 URSTADT BIDDLE PPTYS INC CL A 917286205 2236 104979 SH DFND 104979 0 0 US BANCORP DEL COM NEW 902973304 15304 272459 SH DFND 238612 0 33847 US FOODS HLDG CORP COM 912008109 850 24411 SH DFND 6822 0 17589 USANA HEALTH SCIENCES INC COM 90328M107 2017 19926 SH DFND 7886 0 12040 UWM HOLDINGS CORPORATION COM CL A 91823B109 183 30888 SH DFND 30888 0 0 VAIL RESORTS INC COM 91879Q109 10509 32154 SH DFND 18058 0 14096 VALE S A SPONSORED ADS 91912E105 3509 250292 SH OTR 3 250292 0 0 VALE S A SPONSORED ADS 91912E105 171843 12256975 SH DFND 7601766 0 4655209 VALERO ENERGY CORP COM 91913Y100 1076 14446 SH DFND 14446 0 0 VALLEY NATL BANCORP COM 919794107 6827 496515 SH DFND 444081 0 52434 VALMONT INDS INC COM 920253101 5865 23491 SH DFND 15094 0 8397 VALVOLINE INC COM 92047W101 1713 46250 SH DFND 34780 0 11470 VALVOLINE INC COM 92047W101 98 2636 SH OTR 3 2636 0 0 VAREX IMAGING CORP COM 92214X106 865 27405 SH DFND 27405 0 0 VARONIS SYS INC COM 922280102 1154 23652 SH DFND 23652 0 0 VECTOR GROUP LTD COM 92240M108 391 34039 SH DFND 34039 0 0 VECTRUS INC COM 92242T101 1177 25715 SH DFND 21074 0 4641 VEDANTA LIMITED SPONSORED ADR 92242Y100 3088 374276 SH DFND 271572 0 102704 VEECO INSTRS INC DEL COM 922417100 763 26802 SH DFND 26802 0 0 VEEVA SYS INC CL A COM 922475108 15171 59382 SH DFND 56426 0 2956 VENTAS INC COM 92276F100 6727 131598 SH DFND 41393 0 90205 VEONEER INC COM 92336X109 269 7575 SH DFND 7575 0 0 VERA BRADLEY INC COM 92335C106 1094 128562 SH DFND 128562 0 0 VERACYTE INC COM 92337F107 664 16105 SH DFND 16105 0 0 VERICEL CORP COM 92346J108 508 12930 SH DFND 12930 0 0 VERINT SYS INC COM 92343X100 354 6740 SH DFND 1601 0 5139 VERIS RESIDENTIAL INC COM 554489104 236 12828 SH DFND 12828 0 0 VERISIGN INC COM 92343E102 57947 228561 SH DFND 156312 0 72249 VERISK ANALYTICS INC COM 92345Y106 13721 60075 SH DFND 38622 0 21453 VERITIV CORP COM 923454102 3351 27338 SH DFND 25273 0 2065 VERITONE INC COM 92347M100 240 10687 SH DFND 10687 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 142017 2733189 SH DFND 1900926 0 832263 VERSO CORP CL A 92531L207 864 31992 SH DFND 31992 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 131427 598483 SH DFND 328072 0 270411 VERU INC COM 92536C103 140 23712 SH DFND 23712 0 0 VIACOMCBS INC CL B 92556H206 10984 363943 SH DFND 304995 0 58948 VIATRIS INC COM 92556V106 9012 666111 SH DFND 618618 0 47493 VICI PPTYS INC COM 925652109 952 31669 SH DFND 31669 0 0 VICOR CORP COM 925815102 1549 12202 SH DFND 10750 0 1452 VICTORY CAP HLDGS INC COM CL A 92645B103 1082 29611 SH DFND 7492 0 22119 VIEMED HEALTHCARE INC COM 92663R105 79 15043 SH DFND 15043 0 0 VIEWRAY INC COM 92672L107 769 139552 SH DFND 139552 0 0 VIMEO INC COMMON STOCK 92719V100 312 17422 SH DFND 17422 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 73 8678 SH OTR 3 8678 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 7047 838873 SH DFND 418591 0 420282 VIRTU FINL INC CL A 928254101 54935 1905468 SH DFND 1575808 0 329660 VIRTUS INVT PARTNERS INC COM 92828Q109 2340 7876 SH DFND 6660 0 1216 VISA INC COM CL A 92826C839 181270 836465 SH DFND 564289 0 272176 VISA INC COM CL A 92826C839 361 1665 SH OTR 2 1665 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 46723 2136386 SH DFND 1884113 0 252273 VISHAY INTERTECHNOLOGY INC COM 928298108 243 11098 SH OTR 3 11098 0 0 VISHAY PRECISION GROUP INC COM 92835K103 1056 28451 SH DFND 28451 0 0 VISTA OUTDOOR INC COM 928377100 3904 84736 SH DFND 84736 0 0 VISTAGEN THERAPEUTICS INC COM NEW 92840H202 188 96589 SH DFND 96589 0 0 VISTEON CORP COM NEW 92839U206 318 2898 SH DFND 2898 0 0 VISTRA CORP COM 92840M102 5542 245102 SH DFND 216443 0 28659 VMWARE INC CL A COM 928563402 25 215 SH OTR 3 215 0 0 VMWARE INC CL A COM 928563402 57749 498351 SH DFND 418845 0 79506 VOCERA COMMUNICATIONS INC COM 92857F107 326 5028 SH DFND 3302 0 1726 VONAGE HLDGS CORP COM 92886T201 1323 63631 SH DFND 63631 0 0 VONTIER CORPORATION COM 928881101 1549 50403 SH DFND 15492 0 34911 VORNADO RLTY TR SH BEN INT 929042109 3571 85309 SH DFND 85309 0 0 VOXX INTL CORP CL A 91829F104 288 28276 SH DFND 28276 0 0 VOYA FINANCIAL INC COM 929089100 5999 90467 SH DFND 34473 0 55994 VULCAN MATLS CO COM 929160109 6859 33345 SH DFND 28130 0 5215 W & T OFFSHORE INC COM 92922P106 77 23780 SH DFND 23780 0 0 WABTEC COM 929740108 522 5685 SH DFND 5685 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 114518 2206522 SH DFND 1341890 0 864632 WALGREENS BOOTS ALLIANCE INC COM 931427108 2830 54535 SH OTR 2 54535 0 0 WALKER & DUNLOP INC COM 93148P102 2890 19155 SH DFND 13635 0 5520 WALMART INC COM 931142103 342402 2395258 SH DFND 1779049 0 616209 WALMART INC COM 931142103 15278 106877 SH OTR 2 106877 0 0 WALMART INC COM 931142103 702 4911 SH OTR 3 4911 0 0 WARRIOR MET COAL INC COM 93627C101 1610 62612 SH DFND 62612 0 0 WASHINGTON FED INC COM 938824109 12757 383204 SH DFND 344217 0 38987 WASTE CONNECTIONS INC COM 94106B101 9272 68124 SH DFND 57607 0 10517 WASTE MGMT INC DEL COM 94106L109 185205 1117038 SH DFND 673838 0 443200 WATERS CORP COM 941848103 104368 280929 SH DFND 144258 0 136671 WATERSTONE FINL INC MD COM 94188P101 4475 204729 SH DFND 149478 0 55251 WATSCO INC COM 942622200 40266 130722 SH DFND 125631 0 5091 WATTS WATER TECHNOLOGIES INC CL A 942749102 1610 8290 SH DFND 5267 0 3023 WAVE LIFE SCIENCES LTD SHS Y95308105 244 77561 SH DFND 77561 0 0 WD 40 CO COM 929236107 720 2943 SH DFND 1857 0 1086 WEBSTER FINL CORP CONN COM 947890109 2007 35944 SH DFND 35944 0 0 WEC ENERGY GROUP INC COM 92939U106 60186 621693 SH DFND 435764 0 185929 WEIS MKTS INC COM 948849104 1388 21063 SH DFND 3449 0 17614 WELBILT INC COM 949090104 1121 47166 SH DFND 47166 0 0 WELLS FARGO CO NEW COM 949746101 82665 1722905 SH DFND 1193026 0 529879 WELLS FARGO CO NEW COM 949746101 1636 34096 SH OTR 2 34096 0 0 WELLTOWER INC COM 95040Q104 988 11515 SH OTR 2 11515 0 0 WELLTOWER INC COM 95040Q104 13863 161632 SH DFND 100683 0 60949 WENDYS CO COM 95058W100 21818 914787 SH DFND 813582 0 101205 WERNER ENTERPRISES INC COM 950755108 39500 834557 SH DFND 752412 0 82145 WESBANCO INC COM 950810101 2236 63902 SH DFND 63902 0 0 WESCO INTL INC COM 95082P105 2121 16120 SH DFND 12872 0 3248 WEST PHARMACEUTICAL SVSC INC COM 955306105 57469 122533 SH DFND 94555 0 27978 WESTAMERICA BANCORPORATION COM 957090103 1956 33880 SH DFND 33880 0 0 WESTERN ALLIANCE BANCORP COM 957638109 18266 169676 SH DFND 160526 0 9150 WESTERN DIGITAL CORP. COM 958102105 35906 550626 SH DFND 403281 0 147345 WESTERN UN CO COM 959802109 19362 1085286 SH DFND 944944 0 140342 WESTLAKE CHEM CORP COM 960413102 123 1264 SH OTR 3 1264 0 0 WESTLAKE CHEM CORP COM 960413102 49859 513319 SH DFND 377299 0 136020 WESTROCK CO COM 96145D105 46530 1048911 SH DFND 931157 0 117754 WEYERHAEUSER CO MTN BE COM NEW 962166104 755 18325 SH OTR 2 18325 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 23357 567193 SH DFND 436028 0 131165 WHIRLPOOL CORP COM 963320106 25855 111898 SH DFND 88979 0 22919 WHIRLPOOL CORP COM 963320106 1877 8125 SH OTR 2 8125 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 16675 16461 SH DFND 15589 0 872 WHITESTONE REIT COM 966084204 3366 332259 SH DFND 332259 0 0 WHITING PETE CORP NEW COM NEW 966387508 2928 45267 SH DFND 45267 0 0 WIDEOPENWEST INC COM 96758W101 924 42933 SH DFND 42933 0 0 WILEY JOHN & SONS INC CL A 968223206 1792 31372 SH DFND 26118 0 5254 WILLIAMS COS INC COM 969457100 2755 105987 SH DFND 104263 0 1724 WILLIAMS SONOMA INC COM 969904101 343 2055 SH OTR 3 2055 0 0 WILLIAMS SONOMA INC COM 969904101 45944 275099 SH DFND 254525 0 20574 WILLIS TOWERS WATSON PLC LTD SHS G96629103 7840 33014 SH DFND 28233 0 4781 WILLIS TOWERS WATSON PLC LTD SHS G96629103 119 502 SH OTR 3 502 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 2298 56265 SH DFND 56265 0 0 WINGSTOP INC COM 974155103 2112 12225 SH DFND 12225 0 0 WINMARK CORP COM 974250102 2666 10739 SH DFND 10739 0 0 WINNEBAGO INDS INC COM 974637100 2433 32472 SH DFND 29038 0 3434 WINTRUST FINL CORP COM 97650W108 14892 163976 SH DFND 147459 0 16517 WIPRO LTD SPON ADR 1 SH 97651M109 76393 7827198 SH DFND 3998848 0 3828350 WISDOMTREE INVTS INC COM 97717P104 75 12314 SH DFND 12314 0 0 WOLVERINE WORLD WIDE INC COM 978097103 749 26003 SH DFND 26003 0 0 WOODWARD INC COM 980745103 1442 13175 SH DFND 13175 0 0 WORKDAY INC CL A 98138H101 6141 22479 SH DFND 21133 0 1346 WORKIVA INC COM CL A 98139A105 2299 17620 SH DFND 16227 0 1393 WORLD ACCEP CORPORATION COM 981419104 302 1229 SH DFND 1229 0 0 WORLD FUEL SVCS CORP COM 981475106 27807 1050515 SH DFND 955122 0 95393 WORLD WRESTLING ENTMT INC CL A 98156Q108 8240 169312 SH DFND 152771 0 16541 WORTHINGTON INDS INC COM 981811102 1579 29188 SH DFND 26160 0 3028 WP CAREY INC COM 92936U109 1937 23605 SH DFND 23605 0 0 WW INTL INC COM 98262P101 1155 71592 SH DFND 71592 0 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 4950 55559 SH DFND 47274 0 8285 WYNN RESORTS LTD COM 983134107 3109 36554 SH DFND 36554 0 0 XBIOTECH INC COM 98400H102 764 68647 SH DFND 57303 0 11344 XCEL ENERGY INC COM 98389B100 52396 780636 SH DFND 609605 0 171031 XEROX HOLDINGS CORP COM NEW 98421M106 24677 1089968 SH DFND 934043 0 155925 XILINX INC COM 983919101 25356 119586 SH DFND 49139 0 70447 XPEL INC COM 98379L100 1424 20848 SH DFND 20848 0 0 XPENG INC ADS 98422D105 558 11092 SH OTR 3 11092 0 0 XPENG INC ADS 98422D105 32611 647935 SH DFND 299103 0 348832 XPERI HOLDING CORP COM 98390M103 1734 91682 SH DFND 75353 0 16329 XPO LOGISTICS INC COM 983793100 15932 207362 SH DFND 167908 0 39454 XYLEM INC COM 98419M100 10970 92205 SH DFND 9102 0 83103 YAMANA GOLD INC COM 98462Y100 76 17941 SH DFND 17941 0 0 YELLOW CORP COM 985510106 611 48495 SH DFND 48495 0 0 YELP INC CL A 985817105 33098 913291 SH DFND 805685 0 107606 YETI HLDGS INC COM 98585X104 4605 56314 SH DFND 46164 0 10150 YEXT INC COM 98585N106 145 14620 SH DFND 14620 0 0 YUM BRANDS INC COM 988498101 23887 172545 SH DFND 122678 0 49867 YUM CHINA HLDGS INC COM 98850P109 27421 550171 SH DFND 323649 0 226522 YUM CHINA HLDGS INC COM 98850P109 614 12320 SH OTR 3 12320 0 0 ZAI LAB LTD ADR 98887Q104 119 1894 SH OTR 3 1894 0 0 ZAI LAB LTD ADR 98887Q104 7669 122023 SH DFND 56310 0 65713 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 133665 224590 SH DFND 133894 0 90696 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4542 7632 SH OTR 2 7632 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 144 242 SH OTR 3 242 0 0 ZENDESK INC COM 98936J101 4881 46802 SH DFND 42050 0 4752 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 30 25000 PRN DFND 25000 0 0 ZENTALIS PHARMACEUTICALS INC COM 98943L107 609 7242 SH DFND 7242 0 0 ZIFF DAVIS INC COM 48123V102 32776 295654 SH DFND 254557 0 41097 ZILLOW GROUP INC CL C CAP STK 98954M200 1201 18894 SH DFND 18894 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 16458 129552 SH DFND 110686 0 18866 ZIONS BANCORPORATION N A COM 989701107 30161 477605 SH DFND 237397 0 240208 ZOETIS INC CL A 98978V103 2763 11324 SH OTR 2 11324 0 0 ZOETIS INC CL A 98978V103 176751 724299 SH DFND 494559 0 229740 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 20567 111830 SH DFND 78850 0 32980 ZSCALER INC COM 98980G102 8392 26118 SH DFND 23793 0 2325 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 238 8419 SH OTR 3 8419 0 0 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 19923 705989 SH DFND 359405 0 346584 ZUMIEZ INC COM 989817101 306 6381 SH DFND 6381 0 0 ZUORA INC COM CL A 98983V106 1076 57613 SH DFND 57613 0 0 ZURN WATER SOLUTIONS CORP COM 98983L108 2103 57767 SH DFND 53303 0 4464 ZYNEX INC COM 98986M103 193 19389 SH DFND 19389 0 0 ZYNGA INC CL A 98986T108 14349 2242001 SH DFND 2020600 0 221401