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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1LIFE HEALTHCARE INCCOM68269G1072206,068SH OTR1,506,0680
22ND CENTY GROUP INCCOM90137F103195254,907SH OTR1,20254,9070
3M COCOM88579Y1011,3738,800SH OTR1,308,8000
58 COM INCSPON ADR REP A31680Q1043,91672,605SH OTR1,2072,6050
58 COM INCSPON ADR REP A31680Q1043175,871SH OTR1,505,8710
8X8 INC NEWCOM28291410032220,100SH OTR1,3020,1000
8X8 INC NEWCOM282914100905,616SH OTR1,505,6160
A10 NETWORKS INCCOM0021211018913,022SH OTR1,5013,0220
AAON INCCOM PAR $0.0040003602061833,364SH OTR1,503,3640
AAON INCCOM PAR $0.00400036020647872SH DFND187200
AAR CORPCOM00036110532915,915SH OTR1,5015,9150
AARONS INCCOM PAR $0.500025353001,29528,533SH OTR1,2028,5330
AARONS INCCOM PAR $0.50002535300681,500SH OTR1,301,5000
AARONS INCCOM PAR $0.500025353002645,809SH OTR1,505,8090
AARONS INCCOM PAR $0.50002535300121SH DFND12100
ABBOTT LABSCALL0028241005305,800SHCallOTR1000
ABBOTT LABSCALL0028241005395,900SHCallOTR1000
ABBOTT LABSCOM0028241004,91653,771SH OTR1,2053,7710
ABBOTT LABSCOM0028241002652,900SH OTR1,302,9000
ABBOTT LABSCOM002824100663SH OTR1,40630
ABBOTT LABSCOM0028241001,64417,979SH OTR1,5017,9790
ABBOTT LABSCOM0028241001521,667SH DFND11,66700
ABBVIE INCCOM00287Y1091,82618,600SHCallOTR1000
ABBVIE INCCOM00287Y1092,10121,400SHCallOTR1000
ABBVIE INCCOM00287Y1091471,497SH OTR101,4970
ABERCROMBIE & FITCH COCL A002896207353,279SH OTR1,203,2790
ABERCROMBIE & FITCH COCL A00289620716315,300SH OTR1,3015,3000
ABERCROMBIE & FITCH COCL A002896207464,308SH OTR1,404,3080
ABERCROMBIE & FITCH COCL A00289620746743,933SH OTR1,5043,9330
ABIOMED INCCOM00365410072300SHCallOTR1000
ABIOMED INCCOM00365410048200SHCallOTR1000
ABIOMED INCCOM0036541005752,379SH OTR1,402,3790
ABRAXAS PETE CORPCOM003830106208890,241SH OTR1,20890,2410
ACACIA COMMUNICATIONS INCCOM00401C10840600SH OTR1,306000
ACACIA COMMUNICATIONS INCCOM00401C10868910,256SH OTR1,5010,2560
ACACIA RESH CORPACACIA TCH COM0038813074210,200SH OTR1,2010,2000
ACACIA RESH CORPACACIA TCH COM00388130771,646SH OTR1,401,6460
ACADIA PHARMACEUTICALS INCCOM00422510812,213251,966SH OTR1,20251,9660
ACADIA PHARMACEUTICALS INCCOM004225108486SH OTR1,40860
ACADIA PHARMACEUTICALS INCCOM004225108248SH DFND14800
ACADIA RLTY TRCOM SH BEN INT00423910916212,494SH OTR1,2012,4940
ACADIA RLTY TRCOM SH BEN INT004239109211,641SH OTR1,501,6410
ACAMAR PARTNERS ACQSITION COCL A00428510240339,271SH DFND139,27100
ACCELERON PHARMA INCCOM00434H1089,998104,945SH OTR1,20104,9450
ACCELERON PHARMA INCCOM00434H108223SH DFND12300
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,0189,400SH OTR1,309,4000
ACCO BRANDS CORPCOM00081T10820028,175SH OTR1,2028,1750
ACER THERAPEUTICS INCCOM00444P1088324,100SH OTR1,2024,1000
ACLARIS THERAPEUTICS INCCOM00461U10511671,800SH OTR1,2071,8000
ACORDA THERAPEUTICS INCCOM00484M106175238,741SH OTR1,20238,7410
ACTIVISION BLIZZARD INCCOM00507V1092,02726,700SHCallOTR1000
ACTIVISION BLIZZARD INCCOM00507V1092,58834,100SHCallOTR1000
ACTIVISION BLIZZARD INCCOM00507V1091141,506SH OTR101,5060
ACTIVISION BLIZZARD INCCOM00507V1092,67935,291SH OTR1,2035,2910
ACTIVISION BLIZZARD INCCOM00507V1092,99839,500SH OTR1,3039,5000
ACTIVISION BLIZZARD INCCOM00507V1091,62721,435SH OTR1,5021,4350
ACUITY BRANDS INCCOM00508Y1026,14464,178SH OTR1,2064,1780
ACUITY BRANDS INCCOM00508Y1027668,000SH OTR1,308,0000
ACUITY BRANDS INCCOM00508Y10258604SH OTR1,406040
ACUITY BRANDS INCCOM00508Y1022802,920SH OTR1,502,9200
ACUSHNET HOLDINGS CORPCOM0050981083008,628SH OTR1,208,6280
ACUSHNET HOLDINGS CORPCOM005098108381,087SH OTR1,401,0870
ADAMAS PHARMACEUTICALS INCCOM00548A10613653,200SH OTR1,2053,2000
ADAMAS PHARMACEUTICALS INCCOM00548A106019SH OTR1,40190
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F1092,00741,484SH OTR1,2041,4840
ADECOAGRO S ACOML0084910611526,565SH OTR1,5026,5650
ADIENT PLCORD SHSG0084W101674,079SH OTR1,404,0790
ADIENT PLCORD SHSG0084W10130418,541SH OTR1,5018,5410
ADMA BIOLOGICS INCCOM00089910411639,600SH OTR1,2039,6000
ADOBE INCCOM00724F1013785SH OTR10850
ADOBE INCCOM00724F1011,5133,476SH OTR1,503,4760
ADTALEM GLOBAL ED INCCOM00737L10354117,353SH OTR1,2017,3530
ADTALEM GLOBAL ED INCCOM00737L1032829,044SH OTR1,509,0440
ADTALEM GLOBAL ED INCCOM00737L1031043,340SH DFND13,34000
ADTRAN INCCOM00738A10676369,800SHCallDFND1000
ADTRAN INCCOM00738A106322,891SH OTR1,402,8910
ADTRAN INCCOM00738A106211,876SH OTR1,501,8760
ADVANCE AUTO PARTS INCCOM00751Y10657400SHCallOTR1000
ADVANCE AUTO PARTS INCCOM00751Y10685600SHCallOTR1000
ADVANCE AUTO PARTS INCCOM00751Y106322SH OTR10220
ADVANCE AUTO PARTS INCCOM00751Y1066,32044,363SH OTR1,2044,3630
ADVANCE AUTO PARTS INCCOM00751Y10657400SH OTR1,304000
ADVANCE AUTO PARTS INCCOM00751Y1064473,137SH OTR1,403,1370
ADVANCED DISP SVCS INC DELCOM00790X1016,057200,771SH OTR1,20200,7710
ADVANCED DISP SVCS INC DELCOM00790X10141913,872SH OTR1,5013,8720
ADVANCED DISP SVCS INC DELCOM00790X10146115,268SH DFND115,26800
ADVANCED MICRO DEVICES INCCOM0079031071,53129,100SHCallOTR1000
ADVANCED MICRO DEVICES INCCOM0079031071,22123,200SHCallOTR1000
ADVANCED MICRO DEVICES INCCOM0079031074,95994,268SH OTR1,2094,2680
ADVANCED MICRO DEVICES INCCOM0079031071,03119,600SH OTR1,3019,6000
ADVANCED MICRO DEVICES INCCOM0079031071282,430SH OTR1,402,4300
ADVANCED MICRO DEVICES INCCOM0079031072,14440,744SH OTR1,5040,7440
ADVANCED MICRO DEVICES INCCOM0079031071082,052SH DFND12,05200
AECOMCOM00766T10042711,362SH OTR1,2011,3620
AECOMCOM00766T1001243,300SH OTR1,303,3000
AECOMCOM00766T10040910,871SH OTR1,5010,8710
AERCAP HOLDINGS NVSHSN0098510611358SH OTR1,203580
AERCAP HOLDINGS NVSHSN009851062588,375SH OTR1,408,3750
AERCAP HOLDINGS NVSHSN009851062347,609SH OTR1,507,6090
AERCAP HOLDINGS NVSHSN0098510628897SH DFND189700
AERIE PHARMACEUTICALS INCCOM00771V10842028,428SH OTR1,2028,4280
AERIE PHARMACEUTICALS INCCOM00771V1082131SH OTR1,501310
AEROJET ROCKETDYNE HLDGS INCCOM007800105992,500SH OTR1,302,5000
AEROJET ROCKETDYNE HLDGS INCCOM0078001051203,027SH OTR1,403,0270
AEROJET ROCKETDYNE HLDGS INCCOM007800105802,025SH DFND12,02500
AES CORPCOM00130H1051,14679,103SH OTR1,2079,1030
AES CORPCOM00130H1051,32291,220SH OTR1,4091,2200
AFFILIATED MANAGERS GROUP INCOM00825210885411,448SH OTR1,2011,4480
AFFILIATED MANAGERS GROUP INCOM0082521082212,968SH OTR1,402,9680
AFFILIATED MANAGERS GROUP INCOM0082521081572,109SH OTR1,502,1090
AFLAC INCCOM0010551024,357120,929SH OTR1,20120,9290
AFLAC INCCOM0010551021,87051,900SH OTR1,3051,9000
AG MTG INVT TR INCCOM001228105605189,506SH OTR1,20189,5060
AG MTG INVT TR INCCOM001228105381119,303SH OTR1,50119,3030
AGCO CORPCOM00108410278914,223SH OTR1,2014,2230
AGCO CORPCOM00108410211200SH OTR1,302000
AGCO CORPCOM001084102771,390SH OTR1,401,3900
AGCO CORPCOM00108410254976SH OTR1,509760
AGEX THERAPEUTICS INCCOM00848H1084851,000SH OTR1,2051,0000
AGILE THERAPEUTICS INCCOM00847L1004114,688SH OTR1,4014,6880
AGILE THERAPEUTICS INCCOM00847L1001341SH OTR1,503410
AGILENT TECHNOLOGIES INCCOM00846U1013,51839,815SH OTR1,2039,8150
AGILENT TECHNOLOGIES INCCOM00846U101931,058SH OTR1,501,0580
AGILYSYS INCCOM00847J10519811,013SH OTR1,2011,0130
AGILYSYS INCCOM00847J105754,172SH OTR1,404,1720
AGILYSYS INCCOM00847J105844,661SH OTR1,504,6610
AGNC INVT CORPCOM00123Q10424418,940SH OTR1,2018,9400
AGNC INVT CORPCOM00123Q1041017,801SH OTR1,507,8010
AGNICO EAGLE MINES LTDCOM0084741082824,400SHCallOTR1000
AGNICO EAGLE MINES LTDCOM00847410838600SHCallOTR1000
AGNICO EAGLE MINES LTDCOM008474108731,136SH OTR101,1360
AGNICO EAGLE MINES LTDCOM00847410830475SH OTR1,404750
AGNICO EAGLE MINES LTDCOM0084741081,30220,333SH OTR1,5020,3330
AIR LEASE CORPCL A00912X3023,621123,633SH OTR1,20123,6330
AIR LEASE CORPCL A00912X30212400SH OTR1,304000
AIR LEASE CORPCL A00912X30235011,942SH OTR1,4011,9420
AIR PRODS & CHEMS INCCOM009158106121500SHCallOTR1000
AIR PRODS & CHEMS INCCOM00915810624100SHCallOTR1000
AIR PRODS & CHEMS INCCOM0091581065,28521,887SH OTR1,2021,8870
AIR PRODS & CHEMS INCCOM0091581061,4666,073SH OTR1,406,0730
AIR PRODS & CHEMS INCCOM0091581061,3315,511SH OTR1,505,5110
AIRGAIN INCCOM00938A10422921,308SH OTR1,2021,3080
AKAMAI TECHNOLOGIES INCCOM00971T1012722,542SH OTR102,5420
AKAMAI TECHNOLOGIES INCCOM00971T10121200SH OTR1,302000
ALAMOS GOLD INC NEWCOM CL A01153210850153,418SH OTR1,5053,4180
ALASKA AIR GROUP INCCOM0116591092,69974,427SH OTR1,2074,4270
ALASKA AIR GROUP INCCOM0116591091,03728,600SH OTR1,3028,6000
ALASKA AIR GROUP INCCOM01165910912339SH OTR1,403390
ALBANY INTL CORPCL A0123481083115,303SH OTR1,505,3030
ALBANY INTL CORPCL A01234810817292SH DFND129200
ALCOA CORPCOM01387210643338,560SH OTR1,5038,5600
ALCON AGORD SHSH0130112898517,183SH OTR1,4017,1830
ALCON AGORD SHSH0130112879013,789SH DFND113,78900
ALDEYRA THERAPEUTICS INCCOM01438T106512122,880SH OTR1,20122,8800
ALDEYRA THERAPEUTICS INCCOM01438T106067SH OTR1,40670
ALECTOR INCCOM01444210742317,307SH OTR1,2017,3070
ALEXANDER & BALDWIN INC NEWCOM01449110425520,923SH OTR1,5020,9230
ALEXCO RESOURCE CORPCOM01535P1067332,591SH OTR1,5032,5910
ALGONQUIN PWR UTILS CORPCOM0158571051,09985,011SH OTR1,5085,0110
ALGONQUIN PWR UTILS CORPCOM015857105624,805SH DFND14,80500
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1022,68612,453SH OTR1,5012,4530
ALIGN TECHNOLOGY INCCOM01625510127100SHCallOTR1000
ALIGN TECHNOLOGY INCCOM01625510136131SH OTR101310
ALIGN TECHNOLOGY INCCOM0162551013,03611,064SH OTR1,2011,0640
ALIGN TECHNOLOGY INCCOM0162551013101,131SH OTR1,401,1310
ALIGN TECHNOLOGY INCCOM0162551014071,483SH OTR1,501,4830
ALLEGHANY CORP DELCOM0171751008561,751SH OTR1,201,7510
ALLEGHANY CORP DELCOM0171751005661,158SH OTR1,501,1580
ALLEGHENY TECHNOLOGIES INCCOM01741R10228227,700SH OTR1,3027,7000
ALLIANCE DATA SYSTEMS CORPCOM0185811083,55778,830SH OTR1,2078,8300
ALLIANCE DATA SYSTEMS CORPCOM0185811082766,127SH OTR1,506,1270
ALLIANT ENERGY CORPCOM0188021082,92661,159SH OTR1,2061,1590
ALLIANT ENERGY CORPCOM0188021081242,600SH OTR1,302,6000
ALLIANT ENERGY CORPCOM0188021084118,585SH OTR1,408,5850
ALLSTATE CORPCOM0200021011,29013,300SHCallOTR1000
ALLSTATE CORPCOM0200021015245,400SHCallOTR1000
ALLSTATE CORPCOM0200021014,71448,607SH OTR1,2048,6070
ALLSTATE CORPCOM0200021011,72617,800SH OTR1,3017,8000
ALLSTATE CORPCOM0200021012472,550SH OTR1,402,5500
ALLSTATE CORPCOM0200021011501,548SH OTR1,501,5480
ALLY FINL INCCOM02005N100402,000SH OTR1,302,0000
ALLY FINL INCCOM02005N10023511,873SH OTR1,4011,8730
ALLY FINL INCCOM02005N10076838,741SH OTR1,5038,7410
ALPHA PRO TECH LTDCOM02077210956732,006SH OTR1,5032,0060
ALPHABET INCCAP STK CL A02079K305851600SHCallOTR1000
ALPHABET INCCAP STK CL A02079K305567400SHCallOTR1000
ALPHABET INCCAP STK CL A02079K3056,2224,388SH OTR1,504,3880
ALPS ETF TRALERIAN MLP00162Q4521,28352,000SH DFND152,00000
ALPS ETF TRRIVRFRNT STR INC00162Q783290SH OTR1,50900
ALTERYX INCCOM CL A02156B1035913,600SH OTR1,303,6000
ALTICE USA INCCL A02156K1031235,441SH OTR105,4410
ALTICE USA INCCL A02156K1032,00889,100SH OTR1,3089,1000
ALTICE USA INCCL A02156K1031,07947,859SH OTR1,4047,8590
ALTICE USA INCCL A02156K10387438,777SH DFND138,77700
ALTICE USA INCPUT02156K10325211,200SHCallOTR1000
ALTRIA GROUP INCCOM02209S1032,33559,500SHCallOTR1000
ALTRIA GROUP INCCOM02209S1033,41987,100SHCallOTR1000
ALTRIA GROUP INCCOM02209S10359015,044SH OTR1015,0440
ALTRIA GROUP INCCOM02209S1032,96075,421SH OTR1,2075,4210
ALTRIA GROUP INCCOM02209S1032325,900SH OTR1,305,9000
ALTRIA GROUP INCCOM02209S103262SH OTR1,40620
ALTRIA GROUP INCCOM02209S10381920,870SH OTR1,5020,8700
ALTRIA GROUP INCCOM02209S1035115SH DFND111500
ALTUS MIDSTREAM COCL A02215L10077120,850SH OTR1,20120,8500
ALUSSA ENERGY ACQUISITION COSHS CL AG0232J1012,486252,431SH DFND1252,43100
AMAG PHARMACEUTICALS INCCOM00163U10613918,215SH OTR1,2018,2150
AMAZON COM INCCOM0231351063,3111,200SHCallOTR1000
AMAZON COM INCCOM0231351063,8621,400SHCallOTR1000
AMAZON COM INCCOM0231351062,083755SH OTR1,307550
AMAZON COM INCCOM0231351066,1772,239SH OTR1,502,2390
AMBARELLA INCSHSG037AX10142912SH OTR1,409120
AMBARELLA INCSHSG037AX1012445,319SH OTR1,505,3190
AMBARELLA INCSHSG037AX1011272,764SH DFND12,76400
AMC ENTMT HLDGS INCCL A COM00165C10414834,397SH OTR1,2034,3970
AMCOR PLCORDG0250X10780779,068SH OTR1,5079,0680
AMDOCS LTDSHSG026021031,18719,492SH OTR1,2019,4920
AMDOCS LTDSHSG026021031242,038SH DFND12,03800
AMEDISYS INCCOM02343610813,37467,360SH OTR1,2067,3600
AMEDISYS INCCOM02343610820100SH OTR1,301000
AMEDISYS INCCOM0234361089914,989SH OTR1,404,9890
AMERCOCOM0235861008762,900SH OTR1,202,9000
AMEREN CORPCOM0236081021,59022,604SH OTR1,2022,6040
AMEREN CORPCOM023608102771,095SH OTR1,401,0950
AMEREN CORPCOM0236081022193,109SH OTR1,503,1090
AMEREN CORPCOM0236081021381,967SH DFND11,96700
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10512976SH OTR1,409760
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10519815,601SH OTR1,5015,6010
AMERICAN AIRLS GROUP INCCOM02376R1025,182396,452SH OTR1,20396,4520
AMERICAN AIRLS GROUP INCCOM02376R1021128,600SH OTR1,308,6000
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF93,6483,850,000SH OTR103,850,0000
AMERICAN ASSETS TR INCCOM02401310455419,884SH OTR1,5019,8840
AMERICAN CAMPUS CMNTYS INCCOM0248351001,09031,183SH OTR1,2031,1830
AMERICAN EAGLE OUTFITTERS INCOM02553E10662056,920SH OTR1,2056,9200
AMERICAN EAGLE OUTFITTERS INCOM02553E10618517,003SH OTR1,4017,0030
AMERICAN EAGLE OUTFITTERS INCOM02553E106121,076SH DFND11,07600
AMERICAN ELEC PWR CO INCCOM0255371014,12851,834SH OTR1,2051,8340
AMERICAN ELEC PWR CO INCCOM0255371011,50518,900SH OTR1,3018,9000
AMERICAN ELEC PWR CO INCCOM0255371011591,992SH DFND11,99200
AMERICAN EXPRESS COCOM0258161098,92593,745SH OTR1,2093,7450
AMERICAN EXPRESS COCOM0258161095575,850SH DFND15,85000
AMERICAN FIN TR INCCOM CLASS A02607T1099011,400SH OTR1,5011,4000
AMERICAN FINL GROUP INC OHIOCOM0259321045698,963SH OTR1,208,9630
AMERICAN FINL GROUP INC OHIOCOM0259321041462,300SH OTR1,302,3000
AMERICAN FINL GROUP INC OHIOCOM02593210423361SH OTR1,403610
AMERICAN FINL GROUP INC OHIOCOM0259321043575,628SH OTR1,505,6280
AMERICAN FINL GROUP INC OHIOCOM025932104761,193SH DFND11,19300
AMERICAN HOMES 4 RENTCL A02665T30688232,800SH OTR1,2032,8000
AMERICAN INTL GROUP INCCOM NEW0268747842,06766,300SHCallOTR1000
AMERICAN INTL GROUP INCCOM NEW0268747842,36375,800SHCallOTR1000
AMERICAN INTL GROUP INCCOM NEW02687478438612,370SH OTR1012,3700
AMERICAN INTL GROUP INCCOM NEW0268747843,07298,527SH OTR1,2098,5270
AMERICAN INTL GROUP INCCOM NEW02687478444014,100SH OTR1,3014,1000
AMERICAN NATL INS COCOM0285911052363,274SH OTR1,203,2740
AMERICAN NATL INS COCOM02859110551710SH OTR1,507100
AMERICAN RENAL ASSOCS HLDGSCOM0292271057110,900SH OTR1,2010,9000
AMERICAN TOWER CORP NEWCOM03027X1002,0177,800SHCallOTR1000
AMERICAN TOWER CORP NEWCOM03027X1005432,100SHCallOTR1000
AMERICAN TOWER CORP NEWCOM03027X1002,72910,555SH OTR1,5010,5550
AMERICAN WOODMARK CORPORATIOCOM0305061092192,900SH OTR1,202,9000
AMERICAN WOODMARK CORPORATIOCOM030506109229SH DFND12900
AMERICAN WTR WKS CO INC NEWCOM03042010372556SH OTR105560
AMERICAN WTR WKS CO INC NEWCOM0304201032,98323,182SH OTR1,2023,1820
AMERICAN WTR WKS CO INC NEWPUT03042010351400SHCallOTR1000
AMERICAN WTR WKS CO INC NEWPUT0304201032702,100SHCallOTR1000
AMERICAS CAR MART INCCOM03062T1052182,480SH OTR1,502,4800
AMERICOLD RLTY TRCOM03064D10852214,393SH OTR1,2014,3930
AMERIPRISE FINL INCCOM03076C1061,1037,351SH OTR1,207,3510
AMERIPRISE FINL INCCOM03076C1062,53616,900SH OTR1,3016,9000
AMERIPRISE FINL INCCOM03076C10627179SH OTR1,401790
AMERISAFE INCCOM03071H100981,609SH OTR1,201,6090
AMERISAFE INCCOM03071H1003165,170SH OTR1,505,1700
AMERISOURCEBERGEN CORPCOM03073E1051,25412,442SH OTR1,2012,4420
AMERISOURCEBERGEN CORPCOM03073E1058678,600SH OTR1,308,6000
AMERISOURCEBERGEN CORPCOM03073E10520200SH OTR1,402000
AMETEK INCCOM0311001004,31448,275SH OTR1,2048,2750
AMETEK INCCOM0311001002,15624,125SH OTR1,4024,1250
AMETEK INCCOM03110010059664SH OTR1,506640
AMETEK INCCOM03110010001SH DFND1100
AMGEN INCCOM031162100148627SH OTR106270
AMGEN INCCOM03116210047200SH OTR1,302000
AMGEN INCPUT031162100212900SHCallOTR1000
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10543591,446SH OTR1,2091,4460
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1052375SH OTR1,503750
AMPHENOL CORP NEWCL A03209510157600SH OTR1,306000
AMPHENOL CORP NEWCL A0320951011081,127SH OTR1,401,1270
AMPHENOL CORP NEWCL A0320951016516,794SH OTR1,506,7940
AMPHENOL CORP NEWCL A03209510194982SH DFND198200
AMPLIFY ENERGY CORP NEWCOM03212B1039375,383SH OTR1,2075,3830
AMYRIS INCCOM NEW03236M2004410,239SH OTR1,5010,2390
ANALOG DEVICES INCCOM03265410532257SH OTR102570
ANALOG DEVICES INCCOM0326541053,49728,518SH OTR1,2028,5180
ANALOG DEVICES INCCOM0326541052251,838SH OTR1,401,8380
ANALOG DEVICES INCCOM0326541056044,928SH OTR1,504,9280
ANAPLAN INCCOM03272L1081,65836,600SH OTR1,3036,6000
ANAPTYSBIO INCCOM03272410652023,266SH OTR1,2023,2660
ANAPTYSBIO INCCOM0327241068360SH OTR1,503600
ANNALY CAPITAL MANAGEMENT INCOM0357104091,090166,123SH OTR1,20166,1230
ANNALY CAPITAL MANAGEMENT INCOM0357104091,221186,182SH OTR1,50186,1820
ANTERO MIDSTREAM CORPCOM03676B102960188,200SH OTR1,20188,2000
ANTERO RESOURCES CORPCOM03674X106364143,317SH OTR1,50143,3170
ANTHEM INCCOM0367521031,4205,400SHCallOTR1000
ANTHEM INCCOM0367521032,5259,600SHCallOTR1000
ANTHEM INCCOM0367521039493,608SH OTR103,6080
ANTHEM INCCOM0367521034,08915,550SH OTR1,3015,5500
ANTHEM INCCOM0367521034731,800SH OTR1,401,8000
ANTHEM INCCOM0367521031,5345,834SH OTR1,505,8340
AON PLCSHS CL AG0403H1086933,600SH OTR1,303,6000
AON PLCSHS CL AG0403H1083461,799SH OTR1,401,7990
APACHE CORPCOM0374111054,516334,514SH OTR1,20334,5140
APACHE CORPCOM03741110518613,800SH OTR1,3013,8000
APACHE CORPCOM0374111054300SH OTR1,403000
APARTMENT INVT & MGMT COCL A03748R75458015,400SH OTR1,2015,4000
APARTMENT INVT & MGMT COCL A03748R7541183,137SH OTR1,503,1370
APPIAN CORPCL A03782L1012053,998SH OTR1,203,9980
APPLE HOSPITALITY REIT INCCOM NEW03784Y20026427,284SH OTR1,2027,2840
APPLE HOSPITALITY REIT INCCOM NEW03784Y200182SH OTR1,40820
APPLE INCCOM0378331002,0615,650SH OTR1,305,6500
APPLE INCCOM0378331005,41814,853SH OTR1,5014,8530
APPLIED MATLS INCCOM0382221054056,700SHCallOTR1000
APPLIED MATLS INCCOM0382221052724,500SHCallOTR1000
APPLIED MATLS INCCOM0382221051702,819SH OTR1,202,8190
APPLIED MATLS INCCOM0382221051,92231,800SH OTR1,3031,8000
APPLIED MATLS INCCOM0382221051,44423,884SH OTR1,5023,8840
APPLIED THERAPEUTICS INCCOM03828A10153014,648SH OTR1,2014,6480
APTARGROUP INCCOM0383361031,0829,660SH OTR1,209,6600
APTARGROUP INCCOM0383361031121,000SH OTR1,301,0000
APTARGROUP INCCOM03833610340355SH OTR1,403550
APTARGROUP INCCOM038336103324SH OTR1,50240
APTIV PLCSHSG6095L1093,14940,410SH OTR1,2040,4100
APTIV PLCSHSG6095L1091872,400SH OTR1,302,4000
ARAMARKCOM03852U1061,97487,457SH OTR1,2087,4570
ARAMARKCOM03852U1062100SH OTR1,301000
ARAMARKCOM03852U10634315,180SH OTR1,4015,1800
ARAMARKCOM03852U106733,247SH OTR1,503,2470
ARAMARKCOM03852U106138SH DFND13800
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L2031,871174,329SH OTR1,50174,3290
ARCH CAP GROUP LTDORDG0450A10592132,146SH OTR1,2032,1460
ARCH CAP GROUP LTDORDG0450A1053,060106,800SH OTR1,30106,8000
ARCH CAP GROUP LTDORDG0450A1058269SH OTR1,402690
ARCH CAP GROUP LTDORDG0450A10557420,018SH OTR1,5020,0180
ARCH CAP GROUP LTDORDG0450A10539413,750SH DFND113,75000
ARCHER DANIELS MIDLAND COCOM0394831023,49287,526SH OTR1,2087,5260
ARCHER DANIELS MIDLAND COCOM0394831021,54538,734SH OTR1,4038,7340
ARCHROCK INCCOM03957W10614121,658SH OTR1,2021,6580
ARCO PLATFORM LTDCOM CL AG045531062385,463SH OTR1,505,4630
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F10715737,498SH OTR1,5037,4980
ARDMORE SHIPPING CORPCOMY0207T100204,495SH OTR1,404,4950
ARDMORE SHIPPING CORPCOMY0207T100409,181SH OTR1,509,1810
ARENA PHARMACEUTICALS INCCOM NEW0400476073886,168SH OTR1,206,1680
ARENA PHARMACEUTICALS INCCOM NEW040047607696SH DFND19600
ARES MANAGEMENT CORPORATIONCL A COM STK03990B1015,463137,615SH OTR1,20137,6150
ARGO GROUP INTL HLDGS LTDCOMG0464B107912,600SH OTR1,202,6000
ARGO GROUP INTL HLDGS LTDCOMG0464B1071875,360SH OTR1,505,3600
ARISTA NETWORKS INCCOM0404131069244,400SHCallOTR1000
ARISTA NETWORKS INCCOM04041310663300SHCallOTR1000
ARISTA NETWORKS INCCOM0404131061,7038,110SH OTR1,508,1100
ARLO TECHNOLOGIES INCCOM04206A1010169SH OTR1,401690
ARLO TECHNOLOGIES INCCOM04206A10110741,511SH OTR1,5041,5110
ARMADA HOFFLER PPTYS INCCOM04208T108454,500SH OTR1,204,5000
ARMADA HOFFLER PPTYS INCCOM04208T10814914,936SH OTR1,5014,9360
ARMSTRONG FLOORING INCCOM04238R10612341,250SH OTR1,2041,2500
ARMSTRONG FLOORING INCCOM04238R10651,753SH OTR1,401,7530
ARMSTRONG WORLD INDS INCCOM04247X1021,54619,825SH OTR1,2019,8250
ARMSTRONG WORLD INDS INCCOM04247X10248617SH OTR1,406170
ARMSTRONG WORLD INDS INCCOM04247X1025867,522SH OTR1,507,5220
ARROW ELECTRS INCCOM0427351001,23417,958SH OTR1,2017,9580
ARROW ELECTRS INCCOM04273510014200SH OTR1,302000
ARROW ELECTRS INCCOM04273510045655SH OTR1,406550
ARROW ELECTRS INCCOM042735100451SH DFND15100
ARTISAN PARTNERS ASSET MGMTCL A04316A10834210,516SH OTR1,5010,5160
ASCENA RETAIL GROUP INCCOM NEW04351G2006745,620SH OTR1,2045,6200
ASHFORD HOSPITALITY TR INCCOM SHS044103109152209,750SH OTR1,20209,7500
ASHLAND GLOBAL HLDGS INCCOM0441861046148,892SH OTR1,208,8920
ASHLAND GLOBAL HLDGS INCCOM04418610427395SH OTR1,403950
ASPEN TECHNOLOGY INCCOM0453271034354,200SH OTR1,304,2000
ASPEN TECHNOLOGY INCCOM0453271035445,255SH OTR1,505,2550
ASSERTIO HOLDINGS INCCOM04546C106129150,200SH OTR1,20150,2000
ASSOCIATED BANC CORPCOM04548710580959,164SH OTR1,2059,1640
ASSOCIATED BANC CORPCOM045487105272,005SH OTR1,402,0050
ASSOCIATED BANC CORPCOM0454871051,11881,747SH OTR1,5081,7470
ASSOCIATED BANC CORPCOM04548710528020,465SH DFND120,46500
ASSURANT INCCOM04621X1081,05810,243SH OTR1,2010,2430
ASSURED GUARANTY LTDCOMG0585R10690537,066SH OTR1,2037,0660
ASSURED GUARANTY LTDCOMG0585R10659324,300SH OTR1,3024,3000
ASSURED GUARANTY LTDCOMG0585R10632013,119SH OTR1,4013,1190
ASSURED GUARANTY LTDCOMG0585R1061004,100SH OTR1,504,1000
ASTRONICS CORPCOM04643310836034,094SH OTR1,2034,0940
ASTRONICS CORPCOM046433108847,919SH OTR1,507,9190
ASTRONOVA INCCOM04638F1089912,434SH OTR1,2012,4340
AT&T INCCOM00206R1021615,340SH OTR105,3400
AT&T INCCOM00206R10230,8371,020,080SH OTR1,201,020,0800
AT&T INCCOM00206R10253517,700SH OTR1,3017,7000
AT&T INCCOM00206R1021,37345,431SH OTR1,4045,4310
AT&T INCCOM00206R1021675,518SH OTR1,505,5180
AT&T INCCOM00206R1021133,734SH DFND13,73400
AT&T INCPUT00206R1021,99866,100SHCallOTR1000
AT&T INCPUT00206R1021,74157,600SHCallOTR1000
AT&T INCPUT00206R1023,023100,000SHCallDFND1000
ATHENE HLDG LTDCL AG0684D1071,02732,943SH OTR1,2032,9430
ATHENE HLDG LTDCL AG0684D1072658,493SH OTR1,408,4930
ATLANTIC POWER CORPCOM NEW04878Q8638743,550SH OTR1,2043,5500
ATLANTIC UN BANKSHARES CORPCOM04911A10733614,487SH OTR1,2014,4870
ATLANTIC UN BANKSHARES CORPCOM04911A10719822SH OTR1,408220
ATLANTIC UN BANKSHARES CORPCOM04911A1071144,932SH OTR1,504,9320
ATLAS CORPSHSY0436Q10913918,300SH OTR1,5018,3000
ATLASSIAN CORP PLCCL AG06242104109606SH OTR106060
ATLASSIAN CORP PLCCL AG062421048,79948,810SH OTR1,2048,8100
ATLASSIAN CORP PLCCL AG062421043972,200SH OTR1,302,2000
ATLASSIAN CORP PLCCL AG062421045022,785SH OTR1,402,7850
ATLASSIAN CORP PLCCL AG062421041,2947,176SH OTR1,507,1760
ATMOS ENERGY CORPCOM0495601056,44264,696SH OTR1,2064,6960
ATMOS ENERGY CORPCOM0495601051221,223SH OTR1,401,2230
ATRION CORPCOM049904105302474SH OTR1,204740
AUDIOCODES LTDORDM15342104692,173SH OTR1,402,1730
AUDIOCODES LTDORDM1534210438112,000SH OTR1,5012,0000
AUTODESK INCCOM0527691061,7467,300SHCallOTR1000
AUTODESK INCCOM0527691061,5316,400SHCallOTR1000
AUTODESK INCCOM0527691063,44414,400SH OTR1,3014,4000
AUTODESK INCCOM0527691061,3755,750SH OTR1,505,7500
AUTOHOME INCSP ADR RP CL A05278C1071,05113,923SH OTR1,5013,9230
AUTOLIV INCCOM0528001099142SH OTR1,201420
AUTOLIV INCCOM0528001095939,200SH OTR1,309,2000
AUTOLIV INCCOM05280010919300SH OTR1,403000
AUTOLIV INCCOM05280010919300SH OTR1,503000
AUTOMATIC DATA PROCESSING INCOM0530151036104,100SHCallOTR1000
AUTOMATIC DATA PROCESSING INCOM0530151031,3559,100SH OTR1,309,1000
AUTOMATIC DATA PROCESSING INCOM0530151033882,605SH OTR1,502,6050
AUTONATION INCCOM05329W102982,600SH OTR1,302,6000
AUTONATION INCCOM05329W102013SH OTR1,40130
AUTONATION INCCOM05329W1023749,952SH OTR1,509,9520
AUTONATION INCCOM05329W1025130SH DFND113000
AUTOZONE INCCOM053332102451400SHCallOTR1000
AUTOZONE INCCOM0533321021,014899SH OTR1,408990
AUTOZONE INCCOM0533321022,5502,260SH OTR1,502,2600
AVALONBAY CMNTYS INCCOM0534841015803,751SH OTR1,503,7510
AVANTOR INCCOM05352A10082848,700SH OTR1,3048,7000
AVANTOR INCCOM05352A1001,07763,352SH OTR1,4063,3520
AVANTOR INCCOM05352A1001579,241SH DFND19,24100
AVAYA HLDGS CORPCOM05351X10121617,446SH OTR1,2017,4460
AVAYA HLDGS CORPCOM05351X10137029,930SH OTR1,4029,9300
AVERY DENNISON CORPCOM0536111095094,458SH OTR1,204,4580
AVERY DENNISON CORPCOM0536111093312,900SH OTR1,302,9000
AVERY DENNISON CORPCOM0536111093923,432SH OTR1,403,4320
AVERY DENNISON CORPCOM0536111091741,525SH OTR1,501,5250
AVIS BUDGET GROUPCOM05377410513583SH OTR1,205830
AVIS BUDGET GROUPCOM05377410565528,600SH OTR1,3028,6000
AVISTA CORPCOM05379B1072155,921SH OTR1,505,9210
AVISTA CORPCOM05379B10721570SH DFND157000
AXALTA COATING SYS LTDCOMG0750C1081,20253,307SH OTR1,2053,3070
AXALTA COATING SYS LTDCOMG0750C1081225,400SH OTR1,305,4000
AXALTA COATING SYS LTDCOMG0750C108512,242SH OTR1,402,2420
AXALTA COATING SYS LTDCOMG0750C10873332,522SH OTR1,5032,5220
AXIS CAPITAL HOLDINGS LTDSHSG0692U1093007,401SH OTR1,207,4010
AXIS CAPITAL HOLDINGS LTDSHSG0692U109801,961SH OTR1,401,9610
AXON ENTERPRISE INCCOM05464C1018,77689,435SH OTR1,2089,4350
AXON ENTERPRISE INCCOM05464C1019629,800SH OTR1,309,8000
AXON ENTERPRISE INCCOM05464C1011791,825SH OTR1,501,8250
AXOS FINANCIAL INCCOM05465C1001557,023SH OTR1,207,0230
AXOS FINANCIAL INCCOM05465C10011520SH OTR1,405200
AXOS FINANCIAL INCCOM05465C1001777,994SH OTR1,507,9940
AXOS FINANCIAL INCCOM05465C100261,165SH DFND11,16500
AXSOME THERAPEUTICS INCCOM05464T1041,44717,587SH OTR1,2017,5870
AXT INCCOM00246W103064SH OTR1,40640
AXT INCCOM00246W1035611,721SH OTR1,5011,7210
AZUL S ASPONSR ADR PFD05501U10646741,765SH OTR1,5041,7650
B2GOLD CORPCOM11777Q2093,409599,385SH OTR1,50599,3850
B2GOLD CORPCOM11777Q20971,270SH DFND11,27000
BADGER METER INCCOM0565251082884,576SH OTR1,504,5760
BADGER METER INCCOM0565251089138SH DFND113800
BAIN CAP SPECIALTY FIN INCCOM STK05684B10714212,857SH OTR1,2012,8570
BAIN CAP SPECIALTY FIN INCCOM STK05684B107272,412SH OTR1,502,4120
BAKER HUGHES COMPANYCL A05722G10047931,100SH OTR1,3031,1000
BAKER HUGHES COMPANYCL A05722G10020013,018SH OTR1,4013,0180
BALLARD PWR SYS INC NEWCOM0585861084276SH OTR1,202760
BALLARD PWR SYS INC NEWCOM05858610848231,298SH OTR1,5031,2980
BANCO BBVA ARGENTINA S ASPONSORED ADS0589341001,471392,222SH DFND1392,22200
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K10115043,984SH OTR1,5043,9840
BANCO BRADESCO S ASP ADR PFD NEW0594603032,186573,884SH OTR1,50573,8840
BANCO MACRO SASPON ADR B05961W105301,641SH OTR1,401,6410
BANCO MACRO SASPON ADR B05961W1051809,688SH OTR1,509,6880
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10727151,824SH OTR1,5051,8240
BANDWIDTH INCCOM CL A05988J1037245,700SH DFND15,70000
BANK HAWAII CORPCOM0625401093665,952SH OTR1,205,9520
BANK HAWAII CORPCOM0625401092213,606SH OTR1,403,6060
BANK HAWAII CORPCOM0625401092063,358SH OTR1,503,3580
BANK MONTREAL QUECOM063671101881,654SH OTR101,6540
BANK MONTREAL QUECOM0636711011813,408SH OTR1,503,4080
BANK NEW YORK MELLON CORPCOM06405810061115,800SHCallOTR1000
BANK NEW YORK MELLON CORPCOM0640581002436,300SHCallOTR1000
BANK NEW YORK MELLON CORPCOM06405810037964SH OTR109640
BANK NEW YORK MELLON CORPCOM0640581003,23283,626SH OTR1,2083,6260
BANK NEW YORK MELLON CORPCOM0640581001313,385SH OTR1,403,3850
BANK NEW YORK MELLON CORPCOM06405810082221,271SH OTR1,5021,2710
BANK NOVA SCOTIA B CCOM0641491071,20429,181SH OTR1,5029,1810
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R20828611,732SH OTR1,2011,7320
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R20812487SH OTR1,404870
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R20816640SH OTR1,506400
BANNER CORPCOM NEW06652V2081804,746SH OTR1,204,7460
BANNER CORPCOM NEW06652V2081102,884SH OTR1,502,8840
BARCLAYS PLCADR06738E204676119,512SH OTR1,50119,5120
BARNES & NOBLE ED INCCOM06777U10115597,000SH OTR1,2097,0000
BARNES GROUP INCCOM0678061091584,000SH OTR1,204,0000
BARNES GROUP INCCOM0678061096152SH OTR1,401520
BARNES GROUP INCCOM0678061091714,333SH OTR1,504,3330
BARNES GROUP INCCOM067806109571,440SH DFND11,44000
BARRICK GOLD CORPORATIONCOM0679011084,356161,700SHCallOTR1000
BARRICK GOLD CORPORATIONCOM0679011084,833179,400SHCallOTR1000
BARRICK GOLD CORPORATIONCOM06790110872526,900SH OTR1,3026,9000
BARRICK GOLD CORPORATIONCOM06790110884631,393SH OTR1,4031,3930
BARRICK GOLD CORPORATIONCOM0679011086,140227,905SH OTR1,50227,9050
BASSETT FURNITURE INDS INCCOM07020310416422,250SH OTR1,2022,2500
BAUDAX BIO INCCOM07160F10720248,744SH OTR1,2048,7440
BAXTER INTL INCCOM0718131091,65519,222SH OTR1,5019,2220
BAXTER INTL INCCOM07181310944510SH DFND151000
BBX CAP CORP NEWCL A05491N1043814,812SH OTR1,2014,8120
BEACON ROOFING SUPPLY INCCOM07368510970326,668SH OTR1,2026,6680
BEACON ROOFING SUPPLY INCCOM0736851096241SH OTR1,402410
BEACON ROOFING SUPPLY INCCOM07368510912446SH DFND144600
BEAZER HOMES USA INCCOM NEW07556Q881464,606SH OTR1,204,6060
BEAZER HOMES USA INCCOM NEW07556Q881151,501SH OTR1,401,5010
BEAZER HOMES USA INCCOM NEW07556Q881403,934SH OTR1,503,9340
BECTON DICKINSON & COCOM07588710911,54448,246SH OTR1,2048,2460
BECTON DICKINSON & COCOM0758871092,0588,600SH OTR1,308,6000
BECTON DICKINSON & COCOM075887109210SH OTR1,50100
BENCHMARK ELECTRS INCCOM08160H101673,112SH OTR1,203,1120
BENCHMARK ELECTRS INCCOM08160H101391,788SH OTR1,401,7880
BENCHMARK ELECTRS INCCOM08160H1011024,709SH OTR1,504,7090
BERKLEY W R CORPCOM0844231021,76330,776SH OTR1,2030,7760
BERKLEY W R CORPCOM08442310213232SH OTR1,402320
BERKLEY W R CORPCOM0844231022314,040SH OTR1,504,0400
BERKSHIRE HATHAWAY INC DELCL A08467010820,58277SH OTR1,20770
BERKSHIRE HATHAWAY INC DELCL B NEW0846707022,49914,000SHCallOTR1000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,3217,400SHCallOTR1000
BERKSHIRE HATHAWAY INC DELCL B NEW08467070231,432176,081SH OTR1,20176,0810
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,08817,300SH OTR1,3017,3000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,3117,343SH OTR1,407,3430
BERKSHIRE HATHAWAY INC DELCL B NEW0846707025863,282SH OTR1,503,2820
BERKSHIRE HILLS BANCORP INCCOM084680107373,340SH OTR1,203,3400
BERKSHIRE HILLS BANCORP INCCOM08468010714313,010SH OTR1,5013,0100
BERRY GLOBAL GROUP INCCOM08579W1032,79162,969SH OTR1,2062,9690
BERRY GLOBAL GROUP INCCOM08579W1032044,600SH OTR1,304,6000
BERRY GLOBAL GROUP INCCOM08579W1031082,427SH OTR1,402,4270
BEST BUY INCCOM08651610179900SHCallOTR1000
BEST BUY INCCOM0865161011051,200SHCallOTR1000
BEST BUY INCCOM08651610122255SH OTR102550
BEST BUY INCCOM0865161012,87032,891SH OTR1,2032,8910
BEST BUY INCCOM0865161011,32715,200SH OTR1,3015,2000
BEST BUY INCCOM08651610193210,677SH OTR1,4010,6770
BEYOND MEAT INCCOM08862E1091,0357,728SH OTR1,207,7280
BEYOND MEAT INCCOM08862E1096845,105SH OTR1,505,1050
BGC PARTNERS INCCL A05541T1011453SH OTR1,204530
BGC PARTNERS INCCL A05541T101483176,224SH OTR1,50176,2240
BIG LOTS INCCOM08930210312274SH OTR1,202740
BIG LOTS INCCOM089302103551,300SH OTR1,301,3000
BIG LOTS INCCOM08930210344110,494SH OTR1,5010,4940
BIG LOTS INCCOM08930210327649SH DFND164900
BILL COM HLDGS INCCOM0900431004324,789SH OTR1,504,7890
BIO RAD LABS INCCL A0905722072,4505,426SH OTR1,205,4260
BIO RAD LABS INCCL A0905722071,5553,445SH OTR1,403,4450
BIO RAD LABS INCCL A0905722071,2212,704SH OTR1,502,7040
BIOGEN INCCOM09062X10354200SHCallOTR1000
BIOGEN INCCOM09062X1037,23327,033SH OTR1,2027,0330
BIOGEN INCCOM09062X1035892,200SH OTR1,302,2000
BIOGEN INCCOM09062X1031661SH OTR1,40610
BIOMARIN PHARMACEUTICAL INCCOM09061G1012842,300SH OTR1,302,3000
BIOSIG TECHNOLOGIES INCCOM NEW09073N20118525,756SH OTR1,5025,7560
BITAUTO HLDGS LTDSPONSORED ADS0917271071,43190,263SH OTR1,2090,2630
BK OF AMERICA CORPCOM06050510428,2561,189,736SH OTR1,201,189,7360
BK OF AMERICA CORPCOM0605051043,316139,600SH OTR1,30139,6000
BK OF AMERICA CORPCOM0605051041124,729SH OTR1,404,7290
BK OF AMERICA CORPCOM0605051042159,041SH DFND19,04100
BLACK KNIGHT INCCOM09215C1051,02314,100SH OTR1,3014,1000
BLACK KNIGHT INCCOM09215C1056609,093SH OTR1,509,0930
BLACKBAUD INCCOM09227Q1001793,139SH OTR1,403,1390
BLACKBAUD INCCOM09227Q100601,046SH DFND11,04600
BLACKBERRY LTDCOM09228F103732150,115SH OTR1,50150,1150
BLACKROCK INCCOM09247X1017,72814,204SH OTR1,2014,2040
BLACKSTONE GROUP INCCALL09260D1071,32623,400SHCallOTR1000
BLACKSTONE GROUP INCCALL09260D1073516,200SHCallOTR1000
BLOOM ENERGY CORPCOM CL A09371210739536,301SH OTR1,5036,3010
BLOOMIN BRANDS INCCOM09423510821620,303SH OTR1,2020,3030
BLOOMIN BRANDS INCCOM09423510819818,609SH OTR1,5018,6090
BLUCORA INCCOM095229100988,617SH OTR1,208,6170
BLUCORA INCCOM0952291006485SH OTR1,404850
BLUCORA INCCOM095229100605,285SH OTR1,505,2850
BLUEGREEN VACATIONS CORPCOM09629F1086011,133SH OTR1,2011,1330
BLUELINX HLDGS INCCOM NEW09624H20817920,850SH OTR1,2020,8500
BMC STK HLDGS INCCOM05591B1095207SH OTR1,402070
BMC STK HLDGS INCCOM05591B1092289,063SH OTR1,509,0630
BOISE CASCADE CO DELCOM09739D10012307SH OTR1,203070
BOISE CASCADE CO DELCOM09739D1002215,874SH OTR1,505,8740
BOISE CASCADE CO DELCOM09739D10019496SH DFND149600
BOK FINL CORPCOM NEW05561Q2012474,372SH OTR1,204,3720
BOK FINL CORPCOM NEW05561Q20119335SH OTR1,403350
BOOKING HOLDINGS INCCALL09857L1081,5921,000SHCallOTR1000
BOOKING HOLDINGS INCCALL09857L1081,433900SHCallOTR1000
BOOKING HOLDINGS INCCOM09857L1083,9702,493SH OTR1,202,4930
BOOKING HOLDINGS INCCOM09857L1081,156726SH OTR1,507260
BOOT BARN HLDGS INCCOM09940610037317,300SH OTR1,3017,3000
BOOZ ALLEN HAMILTON HLDG CORCL A0995021062733,511SH OTR1,403,5110
BOSTON BEER INCCL A10055710799185SH OTR101850
BOSTON BEER INCCL A1005571075,42010,100SH OTR1,2010,1000
BOSTON BEER INCCL A100557107442824SH OTR1,508240
BOSTON PPTYS LTD PARTNERSHIPCOM1011211011,29914,375SH OTR1,5014,3750
BOSTON PRIVATE FINL HLDGS INCOM1011191057410,699SH OTR1,2010,6990
BOSTON PRIVATE FINL HLDGS INCOM1011191055659SH OTR1,406590
BOSTON PRIVATE FINL HLDGS INCOM101119105446,409SH OTR1,506,4090
BOSTON SCIENTIFIC CORPCOM1011371071153,266SH OTR103,2660
BOSTON SCIENTIFIC CORPCOM1011371072,57973,464SH OTR1,2073,4640
BOSTON SCIENTIFIC CORPCOM1011371071,45441,400SH OTR1,3041,4000
BOSTON SCIENTIFIC CORPCOM1011371071935,509SH DFND15,50900
BOSTON SCIENTIFIC CORPPUT10113710769219,700SHCallOTR1000
BOSTON SCIENTIFIC CORPPUT10113710781523,200SHCallOTR1000
BOX INCCL A10316T10488042,400SH OTR1,3042,4000
BP PLCSPONSORED ADR05562210426811,475SH OTR1,5011,4750
BRADY CORPCL A104674106942,002SH OTR1,402,0020
BRADY CORPCL A1046741062034,339SH OTR1,504,3390
BRADY CORPCL A104674106871,851SH DFND11,85100
BRAEMAR HOTELS & RESORTS INCCOM10482B10120069,950SH OTR1,2069,9500
BRAEMAR HOTELS & RESORTS INCCOM10482B1010107SH OTR1,401070
BRAEMAR HOTELS & RESORTS INCCOM10482B1017024,439SH OTR1,5024,4390
BRF SASPONSORED ADR10552T10728070,644SH OTR1,5070,6440
BRIGGS & STRATTON CORPCOM109043109432329,904SH OTR1,20329,9040
BRIGHT HORIZONS FAM SOL IN DCOM1091941004343,707SH OTR1,203,7070
BRIGHT HORIZONS FAM SOL IN DCOM1091941003162,700SH OTR1,302,7000
BRIGHT HORIZONS FAM SOL IN DCOM1091941001361,158SH OTR1,501,1580
BRIGHTHOUSE FINL INCCOM10922N1031,79464,495SH OTR1,2064,4950
BRIGHTHOUSE FINL INCCOM10922N10340914,700SH OTR1,3014,7000
BRIGHTHOUSE FINL INCCOM10922N1031374,907SH OTR1,404,9070
BRIGHTHOUSE FINL INCCOM10922N103963,461SH OTR1,503,4610
BRIGHTSPHERE INVT GROUP INCCOM10948W10385768,797SH OTR1,2068,7970
BRIGHTSPHERE INVT GROUP INCCOM10948W1036481SH OTR1,404810
BRINKER INTL INCCOM109641100018SH OTR1,20180
BRINKER INTL INCCOM1096411001,13347,200SH OTR1,3047,2000
BRINKER INTL INCCOM10964110039016,259SH OTR1,4016,2590
BRINKER INTL INCCOM109641100019SH DFND11900
BRISTOL-MYERS SQUIBB COCOM1101221083,04051,700SHCallOTR1000
BRISTOL-MYERS SQUIBB COCOM1101221082,36440,200SHCallOTR1000
BRISTOL-MYERS SQUIBB COCOM1101221085278,964SH OTR108,9640
BRISTOL-MYERS SQUIBB COCOM11012210814,115240,044SH OTR1,20240,0440
BRISTOL-MYERS SQUIBB COCOM1101221086106SH DFND110600
BRISTOL-MYERS SQUIBB CORIGHT 99/99/999911012215782,193SH OTR1,502,1930
BRIXMOR PPTY GROUP INCCOM11120U1052,019157,506SH OTR1,20157,5060
BRIXMOR PPTY GROUP INCCOM11120U1052129SH OTR1,401290
BRIXMOR PPTY GROUP INCCOM11120U10567552,649SH OTR1,5052,6490
BROADCOM INCCOM11135F1016632,101SH OTR1,502,1010
BROADMARK RLTY CAP INCCOM11135B10011712,321SH OTR1,5012,3210
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851041976,000SHCallOTR1000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510430900SH OTR1,309000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104822,500SH OTR1,502,5000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510414436SH DFND143600
BROOKFIELD BUSINESS PARTNERSUNIT LTD LPG162341092237,255SH OTR1,507,2550
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521013628,800SH OTR1,508,8000
BROOKFIELD PPTY REIT INCCL A11282X10324024,107SH OTR1,2024,1070
BROOKLINE BANCORP INC DELCOM11373M10711010,927SH OTR1,2010,9270
BROOKLINE BANCORP INC DELCOM11373M1075492SH OTR1,404920
BROWN & BROWN INCCOM1152361011,07826,456SH OTR1,2026,4560
BROWN & BROWN INCCOM1152361012746,730SH OTR1,406,7300
BROWN & BROWN INCCOM11523610165916,177SH OTR1,5016,1770
BROWN FORMAN CORPCL A11563710012200SH OTR1,502000
BROWN FORMAN CORPCL B1156372096169,673SH DFND19,67300
BRUKER CORPCOM1167941081,75643,163SH OTR1,2043,1630
BRUKER CORPCOM1167941081333,267SH OTR1,403,2670
BRUKER CORPCOM1167941082836,956SH OTR1,506,9560
BRUKER CORPCOM116794108374SH DFND17400
BRUNSWICK CORPCOM1170431091,03816,222SH OTR1,2016,2220
BRUNSWICK CORPCOM1170431091051,634SH OTR1,401,6340
BRUNSWICK CORPCOM1170431091792,800SH OTR1,502,8000
BUNGE LIMITEDCOMG169621053,08575,000SHCallDFND1000
BUNGE LIMITEDCOMG1696210560014,585SH OTR1,2014,5850
BUNGE LIMITEDCOMG1696210594623,000SH OTR1,3023,0000
BUNGE LIMITEDCOMG1696210548711,829SH OTR1,4011,8290
BUNGE LIMITEDCOMG169621053237,865SH OTR1,507,8650
BUNGE LIMITEDCOMG169621051,03125,074SH DFND125,07400
BURLINGTON STORES INCCOM12201710679400SHCallOTR1000
BURLINGTON STORES INCCOM12201710639200SHCallOTR1000
BURLINGTON STORES INCCOM1220171061,1735,958SH OTR1,405,9580
BWX TECHNOLOGIES INCCOM05605H100641,138SH OTR1,201,1380
BWX TECHNOLOGIES INCCOM05605H1001,51226,700SH OTR1,3026,7000
BWX TECHNOLOGIES INCCOM05605H1001823,220SH OTR1,403,2200
BWX TECHNOLOGIES INCCOM05605H1001121,976SH OTR1,501,9760
BWX TECHNOLOGIES INCCOM05605H10003SH DFND1300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,75222,157SH OTR1,2022,1570
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091902,400SH OTR1,302,4000
C H ROBINSON WORLDWIDE INCCOM NEW12541W20913170SH DFND117000
CABLE ONE INCCOM12685J105323182SH OTR1,501820
CABOT CORPCOM1270551013328,951SH OTR1,208,9510
CABOT CORPCOM127055101381,026SH OTR1,401,0260
CABOT MICROELECTRONICS CORPCOM12709P1033572,561SH OTR1,502,5610
CABOT OIL & GAS CORPCOM1270971036,560381,832SH OTR1,20381,8320
CABOT OIL & GAS CORPCOM12709710319211,159SH OTR1,4011,1590
CABOT OIL & GAS CORPCOM12709710365338,033SH OTR1,5038,0330
CABOT OIL & GAS CORPCOM127097103774,456SH DFND14,45600
CACI INTL INCCL A127190304193891SH OTR1,208910
CACI INTL INCCL A1271903044231,950SH OTR1,301,9500
CACI INTL INCCL A1271903045132,365SH OTR1,402,3650
CACI INTL INCCL A1271903041,9078,791SH OTR1,508,7910
CACTUS INCCL A1272031071828,800SH OTR1,208,8000
CACTUS INCCL A1272031071436,910SH OTR1,506,9100
CADENCE DESIGN SYSTEM INCCOM1273871083643,792SH OTR1,503,7920
CAE INCCOM12476510845528,084SH OTR1,5028,0840
CAESARS ENTMT CORPCOM12768610310,597873,586SH OTR1,20873,5860
CALIFORNIA RES CORPCOM NEW13057Q2065544,960SH OTR1,2044,9600
CALIFORNIA RES CORPCOM NEW13057Q20601SH DFND1100
CALIX INCCOM13100M50915410,355SH OTR1,5010,3550
CALLON PETE CO DELCOM13123X1022,5742,238,509SH OTR1,202,238,5090
CALLON PETE CO DELCOM13123X10297,845SH DFND17,84500
CAMDEN PPTY TRSH BEN INT1331311027488,200SH OTR1,208,2000
CAMDEN PPTY TRSH BEN INT1331311026086,665SH OTR1,506,6650
CAMPBELL SOUP COCOM1344291092785,600SH OTR1,305,6000
CAMPBELL SOUP COCOM13442910930611SH DFND161100
CAMPING WORLD HLDGS INCCL A13462K10941115,132SH OTR1,2015,1320
CANAAN INCSPONSORED ADS1347481027438,704SH OTR1,5038,7040
CANADIAN NAT RES LTDCOM136385101975,540SH OTR1,405,5400
CANADIAN NAT RES LTDCOM13638510133719,350SH OTR1,5019,3500
CANADIAN PAC RY LTDCOM13645T1002,0808,174SH OTR1,508,1740
CANNAE HLDGS INCCOM13765N1073658,881SH OTR1,208,8810
CANNAE HLDGS INCCOM13765N1072897,039SH OTR1,407,0390
CAPITAL ONE FINL CORPCOM14040H1052,42238,700SHCallOTR1000
CAPITAL ONE FINL CORPCOM14040H1052,31036,900SHCallOTR1000
CAPITAL ONE FINL CORPCOM14040H1055,32085,000SHCallDFND1000
CAPITAL ONE FINL CORPCOM14040H1051,48823,769SH OTR1023,7690
CAPITAL ONE FINL CORPCOM14040H1057,722123,381SH OTR1,20123,3810
CAPITAL ONE FINL CORPCOM14040H1052,01532,200SH OTR1,3032,2000
CAPITAL ONE FINL CORPCOM14040H10578412,526SH OTR1,4012,5260
CAPITAL ONE FINL CORPCOM14040H1051,04616,716SH OTR1,5016,7160
CAPITAL ONE FINL CORPCOM14040H1052904,630SH DFND14,63000
CAPITOL FED FINL INCCOM14057J101141,299SH OTR1,201,2990
CAPITOL FED FINL INCCOM14057J101797,169SH OTR1,407,1690
CAPITOL FED FINL INCCOM14057J101454,102SH DFND14,10200
CAPRI HOLDINGS LIMITEDSHSG1890L1071,15073,589SH OTR1,2073,5890
CAPRI HOLDINGS LIMITEDSHSG1890L107231,500SH OTR1,301,5000
CAPRI HOLDINGS LIMITEDSHSG1890L10726516,953SH OTR1,4016,9530
CAPRI HOLDINGS LIMITEDSHSG1890L107322,022SH DFND12,02200
CAPSTEAD MTG CORPCOM NO PAR14067E506234,179SH OTR1,204,1790
CAPSTEAD MTG CORPCOM NO PAR14067E50614826,992SH OTR1,5026,9920
CARDINAL HEALTH INCCOM14149Y1082,95456,600SH OTR1,3056,6000
CARDINAL HEALTH INCCOM14149Y1081092,086SH DFND12,08600
CARETRUST REIT INCCOM14174T107321,890SH OTR1,401,8900
CARETRUST REIT INCCOM14174T10727916,287SH OTR1,5016,2870
CARGURUS INCCOM CL A14178810974029,200SH OTR1,3029,2000
CARGURUS INCCOM CL A141788109281,098SH DFND11,09800
CARLISLE COS INCCOM1423391006275,239SH OTR1,205,2390
CARLISLE COS INCCOM1423391002,09417,500SH OTR1,3017,5000
CARLISLE COS INCCOM1423391006675,573SH OTR1,405,5730
CARMAX INCCOM1431301021611,800SHCallOTR1000
CARMAX INCCOM14313010236400SHCallOTR1000
CARMAX INCCOM143130102884SH OTR10840
CARMAX INCCOM1431301022,28025,465SH OTR1,2025,4650
CARMAX INCCOM1431301025245,846SH OTR1,405,8460
CARMAX INCCOM14313010238426SH DFND142600
CARNIVAL CORPCALL1436583001,33281,100SHCallOTR1000
CARNIVAL CORPUNIT 99/99/99991436583005277SH OTR102770
CARS COM INCCOM14575E105633109,900SH OTR1,20109,9000
CARS COM INCCOM14575E1058414,557SH OTR1,4014,5570
CARTERS INCCOM1462291096127,578SH OTR1,207,5780
CARTERS INCCOM1462291091,21915,100SH OTR1,3015,1000
CARTERS INCCOM1462291096528,081SH OTR1,408,0810
CARTERS INCCOM1462291093494,321SH OTR1,504,3210
CARTERS INCCOM14622910922276SH DFND127600
CARVANA COCL A14686910224200SHCallOTR1000
CARVANA COCL A14686910248400SHCallOTR1000
CARVANA COCL A1468691022762,300SH OTR1,302,3000
CASEYS GEN STORES INCCOM1475281034142,769SH OTR1,202,7690
CASEYS GEN STORES INCCOM14752810380538SH OTR1,405380
CASTLIGHT HEALTH INCCL B14862Q100198237,979SH OTR1,20237,9790
CATALENT INCCOM1488061024,19457,219SH OTR1,2057,2190
CATALENT INCCOM1488061023965,400SH OTR1,305,4000
CATALENT INCCOM1488061021,52320,773SH OTR1,4020,7730
CATALENT INCCOM148806102337SH OTR1,50370
CATASYS INCCOM PAR1490495042028,182SH OTR1,508,1820
CATERPILLAR INC DELCOM1491231015,71245,156SH OTR1,2045,1560
CATERPILLAR INC DELCOM1491231019747,700SH OTR1,307,7000
CATERPILLAR INC DELCOM1491231011661,313SH OTR1,401,3130
CATHAY GEN BANCORPCOM1491501041766,694SH OTR1,206,6940
CATHAY GEN BANCORPCOM14915010418679SH OTR1,406790
CATHAY GEN BANCORPCOM14915010437414,235SH OTR1,5014,2350
CATO CORP NEWCL A149205106718,633SH OTR1,208,6330
CATO CORP NEWCL A149205106172,058SH OTR1,402,0580
CAVCO INDS INC DELCOM1495681072741,420SH OTR1,501,4200
CBDMD INCCOM12482W101285149,000SH OTR1,20149,0000
CBL & ASSOC PPTYS INCCOM124830100269987,371SH OTR1,20987,3710
CBOE GLOBAL MARKETS INCCOM12503M1083734,000SHCallOTR1000
CBOE GLOBAL MARKETS INCCOM12503M10895110,200SH OTR1,2010,2000
CBOE GLOBAL MARKETS INCCOM12503M1085505,901SH OTR1,505,9010
CBOE GLOBAL MARKETS INCCOM12503M10815160SH DFND116000
CBRE GROUP INCCL A12504L1092,90764,281SH OTR1,2064,2810
CBRE GROUP INCCL A12504L1095117SH OTR1,401170
CBRE GROUP INCCL A12504L1091022,265SH DFND12,26500
CDK GLOBAL INCCOM12508E10195122,971SH OTR1,2022,9710
CDK GLOBAL INCCOM12508E101591,435SH DFND11,43500
CDW CORPCOM12514G1081,45212,500SH OTR1,3012,5000
CEDAR REALTY TRUST INCCOM NEW150602209198199,800SH OTR1,20199,8000
CELANESE CORP DELCOM1508701031,77620,568SH OTR1,2020,5680
CELANESE CORP DELCOM1508701033544,100SH OTR1,304,1000
CELANESE CORP DELCOM1508701033223,732SH OTR1,403,7320
CELANESE CORP DELCOM1508701036457,468SH OTR1,507,4680
CENOVUS ENERGY INCCOM15135U10937079,204SH OTR1,5079,2040
CENTENE CORP DELCOM15135B10113,207207,820SH OTR1,20207,8200
CENTENE CORP DELCOM15135B1013685,790SH OTR1,405,7900
CENTENE CORP DELCOM15135B1014296,751SH OTR1,506,7510
CENTENNIAL RESOURCE DEV INCCL A15136A1029731,093,524SH OTR1,201,093,5240
CENTENNIAL RESOURCE DEV INCCL A15136A1022730,033SH DFND130,03300
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q20716529,075SH OTR1,5029,0750
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG20045202453128,020SH OTR1,20128,0200
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG2004520210228,857SH OTR1,5028,8570
CENTURY CASINOS INCCOM156492100019SH OTR1,40190
CENTURY CASINOS INCCOM15649210013332,044SH OTR1,5032,0440
CENTURYLINK INCCOM156700106848,400SHCallOTR1000
CENTURYLINK INCCOM156700106292,877SH OTR102,8770
CENTURYLINK INCCOM1567001061,252124,854SH OTR1,20124,8540
CENTURYLINK INCCOM1567001062181SH OTR1,401810
CENTURYLINK INCCOM156700106676,697SH DFND16,69700
CERNER CORPCALL1567821046799,900SHCallOTR1000
CERNER CORPCOM15678210459863SH OTR108630
CERNER CORPCOM1567821042,24232,700SH OTR1,3032,7000
CERNER CORPCOM1567821042463,591SH DFND13,59100
CEVA INCCOM1572101052426,455SH OTR1,506,4550
CF INDS HLDGS INCCOM1252691001,26544,948SH OTR1,2044,9480
CF INDS HLDGS INCCOM1252691002258,000SH OTR1,308,0000
CF INDS HLDGS INCCOM12526910051018,134SH OTR1,4018,1340
CGI INCCL A SUB VTG12532H1042604,122SH OTR1,504,1220
CGI INCCL A SUB VTG12532H10472111,440SH DFND111,44000
CHAMPIONX CORPORATIONCOM15872M10420621,155SH OTR1,5021,1550
CHANGE HEALTHCARE INCCOM15912K10076167,926SH OTR1,2067,9260
CHANGE HEALTHCARE INCCOM15912K100807,182SH OTR1,407,1820
CHAPARRAL ENERGY INCCOM CL A15942R2081,6212,500,000SH DFND12,500,00000
CHARAH SOLUTIONS INCCOM15957P1055216,231SH OTR1,2016,2310
CHARLES RIV LABS INTL INCCOM1598641073311,900SH OTR1,301,9000
CHARLES RIV LABS INTL INCCOM1598641073652,091SH OTR1,402,0910
CHARLES RIV LABS INTL INCCOM15986410765374SH OTR1,503740
CHART INDS INCCOM PAR $0.0116115Q3083086,354SH OTR1,206,3540
CHARTER COMMUNICATIONS INC NCL A16119P10851100SHCallOTR1000
CHARTER COMMUNICATIONS INC NCL A16119P10851100SHCallOTR1000
CHARTER COMMUNICATIONS INC NCL A16119P108102200SH OTR102000
CHARTER COMMUNICATIONS INC NCL A16119P1087,32214,355SH OTR1,2014,3550
CHARTER COMMUNICATIONS INC NCL A16119P1081,0332,025SH OTR1,302,0250
CHATHAM LODGING TRCOM16208T102325,158SH OTR1,205,1580
CHATHAM LODGING TRCOM16208T10218630,416SH OTR1,5030,4160
CHECK POINT SOFTWARE TECH LTORDM22465104988SH OTR10880
CHECK POINT SOFTWARE TECH LTORDM2246510435325SH OTR1,203250
CHECK POINT SOFTWARE TECH LTORDM224651041071,000SH OTR1,301,0000
CHECK POINT SOFTWARE TECH LTORDM224651046956,469SH OTR1,506,4690
CHEGG INCCOM16309210920,985312,000SH OTR1,20312,0000
CHEGG INCCOM1630921094727,024SH OTR1,407,0240
CHEGG INCCOM1630921094,94473,502SH DFND173,50200
CHEMED CORP NEWCOM16359R1034841,072SH OTR1,501,0720
CHEMOURS COCOM16385110874448,471SH OTR1,2048,4710
CHEMOURS COCOM16385110877450,400SH OTR1,3050,4000
CHEVRON CORP NEWCOM1667641001291,450SH OTR101,4500
CHEVRON CORP NEWCOM16676410023,024258,033SH OTR1,20258,0330
CHEVRON CORP NEWCOM166764100445SH OTR1,40450
CHEVRON CORP NEWCOM16676410095910,747SH OTR1,5010,7470
CHEWY INCCL A16679L1092,59658,100SH OTR1,3058,1000
CHEWY INCCL A16679L1091,02923,029SH OTR1,4023,0290
CHEWY INCCL A16679L10976717,160SH OTR1,5017,1600
CHICOS FAS INCCOM1686151021712,589SH OTR1,2012,5890
CHILDRENS PL INCCOM16890510748212,893SH OTR1,4012,8930
CHINA BIOLOGIC PRODS HLDGS ICOMG215151043052,985SH OTR1,202,9850
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1082265,391SH OTR1,505,3910
CHINA UNICOM HONG KONGSPONSORED ADR16945R1046011,051SH OTR1,5011,0510
CHIPOTLE MEXICAN GRILL INCCOM169656105947900SHCallOTR1000
CHIPOTLE MEXICAN GRILL INCCOM1696561051,2631,200SHCallOTR1000
CHIPOTLE MEXICAN GRILL INCCOM16965610510297SH OTR10970
CHIPOTLE MEXICAN GRILL INCCOM1696561052,1572,050SH OTR1,302,0500
CHIPOTLE MEXICAN GRILL INCCOM169656105154146SH OTR1,401460
CHIPOTLE MEXICAN GRILL INCCOM1696561052,2312,120SH OTR1,502,1200
CHOICE HOTELS INTL INCCOM1699051061571,994SH OTR1,201,9940
CHOICE HOTELS INTL INCCOM1699051061972,500SH OTR1,302,5000
CHOICE HOTELS INTL INCCOM169905106111SH OTR1,40110
CHOICE HOTELS INTL INCCOM16990510630385SH DFND138500
CHUBB LIMITEDCOMH1467J1047,02255,454SH OTR1,2055,4540
CHUBB LIMITEDCOMH1467J104101794SH OTR1,407940
CIA ENERGETICA DE MINAS GERASP ADR N-V PFD20440960116379,467SH OTR1,5079,4670
CIENA CORPCOM NEW17177930993917,340SH OTR1,2017,3400
CIENA CORPCOM NEW1717793091713,151SH OTR1,403,1510
CIENA CORPCOM NEW1717793091973,636SH OTR1,503,6360
CIENA CORPCOM NEW171779309595SH DFND19500
CIGNA CORP NEWCOM1255231006,44434,341SH OTR1,2034,3410
CIGNA CORP NEWCOM1255231009194,900SH OTR1,304,9000
CIGNA CORP NEWCOM1255231001,2496,657SH OTR1,506,6570
CIIG MERGER CORPCOM CL A12559C1031,485150,000SH DFND1150,00000
CIMAREX ENERGY COCOM1717981013113SH OTR1,201130
CIMAREX ENERGY COCOM1717981011,33648,600SH OTR1,3048,6000
CIMAREX ENERGY COCOM17179810127966SH OTR1,409660
CIMAREX ENERGY COCOM1717981011164,218SH OTR1,504,2180
CIMAREX ENERGY COCOM1717981012659,624SH DFND19,62400
CIMPRESS PLCSHS EUROG2143T1035377,032SH OTR1,207,0320
CIMPRESS PLCSHS EUROG2143T10343562SH OTR1,405620
CIMPRESS PLCSHS EUROG2143T10329386SH OTR1,503860
CIMPRESS PLCSHS EUROG2143T10317SH DFND1700
CINCINNATI BELL INC NEWCOM NEW1718715024,351292,972SH OTR1,20292,9720
CINCINNATI FINL CORPCOM1720621013,25750,872SH OTR1,2050,8720
CINCINNATI FINL CORPCOM17206210151800SH OTR1,308000
CINEDIGM CORPCOM NEW1724062092412,663SH OTR1,5012,6630
CINEMARK HLDGS INCCOM17243V10264055,400SH OTR1,3055,4000
CINEMARK HLDGS INCCOM17243V10215813,693SH OTR1,5013,6930
CIRRUS LOGIC INCCOM1727551006,199100,340SH OTR1,20100,3400
CIRRUS LOGIC INCCOM1727551001522,466SH OTR1,402,4660
CIRRUS LOGIC INCCOM17275510095015,377SH OTR1,5015,3770
CIRRUS LOGIC INCCOM1727551001231,983SH DFND11,98300
CISCO SYS INCCOM17275R10232,519697,228SH OTR1,20697,2280
CISCO SYS INCCOM17275R1022,73358,600SH OTR1,3058,6000
CISCO SYS INCCOM17275R1021874,014SH OTR1,404,0140
CISCO SYS INCCOM17275R1024,14688,889SH OTR1,5088,8890
CISCO SYS INCCOM17275R10245967SH DFND196700
CITIGROUP INCCOM NEW1729674242254,400SHCallOTR1000
CITIGROUP INCCOM NEW1729674242765,400SHCallOTR1000
CITIGROUP INCCOM NEW1729674243466,772SH OTR106,7720
CITIGROUP INCCOM NEW17296742426,051509,806SH OTR1,20509,8060
CITIGROUP INCCOM NEW1729674241,60231,346SH OTR1,4031,3460
CITIGROUP INCCOM NEW1729674241,90937,359SH OTR1,5037,3590
CITIZENS FINANCIAL GROUP INCCOM17461010534813,788SH OTR1,4013,7880
CITIZENS FINANCIAL GROUP INCCOM1746101051,46457,995SH OTR1,5057,9950
CITRIX SYS INCCOM17737610033220SH OTR102200
CITRIX SYS INCCOM1773761002,83419,158SH OTR1,2019,1580
CITRIX SYS INCCOM1773761003,16521,400SH OTR1,3021,4000
CITRIX SYS INCCOM1773761009836,644SH OTR1,506,6440
CITY OFFICE REIT INCCOM17858710139138,869SH OTR1,2038,8690
CITY OFFICE REIT INCCOM178587101323,205SH OTR1,503,2050
CLARIVATE PLCORD SHSG2181010913600SH OTR1,406000
CLARIVATE PLCORD SHSG2181010927412,278SH OTR1,5012,2780
CLEAN ENERGY FUELS CORPCOM1844991015625,063SH OTR1,2025,0630
CLEAN ENERGY FUELS CORPCOM184499101125,445SH OTR1,505,4450
CLEAN HARBORS INCCOM1844961073415,688SH OTR1,205,6880
CLEAN HARBORS INCCOM18449610712200SH OTR1,302000
CLEAN HARBORS INCCOM18449610749812SH OTR1,408120
CLEAN HARBORS INCCOM1844961071181,971SH OTR1,501,9710
CLEAR CHANNEL OUTDOOR HLDGSCOM18453H106287275,771SH OTR1,20275,7710
CLEAR CHANNEL OUTDOOR HLDGSCOM18453H106340327,137SH DFND1327,13700
CLOROX CO DELCOM1890541091,5367,000SHCallOTR1000
CLOROX CO DELCOM1890541091,0975,000SHCallOTR1000
CLOROX CO DELCOM1890541094,09118,650SH OTR1,3018,6500
CLOROX CO DELCOM1890541092196SH OTR1,40960
CLOUDERA INCCOM18914U1003,872304,409SH OTR1,20304,4090
CLOUDERA INCCOM18914U1001179,200SH OTR1,309,2000
CLOUDERA INCCOM18914U100262,082SH OTR1,402,0820
CLOUDFLARE INCCL A COM18915M10741011,400SH OTR1,3011,4000
CME GROUP INCCOM12572Q1058615,300SHCallOTR1000
CME GROUP INCCOM12572Q1057484,600SHCallOTR1000
CME GROUP INCCOM12572Q1055,42833,395SH OTR1,2033,3950
CME GROUP INCCOM12572Q1053,52721,700SH OTR1,3021,7000
CME GROUP INCCOM12572Q1051,78710,993SH OTR1,4010,9930
CME GROUP INCCOM12572Q1051,3718,433SH OTR1,508,4330
CMS ENERGY CORPCOM1258961003,69863,307SH OTR1,2063,3070
CNA FINL CORPCOM12611710044913,955SH OTR1,2013,9550
CNO FINL GROUP INCCOM12621E10355035,338SH OTR1,2035,3380
CNO FINL GROUP INCCOM12621E103251,621SH OTR1,401,6210
CNOOC LIMITEDSPONSORED ADR1261321093803,371SH OTR1,503,3710
CNX RESOURCES CORPORATIONCOM12653C10810412,000SH OTR1,3012,0000
CNX RESOURCES CORPORATIONCOM12653C10819021,970SH DFND121,97000
COCA COLA COCOM1912161002,10447,100SH OTR1,3047,1000
COCA COLA COCOM1912161006,059135,604SH OTR1,50135,6040
COCA COLA COCOM1912161001012,271SH DFND12,27100
COCA COLA EUROPEAN PARTNERSSHSG2583910438996SH OTR1,209960
COCA COLA EUROPEAN PARTNERSSHSG258391041,02727,200SH OTR1,3027,2000
COCA COLA EUROPEAN PARTNERSSHSG258391042626,949SH OTR1,406,9490
COCA COLA EUROPEAN PARTNERSSHSG2583910483622,132SH OTR1,5022,1320
COCA COLA EUROPEAN PARTNERSSHSG2583910413349SH DFND134900
CODA OCTOPUS GROUP INCCOM NEW19188U2066211,943SH OTR1,2011,9430
CO-DIAGNOSTICS INCCOM18976310581542,121SH OTR1,5042,1210
COEUR MNG INCCOM NEW192108504438,387SH OTR1,408,3870
COEUR MNG INCCOM NEW19210850416031,570SH OTR1,5031,5700
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461024,51079,378SH OTR1,2079,3780
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102851,500SH OTR1,301,5000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021091,911SH OTR1,401,9110
COHERENT INCCOM1924791031831,400SH OTR1,301,4000
COHERENT INCCOM19247910364487SH OTR1,504870
COHERUS BIOSCIENCES INCCOM19249H10380645,129SH OTR1,2045,1290
COHERUS BIOSCIENCES INCCOM19249H1033166SH OTR1,501660
COLFAX CORPCOM19401410676427,400SH OTR1,3027,4000
COLFAX CORPCOM194014106712,538SH DFND12,53800
COLGATE PALMOLIVE COCOM1941621037,30899,755SH OTR1,2099,7550
COLGATE PALMOLIVE COCOM1941621031,09414,938SH OTR1,5014,9380
COLLIERS INTL GROUP INCSUB VTG SHS1946931072173,785SH OTR1,503,7850
COLLIERS INTL GROUP INCSUB VTG SHS194693107353SH DFND15300
COLUMBIA FINL INCCOM19764110319013,621SH OTR1,2013,6210
COLUMBIA PPTY TR INCCOM NEW198287203906,819SH OTR1,206,8190
COLUMBIA PPTY TR INCCOM NEW19828720332724,860SH OTR1,5024,8600
COLUMBIA SPORTSWEAR COCOM1985161066468,013SH OTR1,208,0130
COLUMBIA SPORTSWEAR COCOM19851610656694SH OTR1,406940
COMCAST CORP NEWCL A20030N1011,68843,300SHCallOTR1000
COMCAST CORP NEWCL A20030N1011,84447,300SHCallOTR1000
COMCAST CORP NEWCL A20030N1011393,557SH OTR103,5570
COMCAST CORP NEWCL A20030N10120,306520,922SH OTR1,20520,9220
COMCAST CORP NEWCL A20030N1011012,600SH DFND12,60000
COMERICA INCCOM2003401072917,643SH OTR1,407,6430
COMERICA INCCOM20034010753514,038SH OTR1,5014,0380
COMFORT SYS USA INCCOM1999081042556,257SH OTR1,206,2570
COMFORT SYS USA INCCOM1999081045125SH OTR1,401250
COMMERCE BANCSHARES INCCOM20052510393615,736SH OTR1,2015,7360
COMMERCE BANCSHARES INCCOM20052510319318SH OTR1,403180
COMMERCE BANCSHARES INCCOM20052510348809SH OTR1,508090
COMMERCE BANCSHARES INCCOM2005251032554,292SH DFND14,29200
COMMERCIAL VEH GROUP INCCOM20260810520470,750SH OTR1,2070,7500
COMMERCIAL VEH GROUP INCCOM2026081050133SH OTR1,401330
COMMSCOPE HLDG CO INCCOM20337X1097800SH OTR1,308000
COMMSCOPE HLDG CO INCCOM20337X109769,125SH OTR1,409,1250
COMMSCOPE HLDG CO INCCOM20337X109516,153SH DFND16,15300
COMMVAULT SYSTEMS INCCOM2041661022436,279SH OTR1,506,2790
COMMVAULT SYSTEMS INCCOM20416610216404SH DFND140400
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40732828,851SH OTR1,5028,8510
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10512764,845SH OTR1,5064,8450
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481043300SH OTR1,403000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810447652,092SH OTR1,5052,0920
CONAGRA BRANDS INCCOM20588710270320,000SHCallDFND1000
CONAGRA BRANDS INCCOM2058871022,26464,359SH OTR1,2064,3590
CONAGRA BRANDS INCCOM2058871022,68076,204SH OTR1,4076,2040
CONCHO RES INCCOM20605P1015100SHCallOTR1000
CONCHO RES INCCOM20605P1012114,100SHCallOTR1000
CONCHO RES INCCOM20605P10142823SH OTR108230
CONCHO RES INCCOM20605P1011,55330,158SH OTR1,2030,1580
CONCHO RES INCCOM20605P1013,85274,800SH OTR1,3074,8000
CONCHO RES INCCOM20605P1011,27824,819SH OTR1,5024,8190
CONCHO RES INCCOM20605P10168513,310SH DFND113,31000
CONDUENT INCCOM20678710313657,033SH OTR1,2057,0330
CONFORMIS INCCOM20717E101114139,432SH OTR1,20139,4320
CONOCOPHILLIPSCOM20825C1046,501154,713SH OTR1,20154,7130
CONOCOPHILLIPSCOM20825C1042,84167,600SH OTR1,3067,6000
CONOCOPHILLIPSCOM20825C1042345,558SH OTR1,405,5580
CONOCOPHILLIPSCOM20825C10483419,843SH OTR1,5019,8430
CONSOL ENERGY INC NEWCOM20854L108265,110SH OTR1,205,1100
CONSOL ENERGY INC NEWCOM20854L1086011,804SH OTR1,4011,8040
CONSOLIDATED EDISON INCCOM2091151047100SHCallOTR1000
CONSOLIDATED EDISON INCCOM2091151044,27559,432SH OTR1,2059,4320
CONSOLIDATED EDISON INCCOM2091151041,55421,600SH OTR1,3021,6000
CONSOLIDATED EDISON INCCOM20911510423316SH DFND131600
CONSTELLATION BRANDS INCCL A21036P1083,55120,300SHCallOTR1000
CONSTELLATION BRANDS INCCL A21036P1083,70921,200SHCallOTR1000
CONSTELLATION BRANDS INCCL A21036P1081,2377,071SH OTR107,0710
CONSTELLATION BRANDS INCCL A21036P1082,41713,815SH OTR1,2013,8150
CONSTELLATION BRANDS INCCL A21036P108126719SH OTR1,507190
CONSTELLIUM SECL A SHSF211071015705SH OTR1,207050
CONSTELLIUM SECL A SHSF2110710118824,441SH OTR1,4024,4410
CONSTELLIUM SECL A SHSF2110710139251,037SH OTR1,5051,0370
CONTURA ENERGY INCCOM21241B10011638,314SH OTR1,2038,3140
COOPER COS INCCOM NEW2166484021,9907,016SH OTR1,207,0160
COOPER COS INCCOM NEW216648402204719SH OTR1,407190
COOPER COS INCCOM NEW2166484029123,214SH OTR1,503,2140
COPA HOLDINGS SACL AP310761051,08721,500SH OTR1,3021,5000
COPART INCCOM2172041061001,200SHCallOTR1000
COPART INCCOM2172041065086,100SHCallOTR1000
COPART INCCOM21720410667801SH OTR108010
COPART INCCOM2172041061,11713,411SH OTR1,2013,4110
COPART INCCOM2172041065696,837SH OTR1,506,8370
COPART INCCOM2172041066097,317SH DFND17,31700
CORECIVIC INCCOM21871N10140743,524SH OTR1,5043,5240
CORELOGIC INCCOM21871D1031,41821,099SH OTR1,2021,0990
CORELOGIC INCCOM21871D1031251,857SH OTR1,401,8570
COREPOINT LODGING INCCOM21872L1048419,856SH OTR1,2019,8560
COREPOINT LODGING INCCOM21872L104204,746SH OTR1,504,7460
CORNING INCCOM2193501052118,148SH OTR1,408,1480
CORNING INCCOM2193501058320SH DFND132000
CORPORACION AMER ARPTS S ACOML1995B107219,600SH OTR1,209,6000
CORPORACION AMER ARPTS S ACOML1995B107125,318SH OTR1,405,3180
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10829411,600SH OTR1,2011,6000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10837314,737SH OTR1,5014,7370
CORTEVA INCCOM22052L1042,963110,603SH OTR1,20110,6030
CORTEVA INCCOM22052L1043,648136,167SH OTR1,40136,1670
CORTEVA INCCOM22052L10428710,712SH OTR1,5010,7120
COSAN LTDSHS AG2534310742127,952SH OTR1,5027,9520
COSTAMARE INCSHSY1771G1027713,766SH OTR1,2013,7660
COSTAMARE INCSHSY1771G10261,133SH OTR1,401,1330
COSTAMARE INCSHSY1771G1027613,659SH OTR1,5013,6590
COSTCO WHSL CORP NEWCOM22160K1052,7909,200SHCallOTR1000
COSTCO WHSL CORP NEWCOM22160K1052,8809,500SHCallOTR1000
COSTCO WHSL CORP NEWCOM22160K1051,7435,750SH OTR1,305,7500
COSTCO WHSL CORP NEWCOM22160K1053,55211,715SH OTR1,5011,7150
COTY INCCOM CL A2220702031,701380,541SH OTR1,50380,5410
COTY INCCOM CL A222070203194,196SH DFND14,19600
COUPA SOFTWARE INCCOM22266L1061,7736,398SH OTR1,206,3980
COUSINS PPTYS INCCOM NEW22279550233011,051SH OTR1,2011,0510
COUSINS PPTYS INCCOM NEW22279550265822,044SH OTR1,5022,0440
COVETRUS INCCOM22304C10023713,272SH OTR1,5013,2720
COVIA HLDGS CORPCOM22305A1034796,900SH OTR1,2096,9000
COWEN INCCL A NEW22362260617510,794SH OTR1,2010,7940
CRAFT BREW ALLIANCE INCCOM2241221013,624235,470SH OTR1,20235,4700
CRANE COCOM22439910562410,502SH OTR1,2010,5020
CRANE COCOM2243991053706,226SH OTR1,506,2260
CREDICORP LTDCOMG2519Y1084,35832,600SH OTR1,3032,6000
CREDICORP LTDCOMG2519Y1081,0227,646SH OTR1,407,6460
CREDICORP LTDCOMG2519Y1081,49911,211SH OTR1,5011,2110
CREDIT ACCEP CORP MICHCOM225310101335800SH OTR1,308000
CRESUD S A C I F Y ASPONSORED ADR2264061063612,277SH OTR1,2012,2770
CRONOS GROUP INCCOM22717L10113021,544SH OTR1,5021,5440
CRONOS GROUP INCCOM22717L101437,112SH DFND17,11200
CROWDSTRIKE HLDGS INCCL A22788C1057867,838SH OTR1,507,8380
CROWN HLDGS INCCOM2283681061,44022,105SH OTR1,2022,1050
CROWN HLDGS INCCOM22836810613200SH OTR1,302000
CROWN HLDGS INCCOM228368106931,426SH OTR1,401,4260
CROWN HLDGS INCCOM2283681062353,608SH OTR1,503,6080
CROWN HLDGS INCCOM228368106991,516SH DFND11,51600
CSW INDUSTRIALS INCCOM1264021061171,700SH OTR1,201,7000
CSW INDUSTRIALS INCCOM1264021061942,808SH DFND12,80800
CSX CORPCALL1264081031,54122,100SHCallOTR1000
CSX CORPCALL1264081036909,900SHCallOTR1000
CSX CORPCOM1264081033,05443,786SH OTR1,2043,7860
CSX CORPCOM1264081033495,000SH OTR1,305,0000
CTI BIOPHARMA CORPCOM12648L6013530,289SH OTR1,2030,2890
CTS CORPCOM1265011051155,723SH OTR1,205,7230
CTS CORPCOM12650110514680SH OTR1,406800
CTS CORPCOM1265011051065,308SH OTR1,505,3080
CUBESMARTCOM22966310950518,700SH OTR1,2018,7000
CULP INCCOM23021510522125,700SH OTR1,2025,7000
CUMMINS INCCOM2310211062771,600SHCallOTR1000
CUMMINS INCCOM23102110652300SHCallOTR1000
CUMMINS INCCOM2310211062,76515,958SH OTR1,2015,9580
CUMMINS INCCOM23102110687500SH OTR1,305000
CUMULUS MEDIA INCCOM CLASS A23108280113233,500SH OTR1,2033,5000
CUMULUS MEDIA INCCOM CLASS A2310828013739SH OTR1,407390
CURO GROUP HOLDINGS CORPCOM23131L107323,885SH OTR1,403,8850
CURO GROUP HOLDINGS CORPCOM23131L10711614,140SH OTR1,5014,1400
CURTISS WRIGHT CORPCOM2315611011,84820,700SH OTR1,3020,7000
CURTISS WRIGHT CORPCOM2315611014775,340SH OTR1,405,3400
CURTISS WRIGHT CORPCOM2315611017678,592SH OTR1,508,5920
CUSHMAN WAKEFIELD PLCSHSG2717B10820716,600SH OTR1,2016,6000
CUSHMAN WAKEFIELD PLCSHSG2717B108262,083SH DFND12,08300
CUSTOMERS BANCORP INCCOM23204G100564,672SH OTR1,404,6720
CUSTOMERS BANCORP INCCOM23204G100978,078SH OTR1,508,0780
CVB FINL CORPCOM12660010561832,987SH OTR1,2032,9870
CVB FINL CORPCOM126600105351,861SH OTR1,401,8610
CVB FINL CORPCOM126600105412,185SH OTR1,502,1850
CVR ENERGY INCCOM12662P108562,800SH OTR1,302,8000
CVR ENERGY INCCOM12662P10822411,162SH OTR1,5011,1620
CVS HEALTH CORPCOM1266501001,08516,700SHCallOTR1000
CVS HEALTH CORPCOM12665010091614,100SHCallOTR1000
CVS HEALTH CORPCOM1266501007,193110,718SH OTR1,20110,7180
CVS HEALTH CORPCOM1266501002994,600SH OTR1,304,6000
CVS HEALTH CORPCOM12665010056862SH DFND186200
CYBERARK SOFTWARE LTDSHSM2682V10836360SH OTR1,203600
CYBERARK SOFTWARE LTDSHSM2682V1082482,500SH OTR1,302,5000
CYBERARK SOFTWARE LTDSHSM2682V10888887SH OTR1,408870
CYBERARK SOFTWARE LTDSHSM2682V1084804,833SH OTR1,504,8330
CYCLERION THERAPEUTICS INCCOM23255M1058113,762SH OTR1,2013,7620
CYRUSONE INCCOM23283R1005,59676,916SH OTR1,2076,9160
D R HORTON INCCOM23331A1092,87851,909SH OTR1,2051,9090
D R HORTON INCCOM23331A1091392,500SH OTR1,302,5000
D R HORTON INCCOM23331A10958010,452SH OTR1,5010,4520
D R HORTON INCCOM23331A1091252,257SH DFND12,25700
DANA INCORPORATEDCOM2358252051199,771SH OTR1,409,7710
DANA INCORPORATEDCOM23582520546037,775SH OTR1,5037,7750
DANAHER CORPORATIONCOM23585110211,66465,964SH OTR1,2065,9640
DARDEN RESTAURANTS INCCOM2371941053644,800SHCallOTR1000
DARDEN RESTAURANTS INCCOM23719410577310,200SHCallOTR1000
DARDEN RESTAURANTS INCCOM2371941051942,560SH OTR102,5600
DARDEN RESTAURANTS INCCOM2371941057,13694,176SH OTR1,2094,1760
DARDEN RESTAURANTS INCCOM2371941051,84124,300SH OTR1,3024,3000
DARDEN RESTAURANTS INCCOM2371941055136,771SH OTR1,406,7710
DARDEN RESTAURANTS INCCOM2371941052603,429SH OTR1,503,4290
DARLING INGREDIENTS INCCOM23726610174330,184SH OTR1,2030,1840
DATADOG INCCL A COM23804L10317200SH OTR1,302000
DATADOG INCCL A COM23804L1031,97422,700SH DFND122,70000
DAVE & BUSTERS ENTMT INCCOM23833710942732,000SH OTR1,3032,0000
DAVITA INCCOM23918K10885610,815SH OTR1,2010,8150
DAVITA INCCOM23918K1083884,900SH OTR1,304,9000
DAVITA INCCOM23918K108342SH DFND14200
DECKERS OUTDOOR CORPCOM2435371075112,600SH OTR1,302,6000
DECKERS OUTDOOR CORPCOM24353710730155SH OTR1,401550
DECKERS OUTDOOR CORPCOM2435371078594,374SH OTR1,504,3740
DEERE & COCOM2441991057544,800SHCallOTR1000
DEERE & COCOM2441991057234,600SHCallOTR1000
DEERE & COCOM2441991056,00538,215SH OTR1,2038,2150
DELEK US HLDGS INC NEWCOM24665A1031,21169,557SH OTR1,2069,5570
DELEK US HLDGS INC NEWCOM24665A10329116,700SH OTR1,3016,7000
DELEK US HLDGS INC NEWCOM24665A10311638SH OTR1,406380
DELL TECHNOLOGIES INCCL C24703L2025219,480SH OTR1,209,4800
DELL TECHNOLOGIES INCCL C24703L2021,44526,300SH OTR1,3026,3000
DELPHI TECHNOLOGIES PLSHSG2709G1075,134361,284SH OTR1,20361,2840
DELTA AIR LINES INC DELCOM NEW2473617021635,800SHCallOTR1000
DELTA AIR LINES INC DELCOM NEW2473617021806,400SHCallOTR1000
DELTA AIR LINES INC DELCOM NEW247361702421,511SH OTR101,5110
DELTA AIR LINES INC DELCOM NEW2473617021,64158,500SH OTR1,3058,5000
DELTA AIR LINES INC DELCOM NEW247361702491,745SH OTR1,401,7450
DELTA APPAREL INCCOM24736810317514,400SH OTR1,2014,4000
DENBURY RES INCCOM NEW2479162087672,778,606SH OTR1,202,778,6060
DENNYS CORPCOM24869P10425625,379SH OTR1,2025,3790
DENNYS CORPCOM24869P104121,234SH OTR1,401,2340
DENNYS CORPCOM24869P10419319,140SH OTR1,5019,1400
DENTSPLY SIRONA INCCOM24906P1091,54034,941SH OTR1,2034,9410
DENTSPLY SIRONA INCCOM24906P1092816,388SH OTR1,506,3880
DENTSPLY SIRONA INCCOM24906P109125SH DFND12500
DESPEGAR COM CORPORD SHSG27358103354,867SH OTR1,204,8670
DESPEGAR COM CORPORD SHSG27358103567,753SH OTR1,507,7530
DEUTSCHE BANK A GNAMEN AKTD1819089862866,000SH OTR1,3066,0000
DEUTSCHE BANK A GNAMEN AKTD1819089850653,187SH OTR1,5053,1870
DEVON ENERGY CORP NEWCOM25179M1032,424213,800SH OTR1,30213,8000
DEVON ENERGY CORP NEWCOM25179M103151,303SH OTR1,401,3030
DEVON ENERGY CORP NEWCOM25179M1032,364208,508SH OTR1,50208,5080
DEVON ENERGY CORP NEWCOM25179M103282,470SH DFND12,47000
DEXCOM INCCOM25213110714,08834,750SH OTR1,2034,7500
DEXCOM INCCOM2521311077501,850SH OTR1,301,8500
DEXCOM INCCOM252131107299738SH OTR1,407380
DHI GROUP INCCOM23331S1002411,443SH OTR1,2011,4430
DHT HOLDINGS INCSHS NEWY2065G1215811,277SH OTR1,2011,2770
DHT HOLDINGS INCSHS NEWY2065G1215911,500SH OTR1,3011,5000
DHT HOLDINGS INCSHS NEWY2065G121173,395SH OTR1,503,3950
DIAMOND S SHIPPING INCCOMY2067610518122,678SH OTR1,5022,6780
DIAMONDPEAK HLDGS CORCOM CL A25280H1001,545150,000SH DFND1150,00000
DICERNA PHARMACEUTICALS INCCOM25303110834613,625SH OTR1,2013,6250
DIEBOLD NXDF INCCOM253651103559,070SH OTR1,209,0700
DIEBOLD NXDF INCCOM253651103132,192SH OTR1,402,1920
DIEBOLD NXDF INCCOM2536511039415,561SH OTR1,5015,5610
DIGITAL RLTY TR INCCOM2538681033,55525,015SH OTR1,2025,0150
DIGITAL RLTY TR INCCOM25386810399695SH OTR1,406950
DILLARDS INCCL A2540671011,35452,500SH OTR1,2052,5000
DILLARDS INCCL A254067101522,000SH OTR1,302,0000
DILLARDS INCCL A2540671012288,853SH OTR1,508,8530
DIME CMNTY BANCSHARES INCCOM25392210820915,210SH OTR1,2015,2100
DIME CMNTY BANCSHARES INCCOM2539221088554SH OTR1,405540
DIME CMNTY BANCSHARES INCCOM2539221084283SH OTR1,502830
DINE BRANDS GLOBAL INCCOM2544231061222,900SH OTR1,302,9000
DINE BRANDS GLOBAL INCCOM25442310620467SH OTR1,404670
DINE BRANDS GLOBAL INCCOM2544231061884,465SH OTR1,504,4650
DIODES INCCOM2545431013587,060SH OTR1,507,0600
DISCOVER FINL SVCSCOM2547091082935,854SH OTR105,8540
DISCOVER FINL SVCSCOM2547091082104,196SH OTR1,504,1960
DISCOVER FINL SVCSCOM25470910818357SH DFND135700
DISCOVERY INCCOM SER A25470F10448923,182SH OTR1,2023,1820
DISCOVERY INCCOM SER A25470F104442,100SH OTR1,302,1000
DISCOVERY INCCOM SER A25470F10447622,547SH DFND122,54700
DISCOVERY INCCOM SER C25470F3021,46175,864SH OTR1,2075,8640
DISCOVERY INCCOM SER C25470F302271,423SH OTR1,401,4230
DISH NETWORK CORPORATIONCL A25470M1091,90555,207SH OTR1,2055,2070
DISH NETWORK CORPORATIONCL A25470M109661,900SH OTR1,301,9000
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD18,1799,000,000SH DFND19,000,00000
DISNEY WALT COCOM DISNEY2546871062,04118,300SH OTR1,3018,3000
DISNEY WALT COCOM DISNEY2546871062532,273SH OTR1,502,2730
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10734578,021SH OTR1,5078,0210
DOCUSIGN INCCOM25616310689515SH OTR105150
DOCUSIGN INCCOM2561631067,51443,631SH OTR1,2043,6310
DOCUSIGN INCCOM2561631062421,405SH OTR1,401,4050
DOCUSIGN INCCOM2561631066493,766SH OTR1,503,7660
DOLLAR GEN CORP NEWCOM25667710510,71156,222SH OTR1,2056,2220
DOLLAR GEN CORP NEWCOM2566771053,98220,900SH OTR1,3020,9000
DOLLAR GEN CORP NEWCOM2566771051,92710,113SH OTR1,4010,1130
DOLLAR GEN CORP NEWCOM2566771052,27111,919SH OTR1,5011,9190
DOLLAR TREE INCCOM2567461081,14412,347SH OTR1,2012,3470
DOLLAR TREE INCCOM25674610874803SH OTR1,508030
DOMINION ENERGY INCCOM25746U1094,13750,965SH OTR1,2050,9650
DOMINION ENERGY INCCOM25746U1091551,914SH DFND11,91400
DOMINOS PIZZA INCCALL25754A20137100SHCallOTR1000
DOMINOS PIZZA INCCOM25754A20168184SH OTR101840
DOMINOS PIZZA INCCOM25754A2017,31319,796SH OTR1,2019,7960
DOMINOS PIZZA INCCOM25754A2012,5496,900SH OTR1,306,9000
DOMINOS PIZZA INCCOM25754A2011,8875,109SH OTR1,505,1090
DOMTAR CORPCOM NEW25755920363129,900SH OTR1,3029,9000
DOMTAR CORPCOM NEW25755920346021,796SH OTR1,5021,7960
DOMTAR CORPCOM NEW257559203321,531SH DFND11,53100
DONALDSON INCCOM2576511091,26027,084SH OTR1,2027,0840
DONALDSON INCCOM2576511091022,200SH OTR1,302,2000
DONALDSON INCCOM2576511093387,269SH OTR1,407,2690
DONALDSON INCCOM2576511091262,700SH OTR1,502,7000
DONALDSON INCCOM2576511091182,531SH DFND12,53100
DONNELLEY FINL SOLUTIONS INCCOM25787G10017520,805SH OTR1,2020,8050
DONNELLEY FINL SOLUTIONS INCCOM25787G100394,601SH OTR1,404,6010
DONNELLEY FINL SOLUTIONS INCCOM25787G100374,455SH OTR1,504,4550
DONNELLEY R R & SONS COCOM257867200196164,500SH OTR1,20164,5000
DOUBLELINE INCOME SOLUTIONSCOM25862210921514,000SH DFND114,00000
DOUGLAS EMMETT INCCOM25960P10974224,200SH OTR1,2024,2000
DOUGLAS EMMETT INCCOM25960P10943114,066SH OTR1,5014,0660
DOVER CORPCOM2600031086176,386SH OTR1,206,3860
DOVER CORPCOM26000310884869SH OTR1,408690
DOVER CORPCOM2600031084824,990SH OTR1,504,9900
DOVER CORPCOM2600031084234,381SH DFND14,38100
DOW INCCOM2605571034,280105,007SH OTR1,20105,0070
DOW INCCOM2605571033458,471SH OTR1,508,4710
DRAFTKINGS INCCOM CL A26142R1041,13434,100SH OTR1,3034,1000
DRAFTKINGS INCCOM CL A26142R10436510,989SH OTR1,5010,9890
DRIL QUIP INCCOM2620371042819,437SH OTR1,209,4370
DRIL QUIP INCCOM26203710417566SH OTR1,405660
DRIL QUIP INCCOM26203710422722SH DFND172200
DRIVE SHACK INCCOM262077100608328,591SH OTR1,20328,5910
DROPBOX INCCL A26210C1042,13898,200SH OTR1,3098,2000
DROPBOX INCCL A26210C1041,87886,280SH OTR1,5086,2800
DROPBOX INCCL A26210C104281,298SH DFND11,29800
DSP GROUP INCCOM23332B10613813SH OTR1,408130
DSP GROUP INCCOM23332B10629718,722SH OTR1,5018,7220
DTE ENERGY COCOM2333311079598,921SH OTR1,208,9210
DTE ENERGY COCOM23333110711100SH OTR1,301000
DTE ENERGY COCOM2333311074604,279SH OTR1,404,2790
DUKE ENERGY CORP NEWCOM NEW26441C2045,75672,053SH OTR1,2072,0530
DUKE ENERGY CORP NEWCOM NEW26441C20436447SH OTR1,404470
DUKE ENERGY CORP NEWCOM NEW26441C2044946,187SH OTR1,506,1870
DUKE ENERGY CORP NEWCOM NEW26441C2045136,419SH DFND16,41900
DUKE REALTY CORPCOM NEW2644115054,959140,128SH OTR1,20140,1280
DUKE REALTY CORPCOM NEW2644115055130SH OTR1,401300
DUNKIN BRANDS GROUP INCCOM2655041001,56223,943SH OTR1,2023,9430
DUNKIN BRANDS GROUP INCCOM26550410039600SH OTR1,306000
DUNKIN BRANDS GROUP INCCOM2655041004817,380SH OTR1,507,3800
DUNKIN BRANDS GROUP INCCOM2655041007114SH DFND111400
DUPONT DE NEMOURS INCCOM26614N10259411,180SH OTR1011,1800
DUPONT DE NEMOURS INCCOM26614N1024,40182,834SH OTR1,2082,8340
DUPONT DE NEMOURS INCCOM26614N10295017,885SH OTR1,4017,8850
DUPONT DE NEMOURS INCCOM26614N10265812,389SH OTR1,5012,3890
DUPONT DE NEMOURS INCPUT26614N1023,29962,100SHCallOTR1000
DUPONT DE NEMOURS INCPUT26614N1023,46965,300SHCallOTR1000
DYNATRACE INCCOM2681501094100SH OTR1,301000
DYNATRACE INCCOM26815010924595SH OTR1,405950
DYNATRACE INCCOM2681501093518,655SH OTR1,508,6550
E TRADE FINANCIAL CORPCOM NEW2692464011,61132,400SH OTR1,2032,4000
EAGLE BANCORP INC MDCOM2689481061504,588SH OTR1,204,5880
EAGLE BANCORP INC MDCOM2689481061795,470SH OTR1,505,4700
EAGLE BANCORP INC MDCOM268948106922,807SH DFND12,80700
EAGLE MATERIALS INCCOM26969P10877211,001SH OTR1,2011,0010
EAGLE MATERIALS INCCOM26969P1081542,200SH OTR1,302,2000
EAGLE MATERIALS INCCOM26969P1081391,985SH OTR1,401,9850
EAGLE MATERIALS INCCOM26969P10819276SH DFND127600
EAST WEST BANCORP INCCOM27579R1041,10530,482SH OTR1,2030,4820
EAST WEST BANCORP INCCOM27579R104651,800SH OTR1,301,8000
EAST WEST BANCORP INCCOM27579R104371,010SH OTR1,401,0100
EAST WEST BANCORP INCCOM27579R10446812,912SH OTR1,5012,9120
EASTMAN CHEM COCOM2774321001,24217,830SH OTR1,2017,8300
EASTMAN CHEM COCOM2774321004115,900SH OTR1,305,9000
EASTMAN CHEM COCOM2774321004165,974SH OTR1,405,9740
EASTMAN CHEM COCOM27743210059853SH OTR1,508530
EATON CORP PLCSHSG291831036,56975,093SH OTR1,2075,0930
EATON CORP PLCSHSG2918310370800SH OTR1,308000
EATON CORP PLCSHSG291831038289,461SH OTR1,409,4610
EATON VANCE CORPCOM NON VTG27826510341710,800SH OTR1,3010,8000
EATON VANCE CORPCOM NON VTG2782651031473,796SH OTR1,403,7960
EATON VANCE CORPCOM NON VTG27826510341710,808SH OTR1,5010,8080
EBAY INC.COM2786421036,609126,006SH OTR1,20126,0060
EBAY INC.COM2786421032,08839,800SH OTR1,3039,8000
EBAY INC.COM2786421034,39983,869SH OTR1,5083,8690
EBAY INC.PUT2786421034,20180,100SHCallOTR1000
EBAY INC.PUT2786421033,44165,600SHCallOTR1000
ECHOSTAR CORPCL A27876810629410,517SH OTR1,2010,5170
ECHOSTAR CORPCL A27876810613473SH OTR1,404730
ECHOSTAR CORPCL A278768106953,401SH OTR1,503,4010
ECOLAB INCCOM27886510038192SH OTR101920
ECOLAB INCCOM2788651001,2536,300SH OTR1,306,3000
ECOLAB INCCOM278865100418SH OTR1,50180
ECOPETROL S ASPONSORED ADS279158109958,500SH OTR1,408,5000
ECOPETROL S ASPONSORED ADS279158109797,109SH OTR1,507,1090
EDISON INTLCOM2810201074348,000SH OTR1,308,0000
EDISON INTLCOM28102010745833SH OTR1,408330
EDISON INTLCOM2810201074979,148SH DFND19,14800
EDISON INTLPUT2810201073205,900SHCallOTR1000
EDISON INTLPUT2810201072504,600SHCallOTR1000
EDWARDS LIFESCIENCES CORPCOM28176E1083,16545,796SH OTR1,2045,7960
EDWARDS LIFESCIENCES CORPCOM28176E1082,04629,600SH OTR1,3029,6000
EDWARDS LIFESCIENCES CORPCOM28176E1081,27518,453SH OTR1,4018,4530
EDWARDS LIFESCIENCES CORPCOM28176E108891,295SH DFND11,29500
EHEALTH INCCOM28238P1096476,590SH OTR1,206,5900
EHEALTH INCCOM28238P1094915,000SH OTR1,305,0000
EIDOS THERAPEUTICS INCCOM28249H1041944,079SH OTR1,204,0790
EIDOS THERAPEUTICS INCCOM28249H10413280SH DFND128000
EL PASO ELEC COCOM NEW2836778545,27078,664SH OTR1,2078,6640
EL PASO ELEC COCOM NEW28367785413200SH OTR1,302000
EL POLLO LOCO HLDGS INCCOM26860310715110,210SH OTR1,2010,2100
ELANCO ANIMAL HEALTH INCCOM28414H10387140,600SH OTR1,2040,6000
ELANCO ANIMAL HEALTH INCCOM28414H103020SH OTR1,50200
ELANCO ANIMAL HEALTH INCCOM28414H1035241SH DFND124100
ELASTIC N VORD SHSN145061043,56338,641SH OTR1,2038,6410
ELASTIC N VORD SHSN145061044164,513SH OTR1,404,5130
ELDORADO GOLD CORP NEWCOM2849025091,094112,966SH OTR1,50112,9660
ELECTROCORE INCCOM28531P1036275,616SH OTR1,2075,6160
ELECTRONIC ARTS INCCALL2855121091,3079,900SHCallOTR1000
ELECTRONIC ARTS INCCALL2855121091,59812,100SHCallOTR1000
ELECTRONIC ARTS INCCOM2855121095,52041,806SH OTR1,2041,8060
ELECTRONIC ARTS INCCOM28551210979600SH OTR1,306000
ELECTRONIC ARTS INCCOM2855121091,2839,713SH OTR1,509,7130
ELEMENT SOLUTIONS INCCOM28618M10652047,934SH OTR1,2047,9340
ELEMENT SOLUTIONS INCCOM28618M106585,327SH OTR1,405,3270
ELEMENT SOLUTIONS INCCOM28618M106023SH OTR1,50230
ELEVATE CREDIT INCCOM28621V1017752,050SH OTR1,2052,0500
EMCOR GROUP INCCOM29084Q10089913,591SH OTR1,2013,5910
EMCOR GROUP INCCOM29084Q100881,338SH OTR1,401,3380
EMCOR GROUP INCCOM29084Q1003054,611SH OTR1,504,6110
EMCOR GROUP INCCOM29084Q10018265SH DFND126500
EMERALD HOLDING INCCOM29103W1045618,069SH OTR1,2018,0690
EMERGENT BIOSOLUTIONS INCCOM29089Q1056027,617SH OTR1,207,6170
EMERGENT BIOSOLUTIONS INCCOM29089Q105339SH OTR1,50390
EMERGENT BIOSOLUTIONS INCCOM29089Q105336SH DFND13600
EMERSON ELEC COCOM2910111046,832110,137SH OTR1,20110,1370
EMERSON ELEC COCOM2910111042794,500SH OTR1,304,5000
EMPIRE ST RLTY TR INCCL A2921041061,465209,354SH OTR1,20209,3540
EMPIRE ST RLTY TR INCCL A2921041061,066152,245SH OTR1,50152,2450
EMPLOYERS HOLDINGS INCCOM29221810433511,127SH OTR1,2011,1270
EMPLOYERS HOLDINGS INCCOM292218104256SH OTR1,40560
ENBRIDGE INCCALL29250N1051284,200SHCallOTR1000
ENBRIDGE INCCOM29250N1055176SH OTR101760
ENBRIDGE INCCOM29250N1052749,008SH OTR1,509,0080
ENCOMPASS HEALTH CORPCOM29261A1003,02248,800SH OTR1,3048,8000
ENCOMPASS HEALTH CORPCOM29261A1001672,693SH OTR1,402,6930
ENCOMPASS HEALTH CORPCOM29261A1003295,313SH OTR1,505,3130
ENCOMPASS HEALTH CORPCOM29261A10012198SH DFND119800
ENCORE WIRE CORPCOM292562105982,000SH OTR1,202,0000
ENCORE WIRE CORPCOM2925621051683,440SH OTR1,503,4400
ENCORE WIRE CORPCOM29256210526525SH DFND152500
ENDEAVOUR SILVER CORPCOM29258Y10314664,244SH OTR1,5064,2440
ENDURANCE INTL GROUP HLDGS ICOM29272B10510926,990SH OTR1,2026,9900
ENEL AMERICAS S ASPONSORED ADR29274F10418124,133SH OTR1,4024,1330
ENEL CHILE S.A.SPONSORED ADR29278D10571,779SH OTR1,501,7790
ENEL CHILE S.A.SPONSORED ADR29278D10532887,000SH DFND187,00000
ENERGIZER HLDGS INC NEWCOM29272W1091,03621,818SH OTR1,2021,8180
ENERGIZER HLDGS INC NEWCOM29272W1091663,500SH OTR1,303,5000
ENERGIZER HLDGS INC NEWCOM29272W109521,085SH OTR1,401,0850
ENERGIZER HLDGS INC NEWCOM29272W1099195SH DFND119500
ENERGOUS CORPCOM29272C103489173,251SH OTR1,20173,2510
ENERPLUS CORPCOM29276610212443,763SH OTR1,5043,7630
ENERSYSCOM29275Y1023845,965SH OTR1,205,9650
ENERSYSCOM29275Y1021702,640SH OTR1,402,6400
ENERSYSCOM29275Y10230469SH DFND146900
ENOVA INTL INCCOM29357K10332922,096SH OTR1,2022,0960
ENPHASE ENERGY INCCALL29355A1072054,300SHCallOTR1000
ENPHASE ENERGY INCCALL29355A107811,700SHCallOTR1000
ENPHASE ENERGY INCCOM29355A10711,032231,921SH OTR1,20231,9210
ENPHASE ENERGY INCCOM29355A10714300SH OTR1,303000
ENPHASE ENERGY INCCOM29355A10773915,532SH OTR1,4015,5320
ENPHASE ENERGY INCCOM29355A107248SH DFND14800
ENSCO JERSEY FIN LTDNOTE 3.000% 1/329359WAB16454,000,000SH DFND14,000,00000
ENSIGN GROUP INCCOM29358P1013197,627SH OTR1,207,6270
ENSIGN GROUP INCCOM29358P1012044,865SH OTR1,504,8650
ENTEGRIS INCCOM29362U1042,02034,200SH OTR1,3034,2000
ENTEGRIS INCCOM29362U10472512,280SH OTR1,5012,2800
ENTEGRIS INCCOM29362U10452881SH DFND188100
ENTERCOM COMMUNICATIONS CORPCL A29363910012691,115SH OTR1,2091,1150
ENTERGY CORP NEWCOM29364G1031,86519,885SH OTR1,2019,8850
ENTERGY CORP NEWCOM29364G1031,75418,700SH OTR1,3018,7000
ENTERGY CORP NEWCOM29364G10340429SH OTR1,404290
ENTERGY CORP NEWCOM29364G1034624,930SH OTR1,504,9300
ENTERGY CORP NEWCOM29364G10349520SH DFND152000
EOG RES INCCOM26875P1013266,429SH OTR106,4290
EOG RES INCCOM26875P1012,73754,028SH OTR1,2054,0280
EOG RES INCCOM26875P1011,55030,600SH OTR1,3030,6000
EOG RES INCCOM26875P1011813,563SH OTR1,403,5630
EOG RES INCCOM26875P10162012,232SH OTR1,5012,2320
EOG RES INCPUT26875P1011,16523,000SHCallOTR1000
EOG RES INCPUT26875P1011,55530,700SHCallOTR1000
EPAM SYS INCCOM29414B1041,7827,070SH OTR1,207,0700
EPAM SYS INCCOM29414B1041,6976,735SH OTR1,406,7350
EQUIFAX INCCALL29442910517100SHCallOTR1000
EQUIFAX INCCOM2944291056884,000SH OTR1,304,0000
EQUINIX INCCALL29444U700140200SHCallOTR1000
EQUINIX INCCALL29444U700211300SHCallOTR1000
EQUINIX INCCOM29444U7004158SH OTR10580
EQUINOX GOLD CORPCOM29446Y50257050,762SH OTR1,5050,7620
EQUITABLE HLDGS INCCOM29452E1011,20662,508SH OTR1,2062,5080
EQUITABLE HLDGS INCCOM29452E10191647,460SH OTR1,3047,4600
EQUITABLE HLDGS INCCOM29452E10119510,133SH OTR1,4010,1330
EQUITABLE HLDGS INCCOM29452E10190546,923SH OTR1,5046,9230
EQUITRANS MIDSTREAM CORPCOM29460010171986,513SH OTR1,2086,5130
EQUITRANS MIDSTREAM CORPCOM2946001011100SH OTR1,301000
EQUITRANS MIDSTREAM CORPCOM2946001015562SH DFND156200
EQUITY COMWLTHCOM SH BEN INT29462810268321,226SH OTR1,2021,2260
EQUITY COMWLTHCOM SH BEN INT29462810249415,352SH OTR1,5015,3520
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,03516,569SH OTR1,2016,5690
EQUITY LIFESTYLE PPTYS INCCOM29472R1085448,703SH OTR1,508,7030
EQUITY RESIDENTIALSH BEN INT29476L10711191SH OTR101910
EQUITY RESIDENTIALSH BEN INT29476L1072,34139,800SH OTR1,2039,8000
EQUITY RESIDENTIALSH BEN INT29476L107580SH OTR1,40800
EQUITY RESIDENTIALSH BEN INT29476L10768411,626SH OTR1,5011,6260
EROS INTL PLCSHS NEWG3788M11426182,535SH OTR1,5082,5350
ESSENT GROUP LTDCOMG3198U1021564,300SH OTR1,304,3000
ESSENT GROUP LTDCOMG3198U1022406,617SH OTR1,406,6170
ESSENTIAL UTILS INCCOM29670G102132SH OTR1,20320
ESSENTIAL UTILS INCCOM29670G1024100SH OTR1,301000
ESSENTIAL UTILS INCCOM29670G1022165,108SH DFND15,10800
ESSEX PPTY TR INCCOM2971781051,8568,100SH OTR1,208,1000
ESSEX PPTY TR INCCOM2971781052,0669,013SH OTR1,509,0130
ETF MANAGERS TRCALL26924G5081,287100,000SHCallDFND1000
ETHAN ALLEN INTERIORS INCCOM29760210422819,279SH OTR1,2019,2790
ETSY INCCOM29786A1068317,819SH OTR1,207,8190
ETSY INCCOM29786A106874SH DFND17400
ETSY INCPUT29786A1062442,300SHCallOTR1000
ETSY INCPUT29786A10642400SHCallOTR1000
EURONAV NV ANTWERPENSHSB38564108202,500SH OTR1,302,5000
EURONAV NV ANTWERPENSHSB38564108818100,385SH OTR1,50100,3850
EURONAV NV ANTWERPENSHSB38564108232,765SH DFND12,76500
EURONET WORLDWIDE INCCOM2987361098849,230SH OTR1,209,2300
EURONET WORLDWIDE INCCOM2987361095565,800SH OTR1,305,8000
EURONET WORLDWIDE INCCOM2987361091001,041SH OTR1,401,0410
EURONET WORLDWIDE INCCOM2987361096036,295SH OTR1,506,2950
EVERBRIDGE INCCOM29978A1048,92964,535SH OTR1,2064,5350
EVERBRIDGE INCCOM29978A1043792,742SH OTR1,402,7420
EVERCORE INCCLASS A29977A1052143,638SH OTR1,203,6380
EVERCORE INCCLASS A29977A1053185,400SH OTR1,305,4000
EVEREST RE GROUP LTDCOMG3223R1081,2205,916SH OTR1,205,9160
EVEREST RE GROUP LTDCOMG3223R1085462,650SH OTR1,302,6500
EVEREST RE GROUP LTDCOMG3223R10825119SH OTR1,401190
EVEREST RE GROUP LTDCOMG3223R108118574SH OTR1,505740
EVERGY INCCOM30034W1063,04251,300SH OTR1,2051,3000
EVERGY INCCOM30034W10631522SH OTR1,405220
EVERGY INCCOM30034W1062894,879SH OTR1,504,8790
EVERQUOTE INCCOM CL A30041R1082474,239SH OTR1,504,2390
EVERQUOTE INCCOM CL A30041R108116SH DFND11600
EVERSOURCE ENERGYCOM30040W108981,177SH OTR101,1770
EVERSOURCE ENERGYCOM30040W1081,06312,764SH OTR1,2012,7640
EXACT SCIENCES CORPCALL30063P105871,000SHCallOTR1000
EXACT SCIENCES CORPCALL30063P10552600SHCallOTR1000
EXACT SCIENCES CORPCOM30063P1051591,825SH OTR101,8250
EXACT SCIENCES CORPCOM30063P10513,135151,086SH OTR1,20151,0860
EXACT SCIENCES CORPCOM30063P1056527,500SH OTR1,307,5000
EXACT SCIENCES CORPCOM30063P10517197SH DFND119700
EXANTAS CAP CORPCOM NEW30068N105459173,280SH OTR1,20173,2800
EXANTAS CAP CORPCOM NEW30068N1050147SH OTR1,401470
EXANTAS CAP CORPCOM NEW30068N1052580SH OTR1,505800
EXELA TECHNOLOGIES INCCOM30162V1029401,695,649SHCallDFND1000
EXELA TECHNOLOGIES INCCOM30162V102148267,255SH OTR1,20267,2550
EXELIXIS INCCOM30161Q1042,31597,501SH OTR1,2097,5010
EXELIXIS INCCOM30161Q10439216,500SH OTR1,3016,5000
EXELIXIS INCCOM30161Q1046250SH OTR1,502500
EXELON CORPCOM30161N1013,22988,980SH OTR1,2088,9800
EXELON CORPCOM30161N1011263,482SH OTR1,403,4820
EXELON CORPCOM30161N10146712,864SH OTR1,5012,8640
EXELON CORPCOM30161N10139610,917SH DFND110,91700
EXPEDIA GROUP INCCOM NEW30212P3035,97172,638SH OTR1,2072,6380
EXPEDITORS INTL WASH INCCOM3021301091,54320,288SH OTR1,2020,2880
EXPEDITORS INTL WASH INCCOM3021301095537,273SH OTR1,507,2730
EXPERIENCE INVT CORPCOM CL A30217C1092,617262,500SH DFND1262,50000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20067160,000SH OTR1,2060,0000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2003224SH OTR1,402240
EXTERRAN CORPCOM30227H10610118,730SH OTR1,2018,7300
EXTERRAN CORPCOM30227H1065937SH OTR1,409370
EXTERRAN CORPCOM30227H1066712,508SH OTR1,5012,5080
EXTREME NETWORKS INCCOM30226D10612027,625SH OTR1,5027,6250
EXXON MOBIL CORPCALL30231G1024209,400SHCallOTR1000
EXXON MOBIL CORPCALL30231G1023407,600SHCallOTR1000
EXXON MOBIL CORPCOM30231G10219,897444,933SH OTR1,20444,9330
EXXON MOBIL CORPCOM30231G1021,26128,200SH OTR1,3028,2000
EXXON MOBIL CORPCOM30231G1021,02522,910SH OTR1,4022,9100
EYEPOINT PHARMACEUTICALS INCCOM30233G100110144,923SH OTR1,20144,9230
EZCORP INCCL A NON VTG3023011069815,572SH OTR1,2015,5720
EZCORP INCCL A NON VTG3023011066887SH OTR1,408870
F M C CORPCOM NEW3024913036856,879SH OTR1,206,8790
F M C CORPCOM NEW3024913033533,546SH OTR1,403,5460
F M C CORPCOM NEW3024913031491,500SH OTR1,501,5000
F N B CORPCOM30252010173397,735SH OTR1,2097,7350
F N B CORPCOM3025201011100SH OTR1,301000
F N B CORPCOM302520101131,780SH OTR1,401,7800
F N B CORPCOM3025201011,153153,709SH OTR1,50153,7090
F5 NETWORKS INCCOM3156161022,04314,650SH OTR1,2014,6500
F5 NETWORKS INCCOM3156161021,1027,900SH OTR1,307,9000
F5 NETWORKS INCCOM3156161025423,886SH OTR1,403,8860
F5 NETWORKS INCCOM3156161025964,272SH OTR1,504,2720
FACEBOOK INCCL A30303M10241181SH OTR101810
FACEBOOK INCCL A30303M1028523,750SH OTR1,303,7500
FACEBOOK INCCL A30303M1026,06826,722SH OTR1,5026,7220
FAIR ISAAC CORPCOM3032501049722,325SH OTR1,302,3250
FAIR ISAAC CORPCOM3032501041,2142,904SH OTR1,402,9040
FARFETCH LTDORD SH CL A30744W10765537,901SH OTR1,5037,9010
FARMLAND PARTNERS INCCOM31154R1097811,371SH OTR1,2011,3710
FASTENAL COCOM3119001043247,553SH OTR1,507,5530
FB FINL CORPCOM30257X10458723,692SH OTR1,2023,6920
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061,72120,201SH OTR1,2020,2010
FEDERATED HERMES INCCL B3142111031827,698SH OTR1,207,6980
FEDERATED HERMES INCCL B31421110326111,023SH OTR1,5011,0230
FEDEX CORPCOM31428X1061541,098SH OTR101,0980
FEDEX CORPCOM31428X1062,97021,181SH OTR1,2021,1810
FERRARI N VCOMN3167Y1039065,300SH OTR1,305,3000
FERRARI N VCOMN3167Y1031,2017,024SH OTR1,507,0240
FIAT CHRYSLER AUTOMOBILES NSHSN3173810237436,500SH OTR1,3036,5000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3031,24040,434SH OTR1,2040,4340
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3034,360142,200SH OTR1,30142,2000
FIDELITY NATL INFORMATION SVCOM31620M10613100SHCallOTR1000
FIDELITY NATL INFORMATION SVCOM31620M10694700SHCallOTR1000
FIDELITY NATL INFORMATION SVCOM31620M1069,86273,545SH OTR1,2073,5450
FIDELITY NATL INFORMATION SVCOM31620M1065,05537,700SH OTR1,3037,7000
FIESTA RESTAURANT GROUP INCCOM31660B1018413,150SH OTR1,2013,1500
FIESTA RESTAURANT GROUP INCCOM31660B101284,451SH OTR1,404,4510
FIFTH THIRD BANCORPCOM31677310045123,400SH OTR1,3023,4000
FIFTH THIRD BANCORPCOM316773100603,089SH OTR1,403,0890
FIFTH THIRD BANCORPCOM3167731001306,723SH OTR1,506,7230
FINVOLUTION GROUPSPONSORED ADS31810T1018949,432SH OTR1,2049,4320
FIRST AMERN FINL CORPCOM31847R10262412,999SH OTR1,2012,9990
FIRST AMERN FINL CORPCOM31847R1021,76236,700SH OTR1,3036,7000
FIRST AMERN FINL CORPCOM31847R1021322,753SH OTR1,402,7530
FIRST AMERN FINL CORPCOM31847R1022855,936SH OTR1,505,9360
FIRST BANCORP P RCOM NEW3186727064749SH OTR1,407490
FIRST BANCORP P RCOM NEW31867270626547,330SH OTR1,5047,3300
FIRST COMWLTH FINL CORP PACOM319829107799,582SH OTR1,209,5820
FIRST COMWLTH FINL CORP PACOM3198291075620SH OTR1,406200
FIRST COMWLTH FINL CORP PACOM31982910720725,014SH OTR1,5025,0140
FIRST CTZNS BANCSHARES INC NCL A31946M1038132,007SH OTR1,202,0070
FIRST FINANCIAL NORTHWEST INCOM32022K10212612,980SH OTR1,2012,9800
FIRST FINL BANCORP OHCOM320209109946,785SH OTR1,206,7850
FIRST FINL BANCORP OHCOM32020910915010,783SH OTR1,5010,7830
FIRST FINL BANKSHARESCOM32020R1091,12438,923SH OTR1,2038,9230
FIRST HAWAIIAN INCCOM32051X10833519,424SH OTR1,2019,4240
FIRST HAWAIIAN INCCOM32051X10826115,138SH OTR1,4015,1380
FIRST HAWAIIAN INCCOM32051X1085270SH OTR1,502700
FIRST HAWAIIAN INCCOM32051X1081729,958SH DFND19,95800
FIRST INDL RLTY TR INCCOM32054K1036,587171,350SH OTR1,20171,3500
FIRST INDL RLTY TR INCCOM32054K10339910,373SH OTR1,5010,3730
FIRST MAJESTIC SILVER CORPCOM32076V10329829,988SH OTR1,2029,9880
FIRST MAJESTIC SILVER CORPCOM32076V103565,640SH OTR1,505,6400
FIRST REP BK SAN FRANCISCO CCOM33616C1002,93227,667SH OTR1,2027,6670
FIRST REP BK SAN FRANCISCO CCOM33616C10021200SH OTR1,302000
FIRST REP BK SAN FRANCISCO CCOM33616C1002,47623,365SH OTR1,4023,3650
FIRSTCASH INCCOM33767D1051912,835SH OTR1,402,8350
FIRSTCASH INCCOM33767D10552772SH OTR1,507720
FIRSTENERGY CORPCOM337932107391,000SHCallOTR1000
FIRSTENERGY CORPCOM3379321073579,200SHCallOTR1000
FIRSTENERGY CORPCOM33793210740910,556SH OTR1010,5560
FIRSTENERGY CORPCOM3379321072,74270,696SH OTR1,2070,6960
FIRSTENERGY CORPCOM3379321072,86273,800SH OTR1,3073,8000
FIRSTENERGY CORPCOM3379321071443,713SH OTR1,403,7130
FIRSTENERGY CORPCOM3379321071,29633,420SH OTR1,5033,4200
FIRSTENERGY CORPCOM33793210732816SH DFND181600
FISERV INCCOM3377381083753,841SH OTR103,8410
FISERV INCCOM33773810819,895203,803SH OTR1,20203,8030
FISERV INCCOM3377381082,07021,200SH OTR1,3021,2000
FISERV INCCOM3377381083,56236,487SH OTR1,4036,4870
FISERV INCCOM33773810835361SH DFND136100
FIVE POINT HOLDINGS LLCCOM CL A33833Q10611023,918SH OTR1,2023,9180
FIVE9 INCCOM33830710110,86298,152SH OTR1,2098,1520
FIVE9 INCCOM3383071013433,100SH OTR1,303,1000
FIVE9 INCCOM3383071013112,813SH OTR1,402,8130
FLEETCOR TECHNOLOGIES INCCOM33904110525100SHCallOTR1000
FLEETCOR TECHNOLOGIES INCCOM33904110550200SHCallOTR1000
FLEETCOR TECHNOLOGIES INCCOM3390411058563,404SH OTR1,503,4040
FLEX LTDORDY2573F10255253,900SH OTR1,3053,9000
FLEX LTDORDY2573F102807,758SH OTR1,507,7580
FLEX LTDORDY2573F1025532SH DFND153200
FLEXSTEEL INDS INCCOM33938210322217,600SH OTR1,2017,6000
FLIR SYS INCCOM30244510198924,380SH OTR1,2024,3800
FLIR SYS INCCOM30244510186021,200SH OTR1,3021,2000
FLIR SYS INCCOM302445101511,260SH OTR1,401,2600
FLIR SYS INCCOM30244510192322,743SH OTR1,5022,7430
FLOOR & DECOR HLDGS INCCL A33975010164611,200SH OTR1,3011,2000
FLOOR & DECOR HLDGS INCCL A339750101115SH DFND11500
FLOTEK INDS INC DELCOM343389102145121,222SH OTR1,20121,2220
FLOWERS FOODS INCCOM34349810168230,491SH OTR1,2030,4910
FLOWERS FOODS INCCOM34349810137916,938SH OTR1,4016,9380
FLOWSERVE CORPCOM34354P10553718,833SH OTR1,2018,8330
FLOWSERVE CORPCOM34354P1051,06137,200SH OTR1,3037,2000
FLOWSERVE CORPCOM34354P10539113,725SH OTR1,4013,7250
FLOWSERVE CORPCOM34354P10535412,397SH OTR1,5012,3970
FLUENT INCCOM34380C1022513,822SH OTR1,2013,8220
FLUIDIGM CORP DELCOM34385P10815939,580SH OTR1,5039,5800
FLUOR CORP NEWCOM34341210241834,617SH OTR1,2034,6170
FLUOR CORP NEWCOM343412102181,500SH OTR1,301,5000
FLUOR CORP NEWCOM34341210241033,907SH OTR1,5033,9070
FLWS/1-800 FLOWERSCL A68243Q10660430,159SH OTR1,4030,1590
FLWS/1-800 FLOWERSCL A68243Q10625012,498SH OTR1,5012,4980
FLWS/1-800 FLOWERSCL A68243Q106693,446SH DFND13,44600
FLY LEASING LTDSPONSORED ADR34407D1098610,524SH OTR1,5010,5240
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910618297SH OTR1,402970
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191065088,194SH OTR1,508,1940
FOOT LOCKER INCCOM3448491041555,308SH OTR1,205,3080
FOOT LOCKER INCCOM34484910489930,831SH OTR1,4030,8310
FOOT LOCKER INCCOM344849104268SH DFND16800
FORD MTR CO DELCOM3453708608814,411SH OTR1014,4110
FORD MTR CO DELCOM34537086014323,538SH DFND123,53800
FORESCOUT TECHNOLOGIES INCCOM34553D1014,473210,985SH OTR1,20210,9850
FORESCOUT TECHNOLOGIES INCCOM34553D101984,600SH OTR1,304,6000
FORTINET INCCOM34959E10982600SHCallOTR1000
FORTINET INCCOM34959E1092061,500SHCallOTR1000
FORTINET INCCOM34959E10946336SH OTR103360
FORTINET INCCOM34959E1097,84257,126SH OTR1,2057,1260
FORTINET INCCOM34959E1093,07522,400SH OTR1,3022,4000
FORTINET INCCOM34959E1091,56211,376SH OTR1,5011,3760
FORTIVE CORPCOM34959J1082,46736,461SH OTR1,2036,4610
FORTIVE CORPCOM34959J1081,04515,441SH OTR1,4015,4410
FORTIVE CORPNOTE 0.875% 2/134959JAK41,3281,350,000SH DFND11,350,00000
FORTUNE BRANDS HOME & SEC INCOM34964C1061,76327,572SH OTR1,2027,5720
FORTUNE BRANDS HOME & SEC INCOM34964C10652807SH OTR1,408070
FORUM ENERGY TECHNOLOGIES INCOM34984V100246466,282SH OTR1,20466,2820
FOX CORPCL A COM35137L1051,07340,000SH OTR1,3040,0000
FOX CORPCL A COM35137L10537113,842SH DFND113,84200
FOX CORPCL B COM35137L20416601SH OTR1,406010
FRANCO NEV CORPCOM3518581054052,900SHCallOTR1000
FRANCO NEV CORPCOM35185810598700SHCallOTR1000
FRANCO NEV CORPCOM3518581051,0287,362SH OTR1,507,3620
FRANKLIN STR PPTYS CORPCOM35471R1068416,441SH OTR1,2016,4410
FRANKLIN STR PPTYS CORPCOM35471R1067715,149SH OTR1,5015,1490
FREEPORT-MCMORAN INCCL B35671D8571069,123SH OTR109,1230
FREEPORT-MCMORAN INCCL B35671D8572,285197,459SH OTR1,20197,4590
FREEPORT-MCMORAN INCCL B35671D85716514,300SH OTR1,3014,3000
FREEPORT-MCMORAN INCCL B35671D8571,265109,339SH OTR1,50109,3390
FRESH DEL MONTE PRODUCE INCORDG367381052128,626SH OTR1,208,6260
FRESH DEL MONTE PRODUCE INCORDG3673810524981SH DFND198100
FRONT YD RESIDENTIAL CORPCOM35904G1071,819209,075SH OTR1,20209,0750
FRONT YD RESIDENTIAL CORPCOM35904G10737142,691SH OTR1,5042,6910
FRONTLINE LTDSHS NEWG3682E1921100SH OTR1,301000
FRONTLINE LTDSHS NEWG3682E19236151,676SH OTR1,4051,6760
FRONTLINE LTDSHS NEWG3682E19246967,163SH OTR1,5067,1630
FTI CONSULTING INCCOM3029411097,72867,467SH OTR1,2067,4670
FTI CONSULTING INCCOM302941109109951SH OTR1,409510
FUELCELL ENERGY INCCOM35952H6011,150509,043SH OTR1,50509,0430
FULTON FINL CORP PACOM36027110043341,120SH OTR1,5041,1200
FULTON FINL CORP PACOM36027110013913,181SH DFND113,18100
FUTU HLDGS LTDSPON ADS CL A36118L10647920,221SH OTR1,5020,2210
GALILEO ACQUISITION CORPSHSG3770A10274975,600SH DFND175,60000
GALLAGHER ARTHUR J & COCOM3635761092,38524,469SH OTR1,2024,4690
GALLAGHER ARTHUR J & COCOM36357610968702SH OTR1,407020
GAMESTOP CORP NEWCL A36467W10926962,033SH OTR1,2062,0330
GAMESTOP CORP NEWCL A36467W10941094,578SH OTR1,5094,5780
GAMING & LEISURE PPTYS INCCOM36467J10870120,264SH OTR1,2020,2640
GAMING & LEISURE PPTYS INCCOM36467J1082286,594SH OTR1,506,5940
GAN LTDORD SHSG3728V10933913,309SH OTR1,5013,3090
GAP INCCOM3647601082,459194,868SH OTR1,20194,8680
GAP INCCOM3647601086500SH OTR1,305000
GARMIN LTDSHSH2906T1091,15011,791SH OTR1,2011,7910
GARMIN LTDSHSH2906T1096506,670SH OTR1,506,6700
GARTNER INCCOM3666511072,42720,000SH OTR1,3020,0000
GASLOG LTDSHSG3758510927096,100SH OTR1,2096,1000
GASLOG LTDSHSG375851090123SH OTR1,401230
GASLOG LTDSHSG3758510911340,169SH OTR1,5040,1690
GASLOG PARTNERS LPUNIT LTD PTNRPY2687W10833782,153SH OTR1,2082,1530
GATES INDUSTRIAL CORPRATIN PORD SHSG39108108959,259SH OTR1,209,2590
GATES INDUSTRIAL CORPRATIN PORD SHSG391081088799SH OTR1,407990
GCI LIBERTY INCCOM CLASS A36164V3051,91426,915SH OTR1,2026,9150
GCI LIBERTY INCCOM CLASS A36164V3052423,398SH OTR1,503,3980
GCP APPLIED TECHNOLOGIES INCCOM36164Y10142322,765SH OTR1,2022,7650
GCP APPLIED TECHNOLOGIES INCCOM36164Y10113679SH OTR1,406790
GCP APPLIED TECHNOLOGIES INCCOM36164Y1011307,019SH OTR1,507,0190
GENERAC HLDGS INCCOM3687361049,44077,424SH OTR1,2077,4240
GENERAC HLDGS INCCOM3687361042982,440SH OTR1,402,4400
GENERAL DYNAMICS CORPCOM3695501085,12734,302SH OTR1,2034,3020
GENERAL DYNAMICS CORPCOM36955010845300SH OTR1,303000
GENERAL ELECTRIC COCOM3696041031,036151,700SHCallOTR1000
GENERAL ELECTRIC COCOM3696041031,238181,200SHCallOTR1000
GENERAL ELECTRIC COCOM36960410327540,232SH OTR1040,2320
GENERAL ELECTRIC COCOM36960410310,5571,545,693SH OTR1,201,545,6930
GENERAL ELECTRIC COCOM3696041031,125164,700SH OTR1,30164,7000
GENERAL ELECTRIC COCOM3696041031,084158,656SH OTR1,40158,6560
GENERAL ELECTRIC COCOM3696041033,455505,851SH OTR1,50505,8510
GENERAL ELECTRIC COCOM369604103152,134SH DFND12,13400
GENERAL MLS INCCALL3703341044016,500SHCallOTR1000
GENERAL MLS INCCALL3703341042594,200SHCallOTR1000
GENERAL MLS INCCOM3703341042123,432SH OTR103,4320
GENERAL MLS INCCOM3703341044,78077,535SH OTR1,2077,5350
GENERAL MLS INCCOM37033410418300SH OTR1,303000
GENERAL MLS INCCOM37033410492815,046SH OTR1,4015,0460
GENERAL MLS INCCOM3703341043716,018SH OTR1,506,0180
GENERAL MLS INCCOM3703341042223,599SH DFND13,59900
GENERAL MOLY INCCOM370373102526,659SH OTR1,2026,6590
GENERAL MTRS COCALL37045V1002,28590,300SHCallOTR1000
GENERAL MTRS COCALL37045V1001,86073,500SHCallOTR1000
GENERAL MTRS COCOM37045V100602,375SH OTR102,3750
GENERAL MTRS COCOM37045V10011437SH OTR1,204370
GENERAL MTRS COCOM37045V1002,43496,200SH OTR1,3096,2000
GENERAL MTRS COCOM37045V1001877,403SH OTR1,407,4030
GENERAL MTRS COCOM37045V1001,02440,462SH OTR1,5040,4620
GENERAL MTRS COCOM37045V10088735,062SH DFND135,06200
GENESIS HEALTHCARE INCCL A COM37185X106139200,900SH OTR1,20200,9000
GENIUS BRANDS INTL INCCOM37229T3011,768785,865SH OTR1,50785,8650
GENPACT LIMITEDSHSG3922B1071,96853,883SH OTR1,2053,8830
GENPACT LIMITEDSHSG3922B107441,200SH OTR1,301,2000
GENPACT LIMITEDSHSG3922B10715421SH OTR1,404210
GENPACT LIMITEDSHSG3922B1071875,131SH OTR1,505,1310
GENTEX CORPCOM3719011091,44456,031SH OTR1,2056,0310
GENTEX CORPCOM3719011091686,500SH OTR1,306,5000
GENTEX CORPCOM37190110983732,476SH OTR1,4032,4760
GENTEX CORPCOM3719011091,76968,633SH OTR1,5068,6330
GENTEX CORPCOM3719011094147SH DFND114700
GENTHERM INCCOM37253A1032105,408SH DFND15,40800
GENUINE PARTS COCOM37246010595610,989SH OTR1,2010,9890
GENUINE PARTS COCOM372460105871,000SH OTR1,301,0000
GENWORTH FINL INCCOM CL A37247D1068034,600SH OTR1,2034,6000
GENWORTH FINL INCCOM CL A37247D106246106,340SH OTR1,50106,3400
GEO GROUP INC NEWCOM36162J10633628,400SH OTR1,2028,4000
GEO GROUP INC NEWCOM36162J106161SH OTR1,40610
GEO GROUP INC NEWCOM36162J106211,742SH OTR1,501,7420
GEOPARK LTDUSD SHSG38327105141,449SH OTR1,201,4490
GEOPARK LTDUSD SHSG38327105919,276SH OTR1,509,2760
GEOSPACE TECHNOLOGIES CORPCOM37364X10920527,205SH OTR1,2027,2050
GERDAU SASPON ADR REP PFD373737105862291,106SH OTR1,50291,1060
GIGCAPITAL2 INCCOM37503610050750,000SH DFND150,00000
GILDAN ACTIVEWEAR INCCOM37591610326417,043SH OTR1,5017,0430
GILDAN ACTIVEWEAR INCCOM3759161037429SH DFND142900
GILEAD SCIENCES INCCOM37555810313,289172,723SH OTR1,20172,7230
GILEAD SCIENCES INCCOM37555810311139SH OTR1,401390
GILEAD SCIENCES INCCOM37555810317219SH OTR1,502190
GLACIER BANCORP INC NEWCOM37637Q10545112,788SH OTR1,5012,7880
GLACIER BANCORP INC NEWCOM37637Q105451,262SH DFND11,26200
GLADSTONE INVT CORPCOM37654610718518,090SH OTR1,2018,0900
GLOBAL BLOOD THERAPEUTICS INCOM37890U1084,34568,833SH OTR1,2068,8330
GLOBAL BLOOD THERAPEUTICS INCOM37890U108352SH OTR1,40520
GLOBAL BLOOD THERAPEUTICS INCOM37890U108344SH DFND14400
GLOBAL PMTS INCCALL37940X1026283,700SHCallOTR1000
GLOBAL PMTS INCCALL37940X102153900SHCallOTR1000
GLOBAL PMTS INCCOM37940X10222,760134,183SH OTR1,20134,1830
GLOBAL PMTS INCCOM37940X1023,56221,000SH OTR1,3021,0000
GLOBAL PMTS INCCOM37940X1022781,638SH OTR1,401,6380
GLOBAL PMTS INCCOM37940X1021,1806,957SH OTR1,506,9570
GLOBANT S ACOML443851092551,700SH OTR1,301,7000
GLOBE LIFE INCCOM37959E1021,39518,795SH OTR1,2018,7950
GLOBE LIFE INCCOM37959E1021061,425SH OTR1,401,4250
GLOBE LIFE INCCOM37959E1027239,736SH OTR1,509,7360
GLOBE LIFE INCCOM37959E1021712,310SH DFND12,31000
GLOBUS MED INCCL A3795772085,244109,921SH OTR1,20109,9210
GLOBUS MED INCCL A37957720873115,317SH OTR1,4015,3170
GLOBUS MED INCCL A3795772081132,361SH OTR1,502,3610
GLOBUS MED INCCL A3795772081703,573SH DFND13,57300
GLU MOBILE INCCOM37989010624125,997SH OTR1,5025,9970
GLU MOBILE INCCOM379890106222,407SH DFND12,40700
GMS INCCOM36251C1036227SH OTR1,402270
GMS INCCOM36251C1032058,317SH OTR1,508,3170
GODADDY INCCL A3802371075,06769,100SH OTR1,3069,1000
GODADDY INCCL A3802371071,55521,199SH OTR1,5021,1990
GODADDY INCCL A3802371075847,959SH DFND17,95900
GOGO INCCOM38046C10916251,282SH OTR1,2051,2820
GOL LINHAS AEREAS INTELIGENTSPON ADR PFD NEW38045R20622332,855SH OTR1,5032,8550
GOLAR LNG LTDSHSG9456A10017624,356SH OTR1,2024,3560
GOLAR LNG LTDSHSG9456A100180SH OTR1,40800
GOLAR LNG LTDSHSG9456A100212,915SH OTR1,502,9150
GOLD RESOURCE CORPCOM38068T1058119,598SH OTR1,5019,5980
GOLDEN ENTMT INCCOM38101310120222,615SH OTR1,5022,6150
GOLUB CAP BDC INCCOM38173M10220417,529SH OTR1,5017,5290
GOOSEHEAD INS INCCOM CL A38267D1095056,714SH OTR1,506,7140
GORES HLDGS IV INCUNIT 02/01/20233828652021,874180,200SH DFND1180,20000
GRACE W R & CO DEL NEWCOM38388F1083637,152SH OTR1,207,1520
GRACE W R & CO DEL NEWCOM38388F1085100SH OTR1,301000
GRACE W R & CO DEL NEWCOM38388F10839759SH OTR1,407590
GRACE W R & CO DEL NEWCOM38388F1081883,703SH OTR1,503,7030
GRACO INCCOM3841091044,13786,213SH OTR1,2086,2130
GRACO INCCOM3841091043036,308SH OTR1,406,3080
GRACO INCCOM384109104115SH DFND11500
GRAHAM HLDGS COCOM CL B3846371046852,000SH OTR1,202,0000
GRAINGER W W INCCOM3848021041,7915,700SH OTR1,305,7000
GRAINGER W W INCCOM3848021048362,660SH OTR1,502,6600
GRAND CANYON ED INCCOM38526M1068369,239SH OTR1,209,2390
GRAND CANYON ED INCCOM38526M10654600SH OTR1,306000
GRAND CANYON ED INCCOM38526M106338SH OTR1,40380
GRAND CANYON ED INCCOM38526M1062873,174SH OTR1,503,1740
GRAPHIC PACKAGING HLDG COCOM38868910151336,692SH OTR1,2036,6920
GRAPHIC PACKAGING HLDG COCOM388689101402,869SH DFND12,86900
GREAT WESTN BANCORP INCCOM3914161041279,210SH OTR1,209,2100
GREAT WESTN BANCORP INCCOM391416104151,095SH OTR1,401,0950
GREEN PLAINS INCCOM39322210412612,336SH OTR1,2012,3360
GREENLIGHT CAPITAL RE LTDCLASS AG4095J10919429,793SH OTR1,2029,7930
GREENLIGHT CAPITAL RE LTDCLASS AG4095J1092331SH OTR1,403310
GROCERY OUTLET HLDG CORPCOM39874R1011,28031,378SH OTR1,2031,3780
GROUP 1 AUTOMOTIVE INCCOM3989051091912,896SH OTR1,202,8960
GROUP 1 AUTOMOTIVE INCCOM3989051097100SH OTR1,401000
GROUP 1 AUTOMOTIVE INCCOM3989051092924,433SH OTR1,504,4330
GROUP 1 AUTOMOTIVE INCCOM3989051091081,631SH DFND11,63100
GROUPON INCCOM NEW3994732061055,769SH OTR1,405,7690
GROUPON INCCOM NEW39947320619810,912SH OTR1,5010,9120
GROWGENERATION CORPCOM39986L10919328,147SH OTR1,5028,1470
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W1018018,459SH OTR1,5018,4590
GRUPO SUPERVIELLE S.A.SPONSORED ADR40054A1082210,018SH OTR1,4010,0180
GRUPO SUPERVIELLE S.A.SPONSORED ADR40054A10831,295SH OTR1,501,2950
GRUPO TELEVISA SASPON ADR REP ORD40049J2065900SH OTR1,409000
GRUPO TELEVISA SASPON ADR REP ORD40049J20626550,582SH OTR1,5050,5820
GTT COMMUNICATIONS INCCOM362393100708,600SH OTR1,208,6000
GTT COMMUNICATIONS INCCOM36239310016620,290SH OTR1,5020,2900
GUARDANT HEALTH INCCOM40131M1095847,200SH OTR1,307,2000
GUARDANT HEALTH INCCOM40131M1092342,884SH OTR1,502,8840
GUARDANT HEALTH INCCOM40131M1098100SH DFND110000
GUESS INCCOM40161710510410,757SH OTR1,2010,7570
GUESS INCCOM40161710525526,400SH OTR1,3026,4000
GUESS INCCOM401617105252,610SH OTR1,402,6100
GUESS INCCOM401617105394,039SH OTR1,504,0390
GUIDEWIRE SOFTWARE INCCOM40171V1001,49013,441SH OTR1,2013,4410
GUIDEWIRE SOFTWARE INCCOM40171V1002111,899SH OTR1,401,8990
GULFPORT ENERGY CORPCOM NEW402635304376344,769SH OTR1,20344,7690
GULFPORT ENERGY CORPCOM NEW40263530454,399SH DFND14,39900
HAEMONETICS CORPCOM4050241007,47583,460SH OTR1,2083,4600
HAEMONETICS CORPCOM4050241005826,500SH OTR1,306,5000
HAEMONETICS CORPCOM4050241001141,277SH OTR1,401,2770
HAIN CELESTIAL GROUP INCCOM4052171001,19037,750SH OTR1,2037,7500
HAIN CELESTIAL GROUP INCCOM405217100421,346SH OTR1,401,3460
HAIN CELESTIAL GROUP INCCOM40521710028885SH DFND188500
HALLADOR ENERGY COMPANYCOM40609P1053147,350SH OTR1,2047,3500
HALLIBURTON COCOM406216101251,900SH OTR1,301,9000
HALLIBURTON COCOM40621610156443,456SH OTR1,4043,4560
HALLMARK FINL SVCS INC ECCOM NEW40624Q20323467,179SH OTR1,2067,1790
HAMILTON LANE INCCL A4074971063395,028SH OTR1,505,0280
HANCOCK WHITNEY CORPORATIONCOM41012010931614,919SH OTR1,2014,9190
HANCOCK WHITNEY CORPORATIONCOM41012010915731SH OTR1,407310
HANCOCK WHITNEY CORPORATIONCOM410120109281,313SH OTR1,501,3130
HANCOCK WHITNEY CORPORATIONCOM410120109432,041SH DFND12,04100
HANESBRANDS INCCOM41034510270262,156SH OTR1,2062,1560
HANESBRANDS INCCOM41034510220718,306SH OTR1,4018,3060
HANMI FINL CORPCOM NEW41049520410811,077SH OTR1,5011,0770
HANOVER INS GROUP INCCOM4108671051,09010,758SH OTR1,2010,7580
HANOVER INS GROUP INCCOM4108671054614,548SH OTR1,404,5480
HARLEY DAVIDSON INCCOM4128221085211SH OTR1,202110
HARLEY DAVIDSON INCCOM41282210880133,700SH OTR1,3033,7000
HARLEY DAVIDSON INCCOM4128221081837,678SH OTR1,407,6780
HARSCO CORPCOM41586410719014,032SH OTR1,2014,0320
HARSCO CORPCOM415864107805,926SH OTR1,505,9260
HARTFORD FINL SVCS GROUP INCCOM4165151041,81347,021SH OTR1,2047,0210
HARTFORD FINL SVCS GROUP INCCOM41651510465116,900SH OTR1,3016,9000
HARTFORD FINL SVCS GROUP INCCOM41651510438810,070SH OTR1,4010,0700
HARTFORD FINL SVCS GROUP INCCOM41651510478420,343SH OTR1,5020,3430
HARTFORD FINL SVCS GROUP INCCOM41651510421546SH DFND154600
HASBRO INCCOM4180561072,21329,523SH OTR1,2029,5230
HASBRO INCCOM4180561071201,600SH OTR1,301,6000
HASBRO INCCOM418056107781,040SH OTR1,401,0400
HAWAIIAN ELEC INDUSTRIESCOM41987010055415,376SH OTR1,2015,3760
HAWAIIAN ELEC INDUSTRIESCOM419870100862,376SH OTR1,402,3760
HAWAIIAN ELEC INDUSTRIESCOM41987010025683SH DFND168300
HAWAIIAN HOLDINGS INCCOM41987910116011,409SH OTR1,5011,4090
HAYMAKER ACQUISITION CORP IICOM CL A42087L10125925,000SH DFND125,00000
HAYNES INTERNATIONAL INCCOM NEW42087720124110,336SH OTR1,2010,3360
HCA HEALTHCARE INCCOM40412C1013,69438,063SH OTR1,2038,0630
HCA HEALTHCARE INCCOM40412C10110100SH OTR1,401000
HCA HEALTHCARE INCCOM40412C1014794,938SH OTR1,504,9380
HD SUPPLY HLDGS INCCOM40416M10573221,125SH OTR1,2021,1250
HD SUPPLY HLDGS INCCOM40416M1051,35839,200SH OTR1,3039,2000
HD SUPPLY HLDGS INCCOM40416M105399SH DFND19900
HEALTHCARE MERGER CORPCOM CL A42227L10258958,800SH DFND158,80000
HEALTHEQUITY INCCOM42226A1072764,700SH OTR1,304,7000
HEALTHEQUITY INCCOM42226A107470SH DFND17000
HEALTHSTREAM INCCOM42222N1031054,749SH OTR1,204,7490
HEALTHSTREAM INCCOM42222N103298SH OTR1,40980
HEALTHSTREAM INCCOM42222N1031305,884SH OTR1,505,8840
HEARTLAND EXPRESS INCCOM4223471041306,239SH OTR1,206,2390
HEARTLAND EXPRESS INCCOM422347104251,186SH OTR1,401,1860
HEARTLAND EXPRESS INCCOM42234710417810SH OTR1,508100
HEARTLAND EXPRESS INCCOM4223471041135,433SH DFND15,43300
HECLA MNG COCOM4227041069830,107SH OTR1,5030,1070
HECLA MNG COCOM4227041069830,000SH DFND130,00000
HEICO CORP NEWCL A4228062081,46618,040SH OTR1,2018,0400
HEICO CORP NEWCL A422806208450SH OTR1,40500
HEICO CORP NEWCOM4228061092,48424,929SH OTR1,2024,9290
HEICO CORP NEWCOM42280610957577SH DFND157700
HELIX ENERGY SOLUTIONS GRP ICOM42330P107479137,950SH OTR1,50137,9500
HELMERICH & PAYNE INCCOM4234521013,472177,944SH OTR1,20177,9440
HELMERICH & PAYNE INCCOM42345210128114,400SH OTR1,3014,4000
HELMERICH & PAYNE INCCOM42345210111564SH OTR1,405640
HELMERICH & PAYNE INCCOM42345210114720SH OTR1,507200
HELMERICH & PAYNE INCCOM42345210123412,000SH DFND112,00000
HEMISPHERE MEDIA GROUP INCCL A42365Q10311011,217SH OTR1,2011,2170
HENRY JACK & ASSOC INCCOM4262811016,20633,723SH OTR1,2033,7230
HENRY JACK & ASSOC INCCOM4262811016813,700SH OTR1,303,7000
HENRY JACK & ASSOC INCCOM4262811013051,660SH OTR1,401,6600
HENRY JACK & ASSOC INCCOM42628110125134SH OTR1,501340
HENRY SCHEIN INCCOM8064071021,42024,314SH OTR1,2024,3140
HENRY SCHEIN INCCOM8064071025379,200SH OTR1,309,2000
HENRY SCHEIN INCCOM8064071022684,586SH OTR1,404,5860
HERBALIFE NUTRITION LTDCOM SHSG4412G101491,100SH OTR1,301,1000
HERBALIFE NUTRITION LTDCOM SHSG4412G1014139,188SH OTR1,509,1880
HERCULES CAPITAL INCCOM42709650817716,944SH DFND116,94400
HERSHA HOSPITALITY TRPR SHS BEN INT4278255008214,254SH OTR1,2014,2540
HERSHA HOSPITALITY TRPR SHS BEN INT42782550019734,167SH OTR1,5034,1670
HERSHEY COCOM4278661089857,600SHCallOTR1000
HERSHEY COCOM4278661081,49111,500SHCallOTR1000
HERSHEY COCOM4278661084533,497SH OTR103,4970
HERSHEY COCOM4278661082,18816,883SH OTR1,2016,8830
HERSHEY COCOM4278661087495,782SH OTR1,505,7820
HESS CORPCOM42809H10741800SHCallOTR1000
HESS CORPCOM42809H1071042,000SHCallOTR1000
HESS CORPCOM42809H10712238SH OTR102380
HESS CORPCOM42809H1071,90836,824SH OTR1,2036,8240
HESS CORPCOM42809H1071,12921,800SH OTR1,3021,8000
HESS CORPCOM42809H1071863,590SH OTR1,403,5900
HEWLETT PACKARD ENTERPRISE CCOM42824C109868,835SH OTR1,408,8350
HEWLETT PACKARD ENTERPRISE CCOM42824C109515,222SH DFND15,22200
HEXCEL CORP NEWCOM4282911081,72638,168SH OTR1,2038,1680
HEXCEL CORP NEWCOM4282911082595,719SH OTR1,405,7190
HEXO CORPCOM428304109127173,802SH OTR1,50173,8020
HIGHPOINT RES CORPCOM43114K108185625,646SH OTR1,20625,6460
HIGHWOODS PPTYS INCCOM4312841083559,500SH OTR1,209,5000
HIGHWOODS PPTYS INCCOM43128410878721,082SH OTR1,5021,0820
HILLENBRAND INCCOM4315711082318,542SH OTR1,208,5420
HILLENBRAND INCCOM4315711085200SH OTR1,402000
HILLTOP HOLDINGS INCCOM43274810124513,255SH OTR1,5013,2550
HILTON WORLDWIDE HLDGS INCCOM43300A2031842,500SHCallOTR1000
HILTON WORLDWIDE HLDGS INCCOM43300A2037100SHCallOTR1000
HILTON WORLDWIDE HLDGS INCCOM43300A20337510SH OTR105100
HILTON WORLDWIDE HLDGS INCCOM43300A2034,17656,852SH OTR1,2056,8520
HILTON WORLDWIDE HLDGS INCCOM43300A2031,50620,500SH OTR1,3020,5000
HILTON WORLDWIDE HLDGS INCCOM43300A203731,000SH OTR1,401,0000
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P1065112,365SH OTR1,5012,3650
HNI CORPCOM4042511002839,262SH OTR1,209,2620
HNI CORPCOM404251100381,255SH OTR1,401,2550
HOLLYFRONTIER CORPCOM43610610853218,211SH OTR1,2018,2110
HOLLYFRONTIER CORPCOM43610610833611,500SH OTR1,3011,5000
HOLLYFRONTIER CORPCOM43610610858219,934SH OTR1,4019,9340
HOLLYFRONTIER CORPCOM436106108722,482SH DFND12,48200
HOLLYSYS AUTOMATION TCHNGY LSHSG4566710517413,089SH OTR1,5013,0890
HOME BANCSHARES INCCOM43689320027417,834SH OTR1,2017,8340
HOME DEPOT INCCOM4370761021,4535,800SHCallOTR1000
HOME DEPOT INCCOM4370761021,4285,700SHCallOTR1000
HOME DEPOT INCCOM43707610213,78655,031SH OTR1,2055,0310
HOME DEPOT INCCOM4370761026092,433SH OTR1,402,4330
HOME DEPOT INCCOM4370761023,05912,210SH OTR1,5012,2100
HONEYWELL INTL INCCOM4385161062,63218,200SHCallOTR1000
HONEYWELL INTL INCCOM4385161062,22715,400SHCallOTR1000
HONEYWELL INTL INCCOM43851610613,68094,612SH OTR1,2094,6120
HONEYWELL INTL INCCOM4385161063472,400SH OTR1,302,4000
HONEYWELL INTL INCCOM4385161061911,323SH OTR1,401,3230
HONEYWELL INTL INCCOM4385161068876,135SH OTR1,506,1350
HOPE BANCORP INCCOM43940T10923825,829SH OTR1,2025,8290
HOPE BANCORP INCCOM43940T109161,696SH OTR1,401,6960
HOPE BANCORP INCCOM43940T10936239,236SH OTR1,5039,2360
HOPE BANCORP INCCOM43940T109889,496SH DFND19,49600
HOPE BANCORP INCNOTE 2.000% 5/143940TAB52,4793,000,000SH DFND13,000,00000
HORIZON THERAPEUTICS PUB LTDSHSG461881015029,030SH OTR1,409,0300
HORMEL FOODS CORPCOM4404521004,51393,502SH OTR1,2093,5020
HORMEL FOODS CORPCOM4404521005100SH OTR1,301000
HORMEL FOODS CORPCOM4404521001232,547SH OTR1,402,5470
HORMEL FOODS CORPCOM440452100591,224SH DFND11,22400
HOST HOTELS & RESORTS INCCOM44107P1046,457598,401SH OTR1,20598,4010
HOST HOTELS & RESORTS INCCOM44107P1042200SH OTR1,402000
HOUGHTON MIFFLIN HARCOURT COCOM44157R10915384,517SH OTR1,2084,5170
HOULIHAN LOKEY INCCL A4415931004297,717SH OTR1,507,7170
HOWARD HUGHES CORPCOM44267D1073827,360SH OTR1,207,3600
HOWARD HUGHES CORPCOM44267D1075100SH OTR1,401000
HOWARD HUGHES CORPCOM44267D10721400SH DFND140000
HOWMET AEROSPACE INCCOM4432011081,30082,000SH OTR1,3082,0000
HP INCCOM40434L10525714,725SH OTR1014,7250
HP INCCOM40434L1053,469199,044SH OTR1,50199,0440
HSBC HLDGS PLCSPON ADR NEW40428040699842,793SH OTR1,5042,7930
HUBBELL INCCOM4435106071,38911,077SH OTR1,2011,0770
HUBBELL INCCOM4435106071881,500SH OTR1,301,5000
HUBBELL INCCOM44351060724193SH OTR1,401930
HUBSPOT INCCOM4435731008974,000SH OTR1,304,0000
HUBSPOT INCCOM4435731003291,466SH OTR1,501,4660
HUDBAY MINERALS INCCOM44362810213845,388SH OTR1,5045,3880
HUDSON LTDCOM CL AG4640810381,698SH OTR1,401,6980
HUDSON LTDCOM CL AG4640810320942,851SH OTR1,5042,8510
HUDSON PAC PPTYS INCCOM44409710950119,924SH OTR1,2019,9240
HUMANA INCCOM444859102116300SHCallOTR1000
HUMANA INCCOM44485910239100SHCallOTR1000
HUMANA INCCOM4448591024,77312,310SH OTR1,2012,3100
HUMANA INCCOM4448591023,2938,492SH OTR1,508,4920
HUNT J B TRANS SVCS INCCOM4456581078707,233SH OTR1,207,2330
HUNT J B TRANS SVCS INCCOM44565810712100SH OTR1,301000
HUNTINGTON BANCSHARES INCCOM4461501041,173129,850SH OTR1,20129,8500
HUNTINGTON BANCSHARES INCCOM4461501049310,300SH OTR1,3010,3000
HUNTINGTON INGALLS INDS INCCOM446413106136780SH OTR1,207800
HUNTINGTON INGALLS INDS INCCOM446413106122700SH OTR1,307000
HUNTINGTON INGALLS INDS INCCOM4464131062231,280SH OTR1,401,2800
HUNTINGTON INGALLS INDS INCCOM4464131063962,270SH OTR1,502,2700
HUNTSMAN CORPCOM4470111071,22668,200SH OTR1,2068,2000
HUNTSMAN CORPCOM4470111071045,800SH OTR1,305,8000
HUNTSMAN CORPCOM4470111071166,470SH OTR1,406,4700
HUNTSMAN CORPCOM44701110741923,342SH OTR1,5023,3420
HUYA INCADS REP SHS A44852D10820611,013SH OTR1,5011,0130
HYATT HOTELS CORPCOM CL A4485791021,83436,475SH OTR1,2036,4750
HYATT HOTELS CORPCOM CL A44857910250310,000SH OTR1,3010,0000
HYATT HOTELS CORPCOM CL A4485791022745,446SH OTR1,505,4460
HYATT HOTELS CORPCOM CL A4485791029187SH DFND118700
IAA INCCOM4492531032,41062,487SH OTR1,2062,4870
IAA INCCOM44925310365617,000SH OTR1,3017,0000
IAA INCCOM44925310327710SH OTR1,407100
IAMGOLD CORPCOM4509131082,182550,528SH OTR1,50550,5280
IBERIABANK CORPCOM45082810848010,536SH OTR1,5010,5360
IBERIABANK CORPCOM450828108114SH DFND11400
ICON PLCSHSG4705A1002021,200SH OTR1,301,2000
ICU MED INCCOM44930G10701SH OTR1,4010
ICU MED INCCOM44930G1076203,365SH OTR1,503,3650
IDACORP INCCOM4511071064705,384SH OTR1,205,3840
IDACORP INCCOM4511071061271,449SH DFND11,44900
IDEANOMICS INCCOM45166V106988491,400SH OTR1,20491,4000
IDEANOMICS INCCOM45166V106211105,057SH OTR1,50105,0570
IDEX CORPCOM45167R1044,14126,201SH OTR1,2026,2010
IDEX CORPCOM45167R104107674SH OTR1,406740
IHS MARKIT LTDSHSG475671051,35917,997SH OTR1,2017,9970
II-VI INCCOM9021041081,22826,000SH OTR1,3026,0000
II-VI INCCOM9021041081,01821,563SH OTR1,4021,5630
ILLINOIS TOOL WKS INCCOM4523081095,56131,805SH OTR1,2031,8050
ILLUMINA INCCOM452327109148400SHCallOTR1000
ILLUMINA INCCOM45232710976206SH OTR1,402060
IMAX CORPCOM45245E109242,184SH OTR1,402,1840
IMAX CORPCOM45245E1091059,411SH OTR1,509,4110
IMMERSION CORPCOM45252110718329,300SH OTR1,2029,3000
IMMERSION CORPCOM452521107355,627SH OTR1,405,6270
IMMERSION CORPCOM4525211079915,882SH OTR1,5015,8820
IMMUNOMEDICS INCCOM4529071089,053255,439SH OTR1,20255,4390
IMMUNOMEDICS INCCOM4529071085136SH OTR1,401360
IMMUNOMEDICS INCCOM4529071084115SH OTR1,501150
IMMUNOMEDICS INCCOM452907108011SH DFND11100
IMPERIAL OIL LTDCOM NEW45303840839724,761SH OTR1,5024,7610
INCYTE CORPCOM45337C10212118SH OTR101180
INCYTE CORPCOM45337C1027076,800SH OTR1,306,8000
INDEPENDENCE CONTRACT DRILLICOM4534156065413,864SH OTR1,2013,8640
INDEPENDENT BANK CORP MASSCOM4538361082653,952SH OTR1,203,9520
INDEPENDENT BANK CORP MASSCOM45383610820301SH OTR1,403010
INFINERA CORPCOM45667G1031,053177,948SH OTR1,20177,9480
INFINERA CORPCOM45667G103233,893SH OTR1,403,8930
INFOSYS LTDSPONSORED ADR45678810867669,985SH OTR1,4069,9850
INGERSOLL RAND INCCOM45687V1063,292117,054SH OTR1,20117,0540
INGERSOLL RAND INCCOM45687V10631211,100SH OTR1,3011,1000
INGERSOLL RAND INCCOM45687V1061,50553,509SH OTR1,4053,5090
INGERSOLL RAND INCCOM45687V10651118,165SH OTR1,5018,1650
INGEVITY CORPCOM45688C10784616,100SH OTR1,3016,1000
INGEVITY CORPCOM45688C1071332,536SH OTR1,502,5360
INGEVITY CORPCOM45688C10733628SH DFND162800
INGREDION INCCOM4571871026247,516SH OTR1,207,5160
INGREDION INCCOM4571871024014,828SH OTR1,504,8280
INNERWORKINGS INCCOM45773Y105136102,850SH OTR1,20102,8500
INNOSPEC INCCOM45768S1053234,186SH OTR1,504,1860
INNOVIVA INCCOM45781M101694,937SH OTR1,404,9370
INNOVIVA INCCOM45781M1011289,139SH DFND19,13900
INPHI CORPCOM45772F10717,422148,272SH OTR1,20148,2720
INPHI CORPCOM45772F1079057,700SH OTR1,307,7000
INPHI CORPCOM45772F1074543,867SH OTR1,403,8670
INPHI CORPCOM45772F1077836,660SH OTR1,506,6600
INSPERITY INCCOM45778Q1072483,828SH OTR1,203,8280
INSPERITY INCCOM45778Q1074607,110SH OTR1,507,1100
INSPIRED ENTMT INCCOM45782N1086121,150SH OTR1,2021,1500
INSULET CORPCOM45784P1012,94115,139SH OTR1,2015,1390
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852083,26469,453SH OTR1,2069,4530
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852083747,958SH OTR1,407,9580
INTEL CORPCOM4581401001292,152SH OTR102,1520
INTEL CORPCOM45814010024,941416,863SH OTR1,20416,8630
INTEL CORPCOM4581401001262,100SH OTR1,302,1000
INTEL CORPCOM4581401004036,739SH OTR1,406,7390
INTEL CORPCOM4581401006,141102,633SH OTR1,50102,6330
INTEL CORPCOM4581401002814,700SH DFND14,70000
INTER PARFUMS INCCOM4583341092324,824SH OTR1,504,8240
INTERACTIVE BROKERS GROUP INCOM CL A45841N10753012,679SH OTR1,2012,6790
INTERCONTINENTAL EXCHANGE INCOM45866F1041561,700SHCallOTR1000
INTERCONTINENTAL EXCHANGE INCOM45866F1049100SHCallOTR1000
INTERCONTINENTAL EXCHANGE INCOM45866F1043,60539,352SH OTR1,2039,3520
INTERCONTINENTAL EXCHANGE INCOM45866F1042202,400SH OTR1,302,4000
INTERCONTINENTAL EXCHANGE INCOM45866F1041,06311,602SH OTR1,5011,6020
INTERCONTINENTAL EXCHANGE INCOM45866F1042152,348SH DFND12,34800
INTERDIGITAL INCCOM45867G1013195,626SH OTR1,205,6260
INTERDIGITAL INCCOM45867G1014207,414SH OTR1,507,4140
INTERFACE INCCOM458665304475,728SH OTR1,205,7280
INTERFACE INCCOM45866530410312,680SH OTR1,5012,6800
INTERNATIONAL BANCSHARES CORCOM45904410352716,469SH OTR1,2016,4690
INTERNATIONAL BANCSHARES CORCOM45904410305SH OTR1,4050
INTERNATIONAL BANCSHARES CORCOM4590441031173,648SH OTR1,503,6480
INTERNATIONAL BUSINESS MACHSCOM45920010114,314118,524SH OTR1,20118,5240
INTERNATIONAL BUSINESS MACHSCOM4592001012,44020,200SH OTR1,3020,2000
INTERNATIONAL BUSINESS MACHSCOM4592001011,66913,816SH OTR1,4013,8160
INTERNATIONAL BUSINESS MACHSCOM4592001013933,255SH OTR1,503,2550
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,51212,344SH OTR1,2012,3440
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,79114,623SH OTR1,4014,6230
INTERNATIONAL MNY EXPRESS INCOM46005L10112810,250SH OTR1,2010,2500
INTERNATIONAL SEAWAYS INCCOMY41053102573,500SH OTR1,203,5000
INTERNATIONAL SEAWAYS INCCOMY410531021026,219SH OTR1,406,2190
INTERNATIONAL SEAWAYS INCCOMY4105310217110,469SH OTR1,5010,4690
INTERPUBLIC GROUP COS INCCOM46069010066738,895SH OTR1,2038,8950
INTERPUBLIC GROUP COS INCCOM460690100794,600SH OTR1,304,6000
INTERPUBLIC GROUP COS INCCOM460690100673,932SH OTR1,403,9320
INTERPUBLIC GROUP COS INCCOM460690100281,647SH DFND11,64700
INTL PAPER COCOM4601461031,59345,243SH OTR1,2045,2430
INTL PAPER COCOM460146103571,612SH OTR1,401,6120
INTUITCOM4612021031,7665,961SH OTR1,505,9610
INTUITIVE SURGICAL INCCOM NEW46120E602513900SHCallOTR1000
INTUITIVE SURGICAL INCCOM NEW46120E602456800SHCallOTR1000
INTUITIVE SURGICAL INCCOM NEW46120E602136239SH OTR102390
INTUITIVE SURGICAL INCCOM NEW46120E60271125SH OTR1,301250
INVACARE CORPCOM461203101457,019SH OTR1,407,0190
INVACARE CORPCOM461203101599,335SH OTR1,509,3350
INVESCO EXCH TRADED FD TR IIS&P500 LOW VOL46138E3548,767176,472SH OTR1,20176,4720
INVESCO EXCH TRADED FD TR IIS&P500 LOW VOL46138E3546,832137,525SH DFND1137,52500
INVESCO EXCHANGE TRADED FD TS&P500 EQL WGT46137V35711,326111,306SH OTR1,20111,3060
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,404375,278SH OTR1,50375,2780
INVESCO QQQ TRUNIT SER 146090E1033,19412,900SHCallOTR1000
INVESCO QQQ TRUNIT SER 146090E1032,60010,500SHCallOTR1000
INVESCO QQQ TRUNIT SER 146090E103101,887411,500SHCallDFND1000
INVESTORS BANCORP INC NEWCOM46146L10164776,074SH OTR1,5076,0740
INVITATION HOMES INCCOM46187W1071,24745,300SH OTR1,2045,3000
IONIS PHARMACEUTICALS INCCOM4622221004177,070SH OTR1,207,0700
IONIS PHARMACEUTICALS INCCOM4622221007125SH OTR1,501250
IONIS PHARMACEUTICALS INCCOM462222100580SH DFND18000
IOVANCE BIOTHERAPEUTICS INCCOM4622601005,026183,089SH OTR1,20183,0890
IOVANCE BIOTHERAPEUTICS INCCOM4622601003124SH OTR1,401240
IOVANCE BIOTHERAPEUTICS INCCOM46226010004SH DFND1400
IPG PHOTONICS CORPCOM44980X1097874,909SH OTR1,204,9090
IPG PHOTONICS CORPCOM44980X10993579SH OTR1,405790
IPG PHOTONICS CORPCOM44980X1093332,074SH OTR1,502,0740
IQVIA HLDGS INCCOM46266C10571500SH OTR1,305000
IQVIA HLDGS INCCOM46266C1056334,463SH OTR1,504,4630
IROBOT CORPCOM46272610035413SH OTR1,204130
IROBOT CORPCOM4627261004114,900SH OTR1,304,9000
IROBOT CORPCOM4627261002382,840SH OTR1,402,8400
IROBOT CORPCOM4627261003594,280SH OTR1,504,2800
IRON MTN INC NEWCOM46284V1014,307165,024SH OTR1,20165,0240
ISHARES INCMSCI BELGIUM ETF4642863014267SH OTR1,202670
ISHARES INCMSCI BRAZIL ETF4642864002,07071,960SH OTR1,2071,9600
ISHARES INCMSCI STH AFR ETF46428678043012,200SH OTR1,2012,2000
ISHARES INCMSCI SWEDEN ETF464286756272SH OTR1,20720
ISHARES SILVER TRISHARES46428Q1094,253250,000SHCallDFND1000
ISHARES SILVER TRISHARES46428Q1096,733395,845SH OTR10395,8450
ISHARES TRBARCLAYS 7 10 YR46428744028232SH OTR1,202320
ISHARES TRCALL4642871844,776120,300SHCallOTR1000
ISHARES TRCALL4642871845,137129,400SHCallOTR1000
ISHARES TRCALL4642871849,925250,000SHCallDFND1000
ISHARES TRCALL46428746510,494172,400SHCallOTR1000
ISHARES TRCALL46428746521,615355,100SHCallOTR1000
ISHARES TRCHINA LG-CAP ETF46428718452313,170SH OTR1013,1700
ISHARES TRCHINA LG-CAP ETF4642871842,64066,511SH OTR1,2066,5110
ISHARES TRCORE DIV GRWTH46434V6211,50039,903SH OTR1,2039,9030
ISHARES TRCORE US AGGBD ET4642872261194SH OTR1,20940
ISHARES TREAFE GRWTH ETF46428888527322SH OTR1,203220
ISHARES TREDGE MSCI USA VL46432F3884,37560,531SH OTR1,2060,5310
ISHARES TRIBOXX INV CP ETF46428724221,520160,000SH OTR10160,0000
ISHARES TRMSCI EAFE ETF4642874651,98432,601SH OTR1,2032,6010
ISHARES TRMSCI EMG MKT ETF4642872349,802245,100SHCallOTR1000
ISHARES TRMSCI EMG MKT ETF46428723424,710617,900SHCallOTR1000
ISHARES TRMSCI EMG MKT ETF4642872349,998250,000SHCallDFND1000
ISHARES TRMSCI EMG MKT ETF46428723415,538388,538SH OTR1,20388,5380
ISHARES TRMSCI INDIA ETF46429B598272SH OTR1,20720
ISHARES TRMSCI MIN VOL ETF46429B6979,376154,643SH OTR1,20154,6430
ISHARES TRNASDAQ BIOTECH46428755638,706283,167SH OTR1,20283,1670
ISHARES TRPUT46428743236,884225,000SHCallOTR1000
ISHARES TRRUS 1000 VAL ETF4642875986,13354,455SH OTR1,2054,4550
ISHARES TRRUSSELL 2000 ETF4642876559,77968,300SHCallOTR1000
ISHARES TRRUSSELL 2000 ETF46428765510,93976,400SHCallOTR1000
ISHARES TRRUSSELL 2000 ETF46428765557,272400,000SHCallDFND1000
ISHARES TRRUSSELL 2000 ETF4642876554,12228,790SH DFND128,79000
ISHARES TRS&P 500 VAL ETF4642874088,79081,233SH OTR1,2081,2330
ISHARES TRS&P 500 VAL ETF4642874086,10656,425SH DFND156,42500
ISHARES TRSELECT DIVID ETF4642871683,89948,306SH OTR1,2048,3060
ISHARES TRTIPS BD ETF4642871763693,000SH DFND13,00000
ISHARES TRU.S. REAL ES ETF4642877391,43418,200SHCallOTR1000
ISHARES TRU.S. REAL ES ETF46428773985,9201,090,221SH OTR1,201,090,2210
ISHARES TRUS HOME CONS ETF46428875210,215231,372SH OTR1,20231,3720
ISHARES TRCORE S&P TTL STK4642871504,93171,008SH OTR1,2071,0080
ISHARES TRRUS MID CAP ETF4642874991,51428,243SH OTR1,2028,2430
ISHARES TRRUS 1000 ETF4642876226,25736,445SH OTR1,2036,4450
ISHARES TRESG MSCI USA ETF46435G4252,73839,114SH OTR1,2039,1140
ISHARES TRCORE S&P500 ETF46428720010,83935,000SH OTR1,5035,0000
ITT INCCOM45073V10887714,926SH OTR1,2014,9260
ITT INCCOM45073V108931,579SH OTR1,401,5790
ITT INCCOM45073V1083285,580SH OTR1,505,5800
J & J SNACK FOODS CORPCOM4660321093242,547SH OTR1,202,5470
J & J SNACK FOODS CORPCOM4660321091189SH OTR1,40890
J ALEXANDERS HLDGS INCCOM46609J10615030,450SH OTR1,2030,4500
J ALEXANDERS HLDGS INCCOM46609J1063525SH OTR1,405250
J JILL INCCOM46620W1026897,779SH OTR1,2097,7790
J2 GLOBAL INCCOM48123V1024687,400SH OTR1,307,4000
J2 GLOBAL INCCOM48123V1024296,791SH OTR1,406,7910
JABIL INCCOM46631310340712,680SH OTR1,2012,6800
JABIL INCCOM4663131032989,300SH OTR1,309,3000
JABIL INCCOM466313103511,579SH OTR1,401,5790
JACOBS ENGR GROUP INCCOM4698141072,08124,542SH OTR1,2024,5420
JACOBS ENGR GROUP INCCOM4698141071702,010SH OTR1,402,0100
JACOBS ENGR GROUP INCCOM4698141071742,051SH DFND12,05100
JANUS HENDERSON GROUP PLCORD SHSG4474Y2142,623123,938SH OTR1,20123,9380
JANUS HENDERSON GROUP PLCORD SHSG4474Y21461028,843SH OTR1,4028,8430
JANUS HENDERSON GROUP PLCORD SHSG4474Y21459227,968SH OTR1,5027,9680
JANUS HENDERSON GROUP PLCORD SHSG4474Y2141095,144SH DFND15,14400
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,45913,227SH OTR1,2013,2270
JBG SMITH PPTYSCOM46590V10051817,505SH OTR1,2017,5050
JBG SMITH PPTYSCOM46590V1002819,493SH OTR1,509,4930
JD.COM INCSPON ADR CL A47215P1061,23020,445SH OTR1,5020,4450
JEFFERIES FINL GROUP INCCOM47233W1091,47394,720SH OTR1,2094,7200
JEFFERIES FINL GROUP INCCOM47233W109201,300SH OTR1,301,3000
JEFFERIES FINL GROUP INCCOM47233W1091006,457SH OTR1,406,4570
JEFFERIES FINL GROUP INCCOM47233W10939825,587SH OTR1,5025,5870
JELD-WEN HLDG INCCOM47580P1031569,670SH OTR1,209,6700
JELD-WEN HLDG INCCOM47580P103402,483SH OTR1,402,4830
JELD-WEN HLDG INCCOM47580P103301,833SH OTR1,501,8330
JETBLUE AWYS CORPCOM4771431012,257207,047SH OTR1,20207,0470
JETBLUE AWYS CORPCOM477143101166SH OTR1,40660
JOHNSON & JOHNSONCOM47816010428,367201,715SH OTR1,20201,7150
JOHNSON & JOHNSONCOM4781601044,12029,300SH OTR1,3029,3000
JOHNSON & JOHNSONCOM4781601041068SH OTR1,40680
JOHNSON & JOHNSONCOM4781601041287SH OTR1,50870
JOHNSON & JOHNSONPUT4781601047595,400SHCallOTR1000
JOHNSON & JOHNSONPUT4781601044082,900SHCallOTR1000
JOHNSON CTLS INTL PLCSHSG5150210510300SHCallOTR1000
JOHNSON CTLS INTL PLCSHSG515021057200SHCallOTR1000
JOHNSON CTLS INTL PLCSHSG515021059263SH OTR102630
JOHNSON CTLS INTL PLCSHSG5150210594927,800SH OTR1,3027,8000
JONES LANG LASALLE INCCOM48020Q1076045,837SH OTR1,205,8370
JONES LANG LASALLE INCCOM48020Q10731300SH OTR1,303000
JPMORGAN CHASE & COCOM46625H10043,113458,354SH OTR1,20458,3540
JPMORGAN CHASE & COCOM46625H1002,96331,500SH OTR1,3031,5000
JPMORGAN CHASE & COCOM46625H1002,56027,218SH OTR1,5027,2180
JPMORGAN CHASE & COCOM46625H1002712,879SH DFND12,87900
JUMIA TECHNOLOGIES AGSPONSORED ADS48138M10545582,804SH OTR1,5082,8040
JUNIPER INDL HLDGS INCCOM CL A48205G10634935,000SH DFND135,00000
JUNIPER NETWORKS INCCOM48203R10476233,334SH OTR1,2033,3340
JUNIPER NETWORKS INCCOM48203R10438216,700SH OTR1,3016,7000
JUNIPER NETWORKS INCCOM48203R1041657,216SH OTR1,407,2160
JUNIPER NETWORKS INCCOM48203R1041,96085,730SH OTR1,5085,7300
JUNIPER NETWORKS INCCOM48203R1049413SH DFND141300
K12 INCCOM48273U1022579,431SH OTR1,209,4310
KALEIDO BIOSCIENCES INCCOM4833471007510,122SH OTR1,2010,1220
KAMAN CORPCOM483548103541,300SH OTR1,201,3000
KAMAN CORPCOM48354810342610,230SH OTR1,5010,2300
KANSAS CITY SOUTHERNCOM NEW4851703026044,048SH OTR1,204,0480
KANSAS CITY SOUTHERNCOM NEW4851703021,87612,564SH OTR1,4012,5640
KAR AUCTION SVCS INCCOM48238T10920114,600SH OTR1,3014,6000
KB HOMECOM48666K1091,50048,900SH OTR1,3048,9000
KB HOMECOM48666K10934311,180SH OTR1,5011,1800
KB HOMECOM48666K1095161SH DFND116100
KBR INCCOM48242W1061,20953,600SH OTR1,3053,6000
KBR INCCOM48242W10639517,507SH OTR1,5017,5070
KBR INCCOM48242W1061828,054SH DFND18,05400
KEARNY FINL CORP MDCOM48716P10815819,274SH OTR1,2019,2740
KEARNY FINL CORP MDCOM48716P1085650SH OTR1,406500
KEARNY FINL CORP MDCOM48716P1089211,212SH OTR1,5011,2120
KELLOGG COCOM48783610867410,200SHCallOTR1000
KELLOGG COCOM48783610868710,400SHCallOTR1000
KELLOGG COCOM4878361085318,039SH OTR108,0390
KEMPER CORP DELCOM48840110091412,610SH OTR1,2012,6100
KEYCORPCOM4932671081,605131,774SH OTR1,20131,7740
KEYCORPCOM493267108947,692SH OTR1,407,6920
KEYCORPCOM493267108463,765SH DFND13,76500
KEYSIGHT TECHNOLOGIES INCCOM49338L1033,65336,245SH OTR1,2036,2450
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,47114,600SH OTR1,3014,6000
KEYSIGHT TECHNOLOGIES INCCOM49338L1034374,339SH OTR1,404,3390
KEYSIGHT TECHNOLOGIES INCCOM49338L1034384,351SH OTR1,504,3510
KEZAR LIFE SCIENCES INCCOM49372L10013325,700SH OTR1,2025,7000
KEZAR LIFE SCIENCES INCCOM49372L100063SH OTR1,40630
KILROY RLTY CORPCOM49427F1085278,979SH OTR1,508,9790
KIMBERLY CLARK CORPCOM4943681036,00142,458SH OTR1,2042,4580
KIMBERLY CLARK CORPCOM49436810328200SH OTR1,302000
KIMBERLY CLARK CORPCOM49436810322159SH OTR1,501590
KIMCO RLTY CORPCOM49446R1092,129165,807SH OTR1,20165,8070
KIMCO RLTY CORPCOM49446R1091108SH OTR1,401080
KINDER MORGAN INC DELCOM49456B1011,11873,700SHCallOTR1000
KINDER MORGAN INC DELCOM49456B1011,11273,300SHCallOTR1000
KINDER MORGAN INC DELCOM49456B10117211,348SH OTR1011,3480
KINDER MORGAN INC DELCOM49456B1013,056201,439SH OTR1,20201,4390
KINDER MORGAN INC DELCOM49456B1015,454359,520SH OTR1,50359,5200
KINDER MORGAN INC DELCOM49456B10132021,105SH DFND121,10500
KINROSS GOLD CORPCOM49690240481,055SH OTR1,401,0550
KINROSS GOLD CORPCOM4969024042,045283,301SH OTR1,50283,3010
KINSALE CAP GROUP INCCOM49714P1081,2978,356SH OTR1,508,3560
KIRBY CORPCOM4972661063606,717SH OTR1,206,7170
KIRBY CORPCOM49726610621400SH OTR1,304000
KIRBY CORPCOM49726610618344SH OTR1,403440
KIRKLAND LAKE GOLD LTDCOM49741E1001,44335,000SHCallOTR1000
KIRKLAND LAKE GOLD LTDCOM49741E10056113,600SHCallOTR1000
KIRKLAND LAKE GOLD LTDCOM49741E1002536,130SH OTR1,506,1300
KLA CORPCOM NEW4824801001,3817,100SH OTR1,307,1000
KLA CORPCOM NEW4824801009394,826SH OTR1,504,8260
KLX ENERGY SERVICS HOLDNGS ICOM48253L106254118,209SH OTR1,20118,2090
KNIGHT SWIFT TRANSN HLDGS INCL A49904910461714,787SH OTR1,2014,7870
KNIGHT SWIFT TRANSN HLDGS INCL A49904910447111,300SH OTR1,3011,3000
KNIGHT SWIFT TRANSN HLDGS INCL A4990491041192,846SH OTR1,402,8460
KNIGHT SWIFT TRANSN HLDGS INCL A499049104498SH DFND19800
KOHLS CORPCALL5002551041,59977,000SHCallOTR1000
KOHLS CORPCOM5002551042,818135,700SH OTR1,30135,7000
KOHLS CORPCOM5002551045218SH DFND121800
KORN FERRYCOM NEW50064320050316,372SH OTR1,2016,3720
KORN FERRYCOM NEW50064320016527SH OTR1,405270
KORN FERRYCOM NEW5006432001675,449SH OTR1,505,4490
KRATON CORPORATIONCOM50077C106563,249SH OTR1,403,2490
KRATON CORPORATIONCOM50077C10623713,714SH OTR1,5013,7140
KROGER COCOM5010441014,118121,667SH OTR1,20121,6670
KROGER COCOM5010441011023,000SH OTR1,303,0000
KROGER COCOM50104410153815,883SH OTR1,4015,8830
KULICKE & SOFFA INDS INCCOM501242101492,356SH OTR1,202,3560
KULICKE & SOFFA INDS INCCOM50124210140419,393SH OTR1,4019,3930
KULICKE & SOFFA INDS INCCOM50124210156827,285SH OTR1,5027,2850
KULICKE & SOFFA INDS INCCOM50124210123011,059SH DFND111,05900
L BRANDS INCCOM5017971041,09673,216SH OTR1,2073,2160
L BRANDS INCCOM50179710418112,100SH OTR1,3012,1000
L BRANDS INCCOM5017971041308,700SH DFND18,70000
L3HARRIS TECHNOLOGIES INCCOM5024311094752,800SHCallOTR1000
L3HARRIS TECHNOLOGIES INCCOM5024311092881,700SHCallOTR1000
L3HARRIS TECHNOLOGIES INCCOM50243110910,03759,157SH OTR1,2059,1570
L3HARRIS TECHNOLOGIES INCCOM5024311095,02229,600SH OTR1,3029,6000
L3HARRIS TECHNOLOGIES INCCOM5024311093,14418,530SH OTR1,4018,5300
L3HARRIS TECHNOLOGIES INCCOM5024311091,1136,558SH OTR1,506,5580
LA Z BOY INCCOM5053361071876,894SH OTR1,206,8940
LA Z BOY INCCOM50533610713473SH OTR1,404730
LA Z BOY INCCOM50533610732211,891SH OTR1,5011,8910
LA Z BOY INCCOM505336107341,253SH DFND11,25300
LABORATORY CORP AMER HLDGSCOM NEW50540R40917100SHCallOTR1000
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,6169,729SH OTR1,209,7290
LABORATORY CORP AMER HLDGSCOM NEW50540R409116700SH OTR1,307000
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,3698,244SH OTR1,508,2440
LADDER CAP CORPCL A50574310414918,348SH OTR1,5018,3480
LAKELAND FINL CORPCOM5116561002856,125SH OTR1,206,1250
LAM RESEARCH CORPCOM5128071087,71223,842SH OTR1,2023,8420
LAM RESEARCH CORPCOM5128071082,6598,220SH OTR1,508,2200
LAMAR ADVERTISING CO NEWCL A5128161095978,935SH OTR1,508,9350
LAMB WESTON HLDGS INCCOM5132721046149,600SH OTR1,309,6000
LANDSTAR SYS INCCOM51509810114129SH OTR1,401290
LANDSTAR SYS INCCOM5150981015835,191SH OTR1,505,1910
LAREDO PETROLEUM INCCOM51680620528420,496SH OTR1,5020,4960
LAREDO PETROLEUM INCCOM5168062052130SH DFND113000
LAS VEGAS SANDS CORPCOM5178341072054,502SH DFND14,50200
LAUDER ESTEE COS INCCL A51843910457300SHCallOTR1000
LAUDER ESTEE COS INCCL A5184391041,4597,732SH OTR1,507,7320
LAUREATE EDUCATION INCCL A51861320335435,507SH OTR1,2035,5070
LAUREATE EDUCATION INCCL A518613203172SH OTR1,40720
LAUREATE EDUCATION INCCL A51861320317317,333SH OTR1,5017,3330
LEAF GROUP LTDCOM52177G10215341,700SH OTR1,2041,7000
LEAR CORPCOM NEW5218652043723,415SH OTR1,403,4150
LEE ENTERPRISES INCCOM5237681099596,944SH OTR1,2096,9440
LEGG MASON INCCOM5249011051,55231,198SH OTR1,2031,1980
LEGG MASON INCCOM5249011051002,000SH OTR1,302,0000
LEGGETT & PLATT INCCOM5246601074107SH OTR1,201070
LEGGETT & PLATT INCCOM5246601071,26936,100SH OTR1,3036,1000
LEGGETT & PLATT INCCOM524660107471,337SH OTR1,401,3370
LEIDOS HOLDINGS INCCOM5253271024,55748,653SH OTR1,2048,6530
LEIDOS HOLDINGS INCCOM5253271021,36814,600SH OTR1,3014,6000
LEIDOS HOLDINGS INCCOM5253271021571,678SH OTR1,401,6780
LEIDOS HOLDINGS INCCOM5253271026777,227SH OTR1,507,2270
LEIDOS HOLDINGS INCCOM52532710227288SH DFND128800
LENDINGCLUB CORPCOM NEW52603A20817839,188SH OTR1,2039,1880
LENDINGCLUB CORPCOM NEW52603A2085712,620SH OTR1,4012,6200
LENDINGCLUB CORPCOM NEW52603A2084810,651SH OTR1,5010,6510
LENNAR CORPCL A5260571043,40255,209SH OTR1,2055,2090
LENNAR CORPCL A5260571041161,889SH OTR1,401,8890
LENNAR CORPCL B5260573021964,248SH OTR1,204,2480
LENNAR CORPCL B52605730220440SH OTR1,504400
LENNOX INTL INCCOM5261071072,49910,725SH OTR1,2010,7250
LEXICON PHARMACEUTICALS INCCOM NEW5288723023818,970SH OTR1,2018,9700
LEXICON PHARMACEUTICALS INCCOM NEW528872302126,022SH OTR1,506,0220
LIBERTY BROADBAND CORPCOM SER A5303071074613,771SH OTR1,203,7710
LIBERTY BROADBAND CORPCOM SER C5303073052,10716,998SH OTR1,2016,9980
LIBERTY BROADBAND CORPCOM SER C5303073058937,200SH OTR1,307,2000
LIBERTY BROADBAND CORPCOM SER C5303073051,70313,738SH OTR1,5013,7380
LIBERTY GLOBAL PLCSHS CL BG5480U112124SH OTR1,20240
LIBERTY GLOBAL PLCSHS CL CG5480U12021710,100SH OTR1,3010,1000
LIBERTY LATIN AMERICA LTDCOM CL AG9001E102272,800SH OTR1,202,8000
LIBERTY LATIN AMERICA LTDCOM CL AG9001E102190SH OTR1,40900
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12811612,300SH OTR1,2012,3000
LIBERTY LATIN AMERICA LTDCOM CL CG9001E1288868SH OTR1,408680
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12820121,243SH OTR1,5021,2430
LIBERTY MEDIA CORP DELCOM A SIRIUSXM53122940951414,891SH OTR1,2014,8910
LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294091032,970SH OTR1,402,9700
LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294092186,312SH OTR1,506,3120
LIBERTY MEDIA CORP DELCOM C BRAVES GRP53122988820510,367SH OTR1,5010,3670
LIBERTY MEDIA CORP DELCOM C SIRIUSXM5312296071,44742,010SH OTR1,2042,0100
LIBERTY MEDIA CORP DELCOM C SIRIUSXM531229607752,175SH OTR1,402,1750
LIBERTY MEDIA CORP DELCOM SER A FRMLA531229870702,400SH OTR1,202,4000
LIBERTY MEDIA CORP DELCOM SER A FRMLA53122987010327SH OTR1,403270
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298541,02132,213SH OTR1,2032,2130
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510210649,771SH OTR1,2049,7710
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651022945SH OTR1,409450
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651024219,915SH OTR1,5019,9150
LIFE STORAGE INCCOM53223X1074084,301SH OTR1,204,3010
LIFE STORAGE INCCOM53223X107112SH OTR1,40120
LIGAND PHARMACEUTICALS INCCOM NEW53220K5041,15210,303SH OTR1,2010,3030
LIGAND PHARMACEUTICALS INCCOM NEW53220K504326SH OTR1,40260
LIGAND PHARMACEUTICALS INCCOM NEW53220K50420179SH OTR1,501790
LILLY ELI & COCOM5324571082821,717SH OTR101,7170
LILLY ELI & COCOM53245710816100SH OTR1,301000
LILLY ELI & COCOM5324571081594SH OTR1,50940
LIMELIGHT NETWORKS INCCOM53261M10419726,831SH OTR1,2026,8310
LINCOLN ELEC HLDGS INCCOM5339001066928,217SH OTR1,208,2170
LINCOLN ELEC HLDGS INCCOM533900106890SH OTR1,40900
LINCOLN NATL CORP INDCOM5341871091,05128,581SH OTR1,2028,5810
LINCOLN NATL CORP INDCOM5341871093,18686,600SH OTR1,3086,6000
LINCOLN NATL CORP INDCOM53418710921562SH OTR1,405620
LINCOLN NATL CORP INDCOM53418710967118,251SH OTR1,5018,2510
LINCOLN NATL CORP INDCOM53418710923622SH DFND162200
LINDE PLCSHSG5494J10316,28976,794SH OTR1,2076,7940
LINDE PLCSHSG5494J10341195SH OTR1,401950
LINEAGE CELL THERAPEUTICS INCOM53566P109219251,900SH OTR1,20251,9000
LIONS GATE ENTMNT CORPCL A VTG5359194018110,953SH OTR1,5010,9530
LIONS GATE ENTMNT CORPCL B NON VTG5359195008712,700SH OTR1,2012,7000
LIONS GATE ENTMNT CORPCL B NON VTG5359195002338SH OTR1,403380
LIV CAP ACQUISITION CORPCL AG5510C10866166,900SH DFND166,90000
LIVANOVA PLCSHSG5509L101911,888SH OTR1,401,8880
LIVANOVA PLCSHSG5509L1012715,624SH OTR1,505,6240
LIVANOVA PLCSHSG5509L101354SH DFND15400
LIVEXLIVE MEDIA INCCOM NEW53839L2089325,716SH OTR1,2025,7160
LIVONGO HEALTH INCCOM53918310310,509139,770SH OTR1,20139,7700
LKQ CORPCOM5018892081,57360,044SH OTR1,2060,0440
LKQ CORPCOM5018892081013,855SH OTR1,403,8550
LKQ CORPCOM50188920891434,888SH OTR1,5034,8880
LKQ CORPCOM501889208286SH DFND18600
LOEWS CORPCOM5404241081,86854,467SH OTR1,2054,4670
LOEWS CORPCOM540424108641,865SH OTR1,401,8650
LOEWS CORPCOM5404241081414,125SH OTR1,504,1250
LOGMEIN INCCOM54142L1097,05783,243SH OTR1,2083,2430
LOGMEIN INCCOM54142L10942500SH OTR1,305000
LOGMEIN INCCOM54142L1091752,063SH OTR1,502,0630
LOMA NEGRA CORPSPONSORED ADS54150E1046715,659SH OTR1,2015,6590
LOMA NEGRA CORPSPONSORED ADS54150E104225,134SH OTR1,505,1340
LOVESAC COMPANYCOM54738L1092138,113SH OTR1,508,1130
LOWES COS INCCOM5486611072,01314,900SHCallOTR1000
LOWES COS INCCOM5486611072,21616,400SHCallOTR1000
LOWES COS INCCOM54866110754400SH OTR1,304000
LOWES COS INCCOM5486611072,05215,183SH OTR1,5015,1830
LPL FINL HLDGS INCCOM50212V1001,77622,654SH OTR1,2022,6540
LPL FINL HLDGS INCCOM50212V1002,35230,000SH OTR1,3030,0000
LPL FINL HLDGS INCCOM50212V1007379,404SH OTR1,509,4040
LSB INDS INCCOM5021601046152,400SH OTR1,2052,4000
LULULEMON ATHLETICA INCCOM5500211093,55711,400SHCallOTR1000
LULULEMON ATHLETICA INCCOM5500211094,11913,200SHCallOTR1000
LULULEMON ATHLETICA INCCOM5500211094,70915,092SH OTR1,2015,0920
LULULEMON ATHLETICA INCCOM5500211091,1083,550SH OTR1,303,5500
LULULEMON ATHLETICA INCCOM5500211096322,024SH OTR1,502,0240
LUMENTUM HLDGS INCCOM55024U1098,10499,520SH OTR1,2099,5200
LUMENTUM HLDGS INCCOM55024U1092302,820SH OTR1,502,8200
LYFT INCCL A COM55087P10479924,213SH OTR1,4024,2130
LYFT INCCL A COM55087P10431932SH DFND193200
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510076211,600SH OTR1,3011,6000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451005127,794SH OTR1,507,7940
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510041617SH DFND161700
M & T BK CORPCOM55261F1042,53424,369SH OTR1,2024,3690
M & T BK CORPCOM55261F1046406,158SH OTR1,506,1580
M/I HOMES INCCOM55305B1012136,173SH OTR1,506,1730
MACERICH COCOM55438210135439,520SH OTR1,5039,5200
MACQUARIE INFRASTRUCTURE CORCOM55608B1052427,887SH OTR1,207,8870
MACQUARIE INFRASTRUCTURE CORCOM55608B105712,300SH OTR1,302,3000
MACQUARIE INFRASTRUCTURE CORCOM55608B105953,095SH OTR1,403,0950
MACYS INCCOM55616P1042,065300,148SH OTR1,20300,1480
MACYS INCCOM55616P104141,970SH DFND11,97000
MADDEN STEVEN LTDCOM55626910826110,569SH OTR1,2010,5690
MADDEN STEVEN LTDCOM55626910812471SH OTR1,404710
MADDEN STEVEN LTDCOM556269108552,225SH OTR1,502,2250
MADISON SQUARE GRDN ENTERTNMCL A55826T1021852,461SH OTR1,202,4610
MADISON SQUARE GRDN ENTERTNMCL A55826T1021151,534SH OTR1,501,5340
MADISON SQUARE GRDN SPRT CORCL A55825T1033232,200SH OTR1,202,2000
MADISON SQUARE GRDN SPRT CORCL A55825T1033392,305SH OTR1,502,3050
MAGENTA THERAPEUTICS INCCOM55910K1088411,147SH OTR1,2011,1470
MAGNA INTL INCCOM559222401671,509SH OTR1,401,5090
MAGNA INTL INCCOM5592224014389,832SH OTR1,509,8320
MAGNOLIA OIL & GAS CORPCL A55966310910316,952SH OTR1,5016,9520
MAGNOLIA OIL & GAS CORPCL A55966310981,307SH DFND11,30700
MALVERN BANCORP INCCOM56140910314511,398SH OTR1,2011,3980
MAMMOTH ENERGY SVCS INCCOM56155L1083630,300SH OTR1,2030,3000
MANNING & NAPIER INCCL A56382Q1024716,385SH OTR1,2016,3850
MANNKIND CORPCOM NEW56400P7061810,215SH OTR1,5010,2150
MANPOWERGROUP INCCOM56418H1005477,951SH OTR1,207,9510
MANPOWERGROUP INCCOM56418H1002,24832,700SH OTR1,3032,7000
MANPOWERGROUP INCCOM56418H10083112,081SH OTR1,4012,0810
MANPOWERGROUP INCCOM56418H1005678,242SH OTR1,508,2420
MANULIFE FINL CORPCOM56501R10637827,756SH OTR1,5027,7560
MARCHEX INCCL B56624R10810163,770SH OTR1,2063,7700
MARCUS CORPCOM566330106453,387SH OTR1,203,3870
MARCUS CORPCOM56633010610743SH OTR1,407430
MARCUS CORPCOM5663301061158,661SH OTR1,508,6610
MARKEL CORPCOM5705351042,0672,239SH OTR1,202,2390
MARKEL CORPCOM570535104158171SH OTR1,401710
MARKEL CORPCOM5705351041,0391,126SH OTR1,501,1260
MARKETAXESS HLDGS INCCOM57060D1081,9353,863SH OTR1,203,8630
MARKETAXESS HLDGS INCCOM57060D108163325SH OTR1,303250
MARKETAXESS HLDGS INCCOM57060D1083774SH OTR1,40740
MARKETAXESS HLDGS INCCOM57060D1082,8665,721SH OTR1,505,7210
MARRIOTT INTL INC NEWCL A5719032021972,300SHCallOTR1000
MARRIOTT INTL INC NEWCL A5719032029,410109,769SH OTR1,20109,7690
MARRIOTT INTL INC NEWCL A5719032021,50017,500SH OTR1,3017,5000
MARRIOTT INTL INC NEWCL A5719032022152,504SH DFND12,50400
MARRIOTT VACTINS WORLDWID COCOM57164Y1074325,255SH OTR1,205,2550
MARRIOTT VACTINS WORLDWID COCOM57164Y107227SH OTR1,40270
MARRIOTT VACTINS WORLDWID COCOM57164Y1073153,832SH OTR1,503,8320
MARRIOTT VACTINS WORLDWID COCOM57164Y10701SH DFND1100
MARSH & MCLENNAN COS INCCOM5717481021,86517,374SH OTR1,4017,3740
MARSH & MCLENNAN COS INCCOM5717481024894,552SH OTR1,504,5520
MARTEN TRANS LTDCOM573075108301,185SH OTR1,201,1850
MARTEN TRANS LTDCOM5730751081606,369SH OTR1,406,3690
MARTEN TRANS LTDCOM5730751081827,218SH DFND17,21800
MARTIN MARIETTA MATLS INCCOM573284106165800SHCallOTR1000
MARTIN MARIETTA MATLS INCCOM573284106161781SH OTR107810
MARTIN MARIETTA MATLS INCCOM5732841061,9549,458SH OTR1,209,4580
MARTIN MARIETTA MATLS INCCOM5732841061050SH OTR1,30500
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053,01886,093SH OTR1,2086,0930
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053,00885,800SH OTR1,3085,8000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10599628,399SH OTR1,5028,3990
MASCO CORPCOM5745991063,80375,736SH OTR1,2075,7360
MASIMO CORPCOM5747951005,24022,982SH OTR1,2022,9820
MASIMO CORPCOM57479510059260SH OTR1,402600
MASIMO CORPCOM5747951007093,110SH OTR1,503,1100
MASTEC INCCOM5763231091,42131,660SH OTR1,2031,6600
MASTEC INCCOM5763231091,12625,100SH OTR1,3025,1000
MASTEC INCCOM5763231091653,669SH OTR1,403,6690
MASTERCARD INCORPORATEDCL A57636Q104151512SH OTR105120
MASTERCARD INCORPORATEDCL A57636Q1045,17517,500SH OTR1,3017,5000
MASTERCARD INCORPORATEDCL A57636Q1041,4024,742SH OTR1,504,7420
MATADOR RES COCOM57648520518421,700SH OTR1,3021,7000
MATADOR RES COCOM5764852051101SH OTR1,401010
MATADOR RES COCOM576485205303,532SH DFND13,53200
MATCH GROUP INCCOM57665R1065,49051,286SH OTR1,2051,2860
MATCH GROUP INCCOM57665R10611100SH OTR1,301000
MAXAR TECHNOLOGIES INCCOM57778K10518010,045SH OTR1,2010,0450
MAXAR TECHNOLOGIES INCCOM57778K105955,288SH OTR1,505,2880
MAXIM INTEGRATED PRODS INCCOM57772K1011,69027,878SH OTR1,2027,8780
MAXIM INTEGRATED PRODS INCCOM57772K1014126,800SH OTR1,306,8000
MAXIM INTEGRATED PRODS INCCOM57772K1011322,174SH OTR1,402,1740
MAXIM INTEGRATED PRODS INCCOM57772K1017112SH DFND111200
MAXIMUS INCCOM5779331046308,936SH OTR1,208,9360
MAXIMUS INCCOM5779331041061,500SH OTR1,301,5000
MAXIMUS INCCOM57793310464903SH DFND190300
MBIA INCCOM55262C10026836,988SH OTR1,2036,9880
MBIA INCCOM55262C100131,770SH OTR1,401,7700
MCCORMICK & CO INCCOM NON VTG5797802061266SH OTR10660
MCCORMICK & CO INCCOM NON VTG5797802063952,200SH OTR1,302,2000
MCCORMICK & CO INCCOM NON VTG57978020694525SH OTR1,505250
MCCORMICK & CO INCPUT5797802064492,500SHCallOTR1000
MCCORMICK & CO INCPUT5797802064842,700SHCallOTR1000
MCDONALDS CORPCOM5801351019,27350,266SH OTR1,2050,2660
MCDONALDS CORPCOM5801351012,23212,100SH OTR1,3012,1000
MCDONALDS CORPCOM5801351012,07011,224SH OTR1,5011,2240
MCEWEN MNG INCCOM58039P107290287,268SH OTR1,20287,2680
MCEWEN MNG INCCOM58039P10732,652SH OTR1,502,6520
MCGRATH RENTCORPCOM5805891092755,096SH OTR1,505,0960
MCGRATH RENTCORPCOM580589109571,047SH DFND11,04700
MCKESSON CORPCOM58155Q10331201SH OTR102010
MCKESSON CORPCOM58155Q1033072,000SH OTR1,302,0000
MCKESSON CORPCOM58155Q1037614,959SH OTR1,504,9590
MDC PARTNERS INCCL A SUB VTG55269710420397,736SH OTR1,2097,7360
MDU RES GROUP INCCOM5526901091,10249,684SH OTR1,2049,6840
MDU RES GROUP INCCOM552690109823,700SH OTR1,303,7000
MDU RES GROUP INCCOM55269010918825SH OTR1,408250
MDU RES GROUP INCCOM55269010913599SH DFND159900
MEDALLIA INCCOM58402110956322,309SH OTR1,2022,3090
MEDALLIA INCCOM58402110980231,793SH OTR1,4031,7930
MEDALLION FINL CORPCOM58392810612145,554SH OTR1,2045,5540
MEDICAL PPTYS TRUST INCCOM58463J30479742,400SH OTR1,2042,4000
MEDICAL PPTYS TRUST INCCOM58463J3042126SH OTR1,401260
MEDTRONIC PLCCALLG5960L1033,65939,900SHCallOTR1000
MEDTRONIC PLCCALLG5960L1033,99843,600SHCallOTR1000
MEDTRONIC PLCSHSG5960L1035065,516SH OTR105,5160
MEDTRONIC PLCSHSG5960L1038,24489,907SH OTR1,2089,9070
MEDTRONIC PLCSHSG5960L1034,20945,900SH OTR1,3045,9000
MEDTRONIC PLCSHSG5960L10380873SH DFND187300
MEET GROUP INCCOM58513U1011,957313,679SH OTR1,20313,6790
MERCADOLIBRE INCCOM58733R1024,1844,244SH OTR1,504,2440
MERCK & CO. INCCOM58933Y1055,14266,500SH OTR1,3066,5000
MERCK & CO. INCCOM58933Y105447SH OTR1,50470
MERCK & CO. INCCOM58933Y1051101,428SH DFND11,42800
MERCURY SYS INCCOM5893781087,68197,646SH OTR1,2097,6460
MERCURY SYS INCCOM5893781082683,402SH OTR1,403,4020
MERIDIAN BANCORP INC MDCOM58958U10312610,894SH OTR1,2010,8940
MERIDIAN BANCORP INC MDCOM58958U103615,275SH OTR1,505,2750
MERIDIAN BIOSCIENCE INCCOM58958410125010,722SH OTR1,4010,7220
MERITAGE HOMES CORPCOM59001A1022363,100SH OTR1,303,1000
MERITAGE HOMES CORPCOM59001A1023704,860SH OTR1,504,8600
MERITAGE HOMES CORPCOM59001A102113SH DFND11300
META FINL GROUP INCCOM59100U1081588,705SH OTR1,208,7050
META FINL GROUP INCCOM59100U108995,458SH OTR1,405,4580
META FINL GROUP INCCOM59100U10821211,670SH OTR1,5011,6700
METHANEX CORPCOM59151K10819010,532SH OTR1,5010,5320
METLIFE INCCALL59156R10856215,400SHCallOTR1000
METLIFE INCCALL59156R10859916,400SHCallOTR1000
METLIFE INCCOM59156R108372SH OTR10720
METLIFE INCCOM59156R1081,91052,311SH OTR1,2052,3110
METLIFE INCCOM59156R1081,92852,800SH OTR1,3052,8000
METLIFE INCCOM59156R1084123SH OTR1,401230
METLIFE INCCOM59156R10811293SH DFND129300
MGIC INVT CORP WISCOM55284810348258,792SH OTR1,2058,7920
MGIC INVT CORP WISCOM55284810360073,200SH OTR1,3073,2000
MGIC INVT CORP WISCOM55284810325130,704SH OTR1,4030,7040
MGIC INVT CORP WISCOM5528481031,446176,616SH OTR1,50176,6160
MGM GROWTH PPTYS LLCCL A COM55303A10547717,532SH OTR1,5017,5320
MGM RESORTS INTERNATIONALCOM5529531011,52991,000SHCallOTR1000
MGM RESORTS INTERNATIONALCOM5529531013,537210,534SH OTR1,20210,5340
MGM RESORTS INTERNATIONALCOM5529531012,053122,200SH OTR1,30122,2000
MGM RESORTS INTERNATIONALCOM5529531018498SH DFND149800
MICRO FOCUS INTL PLCSPON ADR NEW594837403183,337SH OTR1,403,3370
MICRO FOCUS INTL PLCSPON ADR NEW59483740316029,203SH OTR1,5029,2030
MICROCHIP TECHNOLOGY INC.COM5950171042952,800SH OTR1,302,8000
MICROCHIP TECHNOLOGY INC.COM5950171042402,278SH OTR1,502,2780
MICRON TECHNOLOGY INCCALL5951121034288,300SHCallOTR1000
MICRON TECHNOLOGY INCCALL5951121032835,500SHCallOTR1000
MICRON TECHNOLOGY INCCOM59511210322421SH OTR104210
MICRON TECHNOLOGY INCCOM5951121034,98596,750SH OTR1,2096,7500
MICROSOFT CORPCOM5949181041,3846,800SHCallOTR1000
MICROSOFT CORPCOM5949181041,4046,900SHCallOTR1000
MICROSOFT CORPCOM5949181044,42621,748SH OTR1,5021,7480
MICROSTRATEGY INCCL A NEW5949724081541,300SH OTR1,201,3000
MICROSTRATEGY INCCL A NEW594972408101855SH OTR1,508550
MID-AMER APT CMNTYS INCCOM59522J1031,81915,867SH OTR1,2015,8670
MID-AMER APT CMNTYS INCCOM59522J1031,18510,336SH OTR1,5010,3360
MIDDLEBY CORPCOM5962781013,70746,956SH OTR1,2046,9560
MIDDLEBY CORPCOM59627810139500SH OTR1,305000
MIDDLEBY CORPCOM5962781012463,122SH OTR1,403,1220
MIDDLEBY CORPCOM59627810142532SH DFND153200
MILLENDO THERAPEUTICS INCCOM60040X10313174,374SH OTR1,2074,3740
MILLER HERMAN INCCOM6005441002189,246SH OTR1,209,2460
MILLER HERMAN INCCOM600544100823,477SH OTR1,503,4770
MILLER HERMAN INCCOM600544100873,687SH DFND13,68700
MIMECAST LTDORD SHSG148381093358,044SH OTR1,508,0440
MIMECAST LTDORD SHSG1483810916388SH DFND138800
MINERALS TECHNOLOGIES INCCOM6031581061693,600SH OTR1,203,6000
MINERALS TECHNOLOGIES INCCOM60315810650910,837SH OTR1,5010,8370
MINERALS TECHNOLOGIES INCCOM603158106681,447SH DFND11,44700
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS6068221041200SH OTR1,402000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS6068221049624,463SH OTR1,5024,4630
MIZUHO FINL GROUP INCSPONSORED ADR60687Y1098434,201SH OTR1,2034,2010
MOBILE MINI INCCOM60740F1052869,698SH OTR1,209,6980
MOBILE MINI INCCOM60740F10535512,019SH OTR1,5012,0190
MOBILEIRON INCCOM NEW60739U2048016,297SH OTR1,5016,2970
MODERNA INCCOM60770K1073,81859,460SH OTR1,2059,4600
MODERNA INCCOM60770K10739612SH OTR1,506120
MODINE MFG COCOM60782810021438,717SH OTR1,2038,7170
MODINE MFG COCOM60782810091,593SH OTR1,401,5930
MODINE MFG COCOM607828100539,518SH OTR1,509,5180
MOHAWK INDS INCCOM6081901049679,500SH OTR1,309,5000
MOHAWK INDS INCCOM60819010416162SH DFND116200
MOLECULIN BIOTECH INCCOM60855D1013435,195SH OTR1,2035,1950
MOLINA HEALTHCARE INCCOM60855R1003742,100SH OTR1,302,1000
MOLINA HEALTHCARE INCCOM60855R1006453,626SH OTR1,503,6260
MOLSON COORS BEVERAGE COCL B60871R2092,84582,800SHCallOTR1000
MOLSON COORS BEVERAGE COCL B60871R20948414,072SH OTR1,2014,0720
MOLSON COORS BEVERAGE COCL B60871R2091173,400SH OTR1,303,4000
MOLSON COORS BEVERAGE COCL B60871R20960217,533SH OTR1,5017,5330
MOMO INCADR60879B10799957,148SH OTR1,5057,1480
MONDELEZ INTL INCCL A6092071058,805172,202SH OTR1,20172,2020
MONDELEZ INTL INCCL A6092071052404,700SH OTR1,304,7000
MONDELEZ INTL INCCL A6092071053,24463,439SH OTR1,5063,4390
MONDELEZ INTL INCCL A6092071051011,978SH DFND11,97800
MONGODB INCCL A60937P106136600SHCallOTR1000
MONGODB INCCL A60937P106158700SHCallOTR1000
MONGODB INCCL A60937P10690398SH OTR103980
MONGODB INCCL A60937P10612,65155,892SH OTR1,2055,8920
MONOLITHIC PWR SYS INCCOM6098391051,3355,634SH OTR1,505,6340
MONSTER BEVERAGE CORP NEWCOM61174X1094997,200SH OTR1,307,2000
MONSTER BEVERAGE CORP NEWCOM61174X10937537SH OTR1,405370
MONSTER BEVERAGE CORP NEWCOM61174X1091,15816,709SH OTR1,5016,7090
MONTAGE RES CORPCOM61179L1001325SH OTR1,403250
MONTAGE RES CORPCOM61179L1009022,748SH OTR1,5022,7480
MOODYS CORPCOM6153691053851,400SHCallOTR1000
MOODYS CORPCOM6153691055,62020,456SH OTR1,2020,4560
MOODYS CORPCOM6153691056592,400SH OTR1,302,4000
MOODYS CORPCOM6153691059903,602SH OTR1,503,6020
MOOG INCCL A61539420273413,858SH OTR1,2013,8580
MOOG INCCL A6153942021803,393SH OTR1,403,3930
MOOG INCCL A6153942022474,670SH OTR1,504,6700
MORGAN STANLEYCOM NEW6174464482805,800SHCallOTR1000
MORGAN STANLEYCOM NEW6174464484018,300SHCallOTR1000
MORGAN STANLEYCOM NEW617446448641,319SH OTR101,3190
MORGAN STANLEYCOM NEW61744644810,164210,433SH OTR1,20210,4330
MORGAN STANLEYCOM NEW61744644810200SH OTR1,302000
MORGAN STANLEYCOM NEW6174464481,11823,140SH OTR1,4023,1400
MOSAIC CO NEWCOM61945C10329923,869SH OTR1,4023,8690
MOSAIC CO NEWCOM61945C1031,10888,575SH OTR1,5088,5750
MOTOROLA SOLUTIONS INCCOM NEW6200763075,32638,008SH OTR1,2038,0080
MOTOROLA SOLUTIONS INCCOM NEW62007630793666SH OTR1,406660
MOTOROLA SOLUTIONS INCCOM NEW6200763075503,922SH OTR1,503,9220
MOVADO GROUP INCCOM624580106847,780SH OTR1,207,7800
MOVADO GROUP INCCOM624580106625,744SH OTR1,505,7440
MR COOPER GROUP INCCOM62482R107352,785SH OTR1,202,7850
MR COOPER GROUP INCCOM62482R10712995SH OTR1,409950
MR COOPER GROUP INCCOM62482R10728022,522SH OTR1,5022,5220
MRC GLOBAL INCCOM55345K10321836,921SH OTR1,2036,9210
MRC GLOBAL INCCOM55345K1032258SH OTR1,402580
MRC GLOBAL INCCOM55345K103396,576SH OTR1,506,5760
MSA SAFETY INCCOM5534981065,44247,550SH OTR1,2047,5500
MSA SAFETY INCCOM55349810652458SH OTR1,404580
MSC INDL DIRECT INCCL A55353010695713,144SH OTR1,2013,1440
MSC INDL DIRECT INCCL A55353010622300SH OTR1,303000
MSCI INCCOM55354G1005841,750SH OTR1,301,7500
MSCI INCCOM55354G1004961,486SH OTR1,501,4860
MSG NETWORK INCCL A55357310625425,514SH OTR1,2025,5140
MSG NETWORK INCCL A553573106242,444SH OTR1,402,4440
MUELLER WTR PRODS INCCOM SER A62475810822624,007SH OTR1,2024,0070
MUELLER WTR PRODS INCCOM SER A624758108131,345SH OTR1,401,3450
MURPHY OIL CORPCOM62671710236126,168SH OTR1,2026,1680
MURPHY OIL CORPCOM6267171021238,900SH OTR1,308,9000
MURPHY OIL CORPCOM6267171022156SH OTR1,401560
MURPHY USA INCCOM6267551021951,735SH OTR1,201,7350
MURPHY USA INCCOM6267551021,0589,400SH OTR1,309,4000
MURPHY USA INCCOM626755102111985SH OTR1,409850
MURPHY USA INCCOM62675510248428SH OTR1,504280
MYLAN NVSHS EURON594651092,446152,099SH OTR1,20152,0990
MYLAN NVSHS EURON59465109935,800SH OTR1,305,8000
MYOKARDIA INCCOM62857M10598910,239SH OTR1,4010,2390
NABORS INDUSTRIES LTDSHSG6359F1373559,585SH OTR1,509,5850
NASDAQ INCCOM6311031082,00316,766SH OTR1,2016,7660
NASDAQ INCCOM6311031082922,447SH OTR1,402,4470
NATIONAL CINEMEDIA INCCOM63530910726890,150SH OTR1,2090,1500
NATIONAL ENERGY SERVICES REUSHSG6375R10712017,390SH OTR1,2017,3900
NATIONAL ENERGY SERVICES REUSHSG6375R1072342SH OTR1,403420
NATIONAL ENERGY SERVICES REUSHSG6375R107212,996SH OTR1,502,9960
NATIONAL FUEL GAS CO N JCOM63618010188721,152SH OTR1,2021,1520
NATIONAL HEALTH INVS INCCOM63633D1042784,577SH OTR1,504,5770
NATIONAL INSTRS CORPCOM63651810284921,945SH OTR1,2021,9450
NATIONAL INSTRS CORPCOM636518102411,072SH OTR1,401,0720
NATIONAL INSTRS CORPCOM63651810263316,349SH OTR1,5016,3490
NATIONAL OILWELL VARCO INCCOM6370711011,11490,918SH OTR1,2090,9180
NATIONAL OILWELL VARCO INCCOM6370711011,593130,000SH OTR1,30130,0000
NATIONAL OILWELL VARCO INCCOM6370711011,605130,992SH OTR1,50130,9920
NATIONAL OILWELL VARCO INCCOM63707110113611,128SH DFND111,12800
NATURAL GAS SERVICES GROUPCOM63886Q10916025,584SH OTR1,2025,5840
NAUTILUS INCCOM63910B10237940,880SH OTR1,5040,8800
NAVIENT CORPORATIONCOM63938C10858983,749SH OTR1,5083,7490
NAVISTAR INTL CORP NEWCOM63934E10859220,988SH OTR1,2020,9880
NAVISTAR INTL CORP NEWCOM63934E108511,798SH OTR1,401,7980
NAVISTAR INTL CORP NEWCOM63934E1081294,567SH OTR1,504,5670
NAVISTAR INTL CORP NEWCOM63934E10822769SH DFND176900
NCR CORP NEWCOM62886E1083,262188,350SH OTR1,20188,3500
NCR CORP NEWCOM62886E108211,200SH OTR1,301,2000
NCR CORP NEWCOM62886E10840323,255SH OTR1,4023,2550
NCS MULTISTAGE HLDGS INCCOM6288771021526,750SH OTR1,2026,7500
NELNET INCCL A64031N10855811,681SH OTR1,2011,6810
NELNET INCCL A64031N108911,902SH OTR1,401,9020
NELNET INCCL A64031N1081402,929SH OTR1,502,9290
NEOGENOMICS INCCOM NEW64049M2092467,950SH OTR1,207,9500
NEOPHOTONICS CORPCOM64051T10039143,978SH OTR1,5043,9780
NETAPP INCCOM64110D10474316,738SH OTR1,2016,7380
NETAPP INCCOM64110D1041,51734,200SH OTR1,3034,2000
NETAPP INCCOM64110D10450711,427SH OTR1,4011,4270
NETEASE INCSPONSORED ADS64110W1026931,615SH OTR1,501,6150
NETFLIX INCCALL64110L1069562,100SHCallOTR1000
NETFLIX INCCALL64110L1061,0012,200SHCallOTR1000
NETFLIX INCCOM64110L1062,6855,900SH OTR1,305,9000
NETFLIX INCCOM64110L1063,2817,210SH OTR1,507,2100
NETGEAR INCCOM64111Q1041515,821SH OTR1,205,8210
NETGEAR INCCOM64111Q10420780SH OTR1,407800
NETGEAR INCCOM64111Q1041023,925SH OTR1,503,9250
NEURONETICS INCCOM64131A10513469,506SH OTR1,2069,5060
NEVRO CORPCOM64157F1033873,241SH OTR1,403,2410
NEW GOLD INC CDACOM6445351062417,532SH OTR1,5017,5320
NEW JERSEY RESCOM64602510644013,472SH OTR1,2013,4720
NEW JERSEY RESCOM64602510616501SH DFND150100
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811079337,166SH OTR1,507,1660
NEW SR INVT GROUP INCCOM64869110322762,711SH OTR1,2062,7110
NEW SR INVT GROUP INCCOM6486911035715,863SH OTR1,5015,8630
NEW YORK CMNTY BANCORP INCCOM64944510357756,615SH OTR1,2056,6150
NEW YORK CMNTY BANCORP INCCOM64944510323823,306SH OTR1,5023,3060
NEW YORK TIMES COCL A6501111072,11950,416SH OTR1,2050,4160
NEW YORK TIMES COCL A65011110734800SH OTR1,308000
NEW YORK TIMES COCL A6501111071152,725SH OTR1,402,7250
NEWBORN ACQUISITION CORPUNIT 99/99/9999G6463T1302,917287,000SH DFND1287,00000
NEWELL BRANDS INCCOM65122910646929,527SH OTR1,2029,5270
NEWELL BRANDS INCCOM6512291061408,800SH OTR1,308,8000
NEWMARK GROUP INCCL A65158N10214028,900SH OTR1,2028,9000
NEWMARK GROUP INCCL A65158N10228859,342SH OTR1,5059,3420
NEWMARK GROUP INCCL A65158N102306,252SH DFND16,25200
NEWMARKET CORPCOM6515871072,9867,457