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
1LIFE HEALTHCARE INCCOM68269G10720461SH DFND304610
1LIFE HEALTHCARE INCCOM68269G1075,842133,847SH SOLE5133,84700
1ST SOURCE CORPCOM33690110340987SH DFND309870
2U INCCommon90214J101771,937PRN SOLE11,93700
2U INCCOM90214J1011353,382SH DFND31,1002,2820
360 DIGITECH INCAMERICAN DEP88557W10115212,862SH SOLE512,86200
3-D SYS CORP DELCOM NEW88554D205252,356SH DFND302,3560
3M COCOM88579Y1014372,500SH OTR7002,500
3M COCOM88579Y1017,67743,921SH SOLE943,92100
3M COCOM88579Y1011689SH SOLE58900
3M COCOM88579Y101132755SH SOLE175500
51JOB INCSPONSORED ADS3168271042012,876SH SOLE92,87600
8X8 INC NEWCOM282914100762,207SH DFND302,2070
AAON INCCOM PAR $0.0040003602061321,982SH DFND38481,1340
AAR CORPCOM00036110532885SH DFND308850
AAR CORPCOM000361105401,100SH SOLE51,10000
ABB LTDSPONSORED ADR00037520454,8901,963,174SH SOLE51,051,8960911,278
ABBOTT LABSCOM0028241007146,522SH OTR7006,522
ABBOTT LABSCOM0028241004,08137,274SH SOLE937,27400
ABBOTT LABSCOM00282410024,114220,226SH SOLE5220,141085
ABBVIE INCCOM00287Y1098027,485SH OTR7007,485
ABBVIE INCCOM00287Y10918,312170,901SH SOLE9170,90100
ABBVIE INCCOM00287Y10952,902493,723SH SOLE5493,72300
ABEONA THERAPEUTICS INCCOM00289Y107157100,100SH SOLE1100,10000
ABERCROMBIE & FITCH COCL A002896207241,162SH DFND301,1620
ABIOMED INCCOM00365410087269SH OTR700269
ABIOMED INCCOM003654100132406SH SOLE940600
ABIOMED INCCOM00365410015,74648,568SH SOLE547,18601,382
ABM INDS INCCOM0009571001163,071SH DFND37042,3670
ABM INDS INCCOM00095710067,9511,795,745SH SOLE51,786,83808,907
ACACIA COMMUNICATIONS INCCOM00401C108981,341SH DFND33959460
ACADIA HEALTHCARE COMPANY INCOM00404A1091803,585SH DFND38412,7440
ACADIA HEALTHCARE COMPANY INCOM00404A1091332,646SH SOLE52,64600
ACADIA PHARMACEUTICALS INCCOM0042251082725,080SH DFND31,4933,5870
ACADIA PHARMACEUTICALS INCCOM00422510811,525215,573SH SOLE5215,57300
ACADIA RLTY TRCOM SH BEN INT00423910937126,131SH SOLE926,13100
ACADIA RLTY TRCOM SH BEN INT004239109483,389SH DFND303,3890
ACCELERON PHARMA INCCOM00434H1082752,151SH DFND36961,4550
ACCENTURE PLC IRELANDSHS CLASS AG1151C10113,72152,529SH SOLE952,52900
ACCENTURE PLC IRELANDSHS CLASS AG1151C1013,88614,877SH DFND314,87700
ACCENTURE PLC IRELANDSH CLASS AG1151C10134,640132,615SH SOLE5132,61500
ACCO BRANDS CORPCOM00081T108364,227SH DFND34,22700
ACCO BRANDS CORPCOM00081T1081,234146,000SH SOLE5146,00000
ACI WORLDWIDE INCCOM0044981011965,099SH DFND31,2203,8790
ACI WORLDWIDE INCCOM00449810110,795280,895SH SOLE5280,89500
ACM RESEARCH INCCOM CL A00108J10937457SH DFND31303270
ACTIVISION BLIZZARD INCCOM00507V1098449,085SH OTR7009,085
ACTIVISION BLIZZARD INCCOM00507V1091,70918,407SH SOLE918,40700
ACTIVISION BLIZZARD INCCOM00507V1092,21023,800SH DFND323,80000
ACTIVISION BLIZZARD INCCOM00507V1094,55949,098SH SOLE549,09800
ACUITY BRANDS INCCOM00508Y1021951,612SH DFND34181,1940
ACUITY BRANDS INCCOM00508Y1021,68313,900SH SOLE513,90000
ACUSHNET HOLDINGS CORPCOM00509810834840SH DFND308400
ACUSHNET HOLDINGS CORPCOM00509810841,4661,022,846SH SOLE51,019,91202,934
ADAMS RES & ENERGY INCCOM NEW0063513083130SH SOLE513000
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F1091833,089SH DFND38002,2890
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F1092,16336,573SH SOLE536,57300
ADDUS HOMECARE CORPCOM00673910695808SH DFND31566520
ADIENT PLCORD SHSG0084W1011083,100SH DFND31,0002,1000
ADIENT PLCORD SHG0084W10169,1401,988,508SH SOLE51,982,15306,355
ADOBE SYSTEMS INCORPORATEDCOM00724F1011,8473,694SH OTR7003,694
ADOBE SYSTEMS INCORPORATEDCOM00724F10117,63035,251SH SOLE935,25100
ADOBE SYSTEMS INCORPORATEDCOM00724F101176,643353,202SH DFND5,8210,415137,8504,937
ADT INC DELCOM00090Q103141,728SH DFND31,72800
ADTALEM GLOBAL ED INCCOM00737L103862,519SH DFND35571,9620
ADVANCE AUTO PARTS INCCOM00751Y1063031,922SH SOLE91,92200
ADVANCE AUTO PARTS INCCOM00751Y10613,73087,170SH SOLE587,17000
ADVANCED DRAIN SYS INC DELCOM00790R1041661,981SH DFND35441,4370
ADVANCED ENERGY INDSCOM0079731001681,733SH DFND34041,3290
ADVANCED MICRO DEVICES INCCOM0079031079019,827SH OTR7009,827
ADVANCED MICRO DEVICES INCCOM0079031071,40715,339SH SOLE915,33900
ADVANCED MICRO DEVICES INCCOM00790310713,672149,075SH SOLE5149,07500
ADVERUM BIOTECHNOLOGIES INCCOM00773U108242,216SH DFND36291,5870
AECOMCOM00766T1003617,250SH DFND32,3534,8970
AECOMCOM00766T10019,245386,599SH SOLE5386,59900
AERCAP HOLDINGS NVSHSN009851061974,317SH DFND36173,7000
AERIE PHARMACEUTICALS INCCOM00771V1088586SH DFND305860
AERIE PHARMACEUTICALS INCCOM00771V108695,100SH SOLE55,10000
AEROJET ROCKETDYNE HLDGS INCCOM0078001051843,478SH DFND31,2132,2650
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB12,1811,073,000PRN SOLE51,066,00007,000
AEROVIRONMENT INCCOM00807310854627SH DFND306270
AES CORPCOM00130H1051636,951SH OTR7006,951
AES CORPCOM00130H1051014,300SH SOLE94,30000
AFFILIATED MANAGERS GROUP INCOM00825210831300SH SOLE930000
AFFILIATED MANAGERS GROUP INCOM0082521082402,363SH DFND37941,5690
AFFILIATED MANAGERS GROUP INCOM00825210812,377121,700SH SOLE5121,70000
AFLAC INCCOM0010551022385,356SH OTR7005,356
AFLAC INCCOM0010551021,56735,235SH SOLE935,23500
AGCO CORPCOM0010841023293,189SH DFND31,0912,0980
AGCO CORPCOM00108410246450SH SOLE545000
AGENUS INCCOM NEW00847G705144,282SH DFND31,1573,1250
AGILENT TECHNOLOGIES INCCOM00846U1014463,766SH OTR7003,766
AGILENT TECHNOLOGIES INCCOM00846U1018266,967SH SOLE96,96700
AGILENT TECHNOLOGIES INCCOM00846U10124,028202,785SH SOLE5202,78500
AGIOS PHARMACEUTICALS INCCOM00847X1041242,865SH DFND37882,0770
AGIOS PHARMACEUTICALS INCCOM00847X10447,3631,093,082SH SOLE51,087,62705,455
AGNC INVT CORPCOM00123Q10443027,533SH SOLE927,53300
AGNC INVT CORPCOM00123Q10470044,890SH SOLE544,89000
AGREE REALTY CORPCOM0084921001,15817,400SH SOLE917,40000
AGREE REALTY CORPCOM0084921001392,081SH DFND34811,6000
AGREE REALTY CORPCOM0084921003,02045,362SH SOLE545,36200
AIR LEASE CORPCL A00912X3022154,836SH DFND31,1363,7000
AIR PRODS & CHEMS INCCOM0091581064071,489SH OTR7001,489
AIR PRODS & CHEMS INCCOM0091581061,4995,487SH SOLE95,48700
AIR PRODS & CHEMS INCCOM00915810615,22255,712SH SOLE555,71200
AIR TRANSPORT SERVICES GRP ICOM00922R105421,328SH SOLE51,32800
AIRBNB INCCOM CL A00906610152,809359,734SH DFND5,867,627283,0999,008
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ0247200,000PRN OTR7000
AKAMAI TECHNOLOGIES INCCOM00971T1015885,598SH SOLE95,59800
AKAMAI TECHNOLOGIES INCCOM00971T1015154,903SH DFND34,90300
AKAMAI TECHNOLOGIES INCCOM00971T10115,043143,285SH SOLE5143,28500
AKEBIA THERAPEUTICS INCCOM00972D105124,403SH DFND31,1903,2130
ALAMO GROUP INCCOM01131110760437SH DFND304370
ALARM COM HLDGS INCCOM0116421051801,741SH DFND34341,3070
ALASKA AIR GROUP INCCOM01165910930580SH DFND305800
ALASKA AIR GROUP INCCOM0116591091,33625,700SH SOLE525,70000
ALBANY INTL CORPCL A0123481081081,475SH DFND301,4750
ALBEMARLE CORPCOM0126531015653,830SH SOLE93,83000
ALCOA CORPCOM0138721061968,519SH DFND33,8194,7000
ALECTOR INCCOM014442107281,854SH DFND34571,3970
ALEXANDER & BALDWIN INC NEWCOM014491104241,381SH DFND301,3810
ALEXANDERS INCCOM014752109204737SH SOLE973700
ALEXANDRIA REAL ESTATE EQ INCOM01527110953300SH OTR700300
ALEXANDRIA REAL ESTATE EQ INCOM0152711098,49647,672SH SOLE947,67200
ALEXANDRIA REAL ESTATE EQ INCOM01527110914,63182,097SH SOLE582,09700
ALEXION PHARMACEUTICALS INCCOM0153511091,1037,059SH SOLE97,05900
ALEXION PHARMACEUTICALS INCCOM01535110920,130128,840SH SOLE5128,84000
ALGONQUIN PWR UTILS CORPCOM015857105362,179SH OTR7002,179
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10243,181185,540SH SOLE9185,54000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1024,49319,304SH DFND319,30400
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102408,4421,755,003SH SOLE51,755,00300
ALIGN TECHNOLOGY INCCOM0162551016031,128SH SOLE91,12800
ALIGN TECHNOLOGY INCCOM01625510111,58821,685SH SOLE521,4360249
ALKERMES PLCSHSG0176710512600SH SOLE960000
ALKERMES PLCSHSG017671051296,469SH DFND31,9824,4870
ALKERMES PLCSHG017671058,442423,142SH SOLE5423,14200
ALLAKOS INCCOM01671P1001761,259SH DFND32561,0030
ALLAKOS INCCOM01671P1002211,579SH SOLE51,57900
ALLEGHANY CORP DELCOM01717510090149SH OTR700149
ALLEGHANY CORP DELCOM017175100492815SH SOLE981500
ALLEGHENY TECHNOLOGIES INCCOM01741R1021549,195SH DFND33,4055,7900
ALLEGIANCE BANCSHARES INCCOM01748H1079268SH DFND302680
ALLEGIANT TRAVEL COCOM01748X10239,842210,539SH SOLE5209,8000739
ALLEGION PLCORD SHSG0176J1096525,601SH SOLE95,60100
ALLETE INCCOM NEW0185223004477,216SH SOLE97,21600
ALLETE INCCOM NEW0185223001201,945SH DFND35451,4000
ALLETE INCCOM NEW01852230070,5691,139,307SH SOLE51,136,18903,118
ALLIANCE DATA SYSTEMS CORPCOM0185811081682,262SH DFND38461,4160
ALLIANT ENERGY CORPCOM0188021082,41746,956SH SOLE946,95600
ALLIANT ENERGY CORPCOM0188021084398,522SH DFND38,52200
ALLIED ESPORTS ENTMT INCCommon019170109279176,821PRN SOLE1176,82100
ALLISON TRANSMISSION HLDGS ICOM01973R1012165,005SH DFND31,2423,7630
ALLISON TRANSMISSION HLDGS ICOM01973R10113,966323,811SH SOLE5323,81100
ALLOGENE THERAPEUTICS INCCOM019770106512,004SH DFND35931,4110
ALLOGENE THERAPEUTICS INCCOM0197701063,705146,779SH SOLE5146,77900
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P108684,690SH DFND304,6900
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1081,981137,200SH SOLE5137,20000
ALLSTATE CORPCOM0200021013182,897SH OTR7002,897
ALLSTATE CORPCOM0200021012,19719,984SH SOLE919,98400
ALLSTATE CORPCOM0200021011,14710,433SH DFND310,43300
ALLSTATE CORPCOM020002101755,2606,870,376SH SOLE56,656,1070214,269
ALLY FINL INCCOM02005N1002266,324SH OTR7006,324
ALLY FINL INCCOM02005N1001,04229,208SH SOLE929,20800
ALLY FINL INCCOM02005N10010,137284,269SH SOLE5284,26900
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071851,421SH SOLE91,42100
ALNYLAM PHARMACEUTICALS INCCOM02043Q1075,44241,874SH SOLE541,87400
ALPHABET INCCAP STK CL A02079K3053,1761,812SH OTR7001,812
ALPHABET INCCAP STK CL C02079K1072,5841,475SH OTR7001,475
ALPHABET INCCAP STK CL C02079K10728,38716,204SH SOLE916,20400
ALPHABET INCCAP STK CL A02079K30528,04416,001SH SOLE916,00100
ALPHABET INCCAP STK CL C02079K10729,39816,765SH SOLE516,76500
ALPHABET INCCAP STK CL A02079K305244,828139,691SH DFND5,882,76555,1291,797
ALPHATEC HLDGS INCCOM NEW02081G2014,470307,865SH SOLE5307,86500
ALPINE INCOME PPTY TR INCCOM02083X10343929,299SH SOLE529,29900
ALTAIR ENGR INCNOTE 0.250% 6/0021369AA11,6001,260,000PRN OTR7000
ALTAIR ENGR INCCOM CL A02136910352886SH DFND308860
ALTERYX INCNOTE 0.500% 8/002156BAD51,0911,050,000PRN OTR7000
ALTERYX INCCOM CL A02156B1032572,108SH DFND36701,4380
ALTICE USA INCCL A02156K1032626,919SH SOLE96,91900
ALTRA INDL MOTION CORPCOM02208R1062193,954SH DFND31,6512,3030
ALTRA INDL MOTION CORPCOM02208R106144,1152,599,949SH SOLE52,592,28807,661
ALTRIA GROUP INCCOM02209S1032957,189SH OTR7007,189
ALTRIA GROUP INCCOM02209S10380819,700SH SOLE519,70000
ALTRIA GROUP INCCOM02209S1031062,586SH SOLE12,58600
AMARIN CORP PLCSPONS ADR NEW023111206929190,000SH SOLE5190,00000
AMAZON COM INCCOM0231351067,2012,211SH OTR7002,211
AMAZON COM INCCOM02313510622,4506,893SH SOLE96,89300
AMAZON COM INCCOM0231351061,127346SH DFND334600
AMAZON COM INCCOM023135106538,009165,189SH DFND5,8105,06858,1591,962
AMBAC FINL GROUP INCCOM NEW02313988412757SH DFND307570
AMBARELLA INCSHSG037AX10174806SH DFND308060
AMBARELLA INCSHG037AX1018,64494,138SH SOLE594,13800
AMC NETWORKS INCCL A00164V1031744,860SH DFND32,3662,4940
AMC NETWORKS INCCL A00164V1031,10230,800SH SOLE530,80000
AMCOR PLCORDG0250X107816,869SH OTR7006,869
AMCOR PLCORDG0250X10756347,836SH SOLE947,83600
AMCOR PLCORDG0250X1075,173439,505SH SOLE1439,50500
AMDOCS LTDSHG026021032,14230,198SH SOLE530,19800
AMEDISYS INCCOM0234361084151,415SH DFND34001,0150
AMEDISYS INCCOM0234361082,6018,866SH SOLE58,86600
AMER SOFTWARE INCCL A029683109231,355SH DFND301,3550
AMER STATES WTR COCOM0298991014135,200SH SOLE95,20000
AMER STATES WTR COCOM0298991011481,867SH DFND35431,3240
AMERCOCOM023586100234515SH SOLE951500
AMERCOCOM023586100192423SH SOLE542300
AMEREN CORPCOM0236081022493,194SH OTR7003,194
AMEREN CORPCOM0236081023,51144,984SH SOLE944,98400
AMEREN CORPCOM0236081025697,285SH DFND37,28500
AMERESCO INCCL A02361E10853,9351,032,454SH SOLE51,027,28405,170
AMERICA MOVIL SAB DE CVSPON ADR L SH02364W10529,1642,005,766SH SOLE52,005,76600
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF91,4151,100,000PRN OTR7000
AMERICAN AIRLS GROUP INCCOM02376R102644,069SH DFND31,1212,9480
AMERICAN ASSETS TR INCCOM02401310446215,986SH SOLE915,98600
AMERICAN ASSETS TR INCCOM024013104351,207SH DFND301,2070
AMERICAN ASSETS TR INCCOM02401310438,4651,331,887SH SOLE51,326,09905,788
AMERICAN AXLE & MFG HLDGS INCOM024061103192,273SH DFND302,2730
AMERICAN AXLE & MFG HLDGS INCOM024061103952114,200SH SOLE5114,20000
AMERICAN CAMPUS CMNTYS INCCOM0248351001,94245,415SH SOLE945,41500
AMERICAN CAMPUS CMNTYS INCCOM0248351002475,784SH DFND31,4504,3340
AMERICAN CAMPUS CMNTYS INCCOM02483510081018,928SH SOLE518,92800
AMERICAN EAGLE OUTFITTERS INCOM02553E1061507,491SH DFND31,6705,8210
AMERICAN EAGLE OUTFITTERS INCOM02553E10697,5234,859,134SH SOLE54,837,862021,272
AMERICAN ELEC PWR CO INCCOM0255371012673,203SH OTR7003,203
AMERICAN ELEC PWR CO INCCOM0255371015,73168,808SH SOLE268,80800
AMERICAN ELEC PWR CO INCCOM02553710118,757225,201SH SOLE9225,20100
AMERICAN ELEC PWR CO INCCOM0255371014,57754,950SH DFND2032,19122,759
AMERICAN ELEC PWR CO INCCOM02553710178,201938,947SH DFND5,6848,47981,2799,189
AMERICAN EQTY INVT LIFE HLDCOM0256762061114,006SH DFND39633,0430
AMERICAN EQTY INVT LIFE HLDCOM025676206138,6825,013,805SH SOLE54,995,065018,740
AMERICAN EXPRESS COCOM0258161094063,357SH OTR7003,357
AMERICAN EXPRESS COCOM0258161092,85423,608SH SOLE923,60800
AMERICAN EXPRESS COCOM02581610919,465160,985SH SOLE5160,98500
AMERICAN FIN TR INCCOM CLASS A02607T10926836,010SH SOLE936,01000
AMERICAN FIN TR INCCOM CLASS A02607T109162,141SH DFND302,1410
AMERICAN FINL GROUP INC OHIOCOM0259321042282,603SH OTR7002,603
AMERICAN FINL GROUP INC OHIOCOM0259321043764,291SH SOLE94,29100
AMERICAN FINL GROUP INC OHIOCOM02593210421,949250,504SH SOLE5250,50400
AMERICAN HOMES 4 RENTCL A02665T3062,70890,266SH SOLE990,26600
AMERICAN HOMES 4 RENTCL A02665T30632610,882SH DFND33,4827,4000
AMERICAN HOMES 4 RENTCL A02665T3063,469115,620SH SOLE5115,62000
AMERICAN INTL GROUP INCCOM NEW0268747842045,383SH OTR7005,383
AMERICAN INTL GROUP INCCOM NEW0268747842,04654,048SH SOLE954,04800
AMERICAN INTL GROUP INCCOM NEW026874784671,17417,727,794SH SOLE517,091,4760636,318
AMERICAN NATIONAL GROUP INCCOM NEW02772A10913133SH DFND301330
AMERICAN PUBLIC EDUCATION INCOM02913V10326850SH DFND385000
AMERICAN TOWER CORP NEWCOM03027X1009044,028SH OTR7004,028
AMERICAN TOWER CORP NEWCOM03027X10014,31063,751SH SOLE963,75100
AMERICAN TOWER CORP NEWCOM03027X10021,98597,948SH SOLE597,94800
AMERICAN WOODMARK CORPORATIOCOM03050610941435SH DFND304350
AMERICAN WTR WKS CO INC NEWCOM0304201034172,714SH OTR7002,714
AMERICAN WTR WKS CO INC NEWCOM0304201034,87831,785SH SOLE931,78500
AMERICOLD RLTY TRCOM03064D10826700SH OTR700700
AMERICOLD RLTY TRCOM03064D1082,51767,436SH SOLE967,43600
AMERICOLD RLTY TRCOM03064D1083128,350SH DFND32,8735,4770
AMERICOLD RLTY TRCOM03064D1085,689152,398SH SOLE5152,39800
AMERIPRISE FINL INCCOM03076C10685435SH OTR700435
AMERIPRISE FINL INCCOM03076C1062,37912,240SH SOLE912,24000
AMERIPRISE FINL INCCOM03076C10617,02787,620SH SOLE587,62000
AMERIS BANCORPCOM03076K1081223,213SH DFND36962,5170
AMERIS BANCORPCOM03076K108431,118SH SOLE51,11800
AMERISAFE INCCOM03071H100791,368SH DFND35688000
AMERISOURCEBERGEN CORPCOM03073E1051,79618,369SH SOLE918,36900
AMERISOURCEBERGEN CORPCOM03073E10524,683252,488SH SOLE5252,48800
AMETEK INCCOM03110010091751SH OTR700751
AMETEK INCCOM0311001007235,980SH SOLE95,98000
AMETEK INCCOM03110010010,66788,200SH SOLE588,20000
AMGEN INCCOM0311621001,0854,721SH OTR7004,721
AMGEN INCCOM0311621003,99917,393SH SOLE917,39300
AMGEN INCCOM03116210082,440358,558SH SOLE5358,55800
AMICUS THERAPEUTICS INCCOM03152W1092179,389SH DFND33,9165,4730
AMICUS THERAPEUTICS INCCOM03152W10975,6813,277,646SH SOLE53,264,577013,069
AMKOR TECHNOLOGY INCCOM031652100372,439SH DFND302,4390
AMN HEALTHCARE SVCS INCCOM0017441011742,552SH DFND39521,6000
AMN HEALTHCARE SVCS INCCOM0017441012,15731,603SH SOLE531,60300
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L105112,482SH DFND302,4820
AMPHASTAR PHARMACEUTICALS INCOM03209R10313669SH DFND306690
AMPHENOL CORP NEWCL A032095101115879SH OTR700879
AMPHENOL CORP NEWCL A0320951012,69420,604SH SOLE920,60400
AMPHENOL CORP NEWCL A03209510192707SH SOLE570700
ANALOG DEVICES INCCOM0326541053672,481SH OTR7002,481
ANALOG DEVICES INCCOM0326541051,51810,277SH SOLE910,27700
ANALOG DEVICES INCCOM0326541056,80546,065SH SOLE546,06500
ANAPLAN INCCOM03272L1082904,041SH DFND31,2412,8000
ANAPLAN INCCOM03272L10825,170350,319SH SOLE5344,09506,224
ANAPTYSBIO INCCOM03272410615696SH DFND306960
ANAPTYSBIO INCCOM0327241062,01593,732SH SOLE593,73200
ANGI HOMESERVICES INCCOM CL A00183L102201,528SH DFND301,5280
ANGLOGOLD ASHANTI LIMITEDSPONSORED ADR0351282064,263188,464SH SOLE5188,46400
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1089,940142,180SH SOLE5142,18000
ANIKA THERAPEUTICS INCCOM035255108451,000SH DFND301,0000
ANNALY CAPITAL MANAGEMENT INCOM03571040953363,052SH SOLE963,05200
ANNALY CAPITAL MANAGEMENT INCOM0357104091,177139,300SH SOLE5139,30000
ANSYS INCCOM03662Q105131359SH OTR700359
ANSYS INCCOM03662Q1054101,126SH SOLE91,12600
ANSYS INCCOM03662Q1054121,133SH SOLE51,13300
ANTERO MIDSTREAM CORPCOM03676B102779,923SH DFND33,0586,8650
ANTERO RESOURCES CORPCOM03674X106264,850SH DFND304,8500
ANTHEM INCCOM0367521038592,674SH OTR7002,674
ANTHEM INCCOM0367521033,28810,239SH SOLE910,23900
ANTHEM INCCOM03675210336,399113,361SH SOLE5113,36100
AON PLCSHS CL AG0403H1081,2145,746SH SOLE95,74600
APACHE CORPCOM03741110526618,731SH DFND37,52311,2080
APARTMENT INCOME REIT CORPCOM03750L10911298SH OTR700298
APARTMENT INCOME REIT CORPCOM03750L1091,88949,178SH SOLE949,17800
APARTMENT INCOME REIT CORPCOM03750L1092676,949SH DFND31,5615,3880
APARTMENT INVT & MGMT COCL A03748R7472298SH OTR700298
APARTMENT INVT & MGMT COCL A03748R74727351,798SH SOLE951,79800
APARTMENT INVT & MGMT COCL A03748R747376,949SH DFND31,5615,3880
APELLIS PHARMACEUTICALS INCCOM03753U1061642,862SH DFND36342,2280
APOGEE ENTERPRISES INCCOM0375981091,14736,200SH SOLE536,20000
APOLLO COML REAL EST FIN INCCOM03762U105595,292SH DFND305,2920
APOLLO COML REAL EST FIN INCCOM03762U10586777,600SH SOLE577,60000
APOLLO GLOBAL MGMT INCCOM CL A03768E1051953,976SH SOLE93,97600
APPFOLIO INCCOM CL A03783C10087483SH DFND31133700
APPIAN CORPCL A03782L101152935SH DFND33006350
APPLE HOSPITALITY REIT INCCOM NEW03784Y20088168,270SH SOLE968,27000
APPLE HOSPITALITY REIT INCCOM NEW03784Y2001249,639SH DFND32,2447,3950
APPLE HOSPITALITY REIT INCCOM NEW03784Y2001,937150,028SH SOLE5150,02800
APPLE INCCOM03783310012,75996,159SH OTR70096,159
APPLE INCCOM03783310083,193626,974SH SOLE9626,97400
APPLE INCCOM0378331007,38755,673SH DFND355,67300
APPLE INCCOM037833100245,6111,851,017SH SOLE51,849,86801,149
APPLIED INDL TECHNOLOGIES INCOM03820C1051291,654SH DFND37588960
APPLIED INDL TECHNOLOGIES INCOM03820C10566,751855,887SH SOLE5851,42904,458
APPLIED MATLS INCCOM0382221056046,994SH OTR7006,994
APPLIED MATLS INCCOM0382221056,33273,375SH SOLE973,37500
APPLIED THERAPEUTICS INCCOM03828A10111514SH DFND31393750
APREA THERAPEUTICS INCCOM03836J1021270SH DFND302700
APTARGROUP INCCOM0383361033952,884SH DFND38842,0000
APTIV PLCSHSG6095L1091,0518,064SH SOLE98,06400
ARAMARKCOM03852U10651013,245SH SOLE913,24500
ARAMARKCOM03852U10610,433271,139SH SOLE5271,094045
ARBOR REALTY TRUST INCCOM038923108322,224SH DFND302,2240
ARCBEST CORPCOM03937C1051,16527,300SH SOLE527,30000
ARCH CAP GROUP LTDORDG0450A10564517,885SH SOLE917,88500
ARCH RESOURCES INCCL A03940R10736832SH DFND308320
ARCH RESOURCES INCCL A03940R10745110,300SH SOLE510,30000
ARCHER DANIELS MIDLAND COCOM0394831024508,926SH OTR7008,926
ARCHER DANIELS MIDLAND COCOM0394831022,00539,769SH SOLE939,76900
ARCHER DANIELS MIDLAND COCOM03948310288417,541SH DFND317,54100
ARCHER DANIELS MIDLAND COCOM039483102661,22413,116,921SH SOLE512,693,7510423,170
ARCHROCK INCCOM03957W106222,554SH DFND302,5540
ARCONIC CORPORATIONCOM03966V10725825SH SOLE982500
ARCONIC CORPORATIONCOM03966V107822,746SH DFND34322,3140
ARCONIC CORPORATIONCOM03966V10760,8512,041,972SH SOLE52,035,63506,337
ARCOS DORADOS HOLDINGS INCSH CLASS -A -G0457F10716,4593,272,177SH SOLE53,272,17700
ARCOSA INCCOM0396531001152,089SH OTR7002,089
ARCOSA INCCOM039653100921,680SH DFND301,6800
ARCOSA INCCOM0396531001,33124,232SH SOLE524,23200
ARCTURUS THERAPEUTICS HLDGSCOM03969T10918424SH DFND304240
ARCUS BIOSCIENCES INCCOM03969F109301,164SH DFND33897750
ARCUS BIOSCIENCES INCCOM03969F10911,973461,200SH SOLE5461,20000
ARDELYX INCCOM039697107152,253SH DFND36091,6440
ARENA PHARMACEUTICALS INCCOM NEW0400476071742,261SH DFND36801,5810
ARENA PHARMACEUTICALS INCCOM NEW04004760741,917545,586SH SOLE5545,58600
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,6053,515,000PRN OTR7000
ARES CAPITAL CORPCOM04010L1031,12566,600SH SOLE566,60000
ARES MANAGEMENT CORPORATIONCL A COM STK03990B1011833,892SH DFND39392,9530
ARGENX SESPONSORED ADR04016X1011,1964,066SH SOLE54,06600
ARGO GROUP INTL HLDGS LTDCOMG0464B10731708SH DFND307080
ARGO GROUP INTL HLDGS LTDCOMG0464B1071,57836,113SH SOLE536,11300
ARISTA NETWORKS INCCOM0404131061,1193,852SH SOLE93,85200
ARISTA NETWORKS INCCOM04041310646,142158,797SH SOLE5158,79700
ARMADA HOFFLER PPTYS INCCOM04208T10820718,469SH SOLE918,46900
ARMADA HOFFLER PPTYS INCCOM04208T10831,8042,834,616SH SOLE52,821,778012,838
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155079818SH DFND308180
ARMSTRONG WORLD INDS INCCOM04247X1021542,070SH DFND35061,5640
ARROW ELECTRS INCCOM0427351006386,562SH SOLE96,56200
ARROW ELECTRS INCCOM0427351002482,546SH DFND32,54600
ARROW ELECTRS INCCOM04273510015,450158,790SH SOLE5158,79000
ARROWHEAD PHARMACEUTICALS INCOM04280A1003174,130SH DFND31,3362,7940
ARROWHEAD PHARMACEUTICALS INCOM04280A1003,96151,618SH SOLE551,61800
ARTISAN PARTNERS ASSET MGMTCL A04316A1081813,601SH OTR7003,601
ARTISAN PARTNERS ASSET MGMTCL A04316A1081713,392SH DFND31,3052,0870
ARTISAN PARTNERS ASSET MGMTCL A04316A10868313,570SH SOLE513,57000
ARVINAS INCCOM04335A10576890SH DFND308900
ASBURY AUTOMOTIVE GROUP INCCOM04343610466451SH DFND304510
ASBURY AUTOMOTIVE GROUP INCCOM04343610484,211577,820SH SOLE5576,08401,736
ASGN INCCOM00191U1021802,157SH DFND35571,6000
ASGN INCCOM00191U102100,2311,199,946SH SOLE51,195,03604,910
ASHLAND GLOBAL HLDGS INCCOM0441861041872,358SH DFND31,0471,3110
ASHLAND GLOBAL HLDGS INCCOM04418610458,756741,863SH SOLE5739,75502,108
ASML HOLDING N VN Y REGISTRY SHN0705921025,03151,323SH SOLE551,32300
ASPEN TECHNOLOGY INCCOM0453271033933,021SH DFND39322,0890
ASSEMBLY BIOSCIENCES INCCOM04539610871,191SH DFND33228690
ASSOCIATED BANC CORPCOM045487105935,451SH DFND31,6513,8000
ASSOCIATED BANC CORPCOM0454871052,072121,500SH SOLE5121,50000
ASSURANT INCCOM04621X1083632,667SH SOLE92,66700
ASSURANT INCCOM04621X10817,567128,957SH SOLE5128,95700
ASSURANT INC6.50% CONV PFD D04621X2075,69843,883SH SOLE543,4520431
ASSURED GUARANTY LTDCOMG0585R1061504,755SH DFND31,7553,0000
ASSURED GUARANTY LTDCOMG0585R1061,08334,400SH SOLE534,40000
ASTEC INDS INCCOM04622410131543SH DFND305430
ASTRAZENECA PLCSPONSORED ADR0463531084,27885,571SH SOLE585,57100
AT&T INCCOM00206R1021,37747,883SH OTR70047,883
AT&T INCCOM00206R10212,157422,722SH SOLE9422,72200
AT&T INCCOM00206R1022,83698,607SH DFND398,60700
AT&T INCCOM00206R102601,14120,901,981SH SOLE520,242,9830658,998
AT&T INCCOM00206R1021374,751SH SOLE14,75100
ATARA BIOTHERAPEUTICS INCCOM046513107221,146SH DFND301,1460
ATHENE HOLDING LTDCL AG0684D10757413,299SH SOLE913,29900
ATHENE HOLDING LTDCL AG0684D1071533,544SH SOLE53,54400
ATHENEX INCCOM04685N103181,658SH DFND34481,2100
ATHENEX INCCOM04685N1031,830165,438SH SOLE5165,43800
ATHERSYS INC NEWCOM04744L106137,273SH DFND31,9655,3080
ATKORE INTL GROUP INCCOM047649108711,724SH OTR7001,724
ATKORE INTL GROUP INCCOM0476491082756,701SH DFND34,8001,9010
ATKORE INTL GROUP INCCOM04764910886,6652,108,135SH SOLE52,102,55305,582
ATLANTIC UN BANKSHARES CORPCOM04911A107922,783SH DFND38341,9490
ATLANTIC UN BANKSHARES CORPCOM04911A107732,229SH SOLE52,22900
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420550911SH DFND309110
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642051,31424,100SH SOLE524,10000
ATLAS TECHNICAL CONSULTANTSCommon0494301011,406200,000PRN SOLE1200,00000
ATLAS TECHNICAL CONSULTANTSCommon04943010111,1401,584,625PRN DFND101,584,6250
ATLASSIAN CORP PLCCL AG062421049,48240,543SH SOLE540,54300
ATMOS ENERGY CORPCOM0495601051171,231SH OTR7001,231
ATMOS ENERGY CORPCOM0495601051,77818,634SH SOLE218,63400
ATMOS ENERGY CORPCOM0495601056,09763,885SH SOLE963,88500
ATMOS ENERGY CORPCOM0495601051,47915,497SH DFND209,1306,367
ATMOS ENERGY CORPCOM04956010522,674237,600SH DFND5,6212,49322,5062,601
ATN INTL INCCOM00215F1078193SH DFND301930
ATN INTL INCCOM00215F10723,925572,911SH SOLE5569,55303,358
ATRECA INCCL A COM04965G10912767SH DFND376700
ATRICURE INCCOM04963C209861,550SH DFND34641,0860
ATRICURE INCCOM04963C20926,662478,927SH SOLE5476,62302,304
ATRION CORPCOM0499041051930SH DFND30300
AUTODESK INCCOM052769106278912SH OTR700912
AUTODESK INCCOM0527691068262,704SH SOLE92,70400
AUTODESK INCCOM052769106109,543358,757SH DFND5,861,574287,8119,372
AUTOHOME INCSP ADR RP CL A05278C1071,00510,089SH SOLE910,08900
AUTOHOME INCSP ADR RP CL A05278C10744437SH DFND343700
AUTOLIV INCCOM0528001094194,549SH SOLE94,54900
AUTOMATIC DATA PROCESSING INCOM0530151035072,875SH OTR7002,875
AUTOMATIC DATA PROCESSING INCOM0530151036,26935,577SH SOLE935,57700
AUTOMATIC DATA PROCESSING INCOM0530151035252,982SH SOLE52,98200
AUTONATION INCCOM05329W1021452,082SH DFND36141,4680
AUTOZONE INCCOM053332102133112SH OTR700112
AUTOZONE INCCOM053332102833703SH SOLE970300
AUTOZONE INCCOM05333210234,04228,717SH SOLE528,71700
AVALARA INCCOM05338G10678471SH SOLE947100
AVALARA INCCOM05338G106117,506712,634SH SOLE5712,63400
AVALONBAY CMNTYS INCCOM053484101145903SH OTR700903
AVALONBAY CMNTYS INCCOM0534841018,31451,826SH SOLE951,82600
AVALONBAY CMNTYS INCCOM0534841019,78160,968SH SOLE560,96800
AVANGRID INCCOM05351W1034078,952SH SOLE98,95200
AVANGRID INCCOM05351W10316361SH SOLE536100
AVANOS MED INCCOM05350V1061082,353SH DFND35031,8500
AVANOS MED INCCOM05350V10670,0121,525,972SH SOLE51,520,93505,037
AVANTOR INCCOM05352A10044915,954SH SOLE915,95400
AVANTOR INCCOM05352A1005,976212,298SH SOLE5212,29800
AVAYA HLDGS CORPCOM05351X101412,138SH DFND302,1380
AVAYA HLDGS CORPCOM05351X10190847,400SH SOLE547,40000
AVERY DENNISON CORPCOM05361110972464SH OTR700464
AVERY DENNISON CORPCOM0536111091,0256,610SH SOLE96,61000
AVIENT CORPORATIONCOM05368V1061654,088SH DFND39743,1140
AVIENT CORPORATIONCOM05368V10617,538435,400SH SOLE5434,8730527
AVIS BUDGET GROUPCOM0537741051102,948SH DFND36262,3220
AVISTA CORPCOM05379B10740110,001SH SOLE910,00100
AVISTA CORPCOM05379B107972,414SH DFND37091,7050
AVITA THERAPEUTICS INCCOM05380C1021658,881SH SOLE18,88100
AVNET INCCOM05380710318500SH SOLE950000
AVNET INCCOM0538071031403,994SH DFND31,0532,9410
AVNET INCCOM05380710313,928396,700SH SOLE5396,70000
AVROBIO INCCOM05455M100151,052SH DFND32847680
AXALTA COATING SYS LTDCOMG0750C1081083,798SH SOLE93,79800
AXALTA COATING SYS LTDCOMG0750C10818,783657,912SH SOLE5657,91200
AXCELIS TECHNOLOGIES INCCOM NEW0545402081063,651SH DFND303,6510
AXIS CAP HLDGS LTDSHSG0692U1091813,586SH DFND38862,7000
AXIS CAP HLDGS LTDSHG0692U1099,131181,208SH SOLE5181,182026
AXON ENTERPRISE INCCOM05464C1013372,754SH DFND39111,8430
AXON ENTERPRISE INCCOM05464C10125200SH SOLE520000
AXONICS MODULATION TECHNOLOGCOM05465P10119384SH DFND303840
AXONICS MODULATION TECHNOLOGCOM05465P1018,598172,236SH SOLE5172,23600
AXOS FINANCIAL INCCOM05465C100471,245SH DFND301,2450
AXSOME THERAPEUTICS INCCOM05464T104951,168SH DFND32928760
AXSOME THERAPEUTICS INCCOM05464T1041,44817,772SH SOLE517,77200
AXT INCCOM00246W103202,100SH SOLE52,10000
AZEK CO INCCL A05478C105852,200SH DFND302,2000
AZEK CO INCCL A05478C1052,39762,347SH SOLE562,34700
AZZ INCCOM00247410433704SH DFND307040
AZZ INCCOM0024741041,23326,000SH SOLE526,00000
B & G FOODS INC NEWCOM05508R1061645,899SH DFND33,8952,0040
B2GOLD CORPCOM11777Q20910418,556SH OTR70018,556
BADGER METER INCCOM0565251081401,485SH DFND33061,1790
BAIDU INCSPON ADR REP A0567521087,83736,243SH SOLE936,24300
BAIDU INCSPON ADR REP A0567521085922,737SH DFND32,73700
BAIDU INCSPON ADR REP A056752108163,757757,294SH SOLE5757,29400
BAKER HUGHES COMPANYCL A05722G10094945,493SH SOLE945,49300
BALCHEM CORPCOM0576652002111,833SH DFND37481,0850
BALCHEM CORPCOM05766520057,827501,881SH SOLE5499,06002,821
BALL CORPCOM0584981067157,674SH SOLE97,67400
BALL CORPCOM058498106100,6591,080,260SH DFND5,8189,091862,39128,778
BALLARD PWR SYS INC NEWCOM058586108813,472SH OTR7003,472
BANC OF CALIFORNIA INCCOM05990K10610668SH DFND306680
BANCFIRST CORPCOM05945F10319322SH DFND303220
BANCO BRADESCO S ASP ADR PFD NEW05946030350,4089,583,318SH SOLE59,583,31800
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10735,3824,095,157SH SOLE54,095,15700
BANCO SANTANDER MEXICO SASPONSORED ADS B05969B10355,89810,853,886SH SOLE510,853,88600
BANCO SANTANDER S.A.ADR05964H10564,38821,110,768SH SOLE511,246,56609,864,201
BANCOLOMBIA S ASPON ADR PREF05968L1026,185153,930SH SOLE5153,93000
BANCORP INC DELCOM05969A1059648SH DFND306480
BANCORPSOUTH BK TUPELO MISSCOM05971J1021485,385SH DFND31,7173,6680
BANDWIDTH INCCOM CL A05988J103113734SH DFND33004340
BANDWIDTH INCCOM CL A05988J103118,686772,341SH SOLE5771,14301,198
BANK HAWAII CORPCOM0625401091371,794SH DFND34221,3720
BANK NEW YORK MELLON CORPCOM0640581002886,778SH OTR7006,778
BANK NEW YORK MELLON CORPCOM0640581002,11149,751SH SOLE949,75100
BANK NEW YORK MELLON CORPCOM06405810034799SH SOLE579900
BANK OF NT BUTTERFIELD&SON LSH NEWG0772R20852,9371,698,891SH SOLE51,693,34805,543
BANK OZKCOM06417N1031685,376SH DFND31,2964,0800
BANK OZKCOM06417N1031023,246SH SOLE53,24600
BANKUNITED INCCOM06652K1031544,420SH DFND31,0013,4190
BANKUNITED INCCOM06652K1031,18934,200SH SOLE534,20000
BANNER CORPCOM NEW06652V208561,204SH DFND33768280
BAOZUN INCSPONSORED ADR06684L1031765,115SH SOLE95,11500
BARNES GROUP INCCOM0678061091512,970SH DFND31,0421,9280
BARNES GROUP INCCOM067806109118,6882,341,450SH SOLE52,333,85307,597
BARRETT BUSINESS SVCS INCCOM06846310841600SH DFND306000
BARRICK GOLD CORPCOM06790110864528,315SH SOLE528,31500
BAXTER INTL INCCOM0718131095456,789SH OTR7006,789
BAXTER INTL INCCOM0718131091,12714,047SH SOLE914,04700
BAXTER INTL INCCOM0718131093804,732SH SOLE54,73200
BAXTER INTL INCCOM0718131095,89673,476SH SOLE173,47600
BCE INCCOM NEW05534B7601393,260SH OTR7003,260
BEACON ROOFING SUPPLY INCCOM073685109611,513SH DFND301,5130
BEAM THERAPEUTICS INCCOM07373V10530365SH DFND303650
BECTON DICKINSON & COCOM0758871096122,447SH OTR7002,447
BECTON DICKINSON & COCOM0758871091,7877,141SH SOLE97,14100
BECTON DICKINSON & COCOM0758871097,00027,974SH SOLE527,97400
BED BATH & BEYOND INCCOM075896100905,042SH DFND31,8003,2420
BEIGENE LTDSPONSORED ADR07725L1021,1724,535SH SOLE94,53500
BEIGENE LTDSPONSORED ADR07725L102129500SH DFND350000
BEIGENE LTDSPONSORED ADR07725L1025,88722,783SH SOLE522,78300
BELDEN INCCOM077454106721,721SH DFND301,7210
BELDEN INCCOM07745410600SH SOLE5000
BENCHMARK ELECTRS INCCOM08160H10119704SH DFND307040
BERKLEY W R CORPCOM08442310248730SH OTR700730
BERKLEY W R CORPCOM0844231023174,766SH SOLE94,76600
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,9068,218SH OTR7008,218
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,92616,932SH SOLE916,93200
BERKSHIRE HATHAWAY INC DELCL B NEW08467070210,36144,686SH SOLE544,68600
BERKSHIRE HILLS BANCORP INCCOM08468010711663SH DFND306630
BERKSHIRE HILLS BANCORP INCCOM08468010775544,099SH SOLE544,09900
BERRY GLOBAL GROUP INCCOM08579W1033145,591SH DFND31,8913,7000
BERRY GLOBAL GROUP INCCOM08579W103183,7903,270,865SH SOLE53,262,49208,373
BEST BUY INCCOM0865161015335,343SH OTR7005,343
BEST BUY INCCOM0865161012,66626,715SH SOLE926,71500
BEST BUY INCCOM0865161017417,427SH DFND37,42700
BEST BUY INCCOM0865161017387,400SH SOLE57,40000
BEYOND MEAT INCCOM08862E10996765SH DFND31705950
BGC PARTNERS INCCL A05541T101215,300SH DFND305,3000
BGC PARTNERS INCCL A05541T1015,5911,397,800SH SOLE51,397,80000
BIG LOTS INCCOM089302103671,571SH DFND301,5710
BILIBILI INCSPONS ADS REP Z0900401067438,670SH SOLE98,67000
BILIBILI INCSPONS ADS REP Z09004010678912SH DFND391200
BILL COM HLDGS INCCOM0900431003082,256SH DFND35471,7090
BILL COM HLDGS INCCOM090043100147,9871,084,157SH SOLE51,080,92703,230
BIO RAD LABS INCCL A090572207543932SH SOLE993200
BIOCRYST PHARMACEUTICALS INCCOM09058V103749,932SH DFND35,0194,9130
BIOGEN INCCOM09062X1034591,876SH OTR7001,876
BIOGEN INCCOM09062X1034,18117,075SH SOLE917,07500
BIOGEN INCCOM09062X1031,2054,920SH DFND34,92000
BIOGEN INCCOM09062X10311,24345,916SH SOLE545,91600
BIOHAVEN PHARMACTL HLDG CO LCOMG111961052062,398SH DFND39891,4090
BIOMARIN PHARMACEUTICAL INCNOTE 0.599% 8/009061GAH42,3802,220,000PRN OTR7000
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CHENIERE ENERGY INCCOM NEW16411R2087,637127,213SH SOLE2127,21300
CHENIERE ENERGY INCCOM NEW16411R20818,568309,316SH SOLE9309,31600
CHENIERE ENERGY INCCOM NEW16411R20887614,585SH DFND314,58500
CHENIERE ENERGY INCCOM NEW16411R2085,92598,704SH DFND2056,71941,985
CHENIERE ENERGY INCCOM NEW16411R20885,4031,422,672SH DFND5,61,259,559147,29215,821
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG412,21815,441,000PRN SOLE514,973,0000468,000
CHESAPEAKE UTILS CORPCOM16530310871652SH DFND306520
CHEVRON CORP NEWCOM1667641007689,090SH OTR7009,090
CHEVRON CORP NEWCOM1667641001,80821,415SH SOLE921,41500
CHEVRON CORP NEWCOM16676410025,034296,436SH SOLE5296,361075
CHEWY INCCL A16679L109120,0201,335,186SH SOLE51,335,18600
CHILDRENS PL INCCOM16890510738754SH DFND307540
CHILDRENS PL INCCOM16890510725,478508,540SH SOLE5506,33902,201
CHIMERA INVT CORPCOM NEW16934Q208646,225SH DFND306,2250
CHINA MOBILE LIMITEDSPONSORED ADR16941M10965,5392,296,381SH SOLE51,664,8920631,489
CHINA PETROLEUM & CHEMICAL CSPON ADR H SH16941R1081,59035,647SH SOLE535,64700
CHIPOTLE MEXICAN GRILL INCCOM169656105427308SH OTR700308
CHIPOTLE MEXICAN GRILL INCCOM169656105623449SH SOLE944900
CHIPOTLE MEXICAN GRILL INCCOM16965610523,45916,917SH SOLE516,7680149
CHOICE HOTELS INTL INCCOM1699051061481,390SH DFND31731,2170
CHOICE HOTELS INTL INCCOM16990510691,230854,776SH SOLE5852,08902,687
CHUBB LIMITEDCOMH1467J1043,31521,540SH SOLE921,54000
CHUBB LIMITEDCOMH1467J10424,179157,085SH SOLE5157,08500
CHURCH & DWIGHT INCCOM1713401021,33515,310SH SOLE915,31000
CHURCHILL DOWNS INCCOM1714841083141,610SH DFND36489620
CHUYS HLDGS INCCOM17160410124,991943,397SH SOLE5937,91505,482
CI FINL CORPCOM125491100524,247SH OTR7004,247
CIENA CORPCOM NEW1717793093236,120SH DFND31,9204,2000
CIENA CORPCOM NEW17177930921,997416,211SH SOLE5416,21100
CIGNA CORP NEWCOM1255231007803,748SH OTR7003,748
CIGNA CORP NEWCOM1255231003,81818,339SH SOLE918,33900
CIGNA CORP NEWCOM125523100723,8193,476,759SH SOLE53,367,5550109,204
CIMAREX ENERGY COCOM1717981011534,075SH DFND31,0753,0000
CIMPRESS PLCSHS EUROG2143T1031161,324SH DFND35537710
CINCINNATI FINL CORPCOM17206210187998SH OTR700998
CINCINNATI FINL CORPCOM1720621016036,899SH SOLE96,89900
CINEMARK HLDGS INCCOM17243V1021166,678SH DFND32,5754,1030
CINEMARK HLDGS INCCOM17243V10231,6431,817,497SH SOLE51,809,34808,149
CINTAS CORPCOM1729081055401,527SH OTR7001,527
CINTAS CORPCOM1729081052,0155,700SH SOLE95,70000
CINTAS CORPCOM17290810519,99456,567SH SOLE556,0990468
CIRRUS LOGIC INCCOM1727551001491,811SH DFND34191,3920
CIRRUS LOGIC INCCOM17275510078,046949,467SH SOLE5946,45403,013
CISCO SYS INCCOM17275R1021,60035,746SH OTR70035,746
CISCO SYS INCCOM17275R10217,078381,640SH SOLE9381,64000
CISCO SYS INCCOM17275R102687,60215,365,402SH SOLE514,873,3690492,033
CIT GROUP INCCOM NEW12558180132900SH SOLE990000
CIT GROUP INCCOM NEW1255818011524,237SH DFND31,0373,2000
CIT GROUP INCCOM NEW1255818012,21961,800SH SOLE561,80000
CITIGROUP INCCOM NEW17296742491714,874SH OTR70014,874
CITIGROUP INCCOM NEW17296742414,007227,162SH SOLE9227,16200
CITIGROUP INCCOM NEW17296742418,115293,786SH SOLE5293,78600
CITIZENS FINL GROUP INCCOM17461010527765SH OTR700765
CITIZENS FINL GROUP INCCOM1746101051,52942,753SH SOLE942,75300
CITIZENS FINL GROUP INCCOM1746101052,26063,200SH SOLE563,20000
CITRIX SYS INCCOM1773761004263,276SH SOLE93,27600
CITRIX SYS INCCOM1773761004403,380SH DFND33,38000
CITRIX SYS INCCOM1773761005,58842,950SH SOLE542,95000
CITY HLDG COCOM17783510549710SH DFND307100
CITY HLDG COCOM17783510540,588583,573SH SOLE5580,50703,066
CITY OFFICE REIT INCCOM17858710191593,700SH SOLE593,70000
CLEAN HARBORS INCCOM1844961071712,242SH DFND35601,6820
CLEAN HARBORS INCCOM1844961072102,756SH SOLE52,75600
CLEARWATER PAPER CORPCOM18538R1031604,232SH DFND32,2671,9650
CLEARWAY ENERGY INCCL C18539C204571,775SH DFND301,7750
CLEVELAND-CLIFFS INC NEWCOM18589910129720,371SH DFND37,62312,7480
CLOROX CO DELCOM1890541094,98724,700SH SOLE1024,70000
CLOROX CO DELCOM189054109166824SH OTR700824
CLOROX CO DELCOM1890541094742,345SH SOLE92,34500
CLOROX CO DELCOM18905410930,248149,775SH SOLE5149,77500
CLOUDERA INCCOM18914U1001289,227SH DFND32,1217,1060
CLOUDERA INCCOM18914U1001,393100,172SH SOLE5100,17200
CLOUDFLARE INCCL A COM18915M1071441,900SH SOLE91,90000
CLOVIS ONCOLOGY INCCOM18946410061,258SH DFND301,2580
CLOVIS ONCOLOGY INCCOM1894641001,201250,200SH SOLE5250,20000
CMC MATERIALS INCCOM12571T1001791,184SH DFND33088760
CMC MATERIALS INCCOM12571T1001,85912,289SH SOLE512,28900
CME GROUP INCCOM12572Q1052611,435SH OTR7001,435
CME GROUP INCCOM12572Q1051,7279,489SH SOLE99,48900
CMS ENERGY CORPCOM1258961001342,190SH OTR7002,190
CMS ENERGY CORPCOM1258961002,18535,810SH SOLE235,81000
CMS ENERGY CORPCOM1258961007,814128,084SH SOLE9128,08400
CMS ENERGY CORPCOM12589610097415,961SH DFND315,96100
CMS ENERGY CORPCOM1258961001,71028,027SH DFND2016,50811,519
CMS ENERGY CORPCOM12589610044,498729,357SH DFND5,6681,10443,5424,711
CNA FINL CORPCOM1261171002,97876,437SH SOLE576,43700
CNO FINL GROUP INCCOM12621E1031737,789SH DFND32,9444,8450
CNO FINL GROUP INCCOM12621E1033,517158,223SH SOLE5158,22300
CNOOC LIMITEDSPONSORED ADR1261321098829,619SH SOLE59,61900
CNX RES CORPCOM12653C108656,063SH DFND306,0630
CNX RES CORPCOM12653C10868,3426,327,948SH SOLE56,308,457019,491
COCA COLA COCOM19121610082915,110SH OTR70015,110
COCA COLA COCOM19121610014,838270,575SH SOLE9270,57500
COCA COLA COCOM19121610080114,613SH SOLE514,61300
COCA COLA COCOM1912161001883,425SH SOLE13,42500
COCA COLA CONS INCCOM19109810229109SH DFND301090
COCA COLA EUROPEAN PARTNERSSHSG258391044879,783SH SOLE99,78300
COCA-COLA FEMSA SAB DE CVSPONSORD ADR REP19124110848,0961,043,288SH SOLE51,043,28800
CODEXIS INCCOM19200510620907SH DFND309070
COEUR MNG INCCOM NEW192108504565,366SH DFND305,3660
COEUR MNG INCCOM NEW19210850427,1562,623,781SH SOLE52,598,922024,859
COGENT COMMUNICATIONS HLDGSCOM NEW19239V302991,656SH DFND32401,4160
COGNEX CORPCOM1924221033424,264SH SOLE94,26400
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022192,669SH OTR7002,669
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023,65344,571SH SOLE944,57100
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102710,0368,664,257SH SOLE58,378,6840285,573
COHEN & STEERS INCCOM19247A10042561SH DFND305610
COHERENT INCCOM192479103143955SH DFND32557000
COHERENT INCCOM19247910349,743331,578SH SOLE5330,55101,027
COHERUS BIOSCIENCES INCCOM19249H103301,746SH DFND35911,1550
COHERUS BIOSCIENCES INCCOM19249H1037,473430,000SH SOLE5430,00000
COHU INCCOM192576106451,175SH DFND301,1750
COLFAX CORPCOM1940141061453,797SH DFND39972,8000
COLFAX CORPCOM19401410610,299269,317SH SOLE5269,31700
COLGATE PALMOLIVE COCOM1941621033373,943SH OTR7003,943
COLGATE PALMOLIVE COCOM1941621031,51017,656SH SOLE917,65600
COLGATE PALMOLIVE COCOM1941621033,57341,788SH SOLE541,78800
COLLEGIUM PHARMACEUTICAL INCCOM19459J1049431SH DFND304310
COLLEGIUM PHARMACEUTICAL INCNOTE 2.625% 2/119459JAA24,3474,372,000PRN SOLE54,333,000039,000
COLONY CAP INC NEWCL A COM19626G108860178,800SH SOLE9178,80000
COLONY CAP INC NEWCL A COM19626G10825252,477SH DFND324,70627,7710
COLONY CAP INC NEWCL A COM19626G1086,5601,363,792SH SOLE51,363,79200
COLONY CR REAL ESTATE INCCOM CL A19625T101101,293SH DFND301,2930
COLUMBIA BKG SYS INCCOM1972361021093,044SH DFND31,2591,7850
COLUMBIA BKG SYS INCCOM1972361028,750243,745SH SOLE5243,74500
COLUMBIA FINL INCCOM197641103402,586SH DFND302,5860
COLUMBIA PPTY TR INCCOM NEW19828720352536,618SH SOLE936,61800
COLUMBIA PPTY TR INCCOM NEW198287203694,816SH DFND304,8160
COLUMBIA SPORTSWEAR COCOM1985161061211,382SH DFND33211,0610
COLUMBUS MCKINNON CORP N YCOM19933310556,0751,458,772SH SOLE51,449,16309,609
COMCAST CORP NEWCL A20030N1011,51228,850SH OTR70028,850
COMCAST CORP NEWCL A20030N1018,905169,947SH SOLE9169,94700
COMCAST CORP NEWCL A20030N101786,66415,012,679SH SOLE514,548,0680464,611
COMERICA INCCOM2003401073095,532SH DFND31,5324,0000
COMERICA INCCOM20034010719,713352,895SH SOLE5352,880015
COMFORT SYS USA INCCOM199908104531,005SH DFND301,0050
COMMERCE BANCSHARES INCCOM2005251032944,482SH DFND31,5892,8930
COMMERCIAL METALS COCOM2017231031095,306SH DFND31,0294,2770
COMMSCOPE HLDG CO INCCOM20337X1091088,063SH DFND32,0486,0150
COMMUNITY BK SYS INCCOM2036071061171,878SH DFND35471,3310
COMMUNITY HEALTHCARE TR INCCOM20369C1063477,359SH SOLE97,35900
COMMUNITY HEALTHCARE TR INCCOM20369C10628584SH DFND305840
COMMUNITY TR BANCORP INCCOM2041491088229SH DFND302290
COMMVAULT SYSTEMS INCCOM20416610247842SH DFND308420
COMPANHIA BRASILEIRA DE DISTSPONSORED ADR20440T3006,191432,329SH SOLE5432,32900
COMPANIA CERVECERIAS UNIDASSPONSORED ADR2044291049,499646,220SH SOLE5646,22000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810429924,569SH SOLE924,56900
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR20444810455,0804,518,454SH SOLE54,518,45400
COMPASS MINERALS INTL INCCOM20451N10133529SH OTR700529
COMPASS MINERALS INTL INCCOM20451N1011282,077SH DFND37901,2870
COMPASS MINERALS INTL INCCOM20451N1013685,968SH SOLE55,96800
COMPUGEN LTDORDM25722105292,356SH DFND38031,5530
COMPUGEN LTDORDM257221058,356690,000SH SOLE5690,00000
CONAGRA BRANDS INCCOM20588710219,388534,700SH SOLE10534,70000
CONAGRA BRANDS INCCOM2058871021754,834SH OTR7004,834
CONAGRA BRANDS INCCOM20588710275020,671SH SOLE920,67100
CONAGRA BRANDS INCCOM205887102754,59920,810,206SH SOLE520,249,7910560,415
CONCENTRIX CORPCOM20602D1011992,014SH DFND36211,3930
CONCENTRIX CORPCOM20602D10145,916465,204SH SOLE5463,83401,370
CONCHO RES INCCOM20605P101691,176SH OTR7001,176
CONCHO RES INCCOM20605P10162310,672SH SOLE910,67200
CONCHO RES INCCOM20605P101951,634SH SOLE51,63400
CONMED CORPCOM2074101011481,322SH DFND33001,0220
CONMED CORPCOM20741010186,732774,395SH SOLE5770,53303,862
CONNECTONE BANCORP INCCOM20786W10710499SH DFND304990
CONOCOPHILLIPSCOM20825C1041984,953SH OTR7004,953
CONOCOPHILLIPSCOM20825C1042,76269,057SH SOLE969,05700
CONOCOPHILLIPSCOM20825C104674,71216,872,018SH SOLE516,294,7680577,250
CONSOLIDATED EDISON INCCOM209115104891,237SH OTR7001,237
CONSOLIDATED EDISON INCCOM2091151044,65764,434SH SOLE964,43400
CONSOLIDATED EDISON INCCOM2091151041872,593SH SOLE52,59300
CONSTELLATION BRANDS INCCL A21036P108162741SH OTR700741
CONSTELLATION BRANDS INCCL A21036P1081,0564,819SH SOLE94,81900
CONSTELLATION BRANDS INCCL A21036P1082,32510,616SH SOLE510,61600
CONSTELLATION PHARMCETICLS ICOM21037310626896SH DFND32426540
CONSTELLIUM SECL A SHSF21107101261,887SH DFND301,8870
CONTINENTAL RES INCCOM212015101513,131SH DFND39612,1700
COOPER COS INCCOM NEW2166484024711,296SH OTR7001,296
COOPER COS INCCOM NEW2166484024251,171SH SOLE91,17100
COOPER TIRE & RUBR COCOM216831107461,132SH DFND301,1320
COPART INCCOM2172041062662,088SH OTR7002,088
COPART INCCOM2172041061,96915,471SH SOLE915,47100
COPART INCCOM2172041068366,571SH DFND36,57100
COPART INCCOM2172041066725,280SH SOLE55,28000
CORCEPT THERAPEUTICS INCCOM218352102963,676SH DFND31,1462,5300
CORE LABORATORIES N VCOMN22717107451,700SH DFND301,7000
CORE LABORATORIES N VCOMN227171074,899184,808SH SOLE5184,80800
CORE MARK HOLDING CO INCCOM218681104551,882SH DFND301,8820
CORE MARK HOLDING CO INCCOM21868110441,9481,428,255SH SOLE51,424,21904,036
CORECIVIC INCCOM21871N101375,722SH DFND32,9082,8140
CORECIVIC INCCOM21871N10136856,200SH SOLE556,20000
CORELOGIC INCCOM21871D1032953,819SH DFND31,6002,2190
CORESITE RLTY CORPCOM21870Q1052662,123SH DFND37871,3360
CORNERSTONE ONDEMAND INCCOM21925Y103571,283SH DFND301,2830
CORNERSTONE ONDEMAND INCCOM21925Y1032,07247,058SH SOLE547,05800
CORNING INCCOM2193501051183,266SH OTR7003,266
CORNING INCCOM2193501051,00127,809SH SOLE927,80900
CORNING INCCOM2193501057,110197,500SH SOLE5197,50000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10894736,322SH SOLE936,32200
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081074,088SH DFND31,1832,9050
CORTEVA INCCOM22052L1041523,923SH OTR7003,923
CORTEVA INCCOM22052L1041,10328,487SH SOLE928,48700
CORTEVA INCCOM22052L10489423,100SH DFND323,10000
CORTEVA INCCOM22052L1044,105106,013SH SOLE5106,01300
CORTEXYME INCCOM22053A10716573SH DFND31554180
CORVEL CORPCOM22100610964608SH DFND34431650
COSTAR GROUP INCCOM22160N109524567SH SOLE956700
COSTAR GROUP INCCOM22160N109270292SH SOLE529200
COSTCO WHSL CORP NEWCOM22160K1051,1713,108SH OTR7003,108
COSTCO WHSL CORP NEWCOM22160K10512,75533,853SH SOLE933,85300
COSTCO WHSL CORP NEWCOM22160K10524,10663,980SH SOLE563,98000
COTY INCCOM CL A222070203699,760SH DFND309,7600
COUPA SOFTWARE INCCOM22266L106104308SH OTR700308
COUPA SOFTWARE INCCOM22266L106337994SH SOLE999400
COUPA SOFTWARE INCCOM22266L106274,913811,167SH DFND5,8528,689272,9559,523
COUSINS PPTYS INCCOM NEW22279550214403SH OTR700403
COUSINS PPTYS INCCOM NEW2227955021,65349,335SH SOLE949,33500
COUSINS PPTYS INCCOM NEW2227955022296,841SH DFND32,1984,6430
COUSINS PPTYS INCCOM NEW22279550235,1001,047,630SH SOLE51,043,77003,860
COVANTA HLDG CORPCOM22282E102423,215SH DFND303,2150
COVETRUS INCCOM22304C10014480SH SOLE948000
COVETRUS INCCOM22304C1001394,836SH DFND31,0623,7740
CRACKER BARREL OLD CTRY STORCOM22410J1061341,015SH DFND32407750
CRACKER BARREL OLD CTRY STORCOM22410J10676,081576,723SH SOLE5575,03001,693
CRANE COCOM2243991051471,899SH DFND34991,4000
CREDICORP LTDCOMG2519Y1081,91111,651SH SOLE911,65100
CREDICORP LTDCOMG2519Y108105641SH DFND364100
CREDICORP LTDCOMG2519Y1081,0596,458SH SOLE56,45800
CREDIT ACCEP CORP MICHCOM225310101175505SH DFND32053000
CREDIT ACCEP CORP MICHCOM225310101200578SH SOLE557800
CREDIT SUISSE GROUPSPONSORED ADR2254011084,532354,038SH SOLE5354,03800
CREE INCCOM2254471015415,109SH DFND31,9093,2000
CREE INCCOM2254471016,58562,182SH SOLE562,18200
CRESUD S A C I F Y ASPONSORED ADR22640610611,3332,365,983SH SOLE52,365,98300
CRISPR THERAPEUTICS AGNAMEN AKTH171821082961,930SH DFND34171,5130
CRISPR THERAPEUTICS AGNAMEN AKTH1718210824,253158,405SH SOLE5158,40500
CROCS INCCOM2270461091973,150SH DFND37202,4300
CROSSFIRST BANKSHARES INCCOM22766M1096555SH DFND305550
CROWDSTRIKE HLDGS INCCL A22788C1054191,977SH SOLE91,97700
CROWDSTRIKE HLDGS INCCL A22788C1054,42020,868SH SOLE520,86800
CROWN CASTLE INTL CORP NEWCOM22822V1013402,134SH OTR7002,134
CROWN CASTLE INTL CORP NEWCOM22822V1019,50059,676SH SOLE959,67600
CROWN CASTLE INTL CORP NEWCOM22822V1011,2037,554SH SOLE57,55400
CROWN HLDGS INCCOM2283681066166,150SH SOLE96,15000
CROWN HLDGS INCCOM22836810618,311182,740SH SOLE5182,74000
CRYOLIFE INCCOM22890310018778SH DFND307780
CRYOLIFE INCCOM22890310048,1422,039,061SH SOLE52,028,228010,833
CRYOPORT INCCOM PAR $0.00122905030731701SH DFND307010
CSG SYS INTL INCCOM12634910942940SH DFND309400
CSG SYS INTL INCCOM12634910982018,200SH SOLE518,20000
CSG SYS INTL INCNOTE 4.250% 3/1126349AF61,1901,125,000PRN SOLE51,105,000020,000
CSW INDUSTRIALS INCCOM12640210698874SH DFND34644100
CSX CORPCOM1264081033373,719SH OTR7003,719
CSX CORPCOM1264081035,39359,422SH SOLE959,42200
CSX CORPCOM12640810310,822119,250SH SOLE5119,25000
CUBESMARTCOM2296631092,13263,441SH SOLE963,44100
CUBESMARTCOM2296631092748,142SH DFND32,0426,1000
CUBESMARTCOM2296631092,23666,522SH SOLE566,52200
CUBIC CORPCOM22966910653859SH DFND308590
CUE BIOPHARMA INCCOM22978P10610829SH DFND32246050
CULLEN FROST BANKERS INCCOM2298991092452,810SH DFND39191,8910
CUMMINS INCCOM231021106181797SH OTR700797
CUMMINS INCCOM2310211063,10313,663SH SOLE913,66300
CUMMINS INCCOM2310211061,1995,281SH DFND35,28100
CUMMINS INCCOM2310211065,42223,873SH SOLE523,87300
CURTISS WRIGHT CORPCOM2315611012281,963SH DFND36631,3000
CUSHMAN WAKEFIELD PLCSHSG2717B108372,501SH DFND302,5010
CUSTOMERS BANCORP INCCOM23204G1001,06958,809SH SOLE558,80900
CVB FINL CORPCOM1266001051085,528SH DFND31,4044,1240
CVR ENERGY INCCOM12662P108231,554SH DFND301,5540
CVS HEALTH CORPCOM12665010073210,716SH OTR70010,716
CVS HEALTH CORPCOM1266501006,19390,667SH SOLE990,66700
CVS HEALTH CORPCOM126650100673,4199,859,723SH SOLE59,526,6500333,073
CYBERARK SOFTWARE LTDNOTE 11/123248VAB12,3751,950,000PRN OTR7000
CYBERARK SOFTWARE LTDSHSM2682V10838235SH SOLE923500
CYBERARK SOFTWARE LTDSHM2682V1083,13719,414SH SOLE519,41400
CYRUSONE INCCOM23283R1002,91439,831SH SOLE939,83100
CYRUSONE INCCOM23283R1003885,302SH DFND31,8133,4890
CYRUSONE INCCOM23283R1004,19057,281SH SOLE557,28100
CYTOKINETICS INCCOM NEW23282W605411,957SH DFND35291,4280
CYTOKINETICS INCCOM NEW23282W6051,42068,333SH SOLE568,33300
CYTOMX THERAPEUTICS INCCOM23284F10581,163SH DFND301,1630
D R HORTON INCCOM23331A1092733,959SH OTR7003,959
D R HORTON INCCOM23331A10998914,348SH SOLE914,34800
D R HORTON INCCOM23331A10973710,700SH DFND310,70000
D R HORTON INCCOM23331A10938,466558,127SH SOLE5555,68602,441
DANA INCCOM2358252051889,608SH OTR7009,608
DANA INCCOM2358252051316,706SH DFND31,5155,1910
DANA INCCOM23582520550,9992,612,656SH SOLE52,598,889013,767
DANAHER CORPORATIONCOM2358511029144,113SH OTR7004,113
DANAHER CORPORATIONCOM2358511022,95413,296SH SOLE913,29600
DANAHER CORPORATIONCOM23585110215,58470,156SH SOLE570,15600
DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q20317,142298,845SH SOLE5298,84500
DARDEN RESTAURANTS INCCOM2371941054583,842SH SOLE93,84200
DARDEN RESTAURANTS INCCOM23719410526,406221,674SH SOLE5221,67400
DARLING INGREDIENTS INCCOM2372661014377,574SH DFND33,2224,3520
DARLING INGREDIENTS INCCOM23726610116279SH SOLE527900
DATADOG INCCL A COM23804L1031141,155SH OTR7001,155
DATADOG INCCL A COM23804L1031871,901SH SOLE91,90100
DATADOG INCCL A COM23804L10384,314856,500SH DFND5,8196,731639,16820,601
DAVE & BUSTERS ENTMT INCCOM23833710923762SH DFND307620
DAVE & BUSTERS ENTMT INCCOM238337109331,100SH SOLE51,10000
DAVITA INCCOM23918K1084814,096SH SOLE94,09600
DAVITA INCCOM23918K1082942,500SH DFND32,50000
DAVITA INCCOM23918K1082,68922,907SH SOLE522,90700
DECIPHERA PHARMACEUTICALS INCOM24344T101781,373SH DFND33711,0020
DECKERS OUTDOOR CORPCOM2435371074261,485SH DFND36038820
DECKERS OUTDOOR CORPCOM24353710733,168115,656SH SOLE5115,65600
DEERE & COCOM2441991056452,397SH OTR7002,397
DEERE & COCOM2441991052,2878,499SH SOLE98,49900
DEERE & COCOM24419910510,24938,092SH SOLE538,09200
DELEK US HLDGS INC NEWCOM24665A103392,400SH DFND302,4000
DELEK US HLDGS INC NEWCOM24665A10333,7202,098,314SH SOLE52,091,61406,700
DELL TECHNOLOGIES INCCL C24703L20274310,141SH SOLE910,14100
DELTA AIR LINES INC DELCOM NEW24736170238940SH OTR700940
DELTA AIR LINES INC DELCOM NEW24736170253113,200SH SOLE913,20000
DELTA AIR LINES INC DELCOM NEW2473617022,13953,200SH SOLE553,20000
DELUXE CORPCOM248019101862,937SH DFND31,2011,7360
DELUXE CORPCOM24801910122,958786,249SH SOLE5783,58902,660
DENALI THERAPEUTICS INCCOM24823R1052673,192SH DFND38322,3600
DENALI THERAPEUTICS INCCOM24823R1052,65131,649SH SOLE531,64900
DENBURY INCCOM24790A1011164,526SH OTR7004,526
DENBURY INCCOM24790A1011,33551,969SH SOLE551,96900
DENNYS CORPCOM24869P104372,494SH DFND36541,8400
DENNYS CORPCOM24869P10421,5241,466,240SH SOLE51,461,46304,777
DENTSPLY SIRONA INCCOM24906P1092224,235SH SOLE94,23500
DENTSPLY SIRONA INCCOM24906P1091402,679SH SOLE52,67900
DEUTSCHE BANK A GNAMEN AKTD1819089831,3382,875,005SH SOLE12,875,00500
DEVON ENERGY CORP NEWCOM25179M10330319,180SH DFND37,77511,4050
DEXCOM INCCOM252131107287775SH OTR700775
DEXCOM INCCOM2521311074241,148SH SOLE91,14800
DEXCOM INCCOM25213110717,71547,914SH SOLE547,4780436
DIAGEO PLCSPON ADR NEW25243Q205852SH SOLE50052
DIAMOND S SHIPPING INCCOMY20676105152,252SH DFND302,2520
DIAMONDBACK ENERGY INCCOM25278X1093006,200SH DFND31,7004,5000
DIAMONDBACK ENERGY INCCOM25278X10910,220211,156SH SOLE5211,127029
DIAMONDROCK HOSPITALITY COCOM25278430153264,525SH SOLE964,52500
DIAMONDROCK HOSPITALITY COCOM252784301384,557SH DFND304,5570
DICERNA PHARMACEUTICALS INCCOM253031108542,443SH DFND36601,7830
DICKS SPORTING GOODS INCCOM2533931022574,570SH DFND32,3362,2340
DICKS SPORTING GOODS INCCOM25339310244,259787,384SH SOLE5784,46302,921
DIGITAL RLTY TR INCCOM2538681031891,354SH OTR7001,354
DIGITAL RLTY TR INCCOM25386810314,025100,534SH SOLE9100,53400
DIGITAL RLTY TR INCCOM25386810319,398139,041SH SOLE5139,04100
DIGITAL TURBINE INCCOM NEW25400W1021773,133SH DFND38922,2410
DIME CMNTY BANCSHARES INCCOM253922108251,589SH DFND301,5890
DINE BRANDS GLOBAL INCCOM254423106931,607SH DFND38777300
DIODES INCCOM2545431011612,287SH DFND37071,5800
DIODES INCCOM25454310150,939722,537SH SOLE5720,50502,032
DISCOVER FINL SVCSCOM2547091081041,154SH OTR7001,154
DISCOVER FINL SVCSCOM2547091081,27614,100SH SOLE914,10000
DISCOVER FINL SVCSCOM254709108746,0348,240,735SH SOLE57,965,0540275,681
DISCOVERY INCCOM SER A25470F1042698,954SH SOLE98,95400
DISCOVERY INCCOM SER C25470F30258922,488SH SOLE922,48800
DISCOVERY INCCOM SER A25470F1041525,067SH DFND35,06700
DISCOVERY INCCOM SER A25470F10411,485381,685SH SOLE5381,68500
DISH NETWORK CORPORATIONCL A25470M10935911,096SH SOLE911,09600
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB56,0496,329,000PRN SOLE56,298,000031,000
DISNEY WALT COCOM2546871061,2827,075SH OTR7007,075
DISNEY WALT COCOM2546871069,22350,905SH SOLE950,90500
DISNEY WALT COCOM254687106832,0534,592,409SH SOLE54,438,5180153,891
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P10733982,264SH SOLE982,26400
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P107358,600SH DFND308,6000
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P107508123,300SH SOLE5123,30000
DOCUSIGN INCCOM2561631065682,553SH OTR7002,553
DOCUSIGN INCCOM2561631064732,128SH SOLE92,12800
DOCUSIGN INCCOM25616310613,64161,364SH SOLE560,5560808
DOLBY LABORATORIES INCCOM CL A25659T1073053,135SH DFND31,0352,1000
DOLBY LABORATORIES INCCOM CL A25659T10717,461179,772SH SOLE5174,70905,063
DOLLAR GEN CORP NEWCOM2566771055372,552SH OTR7002,552
DOLLAR GEN CORP NEWCOM2566771053,79918,065SH SOLE918,06500
DOLLAR GEN CORP NEWCOM2566771051,6998,080SH DFND38,08000
DOLLAR GEN CORP NEWCOM256677105113537SH SOLE553700
DOLLAR TREE INCCOM2567461082612,420SH OTR7002,420
DOLLAR TREE INCCOM2567461089759,023SH SOLE99,02300
DOLLAR TREE INCCOM256746108702,8476,505,430SH SOLE56,300,7130204,717
DOMINION ENERGY INCCOM25746U1092843,775SH OTR7003,775
DOMINION ENERGY INCCOM25746U10911,260149,740SH SOLE9149,74000
DOMINION ENERGY INCCOM25746U10910,617141,179SH SOLE5141,17900
DOMINOS PIZZA INCCOM25754A2014341,131SH SOLE91,13100
DOMINOS PIZZA INCCOM25754A2014,74712,380SH SOLE512,1870193
DOMO INCCOM CL B25755410538595SH DFND305950
DOMTAR CORPCOM NEW257559203401,270SH DFND301,2700
DOMTAR CORPCOM NEW2575592031,02932,500SH SOLE532,50000
DONALDSON INCCOM2576511093215,742SH DFND31,8033,9390
DORMAN PRODS INCCOM2582781001131,301SH DFND32911,0100
DOUGLAS DYNAMICS INCCOM25960R10526609SH DFND306090
DOUGLAS EMMETT INCCOM25960P1091,62055,522SH SOLE955,52200
DOUGLAS EMMETT INCCOM25960P1092197,514SH DFND32,2735,2410
DOUGLAS EMMETT INCCOM25960P1094,463152,953SH SOLE5152,95300
DOVER CORPCOM2600031085414,285SH SOLE94,28500
DOVER CORPCOM26000310817,443138,163SH SOLE5138,16300
DOW INCCOM2605571033135,645SH OTR7005,645
DOW INCCOM2605571031,83433,040SH SOLE933,04000
DOW INCCOM2605571034,94389,067SH SOLE589,06601
DOW INCCOM2605571039,946179,200SH SOLE1179,20000
DRAFTKINGS INCCOM CL A26142R10453,5661,150,478SH SOLE51,146,56303,915
DRIL QUIP INCCOM262037104471,575SH DFND301,5750
DRIL QUIP INCCOM26203710429,212986,236SH SOLE5983,58302,653
DROPBOX INCCL A26210C10422996SH OTR700996
DROPBOX INCCL A26210C104723,252SH SOLE93,25200
DTE ENERGY COCOM2333311078266,800SH SOLE96,80000
DTE ENERGY COCOM23333110712,501102,961SH SOLE5102,96100
DUKE ENERGY CORP NEWCOM NEW26441C2043013,286SH OTR7003,286
DUKE ENERGY CORP NEWCOM NEW26441C20410,890118,938SH SOLE9118,93800
DUKE ENERGY CORP NEWCOM NEW26441C2042,08022,719SH DFND322,71900
DUKE ENERGY CORP NEWCOM NEW26441C20433,017360,609SH SOLE5360,60900
DUKE REALTY CORPCOM NEW26441150516400SH OTR700400
DUKE REALTY CORPCOM NEW2644115055,429135,824SH SOLE9135,82400
DUKE REALTY CORPCOM NEW26441150546311,578SH DFND311,57800
DUKE REALTY CORPCOM NEW2644115059,793245,021SH SOLE5245,02100
DUPONT DE NEMOURS INCCOM26614N10275610,626SH SOLE910,62600
DUPONT DE NEMOURS INCCOM26614N102755,45610,623,502SH SOLE510,254,4610369,040
DURECT CORPCOM266605104125,575SH DFND305,5750
DXC TECHNOLOGY COCOM23355L1061315,086SH OTR7005,086
DXC TECHNOLOGY COCOM23355L10629311,368SH DFND33,7857,5830
DYCOM INDS INCCOM26747510165860SH DFND308600
DYCOM INDS INCCOM2674751011,45819,305SH SOLE519,30500
DYNATRACE INCCOM NEW2681501091483,416SH OTR7003,416
DYNATRACE INCCOM NEW2681501092064,753SH SOLE94,75300
DYNAVAX TECHNOLOGIES CORPCOM NEW268158201173,724SH DFND31,0062,7180
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582013,382760,000SH SOLE5760,00000
E L F BEAUTY INCCOM26856L1038,647343,287SH SOLE5343,28700
EAGLE BANCORP INC MDCOM268948106551,340SH DFND301,3400
EAGLE MATLS INCCOM26969P1081791,767SH DFND34171,3500
EAGLE PHARMACEUTICALS INCCOM26979610831668SH DFND306680
EAST WEST BANCORP INCCOM27579R1042895,700SH DFND31,6004,1000
EAST WEST BANCORP INCCOM27579R104289,0575,700,187SH SOLE55,685,809014,378
EASTERLY GOVT PPTYS INCCOM27616P10359526,276SH SOLE926,27600
EASTERLY GOVT PPTYS INCCOM27616P103401,783SH DFND301,7830
EASTGROUP PPTYS INCCOM2772761011,78612,940SH SOLE912,94000
EASTGROUP PPTYS INCCOM2772761012081,510SH DFND34101,1000
EASTGROUP PPTYS INCCOM27727610176,494554,063SH SOLE5551,09102,972
EASTMAN CHEM COCOM2774321008048,022SH SOLE98,02200
EASTMAN CHEM COCOM27743210012,184121,503SH SOLE5121,483020
EATON CORP PLCSHSG291831031,68914,055SH SOLE914,05500
EATON CORP PLCSHSG291831031,61213,417SH DFND313,41700
EATON CORP PLCSHG2918310316,786139,721SH SOLE5139,72100
EATON VANCE CORPCOM NON VTG2782651033935,779SH DFND32,3703,4090
EBAY INC.COM2786421031492,967SH OTR7002,967
EBAY INC.COM2786421031,33326,530SH SOLE926,53000
EBAY INC.COM2786421031,08521,600SH DFND321,60000
EBAY INC.COM27864210377215,361SH SOLE515,36100
EBIX INCCOM NEW2787152061694,449SH DFND32,2432,2060
EBIX INCCOM NEW2787152061,52940,273SH SOLE540,27300
ECHOSTAR CORPCL A2787681061426,698SH SOLE96,69800
ECHOSTAR CORPCL A278768106502,383SH DFND35011,8820
ECOLAB INCCOM2788651003171,465SH OTR7001,465
ECOLAB INCCOM2788651003,98818,433SH SOLE918,43300
ECOLAB INCCOM27886510014,61767,559SH SOLE567,55900
EDGEWELL PERS CARE COCOM28035Q102601,728SH DFND35161,2120
EDISON INTLCOM2810201072774,410SH OTR7004,410
EDISON INTLCOM2810201074,48171,328SH SOLE971,32800
EDISON INTLCOM281020107676,17710,763,715SH SOLE510,409,0310354,684
EDITAS MEDICINE INCCOM28106W1031502,137SH DFND35771,5600
EDWARDS LIFESCIENCES CORPCOM28176E1083543,885SH OTR7003,885
EDWARDS LIFESCIENCES CORPCOM28176E1084,12945,254SH SOLE945,25400
EDWARDS LIFESCIENCES CORPCOM28176E108152,8251,675,161SH DFND5,8347,2941,285,68842,179
EHEALTH INCCOM28238P10937518SH DFND305180
EHEALTH INCCOM28238P10977711,000SH SOLE511,00000
EIDOS THERAPEUTICS INCCOM28249H10468519SH DFND32442750
ELANCO ANIMAL HEALTH INCCOM28414H10341313,473SH SOLE913,47300
ELANCO ANIMAL HEALTH INCCOM28414H1031274,125SH SOLE54,12500
ELANCO ANIMAL HEALTH INCCOM28414H1031,52549,736SH SOLE149,73600
ELASTIC N VORD SHSN145061043352,292SH DFND35591,7330
ELASTIC N VORD SHN1450610423,047157,714SH SOLE5153,22404,490
ELDORADO GOLD CORP NEWCOM284902509795,957SH OTR7005,957
ELECTRONIC ARTS INCCOM2855121092011,403SH OTR7001,403
ELECTRONIC ARTS INCCOM2855121093,10521,622SH SOLE921,62200
ELECTRONIC ARTS INCCOM2855121091,2748,873SH DFND38,87300
ELECTRONIC ARTS INCCOM285512109104726SH SOLE572600
ELEMENT SOLUTIONS INCCOM28618M1061458,164SH DFND32,3975,7670
ELEMENT SOLUTIONS INCCOM28618M1063,154177,892SH SOLE5177,89200
ELLINGTON FINANCIAL INCCOM28852N1098530SH DFND305300
EMBRAER S.A.SPONSORED ADS29082A1072,865420,704SH SOLE5420,70400
EMCOR GROUP INCCOM29084Q1002222,429SH DFND35921,8370
EMCOR GROUP INCCOM29084Q10014,772161,510SH SOLE5161,51000
EMERGENT BIOSOLUTIONS INCCOM29089Q1051761,965SH DFND34651,5000
EMERGENT BIOSOLUTIONS INCCOM29089Q1051,77919,858SH SOLE519,85800
EMERSON ELEC COCOM2910111043103,856SH OTR7003,856
EMERSON ELEC COCOM2910111043,88148,292SH SOLE948,29200
EMERSON ELEC COCOM2910111044,16051,759SH SOLE551,75900
EMPIRE ST RLTY TR INCCL A29210410645048,311SH SOLE948,31100
EMPIRE ST RLTY TR INCCL A292104106313,355SH DFND303,3550
EMPIRE ST RLTY TR INCCL A292104106121,250SH SOLE51,25000
EMPLOYERS HOLDINGS INCCOM29221810421642SH DFND306420
ENANTA PHARMACEUTICALS INCCOM29251M10621503SH DFND31783250
ENCOMPASS HEALTH CORPCOM29261A1003504,236SH DFND31,1593,0770
ENCOMPASS HEALTH CORPCOM29261A1008,10598,019SH SOLE597,995024
ENCORE CAP GROUP INCCOM292554102551,415SH DFND301,4150
ENCORE WIRE CORPCOM29256210534567SH DFND305670
ENDO INTL PLCSHSG3040110614420,029SH DFND39,90410,1250
ENERGIZER HLDGS INC NEWCOM29272W1091303,076SH DFND39522,1240
ENERGIZER HLDGS INC NEWCOM29272W1091,35032,000SH SOLE532,00000
ENERPAC TOOL GROUP CORPCL A COM292765104371,627SH DFND301,6270
ENERSYSCOM29275Y1021451,746SH DFND34461,3000
ENI S P ASPONSORED ADR26874R10840,3861,960,510SH SOLE51,033,9000926,609
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1004612,428SH DFND3012,4280
ENNIS INCCOM29338910281845,800SH SOLE545,80000
ENOVA INTL INCCOM29357K103471,909SH DFND301,9090
ENPHASE ENERGY INCCOM29355A10752295SH OTR700295
ENPHASE ENERGY INCCOM29355A1072461,400SH SOLE91,40000
ENPHASE ENERGY INCCOM29355A107101576SH DFND305760
ENPHASE ENERGY INCCOM29355A1076,17135,166SH SOLE535,16600
ENPRO INDS INCCOM29355X10740531SH DFND305310
ENSIGN GROUP INCCOM29358P10155761SH OTR700761
ENSIGN GROUP INCCOM29358P1011702,338SH DFND35371,8010
ENSTAR GROUP LIMITEDSHSG3075P101123601SH DFND32683330
ENTEGRIS INCCOM29362U1046046,290SH DFND32,1774,1130
ENTERCOM COMMUNICATIONS CORPCL A293639100510206,300SH SOLE5206,30000
ENTERGY CORP NEWCOM29364G10391911SH OTR700911
ENTERGY CORP NEWCOM29364G1033,84238,486SH SOLE938,48600
ENTERGY CORP NEWCOM29364G1035125,131SH SOLE55,13100
ENTERPRISE FINL SVCS CORPCOM29371210517492SH DFND304920
ENTERPRISE FINL SVCS CORPCOM29371210518,908540,990SH SOLE5539,37501,615
ENTERPRISE PRODS PARTNERS LCOM2937921071,93698,802SH SOLE998,80200
ENTERPRISE PRODS PARTNERS LCOM29379210742521,708SH DFND2021,7080
ENTERPRISE PRODS PARTNERS LCOM29379210712,575641,894SH DFND5,6297,52256,542287,830
ENVESTNET INCCOM29404K1061862,262SH DFND35541,7080
ENVISTA HOLDINGS CORPORATIONCOM29415F1042467,303SH DFND32,9184,3850
ENVIVA PARTNERS LPCOM UNIT29414J107751,655SH OTR7001,655
ENVIVA PARTNERS LPCOM UNIT29414J10787819,328SH SOLE519,32800
EOG RES INCCOM26875P1011713,420SH OTR7003,420
EOG RES INCCOM26875P1011,70234,124SH SOLE934,12400
EOG RES INCCOM26875P10111,212224,825SH SOLE5224,82500
EPAM SYS INCCOM29414B1043641,016SH SOLE91,01600
EPAM SYS INCCOM29414B104178,444497,959SH SOLE5497,95900
EPIZYME INCCOM29428V104403,680SH DFND37422,9380
EPIZYME INCCOM29428V1042,207203,200SH SOLE5203,20000
EPLUS INCCOM29426810724276SH DFND302760
EPR PPTYSCOM SH BEN INT26884U10983625,733SH SOLE925,73300
EPR PPTYSCOM SH BEN INT26884U1091133,463SH DFND38292,6340
EPR PPTYSCOM SH BEN INT26884U1092,19867,630SH SOLE567,612018
EQT CORPCOM26884L109655,148SH OTR7005,148
EQT CORPCOM26884L10918414,491SH DFND36,1858,3060
EQT CORPCOM26884L10974658,714SH SOLE558,71400
EQUIFAX INCCOM2944291055762,987SH SOLE92,98700
EQUIFAX INCCOM2944291059,98151,759SH SOLE551,75900
EQUINIX INCCOM29444U700537752SH OTR700752
EQUINIX INCCOM29444U7001,1721,641SH SOLE91,64100
EQUINIX INCCOM29444U70050,18570,270SH SOLE570,27000
EQUINOR ASASPONSORED ADR29446M102593,616SH OTR7003,616
EQUINOR ASASPONSORED ADR29446M1028,588523,008SH SOLE5523,00800
EQUITABLE HLDGS INCCOM29452E10172628,365SH SOLE928,36500
EQUITABLE HLDGS INCCOM29452E101863,365SH SOLE53,36500
EQUITRANS MIDSTREAM CORPCOM29460010191,120SH SOLE91,12000
EQUITRANS MIDSTREAM CORPCOM29460010113917,259SH DFND32,28014,9790
EQUITY COMWLTHCOM SH BEN INT29462810216600SH OTR700600
EQUITY COMWLTHCOM SH BEN INT2946281021,08939,930SH SOLE939,93000
EQUITY COMWLTHCOM SH BEN INT2946281021625,937SH DFND31,9743,9630
EQUITY COMWLTHCOM SH BEN INT2946281026,931254,079SH SOLE5247,87406,205
EQUITY LIFESTYLE PPTYS INCCOM29472R10834530SH OTR700530
EQUITY LIFESTYLE PPTYS INCCOM29472R1083,80159,995SH SOLE959,99500
EQUITY LIFESTYLE PPTYS INCCOM29472R10811,803186,288SH SOLE5186,28800
EQUITY RESIDENTIALSH BEN INT29476L1071222,061SH OTR7002,061
EQUITY RESIDENTIALSH BEN INT29476L1077,985134,696SH SOLE9134,69600
EQUITY RESIDENTIALSH BEN INT29476L107648,36910,937,405SH SOLE510,608,2000329,205
ERICSSONADR B SEK 102948216085,034421,267SH SOLE5421,26700
ERIE INDTY COCL A29530P1023321,352SH SOLE91,35200
ESCO TECHNOLOGIES INCCOM2963151041301,258SH DFND35357230
ESCO TECHNOLOGIES INCCOM29631510462,457605,087SH SOLE5602,15902,928
ESPERION THERAPEUTICS INC NECOM29664W105361,366SH DFND32731,0930
ESSENT GROUP LTDCOMG3198U1022225,145SH DFND31,5653,5800
ESSENT GROUP LTDCOMG3198U10278,9881,828,416SH SOLE51,819,38509,031
ESSENTIAL PPTYS RLTY TR INCCOM29670E10770533,272SH SOLE933,27200
ESSENTIAL PPTYS RLTY TR INCCOM29670E1071235,800SH DFND32,2653,5350
ESSENTIAL UTILS INCCOM29670G1021,79637,979SH SOLE237,97900
ESSENTIAL UTILS INCCOM29670G1025,750121,587SH SOLE9121,58700
ESSENTIAL UTILS INCCOM29670G10276516,173SH DFND316,17300
ESSENTIAL UTILS INCCOM29670G1021,47731,233SH DFND2018,44712,786
ESSENTIAL UTILS INCCOM29670G10221,788460,735SH DFND5,6410,88644,7275,122
ESSENTIAL UTILS INCUNIT 04/30/202229670G2017,320118,025SH SOLE5117,0840941
ESSEX PPTY TR INCCOM29717810542176SH OTR700176
ESSEX PPTY TR INCCOM2971781055,69623,993SH SOLE923,99300
ESSEX PPTY TR INCCOM29717810511,50248,446SH SOLE548,44600
ETSY INCCOM29786A106138774SH OTR700774
ETSY INCCOM29786A1062491,400SH SOLE91,40000
ETSY INCCOM29786A10698552SH DFND305520
ETSY INCCOM29786A10623,724133,346SH SOLE5133,34600
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL32,9912,660,000PRN OTR7000
EURONET WORLDWIDE INCCOM2987361092972,051SH DFND35511,5000
EURONET WORLDWIDE INCCOM2987361094,66132,165SH SOLE532,16500
EVENTBRITE INCCOM CL A29975E10913733SH DFND307330
EVERBRIDGE INCCOM29978A1042231,493SH DFND33611,1320
EVERBRIDGE INCCOM29978A10473,159490,768SH SOLE5490,76800
EVERCORE INCCLASS A29977A1052021,841SH DFND34291,4120
EVERCORE INCCLASS A29977A1052,37721,681SH SOLE521,68100
EVEREST RE GROUP LTDCOMG3223R108110470SH OTR700470
EVEREST RE GROUP LTDCOMG3223R1084722,017SH SOLE92,01700
EVEREST RE GROUP LTDCOMG3223R1086,50827,802SH SOLE527,80200
EVERGY INCCOM30034W1062,39343,104SH SOLE943,10400
EVERSOURCE ENERGYCOM30040W1081141,318SH OTR7001,318
EVERSOURCE ENERGYCOM30040W1085,47463,278SH SOLE963,27800
EVERSOURCE ENERGYCOM30040W1086437,435SH DFND37,43500
EVERSOURCE ENERGYCOM30040W1083,14936,403SH SOLE5447035,956
EVERTEC INCCOM30040P1031453,680SH DFND31,4022,2780
EVO PMTS INCCL A COM26927E10423846SH DFND308460
EVO PMTS INCCL A COM26927E1041,97473,099SH SOLE573,09900
EVOLENT HEALTH INCCL A30050B10116967SH DFND309670
EVOLENT HEALTH INCCL A30050B1011,705106,337SH SOLE5106,33700
EVOQUA WATER TECHNOLOGIES COCOM30057T105652,408SH DFND302,4080
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC93,0752,350,000PRN OTR7000
EXACT SCIENCES CORPCOM30063P1053482,627SH SOLE92,62700
EXACT SCIENCES CORPCOM30063P105257,1621,940,988SH SOLE51,938,46902,519
EXELIXIS INCCOM30161Q10424612,258SH DFND33,9148,3440
EXELON CORPCOM30161N1013257,699SH OTR7007,699
EXELON CORPCOM30161N1012,39756,714SH SOLE956,71400
EXELON CORPCOM30161N1011,28430,371SH DFND330,37100
EXELON CORPCOM30161N1011,48935,277SH SOLE535,27700
EXLSERVICE HOLDINGS INCCOM3020811041281,502SH DFND34001,1020
EXLSERVICE HOLDINGS INCCOM30208110494,5871,111,085SH SOLE51,105,35005,735
EXP WORLD HLDGS INCCOM30212W1001221,925SH DFND38321,0930
EXP WORLD HLDGS INCCOM30212W1003034,800SH SOLE54,80000
EXPEDIA GROUP INCCOM NEW30212P3035293,998SH SOLE93,99800
EXPEDITORS INTL WASH INCCOM3021301092372,493SH OTR7002,493
EXPEDITORS INTL WASH INCCOM3021301091,18612,468SH SOLE912,46800
EXPEDITORS INTL WASH INCCOM3021301095075,326SH DFND35,32600
EXPEDITORS INTL WASH INCCOM3021301093023,172SH SOLE53,17200
EXPONENT INCCOM30214U1021912,121SH DFND38491,2720
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001238,295SH DFND31,8666,4290
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,731116,874SH SOLE5116,87400
EXTRA SPACE STORAGE INCCOM30225T10238330SH OTR700330
EXTRA SPACE STORAGE INCCOM30225T1025,33646,059SH SOLE946,05900
EXTRA SPACE STORAGE INCCOM30225T10210,32989,150SH SOLE589,15000
EXTREME NETWORKS INCCOM30226D106233,374SH DFND303,3740
EXXON MOBIL CORPCOM30231G10273517,834SH OTR70017,834
EXXON MOBIL CORPCOM30231G1021,95747,466SH SOLE947,46600
F N B CORPCOM30252010113814,511SH DFND33,42911,0820
F N B CORPCOM302520101109,52211,528,660SH SOLE511,493,177035,483
F5 NETWORKS INCCOM3156161023992,268SH SOLE92,26800
F5 NETWORKS INCCOM3156161023241,842SH DFND31,84200
F5 NETWORKS INCCOM315616102121687SH SOLE568700
FABRINETSHSG3323L1001041,337SH DFND3331,3040
FACEBOOK INCCL A30303M1023,57213,075SH OTR70013,075
FACEBOOK INCCL A30303M10213,71250,196SH SOLE950,19600
FACEBOOK INCCL A30303M102157,542576,740SH SOLE5576,74000
FACTSET RESH SYS INCCOM30307510578234SH OTR700234
FACTSET RESH SYS INCCOM3030751056631,995SH SOLE91,99500
FACTSET RESH SYS INCCOM3030751053901,172SH DFND31,17200
FAIR ISAAC CORPCOM30325010455108SH OTR700108
FAIR ISAAC CORPCOM303250104266520SH SOLE952000
FAIR ISAAC CORPCOM303250104321628SH SOLE562800
FARFETCH LTDORD SH CL A30744W10719,086299,106SH SOLE5292,51806,588
FARO TECHNOLOGIES INCCOM31164210225361SH DFND303610
FASTENAL COCOM3119001041422,902SH OTR7002,902
FASTENAL COCOM3119001042,09142,818SH SOLE942,81800
FASTENAL COCOM31190010489218,269SH DFND318,26900
FASTENAL COCOM3119001042615,347SH SOLE55,34700
FASTENAL COCOM3119001044,84599,229SH SOLE199,22900
FASTLY INCCL A31188V1002703,086SH DFND37472,3390
FATE THERAPEUTICS INCCOM31189P1022612,865SH DFND36362,2290
FATE THERAPEUTICS INCCOM31189P1026,56772,224SH SOLE572,22400
FBL FINL GROUP INCCL A30239F10637706SH DFND370600
FEDERAL AGRIC MTG CORPCL C31314830611148SH DFND301480
FEDERAL RLTY INVT TRSH BEN INT NEW3137472062,23626,264SH SOLE926,26400
FEDERAL RLTY INVT TRSH BEN INT NEW3137472062472,900SH DFND38002,1000
FEDERAL RLTY INVT TRSH BEN INT NEW3137472061,46417,204SH SOLE517,20400
FEDERAL SIGNAL CORPCOM3138551081203,621SH DFND31,3762,2450
FEDERAL SIGNAL CORPCOM31385510869,1982,086,176SH SOLE52,074,423011,753
FEDERATED HERMES INCCL B3142111031264,345SH DFND31,9282,4170
FEDEX CORPCOM31428X1063601,388SH OTR7001,388
FEDEX CORPCOM31428X1062,4439,410SH SOLE99,41000
FEDEX CORPCOM31428X1061,9997,700SH DFND37,70000
FEDEX CORPCOM31428X10610,28739,625SH SOLE539,62500
FERRARI N VCOMN3167Y1039,78842,644SH SOLE542,64400
FERRO CORPCOM315405100221,478SH DFND301,4780
FERRO CORPCOM31540510043,2822,958,425SH SOLE52,943,439014,986
FIBROGEN INCCOM31572Q808852,302SH DFND38281,4740
FIDELITY COVINGTON TRUSTCONSMR STAPLES3160923031,55338,188SH SOLE538,18800
FIDELITY COVINGTON TRUSTMSCI COMMNTN SVC3160928732,41753,131SH SOLE553,13100
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30340010,228SH SOLE910,22800
FIDELITY NATL INFORMATION SVCOM31620M1065834,121SH OTR7004,121
FIDELITY NATL INFORMATION SVCOM31620M1062,24515,872SH SOLE915,87200
FIDELITY NATL INFORMATION SVCOM31620M10639,979282,587SH SOLE5282,58700
FIFTH THIRD BANCORPCOM3167731002739,915SH OTR7009,915
FIFTH THIRD BANCORPCOM3167731001,64959,815SH SOLE959,81500
FIFTH THIRD BANCORPCOM31677310011399SH SOLE539900
FIREEYE INCNOTE 0.875% 6/031816QAF82,4512,030,000PRN OTR7000
FIREEYE INCCOM31816Q1012028,775SH DFND32,3496,4260
FIRST AMERN FINL CORPCOM31847R1023306,394SH DFND32,8783,5160
FIRST AMERN FINL CORPCOM31847R1021,97238,200SH SOLE538,20000
FIRST BANCORP N CCOM31891010619560SH DFND305600
FIRST BANCORP N CCOM31891010640,2041,188,425SH SOLE51,181,34407,081
FIRST BANCORP P RCOM NEW318672706798,600SH DFND308,6000
FIRST BANCSHARES INC MSCOM3189161038247SH DFND302470
FIRST BUSEY CORPCOM NEW31938320422998SH DFND309980
FIRST BUSEY CORPCOM NEW31938320497445,200SH SOLE545,20000
FIRST COMWLTH FINL CORP PACOM319829107211,920SH DFND301,9200
FIRST CTZNS BANCSHARES INC NCL A31946M103107187SH DFND301870
FIRST CTZNS BANCSHARES INC NCL A31946M103123215SH SOLE521500
FIRST FINL BANCORP OHCOM320209109864,889SH DFND31,0363,8530
FIRST FINL BANCORP OHCOM320209109115,6336,596,150SH SOLE56,570,046026,104
FIRST FINL BANKSHARESCOM32020R1091724,748SH DFND31,3503,3980
FIRST FNDTN INCCOM32026V10412597SH DFND305970
FIRST FNDTN INCCOM32026V10412,170608,495SH SOLE5605,25903,236
FIRST HAWAIIAN INCCOM32051X1081275,371SH DFND31,3714,0000
FIRST HORIZON CORPORATIONCOM32051710535828,053SH DFND311,18116,8720
FIRST HORIZON CORPORATIONCOM3205171052,618205,148SH SOLE5205,14800
FIRST INDL RLTY TR INCCOM32054K1031,79142,508SH SOLE942,50800
FIRST INDL RLTY TR INCCOM32054K1032145,082SH DFND31,4363,6460
FIRST INDL RLTY TR INCCOM32054K1035,022119,212SH SOLE5119,184028
FIRST INTERNET BANCORPCOM320557101321,100SH SOLE51,10000
FIRST INTST BANCSYSTEM INCCOM CL A32055Y201591,447SH DFND34549930
FIRST INTST BANCSYSTEM INCCOM CL A32055Y201121,2622,974,298SH SOLE52,961,811012,487
FIRST MERCHANTS CORPCOM3208171091032,763SH DFND35832,1800
FIRST MERCHANTS CORPCOM3208171094,673124,915SH SOLE5124,91500
FIRST MIDWEST BANCORP DELCOM320867104603,757SH DFND31,1572,6000
FIRST MIDWEST BANCORP DELCOM32086710470,5024,428,489SH SOLE54,416,037012,452
FIRST REP BK SAN FRANCISCO CCOM33616C1002952,006SH OTR7002,006
FIRST REP BK SAN FRANCISCO CCOM33616C1009306,327SH SOLE96,32700
FIRST REP BK SAN FRANCISCO CCOM33616C1001571,069SH SOLE51,06900
FIRST SOLAR INCCOM3364331073883,926SH DFND31,3262,6000
FIRST SOLAR INCCOM3364331074,28043,266SH SOLE543,26600
FIRST TR EXCH TRD ALPHDX FDCHINA ALPHADEX33737J141441,511SH OTR7001,511
FIRSTCASH INCCOM33767D1051301,851SH DFND37541,0970
FIRSTCASH INCCOM33767D1051,55422,182SH SOLE522,18200
FIRSTENERGY CORPCOM3379321073,248106,117SH SOLE9106,11700
FISERV INCCOM3377381084503,955SH OTR7003,955
FISERV INCCOM3377381081,63414,353SH SOLE914,35300
FISERV INCCOM33773810835,143308,650SH SOLE5308,65000
FITBIT INCCL A33812L102345,051SH DFND305,0510
FIVE BELOW INCCOM33829M1014582,618SH DFND38721,7460
FIVE BELOW INCCOM33829M10130,489174,241SH SOLE5172,55901,682
FIVE PRIME THERAPEUTICS INCCOM33830X1041,701100,000SH SOLE5100,00000
FIVE STAR SENIOR LIVING INCCOM NEW33832D2052361SH OTR700361
FIVE9 INCCOM3383071014442,544SH DFND36441,9000
FIVE9 INCCOM3383071014,09723,494SH SOLE523,49400
FIVERR INTL LTDORD SHSM4R82T10659300SH DFND303000
FLAGSTAR BANCORP INCCOM PAR .001337930705671,647SH OTR7001,647
FLAGSTAR BANCORP INCCOM PAR .00133793070532786SH DFND307860
FLEETCOR TECHNOLOGIES INCCOM339041105247904SH OTR700904
FLEETCOR TECHNOLOGIES INCCOM3390411055161,892SH SOLE91,89200
FLEETCOR TECHNOLOGIES INCCOM3390411054791,756SH SOLE51,75600
FLEX LTDORDY2573F10240922,730SH DFND37,79214,9380
FLEX LTDORDY2573F102169,0869,404,102SH SOLE59,381,071023,031
FLEXION THERAPEUTICS INCCOM33938J1067565SH DFND305650
FLEXION THERAPEUTICS INCCOM33938J10668058,898SH SOLE558,89800
FLIR SYS INCCOM3024451012325,300SH DFND31,5003,8000
FLOOR & DECOR HLDGS INCCL A3397501013223,464SH DFND38572,6070
FLOOR & DECOR HLDGS INCCL A33975010110,710115,344SH SOLE5115,34400
FLOWERS FOODS INCCOM3434981012219,777SH DFND33,4406,3370
FLOWSERVE CORPCOM34354P1052276,168SH OTR7006,168
FLOWSERVE CORPCOM34354P1052145,796SH DFND31,8733,9230
FLUOR CORP NEWCOM343412102976,097SH DFND31,4024,6950
FLWS/1-800 FLOWERSCL A68243Q10619723SH DFND307230
FMC CORPCOM NEW30249130349424SH OTR700424
FMC CORPCOM NEW3024913033352,918SH SOLE92,91800
FMC CORPCOM NEW30249130316,048139,637SH SOLE5139,63700
FOCUS FINL PARTNERS INCCOM CL A34417P10021473SH DFND304730
FOCUS FINL PARTNERS INCCOM CL A34417P1002,58959,520SH SOLE559,52000
FOLEY TRASIMENE ACQUISTN CORCOM CL A34431F1043,354300,000SH SOLE1300,00000
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910618,244240,777SH SOLE5240,77700
FOOT LOCKER INCCOM3448491041854,568SH DFND31,1033,4650
FOOT LOCKER INCCOM3448491041,69441,900SH SOLE541,90000
FORD MTR CO DELCOM34537086026029,567SH OTR70029,567
FORD MTR CO DELCOM3453708604,126469,350SH SOLE9469,35000
FORMA THERAPEUTICS HLDGS INCSH34633R1043,23892,786SH SOLE592,78600
FORMFACTOR INCCOM3463751082325,401SH DFND32,6412,7600
FORMFACTOR INCCOM3463751081,70839,697SH SOLE539,69700
FORRESTER RESH INCCOM34656310932760SH DFND307600
FORTINET INCCOM34959E1092951,985SH OTR7001,985
FORTINET INCCOM34959E1091,3689,207SH SOLE99,20700
FORTINET INCCOM34959E10920,624138,857SH SOLE5138,85700
FORTINET INCCOM34959E1099116,134SH SOLE16,13400
FORTIS INCCOM3495531072666,526SH OTR7006,526
FORTIVE CORPNOTE 0.875% 2/134959JAK43,0893,005,000PRN OTR7000
FORTIVE CORPCOM34959J1086118,625SH SOLE98,62500
FORTIVE CORPCOM34959J1086,79395,919SH SOLE595,91900
FORTRESS BIOTECH INCCOM34960Q109317100,000SH SOLE5100,00000
FORTUNE BRANDS HOME & SEC INCOM34964C1063854,492SH SOLE94,49200
FORTUNE BRANDS HOME & SEC INCOM34964C1063664,269SH DFND34,26900
FORWARD AIR CORPCOM349853101811,051SH DFND31568950
FOUR CORNERS PPTY TR INCCOM35086T10918600SH OTR700600
FOUR CORNERS PPTY TR INCCOM35086T10969223,231SH SOLE923,23100
FOUR CORNERS PPTY TR INCCOM35086T109501,668SH DFND301,6680
FOUR CORNERS PPTY TR INCCOM35086T1093,177106,708SH SOLE5106,70800
FOX CORPCL A COM35137L10552217,924SH SOLE917,92400
FOX CORPCL B COM35137L2041866,453SH SOLE96,45300
FOX CORPCL A COM35137L1054,814165,316SH SOLE1165,31600
FOX FACTORY HLDG CORPCOM35138V1021791,694SH DFND34061,2880
FOX FACTORY HLDG CORPCOM35138V1021,94318,383SH SOLE518,38300
FRANCO NEV CORPCOM3518581052882,304SH OTR7002,304
FRANKLIN ELEC INCCOM353514102761,095SH DFND301,0950
FRANKLIN RESOURCES INCCOM35461310142817,142SH SOLE917,14200
FRANKLIN RESOURCES INCCOM3546131012309,189SH DFND39,18900
FRANKLIN STR PPTYS CORPCOM35471R10614633,475SH SOLE933,47500
FRANKLIN STR PPTYS CORPCOM35471R10640993,612SH SOLE593,61200
FREEPORT-MCMORAN INCCL B35671D857943,614SH OTR7003,614
FREEPORT-MCMORAN INCCL B35671D8571,56760,215SH SOLE960,21500
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291068185SH SOLE500185
FRESHPET INCCOM3580391052401,693SH DFND35671,1260
FRESHPET INCCOM3580391052,75019,370SH SOLE519,37000
FRONTDOOR INCCOM35905A1092124,213SH DFND31,4162,7970
FS KKR CAP CORPCOM30263520695657,747SH SOLE557,74700
FTI CONSULTING INCNOTE 2.000% 8/1302941AP4550430,000PRN OTR7000
FTI CONSULTING INCCOM3029411091321,181SH DFND32709110
FTI CONSULTING INCCOM3029411091,40312,557SH SOLE512,55700
FTI CONSULTING INCNOTE 2.000% 8/1302941AP46,1364,891,000PRN SOLE54,861,000030,000
FUELCELL ENERGY INCCOM35952H601958,500SH DFND308,5000
FULGENT GENETICS INCCOM35966410916300SH SOLE530000
FULLER H B COCOM3596941061021,965SH DFND301,9650
FULLER H B COCOM35969410669,5501,340,591SH SOLE51,336,64603,945
FULTON FINL CORP PACOM360271100997,758SH DFND31,7296,0290
FUSION ACQUISITION CORPCL A36118H1055,085450,000SH SOLE1450,00000
FUTUREFUEL CORPCOM36116M106937,294SH DFND307,2940
G1 THERAPEUTICS INCCOM3621LQ109201,100SH DFND32978030
GALAPAGOS NVSPON ADR36315X1011071,076SH SOLE51,07600
GALLAGHER ARTHUR J & COCOM3635761094093,304SH OTR7003,304
GALLAGHER ARTHUR J & COCOM3635761095624,544SH SOLE94,54400
GALLAGHER ARTHUR J & COCOM363576109123994SH SOLE599400
GAMING & LEISURE PPTYS INCCOM36467J1083,05972,150SH SOLE972,15000
GAMING & LEISURE PPTYS INCCOM36467J10844610,508SH DFND33,8936,6150
GAMING & LEISURE PPTYS INCCOM36467J10816,614391,833SH SOLE5391,83300
GAP INCCOM36476010820310,057SH DFND32,3597,6980
GARMIN LTDSHSH2906T1091,1809,861SH SOLE99,86100
GARMIN LTDSHSH2906T1094864,065SH DFND34,06500
GARMIN LTDSHH2906T1092912,430SH SOLE52,43000
GARTNER INCCOM3666511072061,284SH SOLE91,28400
GASLOG LTDSHG3758510936297,410SH SOLE597,41000
GATES INDUSTRIAL CORPRATIN PORD SHSG3910810812934SH DFND309340
GATES INDUSTRIAL CORPRATIN PORD SHG3910810814,6191,145,696SH SOLE51,145,653043
GATX CORPCOM36144810363752SH DFND307520
GCP APPLIED TECHNOLOGIES INCCOM36164Y10123961SH DFND309610
GDS HLDGS LTDSPONSORED ADS36165L1081,23113,150SH SOLE913,15000
GDS HLDGS LTDSPONSORED ADS36165L10881865SH DFND386500
GENERAC HLDGS INCCOM3687361042731,200SH SOLE91,20000
GENERAC HLDGS INCCOM3687361045322,340SH DFND31,9873530
GENERAC HLDGS INCCOM3687361042,1779,571SH SOLE59,57100
GENERAL DYNAMICS CORPCOM3695501084342,915SH SOLE92,91500
GENERAL ELECTRIC COCOM36960410338235,339SH OTR70035,339
GENERAL ELECTRIC COCOM3696041034,246393,187SH SOLE9393,18700
GENERAL MLS INCCOM37033410418,997323,074SH SOLE10323,07400
GENERAL MLS INCCOM3703341041212,065SH OTR7002,065
GENERAL MLS INCCOM3703341041,14019,388SH SOLE919,38800
GENERAL MLS INCCOM370334104113,0971,923,048SH SOLE51,923,04800
GENERAL MTRS COCOM37045V10067216,145SH OTR70016,145
GENERAL MTRS COCOM37045V1005,119122,937SH SOLE9122,93700
GENERAL MTRS COCOM37045V10011,256270,306SH SOLE5270,30600
GENMARK DIAGNOSTICS INCCOM37230910413863SH DFND308630
GENMARK DIAGNOSTICS INCCOM37230910447,0923,225,482SH SOLE53,207,510017,972
GENPACT LIMITEDSHG3922B10742710,333SH SOLE510,33300
GENTEX CORPCOM3719011093359,871SH DFND32,8157,0560
GENTHERM INCCOM37253A1031061,627SH DFND38807470
GENUINE PARTS COCOM3724601055285,259SH SOLE95,25900
GENUINE PARTS COCOM3724601059459,413SH SOLE59,41300
GENWORTH FINL INCCOM CL A37247D1067319,215SH DFND3019,2150
GEO GROUP INC NEWCOM36162J106667,454SH DFND32,8734,5810
GERMAN AMERN BANCORP INCCOM37386510416469SH DFND304690
GERON CORPCOM374163103148,749SH DFND308,7490
GETTY RLTY CORP NEWCOM37429710930010,889SH SOLE910,88900
GETTY RLTY CORP NEWCOM37429710920734SH DFND307340
GIBRALTAR INDS INCCOM3746891071181,641SH DFND38118300
GIBRALTAR INDS INCCOM37468910740550SH SOLE555000
GILEAD SCIENCES INCCOM3755581033225,528SH OTR7005,528
GILEAD SCIENCES INCCOM3755581032,92750,236SH SOLE950,23600
GILEAD SCIENCES INCCOM37555810318,061310,000SH SOLE5310,00000
GLACIER BANCORP INC NEWCOM37637Q1051573,420SH DFND39742,4460
GLAUKOS CORPCOM3773221021151,523SH DFND34111,1120
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10567,6751,838,986SH SOLE51,120,3990718,586
GLOBAL BLOOD THERAPEUTICS INCOM37890U108942,178SH DFND35781,6000
GLOBAL NET LEASE INCCOM NEW37937820148128,034SH SOLE928,03400
GLOBAL NET LEASE INCCOM NEW379378201352,056SH DFND302,0560
GLOBAL PMTS INCCOM37940X1023091,433SH OTR7001,433
GLOBAL PMTS INCCOM37940X1021,5867,362SH SOLE97,36200
GLOBAL PMTS INCCOM37940X10237,074172,092SH SOLE5171,3300762
GLOBANT S ACOML443851096953,194SH SOLE93,19400
GLOBANT S ACOML4438510954246SH DFND324600
GLOBANT S ACOML4438510919,95191,682SH SOLE591,68200
GLOBE LIFE INCCOM37959E1023683,875SH SOLE93,87500
GLOBE LIFE INCCOM37959E10216,317171,825SH SOLE5171,82500
GLOBUS MED INCCL A3795772082143,286SH DFND38172,4690
GLU MOBILE INCCOM379890106525,731SH DFND305,7310
GLU MOBILE INCCOM37989010630,7383,411,514SH SOLE53,402,39409,120
GMS INCCOM36251C103541,757SH DFND301,7570
GODADDY INCCL A3802371072863,445SH OTR7003,445
GODADDY INCCL A3802371071982,392SH SOLE92,39200
GODADDY INCCL A3802371075436,543SH SOLE56,54300
GOLDMAN SACHS GROUP INCCOM38141G1045,26319,958SH SOLE919,95800
GOLDMAN SACHS GROUP INCCOM38141G1041,1284,279SH DFND34,27900
GOLDMAN SACHS GROUP INCCOM38141G10412,33046,756SH SOLE546,75600
GOODYEAR TIRE & RUBR COCOM382550101918,316SH DFND308,3160
GOODYEAR TIRE & RUBR COCOM38255010176470,000SH SOLE570,00000
GOOSEHEAD INS INCCOM CL A38267D10934272SH DFND302720
GOOSEHEAD INS INCCOM CL A38267D1093,21825,797SH SOLE525,79700
GOSSAMER BIO INCCOM38341P102202,058SH DFND35561,5020
GRACE W R & CO DEL NEWCOM38388F1081152,098SH DFND35981,5000
GRACO INCCOM3841091045998,279SH DFND33,1815,0980
GRACO INCCOM38410910419,473269,154SH SOLE5263,53005,624
GRAFTECH INTL LTDCOM384313508312,945SH DFND302,9450
GRAHAM HLDGS COCOM CL B38463710455103SH DFND301030
GRAINGER W W INCCOM3848021041,7154,201SH SOLE94,20100
GRAINGER W W INCCOM3848021045881,439SH DFND31,43900
GRAINGER W W INCCOM38480210417,93443,920SH SOLE543,92000
GRAND CANYON ED INCCOM38526M1062662,857SH DFND37412,1160
GRANITE CONSTR INCCOM387328107331,252SH DFND301,2520
GRANITE PT MTG TR INCCOM STK38741L107161,562SH DFND301,5620
GRANITE REAL ESTATE INVT TRUNIT 99/99/999938743711424400SH OTR700400
GRAPHIC PACKAGING HLDG COCOM38868910123713,992SH DFND34,6179,3750
GRAPHIC PACKAGING HLDG COCOM38868910123,9171,411,867SH SOLE51,411,86700
GRAY TELEVISION INCCOM389375106633,498SH OTR7003,498
GRAY TELEVISION INCCOM3893751061518,415SH DFND32,3876,0280
GRAY TELEVISION INCCOM38937510679644,500SH SOLE544,50000
GREAT LAKES DREDGE & DOCK COCOM390607109151,164SH SOLE51,16400
GREAT SOUTHN BANCORP INCCOM3909051077143SH DFND301430
GREAT WESTN BANCORP INCCOM391416104482,300SH DFND302,3000
GREAT WESTN BANCORP INCCOM39141610497,6024,669,957SH SOLE54,651,363018,594
GREEN DOT CORPCL A39304D1021061,896SH DFND37001,1960
GREIF INCCL A397624107531,130SH DFND301,1300
GREIF INCCL A3976241071,61334,400SH SOLE534,40000
GROCERY OUTLET HLDG CORPCOM39874R101661,671SH DFND301,6710
GROCERY OUTLET HLDG CORPCOM39874R10127,423698,681SH SOLE5678,887019,794
GROUP 1 AUTOMOTIVE INCCOM39890510994717SH DFND307170
GROUPON INCCOM NEW399473206701,854SH DFND301,8540
GRUBHUB INCCOM4001101022733,675SH DFND37692,9060
GRUPO TELEVISA SASPON ADR REP ORD40049J20669,1068,386,695SH SOLE58,386,69500
GS ACQUISITION HLDGS CORP IICOM CL A36258Q1052,725250,000SH SOLE1250,00000
GSX TECHEDU INCSPONSORED ADS36257Y10951910,038SH SOLE910,03800
GSX TECHEDU INCSPONSORED ADS36257Y10948922SH DFND392200
GUARDANT HEALTH INCCOM40131M1093492,707SH DFND35972,1100
GUIDEWIRE SOFTWARE INCCOM40171V10063490SH SOLE949000
GUIDEWIRE SOFTWARE INCCOM40171V10024,089187,129SH SOLE5182,96404,165
H & E EQUIPMENT SERVICES INCCOM40403010838,8121,301,991SH SOLE51,297,97204,019
HACKETT GROUP INCCOM404609109271,861SH DFND31,86100
HAEMONETICS CORPCOM4050241003352,824SH DFND31,0391,7850
HAIN CELESTIAL GROUP INCCOM4052171001203,001SH DFND38812,1200
HAIN CELESTIAL GROUP INCCOM4052171009,250230,390SH SOLE5230,39000
HALLIBURTON COCOM4062161011467,704SH OTR7007,704
HALLIBURTON COCOM4062161011,13359,965SH SOLE959,96500
HALLIBURTON COCOM406216101603,183SH SOLE53,18300
HALOZYME THERAPEUTICS INCCOM40637H1092545,949SH DFND31,3854,5640
HALOZYME THERAPEUTICS INCCOM40637H10998,7502,312,103SH SOLE52,301,396010,707
HAMILTON LANE INCCL A40749710643554SH DFND305540
HAMILTON LANE INCCL A40749710654,908703,497SH SOLE5699,75403,743
HANCOCK WHITNEY CORPORATIONCOM4101201091233,622SH DFND39202,7020
HANCOCK WHITNEY CORPORATIONCOM410120109157,3374,624,820SH SOLE54,612,361012,459
HANESBRANDS INCCOM41034510220814,253SH DFND32,78911,4640
HANGER INCCOM NEW41043F208512,310SH DFND31,7096010
HANMI FINL CORPCOM NEW41049520464456,800SH SOLE556,80000
HANNON ARMSTRONG SUST INFR CCOM41068X1001672,637SH DFND31,0001,6370
HANOVER INS GROUP INCCOM4108671052151,842SH DFND38191,0230
HANOVER INS GROUP INCCOM410867105110,283943,231SH SOLE5940,45302,778
HARLEY DAVIDSON INCCOM4128221082426,590SH DFND31,6164,9740
HARLEY DAVIDSON INCCOM4128221081,60743,800SH SOLE543,80000
HARSCO CORPCOM415864107382,118SH DFND302,1180
HARTFORD FINL SVCS GROUP INCCOM4165151043006,131SH OTR7006,131
HARTFORD FINL SVCS GROUP INCCOM4165151041,05521,538SH SOLE921,53800
HARTFORD FINL SVCS GROUP INCCOM41651510432,006653,456SH SOLE5653,45600
HASBRO INCCOM4180561074825,155SH SOLE95,15500
HASBRO INCCOM41805610712,740136,200SH SOLE5136,20000
HAVERTY FURNITURE INCCOM419596101391,421SH DFND31,42100
HAVERTY FURNITURE INCCOM4195961011,21543,900SH SOLE543,90000
HAWAIIAN ELEC INDUSTRIESCOM41987010056716,025SH SOLE916,02500
HAWAIIAN ELEC INDUSTRIESCOM4198701001564,413SH DFND31,1533,2600
HAWAIIAN HOLDINGS INCCOM41987910180245,300SH SOLE545,30000
HAWKINS INCCOM42026110939746SH DFND374600
HCA HEALTHCARE INCCOM40412C101162984SH OTR700984
HCA HEALTHCARE INCCOM40412C1011,6009,731SH SOLE99,73100
HCA HEALTHCARE INCCOM40412C1018,32250,602SH SOLE550,60200
HCI GROUP INCCOM40416E1031773,377SH DFND32,8475300
HDFC BANK LTDSPONSORED ADS40415F1016,54090,500SH SOLE590,50000
HEADHUNTER GROUP PLCSPONSORED ADS42207L1069,052299,246SH SOLE5299,24600
HEALTHCARE RLTY TRCOM42194610421700SH OTR700700
HEALTHCARE RLTY TRCOM4219461041,33645,141SH SOLE945,14100
HEALTHCARE RLTY TRCOM4219461041404,716SH DFND31,4213,2950
HEALTHCARE RLTY TRCOM4219461042428,192SH SOLE58,19200
HEALTHCARE SVCS GROUP INCCOM4219061081997,078SH DFND34,3212,7570
HEALTHCARE TR AMER INCCL A NEW42225P5011,98572,088SH SOLE972,08800
HEALTHCARE TR AMER INCCL A NEW42225P5012679,682SH DFND34,1265,5560
HEALTHCARE TR AMER INCCL A NEW42225P5017,544273,921SH SOLE5273,92100
HEALTHEQUITY INCCOM42226A1072243,209SH DFND31,0352,1740
HEALTHEQUITY INCCOM42226A10728,038402,202SH SOLE5392,69409,508
HEALTHPEAK PROPERTIES INCCOM42250P1032397,892SH OTR7007,892
HEALTHPEAK PROPERTIES INCCOM42250P1035,931196,210SH SOLE9196,21000
HEALTHPEAK PROPERTIES INCCOM42250P1039,204304,471SH SOLE5304,47100
HEALTHSTREAM INCCOM42222N1039430SH DFND304300
HEARTLAND EXPRESS INCCOM42234710416893SH DFND308930
HEARTLAND FINL USA INCCOM42234Q102431,066SH DFND33487180
HECLA MNG COCOM42270410612819,709SH DFND37,40012,3090
HEICO CORP NEWCL A42280620833278SH OTR700278
HEICO CORP NEWCOM4228061092621,977SH SOLE91,97700
HEICO CORP NEWCL A4228062084844,135SH SOLE94,13500
HEIDRICK & STRUGGLES INTL INCOM422819102361,230SH DFND301,2300
HELEN OF TROY LTDCOMG4388N1062511,130SH DFND33218090
HELEN OF TROY LTDCOMG4388N10664,124288,602SH SOLE5287,54901,053
HELIOS TECHNOLOGIES INCCOM42328H109691,290SH DFND301,2900
HELIX ENERGY SOLUTIONS GRP ICOM42330P10724,3525,798,030SH SOLE55,780,967017,063
HELIX ENERGY SOLUTIONS GRP INOTE 6.750% 2/142330PAK37,6977,305,000PRN SOLE56,981,0000324,000
HELMERICH & PAYNE INCCOM4234521017300SH SOLE930000
HELMERICH & PAYNE INCCOM4234521011134,863SH DFND31,1633,7000
HENRY JACK & ASSOC INCCOM4262811017844,840SH SOLE94,84000
HENRY JACK & ASSOC INCCOM4262811013632,238SH DFND32,23800
HENRY JACK & ASSOC INCCOM426281101114706SH SOLE570600
HENRY SCHEIN INCCOM8064071024136,181SH SOLE96,18100
HERBALIFE NUTRITION LTDCOM SHSG4412G1012324,819SH DFND31,7143,1050
HERC HLDGS INCCOM42704L10450749SH DFND307490
HERITAGE COMM CORPCOM4269271097795SH DFND307950
HERITAGE FINL CORP WASHCOM42722X10615640SH DFND306400
HERITAGE INS HLDGS INCCOM42727J102202,021SH DFND32,02100
HERITAGE INS HLDGS INCCOM42727J10227727,300SH SOLE527,30000
HERON THERAPEUTICS INCCOM4277461021095,127SH DFND31,7003,4270
HERSHEY COCOM427866108138903SH OTR700903
HERSHEY COCOM4278661084913,225SH SOLE93,22500
HESKA CORPCOM RESTRC NEW42805E30618123SH DFND301230
HESS CORPCOM42809H10762011,754SH SOLE911,75400
HESS CORPCOM42809H10727,959529,629SH SOLE5529,62900
HEWLETT PACKARD ENTERPRISE CCOM42824C10938432,443SH OTR70032,443
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,347113,662SH SOLE9113,66200
HEWLETT PACKARD ENTERPRISE CCOM42824C10949641,830SH DFND341,83000
HEXCEL CORP NEWCOM4282911082054,237SH DFND31,4902,7470
HIBBETT SPORTS INCCOM42856710119,537423,060SH SOLE5421,65301,407
HIGHWOODS PPTYS INCCOM43128410820500SH OTR700500
HIGHWOODS PPTYS INCCOM4312841081,32033,315SH SOLE933,31500
HIGHWOODS PPTYS INCCOM4312841081704,294SH DFND39603,3340
HIGHWOODS PPTYS INCCOM4312841086,689168,797SH SOLE5168,79700
HILL ROM HLDGS INCCOM4314751022112,154SH OTR7002,154
HILL ROM HLDGS INCCOM4314751023183,247SH DFND31,2402,0070
HILL ROM HLDGS INCCOM4314751028,46186,360SH SOLE586,36000
HILLENBRAND INCCOM4315711081393,502SH DFND38002,7020
HILLENBRAND INCCOM4315711081,24131,174SH SOLE531,17400
HILLTOP HOLDINGS INCCOM432748101622,259SH DFND37151,5440
HILTON GRAND VACATIONS INCCOM43283X1051203,835SH DFND38552,9800
HILTON WORLDWIDE HLDGS INCCOM43300A2031321,187SH OTR7001,187
HILTON WORLDWIDE HLDGS INCCOM43300A2036595,920SH SOLE95,92000
HILTON WORLDWIDE HLDGS INCCOM43300A20312107SH SOLE510700
HMS HLDGS CORPCOM40425J1011463,974SH DFND39303,0440
HNI CORPCOM4042511001012,943SH DFND31,2001,7430
HOLLYFRONTIER CORPCOM4361061081887,274SH SOLE97,27400
HOLLYFRONTIER CORPCOM4361061081736,686SH DFND32,0624,6240
HOLLYFRONTIER CORPCOM4361061081,56160,400SH SOLE560,40000
HOLOGIC INCCOM4364401012723,731SH SOLE93,73100
HOLOGIC INCCOM43644010118,643255,980SH SOLE5255,98000
HOME BANCSHARES INCCOM4368932001115,681SH DFND31,6644,0170
HOME DEPOT INCCOM4370761022,1258,002SH OTR7008,002
HOME DEPOT INCCOM4370761026,83125,716SH SOLE925,71600
HOME DEPOT INCCOM43707610244,341166,933SH SOLE5166,861072
HOMESTREET INCCOM43785V10213375SH DFND303750
HOMESTREET INCCOM43785V1021,14133,800SH SOLE533,80000
HOMOLOGY MEDICINES INCCOM43808310711944SH DFND32556890
HONDA MOTOR LTDAMERN SH43812830869,4302,457,695SH SOLE51,314,44301,143,252
HONEYWELL INTL INCCOM43851610629134SH OTR700134
HONEYWELL INTL INCCOM43851610611,95956,226SH SOLE956,22600
HONEYWELL INTL INCCOM438516106711,4273,344,742SH SOLE53,238,0990106,643
HONEYWELL INTL INCCOM43851610623,994112,806SH SOLE1112,80600
HOPE BANCORP INCCOM43940T109454,080SH DFND31,3082,7720
HOPE BANCORP INCCOM43940T1091,335122,400SH SOLE5122,40000
HORACE MANN EDUCATORS CORP NCOM440327104841,988SH DFND31,0189700
HORIZON THERAPEUTICS PUB LSHSG461881011982,700SH SOLE92,70000
HORIZON THERAPEUTICS PUB LSHSG461881014956,767SH DFND36,76700
HORMEL FOODS CORPCOM4404521008,833189,500SH SOLE10189,50000
HORMEL FOODS CORPCOM440452100741,597SH OTR7001,597
HORMEL FOODS CORPCOM44045210084918,206SH SOLE918,20600
HORMEL FOODS CORPCOM44045210057,1321,225,497SH SOLE51,225,49700
HOST HOTELS & RESORTS INCCOM44107P10422115,104SH OTR70015,104
HOST HOTELS & RESORTS INCCOM44107P1043,821261,184SH SOLE9261,18400
HOST HOTELS & RESORTS INCCOM44107P10420,1841,379,616SH SOLE51,379,61600
HOSTESS BRANDS INCCL A44109J106422,849SH DFND302,8490
HOSTESS BRANDS INCCL A44109J1068,984613,671SH SOLE5613,67100
HOULIHAN LOKEY INCCL A4415931001121,670SH DFND37389320
HOWARD HUGHES CORPCOM44267D1071291,636SH DFND34361,2000
HOWARD HUGHES CORPCOM44267D1076,64684,200SH SOLE584,20000
HOWMET AEROSPACE INCCOM44320110836012,623SH SOLE912,62300
HP INCCOM40434L105361,451SH OTR7001,451
HP INCCOM40434L1051,88676,710SH SOLE976,71000
HP INCCOM40434L10589236,288SH SOLE536,28800
HUAZHU GROUP LTDSPONSORED ADS44332N10662913,965SH SOLE913,96500
HUAZHU GROUP LTDSPONSORED ADS44332N106511,137SH DFND31,13700
HUB GROUP INCCL A44332010643746SH DFND307460
HUB GROUP INCCL A44332010666,7261,170,627SH SOLE51,165,03305,594
HUBBELL INCCOM4435106074112,620SH DFND31,0471,5730
HUBSPOT INCCOM443573100198500SH SOLE950000
HUBSPOT INCCOM44357310083209SH DFND302090
HUDBAY MINERALS INCCOM44362810215722,445SH OTR70022,445
HUDBAY MINERALS INCCOM4436281021,748249,771SH SOLE5249,77100
HUDSON PAC PPTYS INCCOM4440971091,21450,538SH SOLE950,53800
HUDSON PAC PPTYS INCCOM4440971091666,899SH DFND31,6325,2670
HUMANA INCCOM444859102261635SH OTR700635
HUMANA INCCOM4448591021,9504,752SH SOLE94,75200
HUMANA INCCOM4448591021,6784,090SH DFND34,09000
HUMANA INCCOM4448591025,21112,702SH SOLE512,70200
HUNT J B TRANS SVCS INCCOM44565810758427SH OTR700427
HUNT J B TRANS SVCS INCCOM4456581071,0077,370SH SOLE97,37000
HUNT J B TRANS SVCS INCCOM44565810711,35483,088SH SOLE583,08800
HUNTINGTON BANCSHARES INCCOM44615010487869,526SH SOLE969,52600
HUNTINGTON BANCSHARES INCCOM44615010477661,480SH SOLE561,48000
HUNTINGTON INGALLS INDS INCCOM4464131065623,296SH SOLE93,29600
HUNTINGTON INGALLS INDS INCCOM4464131061,5689,200SH SOLE59,20000
HUNTSMAN CORPCOM4470111072208,766SH DFND32,1376,6290
HUNTSMAN CORPCOM447011107116,6964,641,839SH SOLE54,633,32408,515
HURON CONSULTING GROUP INCCOM447462102621,058SH DFND301,0580
HUTCHISON CHINA MEDITECH LTDSPONSORED ADR44842L1031765,513SH SOLE95,51300
HUYA INCADS REP SHS A44852D10827313,708SH SOLE913,70800
HYATT HOTELS CORPCOM CL A4485791021111,500SH DFND34001,1000
IAA INCCOM449253103931,428SH OTR7001,428
IAA INCCOM4492531033825,873SH DFND31,6944,1790
IAA INCCOM4492531032,03931,385SH SOLE531,38500
IAC INTERACTIVECORP NEWCOM44891N10971377SH OTR700377
IAC INTERACTIVECORP NEWCOM44891N1092691,419SH SOLE91,41900
IAC INTERACTIVECORP NEWCOM44891N109165873SH SOLE587300
ICF INTL INCCOM44925C10358779SH DFND307790
ICF INTL INCCOM44925C1032,51333,811SH SOLE533,81100
ICHOR HOLDINGSSHSG4740B1056200SH DFND302000
ICICI BANK LIMITEDADR45104G1049,306626,237SH SOLE5626,23700
ICON PLCSHG4705A10020,233103,772SH SOLE5103,76408
ICU MED INCCOM44930G107199928SH DFND33286000
IDACORP INCCOM4511071067407,703SH SOLE97,70300
IDACORP INCCOM4511071062592,696SH DFND31,2961,4000
IDEX CORPCOM45167R1042511,262SH OTR7001,262
IDEX CORPCOM45167R1049074,555SH SOLE94,55500
IDEX CORPCOM45167R1043031,523SH SOLE51,52300
IDEXX LABS INCCOM45168D104377754SH OTR700754
IDEXX LABS INCCOM45168D1046721,345SH SOLE91,34500
IDEXX LABS INCCOM45168D10496192SH SOLE519200
IGM BIOSCIENCES INCCOM44958510818206SH DFND302060
IHEARTMEDIA INCCOM CL A45174J50912889SH DFND308890
IHS MARKIT LTDSHSG475671057328,148SH SOLE98,14800
IHS MARKIT LTDSHG4756710517,391193,602SH SOLE5193,60200
II-VI INCCOM9021041084095,389SH DFND32,4592,9300
II-VI INCCOM902104108127,5011,678,532SH SOLE51,670,08408,448
ILLINOIS TOOL WKS INCCOM4523081098814,321SH OTR7004,321
ILLINOIS TOOL WKS INCCOM4523081091,7078,374SH SOLE98,37400
ILLINOIS TOOL WKS INCCOM45230810915,59076,467SH SOLE576,46700
ILLUMINA INCCOM452327109334904SH OTR700904
ILLUMINA INCNOTE 8/1452327AK52,4732,200,000PRN OTR7000
ILLUMINA INCCOM4523271099532,576SH SOLE92,57600
ILLUMINA INCCOM452327109141,481382,380SH DFND5,8150,721224,1907,469
IMAX CORPCOM45245E10916896SH DFND308960
IMMUNOGEN INCCOM45253H101446,788SH DFND31,8344,9540
IMMUNOVANT INCCOM45258J10242901SH DFND32436580
IMMUNOVANT INCCOM45258J10293120,159SH SOLE520,15900
INARI MED INCCOM45332Y10947,755547,083SH SOLE5547,08300
INCYTE CORPCOM45337C1021621,863SH OTR7001,863
INCYTE CORPCOM45337C1022392,752SH SOLE92,75200
INCYTE CORPCOM45337C10210,700123,022SH SOLE5123,02200
INDEPENDENCE RLTY TR INCCOM45378A10637527,930SH SOLE927,93000
INDEPENDENCE RLTY TR INCCOM45378A106302,232SH DFND302,2320
INDEPENDENCE RLTY TR INCCOM45378A10637,2102,770,632SH SOLE52,762,37708,255
INDEPENDENT BANK CORP MASSCOM4538361081201,637SH DFND33631,2740
INDEPENDENT BANK CORP MASSCOM45383610856,541774,105SH SOLE5770,06504,040
INDEPENDENT BK GROUP INCCOM45384B1061131,802SH DFND33841,4180
INDEPENDENT BK GROUP INCCOM45384B10659,396950,028SH SOLE5945,84404,184
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT45623710654923,572SH SOLE923,57200
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT456237106532,273SH DFND302,2730
INDUSTRIAL LOGISTICS PPTYS TCOM SH BEN INT4562371061,48663,789SH SOLE563,78900
INFINERA CORPCOM45667G103333,138SH DFND303,1380
INFOSYS LTDSPONSORED ADR456788108583,400SH SOLE93,40000
INFOSYS LTDSPONSORED ADR45678810834320,233SH DFND320,23300
INFOSYS LTDSPONSORED ADR4567881081,56492,245SH SOLE592,24500
INGERSOLL RAND INCCOM45687V106851,872SH OTR7001,872
INGERSOLL RAND INCCOM45687V10655012,071SH SOLE912,07100
INGERSOLL RAND INCCOM45687V1065,228114,737SH SOLE5114,73700
INGERSOLL RAND INCCOM45687V1062,15547,303SH SOLE147,30300
INGEVITY CORPCOM45688C1071461,929SH DFND34411,4880
INGEVITY CORPCOM45688C10742561SH SOLE556100
INGLES MKTS INCCL A4570301041,51035,400SH SOLE535,40000
INGREDION INCCOM45718710218,865239,800SH SOLE10239,80000
INGREDION INCCOM4571871022793,547SH DFND31,6471,9000
INGREDION INCCOM457187102100,4101,276,061SH SOLE51,276,06100
INNOSPEC INCCOM45768S1051301,437SH DFND35408970
INNOVATIVE INDL PPTYS INCCOM45781V10125136SH OTR700136
INNOVATIVE INDL PPTYS INCCOM45781V1011,3257,236SH SOLE97,23600
INNOVATIVE INDL PPTYS INCCOM45781V101125684SH DFND33003840
INNOVATIVE INDL PPTYS INCCOM45781V1013021,647SH SOLE51,64700
INNOVIVA INCCOM45781M101453,644SH DFND32,3501,2940
INNOVIVA INCCOM45781M1011,07786,900SH SOLE586,90000
INOGEN INCCOM45780L10415329SH DFND303290
INOVALON HLDGS INCCOM CL A45781D101673,708SH DFND31,9941,7140
INOVIO PHARMACEUTICALS INCCOM NEW45773H201546,072SH DFND31,5364,5360
INPHI CORPCOM45772F1073762,342SH DFND38931,4490
INPHI CORPCOM45772F1073,61522,529SH SOLE522,52900
INSIGHT ENTERPRISES INCCOM45765U1031001,309SH DFND301,3090
INSMED INCCOM PAR $.014576693071534,587SH DFND31,7582,8290
INSPERITY INCCOM45778Q1071702,082SH DFND36581,4240
INSPIRE MED SYS INCCOM457730109150798SH DFND32295690
INSPIRE MED SYS INCCOM45773010915,30581,369SH SOLE581,36900
INSPIRED ENTMT INCCommon45782N10819,8963,023,750PRN SOLE13,023,75000
INSTALLED BLDG PRODS INCCOM45780R10189873SH DFND33005730
INSULET CORPCOM45784P101160625SH SOLE962500
INSULET CORPCOM45784P10110,32540,391SH SOLE540,39100
INSULET CORPNOTE 1.375%11/145784PAH4413150,000PRN SOLE5140,000010,000
INTEGER HLDGS CORPCOM45826H1091461,804SH DFND36281,1760
INTEGER HLDGS CORPCOM45826H10977,533954,952SH SOLE5952,13802,814
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852082263,483SH DFND31,0572,4260
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520882,4401,269,873SH SOLE51,265,96603,907
INTEL CORPCOM4581401001,55231,144SH OTR70031,144
INTEL CORPCOM45814010021,713435,820SH SOLE9435,82000
INTEL CORPCOM4581401003,96479,575SH DFND379,57500
INTEL CORPCOM458140100643,22512,910,975SH SOLE512,506,2320404,743
INTELLIA THERAPEUTICS INCCOM45826J105961,773SH DFND34791,2940
INTELLIA THERAPEUTICS INCCOM45826J1051,08820,000SH SOLE520,00000
INTERACTIVE BROKERS GROUP INCOM CL A45841N1071602,625SH DFND37691,8560
INTERCEPT PHARMACEUTICALS INCOM45845P108381,537SH DFND35839540
INTERCEPT PHARMACEUTICALS INCOM45845P10817,368703,147SH SOLE5699,83103,316
INTERCONTINENTAL EXCHANGE INCOM45866F1046755,856SH OTR7005,856
INTERCONTINENTAL EXCHANGE INCOM45866F1041,57413,651SH SOLE913,65100
INTERCONTINENTAL EXCHANGE INCOM45866F10418,390159,508SH SOLE5159,50800
INTERDIGITAL INCCOM45867G101641,062SH DFND33237390
INTERDIGITAL INCNOTE 2.000% 6/045867GAB77,5847,174,000PRN SOLE57,145,000029,000
INTERNATIONAL BANCSHARES CORCOM459044103721,924SH DFND35831,3410
INTERNATIONAL BUSINESS MACHSCOM4592001017205,718SH OTR7005,718
INTERNATIONAL BUSINESS MACHSCOM4592001015,27841,931SH SOLE941,93100
INTERNATIONAL BUSINESS MACHSCOM4592001012,69421,398SH SOLE521,39800
INTERNATIONAL FLAVORS&FRAGRACOM4595061013273,000SH SOLE93,00000
INTERNATIONAL GAME TECHNOLOGSH USDG4863A1082,233131,794SH SOLE5131,79400
INTERNATIONAL PAPER COCOM4601461031,02320,577SH SOLE920,57700
INTERNATIONAL PAPER COCOM4601461038,330167,530SH SOLE5167,53000
INTERNATIONAL SEAWAYS INCCOMY41053102462,803SH DFND31,2741,5290
INTERPUBLIC GROUP COS INCCOM46069010042618,103SH SOLE918,10300
INTERPUBLIC GROUP COS INCCOM4606901004,786203,474SH SOLE5203,428046
INTRA CELLULAR THERAPIES INCCOM46116X101922,890SH DFND36322,2580
INTRA CELLULAR THERAPIES INCCOM46116X10114,310450,000SH SOLE5450,00000
INTUITCOM4612021038722,296SH OTR7002,296
INTUITCOM4612021037,75820,423SH SOLE920,42300
INTUITCOM4612021033,0848,119SH DFND38,11900
INTUITCOM46120210323,33661,434SH SOLE561,43400
INTUITIVE SURGICAL INCCOM NEW46120E602486594SH OTR700594
INTUITIVE SURGICAL INCCOM NEW46120E6021,6742,046SH SOLE92,04600
INTUITIVE SURGICAL INCCOM NEW46120E602147,566180,376SH DFND5,847,704128,5544,118
INVESCO LTDSHSG491BT10847927,465SH SOLE927,46500
INVESCO LTDSHG491BT10870540,460SH SOLE540,46000
INVESCO MORTGAGE CAPITAL INCCOM46131B1003778SH OTR700778
INVESCO MORTGAGE CAPITAL INCCOM46131B100133,907SH DFND303,9070
INVESTORS BANCORP INC NEWCOM46146L10111310,730SH DFND34,8715,8590
INVITAE CORPCOM46185L1032105,022SH DFND31,2193,8030
INVITAE CORPCOM46185L103140,8103,367,843SH SOLE53,367,84300
INVITATION HOMES INCCOM46187W1071254,194SH OTR7004,194
INVITATION HOMES INCCOM46187W1076,093205,150SH SOLE9205,15000
INVITATION HOMES INCCOM46187W10713,863466,766SH SOLE5466,76600
IONIS PHARMACEUTICALS INCCOM4622221001182,083SH SOLE92,08300
IONIS PHARMACEUTICALS INCCOM4622221001,24622,030SH SOLE522,03000
IOVANCE BIOTHERAPEUTICS INCCOM4622601002535,454SH DFND32,0223,4320
IOVANCE BIOTHERAPEUTICS INCCOM4622601001,55333,475SH SOLE533,47500
IPG PHOTONICS CORPCOM44980X1092801,250SH SOLE91,25000
IQIYI INCSPONSORED ADS46267X10836420,841SH SOLE920,84100
IQIYI INCSPONSORED ADS46267X108291,632SH DFND31,63200
IQIYI INCSPONSORED ADS46267X10816,156924,277SH SOLE5924,27700
IQVIA HLDGS INCCOM46266C105149833SH OTR700833
IQVIA HLDGS INCCOM46266C1057264,052SH SOLE94,05200
IQVIA HLDGS INCCOM46266C10512,84971,712SH SOLE570,69201,020
IRHYTHM TECHNOLOGIES INCCOM4500561062811,184SH DFND32819030
IRHYTHM TECHNOLOGIES INCCOM450056106175,749740,899SH SOLE5739,16601,733
IRIDIUM COMMUNICATIONS INCCOM46269C10257714,676SH SOLE914,67600
IRIDIUM COMMUNICATIONS INCCOM46269C1021704,323SH DFND31,2513,0720
IROBOT CORPCOM462726100811,005SH DFND32997060
IRON MTN INC NEWCOM46284V1012077,026SH SOLE97,02600
IRON MTN INC NEWCOM46284V1012,45383,196SH SOLE583,19600
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1081109,630SH DFND33,7905,8400
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1081,446126,918SH SOLE5126,91800
IRSA INVERSIONES Y REP S AGLOBL DEP RCPT4500472048,4361,870,414SH SOLE51,870,41400
IRSA PROPIEDADES COMERCIALESSPONSORED ADR46358810376483,445SH SOLE583,44500
ISHARES INCMSCI TURKEY ETF4642867157,692290,275SH SOLE5290,27500
ISHARES INCMSCI TAIWAN ETF46434G772851,600SH SOLE11,60000
ISHARES TRMSCI EMG MKT ETF464287234231SH SOLE93100
ISHARES TRMSCI SAUDI ARBIA46434V4232,57882,832SH SOLE982,83200
ISHARES TRMSCI SAUDI ARBIA46434V4231,84259,175SH DFND359,17500
ISHARES TRCORE S&P TTL STK464287150134,1601,556,025SH SOLE51,556,02500
ISHARES TRMSCI EAFE ETF46428746537,847518,731SH SOLE5343,4860175,245
ISHARES TRRUS 1000 VAL ETF4642875984,85735,521SH SOLE527,17808,343
ISHARES TRRUS 1000 GRW ETF46428761457,440238,203SH SOLE5237,9020301
ISHARES TRRUS 2000 GRW ETF4642876481,8226,355SH SOLE55,7560599
ISHARES TRRUSSELL 2000 ETF4642876553391,727SH SOLE5001,727
ISHARES TRGLB INFRASTR ETF4642883726,122140,053SH SOLE5140,05300
ISHARES TRNATIONAL MUN ETF46428841467568SH SOLE556800
ISHARES TRCRE U S REIT ETF464288521801,660SH SOLE51,66000
ISHARES TREAFE GRWTH ETF4642888852,64726,230SH SOLE526,23000
ISHARES TRCORE MSCI EAFE46432F8423,42549,574SH SOLE549,57400
ISHARES TRASIA 50 ETF4642884303063,506SH SOLE13,50600
ISTAR INCCOM45031U101624,143SH DFND32,5421,6010
ITAU UNIBANCO HLDG S ASPON ADR REP PFD46556210679,63813,076,837SH SOLE513,076,83700
ITRON INCCOM4657411061571,640SH DFND34001,2400
ITT INCCOM45073V1082793,626SH DFND39262,7000
ITT INCCOM45073V108183,9702,388,603SH SOLE52,382,47706,126
J & J SNACK FOODS CORPCOM46603210955355SH DFND303550
J & J SNACK FOODS CORPCOM466032109151,526975,258SH SOLE5971,46403,794
J2 GLOBAL INCCOM48123V1022943,012SH DFND31,2491,7630
J2 GLOBAL INCCOM48123V102120,5091,233,590SH SOLE51,228,58805,002
JABIL INCCOM4663131032786,529SH DFND32,1374,3920
JABIL INCCOM4663131033,14774,000SH SOLE574,00000
JACK IN THE BOX INCCOM46636710978844SH DFND308440
JACK IN THE BOX INCCOM46636710973,125787,986SH SOLE5784,52303,463
JACOBS ENGR GROUP INCCOM46981410731285SH OTR700285
JACOBS ENGR GROUP INCCOM4698141075895,410SH SOLE95,41000
JACOBS ENGR GROUP INCCOM4698141076,71561,632SH SOLE561,616016
JAMES RIV GROUP LTDCOMG5005R10733668SH DFND306680
JANUS HENDERSON GROUP PLCORD SHSG4474Y2142266,940SH DFND32,2174,7230
JANUS HENDERSON GROUP PLCORD SHSG4474Y2141,56048,000SH SOLE148,00000
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD3643600,000PRN OTR7000
JAZZ PHARMACEUTICALS PLCSHS USDG508711052901,757SH SOLE91,75700
JAZZ PHARMACEUTICALS PLCSHS USDG508711052381,444SH DFND31,44400
JAZZ PHARMACEUTICALS PLCSH USDG508711054,08024,720SH SOLE524,72000
JBG SMITH PPTYSCOM46590V1001,23739,563SH SOLE939,56300
JBG SMITH PPTYSCOM46590V1001835,851SH DFND32,0503,8010
JBG SMITH PPTYSCOM46590V100411,308SH SOLE51,30800
JD.COM INCSPON ADR CL A47215P1067,52385,581SH SOLE985,58100
JD.COM INCSPON ADR CL A47215P1067808,874SH DFND38,87400
JD.COM INCSPON ADR CL A47215P106358,3474,076,757SH SOLE54,076,75700
JEFFERIES FINL GROUP INCCOM47233W1092309,330SH DFND32,4116,9190
JELD-WEN HLDG INCCOM47580P103491,919SH DFND301,9190
JELD-WEN HLDG INCCOM47580P1031375,384SH SOLE55,38400
JETBLUE AWYS CORPCOM477143101261,807SH DFND301,8070
JETBLUE AWYS CORPCOM4771431011,589109,300SH SOLE5109,30000
JOHN BEAN TECHNOLOGIES CORPCOM4778391041411,234SH DFND33349000
JOHNSON & JOHNSONCOM4781601042,40415,277SH OTR70015,277
JOHNSON & JOHNSONCOM47816010432,012203,405SH SOLE9203,40500
JOHNSON & JOHNSONCOM4781601044,08225,935SH DFND325,93500
JOHNSON & JOHNSONCOM478160104750,9534,771,592SH SOLE54,643,3290128,263
JOHNSON & JOHNSONCOM4781601041861,184SH SOLE11,18400
JOHNSON CTLS INTL PLCSHSG515021051,48331,834SH SOLE931,83400
JOHNSON CTLS INTL PLCSHG5150210527,055580,711SH SOLE5580,71100
JOHNSON OUTDOORS INCCL A47916710820179SH DFND301790
JONES LANG LASALLE INCCOM48020Q1073122,100SH DFND36001,5000
JOYY INCADS REPSTG COM A46591M1096938,661SH SOLE98,66100
JOYY INCADS REPSTG COM A46591M10946569SH DFND356900
JPMORGAN CHASE & COCOM46625H1008046,324SH OTR7006,324
JPMORGAN CHASE & COCOM46625H10022,041173,455SH SOLE9173,45500
JPMORGAN CHASE & COCOM46625H100105,630831,278SH SOLE5831,27800
JUNIPER NETWORKS INCCOM48203R10438116,920SH OTR70016,920
JUNIPER NETWORKS INCCOM48203R10424010,666SH SOLE910,66600
JUNIPER NETWORKS INCCOM48203R1042249,945SH DFND39,94500
JUNIPER NETWORKS INCCOM48203R1041,51567,300SH SOLE567,30000
KADANT INCCOM48282T10444311SH DFND303110
KADANT INCCOM48282T10475,544535,851SH SOLE5532,82703,024
KADMON HLDGS INCCOM48283N106372134,645SH SOLE189,64500
KADMON HLDGS INCCOM48283N106194,671SH DFND31,2623,4090
KAISER ALUMINUM CORPCOM PAR $0.0148300770464651SH DFND306510
KAISER ALUMINUM CORPCOM PAR $0.0148300770484,332852,702SH SOLE5848,84203,860
KAMAN CORPCOM48354810337639SH DFND306390
KAMAN CORPCOM4835481035,976104,600SH SOLE5104,60000
KANSAS CITY SOUTHERNCOM NEW485170302148726SH OTR700726
KANSAS CITY SOUTHERNCOM NEW4851703021,4317,009SH SOLE97,00900
KANSAS CITY SOUTHERNCOM NEW4851703025642,762SH DFND32,76200
KANSAS CITY SOUTHERNCOM NEW48517030211,85158,057SH SOLE558,05700
KAR AUCTION SVCS INCCOM48238T109583,100SH DFND303,1000
KAR AUCTION SVCS INCCOM48238T10910,377557,618SH SOLE5557,61800
KARUNA THERAPEUTICS INCCOM48576A10047458SH DFND31243340
KARYOPHARM THERAPEUTICS INCCOM48576U106211,332SH DFND34838490
KARYOPHARM THERAPEUTICS INCCOM48576U1065,882380,000SH SOLE5380,00000
KB FINL GROUP INCSPONSORED ADR48241A10513,231334,107SH SOLE5334,10700
KB HOMECOM48666K1091183,525SH OTR7003,525
KB HOMECOM48666K1091223,641SH DFND38512,7900
KB HOMECOM48666K109132,1943,943,739SH SOLE53,928,007015,732
KBR INCCOM48242W1061916,168SH DFND31,4984,6700
KBR INCCOM48242W106148,8364,812,018SH SOLE54,799,281012,737
KE HLDGS INCSPONSORED ADS4824971044887,936SH SOLE97,93600
KE HLDGS INCSPONSORED ADS48249710451832SH DFND383200
KEARNY FINL CORP MDCOM48716P108151,415SH DFND301,4150
KELLOGG COCOM48783610868010,924SH SOLE910,92400
KELLOGG COCOM48783610812,335198,215SH SOLE5198,21500
KEMPER CORPCOM4884011002313,013SH DFND39842,0290
KEMPER CORPCOM48840110095,3501,241,050SH SOLE51,237,07503,975
KENNAMETAL INCCOM4891701001373,770SH DFND38752,8950
KENNAMETAL INCCOM4891701001484,095SH SOLE54,09500
KENNEDY-WILSON HOLDINGS INCCOM48939810771539,992SH SOLE939,99200
KENNEDY-WILSON HOLDINGS INCCOM489398107774,319SH DFND304,3190
KEURIG DR PEPPER INCCOM49271V10052616,440SH SOLE916,44000
KEURIG DR PEPPER INCCOM49271V1002327,257SH SOLE57,25700
KEYCORPCOM49326710824715,049SH OTR70015,049
KEYCORPCOM4932671081,24275,714SH SOLE975,71400
KEYCORPCOM49326710830,5821,863,620SH SOLE51,863,62000
KEYSIGHT TECHNOLOGIES INCCOM49338L1035694,309SH SOLE94,30900
KEYSIGHT TECHNOLOGIES INCCOM49338L10323,377176,975SH SOLE5176,97500
KFORCE INCCOM493732101461,084SH DFND301,0840
KILROY RLTY CORPCOM49427F10834600SH OTR700600
KILROY RLTY CORPCOM49427F1082,18738,104SH SOLE938,10400
KILROY RLTY CORPCOM49427F1082654,623SH DFND31,6542,9690
KILROY RLTY CORPCOM49427F1081,21621,183SH SOLE521,18300
KIMBERLY-CLARK CORPCOM49436810324,954185,076SH SOLE10185,07600
KIMBERLY-CLARK CORPCOM4943681032912,158SH OTR7002,158
KIMBERLY-CLARK CORPCOM4943681034,23931,437SH SOLE931,43700
KIMBERLY-CLARK CORPCOM494368103150,6541,117,140SH SOLE51,117,14000
KIMCO RLTY CORPCOM49446R1092,057137,051SH SOLE9137,05100
KIMCO RLTY CORPCOM49446R10934723,090SH DFND310,27612,8140
KIMCO RLTY CORPCOM49446R10917,1261,140,967SH SOLE51,140,96700
KINDER MORGAN INC DELCOM49456B10118913,819SH OTR70013,819
KINDER MORGAN INC DELCOM49456B1012,778203,249SH SOLE2203,24900
KINDER MORGAN INC DELCOM49456B1019,286679,326SH SOLE9679,32600
KINDER MORGAN INC DELCOM49456B1011,936141,633SH DFND2072,07369,560
KINDER MORGAN INC DELCOM49456B10129,0062,121,876SH DFND5,61,726,957178,574216,345
KINGSOFT CLOUD HLDGS LTDADS49639K1011864,267SH SOLE94,26700
KINGSOFT CLOUD HLDGS LTDADS49639K1015,482125,880SH SOLE5125,88000
KINIKSA PHARMACEUTICALS LTDCOM CL AG5269C1019491SH DFND304910
KINSALE CAP GROUP INCCOM49714P108154770SH DFND32225480
KINSALE CAP GROUP INCCOM49714P10826130SH SOLE513000
KIRBY CORPCOM49726610621400SH DFND304000
KIRBY CORPCOM49726610667,3341,299,129SH SOLE51,295,78303,346
KITE RLTY GROUP TRCOM NEW49803T30042228,238SH SOLE928,23800
KITE RLTY GROUP TRCOM NEW49803T300271,792SH DFND301,7920
KITE RLTY GROUP TRCOM NEW49803T30077,2455,163,461SH SOLE55,139,996023,465
KKR & CO INCCOM48251W10473418,123SH SOLE918,12300
KKR & CO INCCOM48251W104108,3752,676,575SH DFND5,8461,2632,144,53470,778
KKR REAL ESTATE FIN TR INCCOM48251K1008428SH DFND304280
KLA CORPCOM NEW482480100199767SH OTR700767
KLA CORPCOM NEW4824801002,88511,141SH SOLE911,14100
KLA CORPCOM NEW482480100110423SH SOLE542300
KNIGHT-SWIFT TRANSN HLDGS INCL A4990491041774,233SH SOLE94,23300
KNIGHT-SWIFT TRANSN HLDGS INCL A49904910414,568348,357SH SOLE5348,308049
KNOLL INCCOM NEW498904200392,644SH DFND302,6440
KNOLL INCCOM NEW49890420031,3872,138,055SH SOLE52,131,97506,080
KNOWLES CORPCOM49926D109593,192SH DFND303,1920
KNOWLES CORPNOTE 3.250%11/049926DAB53,5023,067,000PRN SOLE53,046,000021,000
KODIAK SCIENCES INCCOM50015M1091681,124SH DFND32348900
KODIAK SCIENCES INCCOM50015M109146993SH SOLE599300
KOHLS CORPCOM5002551043077,552SH DFND32,5105,0420
KOHLS CORPCOM5002551041,46936,100SH SOLE536,10000
KONTOOR BRANDS INCCOM50050N10312285SH SOLE928500
KONTOOR BRANDS INCCOM50050N103882,164SH DFND302,1640
KORN FERRYCOM NEW500643200661,526SH DFND301,5260
KORNIT DIGITAL LTDSHSM6372Q1131391,562SH DFND36009620
KOSMOS ENERGY LTDCOM5006881062711,300SH DFND3011,3000
KRAFT HEINZ COCOM5007541061,29437,339SH SOLE937,33900
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B207692,506SH DFND302,5060
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2072,66797,229SH SOLE597,22900
KROGER COCOM5010441012,36774,531SH SOLE974,53100
KROGER COCOM50104410176324,024SH DFND324,02400
KROGER COCOM50104410140012,591SH SOLE512,59100
KRONOS WORLDWIDE INCCOM50105F10520613,800SH SOLE513,80000
KRYSTAL BIOTECH INCCOM50114710245744SH DFND33823620
KT CORPSPONSORED ADR48268K1012,355213,894SH SOLE5213,89400
KULICKE & SOFFA INDS INCCOM501242101471,482SH DFND301,4820
KURA ONCOLOGY INCCOM50127T109621,913SH DFND35171,3960
L BRANDS INCCOM501797104601,600SH SOLE91,60000
L BRANDS INCCOM5017971043629,732SH DFND32,1177,6150
L3HARRIS TECHNOLOGIES INCCOM5024311092141,134SH OTR7001,134
L3HARRIS TECHNOLOGIES INCCOM5024311091,2216,462SH SOLE96,46200
LA Z BOY INCCOM505336107411,036SH DFND301,0360
LA Z BOY INCCOM50533610731,734796,548SH SOLE5792,85503,693
LABORATORY CORP AMER HLDGSCOM NEW50540R409123604SH OTR700604
LABORATORY CORP AMER HLDGSCOM NEW50540R4097143,507SH SOLE93,50700
LABORATORY CORP AMER HLDGSCOM NEW50540R409107524SH SOLE552400
LADDER CAP CORPCL A505743104202,069SH DFND302,0690
LADDER CAP CORPCL A50574310477679,393SH SOLE579,39300
LAKELAND BANCORP INCCOM51163710010775SH DFND307750
LAKELAND FINL CORPCOM51165610030557SH DFND305570
LAKELAND FINL CORPCOM5116561009,034168,613SH SOLE5167,8570756
LAM RESEARCH CORPCOM512807108170359SH OTR700359
LAM RESEARCH CORPCOM5128071085,39811,430SH SOLE911,43000
LAM RESEARCH CORPCOM5128071088891,882SH SOLE51,87507
LAMAR ADVERTISING CO NEWCL A5128161092753,308SH DFND39082,4000
LAMAR ADVERTISING CO NEWCL A5128161091,60119,236SH SOLE519,23600
LAMB WESTON HLDGS INCCOM51327210430,672389,532SH SOLE10389,53200
LAMB WESTON HLDGS INCCOM5132721043083,915SH SOLE93,91500
LAMB WESTON HLDGS INCCOM513272104168,1722,135,359SH SOLE52,135,35900
LANCASTER COLONY CORPCOM513847103143780SH DFND33464340
LANDSTAR SYS INCCOM5150981011881,395SH DFND34159800
LANNET INCCOM51601210128844,200SH SOLE544,20000
LANTHEUS HLDGS INCCOM51654410302,217SH DFND302,2170
LANTHEUS HLDGS INCCOM516544103392,905SH DFND302,9050
LANTHEUS HLDGS INCCOM51654410375856,200SH SOLE556,20000
LAREDO PETROLEUM INCCOM5168062051065,360SH SOLE55,36000
LAS VEGAS SANDS CORPCOM5178341075889,873SH SOLE99,87300
LAS VEGAS SANDS CORPCOM5178341075,04184,582SH SOLE584,58200
LATTICE SEMICONDUCTOR CORPCOM5184151042655,790SH DFND32,2553,5350
LATTICE SEMICONDUCTOR CORPCOM51841510494,7222,067,264SH SOLE52,067,26400
LAUDER ESTEE COS INCCL A518439104218819SH OTR700819
LAUDER ESTEE COS INCCL A5184391043,95814,870SH SOLE914,87000
LAUREATE EDUCATION INCCL A5186132031077,356SH DFND33,0684,2880
LCI INDSCOM50189K1031451,118SH DFND32648540
LEAR CORPCOM NEW5218652046914,342SH SOLE94,34200
LEAR CORPCOM NEW5218652041,86111,700SH SOLE511,70000
LEGEND BIOTECH CORPSPONSORED ADS52490G102267SH SOLE56700
LEGGETT & PLATT INCCOM5246601072415,450SH DFND31,2414,2090
LEIDOS HOLDINGS INCCOM5253271023703,519SH OTR7003,519
LEIDOS HOLDINGS INCCOM5253271026215,910SH SOLE95,91000
LEIDOS HOLDINGS INCCOM5253271024644,417SH SOLE54,41700
LEJU HLDGS LTDSPONSORED ADS50187J1082310,086SH SOLE510,08600
LEMONADE INCCOM52567D1073,47028,327SH SOLE528,32700
LENDINGTREE INC NEWCOM52603B107131478SH DFND3833950
LENDINGTREE INC NEWCOM52603B1075,85221,373SH SOLE521,36805
LENNAR CORPCL A526057104821,080SH OTR7001,080
LENNAR CORPCL A52605710495212,488SH SOLE912,48800
LENNAR CORPCL A5260571041031,350SH SOLE51,35000
LENNOX INTL INCCOM5261071073081,124SH SOLE91,12400
LENNOX INTL INCCOM5261071072741,001SH SOLE51,00100
LEVI STRAUSS & CO NEWCL A COM STK52736R102251,266SH DFND301,2660
LEXICON PHARMACEUTICALS INCCOM NEW5288723024011,697SH SOLE511,69700
LEXINGTON REALTY TRUSTCOM52904310193688,139SH SOLE988,13900
LEXINGTON REALTY TRUSTCOM5290431011049,822SH DFND32,6907,1320
LEXINGTON REALTY TRUSTCOM529043101129,48012,192,083SH SOLE512,149,216042,867
LG DISPLAY CO LTDSPONS ADR REP50186V1021,727204,675SH SOLE5204,67500
LGI HOMES INCCOM50187T10679747SH DFND32275200
LGI HOMES INCCOM50187T10674,792706,583SH SOLE5706,58300
LHC GROUP INCCOM50187A1073241,518SH DFND33161,2020
LHC GROUP INCCOM50187A1072,14210,043SH SOLE510,04300
LIBERTY BROADBAND CORPCOM SER A530307107144914SH OTR700914
LIBERTY BROADBAND CORPCOM SER A53030710730189SH SOLE918900
LIBERTY BROADBAND CORPCOM SER C5303073053161,997SH SOLE91,99700
LIBERTY BROADBAND CORPCOM SER C5303073053672,315SH DFND35891,7260
LIBERTY BROADBAND CORPCOM SER C53030730514,67992,679SH SOLE590,02202,657
LIBERTY GLOBAL PLCSHS CL AG5480U1041767,271SH SOLE97,27100
LIBERTY GLOBAL PLCSHS CL CG5480U12057924,488SH SOLE924,48800
LIBERTY LATIN AMERICA LTDCOM CL CG9001E128343,091SH DFND303,0910
LIBERTY MEDIA CORP DELNOTE 1.000% 1/3531229AF91,4891,155,000PRN OTR7000
LIBERTY MEDIA CORP DELCOM C SIRIUSXM5312296072595,953SH SOLE95,95300
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298541854,331SH SOLE94,33100
LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294092475,727SH SOLE95,72700
LIBERTY MEDIA CORP DELCOM C BRAVES GRP53122988815605SH DFND306050
LIBERTY MEDIA CORP DELDEB 2.250% 9/3531229AE27,83116,488,000PRN SOLE516,400,000088,000
LIFE STORAGE INCCOM53223X1071,91516,037SH SOLE916,03700
LIFE STORAGE INCCOM53223X1072642,212SH DFND37201,4920
LIFE STORAGE INCCOM53223X107123,6691,035,838SH SOLE51,033,53102,307
LIGAND PHARMACEUTICALS INCCOM NEW53220K50477778SH DFND31746040
LIGAND PHARMACEUTICALS INCCOM NEW53220K50488,898893,900SH SOLE5890,32203,578
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF55,5335,834,000PRN SOLE55,796,000038,000
LILLY ELI & COCOM5324571081,2667,497SH OTR7007,497
LILLY ELI & COCOM5324571083,36219,911SH SOLE919,91100
LILLY ELI & COCOM53245710860,638359,136SH SOLE5359,13600
LINCOLN ELEC HLDGS INCCOM5339001062822,422SH DFND36051,8170
LINCOLN ELEC HLDGS INCCOM53390010612,958111,470SH SOLE5111,453017
LINCOLN NATL CORP INDCOM53418710938759SH OTR700759
LINCOLN NATL CORP INDCOM53418710979315,755SH SOLE915,75500
LINCOLN NATL CORP INDCOM5341871091,67533,300SH SOLE533,30000
LINDE PLCSHSG5494J1031,7666,701SH SOLE96,70100
LINDE PLCSHG5494J1039,14534,706SH SOLE534,70600
LINDE PLCSHSG5494J10394,720359,455SH SOLE1359,45500
LINDSAY CORPCOM53555510638292SH DFND302920
LIONS GATE ENTMNT CORPCL B NON VTG535919500232,243SH DFND302,2430
LIONS GATE ENTMNT CORPCL B NON VTG53591950093389,873SH SOLE589,87300
LITHIA MTRS INCCL A5367971032941,005SH DFND32407650
LITHIA MTRS INCCL A5367971039,65833,000SH SOLE533,00000
LITTELFUSE INCCOM5370081042651,039SH DFND32527870
LITTELFUSE INCCOM53700810410,29840,437SH SOLE540,43700
LIVANOVA PLCSHSG5509L1011201,811SH DFND35111,3000
LIVE NATION ENTERTAINMENT INCOM5380341092142,909SH SOLE92,90900
LIVE NATION ENTERTAINMENT INCOM5380341091,62622,135SH SOLE522,13500
LIVE OAK BANCSHARES INCCOM53803X105771,622SH DFND301,6220
LIVENT CORPCOM53814L108211,122SH SOLE91,12200
LIVENT CORPCOM53814L1081166,164SH DFND33,0003,1640
LIVEPERSON INCCOM5381461011462,354SH DFND38001,5540
LIVERAMP HLDGS INCCOM53815P1082062,816SH DFND31,2961,5200
LIVERAMP HLDGS INCCOM53815P10832,792448,045SH SOLE5436,970011,075
LKQ CORPCOM50188920843912,464SH SOLE912,46400
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910957,35129,260,492SH SOLE515,436,077013,824,414
LOCKHEED MARTIN CORPCOM5398301092,5047,053SH SOLE97,05300
LOCKHEED MARTIN CORPCOM53983010925,77772,615SH SOLE572,61500
LOEWS CORPCOM54042410869315,386SH SOLE915,38600
LOUISIANA PAC CORPCOM546347105471,252SH OTR7001,252
LOUISIANA PAC CORPCOM5463471052205,916SH DFND32,0853,8310
LOUISIANA PAC CORPCOM546347105130,4273,508,926SH SOLE53,498,294010,632
LOWES COS INCCOM5486611075213,244SH OTR7003,244
LOWES COS INCCOM5486611073,26120,316SH SOLE920,31600
LOWES COS INCCOM548661107663,8014,135,576SH SOLE54,008,1310127,445
LPL FINL HLDGS INCCOM50212V1003373,237SH DFND31,1132,1240
LPL FINL HLDGS INCCOM50212V100102980SH SOLE598000
LTC PPTYS INCCOM50217510248312,422SH SOLE912,42200
LTC PPTYS INCCOM50217510237939SH DFND309390
LUFAX HOLDING LTDADS REP SHS CL A54975P10221915,456SH SOLE915,45600
LULULEMON ATHLETICA INCCOM550021109190545SH OTR700545
LULULEMON ATHLETICA INCCOM5500211093,1318,997SH SOLE98,99700
LULULEMON ATHLETICA INCCOM5500211091,2213,509SH DFND33,50900
LULULEMON ATHLETICA INCCOM55002110925,68973,814SH SOLE573,1960618
LUMEN TECHNOLOGIES INCCOM15670010690993,238SH SOLE993,23800
LUMEN TECHNOLOGIES INCCOM15670010691093,300SH SOLE593,30000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD11,6131,275,000PRN OTR7000
LUMENTUM HLDGS INCCOM55024U1092512,648SH DFND37861,8620
LUMENTUM HLDGS INCCOM55024U1093,19733,722SH SOLE533,72200
LUMINEX CORP DELCOM55027E102321,395SH DFND34519440
LYFT INCCL A COM55087P104238,6174,856,855SH SOLE54,839,934016,921
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,49716,333SH SOLE916,33300
M & T BK CORPCOM55261F1042061,619SH OTR7001,619
M & T BK CORPCOM55261F1041,1759,230SH SOLE99,23000
M & T BK CORPCOM55261F1043833,008SH SOLE53,00800
M D C HLDGS INCCOM5526761081242,556SH DFND35641,9920
M D C HLDGS INCCOM5526761082,45950,600SH SOLE550,60000
M/I HOMES INCCOM55305B10126585SH DFND305850
MACERICH COCOM55438210154751,248SH SOLE951,24800
MACERICH COCOM554382101272,533SH DFND302,5330
MACK CALI RLTY CORPCOM55448910433126,600SH SOLE926,60000
MACK CALI RLTY CORPCOM554489104352,826SH DFND302,8260
MACOM TECH SOLUTIONS HLDGS ICOM55405Y1002554,635SH DFND32,1542,4810
MACOM TECH SOLUTIONS HLDGS ICOM55405Y10034,208621,519SH SOLE5619,05502,464
MACQUARIE INFRASTRUCTURE CORMembership interest55608B105524,00413,954,821PRN SOLE113,954,82100
MACQUARIE INFRASTRUCTURE CORCOM55608B105792,100SH DFND302,1000
MACROGENICS INCCOM556099109411,813SH DFND34901,3230
MACROGENICS INCCOM5560991099,601420,000SH SOLE5420,00000
MACYS INCCOM55616P10413612,076SH DFND31,38610,6900
MADDEN STEVEN LTDCOM556269108762,155SH DFND31861,9690
MADDEN STEVEN LTDCOM556269108190,9155,405,208SH SOLE55,380,967024,241
MADISON SQUARE GRDN ENTERTNMCL A55826T10242400SH DFND304000
MADISON SQUARE GRDN SPRT CORCL A55825T103104564SH DFND31644000
MADRIGAL PHARMACEUTICALS INCCOM55886810536320SH DFND31062140
MADRIGAL PHARMACEUTICALS INCCOM5588681053,16828,500SH SOLE528,50000
MAGELLAN HEALTH INCCOM NEW55907920762751SH DFND32325190
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061,84443,451SH SOLE943,45100
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010644010,361SH DFND2010,3610
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010610,126238,607SH DFND5,6144,74828,52465,335
MAGNA INTL INCCOM5592224012773,924SH OTR7003,924
MAGNITE INCCOM55955D100521,691SH DFND301,6910
MAGNOLIA OIL & GAS CORPCL A559663109172,407SH DFND302,4070
MALIBU BOATS INCCOM CL A56117J10027430SH DFND304300
MALIBU BOATS INCCOM CL A56117J10073,0711,170,260SH SOLE51,163,90806,352
MANHATTAN ASSOCS INCCOM5627501093152,999SH DFND39842,0150
MANPOWERGROUP INCCOM56418H1001531,693SH OTR7001,693
MANPOWERGROUP INCCOM56418H1002542,813SH DFND31,0631,7500
MANPOWERGROUP INCCOM56418H10012,977143,900SH SOLE5143,90000
MANTECH INTL CORPCL A56456310455615SH DFND31254900
MARATHON OIL CORPCOM56584910622233,267SH DFND39,80523,4620
MARATHON OIL CORPCOM56584910613,2491,986,417SH SOLE51,986,41700
MARATHON PETE CORPCOM56585A102982,362SH OTR7002,362
MARATHON PETE CORPCOM56585A1022977,188SH SOLE97,18800
MARCUS & MILLICHAP INCCOM566324109812,180SH DFND39881,1920
MARINEMAX INCCOM567908108892,546SH DFND302,5460
MARKEL CORPCOM570535104655634SH SOLE963400
MARKEL CORPCOM570535104312302SH SOLE530200
MARKETAXESS HLDGS INCCOM57060D108373654SH OTR700654
MARKETAXESS HLDGS INCCOM57060D1081,6802,945SH SOLE92,94500
MARKETAXESS HLDGS INCCOM57060D1086761,184SH DFND31,18400
MARKETAXESS HLDGS INCCOM57060D108124217SH SOLE521700
MARRIOTT INTL INC NEWCL A5719032022962,241SH OTR7002,241
MARRIOTT INTL INC NEWCL A5719032027895,981SH SOLE95,98100
MARRIOTT INTL INC NEWCL A57190320233,204251,696SH SOLE5251,69600
MARRIOTT VACTINS WORLDWID COCOM57164Y1072762,009SH DFND36711,3380
MARSH & MCLENNAN COS INCCOM5717481023412,912SH OTR7002,912
MARSH & MCLENNAN COS INCCOM5717481021,45212,407SH SOLE912,40700
MARSH & MCLENNAN COS INCCOM57174810217,492149,508SH SOLE5149,482026
MARTEN TRANS LTDCOM573075108281,651SH DFND301,6510
MARTIN MARIETTA MATLS INCCOM5732841064941,741SH SOLE91,74100
MARTIN MARIETTA MATLS INCCOM57328410610,90838,414SH SOLE538,41400
MARVELL TECHNOLOGY GROUP LTDORDG5876H105861,811SH OTR7001,811
MARVELL TECHNOLOGY GROUP LTDORDG5876H10577116,217SH SOLE916,21700
MARVELL TECHNOLOGY GROUP LTDORDG5876H105189,8703,993,893SH SOLE53,988,66905,224
MASCO CORPCOM5745991063917,124SH OTR7007,124
MASCO CORPCOM57459910660310,978SH SOLE910,97800
MASCO CORPCOM5745991067,069128,684SH SOLE5128,68400
MASIMO CORPCOM5747951003021,127SH SOLE91,12700
MASIMO CORPCOM5747951004541,693SH DFND31,617760
MASONITE INTL CORPCOM57538510988895SH DFND308950
MASONITE INTL CORPCOM5753851095,47655,680SH SOLE555,68000
MASTEC INCCOM5763231091882,757SH DFND36442,1130
MASTEC INCCOM576323109283,8694,163,525SH SOLE54,149,290014,235
MASTERCARD INCORPORATEDCL A57636Q1041,9105,350SH OTR7005,350
MASTERCARD INCORPORATEDCL A57636Q10421,75560,948SH SOLE960,94800
MASTERCARD INCORPORATEDCL A57636Q104207,725581,961SH DFND5,8175,942393,15512,864
MATADOR RES COCOM576485205514,207SH DFND304,2070
MATCH GROUP INC NEWCOM57667L107123814SH OTR700814
MATCH GROUP INC NEWCOM57667L1075973,948SH SOLE93,94800
MATCH GROUP INC NEWCOM57667L107361,5072,391,014SH DFND5,81,500,529861,27129,214
MATERION CORPCOM57669010128442SH DFND304420
MATTEL INCCOM57708110221912,575SH DFND33,6608,9150
MAXAR TECHNOLOGIES INCCOM57778K105621,615SH DFND301,6150
MAXIM INTEGRATED PRODS INCCOM57772K1011011,144SH OTR7001,144
MAXIM INTEGRATED PRODS INCCOM57772K1011,90921,529SH SOLE921,52900
MAXIM INTEGRATED PRODS INCCOM57772K1018339,400SH SOLE59,40000
MAXIMUS INCCOM5779331042283,112SH DFND39952,1170
MAXLINEAR INCCOM57776J100591,545SH DFND301,5450
MAXLINEAR INCCOM57776J10085,1682,230,112SH SOLE52,217,861012,251
MBIA INCCOM55262C1006972SH DFND309720
MCCORMICK & CO INCCOM NON VTG5797802061031,078SH OTR7001,078
MCCORMICK & CO INCCOM NON VTG5797802064204,390SH SOLE94,39000
MCDONALDS CORPCOM5801351018533,977SH OTR7003,977
MCDONALDS CORPCOM5801351013,34415,582SH SOLE915,58200
MCDONALDS CORPCOM5801351015,11723,847SH SOLE523,84700
MCDONALDS CORPCOM580135101206960SH SOLE196000
MCGRATH RENTCORPCOM58058910941614SH OTR700614
MCGRATH RENTCORPCOM580589109731,094SH DFND301,0940
MCKESSON CORPCOM58155Q103147843SH OTR700843
MCKESSON CORPCOM58155Q1033,12517,966SH SOLE917,96600
MCKESSON CORPCOM58155Q10310,41959,902SH SOLE559,90200
MDU RES GROUP INCCOM5526901091987,512SH DFND32,5125,0000
MDU RES GROUP INCCOM55269010912,619479,100SH SOLE5479,10000
MEDALLIA INCCOM584021109792,366SH DFND35001,8660
MEDALLIA INCCOM5840211099,779294,381SH SOLE5294,353028
MEDICAL PPTYS TRUST INCCOM58463J3044,274196,152SH SOLE9196,15200
MEDICAL PPTYS TRUST INCCOM58463J30424,7901,137,695SH SOLE51,137,69500
MEDIFAST INCCOM58470H10188447SH DFND304470
MEDNAX INCCOM58502B1061224,984SH DFND32,0842,9000
MEDNAX INCCOM58502B10678832,100SH SOLE532,10000
MEDPACE HLDGS INCCOM58506Q1092191,575SH DFND35671,0080
MEDTRONIC PLCSHSG5960L1031,1319,659SH OTR7009,659
MEDTRONIC PLCSHSG5960L1034,40337,590SH SOLE937,59000
MEDTRONIC PLCSHG5960L10355,189471,139SH SOLE5471,13900
MEI PHARMA INCCOM NEW55279B2021,584600,000SH SOLE5600,00000
MELCO RESORTS AND ENTMNT LTDADR58546410089848,405SH SOLE948,40500
MERCADOLIBRE INCCOM58733R102382228SH OTR700228
MERCADOLIBRE INCCOM58733R102995594SH SOLE959400
MERCADOLIBRE INCCOM58733R102168100SH SOLE510000
MERCANTILE BANK CORPCOM58737610412425SH DFND304250
MERCK & CO. INCCOM58933Y10524,172295,500SH SOLE10295,50000
MERCK & CO. INCCOM58933Y1051,49918,324SH OTR70018,324
MERCK & CO. INCCOM58933Y10516,809205,487SH SOLE9205,48700
MERCK & CO. INCCOM58933Y105845,41910,334,872SH SOLE510,090,1210244,751
MERCURY GENL CORP NEWCOM589400100751,427SH DFND38276000
MERCURY SYS INCCOM5893781082222,523SH DFND37861,7370
MEREDITH CORPCOM589433101381,997SH DFND301,9970
MERIDIAN BIOSCIENCE INCCOM58958410113710SH DFND307100
MERIT MED SYS INCCOM5898891041081,940SH DFND35231,4170
MERIT MED SYS INCCOM58988910482,4341,485,035SH SOLE51,477,26707,768
MERITAGE HOMES CORPCOM59001A1022122,559SH OTR7002,559
MERITAGE HOMES CORPCOM59001A1021421,709SH DFND34021,3070
MERITAGE HOMES CORPCOM59001A10276,530924,052SH SOLE5921,12102,931
MERITOR INCCOM59001K1001736,188SH DFND33,3882,8000
MERSANA THERAPEUTICS INCCOM59045L106521,957SH DFND35291,4280
MERSANA THERAPEUTICS INCCOM59045L1063,992150,000SH SOLE5150,00000
MESA LABS INCCOM59064R1092483SH DFND30830
META FINL GROUP INCCOM59100U10820539SH DFND305390
META FINL GROUP INCCOM59100U10835950SH SOLE595000
METHODE ELECTRS INCCOM591520200471,218SH DFND33908280
METHODE ELECTRS INCCOM5915202001,26733,100SH SOLE533,10000
METLIFE INCCOM59156R1084619,815SH OTR7009,815
METLIFE INCCOM59156R1082,64556,336SH SOLE956,33600
METLIFE INCCOM59156R1081,11923,844SH DFND323,84400
METLIFE INCCOM59156R1081,72636,761SH SOLE536,76100
METTLER TOLEDO INTERNATIONALCOM592688105121106SH OTR700106
METTLER TOLEDO INTERNATIONALCOM592688105480421SH SOLE942100
METTLER TOLEDO INTERNATIONALCOM592688105125110SH SOLE511000
MFA FINL INCCOM55272X1024511,680SH DFND3011,6800
MGE ENERGY INCCOM55277P1043645,200SH SOLE95,20000
MGE ENERGY INCCOM55277P104861,233SH DFND33668670
MGIC INVT CORP WISCOM5528481031169,273SH OTR7009,273
MGIC INVT CORP WISCOM55284810318614,793SH DFND36,1118,6820
MGIC INVT CORP WISCOM5528481031,345107,200SH SOLE5107,20000
MGM GROWTH PPTYS LLCCL A COM55303A1051524,857SH DFND31,3863,4710
MGM GROWTH PPTYS LLCCL A COM55303A10515,878507,276SH SOLE5507,27600
MGM RESORTS INTERNATIONALCOM55295310175824,053SH SOLE924,05300
MGM RESORTS INTERNATIONALCOM5529531012,35174,600SH SOLE574,60000
MICHAELS COS INCCOM59408Q10619214,735SH DFND314,73500
MICROCHIP TECHNOLOGY INC.COM59501710459425SH OTR700425
MICROCHIP TECHNOLOGY INC.COM5950171048255,977SH SOLE95,97700
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD627992,000PRN SOLE586,00006,000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF16,4163,168,000PRN SOLE53,168,00000
MICRON TECHNOLOGY INCCOM5951121036688,885SH OTR7008,885
MICRON TECHNOLOGY INCCOM5951121034,55560,586SH SOLE960,58600
MICRON TECHNOLOGY INCCOM5951121031,98226,367SH DFND326,36700
MICRON TECHNOLOGY INCCOM595112103208,6772,775,701SH SOLE52,775,70100
MICROSOFT CORPCOM5949181049,30841,851SH OTR70041,851
MICROSOFT CORPCOM59491810466,579299,338SH SOLE9299,33800
MICROSOFT CORPCOM5949181043,45615,538SH DFND315,53800
MICROSOFT CORPCOM594918104573,2682,577,410SH DFND5,81,398,0571,141,30838,045
MICROSTRATEGY INCCL A NEW59497240864164SH DFND301640
MID-AMER APT CMNTYS INCCOM59522J1035,21841,190SH SOLE941,19000
MID-AMER APT CMNTYS INCCOM59522J1032,15817,033SH SOLE517,03300
MIDDLEBY CORPCOM5962781013923,039SH DFND31,3521,6870
MIDDLESEX WTR COCOM59668010827377SH DFND303770
MILLER HERMAN INCCOM6005441001283,775SH DFND31,4842,2910
MILLER HERMAN INCCOM6005441001,56846,400SH SOLE546,40000
MIMECAST LTDORD SHSG148381091382,436SH DFND36271,8090
MIMECAST LTDORD SHG1483810952,112916,822SH SOLE5912,53404,288
MINERALS TECHNOLOGIES INCCOM603158106801,289SH DFND301,2890
MINERALS TECHNOLOGIES INCCOM603158106101,1621,628,491SH SOLE51,621,60506,886
MIRATI THERAPEUTICS INCCOM60468T1053171,442SH DFND36388040
MIRATI THERAPEUTICS INCCOM60468T10520,33192,566SH SOLE592,56600
MKS INSTRS INCCOM55306N1043732,482SH DFND37821,7000
MKS INSTRS INCCOM55306N1042561,700SH SOLE51,70000
MOBILE TELESYSTEMS PJSCSPONSORED ADR60740910975684,483SH SOLE984,48300
MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109303,316SH DFND33,31600
MODERNA INCCOM60770K10739373SH OTR700373
MODERNA INCCOM60770K1073913,740SH SOLE93,74000
MODINE MFG COCOM60782810039931,800SH SOLE531,80000
MOELIS & COCL A60786M105681,446SH DFND301,4460
MOHAWK INDS INCCOM60819010445319SH OTR700319
MOHAWK INDS INCCOM6081901046074,308SH SOLE94,30800
MOHAWK INDS INCCOM6081901042681,900SH DFND31,90000
MOLECULAR TEMPLATES INCCOM6085501095584SH DFND305840
MOLINA HEALTHCARE INCCOM60855R1004332,036SH SOLE92,03600
MOLINA HEALTHCARE INCCOM60855R1002094SH DFND30940
MOLINA HEALTHCARE INCCOM60855R1008413,952SH SOLE53,95200
MOLSON COORS BEVERAGE COCL B60871R20955612,309SH SOLE912,30900
MOLSON COORS BEVERAGE COCL B60871R2092,11946,900SH SOLE546,90000
MOMO INCADR60879B10723616,886SH SOLE916,88600
MONDELEZ INTL INCCL A6092071057,519128,600SH SOLE10128,60000
MONDELEZ INTL INCCL A6092071054107,009SH OTR7007,009
MONDELEZ INTL INCCL A6092071052,51743,040SH SOLE943,04000
MONDELEZ INTL INCCL A609207105717,77312,275,760SH SOLE511,901,2140374,546
MONGODB INCCL A60937P106192537SH SOLE953700
MONGODB INCCL A60937P1067,13219,864SH SOLE519,86400
MONMOUTH REAL ESTATE INVT COCL A60972010753831,042SH SOLE931,04200
MONMOUTH REAL ESTATE INVT COCL A609720107362,066SH DFND302,0660
MONOLITHIC PWR SYS INCCOM609839105183500SH SOLE950000
MONOLITHIC PWR SYS INCCOM60983910589243SH DFND302430
MONOLITHIC PWR SYS INCCOM60983910569,280189,170SH SOLE5189,17000
MONRO INCCOM610236101841,575SH DFND33501,2250
MONRO INCCOM6102361011,49227,995SH SOLE527,99500
MONSTER BEVERAGE CORP NEWCOM61174X1091551,671SH OTR7001,671
MONSTER BEVERAGE CORP NEWCOM61174X1092,60628,176SH SOLE928,17600
MONSTER BEVERAGE CORP NEWCOM61174X10916,379177,105SH SOLE5177,10500
MONTROSE ENVIRONMENTAL GROUPCOM615111101501,601SH SOLE51,60100
MOODYS CORPCOM6153691057072,435SH OTR7002,435
MOODYS CORPCOM6153691059083,129SH SOLE93,12900
MOODYS CORPCOM6153691055,06417,448SH SOLE517,44800
MOOG INCCL A61539420279995SH DFND33306650
MOOG INCCL A6153942021,24515,700SH SOLE515,70000
MORGAN STANLEYCOM NEW61744644893013,576SH OTR70013,576
MORGAN STANLEYCOM NEW6174464484,42064,495SH SOLE964,49500
MORGAN STANLEYCOM NEW6174464483,86956,450SH SOLE556,45000
MORNINGSTAR INCCOM617700109201866SH DFND32486180
MOSAIC CO NEWCOM61945C10346420,173SH SOLE920,17300
MOTOROLA SOLUTIONS INCCOM NEW620076307134790SH OTR700790
MOTOROLA SOLUTIONS INCCOM NEW6200763076713,947SH SOLE93,94700
MOTOROLA SOLUTIONS INCCOM NEW620076307649,4463,818,920SH SOLE53,691,4970127,423
MR COOPER GROUP INCCOM62482R107441,420SH DFND301,4200
MSA SAFETY INCCOM5534981062311,544SH DFND33891,1550
MSC INDL DIRECT INCCL A5535301061431,698SH DFND31941,5040
MSCI INCCOM55354G1006291,409SH OTR7001,409
MSCI INCCOM55354G1005371,203SH SOLE91,20300
MSCI INCCOM55354G1002,5175,637SH SOLE55,63700
MSG NETWORK INCCL A55357310615210,299SH DFND37,5722,7270
MUELLER INDS INCCOM624756102722,045SH DFND302,0450
MUELLER WTR PRODS INCCOM SER A624758108514,120SH DFND304,1200
MULTIPLAN CORPORATIONCOM62548M10012916,093SH SOLE516,09300
MURPHY OIL CORPCOM626717102806,625SH DFND31,5335,0920
MURPHY USA INCCOM6267551021381,057SH DFND33057520
MUSTANG BIO INCCOM62818Q104454120,000SH SOLE5120,00000
MYR GROUP INC DELCOM55405W10490,5181,506,123SH SOLE51,496,77609,347
MYRIAD GENETICS INCCOM62855J104814,084SH DFND37843,3000
MYRIAD GENETICS INCCOM62855J1042,670135,000SH SOLE5135,00000
NANOSTRING TECHNOLOGIES INCCOM63009R109791,186SH DFND33907960
NANOSTRING TECHNOLOGIES INCCOM63009R1092,10831,518SH SOLE531,51800
NASDAQ INCCOM6311031084103,088SH OTR7003,088
NASDAQ INCCOM6311031083602,715SH SOLE92,71500
NASDAQ INCCOM63110310812,55194,551SH SOLE594,55100
NATERA INCCOM6323071042572,585SH DFND37001,8850
NATERA INCCOM632307104174,4661,753,076SH SOLE51,744,51908,557
NATIONAL BK HLDGS CORPCL A63370710420618SH DFND306180
NATIONAL FUEL GAS CO N JCOM6361801011513,664SH DFND31,0692,5950
NATIONAL FUEL GAS CO N JCOM6361801012,27055,200SH SOLE555,20000
NATIONAL GEN HLDGS CORPCOM6362203031143,336SH DFND31,7631,5730
NATIONAL GRID PLCSPONSORED ADR NE63627440908SH SOLE5600
NATIONAL HEALTH INVS INCCOM63633D10495213,766SH SOLE913,76600
NATIONAL HEALTH INVS INCCOM63633D1041381,993SH DFND34701,5230
NATIONAL HEALTH INVS INCCOM63633D10461,208884,892SH SOLE5882,33202,560
NATIONAL HEALTHCARE CORPCOM63590610043651SH DFND306510
NATIONAL INSTRS CORPCOM6365181022315,249SH DFND31,3113,9380
NATIONAL OILWELL VARCO INCCOM63707110121315,531SH DFND34,33111,2000
NATIONAL RESH CORPCOM NEW63737220211250SH DFND302500
NATIONAL RETAIL PROPERTIES ICOM6374171062,34657,324SH SOLE957,32400
NATIONAL RETAIL PROPERTIES ICOM6374171062826,900SH DFND31,9005,0000
NATIONAL RETAIL PROPERTIES ICOM6374171064,704114,946SH SOLE5114,94600
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN63787010673320,339SH SOLE920,33900
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN637870106521,449SH DFND301,4490
NATIONAL STORAGE AFFILIATESCOM SH BEN IN63787010644,9011,246,210SH SOLE51,242,01204,198
NATIONAL VISION HLDGS INCCOM63845R1071663,670SH DFND38462,8240
NATIONAL VISION HLDGS INCCOM63845R1075,853129,244SH SOLE5129,24400
NATIONAL WESTN LIFE GROUP INCL A638517102631SH DFND30310
NATUS MED INC DELCOM63905010313626SH DFND306260
NAVIENT CORPORATIONCOM63938C10811711,914SH DFND34,7287,1860
NAVISTAR INTL CORP NEWCOM63934E108741,686SH DFND34701,2160
NBT BANCORP INCCOM628778102601,861SH DFND34611,4000
NBT BANCORP INCCOM62877810229,983934,040SH SOLE5931,18902,851
NCR CORP NEWCOM62886E1082586,859SH DFND32,4444,4150
NCR CORP NEWCOM62886E10828,648762,516SH SOLE5760,60001,916
NEENAH INCCOM64007910919335SH DFND303350
NEENAH INCCOM64007910971,7341,296,717SH SOLE51,291,26405,453
NEKTAR THERAPEUTICSCOM640268108191,100SH SOLE91,10000
NEKTAR THERAPEUTICSCOM6402681081418,317SH DFND32,5565,7610
NEKTAR THERAPEUTICSCOM6402681084,359256,385SH SOLE5256,38500
NELNET INCCL A64031N10829410SH DFND304100
NEOGEN CORPCOM6404911061802,267SH DFND38771,3900
NEOGENOMICS INCCOM NEW64049M2092274,219SH DFND31,0463,1730
NEOLEUKIN THERAPEUTICS INCCOM64049K10411764SH DFND307640
NETAPP INCCOM64110D1044677,056SH SOLE97,05600
NETAPP INCCOM64110D1043,04345,940SH SOLE545,94000
NETEASE INCSPONSORED ADS64110W1023,92240,952SH SOLE940,95200
NETEASE INCSPONSORED ADS64110W1024044,220SH DFND34,22000
NETFLIX INCCOM64110L1061,4812,738SH OTR7002,738
NETFLIX INCCOM64110L1064,1687,708SH SOLE97,70800
NETFLIX INCCOM64110L106161,023297,788SH DFND5,8115,961175,7166,111
NETGEAR INCCOM64111Q10447,9661,180,549SH SOLE51,175,04005,509
NETSCOUT SYS INCCOM64115T104702,539SH DFND37771,7620
NETSCOUT SYS INCCOM64115T10450,0171,824,121SH SOLE51,818,61505,506
NEUROCRINE BIOSCIENCES INCCOM64125C1091051,091SH SOLE91,09100
NEUROCRINE BIOSCIENCES INCCOM64125C10922,089230,449SH SOLE5230,431018
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD12,4271,746,000PRN SOLE51,739,00007,000
NEVRO CORPCOM64157F1032761,597SH DFND36049930
NEVRO CORPCOM64157F10317,11998,899SH SOLE596,08202,817
NEW JERSEY RES CORPCOM6460251061845,183SH DFND31,8833,3000
NEW MTN FIN CORPCOM6475511001,08395,300SH SOLE595,30000
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811073,06516,495SH SOLE916,49500
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811073011,618SH DFND31,61800
NEW RELIC INCNOTE 0.500% 5/064829BAB61,2831,300,000PRN OTR7000
NEW RELIC INCCOM64829B1001752,680SH DFND31,0061,6740
NEW RESIDENTIAL INVT CORPCOM NEW64828T20118118,160SH DFND34,38413,7760
NEW RESIDENTIAL INVT CORPCOM NEW64828T2011,090109,700SH SOLE5109,70000
NEW YORK CMNTY BANCORP INCCOM649445103191,800SH SOLE91,80000
NEW YORK CMNTY BANCORP INCCOM64944510332831,104SH DFND316,80414,3000
NEW YORK MTG TR INCCOM PAR $.026496045014311,558SH DFND3011,5580
NEW YORK TIMES COCL A6501111073356,476SH DFND32,5763,9000
NEW YORK TIMES COCL A65011110722,028425,491SH SOLE5413,295012,196
NEWELL BRANDS INCCOM65122910642820,178SH SOLE920,17800
NEWELL BRANDS INCCOM65122910667231,650SH SOLE531,65000
NEWMARK GROUP INCCL A65158N102506,888SH DFND306,8880
NEWMARK GROUP INCCL A65158N1022,944403,800SH SOLE5403,80000
NEWMARKET CORPCOM651587107156391SH DFND31552360
NEWMONT CORPCOM6516391064828,055SH OTR7008,055
NEWMONT CORPCOM6516391061,30021,714SH SOLE921,71400
NEWMONT CORPCOM65163910612,147202,828SH SOLE5202,82800
NEWS CORP NEWCL A65249B10934819,353SH SOLE919,35300
NEWS CORP NEWCL B65249B2081,16365,470SH SOLE165,47000
NEXPOINT RESIDENTIAL TR INCCOM65341D1023047,194SH SOLE97,19400
NEXPOINT RESIDENTIAL TR INCCOM65341D1021774,186SH SOLE54,18600
NEXSTAR MEDIA GROUP INCCL A65336K1032862,620SH DFND31,0161,6040
NEXSTAR MEDIA GROUP INCCL A65336K10341,013375,611SH SOLE5373,99401,617
NEXTCURE INCCOM65343E1084352SH DFND303520
NEXTCURE INCCOM65343E1081,635150,000SH SOLE5150,00000
NEXTERA ENERGY INCCOM65339F1017019,092SH OTR7009,092
NEXTERA ENERGY INCCOM65339F1014,11853,380SH SOLE253,38000
NEXTERA ENERGY INCCOM65339F10126,978349,687SH SOLE9349,68700
NEXTERA ENERGY INCCOM65339F1014485,812SH DFND35,81200
NEXTERA ENERGY INCCOM65339F1013,26142,264SH DFND2024,04018,224
NEXTERA ENERGY INCCOM65339F10145,484589,555SH DFND5,6520,46362,2556,837
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1061842,745SH DFND36562,0890
NEXTGEN HEALTHCARE INCCOM65343C10215801SH DFND308010
NIC INCCOM62914B1001194,621SH DFND31,6322,9890
NICOLET BANKSHARES INCCOM65406E1029132SH DFND301320
NIELSEN HLDGS PLCSHS EURG6518L1082059,800SH DFND309,8000
NIKE INCCL B6541061039686,845SH OTR7006,845
NIKE INCCL B65410610311,69982,693SH SOLE982,69300
NIKE INCCL B654106103169,7671,200,024SH DFND5,8347,403825,50227,119
NIKOLA CORPCOM654110105775,051SH DFND31,2513,8000
NIO INCSPON ADS62914V1064,73197,072SH SOLE997,07200
NIO INCSPON ADS62914V10659112,135SH DFND312,13500
NISOURCE INCCOM65473P1052,17294,695SH SOLE294,69500
NISOURCE INCCOM65473P1055,853255,163SH SOLE9255,16300
NISOURCE INCCOM65473P1051,69974,072SH DFND2043,76630,306
NISOURCE INCCOM65473P10524,9301,086,736SH DFND5,6964,298109,81712,621
NIU TECHNOLOGIESADS65481N10017,194612,981SH SOLE5612,98100
NMI HLDGS INCCL A629209305743,272SH DFND303,2720
NMI HLDGS INCCL A62920930548,4442,138,814SH SOLE52,128,492010,322
NOAH HLDGS LTDSPON ADS CL A65487X1021723,603SH SOLE93,60300
NORDSON CORPCOM6556631022081,033SH SOLE91,03300
NORDSTROM INCCOM6556641001585,053SH DFND31,1553,8980
NORDSTROM INCCOM65566410088628,400SH SOLE528,40000
NORFOLK SOUTHN CORPCOM6558441083431,442SH OTR7001,442
NORFOLK SOUTHN CORPCOM6558441084,93320,763SH SOLE920,76300
NORFOLK SOUTHN CORPCOM6558441083,25513,700SH SOLE513,70000
NORTHERN TR CORPCOM6658591042462,641SH OTR7002,641
NORTHERN TR CORPCOM6658591048038,623SH SOLE98,62300
NORTHFIELD BANCORP INC DELCOM66611T1087586SH DFND305860
NORTHROP GRUMMAN CORPCOM6668071025991,967SH SOLE91,96700
NORTHROP GRUMMAN CORPCOM666807102683,2212,242,128SH SOLE52,177,763064,365
NORTHWEST BANCSHARES INC MDCOM667340103352,712SH DFND302,7120
NORTHWEST NAT HLDG COCOM66765N1052816,117SH SOLE96,11700
NORTHWEST NAT HLDG COCOM66765N10525546SH DFND305460
NORTHWESTERN CORPCOM NEW6680743054217,217SH SOLE97,21700
NORTHWESTERN CORPCOM NEW6680743051302,237SH DFND35331,7040
NORTHWESTERN CORPCOM NEW66807430578,3951,344,457SH SOLE51,337,40607,051
NORTONLIFELOCK INCCOM66877110824211,646SH SOLE911,64600
NORWEGIAN CRUISE LINE HLDG LSHSG6672110429411,561SH DFND33,7617,8000