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
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
10X GENOMICS INCCL A COM88025U1098,79070,498SH OTR1,2070,4980
2U INCCOM90214J101591,728SH OTR1,201,7280
2U INCCOM90214J101371,100SH OTR1,301,1000
2U INCCOM90214J1012296,770SH OTR1,406,7700
2U INCCOM90214J1011374,041SH OTR1,504,0410
2U INCCOM90214J101641,886SH DFND11,88600
3-D SYS CORP DELCOM NEW88554D205122,386SH OTR1,202,3860
3-D SYS CORP DELCOM NEW88554D20523447,636SH OTR1,5047,6360
3M COCOM88579Y1013832,394SH OTR1,202,3940
3M COCOM88579Y1012,22713,900SH OTR1,3013,9000
51JOB INCSPONSORED ADS3168271042182,800SH OTR1,202,8000
8X8 INC NEWCOM28291410060238,716SH OTR1,2038,7160
8X8 INC NEWCOM28291410014900SH OTR1,309000
8X8 INC NEWCOM282914100493,173SH OTR1,403,1730
8X8 INC NEWCOM282914100211,341SH DFND11,34100
A10 NETWORKS INCCOM002121101264,112SH OTR1,404,1120
A10 NETWORKS INCCOM00212110121934,324SH OTR1,5034,3240
AAON INCCOM PAR $0.0040003602062303,820SH OTR1,203,8200
AARONS INCCOM PAR $0.500025353005589,856SH OTR1,209,8560
AARONS INCCOM PAR $0.5000253530065611,575SH OTR1,5011,5750
ABBOTT LABSCOM0028241005975,485SH OTR1,205,4850
ABBOTT LABSCOM0028241001,50213,800SH OTR1,3013,8000
ABBOTT LABSCOM00282410047434SH DFND143400
ABBVIE INCCOM00287Y1094915,600SHCallOTR1000
ABBVIE INCCOM00287Y1092282,600SHCallOTR1000
ABBVIE INCCOM00287Y1091,13913,000SH OTR1,3013,0000
ABBVIE INCCOM00287Y1091191,361SH DFND11,36100
ABERCROMBIE & FITCH COCL A002896207412,959SH OTR1,202,9590
ABERCROMBIE & FITCH COCL A0028962071138,121SH OTR1,408,1210
ABERCROMBIE & FITCH COCL A00289620735125,191SH OTR1,5025,1910
ABIOMED INCCOM0036541001,1484,143SH OTR1,504,1430
ABM INDS INCCOM00095710047112,835SH OTR1,2012,8350
ABM INDS INCCOM0009571008223SH OTR1,502230
ACACIA COMMUNICATIONS INCCOM00401C1089,401139,487SH OTR1,20139,4870
ACACIA COMMUNICATIONS INCCOM00401C108811,202SH OTR1,501,2020
ACADIA HEALTHCARE COMPANY INCOM00404A1092628,873SH OTR1,208,8730
ACADIA HEALTHCARE COMPANY INCOM00404A1091505,099SH OTR1,505,0990
ACADIA HEALTHCARE COMPANY INCOM00404A10905SH DFND1500
ACADIA RLTY TRCOM SH BEN INT00423910917216,335SH OTR1,2016,3350
ACADIA RLTY TRCOM SH BEN INT00423910916115,321SH OTR1,5015,3210
ACAMAR PARTNERS ACQSITION COCL A00428510226325,770SH DFND125,77000
ACCELERON PHARMA INCCOM00434H1084503,995SH OTR1,203,9950
ACCENTURE PLC IRELANDSHS CLASS AG1151C1019033,997SH OTR1,203,9970
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011,7037,537SH OTR1,507,5370
ACCENTURE PLC IRELANDSHS CLASS AG1151C10179350SH DFND135000
ACCO BRANDS CORPCOM00081T10829049,957SH OTR1,2049,9570
ACCO BRANDS CORPCOM00081T108244,068SH OTR1,404,0680
ACCO BRANDS CORPCOM00081T10810818,653SH OTR1,5018,6530
ACI WORLDWIDE INCCOM0044981011,28949,332SH OTR1,2049,3320
ACI WORLDWIDE INCCOM00449810122848SH OTR1,408480
ACM RESEARCH INCCOM CL A00108J1093745,413SH OTR1,505,4130
ACM RESEARCH INCCOM CL A00108J10935509SH DFND150900
ACTIVISION BLIZZARD INCCOM00507V1091,49818,500SHCallOTR1000
ACTIVISION BLIZZARD INCCOM00507V1091,93523,900SHCallOTR1000
ACTIVISION BLIZZARD INCCOM00507V1092543,133SH OTR103,1330
ACTIVISION BLIZZARD INCCOM00507V109881,086SH OTR1,201,0860
ACTIVISION BLIZZARD INCCOM00507V1093,24640,100SH OTR1,3040,1000
ACTIVISION BLIZZARD INCCOM00507V1091,70121,017SH OTR1,5021,0170
ACUITY BRANDS INCCOM00508Y1021,50314,689SH OTR1,2014,6890
ACUITY BRANDS INCCOM00508Y1022552,490SH OTR1,402,4900
ACUITY BRANDS INCCOM00508Y10286836SH OTR1,508360
ACUSHNET HOLDINGS CORPCOM0050981082116,284SH OTR1,206,2840
ADOBE SYSTEMS INCORPORATEDCOM00724F101259529SH OTR105290
ADOBE SYSTEMS INCORPORATEDCOM00724F1011939SH OTR1,20390
ADOBE SYSTEMS INCORPORATEDCOM00724F101245500SH OTR1,305000
ADOBE SYSTEMS INCORPORATEDCOM00724F1012,1014,283SH OTR1,504,2830
ADOBE SYSTEMS INCORPORATEDCOM00724F101221450SH DFND145000
ADT INC DELCOM00090Q103162,000SH OTR1,302,0000
ADT INC DELCOM00090Q10311313,875SH OTR1,4013,8750
ADTALEM GLOBAL ED INCCOM00737L1031385,613SH OTR1,205,6130
ADTALEM GLOBAL ED INCCOM00737L10359124,077SH OTR1,5024,0770
ADTALEM GLOBAL ED INCCOM00737L1031014,123SH DFND14,12300
ADTRAN INCCOM00738A10613513,137SH OTR1,2013,1370
ADTRAN INCCOM00738A106666,414SH OTR1,506,4140
ADVANCE AUTO PARTS INCCOM00751Y1064302,800SHCallOTR1000
ADVANCE AUTO PARTS INCCOM00751Y1064913,200SHCallOTR1000
ADVANCE AUTO PARTS INCCOM00751Y1066584,285SH OTR1,404,2850
ADVANCE AUTO PARTS INCCOM00751Y1063402,218SH OTR1,502,2180
ADVANCED DISP SVCS INC DELCOM00790X1018,845292,579SH OTR1,20292,5790
ADVANCED ENERGY INDSCOM0079731002323,690SH OTR1,203,6900
ADVANCED ENERGY INDSCOM0079731005007,949SH OTR1,507,9490
ADVANCED MICRO DEVICES INCCOM00790310774900SH OTR1,309000
ADVANCED MICRO DEVICES INCCOM0079031072,57331,385SH OTR1,5031,3850
AERCAP HOLDINGS NVSHSN0098510647919,000SH OTR1,3019,0000
AERCAP HOLDINGS NVSHSN0098510626210,406SH OTR1,5010,4060
AERCAP HOLDINGS NVSHSN00985106301,205SH DFND11,20500
AERIE PHARMACEUTICALS INCCOM00771V10832827,844SH OTR1,2027,8440
AEROJET ROCKETDYNE HLDGS INCCOM0078001052616,536SH OTR1,206,5360
AEROJET ROCKETDYNE HLDGS INCCOM007800105491,216SH OTR1,401,2160
AEROJET ROCKETDYNE HLDGS INCCOM00780010512297SH DFND129700
AEROVIRONMENT INCCOM0080731084327,199SH OTR1,207,1990
AEROVIRONMENT INCCOM00807310855924SH OTR1,409240
AEROVIRONMENT INCCOM0080731083095,153SH OTR1,505,1530
AEROVIRONMENT INCCOM008073108114SH DFND11400
AFFILIATED MANAGERS GROUP INCOM0082521086699,779SH OTR1,209,7790
AFFILIATED MANAGERS GROUP INCOM0082521084927,200SH OTR1,307,2000
AFFILIATED MANAGERS GROUP INCOM0082521082193,196SH OTR1,403,1960
AFFILIATED MANAGERS GROUP INCOM0082521082914,255SH OTR1,504,2550
AFFILIATED MANAGERS GROUP INCOM00825210811165SH DFND116500
AFLAC INCCOM0010551027,723212,466SH OTR1,20212,4660
AFLAC INCCOM0010551021273,500SH OTR1,303,5000
AFLAC INCCOM001055102822,251SH OTR1,402,2510
AFLAC INCCOM0010551021604,391SH DFND14,39100
AG MTG INVT TR INCCOM0012281056924,915SH OTR1,2024,9150
AGCO CORPCOM0010841025978,038SH OTR1,208,0380
AGCO CORPCOM0010841027100SH OTR1,401000
AGCO CORPCOM001084102911,230SH OTR1,501,2300
AGCO CORPCOM001084102452SH DFND15200
AGEAGLE AERIAL SYS INC NEWCOM00848K101260114,245SH OTR1,50114,2450
AGILENT TECHNOLOGIES INCCOM00846U1011271,262SH OTR1,201,2620
AGILENT TECHNOLOGIES INCCOM00846U1013633,600SH OTR1,303,6000
AGILENT TECHNOLOGIES INCCOM00846U1016496,434SH OTR1,506,4340
AGIOS PHARMACEUTICALS INCCOM00847X1041,39639,899SH OTR1,2039,8990
AGIOS PHARMACEUTICALS INCCOM00847X104461,301SH DFND11,30100
AGNC INVT CORPCOM00123Q10419213,774SH OTR1,2013,7740
AGNC INVT CORPCOM00123Q1049675SH DFND167500
AGNICO EAGLE MINES LTDCOM0084741081662,081SH OTR102,0810
AGNICO EAGLE MINES LTDCOM0084741083524,426SH OTR1,404,4260
AGNICO EAGLE MINES LTDCOM00847410871889SH DFND188900
AGREE REALTY CORPCOM00849210069210,878SH OTR1,2010,8780
AGROFRESH SOLUTIONS INCCOM00856G1092510,144SH OTR1,2010,1440
AGROFRESH SOLUTIONS INCCOM00856G1091500SH DFND150000
AIMMUNE THERAPEUTICS INCCOM00900T1073,12590,708SH OTR1,2090,7080
AIMMUNE THERAPEUTICS INCCOM00900T107141SH OTR1,50410
AIR PRODS & CHEMS INCCOM009158106102341SH OTR103410
AIR PRODS & CHEMS INCCOM0091581068072,709SH OTR1,202,7090
AIR PRODS & CHEMS INCCOM0091581062,0796,981SH OTR1,506,9810
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ012,0329,307,000PRN DFND19,307,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL56,9526,000,000PRN DFND16,000,00000
ALAMOS GOLD INC NEWCOM CL A01153210868577,773SH OTR1,5077,7730
ALAMOS GOLD INC NEWCOM CL A011532108525,898SH DFND15,89800
ALBEMARLE CORPCOM0126531015666,339SH OTR1,206,3390
ALBEMARLE CORPCOM0126531011351,516SH OTR1,401,5160
ALBEMARLE CORPCOM0126531014364,883SH OTR1,504,8830
ALBERTSONS COS INCCOMMON STOCK01309110322316,128SH OTR1,2016,1280
ALBERTSONS COS INCCOMMON STOCK01309110371051,246SH OTR1,5051,2460
ALBERTSONS COS INCCOMMON STOCK013091103735,300SH DFND15,30000
ALCOA CORPCOM01387210613911,956SH OTR1,2011,9560
ALCOA CORPCOM013872106625,354SH OTR1,405,3540
ALCOA CORPCOM0138721062,524217,050SH OTR1,50217,0500
ALCOA CORPCOM013872106504,272SH DFND14,27200
ALECTOR INCCOM014442107807,629SH OTR1,207,6290
ALECTOR INCCOM014442107302,835SH DFND12,83500
ALEXANDER & BALDWIN INC NEWCOM01449110416514,691SH OTR1,5014,6910
ALEXANDRIA REAL ESTATE EQ INCOM0152711095,95837,239SH OTR1,2037,2390
ALLEGHANY CORP DELCOM0171751008221,579SH OTR1,201,5790
ALLEGHANY CORP DELCOM017175100156300SH OTR1,303000
ALLEGHANY CORP DELCOM0171751007931,524SH OTR1,401,5240
ALLEGHENY TECHNOLOGIES INCCOM01741R102586,600SH OTR1,306,6000
ALLEGHENY TECHNOLOGIES INCCOM01741R10291,035SH OTR1,401,0350
ALLEGHENY TECHNOLOGIES INCCOM01741R102323,727SH DFND13,72700
ALLEGION PLCORD SHSG0176J1091,17911,917SH OTR1,2011,9170
ALLEGION PLCORD SHSG0176J1092082,100SH OTR1,302,1000
ALLIANCE DATA SYSTEMS CORPCOM01858110829687SH OTR1,206870
ALLIANCE DATA SYSTEMS CORPCOM0185811083999,500SH OTR1,309,5000
ALLIANCE DATA SYSTEMS CORPCOM0185811084119,781SH OTR1,509,7810
ALLIANCE DATA SYSTEMS CORPCOM01858110841965SH DFND196500
ALLIANT ENERGY CORPCOM0188021084669,023SH OTR1,209,0230
ALLIANT ENERGY CORPCOM01880210855810,800SH OTR1,3010,8000
ALLIANT ENERGY CORPCOM0188021081322,558SH OTR1,402,5580
ALLIANT ENERGY CORPCOM01880210880015,484SH OTR1,5015,4840
ALLIANT ENERGY CORPCOM01880210873614,251SH DFND114,25100
ALLISON TRANSMISSION HLDGS ICOM01973R10155915,903SH OTR1,2015,9030
ALLISON TRANSMISSION HLDGS ICOM01973R1011935,500SH OTR1,305,5000
ALLISON TRANSMISSION HLDGS ICOM01973R10140511,532SH OTR1,4011,5320
ALLISON TRANSMISSION HLDGS ICOM01973R1011805,135SH OTR1,505,1350
ALLISON TRANSMISSION HLDGS ICOM01973R1011494,248SH DFND14,24800
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10826832,910SH OTR1,2032,9100
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P108101,168SH OTR1,401,1680
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P108435,287SH DFND15,28700
ALLSTATE CORPCOM0200021011,40714,948SH OTR1,2014,9480
ALLSTATE CORPCOM0200021012,07122,000SH OTR1,3022,0000
ALLSTATE CORPCOM02000210127285SH DFND128500
ALLY FINL INCCOM02005N10090436,040SH OTR1,2036,0400
ALLY FINL INCCOM02005N10027811,100SH OTR1,3011,1000
ALLY FINL INCCOM02005N1001,05742,162SH OTR1,4042,1620
ALLY FINL INCCOM02005N1001556,187SH OTR1,506,1870
ALNYLAM PHARMACEUTICALS INCCOM02043Q1075533,800SHCallOTR1000
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072041,400SHCallOTR1000
ALNYLAM PHARMACEUTICALS INCCOM02043Q1076,28143,141SH OTR1,2043,1410
ALPHA PRO TECH LTDCOM02077210929219,745SH OTR1,5019,7450
ALPHABET INCCAP STK CL A02079K30512887SH OTR1,20870
ALPHABET INCCAP STK CL A02079K3056,0324,116SH OTR1,504,1160
ALPHABET INCCAP STK CL C02079K1079363SH OTR1,20630
ALPHABET INCCAP STK CL C02079K107467318SH DFND131800
ALPS ETF TRALERIAN MLP00162Q4521,03952,000SH DFND152,00000
ALTERYX INCCOM CL A02156B1039088,000SHCallOTR1000
ALTERYX INCCOM CL A02156B1035795,100SHCallOTR1000
ALTERYX INCCOM CL A02156B1033423,012SH OTR1,203,0120
ALTERYX INCCOM CL A02156B10347410SH OTR1,404100
ALTICE USA INCCL A02156K1033100SH OTR1,301000
ALTICE USA INCCL A02156K10329611,379SH OTR1,4011,3790
ALTICE USA INCCL A02156K10371927,643SH OTR1,5027,6430
ALTICE USA INCCL A02156K103522,019SH DFND12,01900
ALTRA INDL MOTION CORPCOM02208R1061624,373SH OTR1,204,3730
ALTRA INDL MOTION CORPCOM02208R1062647,141SH OTR1,507,1410
ALTRA INDL MOTION CORPCOM02208R106521,408SH DFND11,40800
ALTRIA GROUP INCCOM02209S10326667SH OTR1,206670
ALTRIA GROUP INCCOM02209S1032,25358,300SH OTR1,3058,3000
ALTRIA GROUP INCCOM02209S1035,721148,056SH OTR1,50148,0560
ALTRIA GROUP INCCOM02209S1032025,226SH DFND15,22600
ALUSSA ENERGY ACQUISITION COSHS CL AG0232J1012,507252,431SH DFND1252,43100
AMAZON COM INCCOM023135106350111SH OTR101110
AMAZON COM INCCOM02313510612339SH OTR1,20390
AMAZON COM INCCOM0231351066,0461,920SH OTR1,501,9200
AMBARELLA INCSHSG037AX1012875,506SH OTR1,505,5060
AMBARELLA INCSHSG037AX10106SH DFND1600
AMBEV SASPONSORED ADR02319V1032510,880SH OTR1,5010,8800
AMC ENTMT HLDGS INCCL A COM00165C10416835,599SH OTR1,5035,5990
AMC NETWORKS INCCL A00164V1031,48460,070SH OTR1,2060,0700
AMC NETWORKS INCCL A00164V1034162SH DFND116200
AMCOR PLCORDG0250X10773566,546SH OTR1,2066,5460
AMDOCS LTDSHSG026021034467,773SH OTR1,207,7730
AMDOCS LTDSHSG0260210329500SH OTR1,305000
AMDOCS LTDSHSG026021035509,579SH OTR1,509,5790
AMDOCS LTDSHSG026021031232,134SH DFND12,13400
AMEDISYS INCCOM02343610875317SH OTR1,203170
AMEDISYS INCCOM0234361087683,250SH OTR1,303,2500
AMEDISYS INCCOM02343610836153SH OTR1,401530
AMEDISYS INCCOM0234361089494,015SH OTR1,504,0150
AMER STATES WTR COCOM0298991013514,688SH OTR1,204,6880
AMER STATES WTR COCOM02989910151674SH OTR1,406740
AMER STATES WTR COCOM02989910131409SH DFND140900
AMERCOCOM0235861004361,225SH OTR1,201,2250
AMERCOCOM0235861001952SH OTR1,40520
AMEREN CORPCOM0236081021,88223,800SH OTR1,2023,8000
AMERICAN AIRLS GROUP INCCOM02376R10218715,200SHCallOTR1000
AMERICAN AIRLS GROUP INCCOM02376R1029,925807,555SH OTR1,20807,5550
AMERICAN AIRLS GROUP INCCOM02376R10240232,700SH OTR1,3032,7000
AMERICAN AIRLS GROUP INCCOM02376R1022171SH DFND117100
AMERICAN ASSETS TR INCCOM0240131041124,639SH OTR1,204,6390
AMERICAN ASSETS TR INCCOM0240131042128,785SH OTR1,508,7850
AMERICAN AXLE & MFG HLDGS INCOM02406110333157,445SH OTR1,5057,4450
AMERICAN EAGLE OUTFITTERS INCOM02553E106724,878SH OTR1,204,8780
AMERICAN EAGLE OUTFITTERS INCOM02553E1061399,400SH OTR1,309,4000
AMERICAN ELEC PWR CO INCCOM025537101971,185SH OTR101,1850
AMERICAN ELEC PWR CO INCCOM0255371014976,085SH OTR1,206,0850
AMERICAN ELEC PWR CO INCCOM0255371011962,400SH OTR1,302,4000
AMERICAN ELEC PWR CO INCCOM02553710113154SH OTR1,401540
AMERICAN EQTY INVT LIFE HLDCOM02567620651823,575SH OTR1,2023,5750
AMERICAN EQTY INVT LIFE HLDCOM02567620610456SH OTR1,404560
AMERICAN EXPRESS COCOM0258161093,79137,815SH OTR1,2037,8150
AMERICAN EXPRESS COCOM0258161096126,109SH OTR1,506,1090
AMERICAN FIN TR INCCOM CLASS A02607T10911017,540SH OTR1,2017,5400
AMERICAN FINL GROUP INC OHIOCOM0259321046049,011SH OTR1,209,0110
AMERICAN FINL GROUP INC OHIOCOM0259321042283,400SH OTR1,303,4000
AMERICAN FINL GROUP INC OHIOCOM02593210427400SH OTR1,404000
AMERICAN FINL GROUP INC OHIOCOM02593210413200SH DFND120000
AMERICAN INTL GROUP INCCOM NEW02687478451518,699SH OTR1018,6990
AMERICAN INTL GROUP INCCOM NEW0268747842368,576SH DFND18,57600
AMERICAN SOFTWARE INCCL A02968310923917,021SH OTR1,2017,0210
AMERICAN SOFTWARE INCCL A029683109402,824SH OTR1,502,8240
AMERICAN TOWER CORP NEWCOM03027X1005072,098SH OTR1,202,0980
AMERICAN TOWER CORP NEWCOM03027X1004,09016,921SH OTR1,5016,9210
AMERICAN WOODMARK CORPORATIOCOM0305061093304,201SH OTR1,504,2010
AMERICAN WOODMARK CORPORATIOCOM03050610926330SH DFND133000
AMERICAN WTR WKS CO INC NEWCOM0304201032,63718,199SH OTR1,2018,1990
AMERICAN WTR WKS CO INC NEWCOM03042010314100SH OTR1,301000
AMERICAN WTR WKS CO INC NEWCOM030420103102707SH OTR1,407070
AMERICAS GOLD AND SILVER CORCOM03062D1005922,300SH OTR1,5022,3000
AMERIPRISE FINL INCCOM03076C1065,06532,863SH OTR1,2032,8630
AMERIPRISE FINL INCCOM03076C10646300SH DFND130000
AMERISAFE INCCOM03071H100701,212SH OTR1,201,2120
AMERISAFE INCCOM03071H1004367,600SH OTR1,507,6000
AMERISAFE INCCOM03071H100801,397SH DFND11,39700
AMERISOURCEBERGEN CORPCOM03073E1051,90219,628SH OTR1,2019,6280
AMERISOURCEBERGEN CORPCOM03073E105666SH OTR1,40660
AMERISOURCEBERGEN CORPCOM03073E1054204,337SH OTR1,504,3370
AMETEK INCCOM0311001001,23712,442SH OTR1,2012,4420
AMETEK INCCOM03110010056567SH OTR1,405670
AMETEK INCCOM0311001006646,682SH OTR1,506,6820
AMICUS THERAPEUTICS INCCOM03152W1091,979140,133SH OTR1,20140,1330
AMKOR TECHNOLOGY INCCOM03165210018116,155SH OTR1,2016,1550
AMKOR TECHNOLOGY INCCOM03165210076968,635SH OTR1,5068,6350
AMN HEALTHCARE SVCS INCCOM0017441012113,603SH OTR1,203,6030
AMN HEALTHCARE SVCS INCCOM00174410101SH OTR1,4010
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10516342,039SH OTR1,2042,0390
AMPHENOL CORP NEWCL A0320951012262,089SH OTR1,202,0890
AMPHENOL CORP NEWCL A0320951015094,700SH OTR1,304,7000
AMPHENOL CORP NEWCL A0320951011641,511SH OTR1,401,5110
AMPHENOL CORP NEWCL A03209510189826SH OTR1,508260
ANALOG DEVICES INCCOM0326541051441,236SH OTR101,2360
ANALOG DEVICES INCCOM0326541051,17910,100SH OTR1,3010,1000
ANAPLAN INCCOM03272L10883713,370SH OTR1,2013,3700
ANAPLAN INCCOM03272L1084076,500SH OTR1,306,5000
ANAPLAN INCCOM03272L10820316SH OTR1,403160
ANAPLAN INCCOM03272L1082423,874SH OTR1,503,8740
ANDERSONS INCCOM0341641031437,454SH OTR1,207,4540
ANDERSONS INCCOM0341641031638,492SH OTR1,508,4920
ANGLOGOLD ASHANTI LIMITEDSPONSORED ADR03512820672627,506SH OTR1,5027,5060
ANNALY CAPITAL MANAGEMENT INCOM03571040916222,793SH OTR1,2022,7930
ANNALY CAPITAL MANAGEMENT INCOM0357104092,180306,146SH OTR1,50306,1460
ANNALY CAPITAL MANAGEMENT INCOM035710409253,548SH DFND13,54800
ANNOVIS BIO INCCOM03615A1088317,164SH OTR1,2017,1640
ANSYS INCCOM03662Q1051,3934,257SH OTR1,204,2570
ANTARES PHARMA INCCOM0366421064717,472SH OTR1,2017,4720
ANTARES PHARMA INCCOM0366421065921,708SH OTR1,5021,7080
ANTERIX INCCOM03676C1002256,893SH OTR1,206,8930
ANTERO MIDSTREAM CORPCOM03676B1023,166589,500SH OTR1,20589,5000
ANTERO MIDSTREAM CORPCOM03676B1027714,271SH OTR1,5014,2710
ANTERO RESOURCES CORPCOM03674X10620072,700SH OTR1,2072,7000
ANTHEM INCCOM03675210385317SH OTR1,203170
ANTHEM INCCOM0367521033631,352SH OTR1,401,3520
ANTHEM INCCOM03675210354200SH DFND120000
APACHE CORPCOM0374111051,227129,573SH OTR1,20129,5730
APACHE CORPCOM037411105121,226SH OTR1,401,2260
APACHE CORPCOM03741110550953,704SH OTR1,5053,7040
APACHE CORPCOM037411105293,082SH DFND13,08200
APARTMENT INVT & MGMT COCL A03748R7541,00829,897SH OTR1,5029,8970
API GROUP CORPCOM STK00187Y10052336,762SH OTR1,2036,7620
API GROUP CORPCOM STK00187Y1001218,529SH OTR1,508,5290
API GROUP CORPCOM STK00187Y100141,000SH DFND11,00000
APOLLO COML REAL EST FIN INCCOM03762U10556863,089SH OTR1,2063,0890
APOLLO COML REAL EST FIN INCCOM03762U1056716SH DFND171600
APOLLO GLOBAL MGMT INCCOM CL A03768E1051,09724,520SH OTR1,2024,5200
APPFOLIO INCCOM CL A03783C10099695SH OTR1,206950
APPFOLIO INCCOM CL A03783C1008465,969SH OTR1,505,9690
APPIAN CORPCL A03782L1014146,400SH OTR1,306,4000
APPIAN CORPCL A03782L1017111SH DFND111100
APPLE INCCOM0378331005795,000SHCallDFND1000
APPLE INCCOM0378331005795,000SHCallDFND1000
APPLE INCCOM0378331009678,353SH OTR108,3530
APPLE INCCOM03783310026,431228,231SH OTR1,20228,2310
APPLE INCCOM0378331001,95216,858SH DFND116,85800
APPLIED INDL TECHNOLOGIES INCOM03820C1053766,824SH OTR1,206,8240
APPLIED INDL TECHNOLOGIES INCOM03820C10511198SH OTR1,401980
APPLIED INDL TECHNOLOGIES INCOM03820C1053446,243SH OTR1,506,2430
APPLIED INDL TECHNOLOGIES INCOM03820C1051472,671SH DFND12,67100
APPLIED MATLS INCCOM03822210589415,044SH OTR1015,0440
APPLIED MATLS INCCOM0382221054948,302SH OTR1,208,3020
APPLIED MATLS INCCOM038222105711,200SH OTR1,301,2000
APPLIED MATLS INCCOM03822210543727SH DFND172700
APTARGROUP INCCOM0383361036896,087SH OTR1,206,0870
APTARGROUP INCCOM0383361037626,733SH OTR1,506,7330
APTIV PLCSHSG6095L1092042,224SH OTR1,202,2240
ARAMARKCOM03852U10672727,487SH OTR1,2027,4870
ARAMARKCOM03852U1068300SH OTR1,303000
ARAMARKCOM03852U10648718,424SH OTR1,4018,4240
ARCBEST CORPCOM03937C1052187,025SH OTR1,207,0250
ARCBEST CORPCOM03937C10517533SH OTR1,405330
ARCBEST CORPCOM03937C1052688,615SH OTR1,508,6150
ARCH CAP GROUP LTDORDG0450A1051,19240,766SH OTR1,2040,7660
ARCH CAP GROUP LTDORDG0450A1051,11738,200SH OTR1,3038,2000
ARCH CAP GROUP LTDORDG0450A1058281SH OTR1,402810
ARCH CAP GROUP LTDORDG0450A10565622,421SH OTR1,5022,4210
ARCH CAP GROUP LTDORDG0450A1051,43048,882SH DFND148,88200
ARCH RESOURCES INCCL A03940R1073518,261SH OTR1,208,2610
ARCH RESOURCES INCCL A03940R10742984SH OTR1,409840
ARCONIC CORPORATIONCOM03966V10756929,845SH OTR1,2029,8450
ARCONIC CORPORATIONCOM03966V107683,594SH OTR1,403,5940
ARCOSA INCCOM0396531003989,031SH OTR1,209,0310
ARCOSA INCCOM03965310027615SH OTR1,406150
ARCOSA INCCOM0396531001072,421SH OTR1,502,4210
ARCOSA INCCOM039653100369SH DFND16900
ARES CAPITAL CORPCOM04010L10358842,154SH OTR1,5042,1540
ARES COML REAL ESTATE CORPCOM04013V108859,326SH OTR1,209,3260
ARES COML REAL ESTATE CORPCOM04013V10811011,985SH OTR1,5011,9850
ARGO GROUP INTL HLDGS LTDCOMG0464B1072798,091SH OTR1,208,0910
ARGO GROUP INTL HLDGS LTDCOMG0464B107892,585SH OTR1,502,5850
ARGO GROUP INTL HLDGS LTDCOMG0464B10716460SH DFND146000
ARISTA NETWORKS INCCOM0404131064192,027SH OTR1,202,0270
ARISTA NETWORKS INCCOM0404131064852,345SH OTR1,502,3450
ARLO TECHNOLOGIES INCCOM04206A10139274,549SH OTR1,5074,5490
ARLO TECHNOLOGIES INCCOM04206A1012450SH DFND145000
ARMADA HOFFLER PPTYS INCCOM04208T10812113,116SH OTR1,5013,1160
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550717818,712SH OTR1,2018,7120
ARMSTRONG WORLD INDS INCCOM04247X1025407,853SH OTR1,207,8530
ARMSTRONG WORLD INDS INCCOM04247X1021,05315,300SH OTR1,3015,3000
ARMSTRONG WORLD INDS INCCOM04247X1022764,014SH OTR1,404,0140
ARMSTRONG WORLD INDS INCCOM04247X10238550SH DFND155000
ARROW ELECTRS INCCOM0427351001,95624,865SH OTR1,2024,8650
ARROW ELECTRS INCCOM0427351008101SH OTR1,401010
ARROW ELECTRS INCCOM04273510024300SH DFND130000
ASBURY AUTOMOTIVE GROUP INCCOM0434361043293,371SH OTR1,203,3710
ASBURY AUTOMOTIVE GROUP INCCOM0434361041921,974SH OTR1,401,9740
ASBURY AUTOMOTIVE GROUP INCCOM0434361045025,154SH OTR1,505,1540
ASE TECHNOLOGY HLDG CO LTDSPONSORED ADS00215W1004511,078SH OTR1,5011,0780
ASGN INCCOM00191U1023174,980SH OTR1,204,9800
ASGN INCCOM00191U102911,432SH OTR1,401,4320
ASHLAND GLOBAL HLDGS INCCOM0441861041,85526,160SH OTR1,2026,1600
ASHLAND GLOBAL HLDGS INCCOM0441861042553,600SH OTR1,303,6000
ASHLAND GLOBAL HLDGS INCCOM04418610471010,018SH OTR1,4010,0180
ASHLAND GLOBAL HLDGS INCCOM04418610499213,986SH OTR1,5013,9860
ASHLAND GLOBAL HLDGS INCCOM044186104454SH DFND15400
ASSOCIATED BANC CORPCOM04548710544435,213SH OTR1,2035,2130
ASSOCIATED BANC CORPCOM045487105786,158SH DFND16,15800
ASSURANT INCCOM04621X1086395,266SH OTR1,205,2660
ASSURANT INCCOM04621X10850414SH OTR1,404140
ASSURED GUARANTY LTDCOMG0585R10633215,475SH OTR1,2015,4750
ASSURED GUARANTY LTDCOMG0585R106843,924SH OTR1,403,9240
ASSURED GUARANTY LTDCOMG0585R10621610,066SH OTR1,5010,0660
ASSURED GUARANTY LTDCOMG0585R1069438SH DFND143800
ASTRONICS CORPCOM04643310812716,447SH OTR1,2016,4470
ASTRONICS CORPCOM04643310891,130SH OTR1,401,1300
ASTRONICS CORPCOM04643310891,115SH OTR1,501,1150
AT HOME GROUP INCCOM04650Y100161,100SH OTR1,301,1000
AT HOME GROUP INCCOM04650Y10013867SH OTR1,408670
AT HOME GROUP INCCOM04650Y10039026,217SH OTR1,5026,2170
AT&T INCCOM00206R1025,654198,300SHCallOTR1000
AT&T INCCOM00206R1025,625197,300SHCallOTR1000
AT&T INCCOM00206R1021,27444,700SH OTR1044,7000
AT&T INCCOM00206R10285229,900SH OTR1,3029,9000
AT&T INCCOM00206R102722,542SH OTR1,402,5420
AT&T INCCOM00206R1021635,732SH DFND15,73200
ATHENE HOLDING LTDCL AG0684D1071,03630,409SH OTR1,2030,4090
ATHENEX INCCOM04685N10336129,820SH OTR1,2029,8200
ATKORE INTL GROUP INCCOM0476491081968,601SH OTR1,208,6010
ATKORE INTL GROUP INCCOM047649108642,815SH OTR1,402,8150
ATKORE INTL GROUP INCCOM04764910833614,767SH OTR1,5014,7670
ATKORE INTL GROUP INCCOM0476491081848,110SH DFND18,11000
ATLANTIC POWER CORPCOM NEW04878Q8633015,443SH OTR1,2015,4430
ATLANTIC UN BANKSHARES CORPCOM04911A10724011,223SH OTR1,2011,2230
ATLANTIC UN BANKSHARES CORPCOM04911A1077332SH OTR1,403320
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642055208,543SH OTR1,208,5430
ATLASSIAN CORP PLCCL AG062421049635,300SH OTR1,305,3000
ATLASSIAN CORP PLCCL AG062421043782,078SH OTR1,402,0780
ATLASSIAN CORP PLCCL AG062421049575,265SH OTR1,505,2650
ATN INTL INCCOM00215F10743861SH OTR1,208610
ATN INTL INCCOM00215F1071973,932SH OTR1,503,9320
ATRICURE INCCOM04963C2097177SH OTR1,401770
ATRICURE INCCOM04963C2092486,217SH OTR1,506,2170
ATRICURE INCCOM04963C20939966SH DFND196600
ATRION CORPCOM049904105159254SH OTR1,202540
ATRION CORPCOM0499041055384SH OTR1,50840
AUTODESK INCCOM0527691063251,406SH OTR1,201,4060
AUTODESK INCCOM052769106185800SH OTR1,308000
AUTODESK INCCOM0527691061,1354,915SH OTR1,504,9150
AUTOLIV INCCOM0528001092633,613SH OTR1,403,6130
AUTOMATIC DATA PROCESSING INCOM0530151034132,959SH OTR1,502,9590
AUTONATION INCCOM05329W1024207,934SH OTR1,207,9340
AUTONATION INCCOM05329W1021913,600SH OTR1,303,6000
AUTONATION INCCOM05329W10210184SH OTR1,401840
AUTOZONE INCCOM053332102871740SH OTR1,307400
AUTOZONE INCCOM053332102769653SH OTR1,406530
AUTOZONE INCCOM0533321026,0395,128SH OTR1,505,1280
AVALARA INCCOM05338G1061711,340SH OTR1,201,3400
AVALARA INCCOM05338G1067776,100SH OTR1,306,1000
AVALARA INCCOM05338G10676594SH OTR1,405940
AVALARA INCCOM05338G1063652,866SH OTR1,502,8660
AVALONBAY CMNTYS INCCOM0534841011,2118,111SH OTR1,208,1110
AVANGRID INCCOM05351W1033386,690SH OTR1,206,6900
AVANOS MED INCCOM05350V1062868,605SH OTR1,208,6050
AVANOS MED INCCOM05350V10615464SH OTR1,404640
AVANOS MED INCCOM05350V106377SH DFND17700
AVANTOR INCCOM05352A1001,90184,530SH OTR1,2084,5300
AVANTOR INCCOM05352A100311,400SH OTR1,301,4000
AVANTOR INCCOM05352A1001084,818SH DFND14,81800
AVERY DENNISON CORPCOM0536111097135,575SH OTR1,205,5750
AVIENT CORPORATIONCOM05368V10642316,003SH OTR1,2016,0030
AVISTA CORPCOM05379B10743212,669SH OTR1,2012,6690
AVISTA CORPCOM05379B1071704,977SH OTR1,504,9770
AVISTA CORPCOM05379B10727782SH DFND178200
AVITA THERAPEUTICS INCCOM05380C10269727,693SH OTR1,2027,6930
AVNET INCCOM05380710336013,933SH OTR1,2013,9330
AVNET INCCOM0538071031606,210SH OTR1,506,2100
AXALTA COATING SYS LTDCOMG0750C10839017,590SH OTR1,2017,5900
AXALTA COATING SYS LTDCOMG0750C1081,12650,800SH OTR1,3050,8000
AXALTA COATING SYS LTDCOMG0750C1081597,193SH OTR1,407,1930
AXALTA COATING SYS LTDCOMG0750C1081,54469,623SH OTR1,5069,6230
AXCELIS TECHNOLOGIES INCCOM NEW054540208421,888SH OTR1,201,8880
AXCELIS TECHNOLOGIES INCCOM NEW05454020824511,133SH OTR1,5011,1330
AXIS CAP HLDGS LTDSHSG0692U1091,09424,845SH OTR1,2024,8450
AXIS CAP HLDGS LTDSHSG0692U109621,411SH DFND11,41100
AXOGEN INCCOM05463X106726,209SH OTR1,206,2090
AXOGEN INCCOM05463X1061159,902SH OTR1,509,9020
AXON ENTERPRISE INCCOM05464C1015435,983SH OTR1,205,9830
AXON ENTERPRISE INCCOM05464C101110SH DFND11000
AXOS FINANCIAL INCCOM05465C10030112,902SH OTR1,2012,9020
AXOS FINANCIAL INCCOM05465C10013549SH OTR1,405490
AXOS FINANCIAL INCCOM05465C10004SH DFND1400
AZZ INCCOM0024741041704,990SH OTR1,204,9900
AZZ INCCOM0024741041063,114SH OTR1,403,1140
B & G FOODS INC NEWCOM05508R10659721,511SH OTR1,2021,5110
B & G FOODS INC NEWCOM05508R10617600SH OTR1,306000
BADGER METER INCCOM0565251083244,954SH OTR1,204,9540
BADGER METER INCCOM0565251081993,039SH OTR1,503,0390
BAIN CAP SPECIALTY FIN INCCOM STK05684B10713112,857SH OTR1,2012,8570
BAKER HUGHES COMPANYCL A05722G1002,055154,636SH OTR1,20154,6360
BAKER HUGHES COMPANYCL A05722G100503,786SH DFND13,78600
BALCHEM CORPCOM0576652003023,093SH OTR1,203,0930
BALCHEM CORPCOM0576652003273,352SH OTR1,503,3520
BALL CORPCOM0584981061,70120,465SH OTR1,2020,4650
BALL CORPCOM05849810625300SH OTR1,303000
BALL CORPCOM05849810651618SH DFND161800
BALLARD PWR SYS INC NEWCOM05858610821013,900SH OTR1,3013,9000
BALLARD PWR SYS INC NEWCOM058586108573,800SH OTR1,503,8000
BALLARD PWR SYS INC NEWCOM0585861087468SH DFND146800
BANC OF CALIFORNIA INCCOM05990K10617217,037SH OTR1,2017,0370
BANCO BBVA ARGENTINA S ASPONSORED ADS0589341006927,560SH OTR1,5027,5600
BANCO BBVA ARGENTINA S ASPONSORED ADS0589341001,051417,222SH DFND1417,22200
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K101288104,938SH OTR1,50104,9380
BANCO BRADESCO S ASP ADR PFD NEW0594603031,304380,128SH OTR1,50380,1280
BANCO MACRO SASPON ADR B05961W105463,249SH OTR1,403,2490
BANCO MACRO SASPON ADR B05961W10521014,704SH OTR1,5014,7040
BANCORP INC DELCOM05969A10523226,868SH OTR1,2026,8680
BANCORP INC DELCOM05969A1052180SH OTR1,401800
BANCORP INC DELCOM05969A1055600SH DFND160000
BANCORPSOUTH BK TUPELO MISSCOM05971J10230015,462SH OTR1,2015,4620
BANCORPSOUTH BK TUPELO MISSCOM05971J1021748,953SH OTR1,508,9530
BANCORPSOUTH BK TUPELO MISSCOM05971J102191,000SH DFND11,00000
BANK HAWAII CORPCOM0625401093056,040SH OTR1,206,0400
BANK HAWAII CORPCOM06254010930601SH OTR1,406010
BANK HAWAII CORPCOM062540109811,596SH DFND11,59600
BANK NEW YORK MELLON CORPCOM06405810011322SH OTR103220
BANK NEW YORK MELLON CORPCOM064058100932,700SH OTR1,202,7000
BANK NEW YORK MELLON CORPCOM06405810047413,804SH OTR1,5013,8040
BANK NEW YORK MELLON CORPCOM06405810010300SH DFND130000
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R20831013,915SH OTR1,2013,9150
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R208522,313SH OTR1,502,3130
BANK OZKCOM06417N10334816,313SH OTR1,2016,3130
BANKUNITED INCCOM06652K10331414,310SH OTR1,2014,3100
BANKUNITED INCCOM06652K103165SH OTR1,40650
BANKUNITED INCCOM06652K1033155SH DFND115500
BANNER CORPCOM NEW06652V20862619,415SH OTR1,2019,4150
BANNER CORPCOM NEW06652V20820626SH OTR1,406260
BANNER CORPCOM NEW06652V208394SH DFND19400
BAOZUN INCSPONSORED ADR06684L10341612,798SH OTR1,5012,7980
BARNES & NOBLE ED INCCOM06777U1013312,920SH OTR1,2012,9200
BARNES GROUP INCCOM06780610941411,596SH OTR1,2011,5960
BARNES GROUP INCCOM06780610921581SH OTR1,405810
BARNES GROUP INCCOM06780610930840SH DFND184000
BARRICK GOLD CORPCOM0679011081665,889SH OTR105,8890
BARRICK GOLD CORPCOM0679011082719,634SH OTR1,409,6340
BARRICK GOLD CORPCOM06790110872625,842SH OTR1,5025,8420
BARRICK GOLD CORPCOM0679011081164,121SH DFND14,12100
BAUSCH HEALTH COS INCCOM0717341071016,521SH OTR1,206,5210
BAUSCH HEALTH COS INCCOM0717341071207,697SH OTR1,507,6970
BAXTER INTL INCCOM0718131094,39954,700SH OTR1,3054,7000
BAXTER INTL INCCOM07181310920251SH OTR1,502510
BAXTER INTL INCCOM07181310925313SH DFND131300
BEACON ROOFING SUPPLY INCCOM07368510952516,899SH OTR1,2016,8990
BEACON ROOFING SUPPLY INCCOM0736851097234SH OTR1,402340
BEACON ROOFING SUPPLY INCCOM0736851092929,398SH OTR1,509,3980
BEACON ROOFING SUPPLY INCCOM073685109120SH DFND12000
BEAZER HOMES USA INCCOM NEW07556Q8812116SH OTR1,401160
BEAZER HOMES USA INCCOM NEW07556Q88113810,436SH OTR1,5010,4360
BECTON DICKINSON & COCOM0758871093,50615,069SH OTR1,2015,0690
BECTON DICKINSON & COCOM0758871094,40918,950SH OTR1,3018,9500
BECTON DICKINSON & COCOM075887109103442SH OTR1,504420
BECTON DICKINSON & COCOM075887109170732SH DFND173200
BENEFITFOCUS INCCOM08180D10628625,516SH OTR1,2025,5160
BENEFITFOCUS INCCOM08180D1066500SH OTR1,405000
BERKLEY W R CORPCOM0844231021,44923,701SH OTR1,2023,7010
BERKLEY W R CORPCOM08442310248783SH DFND178300
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,24715,250SH OTR1,3015,2500
BERRY CORPCOM08579X10120063,140SH OTR1,2063,1400
BERRY GLOBAL GROUP INCCOM08579W1031513,124SH OTR1,203,1240
BERRY GLOBAL GROUP INCCOM08579W1034599,500SH OTR1,309,5000
BERRY GLOBAL GROUP INCCOM08579W10350710,487SH OTR1,5010,4870
BERRY GLOBAL GROUP INCCOM08579W10339798SH DFND179800
BEST BUY INCCOM08651610167601SH OTR106010
BEST BUY INCCOM0865161016605,927SH OTR1,505,9270
BEST INCSPONSORED ADS08653C10619364,333SH OTR1,5064,3330
BEYOND MEAT INCCOM08862E1094,30425,918SH OTR1,2025,9180
BEYOND MEAT INCCOM08862E1091,76110,605SH OTR1,5010,6050
BGC PARTNERS INCCL A05541T10111045,932SH OTR1,2045,9320
BHP GROUP LTDSPONSORED ADS0886061084348,396SH OTR1,508,3960
BIG LOTS INCCOM0893021032675,991SH OTR1,205,9910
BIG LOTS INCCOM08930210327600SH OTR1,306000
BIG LOTS INCCOM0893021034039,044SH OTR1,409,0440
BIG LOTS INCCOM0893021032255,038SH OTR1,505,0380
BIG LOTS INCCOM08930210318395SH DFND139500
BILIBILI INCSPONS ADS REP Z0900401063899,353SH OTR1,509,3530
BIO RAD LABS INCCL A090572207304590SH OTR1,505900
BIOGEN INCCOM09062X1038,52730,058SH OTR1,2030,0580
BIOGEN INCCOM09062X1036522,300SH OTR1,302,3000
BIOGEN INCCOM09062X103187660SH DFND166000
BIOMARIN PHARMACEUTICAL INCCOM09061G101761,000SHCallOTR1000
BIOMARIN PHARMACEUTICAL INCCOM09061G10166868SH OTR108680
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,30630,304SH OTR1,2030,3040
BIOMARIN PHARMACEUTICAL INCCOM09061G10146600SH OTR1,306000
BIOMARIN PHARMACEUTICAL INCCOM09061G1012042,685SH DFND12,68500
BITAUTO HLDGS LTDSPONSORED ADS0917271073,009191,030SH OTR1,20191,0300
BJS WHSL CLUB HLDGS INCCOM05550J101751,800SH OTR1,301,8000
BJS WHSL CLUB HLDGS INCCOM05550J1014029,665SH OTR1,409,6650
BK OF AMERICA CORPCOM06050510459724,767SH OTR1024,7670
BK OF AMERICA CORPCOM06050510418,557770,299SH OTR1,20770,2990
BK OF AMERICA CORPCOM06050510425510,600SH OTR1,3010,6000
BK OF AMERICA CORPCOM060505104722,969SH OTR1,402,9690
BK OF AMERICA CORPCOM0605051045,484227,667SH OTR1,50227,6670
BK OF AMERICA CORPCOM060505104943,915SH DFND13,91500
BLACK HILLS CORPCOM0921131091312,445SH OTR1,202,4450
BLACK HILLS CORPCOM09211310916300SH OTR1,303000
BLACK HILLS CORPCOM0921131091001,871SH DFND11,87100
BLACKBAUD INCCOM09227Q100771,378SH OTR1,201,3780
BLACKBAUD INCCOM09227Q1002724,866SH OTR1,504,8660
BLACKBAUD INCCOM09227Q1001943,479SH DFND13,47900
BLACKBERRY LTDCOM09228F10337682,000SH OTR1,5082,0000
BLACKROCK INCCOM09247X10117,71331,431SH OTR1,2031,4310
BLACKROCK INCCOM09247X101610SH OTR1,40100
BLACKROCK INCCOM09247X1019421,672SH OTR1,501,6720
BLACKSTONE GROUP INCCALL09260D1071,06020,300SHCallOTR1000
BLACKSTONE GROUP INCCALL09260D1071,76433,800SHCallOTR1000
BLACKSTONE GROUP INCCOM CL A09260D1073727,135SH OTR107,1350
BLACKSTONE GROUP INCCOM CL A09260D10713250SH OTR1,202500
BLACKSTONE GROUP INCCOM CL A09260D107841,600SH OTR1,301,6000
BLACKSTONE MTG TR INCCOM CL A09257W10055525,250SH OTR1,2025,2500
BLACKSTONE MTG TR INCCOM CL A09257W10023010,476SH OTR1,5010,4760
BLINK CHARGING COCOM09354A10026125,355SH OTR1,5025,3550
BLOOM ENERGY CORPCOM CL A09371210719010,600SH OTR1,3010,6000
BLOOM ENERGY CORPCOM CL A09371210742123,416SH OTR1,5023,4160
BLOOM ENERGY CORPCOM CL A0937121077367SH DFND136700
BLOOMIN BRANDS INCCOM09423510831820,828SH OTR1,2020,8280
BLUEBIRD BIO INCCOM09609G1004117,618SH OTR1,207,6180
BLUEBIRD BIO INCCOM09609G100476SH DFND17600
BMC STK HLDGS INCCOM05591B1091,23928,928SH OTR1,2028,9280
BMC STK HLDGS INCCOM05591B10948211,248SH OTR1,5011,2480
BOEING COCOM0970231051,2397,500SH OTR1,307,5000
BOISE CASCADE CO DELCOM09739D10040410,125SH OTR1,2010,1250
BOISE CASCADE CO DELCOM09739D10024597SH OTR1,405970
BOISE CASCADE CO DELCOM09739D1002827,064SH OTR1,507,0640
BOISE CASCADE CO DELCOM09739D100801,994SH DFND11,99400
BOK FINL CORPCOM NEW05561Q2012865,544SH OTR1,205,5440
BOK FINL CORPCOM NEW05561Q20111213SH OTR1,402130
BOK FINL CORPCOM NEW05561Q2011272,475SH OTR1,502,4750
BOK FINL CORPCOM NEW05561Q201367SH DFND16700
BOOKING HOLDINGS INCCALL09857L108342200SHCallOTR1000
BOOKING HOLDINGS INCCALL09857L108513300SHCallOTR1000
BOOKING HOLDINGS INCCOM09857L1082615SH OTR1,20150
BOOKING HOLDINGS INCCOM09857L1081,086635SH OTR1,306350
BOOT BARN HLDGS INCCOM0994061002318,200SH OTR1,308,2000
BOOT BARN HLDGS INCCOM09940610018633SH OTR1,406330
BOOZ ALLEN HAMILTON HLDG CORCL A0995021061,53318,469SH OTR1,2018,4690
BOOZ ALLEN HAMILTON HLDG CORCL A0995021062412,900SH OTR1,302,9000
BOOZ ALLEN HAMILTON HLDG CORCL A0995021063744,511SH OTR1,404,5110
BOOZ ALLEN HAMILTON HLDG CORCL A09950210683710,091SH DFND110,09100
BORGWARNER INCCOM0997241062877,400SH OTR1,307,4000
BOSTON BEER INCCL A1005571077,8258,858SH OTR1,208,8580
BOSTON BEER INCCL A100557107422478SH OTR1,404780
BOSTON PRIVATE FINL HLDGS INCOM10111910512723,080SH OTR1,2023,0800
BOSTON PRIVATE FINL HLDGS INCOM101119105011SH OTR1,40110
BOSTON PRIVATE FINL HLDGS INCOM101119105529,343SH OTR1,509,3430
BOSTON PROPERTIES INCCOM1011211013554,425SH OTR1,504,4250
BOSTON SCIENTIFIC CORPCOM1011371072115,532SH OTR1,205,5320
BOSTON SCIENTIFIC CORPCOM10113710744311,600SH OTR1,3011,6000
BOSTON SCIENTIFIC CORPCOM1011371071233,226SH OTR1,403,2260
BOSTON SCIENTIFIC CORPCOM1011371071,59041,624SH OTR1,5041,6240
BOSTON SCIENTIFIC CORPCOM1011371073428,963SH DFND18,96300
BOTTOMLINE TECH DEL INCCOM1013881063839,092SH OTR1,209,0920
BOTTOMLINE TECH DEL INCCOM1013881068178SH OTR1,401780
BOTTOMLINE TECH DEL INCCOM10138810613300SH DFND130000
BOX INCCL A10316T10430217,421SH OTR1,2017,4210
BOX INCCL A10316T1046369SH OTR1,403690
BOX INCCL A10316T1041488,528SH OTR1,508,5280
BOYD GAMING CORPCOM103304101862,800SH OTR1,302,8000
BOYD GAMING CORPCOM103304101481,564SH OTR1,401,5640
BOYD GAMING CORPCOM1033041011545,011SH OTR1,505,0110
BP PLCSPONSORED ADR0556221041,51886,931SH OTR1,5086,9310
BRADY CORPCL A1046741061,12628,146SH OTR1,2028,1460
BRADY CORPCL A1046741061403,492SH OTR1,403,4920
BRADY CORPCL A10467410659014,751SH OTR1,5014,7510
BRADY CORPCL A10467410611274SH DFND127400
BRANDYWINE RLTY TRSH BEN INT NEW10536820323722,889SH OTR1,2022,8890
BRF SASPONSORED ADR10552T1073927SH OTR1,409270
BRF SASPONSORED ADR10552T107379115,404SH OTR1,50115,4040
BRIDGEBIO PHARMA INCCOM10806X1022426,437SH OTR1,206,4370
BRIGHTHOUSE FINL INCCOM10922N10357521,379SH OTR1,2021,3790
BRIGHTHOUSE FINL INCCOM10922N10322800SH OTR1,308000
BRIGHTHOUSE FINL INCCOM10922N103271,000SH OTR1,401,0000
BRIGHTSPHERE INVT GROUP INCCOM10948W1031249,598SH OTR1,209,5980
BRIGHTSPHERE INVT GROUP INCCOM10948W1034348SH OTR1,403480
BRIGHTSPHERE INVT GROUP INCCOM10948W103262,024SH DFND12,02400
BRINKER INTL INCCOM1096411001,34631,500SH OTR1,3031,5000
BRINKER INTL INCCOM109641100661,550SH OTR1,401,5500
BRINKER INTL INCCOM10964110018430SH OTR1,504300
BRINKS COCOM10969610441310,051SH OTR1,2010,0510
BRINKS COCOM1096961044100SH OTR1,301000
BRINKS COCOM1096961043257,912SH OTR1,507,9120
BRISTOL-MYERS SQUIBB COCOM1101221081,09918,221SH OTR1018,2210
BRISTOL-MYERS SQUIBB COCOM1101221083,72861,837SH OTR1,2061,8370
BRISTOL-MYERS SQUIBB COCOM1101221081151,910SH DFND11,91000
BRISTOL-MYERS SQUIBB COPUT1101221083,99766,300SHCallOTR1000
BRISTOL-MYERS SQUIBB COPUT1101221086,306104,600SHCallOTR1000
BRIXMOR PPTY GROUP INCCOM11120U10540834,869SH OTR1,2034,8690
BRIXMOR PPTY GROUP INCCOM11120U10516714,292SH OTR1,5014,2920
BROADRIDGE FINL SOLUTIONS INCOM11133T1031611,217SH OTR1,201,2170
BROADRIDGE FINL SOLUTIONS INCOM11133T1037595,749SH OTR1,505,7490
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510438011,500SH OTR1,3011,5000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851041414,258SH OTR1,404,2580
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510442712,900SH OTR1,5012,9000
BROOKFIELD PPTY REIT INCCL A11282X10319916,236SH OTR1,2016,2360
BROOKFIELD RENEWABLE CORPCL A SUB VTG11284V1051732,952SH OTR1,202,9520
BROOKFIELD RENEWABLE CORPCL A SUB VTG11284V10529500SH OTR1,505000
BROOKLINE BANCORP INC DELCOM11373M10751459,438SH OTR1,2059,4380
BROOKLINE BANCORP INC DELCOM11373M1071120SH OTR1,401200
BROOKLINE BANCORP INC DELCOM11373M107738,466SH OTR1,508,4660
BROOKS AUTOMATION INC NEWCOM1143401022144,616SH OTR1,504,6160
BROWN & BROWN INCCOM1152361011,26427,914SH OTR1,2027,9140
BROWN & BROWN INCCOM115236101245SH OTR1,40450
BROWN & BROWN INCCOM1152361012736,035SH OTR1,506,0350
BROWN & BROWN INCCOM1152361019200SH DFND120000
BROWN FORMAN CORPCL B115637209771,025SH OTR1,201,0250
BROWN FORMAN CORPCL B11563720992612,300SH OTR1,3012,3000
BROWN FORMAN CORPCL B1156372096458,567SH OTR1,508,5670
BROWN FORMAN CORPCL B1156372093574,737SH DFND14,73700
BRUKER CORPCOM1167941083649,149SH OTR1,209,1490
BRUKER CORPCOM116794108497SH OTR1,40970
BRUNSWICK CORPCOM1170431093706,275SH OTR1,206,2750
BRUNSWICK CORPCOM1170431091652,800SH OTR1,302,8000
BRUNSWICK CORPCOM11704310951862SH OTR1,408620
BRUNSWICK CORPCOM11704310974612,659SH OTR1,5012,6590
BUCKLE INCCOM11844010620410,024SH OTR1,2010,0240
BUCKLE INCCOM1184401068371SH OTR1,403710
BUCKLE INCCOM118440106381,863SH DFND11,86300
BUNGE LIMITEDCOMG169621051,64135,917SH OTR1,2035,9170
BUNGE LIMITEDCOMG1696210553211,646SH OTR1,4011,6460
BUNGE LIMITEDCOMG169621053417,455SH OTR1,507,4550
BUNGE LIMITEDCOMG1696210511240SH DFND124000
BURLINGTON STORES INCCALL122017106103500SHCallOTR1000
BURLINGTON STORES INCCALL122017106144700SHCallOTR1000
BURLINGTON STORES INCCOM1220171062541,234SH OTR101,2340
BURLINGTON STORES INCCOM1220171062321,128SH OTR1,201,1280
BURLINGTON STORES INCCOM1220171061,0955,315SH OTR1,405,3150
BWX TECHNOLOGIES INCCOM05605H1002875,095SH OTR1,205,0950
BWX TECHNOLOGIES INCCOM05605H10034607SH OTR1,406070
BWX TECHNOLOGIES INCCOM05605H1007117SH DFND111700
C H ROBINSON WORLDWIDE INCCALL12541W20931300SHCallOTR1000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,44214,108SH OTR1,2014,1080
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091098SH OTR1,40980
CABLE ONE INCCOM12685J1051,448768SH OTR1,407680
CABLE ONE INCCOM12685J10512667SH OTR1,50670
CABOT CORPCOM12705510159516,523SH OTR1,2016,5230
CABOT CORPCOM12705510123635SH DFND163500
CABOT MICROELECTRONICS CORPCOM12709P1033572,497SH OTR1,202,4970
CABOT MICROELECTRONICS CORPCOM12709P1038175,724SH OTR1,505,7240
CABOT OIL & GAS CORPCOM12709710329116,742SH OTR1,2016,7420
CABOT OIL & GAS CORPCOM12709710311659SH DFND165900
CACI INTL INCCL A1271903047593,559SH OTR1,203,5590
CACI INTL INCCL A127190304117550SH OTR1,305500
CACI INTL INCCL A127190304120563SH OTR1,405630
CACI INTL INCCL A1271903041,0044,709SH OTR1,504,7090
CACTUS INCCL A127203107874,516SH OTR1,204,5160
CACTUS INCCL A12720310742722,241SH OTR1,5022,2410
CACTUS INCCL A127203107211,089SH DFND11,08900
CADENCE BANCORPORATIONCL A12739A10020123,347SH OTR1,2023,3470
CADENCE BANCORPORATIONCL A12739A1004514SH OTR1,405140
CADENCE BANCORPORATIONCL A12739A100698,013SH OTR1,508,0130
CADENCE DESIGN SYSTEM INCCALL12738710843400SHCallOTR1000
CADENCE DESIGN SYSTEM INCCALL12738710864600SHCallOTR1000
CADENCE DESIGN SYSTEM INCCOM12738710811100SH OTR101000
CADENCE DESIGN SYSTEM INCCOM1273871081,73116,233SH OTR1,2016,2330
CADENCE DESIGN SYSTEM INCCOM12738710827251SH OTR1,502510
CADENCE DESIGN SYSTEM INCCOM12738710821200SH DFND120000
CAESARS ENTERTAINMENT INC NECOM12769G1005179,230SH OTR1,509,2300
CAL MAINE FOODS INCCOM NEW12803020253413,926SH OTR1,2013,9260
CAL MAINE FOODS INCCOM NEW12803020234875SH DFND187500
CALERES INCCOM12950010435437,044SH OTR1,2037,0440
CALERES INCCOM129500104212,151SH OTR1,402,1510
CALERES INCCOM12950010418219,053SH OTR1,5019,0530
CALIFORNIA WTR SVC GROUPCOM13078810233749SH OTR1,207490
CALIFORNIA WTR SVC GROUPCOM13078810216367SH OTR1,403670
CALIFORNIA WTR SVC GROUPCOM1307881022285,241SH OTR1,505,2410
CALIFORNIA WTR SVC GROUPCOM1307881021423,276SH DFND13,27600
CALIX INCCOM13100M50942623,960SH OTR1,5023,9600
CALIX INCCOM13100M509281,589SH DFND11,58900
CALLAWAY GOLF COCOM13119310493648,900SH OTR1,3048,9000
CALLAWAY GOLF COCOM131193104251,305SH OTR1,401,3050
CALLAWAY GOLF COCOM131193104251,286SH DFND11,28600
CAMDEN PPTY TRSH BEN INT1331311021,35615,234SH OTR1,2015,2340
CAMDEN PPTY TRSH BEN INT13313110229328SH DFND132800
CAMECO CORPCOM13321L1084400SH OTR1,404000
CAMECO CORPCOM13321L10857156,528SH OTR1,5056,5280
CAMECO CORPCOM13321L108222,171SH DFND12,17100
CAMPING WORLD HLDGS INCCL A13462K10946615,669SH OTR1,5015,6690
CAMPING WORLD HLDGS INCCL A13462K1095161SH DFND116100
CANAAN INCSPONSORED ADS1347481029249,114SH OTR1,5049,1140
CANADIAN IMP BK COMMCOM1360691012152,883SH OTR1,402,8830
CANADIAN NAT RES LTDCOM13638510160537,781SH OTR1,5037,7810
CANADIAN NATL RY COCOM1363751024053,805SH OTR1,403,8050
CANADIAN PAC RY LTDCOM13645T1004871,600SH OTR1,501,6000
CANTEL MED CORPCOM1380981081603,645SH OTR1,203,6450
CANTEL MED CORPCOM13809810813300SH OTR1,303000
CANTEL MED CORPCOM1380981082716,160SH OTR1,406,1600
CANTEL MED CORPCOM1380981081423,232SH OTR1,503,2320
CAPITAL ONE FINL CORPCALL14040H1052443,400SHCallOTR1000
CAPITAL ONE FINL CORPCALL14040H1053314,600SHCallOTR1000
CAPITAL ONE FINL CORPCALL14040H1056,10885,000SHCallDFND1000
CAPITAL ONE FINL CORPCOM14040H105881,220SH OTR101,2200
CAPITAL ONE FINL CORPCOM14040H10589912,505SH OTR1,2012,5050
CAPITAL ONE FINL CORPCOM14040H10543600SH OTR1,306000
CAPITOL FED FINL INCCOM14057J10121423,050SH OTR1,2023,0500
CAPITOL FED FINL INCCOM14057J10114215,314SH OTR1,5015,3140
CAPSTEAD MTG CORPCOM NO PAR14067E50614726,185SH OTR1,2026,1850
CAPSTEAD MTG CORPCOM NO PAR14067E5062400SH OTR1,404000
CARDINAL HEALTH INCCALL14149Y10842900SHCallOTR1000
CARDINAL HEALTH INCCOM14149Y10821437SH OTR104370
CARDINAL HEALTH INCCOM14149Y1081,00321,358SH OTR1,2021,3580
CARDINAL HEALTH INCCOM14149Y1082,48853,000SH OTR1,3053,0000
CARETRUST REIT INCCOM14174T1071508,419SH OTR1,208,4190
CARETRUST REIT INCCOM14174T10756631,785SH OTR1,5031,7850
CARGURUS INCCOM CL A14178810922510,400SH OTR1,3010,4000
CARGURUS INCCOM CL A14178810942819,798SH OTR1,5019,7980
CARLISLE COS INCCOM14233910095780SH OTR1,207800
CARLISLE COS INCCOM1423391003442,815SH OTR1,402,8150
CARLISLE COS INCCOM1423391004843,958SH OTR1,503,9580
CARMAX INCCOM14313010283904SH OTR109040
CARMAX INCCOM1431301021,35914,789SH OTR1,2014,7890
CARMAX INCCOM1431301023,30936,000SH OTR1,3036,0000
CARMAX INCCOM1431301027438,080SH OTR1,508,0800
CARNIVAL CORPPUT1436583006,952458,000SHCallOTR1000
CARNIVAL CORPPUT1436583009,339615,200SHCallDFND1000
CARNIVAL CORPPUT143658300271,800SHCallOTR1000
CARNIVAL CORPUNIT 99/99/999914365830069145,500SH OTR1045,5000
CARNIVAL CORPUNIT 99/99/999914365830039425,977SH OTR1,5025,9770
CARNIVAL CORPUNIT 99/99/999914365830011719SH DFND171900
CARNIVAL PLCADR14365C1033,165244,958SH OTR1,20244,9580
CARPARTS COM INCCOM14427M10715214,071SH OTR1,2014,0710
CARRIER GLOBAL CORPORATIONCOM14448C1042,88894,570SH OTR1,2094,5700
CARRIER GLOBAL CORPORATIONCOM14448C1047238SH DFND123800
CARS COM INCCOM14575E1059211,410SH OTR1,2011,4100
CARS COM INCCOM14575E10515519,175SH OTR1,5019,1750
CARVANA COCALL1468691023791,700SHCallOTR1000
CARVANA COCALL146869102178800SHCallOTR1000
CARVANA COCL A14686910225,656115,018SH OTR1,20115,0180
CARVANA COCL A1468691024682,097SH OTR1,502,0970
CASA SYS INCCOM14713L10210626,304SH OTR1,2026,3040
CATALENT INCCOM1488061025426,325SH OTR1,206,3250
CATALENT INCCOM1488061021,58518,500SH OTR1,3018,5000
CATALENT INCCOM14880610243497SH DFND149700
CATERPILLAR INC DELCOM149123101112752SH OTR1,207520
CATERPILLAR INC DELCOM1491231011,86412,500SH OTR1,3012,5000
CATHAY GEN BANCORPCOM14915010433415,400SH OTR1,2015,4000
CATHAY GEN BANCORPCOM1491501049426SH OTR1,504260
CATO CORP NEWCL A1492051069812,508SH OTR1,5012,5080
CAVCO INDS INC DELCOM14956810777429SH OTR1,204290
CAVCO INDS INC DELCOM1495681072901,608SH OTR1,501,6080
CBOE GLOBAL MARKETS INCCOM12503M1081,22713,987SH OTR1,2013,9870
CBOE GLOBAL MARKETS INCCOM12503M10893810,696SH OTR1,5010,6960
CDK GLOBAL INCCOM12508E1011,62737,324SH OTR1,2037,3240
CDK GLOBAL INCCOM12508E101631,455SH OTR1,401,4550
CDK GLOBAL INCCOM12508E10180018,343SH OTR1,5018,3430
CDK GLOBAL INCCOM12508E101912,087SH DFND12,08700
CDW CORPCOM12514G1081,41811,867SH OTR1,2011,8670
CELANESE CORP DELCOM1508701031,24311,568SH OTR1,2011,5680
CELANESE CORP DELCOM15087010311100SH OTR1,301000
CELANESE CORP DELCOM1508701033993,718SH OTR1,403,7180
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P10236219,740SH OTR1,2019,7400
CEMEX SAB DE CVSPON ADR NEW151290889639168,262SH OTR1,50168,2620
CENOVUS ENERGY INCCOM15135U109215,449SH OTR1,405,4490
CENOVUS ENERGY INCCOM15135U10911629,888SH OTR1,5029,8880
CENTENE CORP DELCALL15135B1011,88432,300SHCallOTR1000
CENTENE CORP DELCALL15135B1012,06535,400SHCallOTR1000
CENTENE CORP DELCOM15135B1014477,671SH OTR107,6710
CENTENE CORP DELCOM15135B1011,57627,015SH OTR1,2027,0150
CENTENE CORP DELCOM15135B101941,603SH OTR1,401,6030
CENTENE CORP DELCOM15135B10175812,990SH OTR1,5012,9900
CENTENE CORP DELCOM15135B10117300SH DFND130000
CENTENNIAL RESOURCE DEV INCCL A15136A10287143,748SH OTR1,20143,7480
CENTENNIAL RESOURCE DEV INCCL A15136A10283138,537SH DFND1138,53700
CENTERPOINT ENERGY INCCOM15189T10775138,837SH OTR1,5038,8370
CENTERPOINT ENERGY INCCOM15189T1071608,284SH DFND18,28400
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q20716730,189SH OTR1,5030,1890
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG20045202784187,097SH OTR1,20187,0970
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG20045202060SH OTR1,40600
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG20045202235,468SH OTR1,505,4680
CENTRAL GARDEN & PET COCL A NON-VTG1535272053299,109SH OTR1,209,1090
CENTRAL GARDEN & PET COCL A NON-VTG15352720540211,125SH OTR1,5011,1250
CENTRAL GARDEN & PET COCOM1535271062416,043SH OTR1,206,0430
CENTRAL PAC FINL CORPCOM NEW15476040926819,773SH OTR1,2019,7730
CENTRAL PAC FINL CORPCOM NEW1547604091027,505SH OTR1,507,5050
CERENCE INCCOM1567271092304,705SH OTR1,204,7050
CERENCE INCCOM1567271091783,633SH OTR1,503,6330
CERENCE INCCOM15672710939806SH DFND180600
CERIDIAN HCM HLDG INCCOM15677J1083,75645,439SH OTR1,2045,4390
CERIDIAN HCM HLDG INCCOM15677J10874900SH OTR1,309000
CERIDIAN HCM HLDG INCCOM15677J10817200SH OTR1,502000
CERUS CORPCOM15708510125240,290SH OTR1,2040,2900
CF INDS HLDGS INCCOM12526910062620,393SH OTR1,2020,3930
CF INDS HLDGS INCCOM12526910015500SH OTR1,305000
CF INDS HLDGS INCCOM1252691001133,666SH OTR1,403,6660
CF INDS HLDGS INCCOM12526910066421,631SH OTR1,5021,6310
CGI INCCL A SUB VTG12532H1042353,464SH DFND13,46400
CHANGE HEALTHCARE INCCOM15912K100312,143SH OTR1,202,1430
CHANGE HEALTHCARE INCCOM15912K100372,545SH OTR1,402,5450
CHANGE HEALTHCARE INCCOM15912K10041828,789SH OTR1,5028,7890
CHANNELADVISOR CORPCOM1591791003221SH OTR1,202210
CHANNELADVISOR CORPCOM159179100312,157SH OTR1,402,1570
CHANNELADVISOR CORPCOM15917910014710,130SH OTR1,5010,1300
CHARLES RIV LABS INTL INCCOM1598641072331,027SH OTR1,401,0270
CHARLES RIV LABS INTL INCCOM1598641077823,453SH OTR1,503,4530
CHARTER COMMUNICATIONS INC NCL A16119P10847SH OTR1070
CHARTER COMMUNICATIONS INC NCL A16119P1083,8836,219SH OTR1,206,2190
CHARTER COMMUNICATIONS INC NCL A16119P1081625SH OTR1,30250
CHARTER COMMUNICATIONS INC NCL A16119P1081,0661,708SH OTR1,501,7080
CHARTER COMMUNICATIONS INC NCL A16119P108187300SH DFND130000
CHARTER COMMUNICATIONS INC NPUT16119P10862100SHCallOTR1000
CHECK POINT SOFTWARE TECH LTCALLM22465104108900SHCallOTR1000
CHECK POINT SOFTWARE TECH LTCALLM2246510448400SHCallOTR1000
CHECK POINT SOFTWARE TECH LTORDM2246510442346SH OTR1,203460
CHECK POINT SOFTWARE TECH LTORDM2246510460500SH OTR1,305000
CHECK POINT SOFTWARE TECH LTORDM2246510421173SH OTR1,401730
CHEESECAKE FACTORY INCCOM16307210151718,650SH OTR1,5018,6500
CHEGG INCCOM16309210967941SH OTR109410
CHEGG INCCOM163092109911,273SH OTR1,201,2730
CHEGG INCCOM163092109117SH DFND11700
CHEGG INCNOTE 0.125% 3/1163092AD144,56929,277,000PRN DFND129,277,00000
CHEMED CORP NEWCOM16359R103421877SH OTR1,208770
CHEMED CORP NEWCOM16359R10373152SH OTR1,401520
CHEMED CORP NEWCOM16359R1039221,919SH OTR1,501,9190
CHEMOURS COCOM16385110822610,785SH OTR1,2010,7850
CHEVRON CORP NEWCALL1667641004035,600SHCallOTR1000
CHEVRON CORP NEWCALL1667641003825,300SHCallOTR1000
CHEVRON CORP NEWCOM16676410062867SH OTR108670
CHEVRON CORP NEWCOM1667641006919,600SH OTR1,309,6000
CHEVRON CORP NEWCOM16676410043600SH DFND160000
CHEWY INCCL A16679L10991616,700SH OTR1,3016,7000
CHEWY INCCL A16679L1092304,186SH OTR1,504,1860
CHICOS FAS INCCOM168615102114117,452SH OTR1,20117,4520
CHIMERA INVT CORPCOM NEW16934Q20860173,308SH OTR1,5073,3080
CHIPOTLE MEXICAN GRILL INCCOM1696561052,4001,930SH OTR1,301,9300
CHIPOTLE MEXICAN GRILL INCCOM169656105618497SH OTR1,404970
CHIPOTLE MEXICAN GRILL INCCOM1696561051,3641,097SH OTR1,501,0970
CHOICE HOTELS INTL INCCOM1699051068159,482SH OTR1,209,4820
CHOICE HOTELS INTL INCCOM16990510617200SH OTR1,302000
CHOICE HOTELS INTL INCCOM1699051065896,857SH OTR1,506,8570
CHOICE HOTELS INTL INCCOM1699051062362,749SH DFND12,74900
CHUBB LIMITEDCALLH1467J1047206,200SHCallOTR1000
CHUBB LIMITEDCALLH1467J1041391,200SHCallOTR1000
CHUBB LIMITEDCOMH1467J1043272,813SH OTR1,202,8130
CHUBB LIMITEDCOMH1467J1042,64822,800SH OTR1,3022,8000
CHUBB LIMITEDCOMH1467J1042251,941SH OTR1,501,9410
CHUBB LIMITEDCOMH1467J10423200SH DFND120000
CHURCH & DWIGHT INCCOM1713401023543,773SH OTR103,7730
CHURCH & DWIGHT INCCOM1713401025756,138SH OTR1,506,1380
CHURCH & DWIGHT INCCOM1713401021421,518SH DFND11,51800
CHURCHILL DOWNS INCCOM1714841083372,058SH OTR1,202,0580
CHURCHILL DOWNS INCCOM171484108118723SH OTR1,407230
CHURCHILL DOWNS INCCOM1714841083101,891SH OTR1,501,8910
CIA ENERGETICA DE MINAS GERASP ADR N-V PFD2044096013317,590SH OTR1,5017,5900
CIENA CORPCOM NEW1717793092355,911SH OTR1,205,9110
CIENA CORPCOM NEW1717793092185,500SH OTR1,305,5000
CIENA CORPCOM NEW17177930947511,969SH OTR1,5011,9690
CIENA CORPCOM NEW171779309922,323SH DFND12,32300
CIGNA CORP NEWCOM1255231002,99417,672SH OTR1,2017,6720
CIGNA CORP NEWCOM1255231001,3688,075SH OTR1,508,0750
CIGNA CORP NEWCOM12552310062366SH DFND136600
CIGNA CORP NEWPUT12552310085500SHCallOTR1000
CIGNA CORP NEWPUT12552310051300SHCallOTR1000
CIIG MERGER CORPCOM CL A12559C1031,503150,000SH DFND1150,00000
CIMAREX ENERGY COCOM171798101853,482SH OTR1,203,4820
CIMAREX ENERGY COCOM17179810131312,873SH OTR1,5012,8730
CIMAREX ENERGY COCOM17179810129111,960SH DFND111,96000
CIMPRESS PLCSHS EUROG2143T103981,300SH OTR1,201,3000
CIMPRESS PLCSHS EUROG2143T1035427,209SH OTR1,507,2090
CINCINNATI BELL INC NEWCOM NEW1718715024,708313,855SH OTR1,20313,8550
CINCINNATI FINL CORPCOM1720621012,79935,893SH OTR1,2035,8930
CINCINNATI FINL CORPCOM172062101791,012SH OTR1,401,0120
CINEMARK HLDGS INCCOM17243V10215515,462SH OTR1,2015,4620
CINEMARK HLDGS INCCOM17243V10211711,727SH OTR1,4011,7270
CINTAS CORPCOM17290810567200SH OTR1,402000
CINTAS CORPCOM172908105290872SH OTR1,508720
CIRRUS LOGIC INCCOM172755100861,281SH OTR1,201,2810
CIRRUS LOGIC INCCOM1727551001211,800SH OTR1,301,8000
CISCO SYS INCCOM17275R1021985,026SH OTR1,505,0260
CISCO SYS INCCOM17275R10219475SH DFND147500
CIT GROUP INCCALL1255818013,108175,500SHCallDFND1000
CIT GROUP INCCOM NEW1255818011086,112SH OTR1,206,1120
CITIGROUP INCCALL17296742463414,700SHCallOTR1000
CITIGROUP INCCALL1729674244189,700SHCallOTR1000
CITIGROUP INCCOM NEW17296742410,285238,578SH OTR1,20238,5780
CITIGROUP INCCOM NEW1729674241,54335,800SH OTR1,3035,8000
CITIGROUP INCCOM NEW1729674242,47557,408SH OTR1,5057,4080
CITIGROUP INCCOM NEW1729674242445,652SH DFND15,65200
CITIZENS FINL GROUP INCCOM1746101053,002118,735SH OTR1,20118,7350
CITIZENS FINL GROUP INCCOM174610105461,800SH OTR1,301,8000
CITIZENS FINL GROUP INCCOM1746101051716,749SH OTR1,506,7490
CITY HLDG COCOM1778351052213,835SH OTR1,203,8350
CITY OFFICE REIT INCCOM17858710112015,961SH OTR1,2015,9610
CITY OFFICE REIT INCCOM1785871018311,034SH OTR1,5011,0340
CITY OFFICE REIT INCCOM1785871014500SH DFND150000
CLEAN ENERGY FUELS CORPCOM1844991017228,969SH OTR1,5028,9690
CLEAN HARBORS INCCOM18449610711189SH OTR1,201890
CLEAN HARBORS INCCOM1844961078145SH OTR1,401450
CLEAN HARBORS INCCOM1844961075038,970SH OTR1,508,9700
CLEAN HARBORS INCCOM18449610719341SH DFND134100
CLEAR CHANNEL OUTDOOR HLDGSCOM18453H1063636,365SH OTR1,2036,3650
CLEAR CHANNEL OUTDOOR HLDGSCOM18453H106327327,137SH DFND1327,13700
CLEARWAY ENERGY INCCL A18539C1051596,419SH OTR1,206,4190
CLEARWAY ENERGY INCCL A18539C1058313SH OTR1,403130
CLEARWAY ENERGY INCCL C18539C20432512,059SH OTR1,2012,0590
CLEVELAND-CLIFFS INC NEWCOM18589910112820,000SH OTR1,4020,0000
CLOROX CO DELCOM1890541091,5767,500SHCallOTR1000
CLOROX CO DELCOM1890541091,8498,800SHCallOTR1000
CLOROX CO DELCOM1890541091,2485,938SH OTR1,205,9380
CLOROX CO DELCOM1890541095902,805SH OTR1,502,8050
CLOUDERA INCCOM18914U10023021,159SH OTR1,5021,1590
CLOUDFLARE INCCL A COM18915M1072,13652,032SH OTR1,2052,0320
CLOUDFLARE INCCL A COM18915M1071974,800SH OTR1,304,8000
CME GROUP INCCALL12572Q1051,1386,800SHCallOTR1000
CME GROUP INCCOM12572Q1054982,974SH OTR102,9740
CME GROUP INCCOM12572Q1052041,220SH OTR1,201,2200
CME GROUP INCCOM12572Q1056533,900SH OTR1,303,9000
CME GROUP INCCOM12572Q1051,3428,020SH OTR1,508,0200
CMS ENERGY CORPCOM1258961002,14234,878SH OTR1,2034,8780
CMS ENERGY CORPCOM12589610031500SH OTR1,305000
CMS ENERGY CORPCOM1258961001121,826SH DFND11,82600
CNH INDL N VSHSN2094410914418,368SH OTR1,2018,3680
CNH INDL N VSHSN209441096753SH OTR1,407530
CNO FINL GROUP INCCOM12621E10365740,956SH OTR1,2040,9560
CNO FINL GROUP INCCOM12621E103191,191SH OTR1,401,1910
CNO FINL GROUP INCCOM12621E103754,700SH DFND14,70000
CNOOC LIMITEDSPONSORED ADR1261321097127,415SH OTR1,507,4150
CNX RES CORPCOM12653C108606,400SH OTR1,306,4000
CNX RES CORPCOM12653C10817418,476SH DFND118,47600
COCA COLA COCOM19121610001SH OTR1010
COCA COLA COCOM19121610048964SH OTR1,209640
COCA COLA COCOM191216100992,000SH OTR1,302,0000
COCA COLA COCOM1912161001833,700SH OTR1,403,7000
COCA COLA COCOM1912161001,56831,752SH OTR1,5031,7520
COCA COLA COCOM1912161003807,693SH DFND17,69300
COCA COLA CONS INCCOM191098102126525SH OTR1,205250
COCA COLA CONS INCCOM1910981023871,606SH OTR1,501,6060
COCA COLA EUROPEAN PARTNERSSHSG25839104731,889SH OTR1,201,8890
COCA COLA EUROPEAN PARTNERSSHSG258391042125,467SH OTR1,405,4670
COCA COLA EUROPEAN PARTNERSSHSG258391041,00625,915SH OTR1,5025,9150
COCA COLA EUROPEAN PARTNERSSHSG25839104621,595SH DFND11,59500
CO-DIAGNOSTICS INCCOM1897631058600SH OTR1,306000
CO-DIAGNOSTICS INCCOM18976310550637,226SH OTR1,5037,2260
COEUR MNG INCCOM NEW1921085048110,972SH OTR1,2010,9720
COEUR MNG INCCOM NEW19210850422430,403SH OTR1,4030,4030
COEUR MNG INCCOM NEW19210850423431,656SH OTR1,5031,6560
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3023165,269SH OTR1,205,2690
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3022133,543SH OTR1,403,5430
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30278813,124SH OTR1,5013,1240
COGNEX CORPCOM1924221031261,938SH OTR1,201,9380
COGNEX CORPCOM1924221037100SH OTR1,301000
COGNEX CORPCOM1924221032433,726SH OTR1,503,7260
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610232457SH OTR104570
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461025648,121SH OTR1,508,1210
COHEN & STEERS INCCOM19247A1001482,648SH OTR1,202,6480
COHEN & STEERS INCCOM19247A1001222,195SH OTR1,402,1950
COHEN & STEERS INCCOM19247A1002724,873SH OTR1,504,8730
COHEN & STEERS INCCOM19247A100463SH DFND16300
COHERENT INCCOM19247910311100SH OTR1,301000
COHERENT INCCOM1924791032051,845SH OTR1,501,8450
COLGATE PALMOLIVE COCOM19416210393112,069SH OTR1,5012,0690
COLGATE PALMOLIVE COCOM1941621032613,378SH DFND13,37800
COLLIERS INTL GROUP INCSUB VTG SHS1946931072734,100SH OTR1,504,1000
COLONY CAP INC NEWCL A COM19626G1082759SH OTR1,207590
COLONY CAP INC NEWCL A COM19626G10817263,128SH OTR1,5063,1280
COLONY CR REAL ESTATE INCCOM CL A19625T101112,307SH OTR1,202,3070
COLONY CR REAL ESTATE INCCOM CL A19625T10112525,396SH OTR1,5025,3960
COLUMBIA BKG SYS INCCOM19723610233113,870SH OTR1,2013,8700
COLUMBIA BKG SYS INCCOM1972361026240SH OTR1,402400
COLUMBIA BKG SYS INCCOM1972361021797,526SH OTR1,507,5260
COLUMBIA PPTY TR INCCOM NEW19828720321419,582SH OTR1,2019,5820
COLUMBIA PPTY TR INCCOM NEW19828720317616,123SH OTR1,5016,1230
COMCAST CORP NEWCL A20030N10175416,300SHCallOTR1000
COMCAST CORP NEWCL A20030N10156912,300SHCallOTR1000
COMCAST CORP NEWCL A20030N1011874,051SH OTR104,0510
COMCAST CORP NEWCL A20030N10110,273222,074SH OTR1,20222,0740
COMCAST CORP NEWCL A20030N1011673,600SH OTR1,303,6000
COMCAST CORP NEWCL A20030N101571,223SH DFND11,22300
COMERICA INCCOM2003401073108,100SH OTR1,308,1000
COMERICA INCCOM2003401071935,056SH OTR1,505,0560
COMFORT SYS USA INCCOM1999081042484,824SH OTR1,204,8240
COMFORT SYS USA INCCOM199908104359SH OTR1,40590
COMFORT SYS USA INCCOM1999081042354,556SH OTR1,504,5560
COMFORT SYS USA INCCOM19990810423455SH DFND145500
COMMERCE BANCSHARES INCCOM2005251033826,792SH OTR1,206,7920
COMMERCIAL METALS COCOM20172310326113,076SH OTR1,2013,0760
COMMERCIAL METALS COCOM201723103452,249SH OTR1,402,2490
COMMERCIAL METALS COCOM201723103331,656SH DFND11,65600
COMMSCOPE HLDG CO INCCOM20337X109363,977SH OTR1,203,9770
COMMSCOPE HLDG CO INCCOM20337X109525,800SH OTR1,305,8000
COMMSCOPE HLDG CO INCCOM20337X109222,435SH DFND12,43500
COMMUNITY HEALTH SYS INC NEWCOM2036681085813,648SH OTR1,2013,6480
COMMUNITY HEALTH SYS INC NEWCOM20366810861,538SH OTR1,401,5380
COMMVAULT SYSTEMS INCCOM2041661022375,802SH OTR1,505,8020
COMMVAULT SYSTEMS INCCOM2041661029224SH DFND122400
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10218322,073SH OTR1,5022,0730
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40714012,714SH OTR1,5012,7140
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W1057625,950SH OTR1,5025,9500
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,146175,585SH OTR1,20175,5850
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042164SH OTR1,401640
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810478764,395SH OTR1,5064,3950
COMPASS MINERALS INTL INCCOM20451N10159410,005SH OTR1,2010,0050
CONAGRA BRANDS INCCOM20588710289625,100SHCallOTR1000
CONAGRA BRANDS INCCOM205887102712,000SHCallOTR1000
CONAGRA BRANDS INCCOM2058871021,04529,274SH OTR1,2029,2740
CONAGRA BRANDS INCCOM205887102661,843SH DFND11,84300
CONCHO RES INCCOM20605P10159213,423SH OTR1,2013,4230
CONCHO RES INCCOM20605P1011,05423,900SH OTR1,3023,9000
CONCHO RES INCCOM20605P1013628,205SH OTR1,508,2050
CONMED CORPCOM2074101013494,433SH OTR1,204,4330
CONMED CORPCOM20741010128353SH OTR1,403530
CONMED CORPCOM2074101017199,145SH OTR1,509,1450
CONMED CORPCOM207410101114SH DFND11400
CONOCOPHILLIPSCOM20825C10478223,811SH OTR1,2023,8110
CONOCOPHILLIPSCOM20825C10438811,800SH OTR1,3011,8000
CONOCOPHILLIPSCOM20825C1042086,335SH OTR1,506,3350
CONSOLIDATED COMM HLDGS INCCOM20903410711219,732SH OTR1,2019,7320
CONSOLIDATED EDISON INCCOM2091151045376,900SHCallOTR1000
CONSOLIDATED EDISON INCCOM2091151041091,400SHCallOTR1000
CONSOLIDATED EDISON INCCOM20911510470900SH OTR1,309000
CONTINENTAL RES INCCOM21201510156045,594SH OTR1,2045,5940
CONTINENTAL RES INCCOM21201510132326,302SH OTR1,5026,3020
CONTINENTAL RES INCCOM212015101262,100SH DFND12,10000
COOPER COS INCCOM NEW2166484027952,357SH OTR1,202,3570
COOPER STD HLDGS INCCOM21676P10329922,623SH OTR1,2022,6230
COOPER STD HLDGS INCCOM21676P103161,233SH OTR1,401,2330
COOPER TIRE & RUBR COCOM21683110737211,722SH OTR1,2011,7220
COOPER TIRE & RUBR COCOM21683110759518,761SH OTR1,5018,7610
COPA HOLDINGS SACL AP310761051,22924,418SH OTR1,2024,4180
COPA HOLDINGS SACL AP31076105811,600SH OTR1,301,6000
COPA HOLDINGS SACL AP3107610518349SH DFND134900
COPART INCCOM2172041061,12510,700SHCallOTR1000
COPART INCCOM2172041061681,600SHCallOTR1000
COPART INCCOM2172041069338,870SH OTR1,208,8700
CORE MARK HOLDING CO INCCOM2186811042217,649SH OTR1,207,6490
CORE MARK HOLDING CO INCCOM21868110415532SH OTR1,405320
CORE MARK HOLDING CO INCCOM2186811041264,342SH OTR1,504,3420
CORE MARK HOLDING CO INCCOM21868110402SH DFND1200
CORECIVIC INCCOM21871N10119123,852SH OTR1,2023,8520
CORECIVIC INCCOM21871N101111,428SH OTR1,401,4280
CORECIVIC INCCOM21871N10145456,734SH OTR1,5056,7340
CORELOGIC INCCOM21871D1031,15117,009SH OTR1,2017,0090
CORELOGIC INCCOM21871D1033865,703SH OTR1,505,7030
CORELOGIC INCCOM21871D10334509SH DFND150900
COREPOINT LODGING INCCOM21872L10424845,526SH OTR1,2045,5260
CORNERSTONE BLDG BRANDS INCCOM21925D10910212,802SH OTR1,5012,8020
CORNING INCCOM21935010501SH OTR1010
CORNING INCCOM21935010575423,259SH OTR1,5023,2590
CORTEVA INCCOM22052L1041475,100SH OTR1,305,1000
CORTEVA INCCOM22052L10478727,312SH OTR1,5027,3120
CORTEVA INCCOM22052L1041736,010SH DFND16,01000
COSAN LTDSHS AG25343107211,388SH OTR1,401,3880
COSAN LTDSHS AG2534310755337,232SH OTR1,5037,2320
COSAN LTDSHS AG253431074246SH DFND124600
COSTAMARE INCSHSY1771G1023503SH OTR1,405030
COSTAMARE INCSHSY1771G102193,051SH OTR1,503,0510
COSTAMARE INCSHSY1771G10224340,000SH DFND140,00000
COSTAR GROUP INCCOM22160N109813958SH OTR1,509580
COSTCO WHSL CORP NEWCOM22160K1056941,956SH OTR101,9560
COSTCO WHSL CORP NEWCOM22160K1052,3696,673SH OTR1,506,6730
COSTCO WHSL CORP NEWCOM22160K10571200SH DFND120000
COTY INCCOM CL A222070203847313,698SH OTR1,20313,6980
COTY INCCOM CL A222070203124,496SH OTR1,404,4960
COTY INCCOM CL A22207020322382,504SH OTR1,5082,5040
COTY INCCOM CL A2220702037728,572SH DFND128,57200
COUPA SOFTWARE INCCOM22266L10655200SHCallOTR1000
COUPA SOFTWARE INCCOM22266L106247900SHCallOTR1000
COUPA SOFTWARE INCCOM22266L10694343SH OTR103430
COUPA SOFTWARE INCCOM22266L10699361SH OTR1,403610
COVANTA HLDG CORPCOM22282E102425,362SH OTR1,205,3620
COVANTA HLDG CORPCOM22282E102607,804SH OTR1,407,8040
COVANTA HLDG CORPCOM22282E10226233,778SH OTR1,5033,7780
COVANTA HLDG CORPCOM22282E10210513,513SH DFND113,51300
COWEN INCCL A NEW22362260631319,239SH OTR1,2019,2390
COWEN INCCL A NEW2236226063200SH DFND120000
CRACKER BARREL OLD CTRY STORCOM22410J1066225,423SH OTR1,205,4230
CRACKER BARREL OLD CTRY STORCOM22410J10612101SH OTR1,401010
CRACKER BARREL OLD CTRY STORCOM22410J1061,0108,811SH OTR1,508,8110
CRAFT BREW ALLIANCE INCCOM2241221013,517212,993SH OTR1,20212,9930
CRANE COCOM2243991053957,883SH OTR1,207,8830
CRANE COCOM2243991055100SH OTR1,301000
CRANE COCOM2243991059181SH OTR1,401810
CRANE COCOM2243991053957,881SH OTR1,507,8810
CRANE COCOM2243991051983,942SH DFND13,94200
CREDICORP LTDCOMG2519Y108435SH OTR1,20350
CREDICORP LTDCOMG2519Y1081491,200SH OTR1,301,2000
CREDICORP LTDCOMG2519Y10858467SH OTR1,404670
CREDICORP LTDCOMG2519Y1081281,034SH OTR1,501,0340
CREDIT ACCEP CORP MICHCOM22531010175221SH OTR1,202210
CREDIT ACCEP CORP MICHCOM2253101011,0963,235SH OTR1,503,2350
CREDIT SUISSE GROUPSPONSORED ADR22540110854854,967SH OTR1,5054,9670
CREE INCCOM2254471013775,912SH OTR1,205,9120
CREE INCCOM2254471015618,800SH OTR1,308,8000
CRESUD S A C I F Y ASPONSORED ADR2264061063512,277SH OTR1,2012,2770
CROCS INCCOM227046109902,100SH OTR1,202,1000
CROCS INCCOM2270461091,01723,800SH OTR1,3023,8000
CROCS INCCOM22704610924558SH OTR1,405580
CROCS INCCOM2270461091483,473SH OTR1,503,4730
CRONOS GROUP INCCOM22717L10111923,700SH OTR1,5023,7000
CROWDSTRIKE HLDGS INCCL A22788C10555400SH OTR1,304000
CROWDSTRIKE HLDGS INCCL A22788C1051,59411,611SH OTR1,5011,6110
CROWN HLDGS INCCOM22836810693712,193SH OTR1,2012,1930
CROWN HLDGS INCCOM2283681065547,202SH OTR1,507,2020
CSG SYS INTL INCCOM1263491092014,903SH OTR1,204,9030
CSG SYS INTL INCCOM1263491096136SH OTR1,401360
CSW INDUSTRIALS INCCOM1264021063694,772SH OTR1,204,7720
CSW INDUSTRIALS INCCOM12640210666855SH OTR1,508550
CSX CORPCOM12640810306SH OTR1060
CSX CORPCOM12640810339500SH OTR1,305000
CSX CORPCOM1264081032703,479SH OTR1,403,4790
CSX CORPCOM12640810355702SH DFND170200
CULLEN FROST BANKERS INCCOM2298991096099,523SH OTR1,209,5230
CULLEN FROST BANKERS INCCOM22989910926400SH OTR1,304000
CULLEN FROST BANKERS INCCOM2298991099134SH DFND113400
CULP INCCOM23021510515412,385SH OTR1,2012,3850
CURO GROUP HOLDINGS CORPCOM23131L1071110SH OTR1,401100
CURO GROUP HOLDINGS CORPCOM23131L107882125,106SH DFND1125,10600
CURTISS WRIGHT CORPCOM2315611018328,923SH OTR1,208,9230
CURTISS WRIGHT CORPCOM2315611012422,600SH OTR1,302,6000
CURTISS WRIGHT CORPCOM23156110165698SH OTR1,506980
CUSHMAN WAKEFIELD PLCSHSG2717B10820719,685SH OTR1,2019,6850
CUSHMAN WAKEFIELD PLCSHSG2717B108333,183SH DFND13,18300
CVB FINL CORPCOM12660010561036,706SH OTR1,2036,7060
CVB FINL CORPCOM12660010513776SH OTR1,407760
CVB FINL CORPCOM1266001051036,173SH OTR1,506,1730
CVB FINL CORPCOM126600105633,771SH DFND13,77100
CVR ENERGY INCCOM12662P108181,440SH OTR1,401,4400
CVR ENERGY INCCOM12662P10833026,633SH OTR1,5026,6330
CVR ENERGY INCCOM12662P1088639SH DFND163900
CVS HEALTH CORPCOM12665010019319SH OTR1,503190
CVS HEALTH CORPPUT1266501002,13236,500SHCallOTR1000
CVS HEALTH CORPPUT1266501001,34923,100SHCallOTR1000
CYBERARK SOFTWARE LTDSHSM2682V108101977SH OTR1,209770
CYBERARK SOFTWARE LTDSHSM2682V1082792,700SH OTR1,302,7000
CYBERARK SOFTWARE LTDSHSM2682V10888847SH OTR1,508470
D R HORTON INCCOM23331A1092,69235,600SHCallOTR1000
D R HORTON INCCOM23331A1093,82750,600SHCallOTR1000
D R HORTON INCCOM23331A1093,14941,642SH OTR1,2041,6420
D R HORTON INCCOM23331A1097399,773SH OTR1,509,7730
DANA INCORPORATEDCOM23582520527322,125SH OTR1,2022,1250
DANA INCORPORATEDCOM2358252055400SH OTR1,304000
DANA INCORPORATEDCOM235825205735,942SH OTR1,405,9420
DANA INCORPORATEDCOM235825205564,541SH OTR1,504,5410
DARDEN RESTAURANTS INCCOM2371941052622,600SHCallOTR1000
DARDEN RESTAURANTS INCCOM2371941051551,536SH OTR101,5360
DARDEN RESTAURANTS INCCOM23719410581802SH OTR1,408020
DARLING INGREDIENTS INCCOM2372661011,20233,355SH OTR1,2033,3550
DATADOG INCCL A COM23804L1031,41013,800SH OTR1,3013,8000
DATADOG INCCL A COM23804L1031,15411,299SH OTR1,5011,2990
DAVITA INCCOM23918K1082,90233,878SH OTR1,2033,8780
DAVITA INCCOM23918K108783SH OTR1,40830
DAVITA INCCOM23918K1088429,829SH OTR1,509,8290
DAVITA INCCOM23918K1081411,651SH DFND11,65100
DECIPHERA PHARMACEUTICALS INCOM24344T1012094,069SH OTR1,204,0690
DECIPHERA PHARMACEUTICALS INCOM24344T101469SH DFND16900
DECKERS OUTDOOR CORPCOM2435371076432,922SH OTR1,202,9220
DECKERS OUTDOOR CORPCOM24353710776344SH OTR1,403440
DECKERS OUTDOOR CORPCOM2435371076472,942SH OTR1,502,9420
DEERE & COCOM2441991051,3085,900SHCallOTR1000
DEERE & COCOM2441991051,5747,100SHCallOTR1000
DEERE & COCOM24419910595429SH OTR104290
DEERE & COCOM24419910511,60852,375SH OTR1,2052,3750
DEERE & COCOM2441991057813,523SH DFND13,52300
DEL TACO RESTAURANTS INC NEWCOM245496104253,090SH OTR1,203,0900
DEL TACO RESTAURANTS INC NEWCOM24549610414317,404SH OTR1,5017,4040
DELEK US HLDGS INC NEWCOM24665A10311210,062SH OTR1,2010,0620
DELPHI TECHNOLOGIES PLSHSG2709G1077,614455,658SH OTR1,20455,6580
DELPHI TECHNOLOGIES PLSHSG2709G10715919SH DFND191900
DELTA AIR LINES INC DELCOM NEW247361702581,900SHCallOTR1000
DELTA AIR LINES INC DELCOM NEW2473617021354,400SHCallOTR1000
DELTA AIR LINES INC DELCOM NEW247361702311,013SH OTR101,0130
DELTA AIR LINES INC DELCOM NEW2473617021,96364,200SH OTR1,3064,2000
DELUXE CORPCOM2480191011947,522SH OTR1,207,5220
DELUXE CORPCOM24801910123883SH OTR1,408830
DELUXE CORPCOM248019101943,665SH OTR1,503,6650
DENALI THERAPEUTICS INCCOM24823R10547613,280SH OTR1,2013,2800
DENNYS CORPCOM24869P104616,072SH OTR1,406,0720
DENNYS CORPCOM24869P10424224,163SH OTR1,5024,1630
DENTSPLY SIRONA INCCOM24906P10981318,593SH OTR1,2018,5930
DENTSPLY SIRONA INCCOM24906P109482SH OTR1,50820
DENTSPLY SIRONA INCCOM24906P1099200SH DFND120000
DESIGNER BRANDS INCCL A2505651089717,891SH OTR1,2017,8910
DESIGNER BRANDS INCCL A25056510814126,056SH OTR1,4026,0560
DESIGNER BRANDS INCCL A250565108814149,978SH OTR1,50149,9780
DESPEGAR COM CORPORD SHSG27358103314,867SH OTR1,204,8670
DESPEGAR COM CORPORD SHSG273581038713,647SH OTR1,5013,6470
DEUTSCHE BANK A GNAMEN AKTD18190898182,153SH OTR102,1530
DEUTSCHE BANK A GNAMEN AKTD1819089823728,188SH OTR1,5028,1880
DEUTSCHE BANK A GNAMEN AKTD18190898718,456SH DFND18,45600
DEVON ENERGY CORP NEWCOM25179M10332133,881SH OTR1,2033,8810
DEXCOM INCCOM2521311072,4325,900SHCallOTR1000
DEXCOM INCCOM2521311072,0204,900SHCallOTR1000
DEXCOM INCCOM2521311075361,300SH OTR1,301,3000
DEXCOM INCCOM2521311073,8349,300SH OTR1,509,3000
DHT HOLDINGS INCSHS NEWY2065G1216312,165SH OTR1,2012,1650
DHT HOLDINGS INCSHS NEWY2065G12140378,006SH OTR1,5078,0060
DIAMOND S SHIPPING INCCOMY206761059013,169SH OTR1,5013,1690
DIAMONDBACK ENERGY INCCOM25278X10943414,400SH OTR1,3014,4000
DIAMONDROCK HOSPITALITY COCOM25278430119438,192SH OTR1,2038,1920
DIAMONDROCK HOSPITALITY COCOM252784301418,001SH OTR1,508,0010
DICKS SPORTING GOODS INCCOM2533931021,03617,900SH OTR1,3017,9000
DICKS SPORTING GOODS INCCOM2533931021011,752SH OTR1,501,7520
DICKS SPORTING GOODS INCCOM2533931026110SH DFND111000
DIGITAL TURBINE INCCOM NEW25400W10240712,435SH OTR1,5012,4350
DIGITAL TURBINE INCCOM NEW25400W102120SH DFND12000
DILLARDS INCCL A2540671012717,410SH OTR1,207,4100
DILLARDS INCCL A25406710141311,316SH OTR1,5011,3160
DINE BRANDS GLOBAL INCCOM2544231062845,200SH OTR1,305,2000
DINE BRANDS GLOBAL INCCOM2544231062694,928SH OTR1,404,9280
DINE BRANDS GLOBAL INCCOM25442310678214,317SH OTR1,5014,3170
DISCOVER FINL SVCSCOM2547091081963,400SHCallOTR1000
DISCOVER FINL SVCSCOM254709108811,400SHCallOTR1000
DISCOVER FINL SVCSCOM2547091082774,800SH OTR1,304,8000
DISCOVER FINL SVCSCOM25470910871912,444SH OTR1,5012,4440
DISCOVERY INCCOM SER C25470F30287244,481SH OTR1,2044,4810
DISH NETWORK CORPORATIONCL A25470M1091685,794SH OTR105,7940
DISH NETWORK CORPORATIONCL A25470M1091,43049,269SH OTR1,2049,2690
DISH NETWORK CORPORATIONCL A25470M1091,55953,700SH OTR1,3053,7000
DISH NETWORK CORPORATIONCL A25470M1095163SH OTR1,401630
DISH NETWORK CORPORATIONCL A25470M10975726,074SH OTR1,5026,0740
DISH NETWORK CORPORATIONCL A25470M10961221,079SH DFND121,07900
DISH NETWORK CORPORATIONNOTE 2.375% 3/125470MAD18,1719,000,000PRN DFND19,000,00000
DISNEY WALT COCOM DISNEY2546871062902,335SH OTR1,202,3350
DISNEY WALT COCOM DISNEY2546871061,51412,200SH OTR1,3012,2000
DISNEY WALT COCOM DISNEY2546871062,03116,372SH OTR1,5016,3720
DISNEY WALT COCOM DISNEY25468710662500SH DFND150000
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10716647,223SH OTR1,2047,2230
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10728179,899SH OTR1,5079,8990
DOCUSIGN INCCOM2561631067213,350SH OTR1,303,3500
DOLBY LABORATORIES INCCOM CL A25659T1071001,508SH OTR1,201,5080
DOLBY LABORATORIES INCCOM CL A25659T107568SH OTR1,40680
DOLBY LABORATORIES INCCOM CL A25659T1073254,897SH OTR1,504,8970
DOLLAR GEN CORP NEWCOM256677105155740SH OTR107400
DOLLAR GEN CORP NEWCOM2566771053,11714,871SH OTR1,2014,8710
DOLLAR GEN CORP NEWCOM2566771053301,576SH OTR1,401,5760
DOLLAR GEN CORP NEWCOM25667710577366SH DFND136600
DOLLAR TREE INCCOM25674610873800SHCallOTR1000
DOLLAR TREE INCCOM2567461081741,900SHCallOTR1000
DOLLAR TREE INCCOM2567461081,69418,544SH OTR1,2018,5440
DOLLAR TREE INCCOM2567461086497,100SH OTR1,307,1000
DOLLAR TREE INCCOM25674610822242SH OTR1,402420
DOLLAR TREE INCCOM2567461083633,976SH OTR1,503,9760
DOLLAR TREE INCCOM25674610827299SH DFND129900
DOMINION ENERGY INCCOM25746U1091261,600SHCallOTR1000
DOMINION ENERGY INCCOM25746U10997112,300SHCallOTR1000
DOMINION ENERGY INCCOM25746U1092513,177SH OTR103,1770
DOMINION ENERGY INCCOM25746U1092052,595SH OTR1,202,5950
DOMTAR CORPCOM NEW25755920344616,967SH OTR1,2016,9670
DOMTAR CORPCOM NEW25755920378029,700SH OTR1,3029,7000
DOMTAR CORPCOM NEW2575592031104,179SH OTR1,404,1790
DOMTAR CORPCOM NEW2575592032549,681SH OTR1,509,6810
DOMTAR CORPCOM NEW257559203381,455SH DFND11,45500
DONALDSON INCCOM2576511091,03722,331SH OTR1,2022,3310
DONALDSON INCCOM2576511094289,218SH OTR1,509,2180
DONALDSON INCCOM257651109811,755SH DFND11,75500
DORIAN LPG LTDSHS USDY2106R110273,352SH OTR1,503,3520
DORIAN LPG LTDSHS USDY2106R11014418,000SH DFND118,00000
DOUGLAS EMMETT INCCOM25960P10932913,119SH OTR1,2013,1190
DOUGLAS EMMETT INCCOM25960P1091656,590SH OTR1,506,5900
DOUYU INTERNATIONAL HLDNGS LSPONSORED ADS25985W1051,981149,947SH OTR1,20149,9470
DOVER CORPCOM2600031082,64924,450SH OTR1,2024,4500
DOVER CORPCOM26000310865600SH OTR1,306000
DOVER CORPCOM2600031083232,979SH OTR1,502,9790
DOW INCCOM2605571032495,289SH OTR1,505,2890
DOW INCCOM26055710323490SH DFND149000
DRDGOLD LIMITEDSPON ADR REPSTG26152H3013,986336,366SH OTR1,20336,3660
DRDGOLD LIMITEDSPON ADR REPSTG26152H30117514,735SH OTR1,5014,7350
DRIL QUIP INCCOM2620371042319,346SH OTR1,209,3460
DRIL QUIP INCCOM2620371045193SH OTR1,401930
DROPBOX INCCL A26210C10434918,129SH OTR1018,1290
DROPBOX INCCL A26210C104482,500SH OTR1,302,5000
DROPBOX INCCL A26210C10467334,934SH OTR1,5034,9340
DROPBOX INCCL A26210C10413656SH DFND165600
DTE ENERGY COCOM2333311071751,521SH OTR1,201,5210
DTE ENERGY COCOM2333311071251,089SH OTR1,401,0890
DUKE ENERGY CORP NEWCOM NEW26441C2047,35083,000SHCallOTR1000
DUKE ENERGY CORP NEWCOM NEW26441C2047,77687,800SHCallOTR1000
DUKE ENERGY CORP NEWCOM NEW26441C2046,61874,733SH OTR1,2074,7330
DUKE ENERGY CORP NEWCOM NEW26441C20427300SH DFND130000
DUKE REALTY CORPCOM NEW26441150575120,347SH OTR1,2020,3470
DUKE REALTY CORPCOM NEW26441150520547SH OTR1,505470
DUPONT DE NEMOURS INCCOM26614N1026100SH OTR1,301000
DUPONT DE NEMOURS INCCOM26614N1021,45826,283SH OTR1,5026,2830
DXC TECHNOLOGY COCOM23355L1061,49083,471SH OTR1,2083,4710
DXC TECHNOLOGY COCOM23355L106392,200SH OTR1,302,2000
DXC TECHNOLOGY COCOM23355L106321,768SH OTR1,401,7680
DXC TECHNOLOGY COCOM23355L10657432,173SH OTR1,5032,1730
DYNATRACE INCCOM NEW26815010966116,125SH OTR1,2016,1250
DYNATRACE INCCOM NEW2681501091,56338,100SH OTR1,3038,1000
DYNATRACE INCCOM NEW2681501091533,721SH DFND13,72100
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582018018,439SH OTR1,2018,4390
DYNEX CAP INCCOM26817Q8861207,918SH OTR1,207,9180
DYNEX CAP INCCOM26817Q886412,708SH OTR1,502,7080
E TRADE FINANCIAL CORPCOM NEW2692464018,591171,639SH OTR1,20171,6390
E TRADE FINANCIAL CORPCOM NEW2692464011,48629,694SH OTR1,5029,6940
E TRADE FINANCIAL CORPCOM NEW2692464012014,009SH DFND14,00900
EAGLE BANCORP INC MDCOM2689481061666,201SH OTR1,206,2010
EAGLE BANCORP INC MDCOM26894810614510SH OTR1,405100
EAGLE BANCORP INC MDCOM268948106481,797SH OTR1,501,7970
EASTGROUP PPTY INCCOM2772761014403,403SH OTR1,203,4030
EASTMAN CHEM COCOM2774321001,38017,663SH OTR1,2017,6630
EASTMAN CHEM COCOM277432100911,161SH DFND11,16100
EASTMAN KODAK COCOM NEW27746140627531,145SH OTR1,5031,1450
EATON CORP PLCSHSG2918310330297SH OTR1,202970
EATON CORP PLCSHSG291831032202,157SH OTR1,402,1570
EATON CORP PLCSHSG291831031671,635SH OTR1,501,6350
EATON CORP PLCSHSG2918310320200SH DFND120000
EATON VANCE CORPCOM NON VTG2782651033318,683SH OTR1,208,6830
EATON VANCE CORPCOM NON VTG27826510315400SH OTR1,304000
EATON VANCE CORPCOM NON VTG2782651033639,508SH OTR1,509,5080
EATON VANCE CORPCOM NON VTG2782651039234SH DFND123400
EBAY INC.COM27864210356310,800SHCallOTR1000
EBAY INC.COM2786421034909,400SHCallOTR1000
EBAY INC.COM2786421031903,641SH OTR1,203,6410
EBAY INC.COM27864210366212,700SH OTR1,3012,7000
EBAY INC.COM27864210325476SH OTR1,404760
EBAY INC.COM2786421032194,206SH DFND14,20600
ECHO GLOBAL LOGISTICS INCCOM27875T1011345,201SH OTR1,205,2010
ECHO GLOBAL LOGISTICS INCCOM27875T1015181SH OTR1,401810
ECHO GLOBAL LOGISTICS INCCOM27875T1011977,630SH OTR1,507,6300
ECHOSTAR CORPCL A27876810651520,702SH OTR1,2020,7020
ECHOSTAR CORPCL A27876810628911,624SH OTR1,5011,6240
ECOLAB INCCOM2788651002401,201SH OTR1,201,2010
ECOLAB INCCOM2788651001,5197,600SH OTR1,307,6000
ECOLAB INCCOM2788651004492,245SH OTR1,502,2450
EDISON INTLCOM28102010761012,000SHCallOTR1000
EDISON INTLCOM2810201073516,900SHCallOTR1000
EDISON INTLCOM28102010767113,200SH OTR1,3013,2000
EDISON INTLCOM28102010731610SH DFND161000
EDWARDS LIFESCIENCES CORPCOM28176E1081712,144SH OTR1,202,1440
EDWARDS LIFESCIENCES CORPCOM28176E10872900SH OTR1,309000
EDWARDS LIFESCIENCES CORPCOM28176E10898312,310SH OTR1,5012,3100
EHEALTH INCCOM28238P1094585,794SH OTR1,205,7940
EHEALTH INCCOM28238P109336SH DFND13600
ELECTRONIC ARTS INCCOM2855121094,83837,100SHCallOTR1000
ELECTRONIC ARTS INCCOM2855121094,33033,200SHCallOTR1000
ELECTRONIC ARTS INCCOM28551210939300SH OTR1,303000
ELECTRONIC ARTS INCCOM28551210926200SH OTR1,402000
ELECTRONIC ARTS INCCOM2855121091,0488,037SH OTR1,508,0370
ELEMENT SOLUTIONS INCCOM28618M10629528,092SH OTR1,2028,0920
ELEMENT SOLUTIONS INCCOM28618M106454,240SH OTR1,404,2400
ELLINGTON FINANCIAL INCCOM28852N10925020,364SH OTR1,2020,3640
EMCOR GROUP INCCOM29084Q1002964,372SH OTR1,204,3720
EMCOR GROUP INCCOM29084Q1002073,050SH OTR1,403,0500
EMCOR GROUP INCCOM29084Q1006239,203SH OTR1,509,2030
EMCOR GROUP INCCOM29084Q1001562,307SH DFND12,30700
EMERALD HOLDING INCCOM29103W1044521,879SH OTR1,2021,8790
EMERSON ELEC COCOM29101110484612,900SHCallOTR1000
EMERSON ELEC COCOM29101110459900SHCallOTR1000
EMERSON ELEC COCOM291011104671,026SH OTR1,201,0260
EMERSON ELEC COCOM2910111041902,900SH OTR1,302,9000
EMERSON ELEC COCOM2910111045237,980SH OTR1,407,9800
EMERSON ELEC COCOM2910111042203,357SH DFND13,35700
EMPIRE ST RLTY TR INCCL A29210410619531,900SH OTR1,2031,9000
EMPIRE ST RLTY TR INCCL A2921041062367SH DFND136700
EMPLOYERS HOLDINGS INCCOM2922181041785,878SH OTR1,205,8780
EMPLOYERS HOLDINGS INCCOM292218104521,719SH OTR1,401,7190
EMPLOYERS HOLDINGS INCCOM2922181042096,907SH OTR1,506,9070
ENBRIDGE INCCOM29250N1051,78761,200SHCallOTR1000
ENBRIDGE INCCOM29250N10576526,200SHCallOTR1000
ENBRIDGE INCCOM29250N1051786,091SH OTR1,406,0910
ENBRIDGE INCCOM29250N10544115,088SH OTR1,5015,0880
ENCOMPASS HEALTH CORPCOM29261A10074111,398SH OTR1,2011,3980
ENCOMPASS HEALTH CORPCOM29261A1001442,221SH OTR1,402,2210
ENCOMPASS HEALTH CORPCOM29261A10020305SH DFND130500
ENCORE WIRE CORPCOM2925621051683,622SH OTR1,203,6220
ENCORE WIRE CORPCOM2925621055106SH OTR1,401060
ENCORE WIRE CORPCOM2925621052074,464SH OTR1,504,4640
ENDO INTL PLCSHSG304011063610,963SH OTR1,2010,9630
ENDURANCE INTL GROUP HLDGS ICOM29272B10520936,357SH OTR1,2036,3570
ENEL AMERICAS S ASPONSORED ADR29274F1048412,949SH OTR1,4012,9490
ENEL AMERICAS S ASPONSORED ADR29274F10438759,958SH OTR1,5059,9580
ENEL CHILE S.A.SPONSORED ADR29278D10520660,000SH DFND160,00000
ENERGIZER HLDGS INC NEWCOM29272W10944511,366SH OTR1,2011,3660
ENERGIZER HLDGS INC NEWCOM29272W10920500SH OTR1,305000
ENERGIZER HLDGS INC NEWCOM29272W1093619,229SH OTR1,409,2290
ENERGY TRANSFER LPCOM UT LTD PTN29273V1005,160952,000SHCallOTR1000
ENERSYSCOM29275Y1024446,612SH OTR1,206,6120
ENERSYSCOM29275Y102114SH OTR1,40140
ENERSYSCOM29275Y10240594SH OTR1,505940
ENERSYSCOM29275Y10264951SH DFND195100
ENOCHIAN BIOSCIENCES INCCOM29350E1046217,422SH OTR1,2017,4220
ENOCHIAN BIOSCIENCES INCCOM29350E1043700SH DFND170000
ENPHASE ENERGY INCCOM29355A1074054,900SHCallOTR1000
ENPHASE ENERGY INCCOM29355A1071732,100SHCallOTR1000
ENPHASE ENERGY INCCOM29355A10733400SH OTR1,304000
ENPRO INDS INCCOM29355X1072374,197SH OTR1,204,1970
ENPRO INDS INCCOM29355X10710175SH OTR1,401750
ENSIGN GROUP INCCOM29358P1011502,632SH OTR1,202,6320
ENSIGN GROUP INCCOM29358P1013305,784SH OTR1,505,7840
ENSTAR GROUP LIMITEDSHSG3075P1014032,497SH OTR1,202,4970
ENSTAR GROUP LIMITEDSHSG3075P10166408SH OTR1,404080
ENSTAR GROUP LIMITEDSHSG3075P101121752SH OTR1,507520
ENTASIS THERAPEUTICS HLDGS ICOM2936141033918,891SH OTR1,2018,8910
ENTERCOM COMMUNICATIONS CORPCL A29363910016199,967SH OTR1,2099,9670
ENVESTNET INCCOM29404K1062082,692SH OTR1,202,6920
EOG RES INCCOM26875P1012,25762,800SHCallOTR1000
EOG RES INCCOM26875P1011,81150,400SHCallOTR1000
EOG RES INCCOM26875P10163017,529SH OTR1017,5290
EOG RES INCCOM26875P1014,725131,482SH OTR1,20131,4820
EOG RES INCCOM26875P1011624,500SH OTR1,304,5000
EOG RES INCCOM26875P1011,94053,972SH OTR1,5053,9720
EOG RES INCCOM26875P1011283,564SH DFND13,56400
EPAM SYS INCCOM29414B104129400SH OTR1,304000
EPAM SYS INCCOM29414B104194600SH OTR1,406000
EPAM SYS INCCOM29414B1041,3324,120SH OTR1,504,1200
EPIZYME INCCOM29428V10426121,848SH OTR1,2021,8480
EPIZYME INCCOM29428V1044335SH DFND133500
EQT CORPCOM26884L10955142,650SH OTR1,2042,6500
EQT CORPCOM26884L1091189,150SH OTR1,509,1500
EQUIFAX INCCOM2944291051,0186,491SH OTR1,206,4910
EQUIFAX INCCOM2944291052981,900SH OTR1,301,9000
EQUINOR ASASPONSORED ADR29446M1021,29992,419SH OTR1,5092,4190
EQUITABLE HLDGS INCCOM29452E10162434,186SH OTR1,2034,1860
EQUITABLE HLDGS INCCOM29452E10168637,600SH OTR1,3037,6000
EQUITABLE HLDGS INCCOM29452E10131117,068SH OTR1,4017,0680
EQUITABLE HLDGS INCCOM29452E10145224,801SH OTR1,5024,8010
EQUITABLE HLDGS INCCOM29452E1015300SH DFND130000
EQUITRANS MIDSTREAM CORPCOM294600101131,500SH OTR1,301,5000
EQUITRANS MIDSTREAM CORPCOM29460010116619,606SH OTR1,4019,6060
EQUITRANS MIDSTREAM CORPCOM294600101323,750SH DFND13,75000
EQUITY COMWLTHCOM SH BEN INT29462810234412,921SH OTR1,2012,9210
EQUITY COMWLTHCOM SH BEN INT29462810299737,421SH OTR1,5037,4210
EQUITY LIFESTYLE PPTYS INCCOM29472R1082,41939,458SH OTR1,2039,4580
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,07817,587SH OTR1,5017,5870
EQUITY LIFESTYLE PPTYS INCCOM29472R108691,133SH DFND11,13300
EQUITY RESIDENTIALSH BEN INT29476L10759511,600SHCallOTR1000
EQUITY RESIDENTIALSH BEN INT29476L1072775,400SHCallOTR1000
EQUITY RESIDENTIALSH BEN INT29476L10738742SH OTR107420
EQUITY RESIDENTIALSH BEN INT29476L1071,11221,663SH OTR1,5021,6630
ERICSSONADR B SEK 1029482160843539,970SH OTR1,5039,9700
ERIE INDTY COCL A29530P1021,5707,468SH OTR1,207,4680
ERIE INDTY COCL A29530P102179850SH OTR1,508500
ESCO TECHNOLOGIES INCCOM2963151044655,777SH OTR1,205,7770
ESCO TECHNOLOGIES INCCOM2963151042463,051SH OTR1,503,0510
ESCO TECHNOLOGIES INCCOM29631510478965SH DFND196500
ESSENTIAL UTILS INCCOM29670G10284921,102SH OTR1,2021,1020
ESSENTIAL UTILS INCCOM29670G1022295,700SH OTR1,305,7000
ESSENTIAL UTILS INCCOM29670G1028196SH OTR1,401960
ESSENTIAL UTILS INCCOM29670G1021714,252SH DFND14,25200
ESSEX PPTY TR INCCOM2971781059124,543SH OTR1,204,5430
ESSEX PPTY TR INCCOM2971781051,3476,708SH OTR1,506,7080
ETF MANAGERS TRETFMG ALTR HRVST26924G5080100,000SHCallDFND1000
ETHAN ALLEN INTERIORS INCCOM29760210427820,553SH OTR1,2020,5530
ETHAN ALLEN INTERIORS INCCOM2976021044280SH OTR1,402800
ETHAN ALLEN INTERIORS INCCOM2976021041329,758SH OTR1,509,7580
ETSY INCCOM29786A1063042,500SHCallOTR1000
ETSY INCCOM29786A1062682,200SHCallOTR1000
ETSY INCCOM29786A10644359SH OTR103590
ETSY INCCOM29786A10619,348159,069SH OTR1,20159,0690
ETSY INCCOM29786A1061,92015,787SH OTR1,5015,7870
EURONAV NVSHSB3856410854161,236SH OTR1,5061,2360
EVERBRIDGE INCCOM29978A10438300SH OTR1,303000
EVERBRIDGE INCCOM29978A1042732,169SH OTR1,402,1690
EVEREST RE GROUP LTDCOMG3223R1081,2406,279SH OTR1,206,2790
EVEREST RE GROUP LTDCOMG3223R1081,1515,825SH OTR1,505,8250
EVEREST RE GROUP LTDCOMG3223R1082171,100SH DFND11,10000
EVERGY INCCOM30034W1063096,084SH OTR1,206,0840
EVERGY INCCOM30034W1062845,593SH OTR1,505,5930
EVERGY INCCOM30034W1062545,005SH DFND15,00500
EVERSOURCE ENERGYCOM30040W1087779,300SH OTR1,309,3000
EVERSOURCE ENERGYCOM30040W10853631SH OTR1,506310
EVERTEC INCCOM30040P10360417,393SH OTR1,2017,3930
EVOLUS INCCOM30052C1075112,939SH OTR1,2012,9390
EXACT SCIENCES CORPCOM30063P1054,02939,515SH OTR1,2039,5150
EXACT SCIENCES CORPCOM30063P10525245SH DFND124500
EXELA TECHNOLOGIES INCCOM30162V1026521,695,649SHCallDFND1000
EXELON CORPCOM30161N1011714,788SH OTR1,204,7880
EXELON CORPCOM30161N10166518,603SH OTR1,5018,6030
EXELON CORPCOM30161N1013198,933SH DFND18,93300
EXLSERVICE HOLDINGS INCCOM3020811042513,801SH OTR1,203,8010
EXLSERVICE HOLDINGS INCCOM302081104701,065SH OTR1,501,0650
EXP WORLD HLDGS INCCOM30212W1002526,242SH OTR1,506,2420
EXPEDITORS INTL WASH INCCOM3021301093644,018SH OTR1,504,0180
EXPEDITORS INTL WASH INCCOM30213010966729SH DFND172900
EXPERIENCE INVT CORPCOM CL A30217C1092,638262,500SH DFND1262,50000
EXPONENT INCCOM30214U1022373,286SH OTR1,203,2860
EXPONENT INCCOM30214U1029130SH OTR1,401300
EXPONENT INCCOM30214U1026138,510SH OTR1,508,5100
EXPONENT INCCOM30214U102798SH DFND19800
EXPRESS INCCOM30219E1035894,812SH OTR1,2094,8120
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20021217,724SH OTR1,2017,7240
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2008691SH OTR1,406910
EXTERRAN CORPCOM30227H106286,813SH OTR1,206,8130
EXTERRAN CORPCOM30227H106389,123SH OTR1,509,1230
EXTRA SPACE STORAGE INCCOM30225T1021,23811,574SH OTR1,2011,5740
EXTRA SPACE STORAGE INCCOM30225T1025755,377SH OTR1,505,3770
EXTREME NETWORKS INCCOM30226D10631678,515SH OTR1,2078,5150
EXTREME NETWORKS INCCOM30226D1067318,199SH OTR1,5018,1990
EXXON MOBIL CORPCOM30231G1023,443100,300SHCallOTR1000
EXXON MOBIL CORPCOM30231G1023,41299,400SHCallOTR1000
EXXON MOBIL CORPCOM30231G1021,69649,417SH OTR1049,4170
EXXON MOBIL CORPCOM30231G1022,75780,300SH OTR1,3080,3000
EXXON MOBIL CORPCOM30231G1022,80581,704SH OTR1,5081,7040
EXXON MOBIL CORPCOM30231G1021835,340SH DFND15,34000
EZCORP INCCL A NON VTG30230110621542,689SH OTR1,2042,6890
EZCORP INCCL A NON VTG3023011061275SH OTR1,402750
F M C CORPCOM NEW3024913039318,792SH OTR1,208,7920
F M C CORPCOM NEW3024913036275,916SH OTR1,505,9160
F N B CORPCOM302520101202,973SH OTR1,402,9730
F N B CORPCOM3025201019213,546SH OTR1,5013,5460
F5 NETWORKS INCCOM3156161025524,496SH OTR1,204,4960
F5 NETWORKS INCCOM3156161022091,700SH OTR1,301,7000
F5 NETWORKS INCCOM315616102107868SH OTR1,408680
F5 NETWORKS INCCOM3156161021511,227SH OTR1,501,2270
FABRINETSHSG3323L1003846,093SH OTR1,206,0930
FABRINETSHSG3323L10060950SH OTR1,409500
FACEBOOK INCCL A30303M1025492,096SH OTR102,0960
FACEBOOK INCCL A30303M1024,06915,538SH OTR1,5015,5380
FAIR ISAAC CORPCOM303250104106250SH OTR1,302500
FAIR ISAAC CORPCOM3032501041,6903,973SH OTR1,503,9730
FASTENAL COCOM3119001041,33529,600SHCallOTR1000
FASTENAL COCOM3119001041,24927,700SHCallOTR1000
FASTENAL COCOM3119001041,35830,128SH OTR1,2030,1280
FASTENAL COCOM31190010427600SH OTR1,306000
FASTENAL COCOM31190010438846SH OTR1,408460
FASTENAL COCOM3119001041,31929,255SH DFND129,25500
FASTLY INCCL A31188V1002,16723,132SH OTR1,2023,1320
FASTLY INCCL A31188V1003473,700SH OTR1,303,7000
FASTLY INCCL A31188V10024251SH OTR1,402510
FASTLY INCCL A31188V1003613,856SH OTR1,503,8560
FEDERAL RLTY INVT TRSH BEN INT NEW31374720675010,212SH OTR1,2010,2120
FEDERAL SIGNAL CORPCOM313855108441,515SH OTR1,401,5150
FEDERAL SIGNAL CORPCOM31385510830910,574SH OTR1,5010,5740
FEDERATED HERMES INCCL B31421110349222,885SH OTR1,2022,8850
FEDERATED HERMES INCCL B31421110315716SH OTR1,407160
FEDERATED HERMES INCCL B31421110348522,561SH OTR1,5022,5610
FEDERATED HERMES INCCL B314211103853,933SH DFND13,93300
FEDEX CORPCOM31428X1063461,377SH OTR101,3770
FERRARI N VCOMN3167Y1032631,430SH OTR101,4300
FERRARI N VCOMN3167Y1032211,200SH OTR1,301,2000
FERRARI N VCOMN3167Y10323124SH OTR1,401240
FERRARI N VCOMN3167Y1033992,167SH OTR1,502,1670
FERROGLOBE PLCSHSG33856108182271,606SH OTR10271,6060
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3031,57150,179SH OTR1,2050,1790
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30332610,400SH OTR1,3010,4000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30348915,622SH OTR1,4015,6220
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303692,204SH OTR1,502,2040
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30325800SH DFND180000
FIDELITY NATL INFORMATION SVCOM31620M1062711,841SH OTR101,8410
FIDELITY NATL INFORMATION SVCOM31620M1064773,237SH OTR1,203,2370
FIDELITY NATL INFORMATION SVCOM31620M1061621,100SH OTR1,401,1000
FIESTA RESTAURANT GROUP INCCOM31660B101778,201SH OTR1,208,2010
FIESTA RESTAURANT GROUP INCCOM31660B10114115,074SH OTR1,5015,0740
FIESTA RESTAURANT GROUP INCCOM31660B1014378SH DFND137800
FINVOLUTION GROUPSPONSORED ADS31810T1012412,990SH OTR1,2012,9900
FIREEYE INCCOM31816Q10114111,426SH OTR1,2011,4260
FIREEYE INCCOM31816Q101373,000SH OTR1,303,0000
FIREEYE INCCOM31816Q10117213,913SH OTR1,4013,9130
FIREEYE INCCOM31816Q101393,143SH DFND13,14300
FIRST AMERN FINL CORPCOM31847R1021,78335,023SH OTR1,2035,0230
FIRST AMERN FINL CORPCOM31847R1022685,268SH OTR1,405,2680
FIRST AMERN FINL CORPCOM31847R10283016,313SH OTR1,5016,3130
FIRST AMERN FINL CORPCOM31847R10210201SH DFND120100
FIRST BANCORP P RCOM NEW31867270628955,455SH OTR1,2055,4550
FIRST BANCORP P RCOM NEW3186727063630SH OTR1,406300
FIRST BANCORP P RCOM NEW31867270623244,369SH OTR1,5044,3690
FIRST COMWLTH FINL CORP PACOM31982910746259,693SH OTR1,2059,6930
FIRST COMWLTH FINL CORP PACOM319829107121,569SH OTR1,401,5690
FIRST CTZNS BANCSHARES INC NCL A31946M1035231,642SH OTR1,201,6420
FIRST CTZNS BANCSHARES INC NCL A31946M1031031SH OTR1,40310
FIRST CTZNS BANCSHARES INC NCL A31946M1036872,156SH OTR1,502,1560
FIRST FINL BANCORP OHCOM32020910964954,079SH OTR1,2054,0790
FIRST FINL BANCORP OHCOM32020910912610,525SH OTR1,5010,5250
FIRST FINL BANKSHARESCOM32020R10976927,535SH OTR1,2027,5350
FIRST FINL BANKSHARESCOM32020R1095184SH DFND118400
FIRST HAWAIIAN INCCOM32051X108584,026SH OTR1,204,0260
FIRST HAWAIIAN INCCOM32051X10820914,417SH OTR1,5014,4170
FIRST HAWAIIAN INCCOM32051X1081288,834SH DFND18,83400
FIRST INDL RLTY TR INCCOM32054K10355013,823SH OTR1,2013,8230
FIRST INDL RLTY TR INCCOM32054K10362415,672SH OTR1,5015,6720
FIRST MAJESTIC SILVER CORPCOM32076V10372175,900SH OTR1,5075,9000
FIRST MERCHANTS CORPCOM32081710928112,126SH OTR1,2012,1260
FIRST MERCHANTS CORPCOM3208171093113SH OTR1,401130
FIRST MERCHANTS CORPCOM320817109532,287SH OTR1,502,2870
FIRST MIDWEST BANCORP DELCOM32086710440237,272SH OTR1,2037,2720
FIRST MIDWEST BANCORP DELCOM32086710429026,897SH OTR1,5026,8970
FIRST MIDWEST BANCORP DELCOM320867104292,661SH DFND12,66100
FIRST SOLAR INCCOM3364331071452,195SH OTR1,202,1950
FIRST SOLAR INCCOM3364331072153,249SH OTR1,503,2490
FIRSTCASH INCCOM33767D1052774,850SH OTR1,204,8500
FIRSTCASH INCCOM33767D10514252SH OTR1,402520
FIRSTCASH INCCOM33767D1053966,920SH OTR1,506,9200
FIRSTCASH INCCOM33767D1059157SH DFND115700
FIRSTENERGY CORPCOM33793210739013,600SHCallOTR1000
FIRSTENERGY CORPCOM33793210756019,500SHCallOTR1000
FIRSTENERGY CORPCOM3379321071,47351,298SH OTR1,2051,2980
FIRSTENERGY CORPCOM33793210711400SH OTR1,304000
FIRSTENERGY CORPCOM3379321071404,862SH OTR1,404,8620
FIRSTENERGY CORPCOM3379321072097,287SH OTR1,507,2870
FIRSTENERGY CORPCOM3379321079,888344,394SH DFND1344,39400
FISERV INCCOM3377381081471,425SH OTR101,4250
FISERV INCCOM3377381087847,610SH OTR1,207,6100
FITBIT INCCL A33812L1022,216318,417SH OTR1,20318,4170
FITBIT INCCL A33812L10216022,959SH OTR1,5022,9590
FIVE BELOW INCCOM33829M1011601,257SH OTR1,201,2570
FIVE BELOW INCCOM33829M1016605,200SH OTR1,305,2000
FIVE9 INCCOM3383071013112,400SH OTR1,302,4000
FLAGSTAR BANCORP INCCOM PAR .0013379307052779,337SH OTR1,509,3370
FLAGSTAR BANCORP INCCOM PAR .001337930705123SH DFND12300
FLEETCOR TECHNOLOGIES INCCOM339041105228958SH OTR1,209580
FLEETCOR TECHNOLOGIES INCCOM339041105625SH OTR1,40250
FLEX LTDORDY2573F10217715,900SH OTR1,3015,9000
FLOOR & DECOR HLDGS INCCL A3397501011,20416,100SH OTR1,3016,1000
FLOWSERVE CORPCOM34354P1051,11440,820SH OTR1,2040,8200
FLOWSERVE CORPCOM34354P10531911,700SH OTR1,3011,7000
FLUIDIGM CORP DELCOM34385P108557,386SH OTR1,407,3860
FLUIDIGM CORP DELCOM34385P10814219,081SH OTR1,5019,0810
FLUOR CORP NEWCOM3434121029978SH OTR1,209780
FLUOR CORP NEWCOM3434121028910,100SH OTR1,3010,1000
FLUOR CORP NEWCOM3434121025586SH OTR1,405860
FLUOR CORP NEWCOM34341210216919,129SH OTR1,5019,1290
FLUOR CORP NEWCOM343412102303,413SH DFND13,41300
FOOT LOCKER INCCOM344849104892,700SH OTR1,302,7000
FOOT LOCKER INCCOM34484910460818,417SH OTR1,5018,4170
FORD MTR CO DELCOM345370860274,095SH OTR1,204,0950
FORD MTR CO DELCOM34537086013420,148SH OTR1,5020,1480
FORD MTR CO DELCOM3453708607511,257SH DFND111,25700
FORMFACTOR INCCOM3463751084152SH OTR1,401520
FORMFACTOR INCCOM34637510837415,021SH OTR1,5015,0210
FORMFACTOR INCCOM3463751087287SH DFND128700
FORTERRA INCCOM34960W106837,000SH OTR1,207,0000
FORTERRA INCCOM34960W10621618,303SH OTR1,5018,3030
FORTINET INCCOM34959E109113959SH OTR109590
FORTINET INCCOM34959E10924200SH OTR1,302000
FORTINET INCCOM34959E1093993,391SH OTR1,503,3910
FORTUNA SILVER MINES INCCOM34991510821633,962SH OTR1,5033,9620
FORTUNA SILVER MINES INCCOM34991510891,462SH DFND11,46200
FORTUNE BRANDS HOME & SEC INCOM34964C1061,10712,795SH OTR1,2012,7950
FORTUNE BRANDS HOME & SEC INCOM34964C1061641,895SH OTR1,501,8950
FORWARD AIR CORPCOM349853101891,549SH OTR1,201,5490
FORWARD AIR CORPCOM3498531011232,144SH OTR1,502,1440
FOSSIL GROUP INCCOM34988V1065800SH OTR1,408000
FOSSIL GROUP INCCOM34988V10634760,508SH OTR1,5060,5080
FOX FACTORY HLDG CORPCOM35138V1021972,657SH OTR1,402,6570
FOX FACTORY HLDG CORPCOM35138V10234456SH OTR1,504560
FRANCO NEV CORPCALL35185810528200SHCallOTR1000
FRANCO NEV CORPCALL3518581055303,800SHCallOTR1000
FRANCO NEV CORPCOM351858105116834SH OTR108340
FRANCO NEV CORPCOM35185810546330SH OTR1,403300
FRANCO NEV CORPCOM3518581058215,883SH OTR1,505,8830
FRANKLIN ELEC INCCOM3535141023365,713SH OTR1,205,7130
FRANKLIN ELEC INCCOM3535141022944,991SH OTR1,504,9910
FRANKLIN RESOURCES INCCOM354613101221,100SH OTR1,301,1000
FRANKLIN RESOURCES INCCOM3546131011,09153,607SH OTR1,5053,6070
FRANKLIN RESOURCES INCCOM35461310124712,132SH DFND112,13200
FRANKLIN STR PPTYS CORPCOM35471R10611731,942SH OTR1,2031,9420
FRANKLIN STR PPTYS CORPCOM35471R1064411,977SH OTR1,5011,9770
FREEPORT-MCMORAN INCCL B35671D8572,387152,599SH OTR1,20152,5990
FREEPORT-MCMORAN INCCL B35671D85740425,800SH OTR1,3025,8000
FRESH DEL MONTE PRODUCE INCORDG3673810530813,451SH OTR1,2013,4510
FRESH DEL MONTE PRODUCE INCORDG36738105532,293SH OTR1,402,2930
FRESH DEL MONTE PRODUCE INCORDG3673810514629SH OTR1,506290
FRONT YD RESIDENTIAL CORPCOM35904G1071,704194,926SH OTR1,20194,9260
FRONT YD RESIDENTIAL CORPCOM35904G10716018,332SH OTR1,5018,3320
FRONTLINE LTDSHS NEWG3682E19241063,068SH OTR1,5063,0680
FRONTLINE LTDSHS NEWG3682E192538,124SH DFND18,12400
FTI CONSULTING INCCOM3029411097837,391SH OTR1,207,3910
FTI CONSULTING INCCOM3029411096786,400SH OTR1,306,4000
FTI CONSULTING INCCOM3029411092001,892SH OTR1,401,8920
FTI CONSULTING INCCOM3029411098397,915SH OTR1,507,9150
FULLER H B COCOM3596941061904,146SH OTR1,204,1460
FULLER H B COCOM35969410612266SH OTR1,402660
FULLER H B COCOM35969410620426SH OTR1,504260
FULLER H B COCOM359694106781,706SH DFND11,70600
FULTON FINL CORP PACOM36027110032534,830SH OTR1,2034,8300
FUTURE FINTECH GROUP INCCOM36117V1055926,923SH OTR1,2026,9230
FUTUREFUEL CORPCOM36116M106595,219SH OTR1,205,2190
FUTUREFUEL CORPCOM36116M10610899SH OTR1,408990
FUTUREFUEL CORPCOM36116M106635,520SH OTR1,505,5200
G III APPAREL GROUP LTDCOM36237H1013237SH OTR1,202370
G III APPAREL GROUP LTDCOM36237H101513,861SH OTR1,403,8610
G III APPAREL GROUP LTDCOM36237H10116512,556SH OTR1,5012,5560
GALILEO ACQUISITION CORPSHSG3770A10274875,600SH DFND175,60000
GALLAGHER ARTHUR J & COCOM3635761091,21411,502SH OTR1,2011,5020
GAMESTOP CORP NEWCL A36467W10949047,994SH OTR1,2047,9940
GAMING & LEISURE PPTYS INCCOM36467J10846112,488SH OTR1,5012,4880
GANNETT CO INCCOM36472T109151115,848SH OTR1,20115,8480
GAP INCCALL3647601084,258250,000SHCallDFND1000
GAP INCCALL3647601084,258250,000SHCallDFND1000
GAP INCCOM3647601082,015118,330SH OTR1,20118,3300
GAP INCCOM3647601081,15067,500SH OTR1,3067,5000
GAP INCCOM364760108694,068SH OTR1,404,0680
GAP INCCOM3647601082,573151,062SH OTR1,50151,0620
GARMIN LTDCALLH2906T10976800SHCallOTR1000
GARMIN LTDCALLH2906T1099019,500SHCallOTR1000
GARMIN LTDSHSH2906T1093864,064SH OTR104,0640
GARMIN LTDSHSH2906T1091501,584SH OTR1,201,5840
GARMIN LTDSHSH2906T1099100SH OTR1,301000
GARMIN LTDSHSH2906T1091,05211,095SH OTR1,5011,0950
GARMIN LTDSHSH2906T1092993,151SH DFND13,15100
GARTNER INCCOM3666511079257,400SH OTR1,207,4000
GARTNER INCCOM3666511073983,188SH OTR1,503,1880
GATES INDUSTRIAL CORPRATIN PORD SHSG39108108554,904SH OTR1,204,9040
GATES INDUSTRIAL CORPRATIN PORD SHSG391081082209SH OTR1,402090
GATES INDUSTRIAL CORPRATIN PORD SHSG39108108595,336SH OTR1,505,3360
GCI LIBERTY INCCOM CLASS A36164V3053684,496SH OTR1,204,4960
GCI LIBERTY INCCOM CLASS A36164V3051041,271SH OTR1,501,2710
GCP APPLIED TECHNOLOGIES INCCOM36164Y10132815,657SH OTR1,2015,6570
GCP APPLIED TECHNOLOGIES INCCOM36164Y101311,494SH OTR1,401,4940
GCP APPLIED TECHNOLOGIES INCCOM36164Y10129013,823SH OTR1,5013,8230
GCP APPLIED TECHNOLOGIES INCCOM36164Y101277SH DFND17700
GDS HLDGS LTDSPONSORED ADS36165L1082453,000SH OTR1,203,0000
GENERAC HLDGS INCCOM3687361049,94651,363SH OTR1,2051,3630
GENERAC HLDGS INCCOM368736104155800SH OTR1,308000
GENERAC HLDGS INCCOM3687361047834,043SH OTR1,504,0430
GENERAL DYNAMICS CORPCOM3695501082,17315,697SH OTR1015,6970
GENERAL DYNAMICS CORPCOM3695501084853,501SH OTR1,503,5010
GENERAL DYNAMICS CORPPUT3695501085,66240,900SHCallOTR1000
GENERAL DYNAMICS CORPPUT3695501085,75941,600SHCallOTR1000
GENERAL ELECTRIC COCALL369604103873140,100SHCallOTR1000
GENERAL ELECTRIC COCOM369604103172,775SH OTR1,202,7750
GENERAL ELECTRIC COCOM36960410345773,400SH OTR1,3073,4000
GENERAL ELECTRIC COCOM369604103182,916SH DFND12,91600
GENERAL MLS INCCALL3703341041,62226,300SHCallOTR1000
GENERAL MLS INCCALL3703341041,07317,400SHCallOTR1000
GENERAL MTRS COCOM37045V1002367,986SH OTR1,207,9860
GENERAL MTRS COCOM37045V1001,49750,600SH OTR1,3050,6000
GENERAL MTRS COCOM37045V10040913,818SH DFND113,81800
GENESCO INCCOM37153210228813,367SH OTR1,2013,3670
GENESCO INCCOM3715321022105SH OTR1,401050
GENESCO INCCOM371532102833,862SH OTR1,503,8620
GENMARK DIAGNOSTICS INCCOM372309104906,330SH OTR1,206,3300
GENMARK DIAGNOSTICS INCCOM372309104976,800SH OTR1,506,8000
GENPACT LIMITEDSHSG3922B1073488,942SH OTR1,208,9420
GENPACT LIMITEDSHSG3922B1072315,941SH OTR1,405,9410
GENPACT LIMITEDSHSG3922B10742911,002SH OTR1,5011,0020
GENTEX CORPCOM37190110927010,482SH OTR1,2010,4820
GENTEX CORPCOM37190110952520,400SH OTR1,3020,4000
GENTEX CORPCOM371901109662,573SH OTR1,402,5730
GENTEX CORPCOM37190110946718,142SH OTR1,5018,1420
GENTEX CORPCOM371901109141SH DFND14100
GENUINE PARTS COCOM3724601052,66227,973SH OTR1,2027,9730
GENUINE PARTS COCOM37246010510100SH OTR1,301000
GENUINE PARTS COCOM3724601051051,106SH DFND11,10600
GENWORTH FINL INCCOM CL A37247D10611634,568SH OTR1,2034,5680
GENWORTH FINL INCCOM CL A37247D106639190,705SH OTR1,50190,7050
GEO GROUP INC NEWCOM36162J10622720,006SH OTR1,2020,0060
GERDAU SASPON ADR REP PFD373737105400107,986SH OTR1,50107,9860
GETTY RLTY CORP NEWCOM374297109371,433SH OTR1,201,4330
GETTY RLTY CORP NEWCOM3742971092328,909SH OTR1,508,9090
GIGCAPITAL2 INCCOM37503610050049,200SH DFND149,20000
GLADSTONE INVT CORPCOM37654610716518,090SH OTR1,2018,0900
GLOBAL BLOOD THERAPEUTICS INCOM37890U1082,52545,791SH OTR1,2045,7910
GLOBAL BLOOD THERAPEUTICS INCOM37890U1083646,600SH OTR1,306,6000
GLOBAL BLOOD THERAPEUTICS INCOM37890U108587SH DFND18700
GLOBAL INDEMNITY GROUP LLCCOM CL A37959R10322210,658SH OTR1,2010,6580
GLOBAL INDEMNITY GROUP LLCCOM CL A37959R10312561SH DFND156100
GLOBAL NET LEASE INCCOM NEW37937820128417,876SH OTR1,2017,8760
GLOBAL NET LEASE INCCOM NEW37937820125415,982SH OTR1,5015,9820
GLOBAL PMTS INCCOM37940X102118663SH OTR106630
GLOBAL PMTS INCCOM37940X10284475SH OTR1,204750
GLOBAL PMTS INCCOM37940X1023732,100SH OTR1,302,1000
GLOBALSTAR INCCOM378973408179583,139SH OTR1,20583,1390
GLOBE LIFE INCCOM37959E1027359,201SH OTR1,209,2010
GLOBE LIFE INCCOM37959E1021271,593SH OTR1,401,5930
GLOBUS MED INCCL A37957720856811,470SH OTR1,5011,4700
GLOBUS MED INCCL A3795772081563,155SH DFND13,15500
GLU MOBILE INCCOM3798901064528SH OTR1,405280
GLU MOBILE INCCOM3798901061,000130,314SH OTR1,50130,3140
GLU MOBILE INCCOM379890106111,410SH DFND11,41000
GMS INCCOM36251C10327011,213SH OTR1,2011,2130
GMS INCCOM36251C1034165SH OTR1,401650
GMS INCCOM36251C1032209,120SH OTR1,509,1200
GODADDY INCCL A3802371072002,631SH OTR1,402,6310
GODADDY INCCL A3802371075236,885SH OTR1,506,8850
GODADDY INCCL A3802371072453,229SH DFND13,22900
GOLAR LNG LTDSHSG9456A10047778,723SH OTR1,5078,7230
GOLAR LNG LTDSHSG9456A1007211,836SH DFND111,83600
GOLD FIELDS LTDSPONSORED ADR38059T1063,450280,678SH OTR1,50280,6780
GOLDMAN SACHS GROUP INCCALL38141G1047233,600SHCallOTR1000
GOLDMAN SACHS GROUP INCCALL38141G1048244,100SHCallOTR1000
GOLDMAN SACHS GROUP INCCOM38141G1043861,923SH OTR101,9230
GOLDMAN SACHS GROUP INCCOM38141G1042871,427SH OTR1,401,4270
GOODYEAR TIRE & RUBR COCOM38255010123730,931SH OTR1,2030,9310
GOODYEAR TIRE & RUBR COCOM382550101121,500SH OTR1,301,5000
GOODYEAR TIRE & RUBR COCOM38255010162381,277SH OTR1,5081,2770
GOOSEHEAD INS INCCOM CL A38267D1092462,840SH OTR1,502,8400
GOOSEHEAD INS INCCOM CL A38267D109228SH DFND12800
GORES HLDGS IV INCUNIT 02/01/20233828652021,900178,198SH DFND1178,19800
GRACE W R & CO DEL NEWCOM38388F1081002,480SH OTR1,202,4800
GRACE W R & CO DEL NEWCOM38388F1088200SH OTR1,302000
GRACE W R & CO DEL NEWCOM38388F10844911,135SH OTR1,5011,1350
GRACE W R & CO DEL NEWCOM38388F108136SH DFND13600
GRACO INCCOM3841091045609,136SH OTR1,209,1360
GRACO INCCOM38410910418300SH OTR1,303000
GRACO INCCOM3841091048137SH DFND113700
GRAHAM HLDGS COCOM CL B3846371046411,587SH OTR1,201,5870
GRAHAM HLDGS COCOM CL B3846371045551,373SH OTR1,501,3730
GRAINGER W W INCCOM3848021045181,453SH OTR1,201,4530
GRAINGER W W INCCOM384802104143400SH OTR1,304000
GRAINGER W W INCCOM384802104109305SH OTR1,403050
GRAINGER W W INCCOM3848021049302,606SH OTR1,502,6060
GRAND CANYON ED INCCOM38526M1062222,771SH OTR1,202,7710
GRAND CANYON ED INCCOM38526M106678SH OTR1,50780
GRANITE CONSTR INCCOM3873281071025,787SH OTR1,205,7870
GRANITE CONSTR INCCOM3873281071106,258SH OTR1,406,2580
GRANITE PT MTG TR INCCOM STK38741L10737052,204SH OTR1,2052,2040
GRAPHIC PACKAGING HLDG COCOM38868910137926,917SH OTR1,2026,9170
GRAPHIC PACKAGING HLDG COCOM38868910126618,900SH OTR1,3018,9000
GRAPHIC PACKAGING HLDG COCOM38868910113951SH OTR1,409510
GRAPHIC PACKAGING HLDG COCOM38868910117712,581SH OTR1,5012,5810
GRAPHIC PACKAGING HLDG COCOM3886891011027,220SH DFND17,22000
GRAY TELEVISION INCCOM38937510629321,313SH OTR1,2021,3130
GRAY TELEVISION INCCOM3893751065384SH OTR1,403840
GRAY TELEVISION INCCOM389375106402,879SH OTR1,502,8790
GRAY TELEVISION INCCOM389375106141,006SH DFND11,00600
GREEN DOT CORPCL A39304D10243856SH OTR1,208560
GREEN DOT CORPCL A39304D10220400SH OTR1,304000
GREEN DOT CORPCL A39304D1021653,258SH OTR1,503,2580
GREEN DOT CORPCL A39304D10217336SH DFND133600
GREEN PLAINS INCCOM39322210416610,742SH OTR1,2010,7420
GREENBRIER COS INCCOM3936571012859,698SH OTR1,209,6980
GREENBRIER COS INCCOM3936571012317,871SH OTR1,407,8710
GREIF INCCL A3976241071584,375SH OTR1,204,3750
GREIF INCCL A397624107461,281SH OTR1,401,2810
GREIF INCCL B397624206421,067SH OTR1,201,0670
GRID DYNAMICS HLDGS INCCL A39813G1098911,478SH OTR1,2011,4780
GRID DYNAMICS HLDGS INCCL A39813G1096800SH DFND180000
GRIFFON CORPCOM3984331023163SH OTR1,401630
GRIFFON CORPCOM39843310223411,972SH OTR1,5011,9720
GROUP 1 AUTOMOTIVE INCCOM3989051092402,718SH OTR1,202,7180
GROUP 1 AUTOMOTIVE INCCOM39890510933372SH OTR1,403720
GROUP 1 AUTOMOTIVE INCCOM39890510927309SH DFND130900
GROUPON INCCOM NEW39947320651425,200SH OTR1,3025,2000
GROUPON INCCOM NEW3994732061467,181SH OTR1,407,1810
GROUPON INCCOM NEW39947320669734,168SH OTR1,5034,1680
GRUBHUB INCCOM4001101029,474130,985SH OTR1,20130,9850
GRUBHUB INCCOM4001101021,12815,600SH OTR1,3015,6000
GRUBHUB INCCOM40011010275210,391SH OTR1,5010,3910
GRUBHUB INCCOM400110102111SH DFND11100
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2022622,261SH OTR1,202,2610
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E20227232SH OTR1,402320
GRUPO AEROPUERTO DEL PACIFICSPON ADR B4005061013314,100SH OTR1,204,1000
GRUPO FINANCIERO GALICIA S.ASPONSORED ADR39990910015621,606SH OTR1,2021,6060
GRUPO FINANCIERO GALICIA S.ASPONSORED ADR39990910037251,378SH OTR1,5051,3780
GTT COMMUNICATIONS INCCOM36239310015529,948SH OTR1,2029,9480
GUARDANT HEALTH INCCOM40131M1095625,025SH OTR1,205,0250
GUARDANT HEALTH INCCOM40131M1094023,600SH OTR1,303,6000
GUESS INCCOM40161710527423,580SH OTR1,2023,5800
GUESS INCCOM40161710528724,700SH OTR1,3024,7000
GUESS INCCOM401617105463,927SH OTR1,403,9270
GUESS INCCOM40161710530726,439SH OTR1,5026,4390
GUIDEWIRE SOFTWARE INCCOM40171V1003513,371SH OTR1,203,3710
GUIDEWIRE SOFTWARE INCCOM40171V1004694,500SH OTR1,304,5000
GUIDEWIRE SOFTWARE INCCOM40171V1001341,289SH OTR1,401,2890
GULFPORT ENERGY CORPCOM NEW40263530460113,820SH OTR1,20113,8200
HAEMONETICS CORPCOM4050241002142,449SH OTR1,202,4490
HAEMONETICS CORPCOM4050241001972,254SH OTR1,402,2540
HAEMONETICS CORPCOM4050241005306,073SH OTR1,506,0730
HAEMONETICS CORPCOM405024100892SH DFND19200
HALLIBURTON COCALL40621610115212,600SHCallOTR1000
HALLIBURTON COCALL406216101352,900SHCallOTR1000
HALLIBURTON COCOM4062161011018,416SH OTR1,208,4160
HALLIBURTON COCOM406216101423,500SH OTR1,303,5000
HALLIBURTON COCOM40621610187472,569SH OTR1,5072,5690
HALOZYME THERAPEUTICS INCCOM40637H10951019,403SH OTR1,2019,4030
HALOZYME THERAPEUTICS INCCOM40637H109993,756SH DFND13,75600
HANCOCK WHITNEY CORPORATIONCOM41012010944123,435SH OTR1,2023,4350
HANCOCK WHITNEY CORPORATIONCOM41012010914727SH DFND172700
HANESBRANDS INCCOM4103451021,35886,219SH OTR1,2086,2190
HANESBRANDS INCCOM4103451021358,600SH OTR1,308,6000
HANMI FINL CORPCOM NEW410495204151,806SH OTR1,201,8060
HANMI FINL CORPCOM NEW4104952041170SH OTR1,401700
HANMI FINL CORPCOM NEW410495204708,509SH OTR1,508,5090
HANOVER INS GROUP INCCOM4108671051041,113SH OTR1,201,1130
HANOVER INS GROUP INCCOM4108671055876,300SH OTR1,306,3000
HANOVER INS GROUP INCCOM4108671051451,555SH OTR1,401,5550
HANOVER INS GROUP INCCOM4108671053764,030SH OTR1,504,0300
HANOVER INS GROUP INCCOM41086710512133SH DFND113300
HARLEY DAVIDSON INCCOM4128221081,09244,517SH OTR1,2044,5170
HARLEY DAVIDSON INCCOM4128221087300SH OTR1,303000
HARLEY DAVIDSON INCCOM41282210882033,402SH OTR1,5033,4020
HARMONY GOLD MINING CO LTDSPONSORED ADR41321630043081,653SH OTR1,5081,6530
HARSCO CORPCOM41586410720514,708SH OTR1,2014,7080
HARSCO CORPCOM415864107174SH OTR1,40740
HARTFORD FINL SVCS GROUP INCCOM4165151041,39437,827SH OTR1,2037,8270
HARTFORD FINL SVCS GROUP INCCOM41651510480021,700SH OTR1,3021,7000
HARTFORD FINL SVCS GROUP INCCOM416515104531,446SH OTR1,401,4460
HARTFORD FINL SVCS GROUP INCCOM4165151041684,562SH OTR1,504,5620
HARTFORD FINL SVCS GROUP INCCOM4165151042657,202SH DFND17,20200
HASBRO INCCOM41805610794111,371SH OTR1,2011,3710
HASBRO INCCOM41805610758700SH OTR1,307000
HASBRO INCCOM41805610717200SH OTR1,402000
HAVERTY FURNITURE INCCOM4195961011878,934SH OTR1,208,9340
HAVERTY FURNITURE INCCOM41959610119926SH OTR1,409260
HAWAIIAN ELEC INDUSTRIESCOM41987010040312,137SH OTR1,2012,1370
HAWAIIAN ELEC INDUSTRIESCOM41987010011325SH OTR1,403250
HAWAIIAN ELEC INDUSTRIESCOM419870100621,861SH DFND11,86100
HAYNES INTERNATIONAL INCCOM NEW42087720119511,429SH OTR1,2011,4290
HAYNES INTERNATIONAL INCCOM NEW4208772019545SH OTR1,405450
HC2 HLDGS INCCOM4041391075020,645SH OTR1,2020,6450
HC2 HLDGS INCCOM40413910783,471SH OTR1,403,4710
HCA HEALTHCARE INCCOM40412C10123181SH OTR1,501810
HCA HEALTHCARE INCPUT40412C1011,68313,500SHCallOTR1000
HCA HEALTHCARE INCPUT40412C1011,0608,500SHCallOTR1000
HD SUPPLY HLDGS INCCOM40416M10578719,079SH OTR1,2019,0790
HD SUPPLY HLDGS INCCOM40416M105751,817SH OTR1,401,8170
HDFC BANK LTDSPONSORED ADS40415F1012304,609SH OTR1,404,6090
HEALTHCARE RLTY TRCOM4219461042076,887SH OTR1,206,8870
HEALTHCARE SVCS GROUP INCCOM42190610833815,693SH OTR1,2015,6930
HEALTHEQUITY INCCOM42226A10745882SH OTR1,208820
HEALTHEQUITY INCCOM42226A1071492,900SH OTR1,302,9000
HEALTHEQUITY INCCOM42226A10717324SH OTR1,403240
HEALTHPEAK PROPERTIES INCCOM42250P1031,54957,057SH OTR1,2057,0570
HEARTLAND EXPRESS INCCOM42234710425413,666SH OTR1,5013,6660
HEARTLAND EXPRESS INCCOM42234710421211,377SH DFND111,37700
HECLA MNG COCOM42270410638675,930SH OTR1,2075,9300
HECLA MNG COCOM422704106892175,652SH OTR1,50175,6520
HEICO CORP NEWCL A4228062083924,418SH OTR1,204,4180
HEICO CORP NEWCL A42280620812135SH OTR1,401350
HEICO CORP NEWCOM4228061097817,465SH OTR1,207,4650
HEICO CORP NEWCOM4228061092262,161SH OTR1,502,1610
HELEN OF TROY LTDCOMG4388N1068674,481SH OTR1,204,4810
HELEN OF TROY LTDCOMG4388N10643223SH OTR1,402230
HELEN OF TROY LTDCOMG4388N1066933,583SH OTR1,503,5830
HELIX ENERGY SOLUTIONS GRP ICOM42330P1076326,088SH OTR1,2026,0880
HELIX ENERGY SOLUTIONS GRP ICOM42330P10722493,144SH OTR1,5093,1440
HELMERICH & PAYNE INCCOM4234521012,000136,492SH OTR1,20136,4920
HELMERICH & PAYNE INCCOM42345210131121,200SH OTR1,3021,2000
HELMERICH & PAYNE INCCOM423452101755,152SH DFND15,15200
HENRY SCHEIN INCCOM80640710274712,710SH OTR1,2012,7100
HENRY SCHEIN INCCOM8064071021,35223,000SH OTR1,3023,0000
HENRY SCHEIN INCCOM806407102961,630SH OTR1,401,6300
HENRY SCHEIN INCCOM8064071021,01417,248SH OTR1,5017,2480
HENRY SCHEIN INCCOM8064071021031,759SH DFND11,75900
HERBALIFE NUTRITION LTDCOM SHSG4412G10187718,789SH OTR1,5018,7890
HERBALIFE NUTRITION LTDCOM SHSG4412G10112248SH DFND124800
HERC HLDGS INCCOM42704L1041734,380SH OTR1,204,3800
HERC HLDGS INCCOM42704L10419484SH OTR1,404840
HERC HLDGS INCCOM42704L104942,363SH OTR1,502,3630
HERSHA HOSPITALITY TRPR SHS BEN INT42782550021338,525SH OTR1,2038,5250
HERSHEY COCOM4278661081431,000SH OTR1,201,0000
HERSHEY COCOM4278661082,60918,200SH OTR1,3018,2000
HERSHEY COCOM4278661081,99713,930SH OTR1,5013,9300
HESS CORPCALL42809H107491,200SHCallOTR1000
HESS CORPCALL42809H1072666,500SHCallOTR1000
HESS CORPCOM42809H10715378SH OTR103780
HESS CORPCOM42809H1071844,500SH OTR1,304,5000
HEWLETT PACKARD ENTERPRISE CCOM42824C10988694,603SH OTR1,2094,6030
HEWLETT PACKARD ENTERPRISE CCOM42824C109303,200SH OTR1,303,2000
HEXCEL CORP NEWCOM428291108371,090SH OTR1,401,0900
HEXCEL CORP NEWCOM42829110846213,782SH OTR1,5013,7820
HEXCEL CORP NEWCOM42829110825737SH DFND173700
HIGHWOODS PPTYS INCCOM43128410868420,368SH OTR1,5020,3680
HILL ROM HLDGS INCCOM4314751022422,901SH OTR1,202,9010
HILL ROM HLDGS INCCOM43147510294411,300SH OTR1,3011,3000
HILL ROM HLDGS INCCOM43147510228339SH OTR1,403390
HILL ROM HLDGS INCCOM4314751025346,389SH OTR1,506,3890
HILL ROM HLDGS INCCOM43147510232384SH DFND138400
HILLTOP HOLDINGS INCCOM43274810163030,623SH OTR1,2030,6230
HILLTOP HOLDINGS INCCOM432748101422,026SH OTR1,402,0260
HILLTOP HOLDINGS INCCOM432748101602,892SH OTR1,502,8920
HILLTOP HOLDINGS INCCOM432748101391,893SH DFND11,89300
HILTON GRAND VACATIONS INCCOM43283X10532415,446SH OTR1,2015,4460
HILTON GRAND VACATIONS INCCOM43283X1052039,663SH OTR1,509,6630
HILTON WORLDWIDE HLDGS INCCALL43300A2036487,600SHCallOTR1000
HILTON WORLDWIDE HLDGS INCCALL43300A20390410,600SHCallOTR1000
HILTON WORLDWIDE HLDGS INCCOM43300A2031311,534SH OTR101,5340
HILTON WORLDWIDE HLDGS INCCOM43300A2031421,667SH OTR1,501,6670
HILTON WORLDWIDE HLDGS INCCOM43300A2032613,059SH DFND13,05900
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10614139,660SH OTR1,5039,6600
HMS HLDGS CORPCOM40425J101813,396SH OTR1,203,3960
HMS HLDGS CORPCOM40425J10113536SH OTR1,405360
HMS HLDGS CORPCOM40425J10145418,968SH OTR1,5018,9680
HMS HLDGS CORPCOM40425J101291SH DFND19100
HNI CORPCOM4042511002869,122SH OTR1,209,1220
HNI CORPCOM4042511001685,365SH OTR1,505,3650
HNI CORPCOM40425110022716SH DFND171600
HOLLYFRONTIER CORPCOM4361061081,14758,176SH OTR1,2058,1760
HOLLYFRONTIER CORPCOM43610610830215,335SH OTR1,4015,3350
HOLLYFRONTIER CORPCOM436106108432,198SH DFND12,19800
HOLLYSYS AUTOMATION TCHNGY LSHSG45667105655,863SH OTR1,205,8630
HOLLYSYS AUTOMATION TCHNGY LSHSG4566710512311,122SH OTR1,5011,1220
HOLOGIC INCCOM4364401011,32819,984SH OTR1,2019,9840
HOLOGIC INCCOM436440101961,441SH OTR1,401,4410
HOLOGIC INCCOM4364401014516,778SH OTR1,506,7780
HOME BANCSHARES INCCOM43689320040926,946SH OTR1,2026,9460
HOME DEPOT INCCOM4370761022,7559,921SH OTR1,509,9210
HOME DEPOT INCCOM43707610283300SH DFND130000
HOMESTREET INCCOM43785V10231112,087SH OTR1,2012,0870
HOMESTREET INCCOM43785V1021365,275SH OTR1,505,2750
HONEYWELL INTL INCCOM4385161064502,733SH OTR102,7330
HONEYWELL INTL INCCOM43851610649300SH DFND130000
HONEYWELL INTL INCPUT43851610616100SHCallOTR1000
HONEYWELL INTL INCPUT43851610633200SHCallOTR1000
HOPE BANCORP INCCOM43940T10914118,609SH OTR1,2018,6090
HOPE BANCORP INCCOM43940T10932342,639SH OTR1,5042,6390
HOPE BANCORP INCNOTE 2.000% 5/143940TAB54,1455,000,000PRN DFND15,000,00000
HORACE MANN EDUCATORS CORP NCOM4403271041504,499SH OTR1,204,4990
HORACE MANN EDUCATORS CORP NCOM440327104401,205SH OTR1,401,2050
HORACE MANN EDUCATORS CORP NCOM4403271041484,422SH OTR1,504,4220
HORACE MANN EDUCATORS CORP NCOM440327104752,249SH DFND12,24900
HORIZON THERAPEUTICS PUB LSHSG461881011531,976SH OTR101,9760
HORIZON THERAPEUTICS PUB LSHSG4618810110,346133,188SH OTR1,20133,1880
HORIZON THERAPEUTICS PUB LSHSG4618810143555SH OTR1,405550
HORIZON THERAPEUTICS PUB LSHSG4618810117214SH DFND121400
HORMEL FOODS CORPCOM4404521001,24125,389SH OTR1,2025,3890
HORMEL FOODS CORPCOM440452100881,800SH OTR1,301,8000
HORMEL FOODS CORPCOM4404521003727,616SH OTR1,407,6160
HORMEL FOODS CORPCOM4404521001723,520SH OTR1,503,5200
HORMEL FOODS CORPCOM4404521001843,760SH DFND13,76000
HOSTESS BRANDS INCCL A44109J10640632,922SH OTR1,2032,9220
HOSTESS BRANDS INCCL A44109J106927,478SH DFND17,47800
HOUGHTON MIFFLIN HARCOURT COCOM44157R10916092,701SH OTR1,2092,7010
HOUGHTON MIFFLIN HARCOURT COCOM44157R10910661,318SH OTR1,5061,3180
HOWARD HUGHES CORPCOM44267D1072935,086SH OTR1,205,0860
HOWMET AEROSPACE INCCOM44320110868741,089SH OTR1,2041,0890
HOWMET AEROSPACE INCCOM44320110846027,500SH OTR1,3027,5000
HOWMET AEROSPACE INCCOM4432011083200SH DFND120000
HP INCCOM40434L105633,293SH OTR103,2930
HP INCCOM40434L1054,214221,905SH OTR1,20221,9050
HP INCCOM40434L105341,800SH OTR1,301,8000
HP INCCOM40434L10526013,694SH OTR1,5013,6940
HSBC HLDGS PLCSPON ADR NEW40428040641221,038SH OTR1,5021,0380
HUB GROUP INCCL A4433201064158,277SH OTR1,208,2770
HUB GROUP INCCL A44332010613257SH OTR1,402570
HUB GROUP INCCL A4433201063587,129SH OTR1,507,1290
HUB GROUP INCCL A443320106363SH DFND16300
HUBBELL INCCOM4435106078836,454SH OTR1,206,4540
HUBBELL INCCOM4435106071,0677,795SH OTR1,407,7950
HUBBELL INCCOM4435106073782,764SH OTR1,502,7640
HUBSPOT INCCALL44357310058200SHCallOTR1000
HUBSPOT INCCALL4435731004381,500SHCallOTR1000
HUBSPOT INCCOM443573100196671SH OTR106710
HUBSPOT INCCOM4435731008,54429,237SH OTR1,2029,2370
HUBSPOT INCCOM44357310032108SH OTR1,401080
HUBSPOT INCCOM4435731001,0843,708SH OTR1,503,7080
HUDSON LTDCOM CL AG464081033,795499,341SH OTR1,20499,3410
HUDSON LTDCOM CL AG4640810312416,299SH OTR1,5016,2990
HUDSON PAC PPTYS INCCOM44409710929213,329SH OTR1,5013,3290
HUMANA INCCOM4448591021,3123,169SH OTR1,503,1690
HUNT J B TRANS SVCS INCCOM4456581078316,574SH OTR1,206,5740
HUNT J B TRANS SVCS INCCOM4456581072652,100SH OTR1,302,1000
HUNT J B TRANS SVCS INCCOM4456581074633,664SH OTR1,403,6640
HUNT J B TRANS SVCS INCCOM4456581071,0518,315SH OTR1,508,3150
HUNTINGTON BANCSHARES INCCOM44615010447551,852SH OTR1,2051,8520
HUNTINGTON BANCSHARES INCCOM446150104252,700SH OTR1,302,7000
HUNTINGTON BANCSHARES INCCOM44615010446450,574SH OTR1,5050,5740
HUNTINGTON INGALLS INDS INCCOM4464131067395,247SH OTR1,205,2470
HUNTINGTON INGALLS INDS INCCOM4464131061,45010,300SH OTR1,3010,3000
HUNTINGTON INGALLS INDS INCCOM4464131061181SH OTR1,40810
HUNTINGTON INGALLS INDS INCCOM4464131061,0947,772SH OTR1,507,7720
HUNTSMAN CORPCOM4470111071597,174SH OTR1,207,1740
HUNTSMAN CORPCOM447011107642,900SH OTR1,302,9000
HUNTSMAN CORPCOM44701110751022,952SH OTR1,5022,9520
HURON CONSULTING GROUP INCCOM4474621021594,050SH OTR1,204,0500
HURON CONSULTING GROUP INCCOM447462102932,364SH OTR1,502,3640
HUYA INCADS REP SHS A44852D10829612,368SH OTR1,5012,3680
HYATT HOTELS CORPCOM CL A4485791023376,312SH OTR1,206,3120
HYATT HOTELS CORPCOM CL A4485791022294,300SH OTR1,304,3000
HYATT HOTELS CORPCOM CL A448579102751,407SH DFND11,40700
IAA INCCOM4492531032855,476SH OTR1,205,4760
IAC INTERACTIVECORP NEWCOM44891N1092,15618,000SH OTR1,3018,0000
IAC INTERACTIVECORP NEWCOM44891N1091471,224SH OTR1,401,2240
IAC INTERACTIVECORP NEWCOM44891N1096785,663SH OTR1,505,6630
IAMGOLD CORPCOM450913108646168,599SH OTR1,50168,5990
ICHOR HOLDINGSSHSG4740B105167SH OTR1,40670
ICHOR HOLDINGSSHSG4740B10524611,426SH OTR1,5011,4260
ICLICK INTERACTIVE ASIA GROUSPONSORED ADR45113Y10425438,016SH OTR1,5038,0160
ICU MED INCCOM44930G107142775SH OTR1,207750
ICU MED INCCOM44930G10759323SH OTR1,403230
ICU MED INCCOM44930G1075052,763SH OTR1,502,7630
IDACORP INCCOM4511071063043,806SH OTR1,203,8060
IDACORP INCCOM4511071061,63020,400SH OTR1,3020,4000
IDACORP INCCOM4511071062893,620SH OTR1,403,6200
IDACORP INCCOM45110710683010,382SH OTR1,5010,3820
IDACORP INCCOM4511071064655,822SH DFND15,82200
IDEANOMICS INCCOM45166V10694103,043SH OTR1,20103,0430
IDEX CORPCOM45167R1041,2546,873SH OTR1,206,8730
IDEX CORPCOM45167R10418100SH OTR1,301000
IDEXX LABS INCCOM45168D1041,2913,284SH OTR1,203,2840
IDEXX LABS INCCOM45168D10479200SH OTR1,302000
IHEARTMEDIA INCCALL45174J5091,029126,700SHCallOTR1000
IHS MARKIT LTDSHSG475671058,125103,484SH OTR1,20103,4840
IHS MARKIT LTDSHSG475671051,44518,400SH OTR1,3018,4000
IHS MARKIT LTDSHSG4756710571905SH DFND190500
ILLINOIS TOOL WKS INCCOM4523081093,01915,623SH OTR1,2015,6230
ILLINOIS TOOL WKS INCCOM4523081093481,800SH OTR1,301,8000
ILLINOIS TOOL WKS INCCOM4523081099735,034SH OTR1,505,0340
ILLINOIS TOOL WKS INCPUT45230810977400SHCallOTR1000
ILLUMINA INCCOM4523271092890SH OTR10900
ILLUMINA INCCOM4523271091,0393,362SH OTR1,503,3620
ILLUMINA INCCOM45232710962200SH DFND120000
IMAX CORPCOM45245E10915012,555SH OTR1,4012,5550
IMMERSION CORPCOM452521107415,760SH OTR1,205,7600
IMMERSION CORPCOM45252110713519,186SH OTR1,5019,1860
IMMUNOMEDICS INCCOM45290710830,463358,265SH OTR1,20358,2650
IMMUNOMEDICS INCCOM452907108223SH DFND12300
IMPERIAL OIL LTDCOM NEW45303840853945,065SH OTR1,5045,0650
IMPERIAL OIL LTDCOM NEW453038408262,165SH DFND12,16500
INCYTE CORPCOM45337C1022,49527,800SH OTR1,3027,8000
INDEPENDENT BANK CORP MASSCOM4538361084468,518SH OTR1,208,5180
INDEPENDENT BANK CORP MASSCOM45383610812237SH OTR1,402370
INDEPENDENT BANK CORP MASSCOM4538361081062,033SH OTR1,502,0330
INDEPENDENT BANK CORP MASSCOM45383610815290SH DFND129000
INDEPENDENT BK GROUP INCCOM45384B1063137,079SH OTR1,207,0790
INDEPENDENT BK GROUP INCCOM45384B10616368SH OTR1,403680
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT45623710628312,943SH OTR1,2012,9430
ING GROEP N.V.SPONSORED ADR456837103983138,821SH OTR1,50138,8210
INGERSOLL RAND INCCOM45687V10614400SH OTR1,304000
INGERSOLL RAND INCCOM45687V1062817,881SH OTR1,407,8810
INGEVITY CORPCOM45688C1072755,564SH OTR1,205,5640
INGEVITY CORPCOM45688C107871,755SH OTR1,401,7550
INGEVITY CORPCOM45688C10768813,913SH OTR1,5013,9130
INGEVITY CORPCOM45688C10717335SH DFND133500
INGREDION INCCOM45718710215200SH OTR1,302000
INGREDION INCCOM4571871026638,762SH OTR1,508,7620
INNERWORKINGS INCCOM45773Y1051,074359,163SH OTR1,20359,1630
INNOSPEC INCCOM45768S1053375,328SH OTR1,205,3280
INNOSPEC INCCOM45768S105575SH OTR1,40750
INNOSPEC INCCOM45768S1052363,728SH OTR1,503,7280
INNOSPEC INCCOM45768S10501SH DFND1100
INNOVIVA INCCOM45781M10128827,525SH OTR1,2027,5250
INNOVIVA INCCOM45781M1016577SH OTR1,405770
INNOVIVA INCCOM45781M10111010,527SH DFND110,52700
INOVALON HLDGS INCCOM CL A45781D1012649,993SH OTR1,209,9930
INSEEGO CORPCALL45782B1042,064200,000SHCallDFND1000
INSPERITY INCCOM45778Q1074086,228SH OTR1,206,2280
INSPERITY INCCOM45778Q1071291,970SH OTR1,401,9700
INSPERITY INCCOM45778Q10720303SH OTR1,503030
INTEGER HLDGS CORPCOM45826H1093676,215SH OTR1,206,2150
INTEGER HLDGS CORPCOM45826H1094086,919SH OTR1,506,9190
INTEGER HLDGS CORPCOM45826H109359SH DFND15900
INTEL CORPCALL4581401002,19542,400SHCallOTR1000
INTEL CORPCALL4581401002,29944,400SHCallOTR1000
INTEL CORPCOM4581401002454,725SH OTR104,7250
INTEL CORPCOM458140100781,514SH OTR1,401,5140
INTER PARFUMS INCCOM458334109792,128SH OTR1,202,1280
INTER PARFUMS INCCOM4583341098213SH OTR1,402130
INTER PARFUMS INCCOM4583341092215,914SH OTR1,505,9140
INTER PARFUMS INCCOM458334109922,451SH DFND12,45100
INTERCEPT PHARMACEUTICALS INCOM45845P1081,90645,976SH OTR1,2045,9760
INTERCEPT PHARMACEUTICALS INCOM45845P108120SH OTR1,50200
INTERCEPT PHARMACEUTICALS INCOM45845P108259SH DFND15900
INTERCONTINENTAL EXCHANGE INCALL45866F1041,71117,100SHCallOTR1000
INTERCONTINENTAL EXCHANGE INCALL45866F1046206,200SHCallOTR1000
INTERCONTINENTAL EXCHANGE INCOM45866F1041,22212,215SH OTR1,5012,2150
INTERCONTINENTAL EXCHANGE INCOM45866F1041521,515SH DFND11,51500
INTERDIGITAL INCCOM45867G1011392,442SH OTR1,202,4420
INTERDIGITAL INCCOM45867G10111198SH OTR1,401980
INTERDIGITAL INCCOM45867G1014317,551SH OTR1,507,5510
INTERDIGITAL INCCOM45867G101356SH DFND15600
INTERFACE INCCOM458665304315,102SH OTR1,205,1020
INTERFACE INCCOM45866530417228,097SH OTR1,5028,0970
INTERNATIONAL BANCSHARES CORCOM45904410336113,852SH OTR1,2013,8520
INTERNATIONAL BANCSHARES CORCOM4590441032308,809SH OTR1,508,8090
INTERNATIONAL BANCSHARES CORCOM45904410316596SH DFND159600
INTERNATIONAL BUSINESS MACHSCALL4592001014994,100SHCallOTR1000
INTERNATIONAL BUSINESS MACHSCALL4592001018156,700SHCallOTR1000
INTERNATIONAL BUSINESS MACHSCOM45920010191748SH OTR107480
INTERNATIONAL BUSINESS MACHSCOM4592001011841,515SH OTR1,201,5150
INTERNATIONAL FLAVORS&FRAGRACOM4595061011331,086SH OTR101,0860
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,34410,976SH OTR1,2010,9760
INTERNATIONAL FLAVORS&FRAGRACOM45950610112100SH OTR1,301000
INTERNATIONAL FLAVORS&FRAGRAPUT4595061013432,800SHCallOTR1000
INTERNATIONAL FLAVORS&FRAGRAPUT4595061018577,000SHCallOTR1000
INTERNATIONAL PAPER COCOM4601461031844,528SH OTR104,5280
INTERNATIONAL PAPER COCOM4601461031,86445,972SH OTR1,2045,9720
INTERNATIONAL PAPER COCOM46014610346211,400SH OTR1,3011,4000
INTERNATIONAL PAPER COCOM460146103451,122SH DFND11,12200
INTERNATIONAL SEAWAYS INCCOMY41053102674,585SH OTR1,204,5850
INTERNATIONAL SEAWAYS INCCOMY41053102191,277SH OTR1,401,2770
INTERNATIONAL SEAWAYS INCCOMY41053102724,896SH OTR1,504,8960
INTERPUBLIC GROUP COS INCCOM46069010066139,668SH OTR1,2039,6680
INTERPUBLIC GROUP COS INCCOM46069010042725,600SH OTR1,3025,6000
INTERPUBLIC GROUP COS INCCOM46069010011643SH OTR1,406430
INTERPUBLIC GROUP COS INCCOM46069010087852,650SH OTR1,5052,6500
INTERSECT ENT INCCOM46071F10318311,244SH OTR1,2011,2440
INTUITCALL461202103130400SHCallOTR1000
INTUITCALL461202103196600SHCallOTR1000
INTUITCOM461202103135415SH OTR104150
INTUITCOM46120210366203SH OTR1,202030
INTUITCOM461202103150461SH OTR1,404610
INTUITCOM4612021031,0003,067SH OTR1,503,0670
INTUITIVE SURGICAL INCCALL46120E60271100SHCallOTR1000
INTUITIVE SURGICAL INCCOM NEW46120E602141199SH OTR101990
INTUITIVE SURGICAL INCCOM NEW46120E6021,0931,541SH OTR1,501,5410
INVESCO EXCH TRADED FD TR IIS&P500 LOW VOL46138E3542,05538,315SH DFND138,31500
INVESCO EXCHANGE TRADED FD TS&P500 EQL WGT46137V3572,57823,845SH DFND123,84500
INVESCO MORTGAGE CAPITAL INCCOM46131B10026899,044SH OTR1,5099,0440
INVESCO QQQ TRCALL46090E1035,08418,300SHCallOTR1000
INVESCO QQQ TRCALL46090E1036,69624,100SHCallOTR1000
INVESCO QQQ TRCALL46090E103173,650625,000SHCallDFND1000
INVESCO QQQ TRUNIT SER 146090E1031,7086,148SH OTR106,1480
INVESCO QQQ TRUNIT SER 146090E1032,6639,583SH OTR1,209,5830
INVESTORS BANCORP INC NEWCOM46146L10134547,494SH OTR1,2047,4940
INVESTORS BANCORP INC NEWCOM46146L10165490,039SH OTR1,5090,0390
IONIS PHARMACEUTICALS INCCOM4622221003,47773,271SH OTR1,2073,2710
IONIS PHARMACEUTICALS INCCOM46222210010215SH DFND121500
IOVANCE BIOTHERAPEUTICS INCCOM4622601001,93758,852SH OTR1,2058,8520
IOVANCE BIOTHERAPEUTICS INCCOM4622601007219SH DFND121900
IPG PHOTONICS CORPCOM44980X109133783SH OTR1,207830
IPG PHOTONICS CORPCOM44980X1093231,903SH OTR1,501,9030
IQVIA HLDGS INCCOM46266C1051,2618,000SH OTR1,308,0000
IQVIA HLDGS INCCOM46266C10580505SH OTR1,405050
IRHYTHM TECHNOLOGIES INCCOM4500561064171,750SH OTR1,301,7500
IROBOT CORPCOM4627261003484,583SH OTR1,204,5830
IROBOT CORPCOM4627261001131,493SH OTR1,501,4930
IRON MTN INC NEWCOM46284V10160522,565SH OTR1,5022,5650
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10817619,591SH OTR1,2019,5910
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108283,085SH DFND13,08500
ISHARES INCCALL4642868228,340250,000SHCallDFND1000
ISHARES INCMSCI BELGIUM ETF4642863015267SH OTR1,202670
ISHARES INCMSCI MEXICO ETF4642868224132SH OTR1,201320
ISHARES INCMSCI MEXICO ETF464286822832,500SH DFND12,50000
ISHARES INCMSCI SWEDEN ETF464286756372SH OTR1,20720
ISHARES SILVER TRISHARES46428Q1097,617352,000SHCallOTR1000
ISHARES SILVER TRISHARES46428Q1094,328200,000SHCallDFND1000
ISHARES SILVER TRISHARES46428Q10910,305476,200SHCallOTR1000
ISHARES SILVER TRISHARES46428Q10918,386849,641SH OTR10849,6410
ISHARES TRBARCLAYS 7 10 YR46428744028232SH OTR1,202320
ISHARES TRCALL4642874659,121143,300SHCallOTR1000
ISHARES TRCALL4642874656,07995,500SHCallOTR1000
ISHARES TRCALL4642876558,52356,900SHCallOTR1000
ISHARES TRCALL46428765513,42189,600SHCallOTR1000
ISHARES TRCALL46428765594,368630,000SHCallDFND1000
ISHARES TRCALL46428851324,541292,500SHCallOTR1000
ISHARES TRCALL4642885131,00712,000SHCallDFND1000
ISHARES TRCHINA LG-CAP ETF4642871845,124122,000SHCallOTR1000
ISHARES TRCHINA LG-CAP ETF4642871846,993166,500SHCallOTR1000
ISHARES TRCHINA LG-CAP ETF46428718410,500250,000SHCallDFND1000
ISHARES TRCHINA LG-CAP ETF4642871841,89345,063SH OTR1045,0630
ISHARES TRCORE US AGGBD ET4642872261194SH OTR1,20940
ISHARES TREAFE GRWTH ETF46428888529322SH OTR1,203220
ISHARES TRMSCI EAFE ETF46428746578412,324SH OTR1,2012,3240
ISHARES TRMSCI EMG MKT ETF4642872343,76885,458SH OTR1085,4580
ISHARES TRMSCI EMG MKT ETF4642872341,08224,552SH OTR1,2024,5520
ISHARES TRMSCI INDIA ETF46429B598270SH OTR1,20700
ISHARES TRNASDAQ BIOTECH4642875562,56918,975SH OTR1,2018,9750
ISHARES TRPUT46428743250,349308,400SHCallOTR1000
ISHARES TRRUSSELL 2000 ETF464287655536SH OTR1,20360
ISHARES TRRUSSELL 2000 ETF4642876559,00460,110SH DFND160,11000
ISHARES TRS&P 500 VAL ETF4642874083,54231,495SH DFND131,49500
ISHARES TRU.S. REAL ES ETF4642877391,19214,932SH OTR1,2014,9320
ISHARES TRCORE S&P TTL STK4642871501,35417,931SH OTR1,2017,9310
ISHARES TRCORE S&P SCP ETF46428780478611,187SH OTR1,2011,1870
ISTAR INCCOM45031U10119216,275SH OTR1,2016,2750
ITAU UNIBANCO HLDG S ASPON ADR REP PFD465562106911228,911SH OTR1,50228,9110
ITT INCCOM45073V1084567,719SH OTR1,207,7190
ITT INCCOM45073V1081773,000SH OTR1,303,0000
ITT INCCOM45073V1083726,292SH OTR1,506,2920
ITT INCCOM45073V1081161,958SH DFND11,95800
J & J SNACK FOODS CORPCOM4660321091,89514,530SH OTR1,2014,5300
J & J SNACK FOODS CORPCOM46603210932244SH OTR1,402440
J & J SNACK FOODS CORPCOM4660321091631,249SH OTR1,501,2490
J2 GLOBAL INCCOM48123V1025427,823SH OTR1,207,8230
J2 GLOBAL INCCOM48123V1021412,035SH OTR1,402,0350
JABIL INCCOM4663131031,66648,632SH OTR1,2048,6320
JABIL INCCOM46631310382224,000SH OTR1,3024,0000
JACK IN THE BOX INCCOM4663671096378,027SH OTR1,508,0270
JACK IN THE BOX INCCOM466367109901,135SH DFND11,13500
JACOBS ENGR GROUP INCCOM4698141071,18812,811SH OTR1,2012,8110
JANUS HENDERSON GROUP PLCORD SHSG4474Y21460928,026SH OTR1,2028,0260
JANUS HENDERSON GROUP PLCORD SHSG4474Y2144200SH DFND120000
JBG SMITH PPTYSCOM46590V10052719,691SH OTR1,2019,6910
JEFFERIES FINL GROUP INCCOM47233W10986948,289SH OTR1,2048,2890
JELD-WEN HLDG INCCOM47580P10345720,237SH OTR1,2020,2370
JELD-WEN HLDG INCCOM47580P10311492SH OTR1,404920
JELD-WEN HLDG INCCOM47580P10316701SH OTR1,507010
JERNIGAN CAP INCCOM47640510591853,551SH OTR1,2053,5510
JETBLUE AWYS CORPCOM4771431015,099450,001SH OTR1,20450,0010
JETBLUE AWYS CORPCOM477143101121,100SH OTR1,301,1000
JOHN BEAN TECHNOLOGIES CORPCOM4778391042833,080SH OTR1,203,0800
JOHN BEAN TECHNOLOGIES CORPCOM47783910472782SH OTR1,407820
JOHNSON & JOHNSONCOM4781601047,15448,052SH OTR1,2048,0520
JOHNSON & JOHNSONCOM4781601044,13927,800SH OTR1,3027,8000
JOHNSON & JOHNSONCOM4781601041691,135SH DFND11,13500
JOHNSON CTLS INTL PLCSHSG5150210544510,900SHCallOTR1000
JOHNSON CTLS INTL PLCSHSG5150210547811,700SHCallOTR1000
JOHNSON CTLS INTL PLCSHSG51502105711,726SH OTR101,7260
JOHNSON CTLS INTL PLCSHSG515021053067,495SH OTR1,207,4950
JOHNSON CTLS INTL PLCSHSG5150210552912,960SH OTR1,5012,9600
JPMORGAN CHASE & COCOM46625H1001,44415,000SH OTR1,3015,0000
JPMORGAN CHASE & COCOM46625H1001271,316SH OTR1,401,3160
JPMORGAN CHASE & COCOM46625H1003013,122SH OTR1,503,1220
JUMIA TECHNOLOGIES AGSPONSORED ADS48138M10530237,839SH OTR1,5037,8390
JUNIPER INDL HLDGS INCCOM CL A48205G10632931,500SH DFND131,50000
JUNIPER NETWORKS INCCOM48203R10452724,493SH OTR1,2024,4930
JUNIPER NETWORKS INCCOM48203R1044200SH OTR1,302000
JUNIPER NETWORKS INCCOM48203R1041,27059,052SH OTR1,5059,0520
K12 INCCOM48273U10256121,300SH OTR1,3021,3000
K12 INCCOM48273U1021746,617SH OTR1,506,6170
K12 INCCOM48273U102266SH DFND16600
KAMAN CORPCOM4835481031383,546SH OTR1,403,5460
KAMAN CORPCOM4835481032075,324SH DFND15,32400
KANSAS CITY SOUTHERNCOM NEW4851703021,1676,456SH OTR1,206,4560
KANSAS CITY SOUTHERNCOM NEW48517030293517SH OTR1,405170
KAR AUCTION SVCS INCCOM48238T10928019,434SH OTR1,2019,4340
KAR AUCTION SVCS INCCOM48238T10910700SH OTR1,307000
KAR AUCTION SVCS INCCOM48238T10917812,337SH OTR1,4012,3370
KB HOMECOM48666K1092035,300SH OTR1,305,3000
KB HOMECOM48666K10917451SH OTR1,404510
KB HOMECOM48666K10944811,672SH OTR1,5011,6720
KB HOMECOM48666K10931799SH DFND179900
KBR INCCOM48242W10669130,885SH OTR1,2030,8850
KBR INCCOM48242W10675833,900SH OTR1,3033,9000
KBR INCCOM48242W1061496,663SH DFND16,66300
KEARNY FINL CORP MDCOM48716P108212,892SH OTR1,202,8920
KEARNY FINL CORP MDCOM48716P108588,038SH OTR1,508,0380
KELLOGG COCALL4878361081,38221,400SHCallOTR1000
KELLOGG COCALL4878361081,11717,300SHCallOTR1000
KELLOGG COCOM48783610830457SH OTR1,404570
KELLOGG COCOM4878361086459,989SH OTR1,509,9890
KEMPER CORPCOM4884011003665,475SH OTR1,205,4750
KEMPER CORPCOM488401100761,135SH OTR1,401,1350
KEMPER CORPCOM4884011004206,288SH OTR1,506,2880
KEMPER CORPCOM4884011007102SH DFND110200
KENNAMETAL INCCOM48917010034411,885SH OTR1,2011,8850
KENNAMETAL INCCOM4891701009300SH OTR1,303000
KENNAMETAL INCCOM48917010026885SH DFND188500
KENNEDY-WILSON HOLDINGS INCCOM4893981071,20282,753SH OTR1,2082,7530
KENNEDY-WILSON HOLDINGS INCCOM489398107533,641SH DFND13,64100
KEURIG DR PEPPER INCCOM49271V1002167,840SH OTR1,207,8400
KEURIG DR PEPPER INCCOM49271V1001,38350,100SH OTR1,3050,1000
KEURIG DR PEPPER INCCOM49271V10081829,634SH OTR1,5029,6340
KEURIG DR PEPPER INCCOM49271V10039014,140SH DFND114,14000
KEYSIGHT TECHNOLOGIES INCCOM49338L1031301,314SH OTR1,201,3140
KEYSIGHT TECHNOLOGIES INCCOM49338L1031281,300SH OTR1,301,3000
KFORCE INCCOM4937321011243,861SH OTR1,203,8610
KFORCE INCCOM49373210125782SH OTR1,407820
KFORCE INCCOM4937321012006,209SH OTR1,506,2090
KILROY RLTY CORPCOM49427F1085189,971SH OTR1,209,9710
KIMBALL INTL INCCL B494274103171,648SH OTR1,201,6480
KIMBALL INTL INCCL B49427410313813,117SH OTR1,5013,1170
KIMBERLY CLARK CORPCALL49436810389600SHCallOTR1000
KIMBERLY CLARK CORPCALL49436810359400SHCallOTR1000
KIMBERLY CLARK CORPCOM4943681032,59117,549SH OTR1,5017,5490
KIMCO RLTY CORPCOM49446R10973265,020SH OTR1,2065,0200
KIMCO RLTY CORPCOM49446R10974165,792SH OTR1,5065,7920
KINDER MORGAN INC DELCALL49456B1011,798145,800SHCallOTR1000
KINDER MORGAN INC DELCALL49456B1011,741141,200SHCallOTR1000
KINDER MORGAN INC DELCOM49456B10123419,007SH OTR1019,0070
KINDER MORGAN INC DELCOM49456B10110,293834,817SH OTR1,20834,8170
KINDER MORGAN INC DELCOM49456B10189572,600SH OTR1,3072,6000
KINDER MORGAN INC DELCOM49456B1015,752466,503SH OTR1,50466,5030
KINGSOFT CLOUD HLDGS LTDADS49639K10148516,436SH OTR1,5016,4360
KINROSS GOLD CORPCOM496902404637,184SH OTR1,407,1840
KINROSS GOLD CORPCOM4969024043300SH OTR1,503000
KINROSS GOLD CORPCOM496902404424,785SH DFND14,78500
KIRBY CORPCOM4972661061,05629,200SH OTR1,3029,2000
KIRBY CORPCOM497266106421,168SH DFND11,16800
KIRKLAND LAKE GOLD LTDCOM49741E1001252,575SH OTR102,5750
KIRKLAND LAKE GOLD LTDCOM49741E10056311,553SH OTR1,4011,5530
KIRKLAND LAKE GOLD LTDCOM49741E10039800SH OTR1,508000
KNIGHT SWIFT TRANSN HLDGS INCL A49904910411263SH OTR1,202630
KNIGHT SWIFT TRANSN HLDGS INCL A49904910451712,700SH OTR1,3012,7000
KNIGHT SWIFT TRANSN HLDGS INCL A4990491043789,287SH OTR1,409,2870
KNIGHT SWIFT TRANSN HLDGS INCL A499049104369SH OTR1,50690
KNOLL INCCOM NEW498904200463,826SH OTR1,203,8260
KNOLL INCCOM NEW49890420013411,152SH OTR1,5011,1520
KODIAK SCIENCES INCCOM50015M1092223,757SH OTR1,203,7570
KODIAK SCIENCES INCCOM50015M109116SH DFND11600
KOHLS CORPCOM50025510421411,545SH OTR1,2011,5450
KOHLS CORPCOM50025510449326,600SH OTR1,3026,6000
KOHLS CORPCOM5002551041176,296SH OTR1,406,2960
KOHLS CORPCOM5002551041,78496,284SH OTR1,5096,2840
KOHLS CORPPUT50025510450427,200SHCallOTR1000
KONTOOR BRANDS INCCOM50050N10324510,111SH OTR1,2010,1110
KORN FERRYCOM NEW5006432002709,319SH OTR1,209,3190
KORN FERRYCOM NEW500643200277SH OTR1,40770
KORN FERRYCOM NEW50064320026892SH DFND189200
KRAFT HEINZ COCOM50075410646715,607SH OTR1,5015,6070
KRAFT HEINZ COCOM5007541062969,896SH DFND19,89600
KRATON CORPORATIONCOM50077C10630617,175SH OTR1,2017,1750
KROGER COCOM50104410134010,020SH OTR1,4010,0200
KROGER COCOM5010441011725,059SH DFND15,05900
L BRANDS INCCOM50179710456717,829SH OTR1,5017,8290
L BRANDS INCCOM5017971042778,700SH DFND18,70000
L3HARRIS TECHNOLOGIES INCCOM5024311093241,905SH OTR101,9050
L3HARRIS TECHNOLOGIES INCCOM5024311097134,200SH OTR1,304,2000
L3HARRIS TECHNOLOGIES INCPUT5024311094252,500SHCallOTR1000
L3HARRIS TECHNOLOGIES INCPUT5024311094252,500SHCallOTR1000
LA Z BOY INCCOM5053361072517,929SH OTR1,207,9290
LA Z BOY INCCOM505336107571,792SH OTR1,401,7920
LA Z BOY INCCOM50533610750115,837SH OTR1,5015,8370
LA Z BOY INCCOM50533610714429SH DFND142900
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,90410,112SH OTR1,2010,1120
LADDER CAP CORPCL A50574310410815,103SH OTR1,2015,1030
LADDER CAP CORPCL A50574310415321,469SH OTR1,5021,4690
LAKELAND INDS INCCOM5117951061768,901SH OTR1,208,9010
LAKELAND INDS INCCOM5117951061567,890SH OTR1,507,8900
LAM RESEARCH CORPCOM512807108233702SH OTR107020
LAM RESEARCH CORPCOM512807108295890SH OTR1,208900
LAM RESEARCH CORPCOM51280710833100SH OTR1,301000
LAM RESEARCH CORPCOM512807108260783SH OTR1,507830
LAMB WESTON HLDGS INCCOM5132721046119,218SH OTR1,209,2180
LAMB WESTON HLDGS INCCOM51327210413200SH OTR1,302000
LAMB WESTON HLDGS INCCOM5132721043134,722SH OTR1,404,7220
LAMB WESTON HLDGS INCCOM513272104931,399SH DFND11,39900
LANCASTER COLONY CORPCOM5138471034812,689SH OTR1,202,6890
LANDSTAR SYS INCCOM5150981013232,574SH OTR1,202,5740
LANDSTAR SYS INCCOM51509810114113SH OTR1,401130
LANDSTAR SYS INCCOM5150981011,29410,308SH OTR1,5010,3080
LAREDO PETROLEUM INCCOM516806205787,983SH OTR1,207,9830
LAREDO PETROLEUM INCCOM51680620513113,392SH DFND113,39200
LAS VEGAS SANDS CORPCOM5178341072505,354SH OTR1,205,3540
LAS VEGAS SANDS CORPCOM517834107621,328SH DFND11,32800
LATTICE SEMICONDUCTOR CORPCOM5184151042839,756SH OTR1,209,7560
LATTICE SEMICONDUCTOR CORPCOM5184151047226SH DFND122600
LAUDER ESTEE COS INCCL A518439104162740SH OTR107400
LAUDER ESTEE COS INCCL A518439104200918SH OTR1,209180
LAUDER ESTEE COS INCCL A518439104106486SH OTR1,404860
LAUDER ESTEE COS INCCL A5184391041,0364,745SH OTR1,504,7450
LAUREATE EDUCATION INCCL A51861320329922,547SH OTR1,2022,5470
LAUREATE EDUCATION INCCL A518613203322,392SH OTR1,402,3920
LAZARD LTDSHS AG5405010262518,910SH OTR1,2018,9100
LCI INDSCOM50189K10345427SH OTR1,204270
LCI INDSCOM50189K10329269SH OTR1,402690
LCI INDSCOM50189K1032662,505SH OTR1,502,5050
LEAR CORPCOM NEW5218652049338,560SH OTR1,208,5600
LEAR CORPCOM NEW5218652043603,300SH OTR1,303,3000
LEE ENTERPRISES INCCOM5237681091923,165SH OTR1,2023,1650
LEGGETT & PLATT INCCOM5246601072,02749,241SH OTR1,2049,2410
LEGGETT & PLATT INCCOM5246601072766,702SH OTR1,506,7020
LEIDOS HOLDINGS INCCOM52532710289810,068SH OTR1,2010,0680
LEIDOS HOLDINGS INCCOM5253271025696,379SH OTR1,406,3790
LEIDOS HOLDINGS INCCOM5253271021862,082SH DFND12,08200
LEMONADE INCCOM52567D1074358,749SH OTR1,508,7490
LENDINGCLUB CORPCOM NEW52603A20827458,090SH OTR1,2058,0900
LENDINGCLUB CORPCOM NEW52603A208024SH OTR1,40240
LENDINGTREE INC NEWCOM52603B107123400SH OTR1,304000
LENDINGTREE INC NEWCOM52603B1075571,814SH OTR1,501,8140
LENNAR CORPCL A5260571042,67332,725SH OTR1,2032,7250
LENNAR CORPCL A5260571044545,562SH OTR1,505,5620
LENNOX INTL INCCOM5261071072,6479,709SH OTR1,209,7090
LENNOX INTL INCCOM5261071075492,014SH OTR1,502,0140
LENNOX INTL INCCOM52610710782300SH DFND130000
LI AUTO INCSPONSORED ADS50202M10226815,386SH OTR1,5015,3860
LIBERTY BROADBAND CORPCOM SER A5303071073592,532SH OTR1,202,5320
LIBERTY BROADBAND CORPCOM SER C5303073059136,390SH OTR1,206,3900
LIBERTY BROADBAND CORPCOM SER C530307305643SH OTR1,40430
LIBERTY MEDIA CORP DELCOM A BRAVES GRP53122970614659SH OTR1,206590
LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294092627,904SH OTR1,207,9040
LIBERTY MEDIA CORP DELCOM A SIRIUSXM53122940915441SH OTR1,404410
LIBERTY MEDIA CORP DELCOM A SIRIUSXM53122940936210,909SH OTR1,5010,9090
LIBERTY MEDIA CORP DELCOM C BRAVES GRP531229888432,042SH OTR1,202,0420
LIBERTY MEDIA CORP DELCOM C SIRIUSXM5312296071324,000SH OTR1,304,0000
LIBERTY MEDIA CORP DELCOM C SIRIUSXM531229607802,433SH OTR1,402,4330
LIBERTY MEDIA CORP DELCOM SER A FRMLA531229870135SH OTR1,40350
LIBERTY MEDIA CORP DELCOM SER C FRMLA53122985463717,562SH OTR1,2017,5620
LIBERTY MEDIA CORP DELCOM SER C FRMLA531229854391,063SH OTR1,401,0630
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298543349,213SH OTR1,509,2130
LIBERTY OILFIELD SVCS INCCOM CL A53115L10425632,004SH OTR1,2032,0040
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510215589,712SH OTR1,2089,7120
LIFE STORAGE INCCOM53223X1072772,633SH OTR1,502,6330
LILLY ELI & COCOM53245710824,634166,426SH OTR1,20166,4260
LILLY ELI & COCOM5324571081,49510,100SH OTR1,3010,1000
LILLY ELI & COCOM53245710849328SH DFND132800
LINCOLN EDL SVCS CORPCOM53353510010118,271SH OTR1,5018,2710
LINCOLN ELEC HLDGS INCCOM5339001065606,082SH OTR1,206,0820
LINCOLN ELEC HLDGS INCCOM5339001063593,902SH OTR1,503,9020
LINCOLN NATL CORP INDCOM53418710948415,464SH OTR1,2015,4640
LINCOLN NATL CORP INDCOM53418710991829,300SH OTR1,3029,3000
LINCOLN NATL CORP INDCOM5341871091364,330SH OTR1,404,3300
LINCOLN NATL CORP INDCOM534187109411,303SH DFND11,30300
LINDE PLCSHSG5494J103108455SH OTR1,204550
LINDE PLCSHSG5494J1039293,900SH OTR1,303,9000
LINDE PLCSHSG5494J1035612,354SH OTR1,502,3540
LINDE PLCSHSG5494J10348200SH DFND120000
LINDSAY CORPCOM5355551061381,429SH OTR1,201,4290
LINDSAY CORPCOM5355551061131,168SH OTR1,501,1680
LINDSAY CORPCOM53555510612125SH DFND112500
LITHIA MTRS INCCL A536797103182800SH OTR1,308000
LITHIA MTRS INCCL A5367971031,3305,835SH OTR1,505,8350
LITTELFUSE INCCOM537008104145819SH OTR1,208190
LITTELFUSE INCCOM5370081042341,319SH OTR1,501,3190
LIV CAP ACQUISITION CORPCL AG5510C10865666,900SH DFND166,90000
LIVANOVA PLCSHSG5509L1012736,030SH OTR1,206,0300
LIVANOVA PLCSHSG5509L10123500SH OTR1,405000
LIVANOVA PLCSHSG5509L101484SH DFND18400
LIVE NATION ENTERTAINMENT INCALL53803410971113,200SHCallOTR1000
LIVE NATION ENTERTAINMENT INCALL5380341093777,000SHCallOTR1000
LIVE NATION ENTERTAINMENT INCOM5380341091051,948SH OTR1,201,9480
LIVE NATION ENTERTAINMENT INCOM538034109711,318SH DFND11,31800
LIVERAMP HLDGS INCCOM53815P10859311,460SH OTR1,2011,4600
LIVERAMP HLDGS INCCOM53815P1081452,800SH OTR1,302,8000
LIVERAMP HLDGS INCCOM53815P1081011,945SH OTR1,401,9450
LIVERAMP HLDGS INCCOM53815P1084007,728SH OTR1,507,7280
LIVONGO HEALTH INCCOM5391831037,65554,662SH OTR1,2054,6620
LKQ CORPCOM5018892083,513126,694SH OTR1,20126,6940
LKQ CORPCOM5018892082,776100,100SH OTR1,30100,1000
LKQ CORPCOM501889208913,269SH OTR1,403,2690
LKQ CORPCOM50188920882529,740SH OTR1,5029,7400
LKQ CORPCOM501889208491,767SH DFND11,76700
LOCKHEED MARTIN CORPCOM5398301098242,150SH OTR1,302,1500
LOCKHEED MARTIN CORPCOM53983010970182SH OTR1,401820
LOCKHEED MARTIN CORPCOM539830109320834SH OTR1,508340
LOCKHEED MARTIN CORPCOM539830109115300SH DFND130000
LOEWS CORPCOM5404241081,68748,533SH OTR1,2048,5330
LOEWS CORPCOM54042410821600SH OTR1,306000
LOEWS CORPCOM54042410811320SH OTR1,403200
LOEWS CORPCOM54042410858716,896SH OTR1,5016,8960
LOEWS CORPCOM54042410850314,474SH DFND114,47400
LOMA NEGRA CORPSPONSORED ADS54150E1046715,659SH OTR1,2015,6590
LOMA NEGRA CORPSPONSORED ADS54150E1047417,118SH OTR1,5017,1180
LOUISIANA PAC CORPCOM54634710576325,864SH OTR1,2025,8640
LOUISIANA PAC CORPCOM54634710553418,100SH OTR1,3018,1000
LOUISIANA PAC CORPCOM54634710548516,444SH OTR1,5016,4440
LOWES COS INCCALL5486611076,55139,500SHCallOTR1000
LOWES COS INCCALL5486611076,61839,900SHCallOTR1000
LOWES COS INCCOM5486611072,99218,039SH OTR1,5018,0390
LPL FINL HLDGS INCCOM50212V1006708,739SH OTR1,208,7390
LPL FINL HLDGS INCCOM50212V1008100SH OTR1,301000
LPL FINL HLDGS INCCOM50212V10028360SH OTR1,403600
LPL FINL HLDGS INCCOM50212V1005136,694SH OTR1,506,6940
LPL FINL HLDGS INCCOM50212V100453SH DFND15300
LTC PPTYS INCCOM5021751022828,077SH OTR1,208,0770
LTC PPTYS INCCOM5021751021464,184SH OTR1,504,1840
LULULEMON ATHLETICA INCCOM5500211093571,084SH OTR1,201,0840
LULULEMON ATHLETICA INCPUT5500211099222,800SHCallOTR1000
LULULEMON ATHLETICA INCPUT5500211097252,200SHCallOTR1000
LUMEN TECHNOLOGIES INCCOM15670010693792,902SH OTR1,2092,9020
LUMEN TECHNOLOGIES INCCOM156700106424,197SH DFND14,19700
LUMENTUM HLDGS INCCOM55024U1091542,056SH OTR1,202,0560
LUMENTUM HLDGS INCCOM55024U109861,148SH OTR1,401,1480
LUMINEX CORP DELCOM55027E10233712,836SH OTR1,2012,8360
LYFT INCCL A COM55087P10419706SH OTR1,407060
LYFT INCCL A COM55087P1041866,746SH OTR1,506,7460
LYFT INCCL A COM55087P104131SH DFND13100
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510059832SH OTR108320
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510042600SH OTR1,306000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451002333,301SH OTR1,403,3010
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510075010,645SH OTR1,5010,6450
M & T BK CORPCOM55261F1041,03111,197SH OTR1,2011,1970
M & T BK CORPCOM55261F1043,07633,400SH OTR1,3033,4000
M & T BK CORPCOM55261F104889SH OTR1,40890
M & T BK CORPCOM55261F1041,28013,901SH OTR1,5013,9010
M D C HLDGS INCCOM55267610858812,491SH OTR1,2012,4910
M D C HLDGS INCCOM552676108761,604SH OTR1,401,6040
M/I HOMES INCCOM55305B1011062,294SH OTR1,202,2940
M/I HOMES INCCOM55305B101561,225SH OTR1,401,2250
M/I HOMES INCCOM55305B1012725,917SH OTR1,505,9170
MACERICH COCOM55438210117425,659SH OTR1,5025,6590
MACERICH COCOM554382101121,733SH DFND11,73300
MACOM TECH SOLUTIONS HLDGS ICOM55405Y1002417,079SH OTR1,507,0790
MACYS INCCOM55616P1045900SH OTR1,309000
MACYS INCCOM55616P1041,619283,970SH OTR1,50283,9700
MACYS INCCOM55616P10410919,076SH DFND119,07600
MADDEN STEVEN LTDCOM55626910853427,366SH OTR1,2027,3660
MADDEN STEVEN LTDCOM556269108412,085SH OTR1,402,0850
MADDEN STEVEN LTDCOM55626910819710,109SH OTR1,5010,1090
MADDEN STEVEN LTDCOM5562691081296,602SH DFND16,60200
MADISON SQUARE GRDN SPRT CORCL A55825T1035103,392SH OTR1,403,3920
MAGNA INTL INCCOM5592224013898,500SH OTR1,308,5000
MAGNA INTL INCCOM559222401491,062SH OTR1,401,0620
MAGNA INTL INCCOM55922240146010,064SH OTR1,5010,0640
MAGNA INTL INCCOM559222401701,523SH DFND11,52300
MAGNITE INCCOM55955D1007610,928SH OTR1,2010,9280
MAGNOLIA OIL & GAS CORPCL A55966310913325,700SH OTR1,2025,7000
MAGNOLIA OIL & GAS CORPCL A559663109101,997SH OTR1,501,9970
MAGNOLIA OIL & GAS CORPCL A55966310971,307SH DFND11,30700
MANITOWOC CO INCCOM NEW56357140529034,530SH OTR1,2034,5300
MANITOWOC CO INCCOM NEW5635714055558SH OTR1,405580
MANPOWERGROUP INCCOM56418H1001,08514,798SH OTR1,2014,7980
MANPOWERGROUP INCCOM56418H1003745,100SH OTR1,305,1000
MANPOWERGROUP INCCOM56418H1001772,415SH OTR1,402,4150
MANTECH INTL CORPCL A5645631043224,675SH OTR1,204,6750
MANTECH INTL CORPCL A5645631043895,653SH OTR1,505,6530
MANULIFE FINL CORPCOM56501R106332,400SH OTR1,402,4000
MANULIFE FINL CORPCOM56501R1061,26090,600SH OTR1,5090,6000
MARATHON OIL CORPCOM5658491061,128275,817SH OTR1,20275,8170
MARATHON OIL CORPCOM56584910651,123SH DFND11,12300
MARATHON PETE CORPCOM56585A102642,187SH OTR102,1870
MARATHON PETE CORPCOM56585A10229710,108SH OTR1,4010,1080
MARATHON PETE CORPCOM56585A10241914,271SH DFND114,27100
MARCUS CORP DELCOM566330106040SH OTR1,20400
MARCUS CORP DELCOM5663301067968SH OTR1,409680
MARCUS CORP DELCOM56633010618423,821SH OTR1,5023,8210
MARINEMAX INCCOM5679081081616,258SH OTR1,206,2580
MARINEMAX INCCOM56790810823910SH OTR1,409100
MARINEMAX INCCOM567908108632,454SH OTR1,502,4540
MARKEL CORPCOM570535104890914SH OTR1,209140
MARKEL CORPCOM570535104160164SH OTR1,301640
MARKEL CORPCOM5705351049396SH OTR1,40960
MARKEL CORPCOM570535104241248SH OTR1,502480
MARKETAXESS HLDGS INCCOM57060D1086761,403SH OTR1,201,4030
MARKETAXESS HLDGS INCCOM57060D1086911,435SH OTR1,501,4350
MARRIOTT INTL INC NEWCALL5719032021,09211,800SHCallOTR1000
MARRIOTT INTL INC NEWCALL5719032021,27813,800SHCallOTR1000
MARRIOTT INTL INC NEWCL A5719032021992,151SH OTR102,1510
MARRIOTT INTL INC NEWCL A5719032021,80719,518SH OTR1,2019,5180
MARRIOTT INTL INC NEWCL A5719032021671,800SH OTR1,301,8000
MARRIOTT INTL INC NEWCL A5719032025415,840SH OTR1,505,8400
MARRONE BIO INNOVATIONS INCCOM57165B1061915,203SH OTR1,2015,2030
MARSH & MCLENNAN COS INCCOM5717481023,78733,017SH OTR1,2033,0170
MARSH & MCLENNAN COS INCCOM5717481026425,600SH OTR1,305,6000
MARSH & MCLENNAN COS INCCOM5717481021,75015,259SH OTR1,5015,2590
MARSH & MCLENNAN COS INCCOM57174810272628SH DFND162800
MARTEN TRANS LTDCOM57307510830018,411SH OTR1,2018,4110
MARTEN TRANS LTDCOM573075108221,367SH OTR1,401,3670
MARTEN TRANS LTDCOM57307510819311,819SH OTR1,5011,8190
MARTEN TRANS LTDCOM5730751081257,637SH DFND17,63700
MARTIN MARIETTA MATLS INCCOM5732841061,1004,674SH OTR1,204,6740
MARTIN MARIETTA MATLS INCCOM57328410631130SH OTR1,401300
MARTIN MARIETTA MATLS INCPUT5732841063301,400SHCallOTR1000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053,970100,000SHCallDFND1000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10576519,267SH OTR1,2019,2670
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051,92948,600SH OTR1,3048,6000
MASCO CORPCOM5745991061,84333,434SH OTR1,2033,4340
MASCO CORPCOM5745991061051,900SH OTR1,301,9000
MASCO CORPCOM5745991064708,528SH OTR1,408,5280
MASCO CORPCOM5745991061,24422,559SH OTR1,5022,5590
MASCO CORPCOM57459910666412,040SH DFND112,04000
MASONITE INTL CORPCOM5753851092032,067SH OTR1,202,0670
MASTEC INCCOM5763231093688,712SH OTR1,208,7120
MASTEC INCCOM5763231098200SH OTR1,302000
MASTEC INCCOM5763231092335,530SH OTR1,405,5300
MASTEC INCCOM5763231091252,956SH DFND12,95600
MASTERCARD INCORPORATEDCALL57636Q1041,7925,300SHCallOTR1000
MASTERCARD INCORPORATEDCALL57636Q1041,7255,100SHCallOTR1000
MASTERCARD INCORPORATEDCL A57636Q10494278SH OTR102780
MASTERCARD INCORPORATEDCL A57636Q1044701,391SH OTR1,201,3910
MASTERCARD INCORPORATEDCL A57636Q1045781,708SH OTR1,501,7080
MASTERCARD INCORPORATEDCL A57636Q104123365SH DFND136500
MATERION CORPCOM5766901012655,100SH OTR1,205,1000
MATERION CORPCOM5766901011122,150SH OTR1,402,1500
MATERION CORPCOM576690101891,720SH OTR1,501,7200
MAXAR TECHNOLOGIES INCCOM57778K1052469,867SH OTR1,409,8670
MAXAR TECHNOLOGIES INCCOM57778K10516655SH DFND165500
MAXIM INTEGRATED PRODS INCCOM57772K1011,35220,000SH OTR1,2020,0000
MAXIMUS INCCOM5779331042653,868SH OTR1,203,8680
MAXIMUS INCCOM5779331045137,500SH OTR1,307,5000
MAXIMUS INCCOM57793310495713,994SH OTR1,5013,9940
MAXIMUS INCCOM5779331043485,082SH DFND15,08200
MAXLINEAR INCCOM57776J1001245,325SH OTR1,205,3250
MAXLINEAR INCCOM57776J100944,052SH OTR1,404,0520
MAXLINEAR INCCOM57776J1007314SH DFND131400
MBIA INCCOM55262C10042870,623SH OTR1,2070,6230
MBIA INCCOM55262C100304,903SH OTR1,404,9030
MBIA INCCOM55262C10034757,270SH OTR1,5057,2700
MBIA INCCOM55262C10061,050SH DFND11,05000
MCCORMICK & CO INCCOM NON VTG5797802065402,783SH OTR1,202,7830
MCCORMICK & CO INCCOM NON VTG5797802064272,200SH OTR1,302,2000
MCCORMICK & CO INCCOM NON VTG5797802061,3526,965SH OTR1,506,9650
MCDONALDS CORPCOM5801351014,25819,400SH OTR1,3019,4000
MCDONALDS CORPCOM58013510166300SH DFND130000
MCEWEN MNG INCCOM58039P1073128,813SH OTR1,2028,8130
MCGRATH RENTCORPCOM5805891092834,751SH OTR1,204,7510
MCGRATH RENTCORPCOM58058910921359SH OTR1,403590
MCGRATH RENTCORPCOM5805891092033,410SH OTR1,503,4100
MCGRATH RENTCORPCOM580589109120SH DFND12000
MCKESSON CORPCOM58155Q1033192,141SH OTR102,1410
MCKESSON CORPCOM58155Q1032,48716,700SH OTR1,3016,7000
MCKESSON CORPCOM58155Q10332213SH OTR1,402130
MCKESSON CORPCOM58155Q1039836,603SH OTR1,506,6030
MDC PARTNERS INCCL A SUB VTG55269710410867,323SH OTR1,2067,3230
MDU RES GROUP INCCOM5526901091,04246,289SH OTR1,2046,2890
MDU RES GROUP INCCOM55269010910449SH OTR1,404490
MDU RES GROUP INCCOM55269010915659SH DFND165900
MEDICAL PPTYS TRUST INCCOM58463J3041,39078,841SH OTR1,5078,8410
MEDIFAST INCCOM58470H1011484SH OTR1,40840
MEDIFAST INCCOM58470H1015633,424SH OTR1,503,4240
MEDNAX INCCOM58502B10661837,989SH OTR1,2037,9890
MEDNAX INCCOM58502B106382,347SH OTR1,402,3470
MEDNAX INCCOM58502B10629117,856SH OTR1,5017,8560
MEDPACE HLDGS INCCOM58506Q1097626,817SH OTR1,506,8170
MEDTRONIC PLCSHSG5960L1034394,225SH OTR1,204,2250
MEDTRONIC PLCSHSG5960L1033,46133,300SH OTR1,3033,3000
MEDTRONIC PLCSHSG5960L1039509,141SH OTR1,509,1410
MELCO RESORTS AND ENTMNT LTDADR58546410017610,574SH OTR1,5010,5740
MERCADOLIBRE INCCOM58733R1022725SH OTR1,20250
MERCADOLIBRE INCCOM58733R102175162SH OTR1,401620
MERCADOLIBRE INCCOM58733R1022,2602,088SH OTR1,502,0880
MERCK & CO. INCCOM58933Y10511130SH OTR1,201300
MERCK & CO. INCCOM58933Y1054,37152,700SH OTR1,3052,7000
MERCURY GENL CORP NEWCOM58940010069816,880SH OTR1,2016,8800
MERCURY GENL CORP NEWCOM5894001009226SH OTR1,402260
MERCURY GENL CORP NEWCOM5894001002475,982SH OTR1,505,9820
MERCURY GENL CORP NEWCOM58940010038908SH DFND190800
MERIT MED SYS INCCOM58988910474617,157SH OTR1,2017,1570
MERIT MED SYS INCCOM58988910450011,488SH OTR1,5011,4880
MERIT MED SYS INCCOM589889104370SH DFND17000
MERITOR INCCOM59001K10033716,088SH OTR1,2016,0880
MERITOR INCCOM59001K1001306,200SH OTR1,306,2000
MERITOR INCCOM59001K1001024,893SH OTR1,404,8930
MERITOR INCCOM59001K100157SH DFND15700
METHANEX CORPCOM59151K10827511,277SH OTR1,2011,2770
METHANEX CORPCOM59151K1087300SH OTR1,403000
METHANEX CORPCOM59151K108391,600SH OTR1,501,6000
METLIFE INCCALL59156R10866918,000SHCallOTR1000
METLIFE INCCALL59156R1083649,800SHCallOTR1000
METLIFE INCCOM59156R1081183,182SH OTR103,1820
METLIFE INCCOM59156R1081123,007SH OTR1,203,0070
METTLER TOLEDO INTERNATIONALCOM592688105785813SH OTR1,208130
METTLER TOLEDO INTERNATIONALCOM592688105256265SH OTR1,502650
MFA FINL INCCOM55272X10216762,491SH OTR1,5062,4910
MGIC INVT CORP WISCOM552848103283,200SH OTR1,203,2000
MGIC INVT CORP WISCOM55284810333037,300SH OTR1,3037,3000
MGIC INVT CORP WISCOM552848103677,567SH OTR1,407,5670
MGIC INVT CORP WISCOM55284810378388,423SH OTR1,5088,4230
MGM RESORTS INTERNATIONALCOM5529531018,846406,729SH OTR1,20406,7290
MGM RESORTS INTERNATIONALCOM55295310138117,500SH OTR1,3017,5000
MGM RESORTS INTERNATIONALCOM5529531011948,912SH DFND18,91200
MGM RESORTS INTERNATIONALPUT55295310161328,200SHCallOTR1000
MGM RESORTS INTERNATIONALPUT552953101894,100SHCallOTR1000
MICHAELS COS INCCOM59408Q10620120,773SH OTR1,2020,7730
MICRO FOCUS INTL PLCSPON ADR NEW5948374032742SH OTR1,407420
MICRO FOCUS INTL PLCSPON ADR NEW59483740318055,944SH OTR1,5055,9440
MICROCHIP TECHNOLOGY INC.COM59501710402SH OTR1020
MICROCHIP TECHNOLOGY INC.COM5950171044013,900SH OTR1,303,9000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD64,4692,000,000PRN DFND12,000,00000
MICRON TECHNOLOGY INCCALL5951121031,75637,400SHCallOTR1000
MICRON TECHNOLOGY INCCALL5951121031,51232,200SHCallOTR1000
MICRON TECHNOLOGY INCCOM5951121031904,042SH OTR1,204,0420
MICRON TECHNOLOGY INCCOM5951121032,52653,800SH OTR1,3053,8000
MICRON TECHNOLOGY INCCOM59511210356512,032SH OTR1,5012,0320
MICROSOFT CORPCOM5949181044702,234SH OTR102,2340
MICROSOFT CORPCOM5949181041,8618,850SH OTR1,308,8500
MICROSOFT CORPCOM5949181044,95323,550SH OTR1,5023,5500
MICROSOFT CORPCOM5949181049464,498SH DFND14,49800
MICROSTRATEGY INCCL A NEW5949724084623,071SH OTR1,203,0710
MICROSTRATEGY INCCL A NEW5949724085393,581SH OTR1,503,5810
MICT INCCOM55328R1096817,445SH OTR1,5017,4450
MID-AMER APT CMNTYS INCCOM59522J10302SH OTR1,2020
MID-AMER APT CMNTYS INCCOM59522J1037886,797SH OTR1,506,7970
MIDDLEBY CORPCOM59627810105SH OTR1,2050
MIDDLEBY CORPCOM59627810183922SH OTR1,409220
MIDDLEBY CORPCOM5962781013834,269SH OTR1,504,2690
MIDDLEBY CORPCOM59627810115162SH DFND116200
MINERALS TECHNOLOGIES INCCOM6031581063045,946SH OTR1,205,9460
MINERALS TECHNOLOGIES INCCOM60315810621403SH OTR1,404030
MINERALS TECHNOLOGIES INCCOM60315810612229SH DFND122900
MISTRAS GROUP INCCOM60649T1078521,740SH OTR1,2021,7400
MITEK SYS INCCOM NEW60671020013610,661SH OTR1,5010,6610
MIZUHO FINANCIAL GROUP INC.SPONSORED ADR60687Y1098734,201SH OTR1,2034,2010
MOBILE TELESYSTEMS PJSCSPONSORED ADR60740910928132,228SH OTR1,5032,2280
MODEL N INCCOM6075251021093,096SH OTR1,403,0960
MODEL N INCCOM6075251021303,676SH DFND13,67600
MODERNA INCCOM60770K1072123,000SH OTR1,303,000