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Thrivent Financial For Lutherans

Filed: 24 Sep 21, 10:42am

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
AAON INCCOM PAR $0.0040003602062,09333,435SH SOLE 33,43500
AAR CORPCOM0003611051,05227,141SH SOLE 27,14100
ABM INDS INCCOM0009571002,43254,846SH SOLE 54,84600
AFLAC INCCOM0010551021,45727,148SH SOLE 27,14800
AGCO CORPCOM0010841022,61220,036SH SOLE 20,03600
AES CORPCOM00130H1052,860109,724SH SOLE 109,72400
AES CORPCOM00130H1051,12643,205SH DFND143,20500
AES CORPUNIT 99/99/999900130H2048357,760SH DFND17,76000
AES CORPUNIT 99/99/999900130H20429,047270,030SH SOLE 270,03000
AMC NETWORKS INCCL A00164V1034,87873,026SH DFND173,02600
AMC NETWORKS INCCL A00164V10311,564173,118SH SOLE 173,11800
AMN HEALTHCARE SVCS INCCOM00174410131,098320,664SH SOLE 320,66400
AMN HEALTHCARE SVCS INCCOM00174410126,008268,180SH DFND1268,18000
ANI PHARMACEUTICALS INCCOM00182C1032848,117SH SOLE 8,11700
ANGI INCCOM CL A NEW00183L10233224,564SH DFND124,56400
ANGI INCCOM CL A NEW00183L10274254,884SH SOLE 54,88400
ASGN INCCOM00191U10233,392344,500SH DFND1344,50000
ASGN INCCOM00191U10245,809472,602SH SOLE 472,60200
AT&T INCCOM00206R10238,5091,338,059SH SOLE 1,338,05900
AT&T INCCOM00206R1025,383187,048SH DFND1187,04800
ATN INTL INCCOM00215F1074098,981SH SOLE 8,98100
AZZ INCCOM0024741043,20661,922SH DFND161,92200
AZZ INCCOM0024741047,836151,331SH SOLE 151,33100
THE AARONS COMPANY INCCOM00258W10889427,934SH SOLE 27,93400
ABBOTT LABSCOM00282410022,089190,538SH SOLE 190,53800
ABBOTT LABSCOM0028241002,84124,510SH DFND124,51000
ABBVIE INCCOM00287Y10914,919132,447SH DFND1132,44700
ABBVIE INCCOM00287Y10936,285322,129SH SOLE 322,12900
ABERCROMBIE & FITCH COCL A0028962072,35150,632SH SOLE 50,63200
ABERDEEN ASIA-PACIFIC INCOMECOM00300910739087,947SH SOLE 87,94700
ABERDEEN ASIA-PACIFIC INCOMECOM0030091071,519342,901SH DFND1342,90100
ABIOMED INCCOM0036541006191,982SH SOLE 1,98200
ACADIA HEALTHCARE COMPANY INCOM00404A1091,73727,676SH SOLE 27,67600
ACADIA PHARMACEUTICALS INCCOM0042251086,117250,788SH DFND1250,78800
ACADIA PHARMACEUTICALS INCCOM00422510811,482470,758SH SOLE 470,75800
ACADIA RLTY TRCOM SH BEN INT0042391091,54970,555SH SOLE 70,55500
ACCELERON PHARMA INCCOM00434H1084223,362SH DFND13,36200
ACCELERON PHARMA INCCOM00434H1089607,647SH SOLE 7,64700
ACI WORLDWIDE INCCOM0044981011,16531,361SH SOLE 31,36100
ACTIVISION BLIZZARD INCCOM00507V10979,305830,943SH SOLE 830,94300
ACTIVISION BLIZZARD INCCOM00507V10933,631352,378SH DFND1352,37800
ACUITY BRANDS INCCOM00508Y1021,7789,508SH SOLE 9,50800
ADAMS DIVERSIFIED EQUITY FDCOM00621210455227,927SH DFND127,92700
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F10914,350351,210SH SOLE 351,21000
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F1098,089197,966SH DFND1197,96600
ADDUS HOMECARE CORPCOM0067391061,07812,351SH SOLE 12,35100
ADOBE SYSTEMS INCORPORATEDCOM00724F101239,620409,160SH SOLE 409,16000
ADOBE SYSTEMS INCORPORATEDCOM00724F10195,716163,438SH DFND1163,43800
ADTALEM GLOBAL ED INCCOM00737L10346813,120SH SOLE 13,12000
ADTRAN INCCOM00738A10684741,013SH SOLE 41,01300
ADVANCE AUTO PARTS INCCOM00751Y1065772,811SH SOLE 2,81100
AECOMCOM00766T1005,87792,822SH SOLE 92,82200
AECOMCOM00766T1001,83428,960SH DFND128,96000
ADVANSIX INCCOM00773T10169923,423SH SOLE 23,42300
AEROJET ROCKETDYNE HLDGS INCCOM0078001053,85879,887SH SOLE 79,88700
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB19,2565,000,000SH SOLE 5,000,00000
ADVANCED MICRO DEVICES INCCOM0079031074,99553,179SH SOLE 53,17900
ADVANCED DRAIN SYS INC DELCOM00790R10463,617545,737SH SOLE 545,73700
ADVANCED DRAIN SYS INC DELCOM00790R10470,068601,078SH DFND1601,07800
ADVANCED ENERGY INDSCOM00797310015,073133,729SH DFND1133,72900
ADVANCED ENERGY INDSCOM00797310020,599182,764SH SOLE 182,76400
AEROVIRONMENT INCCOM0080731081,83818,357SH SOLE 18,35700
AFFILIATED MANAGERS GROUP INCOM0082521081,70411,053SH SOLE 11,05300
AGILENT TECHNOLOGIES INCCOM00846U10111,17775,617SH SOLE 75,61700
AGILYSYS INCCOM00847J10522,731399,695SH DFND1399,69500
AGILYSYS INCCOM00847J10524,569432,027SH SOLE 432,02700
AGREE RLTY CORPCOM00849210014,766209,479SH DFND1209,47900
AGREE RLTY CORPCOM00849210031,345444,670SH SOLE 444,67000
AIR LEASE CORPCL A00912X30223,849571,368SH DFND1571,36800
AIR LEASE CORPCL A00912X30229,152698,424SH SOLE 698,42400
AIR PRODS & CHEMS INCCOM0091581064,11714,310SH SOLE 14,31000
AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922RAB1266262,000SH DFND1262,00000
AIR TRANSPORT SERVICES GRP INOTE 1.125%10/100922RAB17,6287,524,000SH SOLE 7,524,00000
AKAMAI TECHNOLOGIES INCCOM00971T1019167,858SH SOLE 7,85800
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ016,26712,446,000SH SOLE 12,446,00000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ0169129,000SH DFND1129,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL513,44111,617,000SH SOLE 11,617,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL51,9191,659,000SH DFND11,659,00000
ALAMO GROUP INCCOM0113111071,2358,090SH SOLE 8,09000
ALARM COM HLDGS INCCOM0116421053,13537,016SH SOLE 37,01600
ALASKA AIR GROUP INCCOM0116591093225,346SH SOLE 5,34600
ALBANY INTL CORPCL A0123481082,24025,097SH SOLE 25,09700
ALBEMARLE CORPCOM0126531018605,108SH SOLE 5,10800
ALBERTSONS COS INCCOMMON STOCK01309110331516,020SH SOLE 16,02000
ALECTOR INCCOM01444210738718,587SH SOLE 18,58700
ALEXANDER & BALDWIN INC NEWCOM0144911041,08459,187SH SOLE 59,18700
ALEXANDRIA REAL ESTATE EQ INCOM01527110950,821279,329SH DFND1279,32900
ALEXANDRIA REAL ESTATE EQ INCOM01527110963,109346,867SH SOLE 346,86700
ALEXION PHARMACEUTICALS INCCOM0153511091,7449,493SH SOLE 9,49300
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10234,761153,282SH DFND1153,28200
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1027,65233,744SH SOLE 33,74400
ALIGN TECHNOLOGY INCCOM01625510145,33674,200SH DFND174,20000
ALIGN TECHNOLOGY INCCOM01625510142,90070,213SH SOLE 70,21300
ALLAKOS INCCOM01671P1003454,042SH SOLE 4,04200
ALLEGHANY CORP MDCOM01717510012,42118,620SH SOLE 18,62000
ALLEGHANY CORP MDCOM0171751004,8887,327SH DFND17,32700
ALLEGHENY TECHNOLOGIES INCCOM01741R1023,965190,187SH SOLE 190,18700
ALLEGHENY TECHNOLOGIES INCCOM01741R10280038,380SH DFND138,38000
ALLEGIANCE BANCSHARES INCCOM01748H10769017,939SH SOLE 17,93900
ALLEGIANT TRAVEL COCOM01748X1022,31011,909SH SOLE 11,90900
ALLETE INCCOM NEW0185223003074,394SH DFND14,39400
ALLETE INCCOM NEW0185223001,54222,042SH SOLE 22,04200
ALLIANCE DATA SYSTEMS CORPCOM01858110852,550504,363SH DFND1504,36300
ALLIANCE DATA SYSTEMS CORPCOM01858110847,705457,869SH SOLE 457,86900
ALLIANCEBERNSTEIN GLOBAL HIGCOM01879R1062,805224,225SH DFND1224,22500
ALLIANCEBERNSTEIN GLOBAL HIGCOM01879R10664651,633SH SOLE 51,63300
ALLIANT ENERGY CORPCOM01880210859,6411,069,599SH DFND11,069,59900
ALLIANT ENERGY CORPCOM01880210855,426994,016SH SOLE 994,01600
ALLOGENE THERAPEUTICS INCCOM01977010633212,719SH DFND112,71900
ALLOGENE THERAPEUTICS INCCOM01977010674728,636SH SOLE 28,63600
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1082,136115,402SH SOLE 115,40200
ALLSTATE CORPCOM0200021011,75713,468SH SOLE 13,46800
ALLY FINL INCCOM02005N10075,3421,511,678SH SOLE 1,511,67800
ALLY FINL INCCOM02005N10083,4781,674,910SH DFND11,674,91000
ALPHABET INCCAP STK CL C02079K107112,61444,932SH SOLE 44,93200
ALPHABET INCCAP STK CL C02079K10745,98818,349SH DFND118,34900
ALPHABET INCCAP STK CL A02079K305490,536200,892SH SOLE 200,89200
ALPHABET INCCAP STK CL A02079K305215,55188,276SH DFND188,27600
ALTRA INDL MOTION CORPCOM02208R10675,7851,165,563SH SOLE 1,165,56300
ALTRA INDL MOTION CORPCOM02208R10671,1971,095,006SH DFND11,095,00600
ALTRIA GROUP INCCOM02209S1038,948187,668SH SOLE 187,66800
ALTRIA GROUP INCCOM02209S10360112,599SH DFND112,59900
AMAZON COM INCCOM023135106299,20186,973SH DFND186,97300
AMAZON COM INCCOM023135106713,142207,299SH SOLE 207,29900
AMBAC FINL GROUP INCCOM NEW02313988459137,766SH SOLE 37,76600
AMEDISYS INCCOM02343610876,631312,871SH SOLE 312,87100
AMEDISYS INCCOM02343610861,230249,989SH DFND1249,98900
AMEREN CORPCOM02360810287910,976SH SOLE 10,97600
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1051,32488,244SH DFND188,24400
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10528819,182SH SOLE 19,18200
AMERICAN AIRLS GROUP INCCOM02376R10258427,547SH SOLE 27,54700
AMERICAN ASSETS TR INCCOM0240131042,27761,061SH SOLE 61,06100
AMERICAN AXLE & MFG HLDGS INCOM0240611032,393231,207SH SOLE 231,20700
AMERICAN AXLE & MFG HLDGS INCOM02406110363461,277SH DFND161,27700
AMERICAN CAMPUS CMNTYS INCCOM02483510050,4621,080,101SH SOLE 1,080,10100
AMERICAN CAMPUS CMNTYS INCCOM02483510037,887810,945SH DFND1810,94500
AMERICAN ELEC PWR CO INCCOM02553710115,897187,934SH SOLE 187,93400
AMERICAN ELEC PWR CO INCCOM0255371013,18137,605SH DFND137,60500
AMERICAN ELEC PWR CO INCUNIT 08/01/20210255371275,226106,381SH SOLE 106,38100
AMERICAN EAGLE OUTFITTERS INCOM02553E1063,55394,682SH SOLE 94,68200
AMERICAN EAGLE OUTFITTERS INCOM02553E1061,10229,364SH DFND129,36400
AMERICAN ELEC PWR CO INCUNIT 08/15/202502557T3072635,138SH DFND15,13800
AMERICAN ELEC PWR CO INCUNIT 08/15/202502557T3079,963194,443SH SOLE 194,44300
AMERICAN EQTY INVT LIFE HLDCOM0256762061,89758,700SH DFND158,70000
AMERICAN EQTY INVT LIFE HLDCOM0256762066,145190,125SH SOLE 190,12500
AMERICAN EXPRESS COCOM02581610983,932507,972SH SOLE 507,97200
AMERICAN EXPRESS COCOM02581610937,440226,592SH DFND1226,59200
AMERICAN FINL GROUP INC OHIOCOM0259321044,80438,519SH DFND138,51900
AMERICAN FINL GROUP INC OHIOCOM02593210412,10297,031SH SOLE 97,03100
AMERICAN HOMES 4 RENTCL A02665T3069,717250,116SH SOLE 250,11600
AMERICAN INTL GROUP INCCOM NEW0268747841,75436,856SH SOLE 36,85600
AMERICAN PUB ED INCCOM02913V10343315,264SH SOLE 15,26400
AMER STATES WTR COCOM0298991013,76947,375SH SOLE 47,37500
AMER STATES WTR COCOM0298991016077,631SH DFND17,63100
AMERICAN TOWER CORP NEWCOM03027X10031,421116,315SH SOLE 116,31500
AMERICAN VANGUARD CORPCOM03037110838822,178SH SOLE 22,17800
AMERICAN WTR WKS CO INC NEWCOM0304201031,2247,942SH SOLE 7,94200
AMERICAN WELL CORPCL A03044L10533926,916SH DFND126,91600
AMERICAN WELL CORPCL A03044L10576260,592SH SOLE 60,59200
AMERICAN WOODMARK CORPORATIOCOM0305061091,13513,898SH SOLE 13,89800
AMERICAS CAR-MART INCCOM03062T1057145,038SH SOLE 5,03800
AMERICOLD RLTY TRCOM03064D1083,985105,291SH SOLE 105,29100
AMERISAFE INCCOM03071H10094315,803SH SOLE 15,80300
AMERISOURCEBERGEN CORPCOM03073E1057426,478SH SOLE 6,47800
AMERIPRISE FINL INCCOM03076C1066,79127,288SH SOLE 27,28800
AMERIPRISE FINL INCCOM03076C1061,4665,891SH DFND15,89100
AMERIS BANCORPCOM03076K1089,898195,506SH SOLE 195,50600
AMERIS BANCORPCOM03076K1084,50989,058SH DFND189,05800
AMETEK INCCOM0311001007,14153,491SH DFND153,49100
AMETEK INCCOM03110010026,889201,415SH SOLE 201,41500
AMGEN INCCOM03116210032,652133,956SH DFND1133,95600
AMGEN INCCOM03116210089,342366,530SH SOLE 366,53000
AMKOR TECHNOLOGY INCCOM03165210067528,522SH SOLE 28,52200
AMPHENOL CORP NEWCL A03209510111,417166,892SH DFND1166,89200
AMPHENOL CORP NEWCL A03209510128,418415,411SH SOLE 415,41100
AMPHASTAR PHARMACEUTICALS INCOM03209R10360429,985SH SOLE 29,98500
ANALOG DEVICES INCCOM0326541057474,341SH DFND14,34100
ANALOG DEVICES INCCOM0326541054,84628,148SH SOLE 28,14800
ANAPLAN INCCOM03272L10827,847522,451SH SOLE 522,45100
ANAPLAN INCCOM03272L10815,795296,349SH DFND1296,34900
ANDERSONS INCCOM03416410378225,598SH SOLE 25,59800
ANGIODYNAMICS INCCOM03475V10184631,177SH SOLE 31,17700
ANIKA THERAPEUTICS INCCOM03525510850911,765SH SOLE 11,76500
ANNALY CAPITAL MANAGEMENT INCOM0357104094,259479,634SH SOLE 479,63400
ANNALY CAPITAL MANAGEMENT INCOM0357104091,608181,033SH DFND1181,03300
ANSYS INCCOM03662Q10557,918166,883SH SOLE 166,88300
ANSYS INCCOM03662Q10560,583174,561SH DFND1174,56100
ANTERO RESOURCES CORPCOM03674X1063,488232,037SH DFND1232,03700
ANTERO RESOURCES CORPCOM03674X1068,401558,946SH SOLE 558,94600
ANTHEM INCCOM03675210365,334171,120SH SOLE 171,12000
ANTHEM INCCOM03675210339,538103,557SH DFND1103,55700
ANTERO MIDSTREAM CORPCOM03676B10275472,542SH DFND172,54200
ANTERO MIDSTREAM CORPCOM03676B1022,199211,610SH SOLE 211,61000
APA CORPORATIONCOM03743Q10835816,543SH SOLE 16,54300
APARTMENT INCOME REIT CORPCOM03750L1095,841123,157SH SOLE 123,15700
APARTMENT INCOME REIT CORPCOM03750L1093076,478SH DFND16,47800
APOGEE ENTERPRISES INCCOM03759810985821,077SH SOLE 21,07700
APOLLO COML REAL EST FIN INCCOM03762U1051,10769,425SH DFND169,42500
APOLLO COML REAL EST FIN INCCOM03762U1054,122258,434SH SOLE 258,43400
APOLLO MED HLDGS INCCOM NEW03763A20767810,790SH SOLE 10,79000
APPLE INCCOM037833100229,3921,674,881SH DFND11,674,88100
APPLE INCCOM037833100606,6024,429,046SH SOLE 4,429,04600
APPLE HOSPITALITY REIT INCCOM NEW03784Y2001,763115,560SH SOLE 115,56000
APPLIED INDL TECHNOLOGIES INCOM03820C1052,89631,799SH SOLE 31,79900
APPLIED MATLS INCCOM0382221055,72040,167SH SOLE 40,16700
APPLIED OPTOELECTRONICS INCCOM03823U10217120,203SH SOLE 20,20300
APPLOVIN CORPCOM CL A03831W10831,784422,829SH SOLE 422,82900
APPLOVIN CORPCOM CL A03831W10836,450484,898SH DFND1484,89800
APTARGROUP INCCOM03833610322,142157,212SH SOLE 157,21200
APTARGROUP INCCOM0383361039,41266,829SH DFND166,82900
ARBOR REALTY TRUST INCNOTE 4.750%11/0038923AP32,7122,500,000SH SOLE 2,500,00000
ARCBEST CORPCOM03937C1051,20920,775SH SOLE 20,77500
ARCHER DANIELS MIDLAND COCOM0394831021,48224,453SH SOLE 24,45300
ARCHROCK INCCOM03957W1061,190133,587SH DFND1133,58700
ARCHROCK INCCOM03957W1063,581401,953SH SOLE 401,95300
ARCOSA INCCOM0396531002,31339,382SH SOLE 39,38200
ARCONIC CORPORATIONCOM03966V1072,85280,056SH SOLE 80,05600
ARDELYX INCCOM0396971078,2421,087,399SH SOLE 1,087,39900
ARDELYX INCCOM0396971076,280828,543SH DFND1828,54300
ARENA PHARMACEUTICALS INCCOM NEW0400476072,98043,702SH SOLE 43,70200
ARENA PHARMACEUTICALS INCCOM NEW0400476071,91428,068SH DFND128,06800
ARES CAPITAL CORPNOTE 3.750% 2/004010LAT03,6583,500,000SH SOLE 3,500,00000
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW3481442,000SH DFND1442,00000
ARES CAPITAL CORPNOTE 4.625% 3/004010LAW34,2523,908,000SH SOLE 3,908,00000
ARGENX SESPONSORED ADR04016X10117,19857,123SH SOLE 57,12300
ARGENX SESPONSORED ADR04016X1019,42731,313SH DFND131,31300
ARISTA NETWORKS INCCOM0404131061,0252,830SH SOLE 2,83000
ARLO TECHNOLOGIES INCCOM04206A10145066,442SH SOLE 66,44200
ARMADA HOFFLER PPTYS INCCOM04208T10823417,598SH DFND117,59800
ARMADA HOFFLER PPTYS INCCOM04208T1081,18088,767SH SOLE 88,76700
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550766558,242SH SOLE 58,24200
ARMSTRONG WORLD INDS INC NEWCOM04247X1021,34912,581SH SOLE 12,58100
ARMSTRONG WORLD INDS INC NEWCOM04247X1027236,737SH DFND16,73700
ARROW ELECTRS INCCOM0427351002,24119,689SH SOLE 19,68900
ARROWHEAD PHARMACEUTICALS INCOM04280A1002,28827,631SH SOLE 27,63100
ARTESIAN RES CORPCL A04311320875620,560SH DFND120,56000
ARTESIAN RES CORPCL A0431132081,70346,303SH SOLE 46,30300
ARTISAN PARTNERS ASSET MGMTCL A04316A10891918,079SH DFND118,07900
ARTISAN PARTNERS ASSET MGMTCL A04316A1082,04540,235SH SOLE 40,23500
ASBURY AUTOMOTIVE GROUP INCCOM0434361042,70915,810SH SOLE 15,81000
ASCENDIS PHARMA A/SSPONSORED ADR04351P1018,22662,534SH DFND162,53400
ASCENDIS PHARMA A/SSPONSORED ADR04351P10115,400117,069SH SOLE 117,06900
ASHLAND GLOBAL HLDGS INCCOM04418610463,848729,689SH SOLE 729,68900
ASHLAND GLOBAL HLDGS INCCOM04418610465,844752,503SH DFND1752,50300
ASPEN TECHNOLOGY INCCOM0453271031,62811,836SH DFND111,83600
ASPEN TECHNOLOGY INCCOM0453271036,15044,715SH SOLE 44,71500
ASSOCIATED BANC CORPCOM0454871056,788331,430SH SOLE 331,43000
ASSOCIATED BANC CORPCOM0454871052,931143,117SH DFND1143,11700
ASSURANT INCCOM04621X1084062,601SH SOLE 2,60100
ASTEC INDS INCCOM0462241011,17018,583SH SOLE 18,58300
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642051,53422,529SH SOLE 22,52900
ATMOS ENERGY CORPCOM0495601053,83239,875SH SOLE 39,87500
ATMOS ENERGY CORPCOM0495601051,45515,144SH DFND115,14400
ATRION CORPCOM049904105392632SH DFND163200
ATRION CORPCOM0499041058821,421SH SOLE 1,42100
AUDACY INCCL A05070N103641148,786SH SOLE 148,78600
AUDACY INCCL A05070N10328566,055SH DFND166,05500
AUTODESK INCCOM0527691062,8119,630SH SOLE 9,63000
AUTOHOME INCSP ADS RP CL A05278C1075388,414SH SOLE 8,41400
AUTOHOME INCSP ADS RP CL A05278C1072,46838,591SH DFND138,59100
AUTOMATIC DATA PROCESSING INCOM0530151031,1505,788SH DFND15,78800
AUTOMATIC DATA PROCESSING INCOM05301510314,22871,636SH SOLE 71,63600
AUTONATION INCCOM05329W1021,18212,466SH DFND112,46600
AUTONATION INCCOM05329W1023,56337,585SH SOLE 37,58500
AUTOZONE INCCOM05333210224,86016,660SH DFND116,66000
AUTOZONE INCCOM05333210244,82630,040SH SOLE 30,04000
AVALARA INCCOM05338G10612,23375,607SH DFND175,60700
AVALARA INCCOM05338G10618,866116,603SH SOLE 116,60300
AVALONBAY CMNTYS INCCOM05348410115,01271,935SH DFND171,93500
AVALONBAY CMNTYS INCCOM05348410133,580160,908SH SOLE 160,90800
AVANOS MED INCCOM05350V1061,42939,299SH SOLE 39,29900
AVANTOR INCCOM05352A1002,74977,424SH DFND177,42400
AVANTOR INCCOM05352A1005,573156,952SH SOLE 156,95200
AVERY DENNISON CORPCOM0536111092,19810,454SH DFND110,45400
AVERY DENNISON CORPCOM0536111095,70927,156SH SOLE 27,15600
AVIENT CORPORATIONCOM05368V1061,19124,236SH SOLE 24,23600
AVIS BUDGET GROUPCOM0537741051,07213,768SH SOLE 13,76800
AVISTA CORPCOM05379B1072,42056,721SH SOLE 56,72100
AVNET INCCOM0538071031,05926,414SH SOLE 26,41400
AXCELIS TECHNOLOGIES INCCOM NEW05454020810,988271,851SH DFND1271,85100
AXCELIS TECHNOLOGIES INCCOM NEW05454020812,636312,615SH SOLE 312,61500
AXON ENTERPRISE INCCOM05464C1013,03617,171SH SOLE 17,17100
AXOS FINANCIAL INCCOM05465C1001,95442,131SH SOLE 42,13100
AXONICS INCCOM05465P10114,667231,307SH SOLE 231,30700
AXONICS INCCOM05465P1019,417148,511SH DFND1148,51100
B & G FOODS INC NEWCOM05508R1061,73652,935SH SOLE 52,93500
BJS WHSL CLUB HLDGS INCCOM05550J10132,450682,009SH SOLE 682,00900
BJS WHSL CLUB HLDGS INCCOM05550J10114,519305,156SH DFND1305,15600
BOK FINL CORPCOM NEW05561Q2013894,489SH SOLE 4,48900
BOK FINL CORPCOM NEW05561Q2012082,401SH DFND12,40100
BP PLCSPONSORED ADR05562210429,9021,131,790SH SOLE 1,131,79000
BP PLCSPONSORED ADR05562210419,124723,829SH DFND1723,82900
B. RILEY FINANCIAL INCCOM05580M1081,09114,451SH SOLE 14,45100
BADGER METER INCCOM0565251082,34023,851SH SOLE 23,85100
BAIDU INCSPON ADR REP A0567521086,35931,188SH DFND131,18800
BAIDU INCSPON ADR REP A0567521081,4036,881SH SOLE 6,88100
BAKER HUGHES COMPANYCL A05722G10072831,841SH SOLE 31,84100
BALCHEM CORPCOM0576652003,84329,279SH SOLE 29,27900
BALL CORPCOM05849810652,435647,184SH DFND1647,18400
BALL CORPCOM05849810650,183619,392SH SOLE 619,39200
BALLYS CORPORATIONCOM05875B1067,390136,572SH SOLE 136,57200
BALLYS CORPORATIONCOM05875B1064,69486,753SH DFND186,75300
BANCFIRST CORPCOM05945F10395315,272SH SOLE 15,27200
BANCO BRADESCO S ASP ADR PFD NEW05946030327954,343SH SOLE 54,34300
BANCO BRADESCO S ASP ADR PFD NEW0594603031,265246,597SH DFND1246,59700
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10941120,704SH DFND120,70400
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10734642,224SH DFND142,22400
BANCOLOMBIA S ASPON ADR PREF05968L10271224,730SH DFND124,73000
BANCORP INC DELCOM05969A10595841,652SH SOLE 41,65200
BANCORPSOUTH BK TUPELO MISSCOM05971J10272625,614SH SOLE 25,61400
BANDWIDTH INCCOM CL A05988J10333,788244,979SH SOLE 244,97900
BANDWIDTH INCCOM CL A05988J10322,135160,495SH DFND1160,49500
BANC OF CALIFORNIA INCCOM05990K10664036,506SH SOLE 36,50600
BK OF AMERICA CORPCOM06050510472,4711,757,728SH DFND11,757,72800
BK OF AMERICA CORPCOM060505104129,4753,140,303SH SOLE 3,140,30300
BANK HAWAII CORPCOM06254010990610,756SH SOLE 10,75600
BANK MARIN BANCORPCOM0634251022337,310SH DFND17,31000
BANK MARIN BANCORPCOM06342510252416,413SH SOLE 16,41300
BANK NEW YORK MELLON CORPCOM0640581001,81035,337SH SOLE 35,33700
BANK OZKCOM06417N1031,35332,091SH SOLE 32,09100
BANKFINANCIAL CORPCOM06643P10437833,085SH DFND133,08500
BANKFINANCIAL CORPCOM06643P10485875,032SH SOLE 75,03200
BANKUNITED INCCOM06652K1033,25476,226SH SOLE 76,22600
BANNER CORPCOM NEW06652V2083,18958,829SH DFND158,82900
BANNER CORPCOM NEW06652V2088,103149,483SH SOLE 149,48300
BARINGS GLOBAL SHORT DURATIOCOM06760L10078245,794SH DFND145,79400
BARINGS GLOBAL SHORT DURATIOCOM06760L10023313,634SH SOLE 13,63400
BARNES & NOBLE ED INCCOM06777U10118826,041SH SOLE 26,04100
BARNES GROUP INCCOM0678061091,95238,096SH SOLE 38,09600
BAXTER INTL INCCOM0718131093,31341,161SH DFND141,16100
BAXTER INTL INCCOM07181310914,826184,180SH SOLE 184,18000
BECTON DICKINSON & COCOM07588710914,92961,388SH SOLE 61,38800
BECTON DICKINSON & COCOM0758871091,8187,474SH DFND17,47400
BED BATH & BEYOND INCCOM07589610040612,197SH DFND112,19700
BED BATH & BEYOND INCCOM0758961003,817114,663SH SOLE 114,66300
BELDEN INCCOM07745410693318,454SH DFND118,45400
BELDEN INCCOM0774541062,50749,584SH SOLE 49,58400
BENCHMARK ELECTRS INCCOM08160H1012,62692,263SH SOLE 92,26300
BENCHMARK ELECTRS INCCOM08160H10179627,983SH DFND127,98300
BERKLEY W R CORPCOM0844231024486,018SH SOLE 6,01800
BERKSHIRE HATHAWAY INC DELCL B NEW08467070256,486203,246SH SOLE 203,24600
BERKSHIRE HATHAWAY INC DELCL B NEW0846707026,34022,813SH DFND122,81300
BERKSHIRE HILLS BANCORP INCCOM0846801073,592131,052SH SOLE 131,05200
BERKSHIRE HILLS BANCORP INCCOM0846801071,19743,662SH DFND143,66200
BERRY GLOBAL GROUP INCCOM08579W1032,49538,250SH SOLE 38,25000
BERRY GLOBAL GROUP INCCOM08579W1032593,978SH DFND13,97800
BEST BUY INCCOM0865161011,1239,765SH SOLE 9,76500
BIG LOTS INCCOM0893021031,72426,112SH SOLE 26,11200
BIGCOMMERCE HLDGS INCCOM SER 108975P10827,662426,095SH SOLE 426,09500
BIGCOMMERCE HLDGS INCCOM SER 108975P10822,941353,366SH DFND1353,36600
BILL COM HLDGS INCCOM09004310073,972403,823SH DFND1403,82300
BILL COM HLDGS INCCOM09004310076,470417,457SH SOLE 417,45700
BIO RAD LABS INCCL A0905722079741,511SH DFND11,51100
BIO RAD LABS INCCL A0905722072,7914,332SH SOLE 4,33200
BIOCRYST PHARMACEUTICALS INCCOM09058V10356235,516SH DFND135,51600
BIOCRYST PHARMACEUTICALS INCCOM09058V1031,26479,954SH SOLE 79,95400
BIOGEN INCCOM09062X10325,58173,876SH DFND173,87600
BIOGEN INCCOM09062X10340,309116,409SH SOLE 116,40900
BIO-TECHNE CORPCOM09073M10469,020153,289SH SOLE 153,28900
BIO-TECHNE CORPCOM09073M10453,013117,739SH DFND1117,73900
BJS RESTAURANTS INCCOM09180C10680316,349SH DFND116,34900
BJS RESTAURANTS INCCOM09180C1062,74355,813SH SOLE 55,81300
BLACK HILLS CORPCOM0921131093,71656,616SH SOLE 56,61600
BLACK HILLS CORPCOM0921131091,16417,736SH DFND117,73600
BLACKBAUD INCCOM09227Q10099212,960SH SOLE 12,96000
BLACKLINE INCCOM09239B1091,87216,826SH DFND116,82600
BLACKLINE INCCOM09239B1094,00736,013SH SOLE 36,01300
BLACKROCK INCCOM09247X1016,6277,574SH DFND17,57400
BLACKROCK INCCOM09247X10123,61126,985SH SOLE 26,98500
BLACKROCK CORE BD TRSHS BEN INT09249E1011,877113,649SH DFND1113,64900
BLACKROCK CORE BD TRSHS BEN INT09249E10180248,546SH SOLE 48,54600
BLACKROCK ENHANCED GLOBAL DICOM09250110548938,984SH SOLE 38,98400
BLACKROCK ENHANCED GLOBAL DICOM0925011051,954155,730SH DFND1155,73000
BLACKROCK CR ALLOCATION INCOCOM09250810078050,027SH SOLE 50,02700
BLACKROCK CR ALLOCATION INCOCOM0925081002,369151,948SH DFND1151,94800
BLACKROCK ENHANCED EQUITY DICOM09251A10440439,839SH DFND139,83900
BLACKROCK CAP INVT CORPNOTE 5.000% 6/1092533AC21,8181,800,000SH SOLE 1,800,00000
BLACKROCK CORPOR HI YLD FD ICOM09255P10742534,464SH SOLE 34,46400
BLACKROCK CORPOR HI YLD FD ICOM09255P1071,893153,619SH DFND1153,61900
BLACKSTONE MTG TR INCCOM CL A09257W1001,36342,735SH SOLE 42,73500
BLACKSTONE MTG TR INCCOM CL A09257W10088027,609SH DFND127,60900
BLACKSTONE MTG TR INCNOTE 4.375% 5/009257WAB612,67212,500,000SH SOLE 12,500,00000
BLACKSTONE MTG TR INCNOTE 4.750% 3/109257WAC47,6417,500,000SH SOLE 7,500,00000
BLACKROCK MULTI SECTOR INC TCOM09258A10757931,051SH SOLE 31,05100
BLACKROCK MULTI SECTOR INC TCOM09258A1072,265121,409SH DFND1121,40900
BLACKROCK TCP CAPITAL CORPCOM09259E10875354,500SH DFND154,50000
BLACKROCK TCP CAPITAL CORPCOM09259E10824717,900SH SOLE 17,90000
BLOCK H & R INCCOM0936711053,385144,186SH SOLE 144,18600
BLOCK H & R INCCOM0936711051,21151,564SH DFND151,56400
BLOOM ENERGY CORPCOM CL A0937121071,26747,140SH DFND147,14000
BLOOM ENERGY CORPCOM CL A0937121072,845105,871SH SOLE 105,87100
BLOOMIN BRANDS INCCOM09423510864023,599SH DFND123,59900
BLOOMIN BRANDS INCCOM0942351082,27083,645SH SOLE 83,64500
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB4941388,000SH DFND1388,00000
BLOOMIN BRANDS INCNOTE 5.000% 5/0094235AB421,3688,814,000SH SOLE 8,814,00000
BLUCORA INCCOM09522910068539,580SH SOLE 39,58000
BNY MELLON HIGH YIELD STRATESH BEN INT09660L10521057,582SH SOLE 57,58200
BNY MELLON HIGH YIELD STRATESH BEN INT09660L1051,501411,176SH DFND1411,17600
BOEING COCOM0970231059,57739,976SH DFND139,97600
BOEING COCOM09702310520,18284,247SH SOLE 84,24700
BOISE CASCADE CO DELCOM09739D1001,87632,153SH SOLE 32,15300
BONANZA CREEK ENERGY INCCOM NEW0977934001,07522,837SH SOLE 22,83700
BOOKING HOLDINGS INCCOM09857L108794363SH DFND136300
BOOKING HOLDINGS INCCOM09857L1087,8033,566SH SOLE 3,56600
BOOKING HOLDINGS INCNOTE 0.750% 5/009857LAN819,93714,100,000SH SOLE 14,100,00000
BOOT BARN HLDGS INCCOM0994061002,01023,913SH SOLE 23,91300
BORGWARNER INCCOM09972410651010,497SH SOLE 10,49700
BOSTON BEER INCCL A100557107528517SH DFND151700
BOSTON BEER INCCL A1005571073,7093,633SH SOLE 3,63300
BOSTON PRIVATE FINL HLDGS INCOM10111910599467,414SH SOLE 67,41400
BOSTON PROPERTIES INCCOM1011211016,15753,733SH SOLE 53,73300
BOSTON SCIENTIFIC CORPCOM1011371072,61061,027SH SOLE 61,02700
BOTTOMLINE TECH DEL INCCOM1013881061,19232,153SH SOLE 32,15300
BOYD GAMING CORPCOM1033041011,31721,422SH SOLE 21,42200
BRADY CORPCL A1046741062,22339,668SH SOLE 39,66800
BRANDYWINE RLTY TRSH BEN INT NEW1053682031,915139,677SH SOLE 139,67700
BRIDGEWATER BANCSHARES INCCOM ACCD INV10862110314,827918,092SH DFND1918,09200
BRIDGEWATER BANCSHARES INCCOM ACCD INV10862110315,594965,598SH SOLE 965,59800
BRIGHTHOUSE FINL INCCOM10922N1031,79939,507SH DFND139,50700
BRIGHTHOUSE FINL INCCOM10922N1034,595100,907SH SOLE 100,90700
BRIGHTSPHERE INVT GROUP INCCOM10948W10393239,790SH DFND139,79000
BRIGHTSPHERE INVT GROUP INCCOM10948W1033,197136,451SH SOLE 136,45100
BRIGHTSPIRE CAPITAL INCCOM CL A10949T10921122,474SH SOLE 22,47400
BRINKER INTL INCCOM1096411002,75944,615SH SOLE 44,61500
BRINKS COCOM1096961041,01513,208SH SOLE 13,20800
BRISTOL-MYERS SQUIBB COCOM1101221082343,503SH DFND13,50300
BRISTOL-MYERS SQUIBB COCOM1101221087,176107,399SH SOLE 107,39900
BRISTOW GROUP INCCOM11040G10348518,934SH SOLE 18,93400
BRIXMOR PPTY GROUP INCCOM11120U1056,274274,100SH SOLE 274,10000
BROADRIDGE FINL SOLUTIONS INCOM11133T1036,85742,450SH SOLE 42,45000
BROADRIDGE FINL SOLUTIONS INCOM11133T1035373,323SH DFND13,32300
BROADCOM INCCOM11135F1012,5965,444SH DFND15,44400
BROADCOM INCCOM11135F10110,03721,050SH SOLE 21,05000
BROOKFIELD REAL ASSETS INCOMSHS BEN INT11283010447621,718SH SOLE 21,71800
BROOKFIELD REAL ASSETS INCOMSHS BEN INT1128301041,65175,400SH DFND175,40000
BROOKLINE BANCORP INC DELCOM11373M1072,038136,348SH SOLE 136,34800
BROOKLINE BANCORP INC DELCOM11373M10750033,431SH DFND133,43100
BROOKS AUTOMATION INC NEWCOM1143401021,87919,723SH SOLE 19,72300
BROWN & BROWN INCCOM11523610167512,696SH DFND112,69600
BROWN & BROWN INCCOM1152361014,81790,655SH SOLE 90,65500
BROWN FORMAN CORPCL B1156372095887,845SH SOLE 7,84500
BRUKER CORPCOM11679410889811,825SH SOLE 11,82500
BRUKER CORPCOM1167941083945,181SH DFND15,18100
BRUNSWICK CORPCOM1170431095495,512SH DFND15,51200
BRUNSWICK CORPCOM1170431093,09631,081SH SOLE 31,08100
BUCKLE INCCOM1184401061,17623,633SH SOLE 23,63300
BUILDERS FIRSTSOURCE INCCOM12008R1072,35355,148SH SOLE 55,14800
BURLINGTON STORES INCCOM12201710619,71261,219SH SOLE 61,21900
BURLINGTON STORES INCCOM1220171068,53926,520SH DFND126,52000
BURLINGTON STORES INCNOTE 2.250% 4/1122017AB234,14421,491,000SH SOLE 21,491,00000
BURLINGTON STORES INCNOTE 2.250% 4/1122017AB22,4051,514,000SH DFND11,514,00000
BYLINE BANCORP INCCOM1244111095,585246,794SH SOLE 246,79400
BYLINE BANCORP INCCOM1244111095,055223,368SH DFND1223,36800
CBIZ INCCOM1248051025,986182,678SH SOLE 182,67800
CBIZ INCCOM1248051022,84186,704SH DFND186,70400
CBOE GLOBAL MKTS INCCOM12503M1082,49620,966SH SOLE 20,96600
CBRE GROUP INCCL A12504L10940,796475,867SH SOLE 475,86700
CBRE GROUP INCCL A12504L10923,062269,003SH DFND1269,00300
CDK GLOBAL INCCOM12508E1014,63493,250SH SOLE 93,25000
CDK GLOBAL INCCOM12508E1011,52330,659SH DFND130,65900
CDW CORPCOM12514G1082,35413,480SH DFND113,48000
CDW CORPCOM12514G1085,42831,077SH SOLE 31,07700
CF INDS HLDGS INCCOM12526910031,705616,233SH DFND1616,23300
CF INDS HLDGS INCCOM12526910049,055953,455SH SOLE 953,45500
C H ROBINSON WORLDWIDE INCCOM NEW12541W2095455,823SH SOLE 5,82300
CIGNA CORP NEWCOM12552310033,552141,528SH DFND1141,52800
CIGNA CORP NEWCOM12552310057,088240,806SH SOLE 240,80600
CIT GROUP INCCOM NEW1255818011,36126,378SH SOLE 26,37800
CMC MATERIALS INCCOM12571T1001,1717,766SH SOLE 7,76600
CME GROUP INCCOM12572Q10527,368128,683SH SOLE 128,68300
CME GROUP INCCOM12572Q1054,00618,838SH DFND118,83800
CMS ENERGY CORPCOM12589610074812,669SH SOLE 12,66900
CRA INTL INCCOM12618T1055105,954SH DFND15,95400
CRA INTL INCCOM12618T1051,14813,417SH SOLE 13,41700
CNO FINL GROUP INCCOM12621E10376032,190SH DFND132,19000
CNO FINL GROUP INCCOM12621E1032,24394,974SH SOLE 94,97400
CSG SYS INTL INCCOM1263491091,26926,887SH SOLE 26,88700
CSG SYS INTL INCNOTE 4.250% 3/1126349AF66,6816,483,000SH SOLE 6,483,00000
CSW INDUSTRIALS INCCOM1264021064,83340,798SH DFND140,79800
CSW INDUSTRIALS INCCOM12640210610,23686,408SH SOLE 86,40800
CSX CORPCOM12640810319,334602,670SH DFND1602,67000
CSX CORPCOM12640810331,889994,053SH SOLE 994,05300
CTS CORPCOM12650110545012,123SH DFND112,12300
CTS CORPCOM1265011051,97753,190SH SOLE 53,19000
CNX RES CORPCOM12653C10853138,863SH DFND138,86300
CNX RES CORPCOM12653C1081,985145,328SH SOLE 145,32800
CVB FINL CORPCOM1266001052,151104,447SH SOLE 104,44700
CVS HEALTH CORPCOM12665010035,788428,903SH SOLE 428,90300
CVS HEALTH CORPCOM12665010020,868250,098SH DFND1250,09800
CABLE ONE INCCOM12685J1052,7581,442SH SOLE 1,44200
CABOT CORPCOM1270551011,40324,648SH SOLE 24,64800
CABOT CORPCOM1270551012434,275SH DFND14,27500
CABOT OIL & GAS CORPCOM12709710330017,165SH SOLE 17,16500
CACI INTL INCCL A1271903041,5956,252SH SOLE 6,25200
CADENCE DESIGN SYSTEM INCCOM1273871082,20116,089SH SOLE 16,08900
CADENCE BANCORPORATIONCL A12739A1002,129101,962SH SOLE 101,96200
CAESARS ENTERTAINMENT INC NECOM12769G10057,797557,079SH DFND1557,07900
CAESARS ENTERTAINMENT INC NECOM12769G10063,392611,011SH SOLE 611,01100
CAL MAINE FOODS INCCOM NEW1280302021,10830,613SH SOLE 30,61300
CALAMP CORPCOM12812610936628,810SH SOLE 28,81000
CALAVO GROWERS INCCOM12824610586313,602SH SOLE 13,60200
CALERES INCCOM12950010485531,328SH SOLE 31,32800
CALIFORNIA WTR SVC GROUPCOM1307881022,30841,558SH SOLE 41,55800
CALIX INCCOM13100M50958,5881,233,426SH SOLE 1,233,42600
CALIX INCCOM13100M50961,1071,286,456SH DFND11,286,45600
CALLAWAY GOLF COCOM1311931041,04430,960SH SOLE 30,96000
CALLON PETE CO DELCOM13123X5082,32140,227SH SOLE 40,22700
CAMDEN PPTY TRSH BEN INT13313110264,133483,401SH DFND1483,40100
CAMDEN PPTY TRSH BEN INT13313110281,149611,658SH SOLE 611,65800
CAMPBELL SOUP COCOM1344291094058,881SH SOLE 8,88100
CANADA GOOSE HLDGS INCSHS SUB VTG1350861061,06224,290SH SOLE 24,29000
CAPITAL ONE FINL CORPCOM14040H10541,266266,765SH DFND1266,76500
CAPITAL ONE FINL CORPCOM14040H10564,456416,680SH SOLE 416,68000
CAPITOL FED FINL INCCOM14057J1011,243105,533SH SOLE 105,53300
CAPSTEAD MTG CORPCOM NO PAR14067E50648679,173SH SOLE 79,17300
CARA THERAPEUTICS INCCOM14075510950235,189SH SOLE 35,18900
CARDINAL HEALTH INCCOM14149Y10872512,704SH SOLE 12,70400
CARDIOVASCULAR SYS INC DELCOM1416191061,40032,832SH SOLE 32,83200
CARETRUST REIT INCCOM14174T1074,729203,590SH SOLE 203,59000
CARETRUST REIT INCCOM14174T1071,40960,647SH DFND160,64700
CARLISLE COS INCCOM14233910033,705176,113SH DFND1176,11300
CARLISLE COS INCCOM14233910058,566306,017SH SOLE 306,01700
CARMAX INCCOM1431301029227,142SH SOLE 7,14200
CARNIVAL CORPUNIT 99/99/999914365830090434,286SH SOLE 34,28600
CARPENTER TECHNOLOGY CORPCOM14428510324,313604,488SH DFND1604,48800
CARPENTER TECHNOLOGY CORPCOM14428510327,375680,637SH SOLE 680,63700
CARRIER GLOBAL CORPORATIONCOM14448C1041,70535,083SH SOLE 35,08300
CARS COM INCCOM14575E10532622,761SH DFND122,76100
CARS COM INCCOM14575E10573551,267SH SOLE 51,26700
CARTERS INCCOM1462291091,20411,669SH SOLE 11,66900
CARVANA COCL A14686910258,423193,568SH SOLE 193,56800
CARVANA COCL A14686910227,64791,600SH DFND191,60000
CASEYS GEN STORES INCCOM1475281033,41617,548SH SOLE 17,54800
CATALENT INCCOM1488061027917,316SH SOLE 7,31600
CATERPILLAR INCCOM1491231015,21823,975SH SOLE 23,97500
CATHAY GEN BANCORPCOM14915010478519,943SH SOLE 19,94300
CATO CORP NEWCL A14920510626715,836SH SOLE 15,83600
CAVCO INDS INC DELCOM1495681071,5506,977SH SOLE 6,97700
CEDAR FAIR L PDEPOSITRY UNIT15018510617,722395,323SH DFND1395,32300
CEDAR FAIR L PDEPOSITRY UNIT15018510618,781418,949SH SOLE 418,94900
CEDAR REALTY TRUST INCCOM NEW15060260565138,649SH SOLE 38,64900
CEDAR REALTY TRUST INCCOM NEW15060260530418,060SH DFND118,06000
CELANESE CORP DELCOM1508701032,91919,256SH SOLE 19,25600
CELANESE CORP DELCOM1508701031,1767,756SH DFND17,75600
CELSIUS HLDGS INCCOM NEW15118V2072,04826,917SH SOLE 26,91700
CENTENE CORP DELCOM15135B10141,418567,918SH SOLE 567,91800
CENTENE CORP DELCOM15135B10124,467335,491SH DFND1335,49100
CENTENNIAL RESOURCE DEV INCCL A15136A1021,128166,303SH DFND1166,30300
CENTENNIAL RESOURCE DEV INCCL A15136A1022,538374,386SH SOLE 374,38600
CENTERPOINT ENERGY INCCOM15189T10750,6462,065,502SH SOLE 2,065,50200
CENTERPOINT ENERGY INCCOM15189T10754,0002,202,294SH DFND12,202,29400
CENTERSPACECOM15202L10793411,840SH SOLE 11,84000
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q20713815,952SH SOLE 15,95200
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q20762772,481SH DFND172,48100
CENTRAL GARDEN & PET COCOM1535271064227,970SH SOLE 7,97000
CENTRAL GARDEN & PET COCL A NON-VTG1535272051,56832,454SH SOLE 32,45400
CENTRAL PAC FINL CORPCOM NEW1547604093,391130,138SH SOLE 130,13800
CENTRAL PAC FINL CORPCOM NEW1547604091,37652,818SH DFND152,81800
CENTURY ALUM COCOM15643110853241,242SH SOLE 41,24200
CENTURY CMNTYS INCCOM1565043001,59623,984SH SOLE 23,98400
CERIDIAN HCM HLDG INCCOM15677J1083,34434,863SH SOLE 34,86300
CERNER CORPCOM15678210426,574339,989SH DFND1339,98900
CERNER CORPCOM15678210457,120730,805SH SOLE 730,80500
CEVA INCCOM15721010588218,650SH SOLE 18,65000
CHAMPIONX CORPORATIONCOM15872M1043,464135,037SH SOLE 135,03700
CHAMPIONX CORPORATIONCOM15872M10497037,829SH DFND137,82900
CHARLES RIV LABS INTL INCCOM15986410713,02935,220SH SOLE 35,22000
CHARLES RIV LABS INTL INCCOM1598641076,13016,572SH DFND116,57200
CHART INDS INCCOM16115Q30832,127219,568SH SOLE 219,56800
CHART INDS INCCOM16115Q30816,487112,675SH DFND1112,67500
CHARTER COMMUNICATIONS INC NCL A16119P1087,34910,186SH DFND110,18600
CHARTER COMMUNICATIONS INC NCL A16119P10817,79724,669SH SOLE 24,66900
CHATHAM LODGING TRCOM16208T10251239,745SH SOLE 39,74500
CHEESECAKE FACTORY INCCOM1630721012,04337,715SH SOLE 37,71500
CHEFS WHSE INCCOM16308610184826,647SH SOLE 26,64700
CHEGG INCCOM1630921099,613115,671SH SOLE 115,67100
CHEGG INCCOM1630921094,74357,074SH DFND157,07400
CHEMED CORP NEWCOM16359R1032,2614,764SH DFND14,76400
CHEMED CORP NEWCOM16359R1037,10214,968SH SOLE 14,96800
CHEMOURS COCOM1638511084,731135,952SH SOLE 135,95200
CHEMOURS COCOM1638511081,72449,541SH DFND149,54100
CHENIERE ENERGY INCCOM NEW16411R2085786,660SH DFND16,66000
CHENIERE ENERGY INCCOM NEW16411R2082,07123,871SH SOLE 23,87100
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG4147176,000SH DFND1176,00000
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG414,93917,899,000SH SOLE 17,899,00000
CHESAPEAKE UTILS CORPCOM1653031082482,059SH DFND12,05900
CHESAPEAKE UTILS CORPCOM1653031082,25818,761SH SOLE 18,76100
CHEVRON CORP NEWCOM16676410012,524119,572SH SOLE 119,57200
CHEVRON CORP NEWCOM1667641001,39713,335SH DFND113,33500
CHEWY INCCL A16679L1095,67771,223SH DFND171,22300
CHEWY INCCL A16679L10911,506144,350SH SOLE 144,35000
CHICOS FAS INCCOM1686151022,215336,664SH SOLE 336,66400
CHICOS FAS INCCOM168615102722109,679SH DFND1109,67900
CHILDRENS PL INC NEWCOM1689051072,59427,874SH SOLE 27,87400
CHILDRENS PL INC NEWCOM1689051076587,069SH DFND17,06900
CHIMERA INVT CORPCOM NEW16934Q2081,573104,460SH DFND1104,46000
CHIMERA INVT CORPCOM NEW16934Q2083,243215,355SH SOLE 215,35500
CHINA PETROLEUM & CHEMICAL CSPON ADR H SHS16941R1082,29544,990SH DFND144,99000
CHINA PETROLEUM & CHEMICAL CSPON ADR H SHS16941R1085009,809SH SOLE 9,80900
CHIPOTLE MEXICAN GRILL INCCOM169656105169,382109,255SH SOLE 109,25500
CHIPOTLE MEXICAN GRILL INCCOM169656105115,84974,725SH DFND174,72500
CHOICE HOTELS INTL INCCOM16990510612,768107,417SH SOLE 107,41700
CHOICE HOTELS INTL INCCOM1699051067,49863,085SH DFND163,08500
CHURCH & DWIGHT INCCOM1713401023,06936,014SH SOLE 36,01400
CHURCH & DWIGHT INCCOM1713401024244,971SH DFND14,97100
CHURCHILL DOWNS INCCOM1714841083801,917SH DFND11,91700
CHURCHILL DOWNS INCCOM1714841082,53312,774SH SOLE 12,77400
CHUYS HLDGS INCCOM17160410160916,339SH SOLE 16,33900
CIENA CORPCOM NEW17177930960,8881,070,270SH DFND11,070,27000
CIENA CORPCOM NEW17177930960,9331,071,063SH SOLE 1,071,06300
CIMAREX ENERGY COCOM1717981011,97827,296SH SOLE 27,29600
CIMAREX ENERGY COCOM1717981012473,413SH DFND13,41300
CINCINNATI BELL INC NEWCOM NEW17187150264241,618SH SOLE 41,61800
CINCINNATI FINL CORPCOM17206210110,74492,124SH SOLE 92,12400
CINCINNATI FINL CORPCOM1720621014,43638,042SH DFND138,04200
CINEMARK HLDGS INCCOM17243V10263428,878SH SOLE 28,87800
CIRCOR INTL INCCOM17273K10954016,552SH SOLE 16,55200
CIRRUS LOGIC INCCOM1727551001,30015,271SH SOLE 15,27100
CISCO SYS INCCOM17275R10270,3851,328,014SH DFND11,328,01400
CISCO SYS INCCOM17275R102121,0212,283,416SH SOLE 2,283,41600
CINTAS CORPCOM1729081051,4483,790SH SOLE 3,79000
CITIGROUP INCCOM NEW17296742462,253879,898SH SOLE 879,89800
CITIGROUP INCCOM NEW17296742429,011410,055SH DFND1410,05500
CITIZENS FINL GROUP INCCOM1746101051,34429,299SH DFND129,29900
CITIZENS FINL GROUP INCCOM1746101053,51776,676SH SOLE 76,67600
CITRIX SYS INCCOM1773761007,80466,545SH SOLE 66,54500
CITY HLDG COCOM17783510596512,820SH SOLE 12,82000
CLARUS CORP NEWCOM18270P1092,986116,186SH SOLE 116,18600
CLARUS CORP NEWCOM18270P1092,852110,972SH DFND1110,97200
CLEAN HARBORS INCCOM1844961071,24113,326SH SOLE 13,32600
CLEAN ENERGY FUELS CORPCOM18449910115214,943SH SOLE 14,94300
CLEARWATER PAPER CORPCOM18538R10339513,640SH SOLE 13,64000
CLEVELAND-CLIFFS INC NEWCOM1858991011,08250,197SH DFND150,19700
CLEVELAND-CLIFFS INC NEWCOM1858991015,069235,105SH SOLE 235,10500
CLOROX CO DELCOM1890541097,70742,839SH SOLE 42,83900
CLOUGH GLOBAL OPPORTUNITIESSH BEN INT18914E10625120,779SH DFND120,77900
CLOUDFLARE INCCL A COM18915M1074,63943,827SH SOLE 43,82700
COCA COLA CONS INCCOM1910981021,5263,795SH SOLE 3,79500
COCA COLA COCOM19121610015,877293,415SH SOLE 293,41500
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3022,65934,586SH SOLE 34,58600
COGNEX CORPCOM19242210312,088143,819SH SOLE 143,81900
COGNEX CORPCOM1924221035,21362,027SH DFND162,02700
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,59923,088SH SOLE 23,08800
COHERENT INCCOM1924791031,7216,512SH SOLE 6,51200
COHERUS BIOSCIENCES INCCOM19249H10375454,496SH SOLE 54,49600
COHU INCCOM1925761061,45739,591SH SOLE 39,59100
COLFAX CORPCOM1940141061,43531,317SH SOLE 31,31700
COLGATE PALMOLIVE COCOM19416210327,843342,266SH SOLE 342,26600
COLGATE PALMOLIVE COCOM1941621033,00436,925SH DFND136,92500
COLLEGIUM PHARMACEUTICAL INCCOM19459J10468128,815SH SOLE 28,81500
COLLIERS INTL GROUP INCSUB VTG SHS19469310722,173198,007SH DFND1198,00700
COLLIERS INTL GROUP INCSUB VTG SHS19469310723,318208,238SH SOLE 208,23800
COLUMBIA BKG SYS INCCOM19723610227,933724,415SH SOLE 724,41500
COLUMBIA BKG SYS INCCOM19723610224,276629,555SH DFND1629,55500
COLUMBIA SPORTSWEAR COCOM1985161068018,142SH SOLE 8,14200
COMFORT SYS USA INCCOM1999081042,33729,663SH SOLE 29,66300
COMCAST CORP NEWCL A20030N101113,6261,992,745SH SOLE 1,992,74500
COMCAST CORP NEWCL A20030N10159,8881,050,297SH DFND11,050,29700
COMERICA INCCOM20034010732,704458,429SH SOLE 458,42900
COMERICA INCCOM20034010721,572302,389SH DFND1302,38900
COMMERCE BANCSHARES INCCOM2005251032,38031,921SH SOLE 31,92100
COMMERCIAL METALS COCOM20172310398331,991SH SOLE 31,99100
COMMUNITY BK SYS INCCOM2036071063,33244,049SH SOLE 44,04900
COMMUNITY HEALTH SYS INC NEWCOM2036681081,568101,543SH SOLE 101,54300
COMMUNITY HEALTHCARE TR INCCOM20369C1064409,262SH DFND19,26200
COMMUNITY HEALTHCARE TR INCCOM20369C1061,87839,571SH SOLE 39,57100
COMMUNITY TR BANCORP INCCOM2041491082,38559,073SH DFND159,07300
COMMUNITY TR BANCORP INCCOM2041491085,113126,628SH SOLE 126,62800
COMMVAULT SYS INCCOM20416610295512,218SH SOLE 12,21800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10534639,383SH DFND139,38300
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910460129,820SH DFND129,82000
COMPASS MINERALS INTL INCCOM20451N1015379,054SH SOLE 9,05400
COMPUTER PROGRAMS & SYS INCCOM20530610334810,476SH SOLE 10,47600
COMTECH TELECOMMUNICATIONS CCOM NEW20582620951521,299SH SOLE 21,29900
CONAGRA BRANDS INCCOM20588710276421,014SH SOLE 21,01400
CONCENTRIX CORPCOM20602D1012,37714,782SH SOLE 14,78200
CONCENTRIX CORPCOM20602D1013211,998SH DFND11,99800
CONMED CORPCOM2074101013,26823,783SH SOLE 23,78300
CONNS INCCOM20824210740415,841SH SOLE 15,84100
CONOCOPHILLIPSCOM20825C10422,448368,599SH DFND1368,59900
CONOCOPHILLIPSCOM20825C10437,186610,610SH SOLE 610,61000
CONSOL ENERGY INC NEWCOM20854L10867436,474SH SOLE 36,47400
CONSOLIDATED COMM HLDGS INCCOM20903410752960,155SH SOLE 60,15500
CONSOLIDATED EDISON INCCOM20911510414,164197,495SH SOLE 197,49500
CONSTELLATION BRANDS INCCL A21036P1081,6987,258SH SOLE 7,25800
CONTINENTAL RES INCCOM2120151012,08854,896SH DFND154,89600
CONTINENTAL RES INCCOM2120151014,455117,141SH SOLE 117,14100
COOPER COS INCCOM NEW2166484024,90712,384SH DFND112,38400
COOPER COS INCCOM NEW21664840212,55431,681SH SOLE 31,68100
COOPER STD HLDGS INCCOM21676P10323,734818,414SH DFND1818,41400
COOPER STD HLDGS INCCOM21676P10328,799993,054SH SOLE 993,05400
COPART INCCOM2172041061,35010,242SH SOLE 10,24200
CORCEPT THERAPEUTICS INCCOM2183521021,88885,811SH SOLE 85,81100
CORE-MARK HLDG CO INCCOM2186811041,66236,921SH SOLE 36,92100
CORESITE RLTY CORPCOM21870Q1054,01629,839SH SOLE 29,83900
CORECIVIC INCCOM21871N1011,02998,326SH SOLE 98,32600
COREPOINT LODGING INCCOM21872L10424122,565SH SOLE 22,56500
COREPOINT LODGING INCCOM21872L10410810,073SH DFND110,07300
CORNING INCCOM2193501051,38733,902SH SOLE 33,90200
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081,94969,626SH SOLE 69,62600
CORTEVA INCCOM22052L1041,40431,658SH SOLE 31,65800
CORVEL CORPCOM2210061091,0007,443SH SOLE 7,44300
COSTCO WHSL CORP NEWCOM22160K1056,89717,430SH DFND117,43000
COSTCO WHSL CORP NEWCOM22160K10539,884100,802SH SOLE 100,80200
COSTAR GROUP INCCOM22160N10914,757178,180SH SOLE 178,18000
COSTAR GROUP INCCOM22160N1097,27787,860SH DFND187,86000
COTY INCCOM CL A2220702034,722505,603SH SOLE 505,60300
COTY INCCOM CL A2220702031,974211,358SH DFND1211,35800
COUPA SOFTWARE INCCOM22266L10610,73240,946SH SOLE 40,94600
COUPA SOFTWARE INCCOM22266L1065,29520,202SH DFND120,20200
COUSINS PPTYS INCCOM NEW2227955025,125139,344SH SOLE 139,34400
COVETRUS INCCOM22304C1002,20181,513SH SOLE 81,51300
COWEN INCCL A NEW2236226063,69490,000SH SOLE 90,00000
CRACKER BARREL OLD CTRY STORCOM22410J1061,3038,779SH DFND18,77900
CRACKER BARREL OLD CTRY STORCOM22410J1063,36022,634SH SOLE 22,63400
CRANE COCOM22439910533,806365,990SH SOLE 365,99000
CRANE COCOM22439910523,340252,679SH DFND1252,67900
CREE INCCOM2254471013,00230,653SH SOLE 30,65300
CROCS INCCOM22704610928,286242,756SH SOLE 242,75600
CROCS INCCOM22704610924,855213,307SH DFND1213,30700
CROSS CTRY HEALTHCARE INCCOM22748310447328,639SH SOLE 28,63900
CROWDSTRIKE HLDGS INCCL A22788C1056762,691SH SOLE 2,69100
CROWN CASTLE INTL CORP NEWCOM22822V10115,38078,830SH SOLE 78,83000
CRYOLIFE INCCOM22890310056519,903SH DFND119,90300
CRYOLIFE INCCOM2289031002,17976,735SH SOLE 76,73500
CUBESMARTCOM2296631093,81382,316SH DFND182,31600
CUBESMARTCOM22966310913,521291,905SH SOLE 291,90500
CULLEN FROST BANKERS INCCOM2298991091,73815,515SH SOLE 15,51500
CULP INCCOM2302151051,23275,578SH SOLE 75,57800
CULP INCCOM23021510554533,431SH DFND133,43100
CUMMINS INCCOM2310211061,7537,188SH SOLE 7,18800
CURTISS WRIGHT CORPCOM23156110130,749258,918SH DFND1258,91800
CURTISS WRIGHT CORPCOM23156110142,427357,254SH SOLE 357,25400
CUSTOMERS BANCORP INCCOM23204G1001,61041,299SH DFND141,29900
CUSTOMERS BANCORP INCCOM23204G1004,408113,066SH SOLE 113,06600
CUTERA INCCOM23210910871414,554SH SOLE 14,55400
CYTOKINETICS INCCOM NEW23282W6051,16158,646SH SOLE 58,64600
CYRUSONE INCCOM23283R1006,20986,808SH SOLE 86,80800
CYTOMX THERAPEUTICS INCCOM23284F1058313,175SH SOLE 13,17500
DMC GLOBAL INCCOM23291C1031,00517,885SH SOLE 17,88500
D R HORTON INCCOM23331A10919,748218,527SH DFND1218,52700
D R HORTON INCCOM23331A10930,619338,817SH SOLE 338,81700
DSP GROUPS INCCOM23332B10642828,935SH SOLE 28,93500
DTE ENERGY COCOM2333311077,84960,563SH SOLE 60,56300
DTE ENERGY COCOM2333311071,1098,556SH DFND18,55600
DTE ENERGY COUNIT 11/01/2022S23333184210,637215,200SH SOLE 215,20000
DXP ENTERPRISES INCCOM NEW23337740748114,446SH SOLE 14,44600
DXC TECHNOLOGY COCOM23355L10642610,944SH SOLE 10,94400
DAKTRONICS INCCOM23426410919930,143SH SOLE 30,14300
DANA INCCOM23582520578433,014SH DFND133,01400
DANA INCCOM2358252052,504105,408SH SOLE 105,40800
DANAHER CORPORATIONCOM23585110218,85470,258SH SOLE 70,25800
DANAHER CORPORATIONCOM2358511024,46816,648SH DFND116,64800
DARDEN RESTAURANTS INCCOM2371941054,74432,498SH SOLE 32,49800
DARDEN RESTAURANTS INCCOM2371941051,87612,847SH DFND112,84700
DARLING INGREDIENTS INCCOM2372661012,28233,800SH DFND133,80000
DARLING INGREDIENTS INCCOM2372661016,973103,304SH SOLE 103,30400
DAVE & BUSTERS ENTMT INCCOM2383371091,58639,061SH SOLE 39,06100
DAVITA INCCOM23918K1083693,068SH SOLE 3,06800
DECKERS OUTDOOR CORPCOM2435371071,3093,407SH DFND13,40700
DECKERS OUTDOOR CORPCOM2435371075,74314,954SH SOLE 14,95400
DEERE & COCOM2441991054,81213,643SH SOLE 13,64300
DELTA AIR LINES INC DELCOM NEW24736170229,894691,042SH DFND1691,04200
DELTA AIR LINES INC DELCOM NEW24736170249,0701,134,295SH SOLE 1,134,29500
DELUXE CORPCOM2480191011,65034,533SH SOLE 34,53300
DENTSPLY SIRONA INCCOM24906P1096059,557SH SOLE 9,55700
DESCARTES SYS GROUP INCCOM2499061085,86584,802SH DFND184,80200
DESCARTES SYS GROUP INCCOM2499061089,176132,675SH SOLE 132,67500
DESIGNER BRANDS INCCL A25056510880248,455SH SOLE 48,45500
DESKTOP METAL INCCOM CL A25058X10530926,884SH DFND126,88400
DESKTOP METAL INCCOM CL A25058X10569660,524SH SOLE 60,52400
DEVON ENERGY CORP NEWCOM25179M10389,3873,062,262SH DFND13,062,26200
DEVON ENERGY CORP NEWCOM25179M103103,8873,558,980SH SOLE 3,558,98000
DEXCOM INCCOM25213110790,217211,282SH SOLE 211,28200
DEXCOM INCCOM25213110741,33696,805SH DFND196,80500
DIAMOND HILL INVT GROUP INCCOM NEW25264R2072131,271SH DFND11,27100
DIAMOND HILL INVT GROUP INCCOM NEW25264R2073632,168SH SOLE 2,16800
DIAMONDROCK HOSPITALITY COCOM2527843011,667171,881SH SOLE 171,88100
DIAMONDBACK ENERGY INCCOM25278X1099,15397,490SH SOLE 97,49000
DIAMONDBACK ENERGY INCCOM25278X1094,03843,011SH DFND143,01100
DICKS SPORTING GOODS INCCOM2533931029,70296,831SH SOLE 96,83100
DICKS SPORTING GOODS INCCOM2533931024,82448,149SH DFND148,14900
DICKS SPORTING GOODS INCNOTE 3.250% 4/1253393AD419,7456,672,000SH SOLE 6,672,00000
DICKS SPORTING GOODS INCNOTE 3.250% 4/1253393AD41,332450,000SH DFND1450,00000
DIEBOLD NIXDORF INCCOM STK25365110333626,179SH DFND126,17900
DIEBOLD NIXDORF INCCOM STK2536511031,578122,871SH SOLE 122,87100
DIGI INTL INCCOM25379810255927,819SH SOLE 27,81900
DIGITAL RLTY TR INCCOM25386810348,915325,103SH SOLE 325,10300
DIGITAL RLTY TR INCCOM25386810341,154273,518SH DFND1273,51800
DIGITAL TURBINE INCCOM NEW25400W1021,34517,691SH DFND117,69100
DIGITAL TURBINE INCCOM NEW25400W1023,22942,464SH SOLE 42,46400
DIME CMNTY BANCSHARES INCCOM25432X10297128,896SH SOLE 28,89600
DINE BRANDS GLOBAL INCCOM2544231061,25214,026SH SOLE 14,02600
DIODES INCCOM2545431012,76434,651SH SOLE 34,65100
DISNEY WALT COCOM2546871066423,651SH DFND13,65100
DISNEY WALT COCOM25468710617,05997,052SH SOLE 97,05200
DISCOVER FINL SVCSCOM25470910839,182331,238SH SOLE 331,23800
DISCOVER FINL SVCSCOM25470910825,198213,016SH DFND1213,01600
DISCOVERY INCCOM SER A25470F10416,989553,753SH DFND1553,75300
DISCOVERY INCCOM SER A25470F10425,572833,503SH SOLE 833,50300
DISCOVERY INCCOM SER C25470F30238113,156SH SOLE 13,15600
DISH NETWORK CORPORATIONCL A25470M10943,9381,051,149SH DFND11,051,14900
DISH NETWORK CORPORATIONCL A25470M10940,599971,260SH SOLE 971,26000
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P1077918,805SH DFND118,80500
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P107991237,114SH SOLE 237,11400
DOCUSIGN INCCOM25616310619,44569,552SH SOLE 69,55200
DOCUSIGN INCCOM2561631069,59334,315SH DFND134,31500
DOLBY LABORATORIES INCCOM CL A25659T10728,316288,089SH DFND1288,08900
DOLBY LABORATORIES INCCOM CL A25659T10740,818415,281SH SOLE 415,28100
DOLLAR GEN CORP NEWCOM2566771055,48925,366SH SOLE 25,36600
DOLLAR TREE INCCOM2567461083,91139,303SH SOLE 39,30300
DOLLAR TREE INCCOM2567461082312,319SH DFND12,31900
DOMINION ENERGY INCCOM25746U1093,12842,518SH SOLE 42,51800
DOMINION ENERGY INCUNIT 99/99/999925746U13314,162145,800SH SOLE 145,80000
DOMINOS PIZZA INCCOM25754A20113,60929,174SH DFND129,17400
DOMINOS PIZZA INCCOM25754A20121,48946,065SH SOLE 46,06500
DOMTAR CORPCOM NEW2575592032,26041,120SH SOLE 41,12000
DONALDSON INCCOM2576511092,12733,481SH SOLE 33,48100
DONNELLEY FINL SOLUTIONS INCCOM25787G10080324,348SH SOLE 24,34800
DORMAN PRODS INCCOM2582781004,41142,550SH SOLE 42,55000
DORMAN PRODS INCCOM2582781008718,406SH DFND18,40600
DOUGLAS EMMETT INCCOM25960P1093,803113,118SH SOLE 113,11800
DOUGLAS DYNAMICS INCCOM25960R1053298,087SH DFND18,08700
DOUGLAS DYNAMICS INCCOM25960R10574118,202SH SOLE 18,20200
DOVER CORPCOM2600031085,85238,861SH SOLE 38,86100
DOVER CORPCOM2600031082,63517,494SH DFND117,49400
DOW INCCOM2605571032,03032,082SH SOLE 32,08200
DRIL-QUIP INCCOM26203710498028,964SH SOLE 28,96400
DROPBOX INCCL A26210C10444,9341,482,472SH SOLE 1,482,47200
DROPBOX INCCL A26210C10448,1331,588,012SH DFND11,588,01200
DUKE REALTY CORPCOM NEW26441150551,2631,082,631SH SOLE 1,082,63100
DUKE REALTY CORPCOM NEW26441150542,449896,485SH DFND1896,48500
DUKE ENERGY CORP NEWCOM NEW26441C20445,996465,923SH SOLE 465,92300
DUKE ENERGY CORP NEWCOM NEW26441C20425,883262,185SH DFND1262,18500
DULUTH HLDGS INCCOM CL B26443V1018,147394,538SH DFND1394,53800
DULUTH HLDGS INCCOM CL B26443V10112,987628,929SH SOLE 628,92900
DUN & BRADSTREET HLDGS INCCOM26484T10629,5671,383,564SH DFND11,383,56400
DUN & BRADSTREET HLDGS INCCOM26484T10627,6051,291,751SH SOLE 1,291,75100
DUPONT DE NEMOURS INCCOM26614N1021,76922,855SH SOLE 22,85500
DYCOM INDS INCCOM2674751012513,371SH DFND13,37100
DYCOM INDS INCCOM2674751011,07814,468SH SOLE 14,46800
E L F BEAUTY INCCOM26856L10311,241414,170SH DFND1414,17000
E L F BEAUTY INCCOM26856L10318,430679,053SH SOLE 679,05300
EL POLLO LOCO HLDGS INCCOM26860310728415,506SH SOLE 15,50600
EOG RES INCCOM26875P10110,320123,680SH SOLE 123,68000
EOG RES INCCOM26875P1013,00035,960SH DFND135,96000
EQT CORPCOM26884L1092,17997,883SH SOLE 97,88300
EQT CORPCOM26884L10964729,082SH DFND129,08200
EQT CORPNOTE 1.750% 5/026884LAK524,14814,498,000SH SOLE 14,498,00000
EQT CORPNOTE 1.750% 5/026884LAK51,331799,000SH DFND1799,00000
EPR PPTYSCOM SH BEN INT26884U10910,805205,103SH SOLE 205,10300
EPR PPTYSCOM SH BEN INT26884U1094,81891,457SH DFND191,45700
EAGLE BANCORP INC MDCOM2689481061,46526,129SH SOLE 26,12900
EAGLE MATLS INCCOM26969P1081,59911,250SH SOLE 11,25000
EAGLE PHARMACEUTICALS INCCOM2697961084089,538SH SOLE 9,53800
EAST WEST BANCORP INCCOM27579R1041,51421,115SH DFND121,11500
EAST WEST BANCORP INCCOM27579R1045,52177,010SH SOLE 77,01000
EASTERLY GOVT PPTYS INCCOM27616P1031,44568,564SH SOLE 68,56400
EASTGROUP PPTYS INCCOM2772761013,36920,486SH DFND120,48600
EASTGROUP PPTYS INCCOM27727610110,83065,855SH SOLE 65,85500
EASTMAN CHEM COCOM27743210040,109343,543SH SOLE 343,54300
EASTMAN CHEM COCOM27743210023,654202,607SH DFND1202,60700
EATON VANCE LTD DURATION INCCOM27828H1052,759208,074SH DFND1208,07400
EATON VANCE LTD DURATION INCCOM27828H10570352,982SH SOLE 52,98200
EATON VANCE TAX-MANAGED GLOBCOM27829F1081,313128,687SH DFND1128,68700
EATON VANCE TAX-MANAGED GLOBCOM27829F10828828,208SH SOLE 28,20800
EBAY INC.COM2786421032,27332,374SH SOLE 32,37400
EBIX INCCOM NEW27871520665219,222SH SOLE 19,22200
ECHO GLOBAL LOGISTICS INCCOM27875T10167021,797SH SOLE 21,79700
ECHOSTAR CORPCL A27876810632313,293SH DFND113,29300
ECHOSTAR CORPCL A27876810672629,870SH SOLE 29,87000
ECOLAB INCCOM27886510020,654100,276SH SOLE 100,27600
ECOLAB INCCOM2788651006,69332,496SH DFND132,49600
EDGEWELL PERS CARE COCOM28035Q1021,95144,438SH SOLE 44,43800
EDISON INTLCOM28102010794216,297SH SOLE 16,29700
EDITAS MEDICINE INCCOM28106W1031,34423,724SH SOLE 23,72400
EDITAS MEDICINE INCCOM28106W10359410,484SH DFND110,48400
EDWARDS LIFESCIENCES CORPCOM28176E108111,1511,073,198SH SOLE 1,073,19800
EDWARDS LIFESCIENCES CORPCOM28176E10876,839741,904SH DFND1741,90400
EHEALTH INCCOM28238P1091,24821,366SH SOLE 21,36600
8X8 INC NEWCOM2829141002,49489,836SH SOLE 89,83600
ELECTRONIC ARTS INCCOM28551210927,011187,796SH SOLE 187,79600
ELECTRONIC ARTS INCCOM2855121095,32937,050SH DFND137,05000
ELEMENT SOLUTIONS INCCOM28618M10629,2661,251,741SH SOLE 1,251,74100
ELEMENT SOLUTIONS INCCOM28618M10627,1831,162,655SH DFND11,162,65500
ELLINGTON FINANCIAL INCCOM28852N10968535,792SH SOLE 35,79200
ELLINGTON RESIDENTIAL MTG RECOM SHS BEN INT28857810725021,251SH DFND121,25100
ELLINGTON RESIDENTIAL MTG RECOM SHS BEN INT28857810768958,571SH SOLE 58,57100
EMCOR GROUP INCCOM29084Q10010,84588,033SH SOLE 88,03300
EMCOR GROUP INCCOM29084Q1004,37635,520SH DFND135,52000
EMERGENT BIOSOLUTIONS INCCOM29089Q10576212,091SH SOLE 12,09100
EMERSON ELEC COCOM2910111043,74238,883SH DFND138,88300
EMERSON ELEC COCOM29101110412,737132,349SH SOLE 132,34900
EMERALD HOLDING INCCOM29103W10428452,611SH DFND152,61100
EMERALD HOLDING INCCOM29103W104659122,272SH SOLE 122,27200
EMPLOYERS HLDGS INCCOM2922181041,15827,051SH SOLE 27,05100
ENANTA PHARMACEUTICALS INCCOM29251M10664714,693SH SOLE 14,69300
ENCORE CAP GROUP INCCOM2925541021,20125,351SH SOLE 25,35100
ENCORE WIRE CORPCOM2925621055,73075,600SH DFND175,60000
ENCORE WIRE CORPCOM2925621057,39797,600SH SOLE 97,60000
ENDAVA PLCADS29260V1058,86778,206SH DFND178,20600
ENDAVA PLCADS29260V10513,821121,902SH SOLE 121,90200
ENCOMPASS HEALTH CORPCOM29261A1002,06226,425SH SOLE 26,42500
ENERGIZER HLDGS INC NEWCOM29272W10966315,427SH SOLE 15,42700
ENERSYSCOM29275Y1021,11111,370SH SOLE 11,37000
ENERPAC TOOL GROUP CORPCL A COM2927651041,30849,149SH SOLE 49,14900
ENEL CHILE S.A.SPONSORED ADR29278D1059833,207SH DFND133,20700
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T100716112,107SH DFND1112,10700
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1001,614252,532SH SOLE 252,53200
ENPHASE ENERGY INCCOM29355A10746,842255,088SH SOLE 255,08800
ENPHASE ENERGY INCCOM29355A10749,510269,620SH DFND1269,62000
ENPRO INDS INCCOM29355X1071,63616,840SH SOLE 16,84000
ENOVA INTL INCCOM29357K1031,44442,224SH DFND142,22400
ENOVA INTL INCCOM29357K1034,197122,675SH SOLE 122,67500
ENSIGN GROUP INCCOM29358P1013,66242,247SH SOLE 42,24700
ENTERGY CORP NEWCOM29364G10371,681718,971SH DFND1718,97100
ENTERGY CORP NEWCOM29364G10375,955761,834SH SOLE 761,83400
ENTERPRISE FINL SVCS CORPCOM29371210521,866471,352SH SOLE 471,35200
ENTERPRISE FINL SVCS CORPCOM29371210520,252436,558SH DFND1436,55800
ENTERPRISE PRODS PARTNERS LCOM29379210719,836822,048SH DFND1822,04800
ENTERPRISE PRODS PARTNERS LCOM29379210729,4471,220,344SH SOLE 1,220,34400
ENVESTNET INCCOM29404K1061,09614,447SH SOLE 14,44700
EPAM SYS INCCOM29414B10414,17527,742SH SOLE 27,74200
EPAM SYS INCCOM29414B1046,59012,898SH DFND112,89800
ENVISTA HOLDINGS CORPORATIONCOM29415F1041,84442,680SH SOLE 42,68000
EPLUS INCCOM2942681074,03246,513SH SOLE 46,51300
EPLUS INCCOM2942681071,52217,556SH DFND117,55600
EQUIFAX INCCOM2944291051,2525,227SH SOLE 5,22700
EQUINIX INCCOM29444U70030,76038,325SH SOLE 38,32500
EQUITABLE HLDGS INCCOM29452E10184,4962,774,926SH DFND12,774,92600
EQUITABLE HLDGS INCCOM29452E10191,4593,003,572SH SOLE 3,003,57200
EQUITRANS MIDSTREAM CORPCOM2946001014,020472,428SH SOLE 472,42800
EQUITRANS MIDSTREAM CORPCOM2946001011,483174,235SH DFND1174,23500
EQUITY LIFESTYLE PPTYS INCCOM29472R1088,869119,346SH SOLE 119,34600
EQUITY RESIDENTIALSH BEN INT29476L1078,671112,607SH SOLE 112,60700
ERICSSONADR B SEK 1029482160812,7461,013,212SH DFND11,013,21200
ERICSSONADR B SEK 1029482160818,9191,503,923SH SOLE 1,503,92300
ESCO TECHNOLOGIES INCCOM2963151041,99721,288SH SOLE 21,28800
ESSENTIAL PPTYS RLTY TR INCCOM29670E10725,734951,708SH SOLE 951,70800
ESSENTIAL PPTYS RLTY TR INCCOM29670E1077,697284,646SH DFND1284,64600
ESSENTIAL UTILS INCCOM29670G1022,73459,831SH SOLE 59,83100
ESSENTIAL UTILS INCUNIT 04/30/202229670G2015,18190,600SH SOLE 90,60000
ESSEX PPTY TR INCCOM2971781051,3414,470SH DFND14,47000
ESSEX PPTY TR INCCOM29717810511,63638,784SH SOLE 38,78400
ETHAN ALLEN INTERIORS INCCOM29760210449517,938SH SOLE 17,93800
ETSY INCCOM29786A1061,1245,459SH SOLE 5,45900
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL35,3044,658,000SH SOLE 4,658,00000
EVERCORE INCCLASS A29977A10530,549217,012SH SOLE 217,01200
EVERCORE INCCLASS A29977A10526,446187,867SH DFND1187,86700
EVERI HLDGS INCCOM30034T10348,9851,964,115SH DFND11,964,11500
EVERI HLDGS INCCOM30034T10359,6232,390,648SH SOLE 2,390,64800
EVERGY INCCOM30034W1061,30121,526SH DFND121,52600
EVERGY INCCOM30034W1064,09867,816SH SOLE 67,81600
EVERTEC INCCOM30040P1032,13748,964SH SOLE 48,96400
EVERSOURCE ENERGYCOM30040W1081,28315,985SH SOLE 15,98500
EXELON CORPCOM30161N10116,739377,762SH DFND1377,76200
EXELON CORPCOM30161N10126,770604,156SH SOLE 604,15600
EXELIXIS INCCOM30161Q1041,51683,193SH SOLE 83,19300
EXLSERVICE HOLDINGS INCCOM3020811044,40041,410SH SOLE 41,41000
EXLSERVICE HOLDINGS INCCOM3020811046646,245SH DFND16,24500
EXPEDIA GROUP INCCOM NEW30212P30346,782285,763SH DFND1285,76300
EXPEDIA GROUP INCCOM NEW30212P30343,411265,168SH SOLE 265,16800
EXP WORLD HLDGS INCCOM30212W10095024,516SH DFND124,51600
EXP WORLD HLDGS INCCOM30212W1002,12454,777SH SOLE 54,77700
EXPEDITORS INTL WASH INCCOM3021301099367,393SH DFND17,39300
EXPEDITORS INTL WASH INCCOM3021301093,79029,935SH SOLE 29,93500
EXPONENT INCCOM30214U1024,99355,972SH SOLE 55,97200
EXPONENT INCCOM30214U1026377,145SH DFND17,14500
EXTRA SPACE STORAGE INCCOM30225T1023,41520,846SH DFND120,84600
EXTRA SPACE STORAGE INCCOM30225T10229,821182,038SH SOLE 182,03800
EXTREME NETWORKS INCCOM30226D1061,150103,054SH SOLE 103,05400
EXTERRAN CORPCOM30227H10619841,688SH DFND141,68800
EXTERRAN CORPCOM30227H10644693,689SH SOLE 93,68900
EZCORP INCCL A NON VTG30230110626143,224SH SOLE 43,22400
EXXON MOBIL CORPCOM30231G10228,953458,990SH SOLE 458,99000
EXXON MOBIL CORPCOM30231G10211,018174,664SH DFND1174,66400
FMC CORPCOM NEW3024913032,64924,481SH SOLE 24,48100
FMC CORPCOM NEW3024913031,09910,159SH DFND110,15900
F N B CORPCOM3025201013,772305,919SH SOLE 305,91900
F N B CORPCOM3025201011,465118,825SH DFND1118,82500
FB FINL CORPCOM30257X1041,02627,489SH SOLE 27,48900
FS KKR CAP CORPCOM3026352061,28059,530SH DFND159,53000
FS KKR CAP CORPCOM30263520640919,025SH SOLE 19,02500
FTI CONSULTING INCCOM3029411091,2669,270SH SOLE 9,27000
FTI CONSULTING INCNOTE 2.000% 8/1302941AP413,4179,402,000SH SOLE 9,402,00000
FTI CONSULTING INCNOTE 2.000% 8/1302941AP41,354949,000SH DFND1949,00000
FACEBOOK INCCL A30303M102335,459964,766SH SOLE 964,76600
FACEBOOK INCCL A30303M102134,589387,072SH DFND1387,07200
FACTSET RESH SYS INCCOM30307510515,21345,329SH SOLE 45,32900
FACTSET RESH SYS INCCOM3030751054,16812,419SH DFND112,41900
FAIR ISAAC CORPCOM3032501042,2604,496SH DFND14,49600
FAIR ISAAC CORPCOM3032501048,92817,760SH SOLE 17,76000
FARFETCH LTDORD SH CL A30744W10711,008218,579SH SOLE 218,57900
FARFETCH LTDORD SH CL A30744W1075,431107,841SH DFND1107,84100
FARMLAND PARTNERS INCCOM31154R10953944,762SH SOLE 44,76200
FARMLAND PARTNERS INCCOM31154R10924119,967SH DFND119,96700
FARO TECHNOLOGIES INCCOM3116421021,15414,841SH SOLE 14,84100
FASTENAL COCOM3119001043,50167,328SH DFND167,32800
FASTENAL COCOM3119001047,854151,045SH SOLE 151,04500
FEDERAL AGRIC MTG CORPCL C3131483063343,381SH DFND13,38100
FEDERAL AGRIC MTG CORPCL C3131483067417,492SH SOLE 7,49200
FEDERAL RLTY INVT TRSH BEN INT NEW3137472062,57321,956SH SOLE 21,95600
FEDERAL SIGNAL CORPCOM3138551081,99149,490SH SOLE 49,49000
FEDERATED HERMES INCCL B31421110384224,835SH SOLE 24,83500
FEDEX CORPCOM31428X1063,12810,484SH SOLE 10,48400
FERRO CORPCOM3154051001,45767,545SH SOLE 67,54500
F5 NETWORKS INCCOM3156161022,72314,590SH DFND114,59000
F5 NETWORKS INCCOM3156161027,64440,954SH SOLE 40,95400
FIDELITY COVINGTON TRUSTMSCI UTILS INDEX3160928652566,232SH SOLE 6,23200
FIDELITY NATL INFORMATION SVCOM31620M1066,75347,666SH SOLE 47,66600
FIESTA RESTAURANT GROUP INCCOM31660B10119514,496SH SOLE 14,49600
FIFTH THIRD BANCORPCOM3167731001,15630,235SH SOLE 30,23500
FINANCIAL INSTNS INCCOM3175854041,28942,971SH DFND142,97100
FINANCIAL INSTNS INCCOM3175854042,99099,678SH SOLE 99,67800
FIRST ADVANTAGE CORP NEWCOM31846B1089,418473,006SH SOLE 473,00600
FIRST ADVANTAGE CORP NEWCOM31846B1086,054304,074SH DFND1304,07400
FIRST AMERN FINL CORPCOM31847R1021,90330,515SH SOLE 30,51500
FIRST BANCORP P RCOM NEW3186727061,453121,932SH DFND1121,93200
FIRST BANCORP P RCOM NEW3186727065,098427,652SH SOLE 427,65200
FIRST BANCORP N CCOM31891010695323,290SH SOLE 23,29000
FIRST BUSEY CORPCOM NEW3193832044,867197,356SH SOLE 197,35600
FIRST BUSEY CORPCOM NEW3193832042,12786,246SH DFND186,24600
FIRST COMWLTH FINL CORP PACOM3198291071,10778,651SH SOLE 78,65100
FIRST FINL BANCORP OHCOM32020910994039,764SH DFND139,76400
FIRST FINL BANCORP OHCOM3202091093,900165,031SH SOLE 165,03100
FIRST FINL BANKSHARES INCCOM32020R1091,85637,772SH SOLE 37,77200
FIRST FINL CORP INDCOM3202181002,33457,174SH SOLE 57,17400
FIRST FINL CORP INDCOM3202181001,08026,453SH DFND126,45300
FIRST HORIZON CORPORATIONCOM3205171053,791219,404SH SOLE 219,40400
FIRST HORIZON CORPORATIONCOM32051710555732,259SH DFND132,25900
FIRST HAWAIIAN INCCOM32051X1083,020106,578SH SOLE 106,57800
FIRST INDL RLTY TR INCCOM32054K10323,464449,245SH SOLE 449,24500
FIRST INDL RLTY TR INCCOM32054K1037,847150,237SH DFND1150,23700
FIRST LONG IS CORPCOM32073410623411,039SH SOLE 11,03900
FIRST MID ILL BANCSHARES INCCOM3208661063077,590SH SOLE 7,59000
FIRST MIDWEST BANCORP DELCOM3208671041,85393,465SH SOLE 93,46500
FIRST REP BK SAN FRANCISCO CCOM33616C10065,536350,139SH SOLE 350,13900
FIRST REP BK SAN FRANCISCO CCOM33616C10028,815153,951SH DFND1153,95100
FIRST SOLAR INCCOM3364331072,04422,578SH SOLE 22,57800
FIRST TR SR FLTG RATE INCOMECOM33733U10843234,006SH DFND134,00600
FIRST TR HIGH INCOME LONG /COM33738E10916410,430SH SOLE 10,43000
FIRST TR HIGH INCOME LONG /COM33738E10973246,490SH DFND146,49000
FIRSTCASH INCCOM33767D10583310,891SH SOLE 10,89100
FIRSTSERVICE CORP NEWCOM33767E20211,16265,178SH SOLE 65,17800
FIRSTSERVICE CORP NEWCOM33767E2027,16241,818SH DFND141,81800
FISERV INCCOM3377381082,73425,580SH SOLE 25,58000
FLAGSTAR BANCORP INCCOM PAR .0013379307051,64138,813SH SOLE 38,81300
FIRSTENERGY CORPCOM3379321076,693179,870SH SOLE 179,87000
FIRSTENERGY CORPCOM3379321072,91578,327SH DFND178,32700
FIVE BELOW INCCOM33829M10123,187119,972SH SOLE 119,97200
FIVE BELOW INCCOM33829M10111,70560,561SH DFND160,56100
FIVE9 INCCOM33830710138,173208,153SH SOLE 208,15300
FIVE9 INCCOM33830710120,846113,671SH DFND1113,67100
FLEETCOR TECHNOLOGIES INCCOM3390411054,93619,278SH DFND119,27800
FLEETCOR TECHNOLOGIES INCCOM33904110514,11955,140SH SOLE 55,14000
FLUOR CORP NEWCOM34341210259133,393SH SOLE 33,39300
FLOWERS FOODS INCCOM34349810178332,363SH DFND132,36300
FLOWERS FOODS INCCOM3434981012,919120,606SH SOLE 120,60600
FLOWSERVE CORPCOM34354P1051,39934,701SH SOLE 34,70100
FLUSHING FINL CORPCOM34387310532315,073SH SOLE 15,07300
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191062232,638SH SOLE 2,63800
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191061,01211,969SH DFND111,96900
FOOT LOCKER INCCOM3448491044,64875,421SH SOLE 75,42100
FOOT LOCKER INCCOM3448491041,58625,737SH DFND125,73700
FORD MTR CO DELCOM3453708602,595174,652SH SOLE 174,65200
FORMFACTOR INCCOM3463751082,31463,457SH SOLE 63,45700
FORRESTER RESH INCCOM3465631095,608122,452SH SOLE 122,45200
FORRESTER RESH INCCOM3465631092,54355,522SH DFND155,52200
FORTINET INCCOM34959E1091,4145,936SH SOLE 5,93600
FORTIVE CORPCOM34959J1081,25517,996SH SOLE 17,99600
FORTIVE CORPCOM34959J1086138,795SH DFND18,79500
FORTIVE CORPNOTE 0.875% 2/134959JAK48,0308,010,000SH SOLE 8,010,00000
FORTUNE BRANDS HOME & SEC INCOM34964C1066046,060SH SOLE 6,06000
FORWARD AIR CORPCOM34985310127,240303,508SH DFND1303,50800
FORWARD AIR CORPCOM34985310133,564373,970SH SOLE 373,97000
FOSSIL GROUP INCCOM34988V10655338,745SH SOLE 38,74500
FOUR CORNERS PPTY TR INCCOM35086T1093,659132,536SH DFND1132,53600
FOUR CORNERS PPTY TR INCCOM35086T10910,830392,232SH SOLE 392,23200
FOX CORPCL A COM35137L10552114,042SH SOLE 14,04200
FOX CORPCL B COM35137L2042306,527SH SOLE 6,52700
FOX FACTORY HLDG CORPCOM35138V1023,20520,587SH SOLE 20,58700
FOX FACTORY HLDG CORPCOM35138V1027154,593SH DFND14,59300
FRANCO NEV CORPCOM3518581058625,944SH SOLE 5,94400
FRANKLIN ELEC INCCOM3535141022,54331,537SH SOLE 31,53700
FRANKLIN RESOURCES INCCOM35461310138211,946SH SOLE 11,94600
FRANKLIN STR PPTYS CORPCOM35471R10641578,966SH SOLE 78,96600
FREEPORT-MCMORAN INCCL B35671D8572,33662,943SH SOLE 62,94300
FULGENT GENETICS INCCOM3596641091,33414,464SH SOLE 14,46400
FULLER H B COCOM3596941062,72042,756SH SOLE 42,75600
FULTON FINL CORP PACOM3602711003,379214,121SH DFND1214,12100
FULTON FINL CORP PACOM3602711007,638484,044SH SOLE 484,04400
FUTUREFUEL CORPCOM36116M10620321,098SH SOLE 21,09800
GATX CORPCOM3614481033,95844,737SH SOLE 44,73700
GATX CORPCOM3614481031,43516,220SH DFND116,22000
GEO GROUP INC NEWCOM36162J10670899,432SH SOLE 99,43200
GCP APPLIED TECHNOLOGIES INCCOM36164Y10192039,563SH SOLE 39,56300
GDS HLDGS LTDSPONSORED ADS36165L1081,06113,512SH SOLE 13,51200
G III APPAREL GROUP LTDCOM36237H1011,09833,420SH DFND133,42000
G III APPAREL GROUP LTDCOM36237H1013,377102,783SH SOLE 102,78300
GMS INCCOM36251C1031,68635,027SH SOLE 35,02700
GALLAGHER ARTHUR J & COCOM36357610915,665111,827SH SOLE 111,82700
GALLAGHER ARTHUR J & COCOM3635761095,38738,457SH DFND138,45700
GAMING & LEISURE PPTYS INCCOM36467J1083,49675,467SH SOLE 75,46700
GAMESTOP CORP NEWCL A36467W1099,72845,426SH SOLE 45,42600
GANNETT CO INCCOM36472T1091,192217,051SH SOLE 217,05100
GANNETT CO INCCOM36472T10926047,366SH DFND147,36600
GAP INCCOM3647601082,95287,720SH DFND187,72000
GAP INCCOM3647601086,642197,375SH SOLE 197,37500
GARTNER INCCOM3666511078953,697SH SOLE 3,69700
GENERAC HLDGS INCCOM36873610423,32356,180SH SOLE 56,18000
GENERAC HLDGS INCCOM36873610410,95426,386SH DFND126,38600
GENERAL DYNAMICS CORPCOM36955010855,270293,584SH SOLE 293,58400
GENERAL DYNAMICS CORPCOM36955010832,686173,620SH DFND1173,62000
GENERAL ELECTRIC COCOM3696041035,075377,034SH SOLE 377,03400
GENERAL MLS INCCOM3703341042,36738,840SH SOLE 38,84000
GENERAL MTRS COCOM37045V1003,24454,828SH SOLE 54,82800
GENERATION BIO COCOM37148K10029611,021SH SOLE 11,02100
GENESCO INCCOM37153210274011,615SH SOLE 11,61500
GENTEX CORPCOM3719011095,610169,540SH DFND1169,54000
GENTEX CORPCOM37190110914,164428,059SH SOLE 428,05900
GENUINE PARTS COCOM3724601054,67937,000SH SOLE 37,00000
GENUINE PARTS COCOM3724601052,10416,635SH DFND116,63500
GENWORTH FINL INCCOM CL A37247D1061,616414,310SH SOLE 414,31000
GENTHERM INCCOM37253A1031,92327,071SH SOLE 27,07100
GETTY RLTY CORP NEWCOM37429710971422,917SH DFND122,91700
GETTY RLTY CORP NEWCOM3742971092,46379,064SH SOLE 79,06400
GIBRALTAR INDS INCCOM3746891072,03626,675SH SOLE 26,67500
GILEAD SCIENCES INCCOM37555810332,755475,682SH SOLE 475,68200
GILEAD SCIENCES INCCOM3755581034,38763,702SH DFND163,70200
GLACIER BANCORP INC NEWCOM37637Q10512,928234,713SH DFND1234,71300
GLACIER BANCORP INC NEWCOM37637Q10514,957271,546SH SOLE 271,54600
GLADSTONE COMMERCIAL CORPCOM37653610853123,556SH SOLE 23,55600
GLADSTONE COMMERCIAL CORPCOM37653610826311,660SH DFND111,66000
GLADSTONE LD CORPCOM3765491011,24551,749SH DFND151,74900
GLADSTONE LD CORPCOM3765491012,522104,808SH SOLE 104,80800
GLATFELTER CORPORATIONCOM37732010650836,339SH SOLE 36,33900
GLAUKOS CORPCOM3773221023,21037,835SH SOLE 37,83500
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10514,469363,364SH DFND1363,36400
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10521,532540,744SH SOLE 540,74400
GLOBAL BLOOD THERAPEUTICS INCOM37890U10872420,666SH DFND120,66600
GLOBAL BLOOD THERAPEUTICS INCOM37890U1081,13032,272SH SOLE 32,27200
GLOBAL NET LEASE INCCOM NEW3793782011,44377,984SH SOLE 77,98400
GLOBAL PMTS INCCOM37940X1022,37812,679SH SOLE 12,67900
GLOBUS MED INCCL A3795772081,59720,600SH SOLE 20,60000
GLOBE LIFE INCCOM37959E1029,666101,481SH DFND1101,48100
GLOBE LIFE INCCOM37959E10216,637174,662SH SOLE 174,66200
GOLDMAN SACHS GROUP INCCOM38141G1045,54614,612SH SOLE 14,61200
GOLDMAN SACHS BDC INCNOTE 4.500% 4/038147UAB31,4741,440,000SH SOLE 1,440,00000
GOLUB CAP BDC INCCOM38173M10277450,215SH DFND150,21500
GOLUB CAP BDC INCCOM38173M10227918,090SH SOLE 18,09000
GOODRX HLDGS INCCOM CL A38246G1085,449151,314SH DFND1151,31400
GOODRX HLDGS INCCOM CL A38246G10810,833300,846SH SOLE 300,84600
GOODYEAR TIRE & RUBR COCOM38255010145026,260SH DFND126,26000
GOODYEAR TIRE & RUBR COCOM3825501012,112123,131SH SOLE 123,13100
GORMAN RUPP COCOM38308210477322,437SH DFND122,43700
GORMAN RUPP COCOM3830821041,58446,006SH SOLE 46,00600
GRACO INCCOM3841091043,41545,116SH SOLE 45,11600
GRAHAM HLDGS COCOM CL B3846371041,0961,729SH SOLE 1,72900
GRAHAM HLDGS COCOM CL B384637104224354SH DFND135400
GRAINGER W W INCCOM3848021048401,917SH SOLE 1,91700
GRAND CANYON ED INCCOM38526M1062,83431,503SH SOLE 31,50300
GRAND CANYON ED INCCOM38526M10692810,312SH DFND110,31200
GRANITE CONSTR INCCOM3873281071,55637,475SH SOLE 37,47500
GRANITE PT MTG TR INCCOM STK38741L1072,747186,236SH SOLE 186,23600
GRANITE PT MTG TR INCCOM STK38741L10795164,485SH DFND164,48500
GRAPHIC PACKAGING HLDG COCOM3886891015,261289,997SH SOLE 289,99700
GRAPHIC PACKAGING HLDG COCOM3886891012,548140,442SH DFND1140,44200
GRAY TELEVISION INCCOM38937510626211,217SH DFND111,21700
GRAY TELEVISION INCCOM38937510648820,837SH SOLE 20,83700
GREAT SOUTHN BANCORP INCCOM3909051073,16858,783SH DFND158,78300
GREAT SOUTHN BANCORP INCCOM3909051077,101131,743SH SOLE 131,74300
GREAT WESTERN BANCORP INCCOM3914161042,14765,484SH SOLE 65,48400
GREAT WESTERN BANCORP INCCOM3914161042979,063SH DFND19,06300
GREEN DOT CORPCL A39304D1022,08544,496SH SOLE 44,49600
GREEN PLAINS INCCOM3932221041,16534,658SH SOLE 34,65800
GREENBRIER COS INCCOM39365710161514,107SH DFND114,10700
GREENBRIER COS INCCOM3936571012,09548,078SH SOLE 48,07800
GREENHILL & CO INCCOM39525910418611,968SH SOLE 11,96800
GREIF INCCL A3976241074267,041SH SOLE 7,04100
GRIFFON CORPCOM39843310295037,071SH SOLE 37,07100
GROCERY OUTLET HLDG CORPCOM39874R10180123,120SH SOLE 23,12000
GROUP 1 AUTOMOTIVE INCCOM3989051095,81237,637SH SOLE 37,63700
GROUP 1 AUTOMOTIVE INCCOM3989051091,74911,325SH DFND111,32500
GUARDANT HEALTH INCCOM40131M10913,137105,780SH DFND1105,78000
GUARDANT HEALTH INCCOM40131M10923,747191,215SH SOLE 191,21500
GUESS INCCOM4016171051,09141,310SH DFND141,31000
GUESS INCCOM4016171052,996113,480SH SOLE 113,48000
HCA HEALTHCARE INCCOM40412C10128,254136,664SH DFND1136,66400
HCA HEALTHCARE INCCOM40412C10144,253214,050SH SOLE 214,05000
HCI GROUP INCCOM40416E1035315,340SH SOLE 5,34000
HNI CORPCOM4042511001,56735,639SH SOLE 35,63900
HP INCCOM40434L1054,251140,822SH SOLE 140,82200
HP INCCOM40434L10597232,201SH DFND132,20100
HAEMONETICS CORP MASSCOM4050241001,21018,157SH SOLE 18,15700
HAIN CELESTIAL GROUP INCCOM40521710052,6411,312,096SH SOLE 1,312,09600
HAIN CELESTIAL GROUP INCCOM40521710057,9041,443,265SH DFND11,443,26500
HALLIBURTON COCOM40621610118,150785,029SH SOLE 785,02900
HALLIBURTON COCOM40621610110,988475,277SH DFND1475,27700
HALOZYME THERAPEUTICS INCCOM40637H10916,118354,938SH DFND1354,93800
HALOZYME THERAPEUTICS INCCOM40637H10918,744412,770SH SOLE 412,77000
HAMILTON LANE INCCL A4074971065,53760,761SH DFND160,76100
HAMILTON LANE INCCL A4074971068,62794,681SH SOLE 94,68100
HANCOCK WHITNEY CORPORATIONCOM41012010915,394346,397SH SOLE 346,39700
HANCOCK WHITNEY CORPORATIONCOM4101201096,770152,349SH DFND1152,34900
HANESBRANDS INCCOM4103451023,157169,088SH SOLE 169,08800
HANESBRANDS INCCOM4103451021,54482,720SH DFND182,72000
HANGER INCCOM NEW41043F20879631,507SH SOLE 31,50700
HANMI FINL CORPCOM NEW4104952041,72890,668SH SOLE 90,66800
HANMI FINL CORPCOM NEW41049520465234,234SH DFND134,23400
HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB68,8434,277,000SH SOLE 4,277,00000
HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB61,282620,000SH DFND1620,00000
HANNON ARMSTRONG SUST INFR CNOTE 8/141068XAD23,8743,150,000SH SOLE 3,150,00000
HANOVER INS GROUP INCCOM41086710515,258112,492SH SOLE 112,49200
HANOVER INS GROUP INCCOM4108671055,50640,595SH DFND140,59500
HARLEY DAVIDSON INCCOM41282210852,9351,155,273SH DFND11,155,27300
HARLEY DAVIDSON INCCOM41282210850,6171,104,697SH SOLE 1,104,69700
HARMONIC INCCOM41316010270482,638SH SOLE 82,63800
HARSCO CORPCOM4158641071,32264,718SH SOLE 64,71800
HARTFORD FINL SVCS GROUP INCCOM4165151041,40622,683SH SOLE 22,68300
HASBRO INCCOM4180561075305,602SH SOLE 5,60200
HAVERTY FURNITURE COS INCCOM41959610159213,838SH SOLE 13,83800
HAWAIIAN ELEC INDUSTRIESCOM4198701001,22528,984SH SOLE 28,98400
HAWAIIAN HOLDINGS INCCOM4198791011,01841,780SH SOLE 41,78000
HAWKINS INCCOM42026110950715,487SH SOLE 15,48700
HAYNES INTERNATIONAL INCCOM NEW42087720136710,373SH SOLE 10,37300
HEALTHCARE SVCS GROUP INCCOM42190610862619,835SH SOLE 19,83500
HEALTHCARE RLTY TRCOM4219461045,659187,392SH DFND1187,39200
HEALTHCARE RLTY TRCOM4219461049,172303,693SH SOLE 303,69300
HEALTHSTREAM INCCOM42222N10357620,633SH SOLE 20,63300
HEALTHCARE TR AMER INCCL A NEW42225P5017,221270,436SH SOLE 270,43600
HEALTHCARE TR AMER INCCL A NEW42225P5011,86069,658SH DFND169,65800
HEALTH CATALYST INCCOM42225T1074067,309SH SOLE 7,30900
HEALTH CATALYST INCCOM42225T1072604,682SH DFND14,68200
HEALTHEQUITY INCCOM42226A1073,55644,189SH SOLE 44,18900
HEALTHEQUITY INCCOM42226A10795011,801SH DFND111,80100
HEARTLAND EXPRESS INCCOM42234710468339,847SH SOLE 39,84700
HEARTLAND FINL USA INCCOM42234Q10236,253771,515SH SOLE 771,51500
HEARTLAND FINL USA INCCOM42234Q10233,615715,369SH DFND1715,36900
HEALTHPEAK PROPERTIES INCCOM42250P1039,681290,811SH SOLE 290,81100
HEIDRICK & STRUGGLES INTL INCOM42281910271115,953SH SOLE 15,95300
HELIOS TECHNOLOGIES INCCOM42328H10924,085308,583SH SOLE 308,58300
HELIOS TECHNOLOGIES INCCOM42328H10922,902293,424SH DFND1293,42400
HELIX ENERGY SOLUTIONS GRP ICOM42330P1071,100192,611SH SOLE 192,61100
HELIX ENERGY SOLUTIONS GRP ICOM42330P10718933,091SH DFND133,09100
HELMERICH & PAYNE INCCOM42345210135,6021,091,089SH SOLE 1,091,08900
HELMERICH & PAYNE INCCOM42345210128,767881,624SH DFND1881,62400
HEMISPHERE MEDIA GROUP INCCL A42365Q10320717,556SH SOLE 17,55600
HENRY JACK & ASSOC INCCOM4262811017,89148,258SH DFND148,25800
HENRY JACK & ASSOC INCCOM42628110133,028201,994SH SOLE 201,99400
HERITAGE COMM CORPCOM42692710998688,548SH SOLE 88,54800
HERITAGE COMM CORPCOM42692710949644,606SH DFND144,60600
HERITAGE FINL CORP WASHCOM42722X10673629,414SH SOLE 29,41400
HERSHA HOSPITALITY TRPR SHS BEN INT42782550032430,071SH SOLE 30,07100
HERSHEY COCOM42786610817,458100,230SH SOLE 100,23000
HERSHEY COCOM4278661081,2447,140SH DFND17,14000
HESKA CORPCOM RESTRC NEW42805E3061,8608,096SH SOLE 8,09600
HESS CORPCOM42809H1071,04912,016SH SOLE 12,01600
HEWLETT PACKARD ENTERPRISE CCOM42824C1094,075279,516SH SOLE 279,51600
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,742119,475SH DFND1119,47500
HEXCEL CORP NEWCOM4282911081,38822,239SH SOLE 22,23900
HIBBETT INCCOM4285671011,18813,249SH SOLE 13,24900
HIGHWOODS PPTYS INCCOM4312841084,568101,118SH SOLE 101,11800
HIGHWOODS PPTYS INCCOM4312841082966,562SH DFND16,56200
HILL-ROM HLDGS INCCOM4314751024,37038,475SH DFND138,47500
HILL-ROM HLDGS INCCOM43147510211,21698,738SH SOLE 98,73800
HILLENBRAND INCCOM4315711082,71261,515SH SOLE 61,51500
HILLTOP HOLDINGS INCCOM4327481011,93753,209SH SOLE 53,20900
HILTON WORLDWIDE HLDGS INCCOM43300A2031,1299,363SH DFND19,36300
HILTON WORLDWIDE HLDGS INCCOM43300A2034,56937,876SH SOLE 37,87600
HOLLYFRONTIER CORPCOM4361061083,902118,601SH SOLE 118,60100
HOLLYFRONTIER CORPCOM4361061081,39542,401SH DFND142,40100
HOLOGIC INCCOM43644010174811,217SH SOLE 11,21700
HOME BANCSHARES INCCOM43689320099440,259SH SOLE 40,25900
HOME DEPOT INCCOM43707610210,11531,718SH DFND131,71800
HOME DEPOT INCCOM43707610256,812178,157SH SOLE 178,15700
HOMESTREET INCCOM43785V1023,10176,108SH SOLE 76,10800
HOMESTREET INCCOM43785V10267216,490SH DFND116,49000
HOMETRUST BANCSHARES INCCOM4378721042,77599,475SH SOLE 99,47500
HOMETRUST BANCSHARES INCCOM4378721041,22643,945SH DFND143,94500
HONEYWELL INTL INCCOM43851610684,538385,404SH SOLE 385,40400
HONEYWELL INTL INCCOM43851610633,414152,331SH DFND1152,33100
HOPE BANCORP INCCOM43940T10911,950842,751SH SOLE 842,75100
HOPE BANCORP INCCOM43940T1094,713332,355SH DFND1332,35500
HORACE MANN EDUCATORS CORP NCOM4403271041,26933,913SH SOLE 33,91300
HORIZON BANCORP INCCOM44040710496055,089SH DFND155,08900
HORIZON BANCORP INCCOM4404071042,148123,259SH SOLE 123,25900
HORMEL FOODS CORPCOM4404521004,60696,470SH SOLE 96,47000
HOST HOTELS & RESORTS INCCOM44107P10463,0763,690,792SH SOLE 3,690,79200
HOST HOTELS & RESORTS INCCOM44107P10453,1643,110,824SH DFND13,110,82400
HOULIHAN LOKEY INCCL A44159310012,284150,195SH SOLE 150,19500
HOULIHAN LOKEY INCCL A44159310011,743143,576SH DFND1143,57600
HOWMET AEROSPACE INCCOM44320110868,2501,979,988SH DFND11,979,98800
HOWMET AEROSPACE INCCOM44320110875,1722,180,790SH SOLE 2,180,79000
HUB GROUP INCCL A4433201061,82127,603SH SOLE 27,60300
HUBBELL INCCOM44351060718,33298,114SH SOLE 98,11400
HUBBELL INCCOM4435106077,54240,367SH DFND140,36700
HUBSPOT INCCOM44357310013,24422,728SH SOLE 22,72800
HUBSPOT INCCOM4435731006,53111,207SH DFND111,20700
HUDSON PAC PPTYS INCCOM4440971093,406122,448SH SOLE 122,44800
HUMANA INCCOM44485910220,44846,188SH DFND146,18800
HUMANA INCCOM44485910245,643103,096SH SOLE 103,09600
HUNT J B TRANS SVCS INCCOM4456581073612,217SH DFND12,21700
HUNT J B TRANS SVCS INCCOM4456581073,10019,026SH SOLE 19,02600
HUNTINGTON BANCSHARES INCCOM44615010424,5291,718,898SH SOLE 1,718,89800
HUNTINGTON BANCSHARES INCCOM4461501047,564530,033SH DFND1530,03300
HUNTINGTON INGALLS INDS INCCOM4464131063641,728SH SOLE 1,72800
IAC INTERACTIVECORP NEWCOM NEW44891N2082,20314,287SH SOLE 14,28700
IAA INCCOM4492531032,09738,447SH DFND138,44700
IAA INCCOM4492531036,211113,879SH SOLE 113,87900
ICF INTL INCCOM44925C1031,21913,879SH SOLE 13,87900
ICF INTL INCCOM44925C1035386,129SH DFND16,12900
ICU MED INCCOM44930G1074202,043SH DFND12,04300
ICU MED INCCOM44930G1071,8769,117SH SOLE 9,11700
IPG PHOTONICS CORPCOM44980X1093251,542SH SOLE 1,54200
ISTAR INCCOM45031U1011,34764,970SH SOLE 64,97000
ISTAR INCNOTE 3.125% 9/145031UCB5895592,000SH DFND1592,00000
ISTAR INCNOTE 3.125% 9/145031UCB512,6848,393,000SH SOLE 8,393,00000
ITT INCCOM45073V1084,14845,286SH SOLE 45,28600
ITT INCCOM45073V1089119,944SH DFND19,94400
IDACORP INCCOM4511071063,14232,225SH SOLE 32,22500
IDACORP INCCOM4511071066016,166SH DFND16,16600
IDEX CORPCOM45167R10411,26551,192SH DFND151,19200
IDEX CORPCOM45167R10427,166123,453SH SOLE 123,45300
IDEXX LABS INCCOM45168D1042,3583,733SH SOLE 3,73300
ILLINOIS TOOL WKS INCCOM45230810929,471131,825SH SOLE 131,82500
ILLINOIS TOOL WKS INCCOM4523081096,45828,889SH DFND128,88900
ILLUMINA INCCOM4523271095,04610,664SH DFND110,66400
ILLUMINA INCCOM45232710916,58035,038SH SOLE 35,03800
ILLUMINA INCNOTE 8/1452327AK55,7274,550,000SH SOLE 4,550,00000
IMAX CORPCOM45245E10945020,943SH SOLE 20,94300
IMMUNOGEN INCCOM45253H10111817,835SH DFND117,83500
IMMUNOGEN INCCOM45253H10126540,191SH SOLE 40,19100
IMMUNOCORE HLDGS PLCADS45258D1055,070129,846SH DFND1129,84600
IMMUNOCORE HLDGS PLCADS45258D1058,551218,968SH SOLE 218,96800
INCYTE CORPCOM45337C1027629,052SH SOLE 9,05200
INDEPENDENCE RLTY TR INCCOM45378A10616,806921,891SH SOLE 921,89100
INDEPENDENCE RLTY TR INCCOM45378A10614,684805,480SH DFND1805,48000
INDEPENDENT BK CORP MASSCOM4538361082,03927,003SH SOLE 27,00300
INDEPENDENT BK CORP MICHCOM NEW4538386093,456159,173SH SOLE 159,17300
INDEPENDENT BK CORP MICHCOM NEW4538386091,58773,119SH DFND173,11900
INDEPENDENT BANK GROUP INCCOM45384B1062,22030,014SH SOLE 30,01400
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT4562371064,200160,659SH SOLE 160,65900
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT4562371061,34651,473SH DFND151,47300
INFOSYS LTDSPONSORED ADR4567881089,513448,935SH DFND1448,93500
INFOSYS LTDSPONSORED ADR4567881082,09999,043SH SOLE 99,04300
INGERSOLL RAND INCCOM45687V10678316,033SH SOLE 16,03300
INGEVITY CORPCOM45688C1073,45842,497SH SOLE 42,49700
INGEVITY CORPCOM45688C1071,26115,497SH DFND115,49700
INGREDION INCCOM4571871026497,166SH DFND17,16600
INGREDION INCCOM4571871022,82131,171SH SOLE 31,17100
INSIGHT ENTERPRISES INCCOM45765U1032,88828,875SH SOLE 28,87500
INNOSPEC INCCOM45768S10516,776185,142SH SOLE 185,14200
INNOSPEC INCCOM45768S1058,46293,388SH DFND193,38800
INSPIRE MED SYS INCCOM45773010915,33979,372SH SOLE 79,37200
INSPIRE MED SYS INCCOM4577301099,87251,084SH DFND151,08400
INSTEEL INDS INCCOM45774W10850815,811SH SOLE 15,81100
INSPERITY INCCOM45778Q1078639,548SH SOLE 9,54800
INOGEN INCCOM45780L10499015,196SH SOLE 15,19600
INSTALLED BLDG PRODS INCCOM45780R1012,25818,451SH SOLE 18,45100
INNOVIVA INCCOM45781M10168951,399SH SOLE 51,39900
INNOVATIVE INDL PPTYS INCCOM45781V10111,62060,829SH SOLE 60,82900
INNOVATIVE INDL PPTYS INCCOM45781V1013,63019,004SH DFND119,00400
INSULET CORPCOM45784P10117,03062,037SH SOLE 62,03700
INSULET CORPCOM45784P1018,38530,544SH DFND130,54400
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852082,14531,434SH SOLE 31,43400
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852084596,731SH DFND16,73100
INTEL CORPCOM45814010019,674350,452SH SOLE 350,45200
INTEL CORPCOM45814010088215,712SH DFND115,71200
INTEGER HLDGS CORPCOM45826H1092,53926,957SH SOLE 26,95700
INTER PARFUMS INCCOM4583341091,04314,490SH SOLE 14,49000
INTERACTIVE BROKERS GROUP INCOM CL A45841N1071,41021,456SH SOLE 21,45600
INTERFACE INCCOM45866530473948,286SH SOLE 48,28600
INTERCONTINENTAL EXCHANGE INCOM45866F1044,99542,085SH SOLE 42,08500
INTERDIGITAL INCCOM45867G1011,85125,350SH SOLE 25,35000
INTERDIGITAL INCNOTE 2.000% 6/045867GAB7238215,000SH DFND1215,00000
INTERDIGITAL INCNOTE 2.000% 6/045867GAB711,46210,355,000SH SOLE 10,355,00000
INTERNATIONAL BANCSHARES CORCOM45904410363714,845SH SOLE 14,84500
INTERNATIONAL BUSINESS MACHSCOM4592001015,73339,110SH SOLE 39,11000
INTERNATIONAL FLAVORS&FRAGRACOM4595061014212,821SH DFND12,82100
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,92112,860SH SOLE 12,86000
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063098,870175,261SH SOLE 175,26100
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063092555,039SH DFND15,03900
INTERNATIONAL PAPER COCOM4601461031,03216,825SH SOLE 16,82500
INTERPUBLIC GROUP COS INCCOM4606901001,68051,701SH DFND151,70100
INTERPUBLIC GROUP COS INCCOM4606901004,370134,505SH SOLE 134,50500
INVESCO QQQ TRUNIT SER 146090E1038552,411SH DFND12,41100
INVESCO QQQ TRUNIT SER 146090E1035291,493SH SOLE 1,49300
INTUITCOM4612021035,85311,941SH DFND111,94100
INTUITCOM46120210333,78568,925SH SOLE 68,92500
INVACARE CORPCOM46120310123128,573SH SOLE 28,57300
INTUITIVE SURGICAL INCCOM NEW46120E60295,870104,247SH SOLE 104,24700
INTUITIVE SURGICAL INCCOM NEW46120E60242,97146,726SH DFND146,72600
INVESCO MORTGAGE CAPITAL INCCOM46131B100906232,215SH SOLE 232,21500
INVESCO DYNAMIC CR OPPORTUNICOM46132R1043,515296,335SH DFND1296,33500
INVESCO DYNAMIC CR OPPORTUNICOM46132R10471360,114SH SOLE 60,11400
INVESCO EXCH TRADED FD TR IISR LN ETF46138G50887,7783,962,889SH SOLE 3,962,88900
INVESCO EXCH TRADED FD TR IISR LN ETF46138G50853,0902,396,819SH DFND12,396,81900
INVESTORS BANCORP INC NEWCOM46146L1012,627184,247SH SOLE 184,24700
INVITATION HOMES INCCOM46187W10713,956374,259SH SOLE 374,25900
IONIS PHARMACEUTICALS INCCOM4622221001,61840,568SH DFND140,56800
IONIS PHARMACEUTICALS INCCOM4622221003,30382,799SH SOLE 82,79900
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB615,43816,611,000SH SOLE 16,611,00000
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB6199214,000SH DFND1214,00000
IQVIA HLDGS INCCOM46266C10516,30667,290SH SOLE 67,29000
IQVIA HLDGS INCCOM46266C1056,91528,535SH DFND128,53500
IRIDIUM COMMUNICATIONS INCCOM46269C1021,24731,182SH SOLE 31,18200
IROBOT CORPCOM4627261002,14522,968SH SOLE 22,96800
IRON MTN INC NEWCOM46284V1012766,514SH DFND16,51400
IRON MTN INC NEWCOM46284V1012,28554,004SH SOLE 54,00400
ISHARES TRIBOXX INV CP ETF4642872421,0758,000SH SOLE 8,00000
ISHARES TRIBOXX INV CP ETF4642872424,97137,000SH DFND137,00000
ISHARES TRMSCI EAFE ETF4642874654,39455,701SH DFND155,70100
ISHARES TRRUS MID CAP ETF4642874997,58895,754SH DFND195,75400
ISHARES TRRUS 2000 VAL ETF4642876305,13730,986SH SOLE 30,98600
ISHARES TRRUS 2000 VAL ETF4642876302,53315,279SH DFND115,27900
ISHARES TRRUSSELL 2000 ETF4642876554,98621,739SH DFND121,73900
ISHARES TRCORE S&P SCP ETF46428780418,275161,751SH SOLE 161,75100
ISHARES TRJPMORGAN USD EMG4642882819,10981,000SH DFND181,00000
ISHARES TRJPMORGAN USD EMG46428828116,644148,000SH SOLE 148,00000
ISHARES TRINTL SEL DIV ETF4642884482,43275,054SH DFND175,05400
ISHARES TRRESIDENTIAL MULT4642885621,17514,100SH DFND114,10000
ISHARES TRMSCI KLD400 SOC4642885703,09937,417SH SOLE 37,41700
ISHARES TRPFD AND INCM SEC4642886871,26032,025SH SOLE 32,02500
ISHARES TRPFD AND INCM SEC46428868712,990330,250SH DFND1330,25000
ISHARES TRMORTGE REL ETF46435G3421,96652,950SH DFND152,95000
ITAU UNIBANCO HLDG S ASPON ADR REP PFD46556210632654,273SH SOLE 54,27300
ITAU UNIBANCO HLDG S ASPON ADR REP PFD4655621061,480246,255SH DFND1246,25500
ITRON INCCOM4657411063,69236,928SH SOLE 36,92800
IVY HIGH INCOME OPPORTUNITIECOM46589310525518,156SH DFND118,15600
IVY HIGH INCOME OPPORTUNITIECOM46589310519613,957SH SOLE 13,95700
JBG SMITH PPTYSCOM46590V1002,32873,877SH SOLE 73,87700
JOYY INCADS REPSTG COM A46591M10978211,849SH DFND111,84900
J & J SNACK FOODS CORPCOM4660321092,14412,294SH SOLE 12,29400
JPMORGAN CHASE & COCOM46625H100144,770930,756SH SOLE 930,75600
JPMORGAN CHASE & COCOM46625H10078,061501,874SH DFND1501,87400
JABIL INCCOM4663131032,47142,510SH SOLE 42,51000
JACK IN THE BOX INCCOM4663671096605,919SH SOLE 5,91900
JACOBS ENGR GROUP INCCOM4698141077465,593SH SOLE 5,59300
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD310,6109,500,000SH SOLE 9,500,00000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF824,24517,643,000SH SOLE 17,643,00000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF81,5831,152,000SH DFND11,152,00000
JD.COM INCSPON ADR CL A47215P1061,20715,128SH SOLE 15,12800
JD.COM INCSPON ADR CL A47215P1065,51669,109SH DFND169,10900
JEFFERIES FINL GROUP INCCOM47233W10974421,742SH DFND121,74200
JEFFERIES FINL GROUP INCCOM47233W1093,19793,492SH SOLE 93,49200
JETBLUE AWYS CORPCOM47714310159735,573SH DFND135,57300
JETBLUE AWYS CORPCOM4771431012,360140,651SH SOLE 140,65100
JOHN BEAN TECHNOLOGIES CORPCOM4778391043162,217SH DFND12,21700
JOHN BEAN TECHNOLOGIES CORPCOM4778391044,40930,911SH SOLE 30,91100
JOHNSON & JOHNSONCOM47816010462,181377,450SH DFND1377,45000
JOHNSON & JOHNSONCOM478160104149,388906,810SH SOLE 906,81000
JOINT CORPCOM47973J10290610,790SH SOLE 10,79000
JONES LANG LASALLE INCCOM48020Q1077,86340,227SH SOLE 40,22700
JONES LANG LASALLE INCCOM48020Q1072,79214,283SH DFND114,28300
J2 GLOBAL INCCOM48123V1025133,726SH DFND13,72600
J2 GLOBAL INCCOM48123V10212,23088,915SH SOLE 88,91500
JUNIPER NETWORKS INCCOM48203R1042,12877,804SH SOLE 77,80400
KAR AUCTION SVCS INCCOM48238T10958133,120SH SOLE 33,12000
KBR INCCOM48242W1061,43137,522SH SOLE 37,52200
KBR INCNOTE 2.500%11/048242WAB217,56811,204,000SH SOLE 11,204,00000
KBR INCNOTE 2.500%11/048242WAB22,2671,446,000SH DFND11,446,00000
KLA CORPCOM NEW48248010012,69639,159SH SOLE 39,15900
KLA CORPCOM NEW4824801003,85011,876SH DFND111,87600
KKR REAL ESTATE FIN TR INCCOM48251K10048222,287SH SOLE 22,28700
KKR REAL ESTATE FIN TR INCNOTE 6.125% 5/148251KAB64,4564,169,000SH SOLE 4,169,00000
KKR REAL ESTATE FIN TR INCNOTE 6.125% 5/148251KAB6247231,000SH DFND1231,00000
KKR & CO INCCOM48251W1041,42524,055SH DFND124,05500
KKR & CO INCCOM48251W1041,04217,590SH SOLE 17,59000
KAISER ALUMINUM CORPCOM PAR $0.014830077045,73546,442SH DFND146,44200
KAISER ALUMINUM CORPCOM PAR $0.0148300770413,467109,053SH SOLE 109,05300
KAMAN CORPCOM4835481031,14622,735SH SOLE 22,73500
KAMAN CORPNOTE 3.250% 5/0483548AF05,4865,200,000SH SOLE 5,200,00000
KANSAS CITY SOUTHERNCOM NEW48517030215,36654,225SH DFND154,22500
KANSAS CITY SOUTHERNCOM NEW48517030225,72890,793SH SOLE 90,79300
KB HOMECOM48666K10953313,080SH DFND113,08000
KB HOMECOM48666K1091,95447,996SH SOLE 47,99600
KELLOGG COCOM4878361082,86844,589SH SOLE 44,58900
KELLY SVCS INCCL A48815220865727,402SH SOLE 27,40200
KEMPER CORPCOM4884011001,19116,112SH SOLE 16,11200
KENNAMETAL INCCOM48917010079722,192SH SOLE 22,19200
KEYCORPCOM49326710832,0321,551,196SH SOLE 1,551,19600
KEYCORPCOM49326710834,2011,656,228SH DFND11,656,22800
KEYSIGHT TECHNOLOGIES INCCOM49338L10315,604101,057SH SOLE 101,05700
KILROY RLTY CORPCOM49427F10814,178203,588SH SOLE 203,58800
KILROY RLTY CORPCOM49427F1084,36662,694SH DFND162,69400
KIMBERLY-CLARK CORPCOM49436810312,34492,273SH DFND192,27300
KIMBERLY-CLARK CORPCOM49436810327,897208,527SH SOLE 208,52700
KIMCO RLTY CORPCOM49446R1092,750131,906SH SOLE 131,90600
KINDER MORGAN INC DELCOM49456B10112,993712,745SH SOLE 712,74500
KINDER MORGAN INC DELCOM49456B1015,004274,485SH DFND1274,48500
KINSALE CAP GROUP INCCOM49714P10859,957363,882SH DFND1363,88200
KINSALE CAP GROUP INCCOM49714P10864,511391,520SH SOLE 391,52000
KIRBY CORPCOM49726610696815,956SH SOLE 15,95600
KITE RLTY GROUP TRCOM NEW49803T3001,52069,066SH SOLE 69,06600
KNIGHT-SWIFT TRANSN HLDGS INCL A4990491041,47832,513SH SOLE 32,51300
KNOWLES CORPCOM49926D1091,49775,858SH SOLE 75,85800
KOHLS CORPCOM5002551047,437134,946SH DFND1134,94600
KOHLS CORPCOM50025510418,206330,353SH SOLE 330,35300
KONTOOR BRANDS INCCOM50050N1032,17938,633SH SOLE 38,63300
KOPPERS HOLDINGS INCCOM50060P10685526,420SH SOLE 26,42000
KORN FERRYCOM NEW5006432003,20344,151SH SOLE 44,15100
KOSMOS ENERGY LTDCOM50068810616547,556SH DFND147,55600
KOSMOS ENERGY LTDCOM500688106370107,058SH SOLE 107,05800
KRAFT HEINZ COCOM5007541061,15828,395SH SOLE 28,39500
KRATON CORPCOM50077C10684926,278SH SOLE 26,27800
KROGER COCOM5010441018,054210,231SH SOLE 210,23100
KULICKE & SOFFA INDS INCCOM5012421013,10550,729SH SOLE 50,72900
KURA ONCOLOGY INCCOM50127T10929814,300SH SOLE 14,30000
L BRANDS INCCOM5017971043,18044,131SH DFND144,13100
L BRANDS INCCOM5017971047,872109,249SH SOLE 109,24900
LHC GROUP INCCOM50187A10759,976299,490SH SOLE 299,49000
LHC GROUP INCCOM50187A10738,916194,325SH DFND1194,32500
LGI HOMES INCCOM50187T1062,90517,937SH SOLE 17,93700
LKQ CORPCOM50188920859912,178SH SOLE 12,17800
LCI INDSCOM50189K1032,71320,645SH SOLE 20,64500
LPL FINL HLDGS INCCOM50212V1003,75827,842SH SOLE 27,84200
LPL FINL HLDGS INCCOM50212V1001,67312,394SH DFND112,39400
LTC PPTYS INCCOM5021751021,23532,181SH SOLE 32,18100
L3HARRIS TECHNOLOGIES INCCOM50243110955,560257,044SH SOLE 257,04400
L3HARRIS TECHNOLOGIES INCCOM50243110932,015148,115SH DFND1148,11500
LA Z BOY INCCOM5053361071,40337,884SH SOLE 37,88400
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,6856,108SH DFND16,10800
LABORATORY CORP AMER HLDGSCOM NEW50540R4094,31115,628SH SOLE 15,62800
LADDER CAP CORPCL A50574310445539,464SH SOLE 39,46400
LADDER CAP CORPCL A50574310422019,031SH DFND119,03100
LAKELAND BANCORP INCCOM51163710054130,940SH SOLE 30,94000
LAKELAND BANCORP INCCOM51163710023713,550SH DFND113,55000
LAM RESEARCH CORPCOM51280710820,05530,821SH SOLE 30,82100
LAM RESEARCH CORPCOM5128071086,98710,738SH DFND110,73800
LAMAR ADVERTISING CO NEWCL A5128161092,40323,013SH SOLE 23,01300
LAMB WESTON HLDGS INCCOM51327210482,0741,017,528SH SOLE 1,017,52800
LAMB WESTON HLDGS INCCOM51327210474,170919,534SH DFND1919,53400
LANCASTER COLONY CORPCOM5138471031,0055,192SH SOLE 5,19200
LANDSTAR SYS INCCOM5150981018,32952,706SH DFND152,70600
LANDSTAR SYS INCCOM51509810120,515129,828SH SOLE 129,82800
LANTHEUS HLDGS INCCOM51654410334,8721,261,666SH SOLE 1,261,66600
LANTHEUS HLDGS INCCOM51654410331,1901,128,440SH DFND11,128,44000
LAREDO PETROLEUM INCCOM5168062057347,909SH SOLE 7,90900
LAS VEGAS SANDS CORPCOM51783410774314,109SH SOLE 14,10900
LATTICE SEMICONDUCTOR CORPCOM5184151047,652136,197SH DFND1136,19700
LATTICE SEMICONDUCTOR CORPCOM51841510415,630278,219SH SOLE 278,21900
LAUDER ESTEE COS INCCL A5184391043,22810,149SH SOLE 10,14900
LEAR CORPCOM NEW52186520415,45888,191SH SOLE 88,19100
LEAR CORPCOM NEW5218652045,85033,377SH DFND133,37700
LEGGETT & PLATT INCCOM52466010729,364566,771SH DFND1566,77100
LEGGETT & PLATT INCCOM52466010730,554589,732SH SOLE 589,73200
LEIDOS HOLDINGS INCCOM5253271025775,709SH SOLE 5,70900
LEMAITRE VASCULAR INCCOM52555820185313,982SH SOLE 13,98200
LENDINGTREE INC NEWCOM52603B1076212,933SH SOLE 2,93300
LENNAR CORPCL A5260571041,51215,218SH DFND115,21800
LENNAR CORPCL A5260571043,99240,183SH SOLE 40,18300
LENNOX INTL INCCOM5261071072,0135,737SH DFND15,73700
LENNOX INTL INCCOM5261071077,30720,830SH SOLE 20,83000
LEXINGTON REALTY TRUSTCOM52904310131226,111SH DFND126,11100
LEXINGTON REALTY TRUSTCOM5290431013,389283,599SH SOLE 283,59900
LIBERTY MEDIA CORP DELDEB 3.500% 1/1530715AN111,7315,001,584SH SOLE 5,001,58400
LIBERTY MEDIA CORP DELDEB 3.500% 1/1530715AN1379161,672SH DFND1161,67200
LIGAND PHARMACEUTICALS INCCOM NEW53220K5045804,421SH SOLE 4,42100
LIFE STORAGE INCCOM53223X10713,645127,105SH SOLE 127,10500
LIFE STORAGE INCCOM53223X1072,73525,476SH DFND125,47600
LILLY ELI & COCOM53245710828,445123,931SH SOLE 123,93100
LINCOLN ELEC HLDGS INCCOM53390010654,885416,713SH SOLE 416,71300
LINCOLN ELEC HLDGS INCCOM53390010638,341291,101SH DFND1291,10100
LINCOLN NATL CORP INDCOM5341871099,416149,834SH SOLE 149,83400
LINCOLN NATL CORP INDCOM5341871093,90762,172SH DFND162,17200
LINDSAY CORPCOM5355551061,4748,916SH SOLE 8,91600
LINEAGE CELL THERAPEUTICS INCOM53566P1098429,546SH SOLE 29,54600
LINEAGE CELL THERAPEUTICS INCOM53566P1093713,124SH DFND113,12400
LIQUIDITY SVCS INCCOM53635B10756322,111SH SOLE 22,11100
LITHIA MTRS INCCOM53679710311,32232,948SH DFND132,94800
LITHIA MTRS INCCOM53679710322,68466,012SH SOLE 66,01200
LITTELFUSE INCCOM53700810415,68161,544SH DFND161,54400
LITTELFUSE INCCOM53700810418,20371,443SH SOLE 71,44300
LIVE NATION ENTERTAINMENT INCOM53803410976,646875,051SH SOLE 875,05100
LIVE NATION ENTERTAINMENT INCOM53803410935,953410,470SH DFND1410,47000
LIVEPERSON INCCOM53814610118,605294,198SH SOLE 294,19800
LIVEPERSON INCCOM5381461018,957141,636SH DFND1141,63600
LIVENT CORPCOM53814L1082,526130,455SH SOLE 130,45500
LIVERAMP HLDGS INCCOM53815P1086,544139,676SH DFND1139,67600
LIVERAMP HLDGS INCCOM53815P10811,031235,444SH SOLE 235,44400
LOCKHEED MARTIN CORPCOM53983010973,123193,268SH SOLE 193,26800
LOCKHEED MARTIN CORPCOM53983010929,76078,657SH DFND178,65700
LOEWS CORPCOM54042410884915,534SH DFND115,53400
LOEWS CORPCOM5404241082,11838,752SH SOLE 38,75200
LOUISIANA PAC CORPCOM5463471051,63727,144SH SOLE 27,14400
LOWES COS INCCOM54866110791,050469,405SH SOLE 469,40500
LOWES COS INCCOM54866110756,638291,992SH DFND1291,99200
LULULEMON ATHLETICA INCCOM55002110982,882227,093SH DFND1227,09300
LULULEMON ATHLETICA INCCOM55002110975,101205,774SH SOLE 205,77400
LUMBER LIQUIDATORS HLDGS INCCOM55003T10750123,729SH SOLE 23,72900
LUMEN TECHNOLOGIES INCCOM55024110381359,831SH SOLE 59,83100
LUMENTUM HLDGS INCCOM55024U1096,02073,383SH SOLE 73,38300
LUMENTUM HLDGS INCCOM55024U1092,27427,727SH DFND127,72700
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB513,6999,403,000SH SOLE 9,403,00000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB5784538,000SH DFND1538,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD118,12416,800,000SH SOLE 16,800,00000
LUMINEX CORP DELCOM55027E1021,32435,970SH SOLE 35,97000
LYDALL INCCOM55081910684713,994SH SOLE 13,99400
M & T BK CORPCOM55261F1048185,632SH SOLE 5,63200
M D C HLDGS INCCOM5526761083,16662,573SH SOLE 62,57300
M D C HLDGS INCCOM5526761084679,220SH DFND19,22000
MDU RES GROUP INCCOM5526901094,515144,064SH SOLE 144,06400
MDU RES GROUP INCCOM5526901091,51148,212SH DFND148,21200
MFA FINL INCCOM55272X1022,225484,818SH SOLE 484,81800
MFA FINL INCCOM55272X102992216,062SH DFND1216,06200
MGIC INVT CORP WISCOM55284810311,296830,625SH SOLE 830,62500
MGIC INVT CORP WISCOM5528481034,691344,930SH DFND1344,93000
MGM RESORTS INTERNATIONALCOM55295310174617,486SH SOLE 17,48600
MGM GROWTH PPTYS LLCCL A COM55303A1054,531123,736SH SOLE 123,73600
MGP INGREDIENTS INC NEWCOM55303J10672810,767SH SOLE 10,76700
M/I HOMES INCCOM55305B1011,40023,859SH SOLE 23,85900
MKS INSTRS INCCOM55306N10432,701183,764SH SOLE 183,76400
MKS INSTRS INCCOM55306N10417,01195,594SH DFND195,59400
MSA SAFETY INCCOM5534981061,6019,670SH SOLE 9,67000
MSC INDL DIRECT INCCL A5535301068,96699,927SH SOLE 99,92700
MSC INDL DIRECT INCCL A5535301063,68241,030SH DFND141,03000
MSCI INCCOM55354G10019,96537,452SH SOLE 37,45200
MSCI INCCOM55354G1008,91016,715SH DFND116,71500
MYR GROUP INC DELCOM55405W1041,25113,757SH SOLE 13,75700
MACERICH COCOM55438210181344,528SH SOLE 44,52800
MACK CALI RLTY CORPCOM5544891041,20870,464SH SOLE 70,46400
MACYS INCCOM55616P1048,506448,628SH SOLE 448,62800
MACYS INCCOM55616P1041,63286,087SH DFND186,08700
MADDEN STEVEN LTDCOM5562691082,75362,918SH SOLE 62,91800
MADISON COVERED CALL & EQUITCOM55743710032239,824SH DFND139,82400
MAGELLAN HEALTH INCCOM NEW5590792071,79219,028SH SOLE 19,02800
MAGNITE INCCOM55955D1005,308156,866SH SOLE 156,86600
MAGNITE INCCOM55955D1002,84684,104SH DFND184,10400
MAGNOLIA OIL & GAS CORPCL A55966310969744,596SH SOLE 44,59600
MAGNOLIA OIL & GAS CORPCL A55966310930919,800SH DFND119,80000
MANHATTAN ASSOCIATES INCCOM5627501091,54210,648SH DFND110,64800
MANHATTAN ASSOCIATES INCCOM5627501095,92240,887SH SOLE 40,88700
MANPOWERGROUP INC WISCOM56418H10043,593366,606SH SOLE 366,60600
MANPOWERGROUP INC WISCOM56418H10039,239329,988SH DFND1329,98800
MANTECH INTERNATIONAL CORPCL A5645631041,94022,420SH SOLE 22,42000
MARATHON OIL CORPCOM5658491068,684637,571SH SOLE 637,57100
MARATHON OIL CORPCOM5658491063,772276,969SH DFND1276,96900
MARATHON PETE CORPCOM56585A10216,507273,200SH DFND1273,20000
MARATHON PETE CORPCOM56585A10226,335435,869SH SOLE 435,86900
MARCUS & MILLICHAP INCCOM56632410976619,713SH SOLE 19,71300
MARCUS CORP DELCOM56633010641819,689SH SOLE 19,68900
MARINEMAX INCCOM56790810888318,111SH SOLE 18,11100
MARKEL CORPCOM5705351043,6673,090SH SOLE 3,09000
MARKETAXESS HLDGS INCCOM57060D108386833SH DFND183300
MARKETAXESS HLDGS INCCOM57060D1081,8543,999SH SOLE 3,99900
MARRIOTT VACATIONS WORLDWIDECOM57164Y1072,99818,820SH SOLE 18,82000
MARRIOTT VACATIONS WORLDWIDECOM57164Y1075303,330SH DFND13,33000
MARSH & MCLENNAN COS INCCOM57174810240,708289,365SH SOLE 289,36500
MARSH & MCLENNAN COS INCCOM57174810215,855112,702SH DFND1112,70200
MARRIOTT INTL INC NEWCL A57190320210,38976,096SH SOLE 76,09600
MARRIOTT INTL INC NEWCL A5719032022,93621,508SH DFND121,50800
MARTEN TRANS LTDCOM57307510879248,045SH SOLE 48,04500
MARTIN MARIETTA MATLS INCCOM57328410622,23263,193SH DFND163,19300
MARTIN MARIETTA MATLS INCCOM57328410642,220120,007SH SOLE 120,00700
MASCO CORPCOM57459910665511,111SH SOLE 11,11100
MASIMO CORPCOM5747951007,79532,149SH SOLE 32,14900
MASIMO CORPCOM5747951002,0018,253SH DFND18,25300
MASONITE INTL CORPCOM5753851099318,328SH SOLE 8,32800
MASONITE INTL CORPCOM5753851094994,468SH DFND14,46800
MASTEC INCCOM5763231091,59114,992SH SOLE 14,99200
MASTERCARD INCORPORATEDCL A57636Q104223,098611,078SH SOLE 611,07800
MASTERCARD INCORPORATEDCL A57636Q10493,631256,461SH DFND1256,46100
MATADOR RES COCOM5764852051,57943,844SH DFND143,84400
MATADOR RES COCOM5764852056,779188,240SH SOLE 188,24000
MATCH GROUP INC NEWCOM57667L10713,31682,582SH DFND182,58200
MATCH GROUP INC NEWCOM57667L10736,945229,117SH SOLE 229,11700
MATERION CORPCOM57669010192412,268SH DFND112,26800
MATERION CORPCOM5766901013,33844,303SH SOLE 44,30300
MATRIX SVC COCOM57685310522821,683SH SOLE 21,68300
MATSON INCCOM57686G1052,27335,508SH SOLE 35,50800
MATTEL INCCOM5770811023,934195,746SH SOLE 195,74600
MATTEL INCCOM5770811021,10955,155SH DFND155,15500
MATTHEWS INTL CORPCL A57712810193125,879SH SOLE 25,87900
MAXIM INTEGRATED PRODS INCCOM57772K1011,21411,526SH SOLE 11,52600
MAXLINEAR INCCOM57776J1002,61261,479SH SOLE 61,47900
MAXIMUS INCCOM5779331047718,766SH DFND18,76600
MAXIMUS INCCOM5779331042,87232,648SH SOLE 32,64800
MCCORMICK & CO INCCOM NON VTG5797802061,65718,760SH SOLE 18,76000
MCDONALDS CORPCOM5801351014,79820,773SH DFND120,77300
MCDONALDS CORPCOM58013510142,788185,237SH SOLE 185,23700
MCKESSON CORPCOM58155Q1031,2996,794SH SOLE 6,79400
MECHEL PAOSPONSORED ADR NE5838406084823,814SH DFND123,81400
MEDALLIA INCCOM58402110930,503903,795SH SOLE 903,79500
MEDALLIA INCCOM58402110917,308512,818SH DFND1512,81800
MEDICAL PPTYS TRUST INCCOM58463J30411,793586,727SH SOLE 586,72700
MEDICAL PPTYS TRUST INCCOM58463J3042,925145,540SH DFND1145,54000
MEDIFAST INCCOM58470H1014,46715,786SH SOLE 15,78600
MEDIFAST INCCOM58470H1017752,740SH DFND12,74000
MEDNAX INCCOM58502B1062,12670,527SH SOLE 70,52700
MEDPACE HLDGS INCCOM58506Q1091,2997,353SH SOLE 7,35300
MERCADOLIBRE INCCOM58733R1027,2554,657SH SOLE 4,65700
MERCADOLIBRE INCCOM58733R1022,6441,697SH DFND11,69700
MERCANTILE BK CORPCOM58737610446315,322SH DFND115,32200
MERCANTILE BK CORPCOM58737610489829,728SH SOLE 29,72800
MERCER INTL INCCOM58805610141332,367SH SOLE 32,36700
MERCK & CO INCCOM58933Y10550,025643,242SH DFND1643,24200
MERCK & CO INCCOM58933Y105102,4801,317,731SH SOLE 1,317,73100
MERCURY SYS INCCOM5893781089,562144,274SH DFND1144,27400
MERCURY SYS INCCOM58937810817,686266,836SH SOLE 266,83600
MERCURY GENL CORP NEWCOM5894001004587,056SH SOLE 7,05600
MEREDITH CORPCOM5894331011,44233,184SH SOLE 33,18400
MERIDIAN BIOSCIENCE INCCOM58958410178635,422SH SOLE 35,42200
MERIT MED SYS INCCOM5898891042,60540,284SH SOLE 40,28400
MERITAGE HOMES CORPCOM59001A1022,91430,972SH SOLE 30,97200
MERITOR INCCOM59001K10027,2491,163,479SH DFND11,163,47900
MERITOR INCCOM59001K10035,8681,531,513SH SOLE 1,531,51300
MERITOR INCNOTE 3.250%10/159001KAF711,46810,806,000SH SOLE 10,806,00000
MERITOR INCNOTE 3.250%10/159001KAF71,2251,154,000SH DFND11,154,00000
MESA LABS INCCOM59064R1091,0833,993SH SOLE 3,99300
META FINL GROUP INCCOM59100U1081,32126,099SH SOLE 26,09900
METHODE ELECTRS INCCOM5915202001,54731,430SH SOLE 31,43000
METLIFE INCCOM59156R1081,91331,959SH SOLE 31,95900
METTLER TOLEDO INTERNATIONALCOM5926881052,0791,501SH DFND11,50100
METTLER TOLEDO INTERNATIONALCOM5926881057,1055,129SH SOLE 5,12900
MICROSOFT CORPCOM594918104333,0141,229,288SH DFND11,229,28800
MICROSOFT CORPCOM594918104798,4312,947,327SH SOLE 2,947,32700
MICROSTRATEGY INCCL A NEW5949724084,2286,362SH SOLE 6,36200
MICROCHIP TECHNOLOGY INC.COM5950171041,1947,973SH DFND17,97300
MICROCHIP TECHNOLOGY INC.COM5950171043,94726,356SH SOLE 26,35600
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AD69,8913,000,000SH SOLE 3,000,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF1630283,000SH DFND1283,00000
MICROCHIP TECHNOLOGY INC.NOTE 1.625% 2/1595017AF112,5485,638,000SH SOLE 5,638,00000
MICROCHIP TECHNOLOGY INC.NOTE 2.250% 2/1595017AH72,2241,000,000SH SOLE 1,000,00000
MICRON TECHNOLOGY INCCOM59511210311,053130,061SH SOLE 130,06100
MICRON TECHNOLOGY INCCOM5951121032,86933,763SH DFND133,76300
MID-AMER APT CMNTYS INCCOM59522J1038,09148,038SH SOLE 48,03800
MIDDLEBY CORPCOM59627810159,609344,041SH SOLE 344,04100
MIDDLEBY CORPCOM59627810140,571234,165SH DFND1234,16500
MIDLAND STS BANCORP INC ILLCOM59774210553920,508SH DFND120,50800
MIDLAND STS BANCORP INC ILLCOM5977421051,03139,243SH SOLE 39,24300
MIDWESTONE FINL GROUP INC NECOM5985111035,233181,881SH SOLE 181,88100
MIDWESTONE FINL GROUP INC NECOM5985111032,16275,136SH DFND175,13600
MILLER HERMAN INCCOM60054410073815,663SH SOLE 15,66300
MILLER INDS INC TENNCOM NEW60055120415,034381,194SH SOLE 381,19400
MILLER INDS INC TENNCOM NEW60055120414,227360,715SH DFND1360,71500
MINERALS TECHNOLOGIES INCCOM6031581064,42356,220SH SOLE 56,22000
MINERALS TECHNOLOGIES INCCOM6031581061,80122,894SH DFND122,89400
MODERNA INCCOM60770K1071,2435,291SH DFND15,29100
MODERNA INCCOM60770K10710,87346,272SH SOLE 46,27200
MODIVCARE INCCOM60783X1041,6969,971SH SOLE 9,97100
MOHAWK INDS INCCOM60819010412,29563,975SH DFND163,97500
MOHAWK INDS INCCOM60819010419,12699,515SH SOLE 99,51500
MOLINA HEALTHCARE INCCOM60855R10012,27448,502SH SOLE 48,50200
MOLINA HEALTHCARE INCCOM60855R1004,47217,671SH DFND117,67100
MOLSON COORS BEVERAGE COCL B60871R2094348,090SH SOLE 8,09000
MONARCH CASINO & RESORT INCCOM60902710770110,600SH SOLE 10,60000
MONDELEZ INTL INCCL A60920710519,989320,138SH SOLE 320,13800
MONOLITHIC PWR SYS INCCOM60983910543,896117,543SH SOLE 117,54300
MONOLITHIC PWR SYS INCCOM60983910523,57463,124SH DFND163,12400
MONRO INCCOM6102361011,73927,380SH SOLE 27,38000
MONSTER BEVERAGE CORP NEWCOM61174X10917,728194,065SH SOLE 194,06500
MONSTER BEVERAGE CORP NEWCOM61174X1094,41948,372SH DFND148,37200
MOODYS CORPCOM6153691052,3926,601SH DFND16,60100
MOODYS CORPCOM6153691059,11525,153SH SOLE 25,15300
MOOG INCCL A6153942022,01123,927SH SOLE 23,92700
MORGAN STANLEYCOM NEW61744644886,253940,698SH SOLE 940,69800
MORGAN STANLEYCOM NEW61744644851,078557,071SH DFND1557,07100
MOSAIC CO NEWCOM61945C10348315,141SH SOLE 15,14100
MOTORCAR PTS AMER INCCOM62007110035015,578SH SOLE 15,57800
MOTOROLA SOLUTIONS INCCOM NEW62007630729,174134,537SH SOLE 134,53700
MOTOROLA SOLUTIONS INCCOM NEW6200763074,22019,462SH DFND119,46200
MOVADO GROUP INCCOM62458010643313,750SH SOLE 13,75000
MUELLER INDS INCCOM6247561022,02346,702SH SOLE 46,70200
MR COOPER GROUP INCCOM62482R1075,052152,820SH SOLE 152,82000
MR COOPER GROUP INCCOM62482R1071,42743,173SH DFND143,17300
MURPHY OIL CORPCOM62671710289738,528SH SOLE 38,52800
MURPHY USA INCCOM6267551028876,647SH SOLE 6,64700
MYERS INDS INCCOM6284641093,247154,611SH SOLE 154,61100
MYERS INDS INCCOM6284641091,16355,396SH DFND155,39600
MYRIAD GENETICS INCCOM62855J1041,92662,990SH SOLE 62,99000
NBT BANCORP INCCOM6287781021,52942,499SH SOLE 42,49900
NCR CORP NEWCOM62886E1082,02944,478SH SOLE 44,47800
NIO INCSPON ADS62914V1064378,222SH SOLE 8,22200
NIO INCSPON ADS62914V1062,00637,712SH DFND137,71200
NMI HLDGS INCCL A62920930581236,101SH DFND136,10100
NMI HLDGS INCCL A6292093053,320147,674SH SOLE 147,67400
NRG ENERGY INCCOM NEW62937750842410,512SH SOLE 10,51200
NRG ENERGY INCDBCV 2.750% 6/0629377CG5208179,000SH DFND1179,00000
NRG ENERGY INCDBCV 2.750% 6/0629377CG516,07213,831,000SH SOLE 13,831,00000
NVR INCCOM62944T105111,87422,495SH SOLE 22,49500
NVR INCCOM62944T105103,59420,830SH DFND120,83000
NOV INCCOM62955J10326217,096SH SOLE 17,09600
NAPCO SEC TECHNOLOGIES INCCOM63040210518,383505,457SH SOLE 505,45700
NAPCO SEC TECHNOLOGIES INCCOM63040210517,469480,300SH DFND1480,30000
NASDAQ INCCOM6311031083,40119,346SH SOLE 19,34600
NATERA INCCOM63230710416,530145,600SH SOLE 145,60000
NATERA INCCOM63230710410,29090,633SH DFND190,63300
NATIONAL BK HLDGS CORPCL A63370710495025,171SH SOLE 25,17100
NATIONAL BEVERAGE CORPCOM63501710690119,068SH SOLE 19,06800
NATIONAL HEALTHCARE CORPCOM6359061003,99257,103SH SOLE 57,10300
NATIONAL HEALTHCARE CORPCOM6359061001,83326,222SH DFND126,22200
NATIONAL FUEL GAS COCOM6361801011,88736,122SH SOLE 36,12200
NATIONAL FUEL GAS COCOM6361801013306,312SH DFND16,31200
NATIONAL INSTRS CORPCOM63651810218,258431,840SH DFND1431,84000
NATIONAL INSTRS CORPCOM63651810222,005520,454SH SOLE 520,45400
NATIONAL PRESTO INDS INCCOM6372151044334,256SH SOLE 4,25600
NATIONAL RETAIL PROPERTIES ICOM63741710612,390264,290SH SOLE 264,29000
NATIONAL RETAIL PROPERTIES ICOM6374171063,83481,793SH DFND181,79300
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN63787010623,077456,429SH DFND1456,42900
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN63787010646,182913,407SH SOLE 913,40700
NATIONAL WESTN LIFE GROUP INCL A6385171024071,814SH SOLE 1,81400
NATUS MED INC DELCOM63905010372427,859SH SOLE 27,85900
NAVIENT CORPORATIONCOM63938C1082,400124,165SH DFND1124,16500
NAVIENT CORPORATIONCOM63938C1085,601289,771SH SOLE 289,77100
NEENAH INCCOM6400791093,82176,155SH SOLE 76,15500
NEENAH INCCOM6400791091,52730,437SH DFND130,43700
NEKTAR THERAPEUTICSCOM6402681081,02459,679SH SOLE 59,67900
NEOGEN CORPCOM6404911062,76760,097SH SOLE 60,09700
NEOGEN CORPCOM64049110670115,232SH DFND115,23200
NEOGENOMICS INCCOM NEW64049M2094,35596,405SH SOLE 96,40500
NETAPP INCCOM64110D1045,72870,006SH SOLE 70,00600
NETAPP INCCOM64110D1042,65232,408SH DFND132,40800
NETFLIX INCCOM64110L10614,80328,024SH SOLE 28,02400
NETEASE INCSPONSORED ADS64110W1021,90016,482SH SOLE 16,48200
NETEASE INCSPONSORED ADS64110W1028,61074,711SH DFND174,71100
NETGEAR INCCOM64111Q10495424,906SH SOLE 24,90600
NETSCOUT SYS INCCOM64115T10455919,579SH SOLE 19,57900
NETSTREIT CORPCOM64119V30389238,688SH SOLE 38,68800
NEUROCRINE BIOSCIENCES INCCOM64125C1092,44325,099SH SOLE 25,09900
NEVRO CORPCOM64157F10316,23397,915SH DFND197,91500
NEVRO CORPCOM64157F10328,373171,140SH SOLE 171,14000
NEW AMER HIGH INCOME FD INCCOM NEW64187680023325,205SH SOLE 25,20500
NEW AMER HIGH INCOME FD INCCOM NEW6418768001,368148,162SH DFND1148,16200
NEW JERSEY RES CORPCOM6460251061,01525,654SH SOLE 25,65400
NEW MTN FIN CORPNOTE 5.750% 8/1647551AC41,7811,670,000SH SOLE 1,670,00000
NEW ORIENTAL ED & TECHNOLOGYSPON ADR64758110741250,248SH SOLE 50,24800
NEW ORIENTAL ED & TECHNOLOGYSPON ADR6475811071,872228,610SH DFND1228,61000
NEW RESIDENTIAL INVT CORPCOM NEW64828T2012,469233,104SH DFND1233,10400
NEW RESIDENTIAL INVT CORPCOM NEW64828T2015,657534,137SH SOLE 534,13700
NEW YORK CMNTY BANCORP INCCOM6494451032,743248,933SH DFND1248,93300
NEW YORK CMNTY BANCORP INCCOM6494451037,689697,705SH SOLE 697,70500
NEW YORK CMNTY CAP TR VUNIT 11/01/205164944P3073,87174,502SH SOLE 74,50200
NEW YORK MTG TR INCCOM PAR $.026496045012,047457,955SH SOLE 457,95500
NEW YORK MTG TR INCCOM PAR $.0264960450125356,588SH DFND156,58800
NEW YORK TIMES COCL A6501111071,68438,679SH SOLE 38,67900
NEWELL BRANDS INCCOM65122910645516,571SH SOLE 16,57100
NEWMARKET CORPCOM6515871079733,021SH SOLE 3,02100
NEWMARK GROUP INCCL A65158N10221718,059SH SOLE 18,05900
NEWMONT CORPCOM65163910613,177207,908SH SOLE 207,90800
NEWS CORP NEWCL A65249B1092,30989,596SH SOLE 89,59600
NEXTERA ENERGY INCCOM65339F1012653,621SH DFND13,62100
NEXTERA ENERGY INCCOM65339F10116,098219,684SH SOLE 219,68400
NEXTERA ENERGY INCUNIT 99/99/999965339F7394,891100,000SH SOLE 100,00000
NEXTERA ENERGY INCUNIT 99/99/999965339F77010,650219,000SH SOLE 219,00000
NEXTERA ENERGY INCUNIT 99/99/999965339F7702334,800SH DFND14,80000
NEXTERA ENERGY INCUNIT 09/01/2022S65339F79614,635260,635SH SOLE 260,63500
NEXTERA ENERGY INCUNIT 09/01/2022S65339F7965589,935SH DFND19,93500
NEXPOINT RESIDENTIAL TR INCCOM65341D1026,482117,894SH SOLE 117,89400
NEXPOINT RESIDENTIAL TR INCCOM65341D1023,47363,169SH DFND163,16900
NEXTGEN HEALTHCARE INCCOM65343C10275545,482SH SOLE 45,48200
NICE LTDSPONSORED ADR65365610858,472236,288SH DFND1236,28800
NICE LTDSPONSORED ADR65365610852,338211,500SH SOLE 211,50000
NIKE INCCL B6541061035,63736,485SH DFND136,48500
NIKE INCCL B65410610327,137175,653SH SOLE 175,65300
NINE ENERGY SERVICE INCCOM65441V1012,235760,248SH DFND1760,24800
NINE ENERGY SERVICE INCCOM65441V1012,649901,041SH SOLE 901,04100
NISOURCE INCCOM65473P10550420,591SH SOLE 20,59100
NISOURCE INCUNIT 12/01/202365473P1218,13479,137SH SOLE 79,13700
NOAH HLDGS LTDSPON ADS CL A65487X1023878,204SH DFND18,20400
NORDSON CORPCOM6556631025,27424,025SH SOLE 24,02500
NORDSON CORPCOM6556631021,0044,572SH DFND14,57200
NORDSTROM INCCOM6556641003,25989,117SH DFND189,11700
NORDSTROM INCCOM6556641007,865215,060SH SOLE 215,06000
NORFOLK SOUTHN CORPCOM65584410884,644318,919SH SOLE 318,91900
NORFOLK SOUTHN CORPCOM65584410836,364137,009SH DFND1137,00900
NORTHERN OIL AND GAS INC MNCOM66553130737017,792SH SOLE 17,79200
NORTHERN TR CORPCOM6658591042,76223,892SH DFND123,89200
NORTHERN TR CORPCOM6658591046,17653,414SH SOLE 53,41400
NORTHFIELD BANCORP INC DELCOM66611T10861937,746SH SOLE 37,74600
NORTHROP GRUMMAN CORPCOM6668071024,68212,884SH DFND112,88400
NORTHROP GRUMMAN CORPCOM66680710219,37753,317SH SOLE 53,31700
NORTHWEST BANCSHARES INC MDCOM6673401031,419104,029SH SOLE 104,02900
NORTHWEST NAT HLDG COCOM66765N1051,42827,185SH SOLE 27,18500
NORTHWESTERN CORPCOM NEW6680743059,523158,133SH SOLE 158,13300
NORTHWESTERN CORPCOM NEW6680743057,475124,120SH DFND1124,12000
NORTONLIFELOCK INCCOM66877110869125,386SH SOLE 25,38600
NOVO-NORDISK A SADR67010020551,126610,317SH SOLE 610,31700
NOVO-NORDISK A SADR67010020524,163288,440SH DFND1288,44000
NOW INCCOM67011P10085590,133SH SOLE 90,13300
NU SKIN ENTERPRISES INCCL A67018T10575313,284SH SOLE 13,28400
NUANCE COMMUNICATIONS INCCOM67020Y10026,530487,331SH SOLE 487,33100
NUANCE COMMUNICATIONS INCCOM67020Y10029,783547,083SH DFND1547,08300
NUANCE COMMUNICATIONS INCDBCV 1.000%12/167020YAK612,9385,750,000SH SOLE 5,750,00000
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN09,5423,434,000SH SOLE 3,434,00000
NUANCE COMMUNICATIONS INCNOTE 1.250% 4/067020YAN01,592573,000SH DFND1573,00000
NUCOR CORPCOM67034610522,686236,490SH DFND1236,49000
NUCOR CORPCOM67034610534,930364,115SH SOLE 364,11500
NVIDIA CORPORATIONCOM67066G10499,575124,453SH DFND1124,45300
NVIDIA CORPORATIONCOM67066G104239,221298,989SH SOLE 298,98900
NUVEEN SR INCOME FDCOM67067Y1047312,350SH DFND112,35000
NUVEEN SR INCOME FDCOM67067Y1046310,608SH SOLE 10,60800
NUVASIVE INCCOM67070410549,147725,097SH DFND1725,09700
NUVASIVE INCCOM67070410547,239696,953SH SOLE 696,95300
NUVEEN CR STRATEGIES INCOMECOM SHS67073D1022,207327,000SH DFND1327,00000
NUVEEN CR STRATEGIES INCOMECOM SHS67073D10260990,187SH SOLE 90,18700
NUVEEN SHORT DURATION CR OPPCOM67074X1071,19379,615SH DFND179,61500
NUVEEN GLOBAL HIGH INCOME FDSHS67075G10316910,427SH SOLE 10,42700
NUVEEN GLOBAL HIGH INCOME FDSHS67075G1031,48791,712SH DFND191,71200
NUTRIEN LTDCOM67077M10850,162827,626SH SOLE 827,62600
NUTRIEN LTDCOM67077M10854,892905,651SH DFND1905,65100
OGE ENERGY CORPCOM6708371032,95387,753SH DFND187,75300
OGE ENERGY CORPCOM6708371037,411220,229SH SOLE 220,22900
O-I GLASS INCCOM67098H1042,108129,093SH SOLE 129,09300
OREILLY AUTOMOTIVE INCCOM67103H1071,6962,996SH SOLE 2,99600
OFG BANCORPCOM67103X10266129,900SH DFND129,90000
OFG BANCORPCOM67103X1022,342105,855SH SOLE 105,85500
OSI SYSTEMS INCCOM6710441051,38913,670SH SOLE 13,67000
OCCIDENTAL PETE CORPCOM6745991055,861187,438SH SOLE 187,43800
OCCIDENTAL PETE CORPCOM6745991051,71854,931SH DFND154,93100
OCEANEERING INTL INCCOM6752321021,30884,029SH SOLE 84,02900
OFFICE PPTYS INCOME TRCOM SHS BEN INT67623C1091,15839,500SH SOLE 39,50000
OIL STS INTL INCCOM67802610539350,097SH SOLE 50,09700
OKTA INCCL A67929510516,27366,507SH SOLE 66,50700
OKTA INCCL A6792951058,01832,768SH DFND132,76800
OLD DOMINION FREIGHT LINE INCOM67958010071,358281,160SH DFND1281,16000
OLD DOMINION FREIGHT LINE INCOM67958010070,344277,164SH SOLE 277,16400
OLD NATL BANCORP INDCOM6800331071,26671,895SH DFND171,89500
OLD NATL BANCORP INDCOM6800331075,060287,335SH SOLE 287,33500
OLD REP INTL CORPCOM6802231041,87475,237SH SOLE 75,23700
OLD SECOND BANCORP INC ILLCOM68027710082466,440SH SOLE 66,44000
OLD SECOND BANCORP INC ILLCOM68027710036729,629SH DFND129,62900
OLIN CORPCOM PAR $16806652051,98642,922SH DFND142,92200
OLIN CORPCOM PAR $16806652055,435117,492SH SOLE 117,49200
OLLIES BARGAIN OUTLET HLDGSCOM68111610911,930141,809SH SOLE 141,80900
OLLIES BARGAIN OUTLET HLDGSCOM6811161096,84381,342SH DFND181,34200
OLYMPIC STEEL INCCOM68162K1062498,470SH SOLE 8,47000
OMNICOM GROUP INCCOM6819191064,16252,031SH DFND152,03100
OMNICOM GROUP INCCOM68191910614,092176,174SH SOLE 176,17400
OMEGA HEALTHCARE INVS INCCOM68193610094526,033SH DFND126,03300
OMEGA HEALTHCARE INVS INCCOM6819361005,664156,080SH SOLE 156,08000
OMNICELL COMCOM68213N1091,2698,380SH DFND18,38000
OMNICELL COMCOM68213N1097,71550,944SH SOLE 50,94400
ON SEMICONDUCTOR CORPCOM68218910511,333296,061SH SOLE 296,06100
ON SEMICONDUCTOR CORPCOM6821891051,79446,867SH DFND146,86700
ONE GAS INCCOM68235P1081,04814,135SH SOLE 14,13500
ONE LIBERTY PPTYS INCCOM68240610344515,669SH DFND115,66900
ONE LIBERTY PPTYS INCCOM68240610395433,621SH SOLE 33,62100
ONEOK INC NEWCOM6826801031,08519,500SH SOLE 19,50000
ONEMAIN HLDGS INCCOM68268W1033085,147SH DFND15,14700
ONEMAIN HLDGS INCCOM68268W10369411,588SH SOLE 11,58800
ONESPAN INCCOM68287N10070627,650SH SOLE 27,65000
ONTO INNOVATION INCCOM6833441052,92840,090SH SOLE 40,09000
ORACLE CORPCOM68389X10525,799331,438SH DFND1331,43800
ORACLE CORPCOM68389X10556,799729,684SH SOLE 729,68400
ORASURE TECHNOLOGIES INCCOM68554V10859758,827SH SOLE 58,82700
ORGANOGENESIS HLDGS INCCOM68621F10267940,879SH SOLE 40,87900
ORGANON & COCOMMON STOCK68622V10695131,414SH SOLE 31,41400
ORTHOFIX MED INCCOM68752M10899124,719SH SOLE 24,71900
OSHKOSH CORPCOM6882392012,27018,215SH SOLE 18,21500
OTIS WORLDWIDE CORPCOM68902V10712,228149,544SH DFND1149,54400
OTIS WORLDWIDE CORPCOM68902V10719,648240,283SH SOLE 240,28300
OTTER TAIL CORPCOM68964810352010,646SH DFND110,64600
OTTER TAIL CORPCOM6896481031,16923,959SH SOLE 23,95900
OWENS & MINOR INC NEWCOM6907321022,60061,433SH SOLE 61,43300
OWENS CORNING NEWCOM6907421012,72327,817SH SOLE 27,81700
OXFORD INDS INCCOM6914973091,36513,814SH SOLE 13,81400
PBF ENERGY INCCL A69318G1062,167141,609SH SOLE 141,60900
PBF ENERGY INCCL A69318G10642827,989SH DFND127,98900
PC CONNECTION INCCOM69318J1004168,991SH SOLE 8,99100
PDC ENERGY INCCOM69327R1014,17491,148SH SOLE 91,14800
PDC ENERGY INCCOM69327R10162413,619SH DFND113,61900
PDC ENERGY INCNOTE 1.125% 9/169327RAD32828,000SH DFND128,00000
PDC ENERGY INCNOTE 1.125% 9/169327RAD32727,000SH SOLE 27,00000
PDF SOLUTIONS INCCOM69328210543924,152SH SOLE 24,15200
PGT INNOVATIONS INCCOM69336V1011,13148,678SH SOLE 48,67800
PGIM HIGH YIELD BOND FUND INCOM69346H1002,662163,594SH DFND1163,59400
PGIM HIGH YIELD BOND FUND INCOM69346H10069842,913SH SOLE 42,91300
PGIM GLOBAL HIGH YIELD FD FOCOM69346J1062,831177,574SH DFND1177,57400
PGIM GLOBAL HIGH YIELD FD FOCOM69346J10669043,299SH SOLE 43,29900
PNC FINL SVCS GROUP INCCOM6934751053,54718,595SH SOLE 18,59500
PNM RES INCCOM69349H1071,11122,786SH SOLE 22,78600
PPG INDS INCCOM6935061072,01711,881SH SOLE 11,88100
PPL CORPCOM69351T1061,12140,080SH SOLE 40,08000
PRA HEALTH SCIENCES INCCOM69354M1082,84217,201SH SOLE 17,20100
PRA GROUP INCCOM69354N1061,44037,441SH SOLE 37,44100
PRA GROUP INCNOTE 3.500% 6/069354NAB28,9668,350,000SH SOLE 8,350,00000
PS BUSINESS PKS INC CALIFCOM69360J1077905,335SH SOLE 5,33500
PVH CORPORATIONCOM6936561002,02618,830SH SOLE 18,83000
PVH CORPORATIONCOM6936561007807,246SH DFND17,24600
PTC INCCOM69370C1009947,040SH SOLE 7,04000
PACCAR INCCOM6937181081,35615,195SH SOLE 15,19500
PACIFIC PREMIER BANCORPCOM69478X1053,27277,377SH SOLE 77,37700
PACIRA BIOSCIENCES INCCOM6951271002,18435,990SH SOLE 35,99000
PACKAGING CORP AMERCOM6951561095534,080SH SOLE 4,08000
PACWEST BANCORP DELCOM6952631032,90770,628SH DFND170,62800
PACWEST BANCORP DELCOM6952631037,053171,347SH SOLE 171,34700
PALO ALTO NETWORKS INCCOM6974351056,78418,284SH DFND118,28400
PALO ALTO NETWORKS INCCOM69743510513,75337,066SH SOLE 37,06600
PALOMAR HLDGS INCCOM69753M1051,34217,782SH SOLE 17,78200
PAPA JOHNS INTL INCCOM6988131029,70892,950SH SOLE 92,95000
PAPA JOHNS INTL INCCOM6988131025,63553,950SH DFND153,95000
PAR PAC HOLDINGS INCCOM NEW69888T20761236,408SH SOLE 36,40800
PARK AEROSPACE CORPCOM70014A10422815,330SH SOLE 15,33000
PARK HOTELS & RESORTS INCCOM7005171056,138297,798SH SOLE 297,79800
PARK HOTELS & RESORTS INCCOM7005171051,72983,914SH DFND183,91400
PARK NATL CORPCOM7006581071,36511,622SH SOLE 11,62200
PARKER-HANNIFIN CORPCOM70109410455,494180,696SH SOLE 180,69600
PARKER-HANNIFIN CORPCOM70109410431,066101,156SH DFND1101,15600
PATRICK INDS INCCOM7033431032,07928,486SH SOLE 28,48600
PATRICK INDS INCCOM7033431031,06414,570SH DFND114,57000
PATRICK INDS INCDBCV 1.000% 2/0703343AB911,44810,612,000SH SOLE 10,612,00000
PATRICK INDS INCDBCV 1.000% 2/0703343AB9585542,000SH DFND1542,00000
PATTERSON COS INCCOM70339510370423,158SH SOLE 23,15800
PATTERSON-UTI ENERGY INCCOM70348110130831,001SH DFND131,00100
PATTERSON-UTI ENERGY INCCOM7034811012,220223,294SH SOLE 223,29400
PAYCHEX INCCOM70432610720,907194,850SH SOLE 194,85000
PAYCHEX INCCOM7043261072,04319,039SH DFND119,03900
PAYCOM SOFTWARE INCCOM70432V10215,42542,439SH SOLE 42,43900
PAYCOM SOFTWARE INCCOM70432V1027,22319,872SH DFND119,87200
PAYLOCITY HLDG CORPCOM70438V1061,4657,680SH DFND17,68000
PAYLOCITY HLDG CORPCOM70438V1065,19827,245SH SOLE 27,24500
PAYPAL HLDGS INCCOM70450Y103306,8931,052,879SH SOLE 1,052,87900
PAYPAL HLDGS INCCOM70450Y103135,166463,722SH DFND1463,72200
PEBBLEBROOK HOTEL TRCOM70509V1001,45461,732SH SOLE 61,73200
PELOTON INTERACTIVE INCCL A COM70614W1003,58428,901SH SOLE 28,90100
PENN NATL GAMING INCCOM70756910936,631478,902SH SOLE 478,90200
PENN NATL GAMING INCCOM70756910917,443228,044SH DFND1228,04400
PENN VA CORPCOM70788V10229612,516SH SOLE 12,51600
PENNANT GROUP INCCOM70805E10985220,825SH SOLE 20,82500
PENNYMAC MTG INVT TRCOM70931T1031,68680,064SH SOLE 80,06400
PENUMBRA INCCOM70975L1072,4689,007SH SOLE 9,00700
PEOPLES BANCORP INCCOM70978910131010,451SH DFND110,45100
PEOPLES BANCORP INCCOM70978910167422,741SH SOLE 22,74100
PEOPLES UNITED FINANCIAL INCCOM71270410532118,717SH SOLE 18,71700
PEPSICO INCCOM71344810831,418212,037SH SOLE 212,03700
PEPSICO INCCOM7134481085493,705SH DFND13,70500
PERDOCEO ED CORPCOM71363P10670757,585SH SOLE 57,58500
PERFICIENT INCCOM71375U1012,17327,016SH SOLE 27,01600
PERFORMANCE FOOD GROUP COCOM71377A10361212,616SH DFND112,61600
PERFORMANCE FOOD GROUP COCOM71377A1031,15723,859SH SOLE 23,85900
PERKINELMER INCCOM7140461097434,814SH SOLE 4,81400
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841061,38864,045SH DFND164,04500
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410630313,963SH SOLE 13,96300
PETMED EXPRESS INCCOM71638210652816,570SH SOLE 16,57000
PETROCHINA CO LTDSPONSORED ADR71646E10070114,293SH DFND114,29300
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4081,655135,361SH DFND1135,36100
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40836029,424SH SOLE 29,42400
PFIZER INCCOM71708110312,867328,566SH SOLE 328,56600
PHIBRO ANIMAL HEALTH CORPCL A COM71742Q10648016,626SH SOLE 16,62600
PHILIP MORRIS INTL INCCOM71817210963,418639,874SH DFND1639,87400
PHILIP MORRIS INTL INCCOM718172109125,6151,267,430SH SOLE 1,267,43000
PHILLIPS 66COM7185461041,64519,166SH SOLE 19,16600
PHOTRONICS INCCOM71940510268451,817SH SOLE 51,81700
PHYSICIANS RLTY TRCOM71943U1041,58285,675SH SOLE 85,67500
PHREESIA INCCOM71944F1067,111116,011SH DFND1116,01100
PHREESIA INCCOM71944F10611,081180,766SH SOLE 180,76600
PILGRIMS PRIDE CORPCOM72147K10856125,280SH SOLE 25,28000
PIMCO DYNAMIC CR INCOME FDCOM SHS72202D10626311,748SH SOLE 11,74800
PIMCO DYNAMIC CR INCOME FDCOM SHS72202D1061,80580,647SH DFND180,64700
PINDUODUO INCSPONSORED ADS7223041022832,226SH SOLE 2,22600
PINDUODUO INCSPONSORED ADS7223041021,27410,027SH DFND110,02700
PINNACLE FINL PARTNERS INCCOM72346Q1041,78320,200SH SOLE 20,20000
PINNACLE WEST CAP CORPCOM7234841011,00012,199SH SOLE 12,19900
PINNACLE WEST CAP CORPCOM7234841012673,261SH DFND13,26100
PIONEER HIGH INCOME FUND INCCOM72369H1061,063109,453SH DFND1109,45300
PIONEER NAT RES COCOM72378710727,984172,185SH DFND1172,18500
PIONEER NAT RES COCOM72378710745,820281,935SH SOLE 281,93500
PIONEER NAT RES CONOTE 0.250% 5/1723787AP2641402,000SH DFND1402,00000
PIONEER NAT RES CONOTE 0.250% 5/1723787AP224,28015,218,000SH SOLE 15,218,00000
PIPER SANDLER COMPANIESCOM7240781001,52811,790SH SOLE 11,79000
PITNEY BOWES INCCOM7244791001,170133,414SH DFND1133,41400
PITNEY BOWES INCCOM7244791003,637414,676SH SOLE 414,67600
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20771259,621SH SOLE 59,62100
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20731626,437SH DFND126,43700
PLANET FITNESS INCCL A72703H10116,161214,769SH SOLE 214,76900
PLANET FITNESS INCCL A72703H1019,466125,793SH DFND1125,79300
PLANTRONICS INC NEWCOM7274931083819,140SH DFND19,14000
PLANTRONICS INC NEWCOM7274931082,16151,774SH SOLE 51,77400
PLEXUS CORPCOM7291321002,13723,376SH SOLE 23,37600
POLARIS INCCOM7310681022,41117,602SH SOLE 17,60200
POOL CORPCOM73278L1053,3667,339SH SOLE 7,33900
POOL CORPCOM73278L1051,1372,479SH DFND12,47900
POPULAR INCCOM NEW73317470012,862171,383SH DFND1171,38300
POPULAR INCCOM NEW73317470021,111281,286SH SOLE 281,28600
PORTLAND GEN ELEC COCOM NEW73650884712,848278,827SH SOLE 278,82700
PORTLAND GEN ELEC COCOM NEW73650884711,993260,274SH DFND1260,27400
POST HLDGS INCCOM7374461041,70415,709SH SOLE 15,70900
POTLATCHDELTIC CORPORATIONCOM7376301031,41126,552SH SOLE 26,55200
POWELL INDS INCCOM7391281062257,264SH SOLE 7,26400
POWER INTEGRATIONS INCCOM7392761034,06949,585SH SOLE 49,58500
PREFERRED BK LOS ANGELES CACOM NEW74036740488013,911SH SOLE 13,91100
PREFERRED APT CMNTYS INCCOM74039L10327327,954SH DFND127,95400
PREFERRED APT CMNTYS INCCOM74039L10362063,556SH SOLE 63,55600
PREMIER INCCL A74051N1024,539130,466SH SOLE 130,46600
PREMIER INCCL A74051N1021,51943,672SH DFND143,67200
PREMIER FINANCIAL CORPCOM74052F1083,776132,902SH SOLE 132,90200
PREMIER FINANCIAL CORPCOM74052F1081,89466,655SH DFND166,65500
PRESTIGE CONSMR HEALTHCARE ICOM74112D1012,12640,802SH SOLE 40,80200
PRICE T ROWE GROUP INCCOM74144T10813,12566,300SH SOLE 66,30000
PRICE T ROWE GROUP INCCOM74144T1082,43412,297SH DFND112,29700
PRICELINE GRP INCNOTE 0.900% 9/1741503AX44,8884,501,000SH SOLE 4,501,00000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX4279257,000SH DFND1257,00000
PRICESMART INCCOM7415111091,77019,449SH SOLE 19,44900
PRIMORIS SVCS CORPCOM74164F10348416,452SH SOLE 16,45200
PRIMORIS SVCS CORPCOM74164F1032608,819SH DFND18,81900
PRIMERICA INCCOM74164M10826,469172,843SH SOLE 172,84300
PRIMERICA INCCOM74164M10823,838155,662SH DFND1155,66200
PRIMO WATER CORPORATIONCOM74167P10826,8101,602,535SH SOLE 1,602,53500
PRIMO WATER CORPORATIONCOM74167P10825,8951,547,830SH DFND11,547,83000
PRINCIPAL FINANCIAL GROUP INCOM74251V10270111,091SH SOLE 11,09100
PROASSURANCE CORPCOM74267C1061,00344,106SH SOLE 44,10600
PROCTER AND GAMBLE COCOM74271810941,008303,921SH SOLE 303,92100
PROCTER AND GAMBLE COCOM7427181093,89928,894SH DFND128,89400
PROG HOLDINGS INCCOM NPV74319R10186117,879SH SOLE 17,87900
PROGRESS SOFTWARE CORPCOM7433121002,08845,153SH SOLE 45,15300
PROGRESSIVE CORPCOM7433151035,36354,611SH SOLE 54,61100
PROGYNY INCCOM74340E1038,133137,854SH SOLE 137,85400
PROGYNY INCCOM74340E1034,85382,255SH DFND182,25500
PROLOGIS INC.COM74340W10336,955309,169SH SOLE 309,16900
PROPETRO HLDG CORPCOM74347M1082,163236,143SH SOLE 236,14300
PROPETRO HLDG CORPCOM74347M10868775,035SH DFND175,03500
PROSHARES TRPSHS ULT S&P 50074347R1071,32811,131SH DFND111,13100
PROSHARES TRPSHS ULT S&P 50074347R1074,29635,998SH SOLE 35,99800
PROSHARES TRULTRAPRO QQQ74347X8315824,753SH SOLE 4,75300
PROSPECT CAP CORPNOTE 6.375% 3/074348TAT91,9771,833,000SH SOLE 1,833,00000
PROSPERITY BANCSHARES INCCOM7436061053985,538SH DFND15,53800
PROSPERITY BANCSHARES INCCOM7436061052,66837,165SH SOLE 37,16500
PROTO LABS INCCOM7437131092,07822,637SH SOLE 22,63700
PROVIDENT FINL SVCS INCCOM74386T1051,35759,276SH SOLE 59,27600
PRUDENTIAL FINL INCCOM7443201021,76717,247SH SOLE 17,24700
PUBLIC SVC ENTERPRISE GRP INCOM7445731061,29621,693SH SOLE 21,69300
PUBLIC STORAGECOM74460D10949,798165,611SH SOLE 165,61100
PUBLIC STORAGECOM74460D1095,66118,826SH DFND118,82600
PULMONX CORPCOM7458481015,734129,975SH DFND1129,97500
PULMONX CORPCOM7458481018,915202,054SH SOLE 202,05400
PULTE GROUP INCCOM74586710184515,493SH DFND115,49300
PULTE GROUP INCCOM7458671012,19940,303SH SOLE 40,30300
PURPLE INNOVATION INCCOM74640Y10632012,130SH SOLE 12,13000
QCR HOLDINGS INCCOM74727A1042,24046,577SH DFND146,57700
QCR HOLDINGS INCCOM74727A1044,61896,032SH SOLE 96,03200
QAD INCCL A74727D3061,11012,759SH DFND112,75900
QAD INCCL A74727D3062,09824,112SH SOLE 24,11200
QUAD / GRAPHICS INCCOM CL A7473011098821,246SH DFND121,24600
QUAD / GRAPHICS INCCOM CL A74730110920148,374SH SOLE 48,37400
QUAKER CHEM CORPCOM74731610724,057101,424SH SOLE 101,42400
QUAKER CHEM CORPCOM74731610712,06150,848SH DFND150,84800
QTS RLTY TR INCCOM CL A74736A1033,13140,500SH SOLE 40,50000
QORVO INCCOM74736K10110,68154,592SH SOLE 54,59200
QORVO INCCOM74736K1014,80324,548SH DFND124,54800
Q2 HLDGS INCCOM74736L1096,52063,559SH DFND163,55900
Q2 HLDGS INCCOM74736L10910,16899,126SH SOLE 99,12600
QUALCOMM INCCOM747525103151,2261,058,045SH SOLE 1,058,04500
QUALCOMM INCCOM74752510379,027552,910SH DFND1552,91000
QUALYS INCCOM74758T3039008,936SH SOLE 8,93600
QUANEX BLDG PRODS CORPCOM74761910468227,465SH SOLE 27,46500
QUANTA SVCS INCCOM74762E10243,831483,947SH SOLE 483,94700
QUANTA SVCS INCCOM74762E10249,034541,394SH DFND1541,39400
QUEST DIAGNOSTICS INCCOM74834L1007555,722SH SOLE 5,72200
QUIDEL CORPCOM74838J1011,31710,279SH SOLE 10,27900
QUINSTREET INCCOM74874Q10021,8011,173,367SH DFND11,173,36700
QUINSTREET INCCOM74874Q10024,8161,335,631SH SOLE 1,335,63100
QURATE RETAIL INCCOM SER A74915M1007,608581,212SH SOLE 581,21200
QURATE RETAIL INCCOM SER A74915M1003,477265,653SH DFND1265,65300
R1 RCM INCCOM74939710581636,692SH SOLE 36,69200
RLI CORPCOM7496071071,44913,852SH SOLE 13,85200
RLJ LODGING TRCOM74965L1011,539101,024SH SOLE 101,02400
RPC INCCOM74966010622645,727SH DFND145,72700
RPC INCCOM749660106745150,560SH SOLE 150,56000
RMR GROUP INCCL A74967R1062165,577SH SOLE 5,57700
RHCOM74967X10348,28271,108SH DFND171,10800
RHCOM74967X10347,04269,282SH SOLE 69,28200
RPM INTL INCCOM7496851034,54151,210SH SOLE 51,21000
RPM INTL INCCOM7496851036637,479SH DFND17,47900
RPT REALTYSH BEN INT74971D10186166,352SH SOLE 66,35200
RADIAN GROUP INCCOM75023610142,3081,901,479SH SOLE 1,901,47900
RADIAN GROUP INCCOM75023610140,6641,827,580SH DFND11,827,58000
RADNET INCCOM7504911021,20535,758SH SOLE 35,75800
RAMBUS INC DELCOM7509171062,18191,973SH SOLE 91,97300
RALPH LAUREN CORPCL A7512121012442,072SH SOLE 2,07200
RANGE RES CORPCOM75281A1093,557212,218SH SOLE 212,21800
RANPAK HOLDINGS CORPCOM CL A75321W1038,663346,087SH DFND1346,08700
RANPAK HOLDINGS CORPCOM CL A75321W10313,495539,138SH SOLE 539,13800
RAVEN INDS INCCOM75421210816,207280,157SH DFND1280,15700
RAVEN INDS INCCOM75421210818,681322,916SH SOLE 322,91600
RAYMOND JAMES FINL INCCOM75473010948,058369,961SH SOLE 369,96100
RAYMOND JAMES FINL INCCOM75473010931,217240,315SH DFND1240,31500
RAYONIER INCCOM7549071038,274230,285SH DFND1230,28500
RAYONIER INCCOM75490710310,183283,422SH SOLE 283,42200
RAYONIER ADVANCED MATLS INCCOM75508B10434851,990SH SOLE 51,99000
RAYTHEON TECHNOLOGIES CORPCOM75513E10123,681277,588SH DFND1277,58800
RAYTHEON TECHNOLOGIES CORPCOM75513E10140,787478,101SH SOLE 478,10100
RBC BEARINGS INCCOM75524B1049,89649,625SH SOLE 49,62500
RBC BEARINGS INCCOM75524B1046,36231,902SH DFND131,90200
RE MAX HLDGS INCCL A75524W10851515,443SH SOLE 15,44300
READY CAPITAL CORPCOM75574U10174847,161SH SOLE 47,16100
REALOGY HLDGS CORPCOM75605Y1061,73695,270SH SOLE 95,27000
REALTY INCOME CORPCOM7561091043,33449,953SH DFND149,95300
REALTY INCOME CORPCOM75610910412,567188,298SH SOLE 188,29800
REATA PHARMACEUTICALS INCCL A75615P1033,84327,154SH SOLE 27,15400
REATA PHARMACEUTICALS INCCL A75615P1031,70612,056SH DFND112,05600
RED ROBIN GOURMET BURGERS INCOM75689M10142412,820SH SOLE 12,82000
REDFIN CORPCOM75737F1083525,545SH DFND15,54500
REDFIN CORPCOM75737F10879212,489SH SOLE 12,48900
REDWOOD TR INCCOM7580754022,564212,425SH SOLE 212,42500
REDWOOD TR INCCOM75807540264453,334SH DFND153,33400
REGAL BELOIT CORPCOM75875010363,867478,371SH DFND1478,37100
REGAL BELOIT CORPCOM75875010383,240623,472SH SOLE 623,47200
REGENCY CTRS CORPCOM7588491036,07794,846SH SOLE 94,84600
REGENERON PHARMACEUTICALSCOM75886F10729,79953,352SH SOLE 53,35200
REGENERON PHARMACEUTICALSCOM75886F1071,0321,847SH DFND11,84700
REGIS CORP MINNCOM75893210718619,896SH SOLE 19,89600
REGENXBIO INCCOM75901B1071,10728,496SH SOLE 28,49600
REGIONS FINANCIAL CORP NEWCOM7591EP10057028,246SH DFND128,24600
REGIONS FINANCIAL CORP NEWCOM7591EP1001,91194,715SH SOLE 94,71500
REINSURANCE GRP OF AMERICA ICOM NEW7593516044,96243,525SH DFND143,52500
REINSURANCE GRP OF AMERICA ICOM NEW75935160412,915113,291SH SOLE 113,29100
RELIANCE STEEL & ALUMINUM COCOM7595091022511,666SH DFND11,66600
RELIANCE STEEL & ALUMINUM COCOM7595091023,11820,662SH SOLE 20,66200
RENASANT CORPCOM75970E1071,84146,037SH SOLE 46,03700
RENEWABLE ENERGY GROUP INCCOM NEW75972A3014086,540SH DFND16,54000
RENEWABLE ENERGY GROUP INCCOM NEW75972A3013,19051,164SH SOLE 51,16400
REPLIGEN CORPCOM75991610914,82474,263SH SOLE 74,26300
REPLIGEN CORPCOM7599161097,79139,027SH DFND139,02700
RENT A CTR INC NEWCOM76009N1002,58948,787SH SOLE 48,78700
REPUBLIC SVCS INCCOM76075910012,266111,498SH SOLE 111,49800
RESMED INCCOM7611521071,5706,370SH SOLE 6,37000
RESIDEO TECHNOLOGIES INCCOM76118Y1043,528117,597SH SOLE 117,59700
RESOURCES CONNECTION INCCOM76122Q10536325,245SH SOLE 25,24500
RESTAURANT BRANDS INTL INCCOM76131D1032,75642,763SH DFND142,76300
RESTAURANT BRANDS INTL INCCOM76131D1032,51739,061SH SOLE 39,06100
RETAIL OPPORTUNITY INVTS CORCOM76131N1012,509142,070SH SOLE 142,07000
RETAIL PPTYS AMER INCCL A76131V2022,010175,544SH SOLE 175,54400
REX AMERICAN RES CORPCOM7616241053894,311SH SOLE 4,31100
REXFORD INDL RLTY INCCOM76169C10012,971227,769SH DFND1227,76900
REXFORD INDL RLTY INCCOM76169C10034,839611,742SH SOLE 611,74200
RINGCENTRAL INCCL A76680R20615,52253,418SH SOLE 53,41800
RINGCENTRAL INCCL A76680R2067,76326,714SH DFND126,71400
ROBERT HALF INTL INCCOM7703231031,81320,377SH SOLE 20,37700
ROBERT HALF INTL INCCOM7703231035896,617SH DFND16,61700
ROCKWELL AUTOMATION INCCOM7739031091,4535,080SH SOLE 5,08000
ROGERS CORPCOM77513310113,21765,824SH SOLE 65,82400
ROGERS CORPCOM7751331016,50432,390SH DFND132,39000
ROKU INCCOM CL A77543R102359781SH SOLE 78100
ROLLINS INCCOM7757111043259,511SH SOLE 9,51100
ROPER TECHNOLOGIES INCCOM7766961062,1664,606SH SOLE 4,60600
ROSS STORES INCCOM7782961032,92223,566SH DFND123,56600
ROSS STORES INCCOM7782961039,91279,936SH SOLE 79,93600
ROYAL GOLD INCCOM7802871086,79459,547SH SOLE 59,54700
ROYCE VALUE TR INCCOM78091010537619,816SH SOLE 19,81600
ROYCE VALUE TR INCCOM7809101051,15861,018SH DFND161,01800
RUBIUS THERAPEUTICS INCCOM78116T10336314,887SH SOLE 14,88700
RUSH ENTERPRISES INCCL A78184620911,651269,459SH SOLE 269,45900
RUSH ENTERPRISES INCCL A7818462097,598175,706SH DFND1175,70600
RUTHS HOSPITALITY GROUP INCCOM7833321092,382103,414SH SOLE 103,41400
RUTHS HOSPITALITY GROUP INCCOM78333210979034,312SH DFND134,31200
RYDER SYS INCCOM7835491082,57034,579SH SOLE 34,57900
RYDER SYS INCCOM78354910880910,879SH DFND110,87900
RYERSON HLDG CORPCOM78375410448433,158SH DFND133,15800
RYERSON HLDG CORPCOM7837541041,09174,715SH SOLE 74,71500
RYMAN HOSPITALITY PPTYS INCCOM78377T1071,34417,025SH SOLE 17,02500
S & T BANCORP INCCOM7838591011,00732,178SH SOLE 32,17800
S&P GLOBAL INCCOM78409V104120,200292,849SH SOLE 292,84900
S&P GLOBAL INCCOM78409V10451,263124,894SH DFND1124,89400
SBA COMMUNICATIONS CORP NEWCL A78410G10420,15663,246SH SOLE 63,24600
SBA COMMUNICATIONS CORP NEWCL A78410G1045,65717,750SH DFND117,75000
SEI INVTS COCOM7841171033,93263,455SH DFND163,45500
SEI INVTS COCOM78411710310,480169,116SH SOLE 169,11600
SL GREEN RLTY CORPCOM78440X8043,69446,176SH SOLE 46,17600
SLM CORPCOM78442P1061,79585,710SH SOLE 85,71000
SM ENERGY COCOM78454L1002,34595,204SH DFND195,20400
SM ENERGY COCOM78454L1007,186291,774SH SOLE 291,77400
SPDR S&P 500 ETF TRTR UNIT78462F10367,603157,929SH DFND1157,92900
SPDR S&P 500 ETF TRTR UNIT78462F103303,551709,131SH SOLE 709,13100
SPX CORPCOM7846351042,26036,994SH SOLE 36,99400
SPS COMM INCCOM78463M1072,92729,318SH SOLE 29,31800
SPDR INDEX SHS FDSEURO STOXX 5078463X2025,268112,499SH DFND1112,49900
SPDR SER TRS&P HOMEBUILD78464A8881,36118,589SH SOLE 18,58900
SSGA ACTIVE ETF TRBLACKSTONE SENR78467V6085,323115,000SH DFND1115,00000
SSGA ACTIVE ETF TRBLACKSTONE SENR78467V6083,37973,000SH SOLE 73,00000
SPDR SER TRBLOOMBERG SRT TR78468R40814,999543,847SH DFND1543,84700
SPDR SER TRBLOOMBERG SRT TR78468R40814,223515,703SH SOLE 515,70300
SPDR SER TRS&P OILGAS EXP78468R5569,57399,011SH SOLE 99,01100
SPDR SER TRS&P OILGAS EXP78468R5565,26754,468SH DFND154,46800
SPDR SER TRBLOOMBERG BRCLYS78468R62220,793189,097SH DFND1189,09700
SPDR SER TRBLOOMBERG BRCLYS78468R62227,258247,889SH SOLE 247,88900
SPX FLOW INCCOM78469X1072,25234,511SH SOLE 34,51100
SVB FINANCIAL GROUPCOM78486Q1013,4096,126SH SOLE 6,12600
SABRA HEALTH CARE REIT INCCOM78573L1063,412187,478SH SOLE 187,47800
SABRA HEALTH CARE REIT INCCOM78573L1061,11561,237SH DFND161,23700
SABRE CORPCOM78573M1041,808144,837SH SOLE 144,83700
SABRE CORPCOM78573M1041,01481,237SH DFND181,23700
SABRE GLBL INCNOTE 4.000% 4/178573NAE223,47812,900,000SH SOLE 12,900,00000
SAFEHOLD INCCOM78645L10092311,756SH SOLE 11,75600
SAFETY INS GROUP INCCOM78648T1005426,928SH DFND16,92800
SAFETY INS GROUP INCCOM78648T1001,96725,134SH SOLE 25,13400
SAIA INCCOM78709Y1055,98028,547SH DFND128,54700
SAIA INCCOM78709Y10513,77465,751SH SOLE 65,75100
SAILPOINT TECHNOLOGIES HLDGSCOM78781P1052,10441,189SH DFND141,18900
SAILPOINT TECHNOLOGIES HLDGSCOM78781P1054,53488,771SH SOLE 88,77100
ST JOE COCOM7901481001,13825,512SH SOLE 25,51200
SALESFORCE COM INCCOM79466L30270,491288,577SH DFND1288,57700
SALESFORCE COM INCCOM79466L302154,531632,624SH SOLE 632,62400
SALLY BEAUTY HLDGS INCCOM79546E1042,03892,340SH SOLE 92,34000
SANDERSON FARMS INCCOM8000131049925,276SH SOLE 5,27600
SANFILIPPO JOHN B & SON INCCOM80042210711,696132,056SH SOLE 132,05600
SANFILIPPO JOHN B & SON INCCOM80042210710,525118,828SH DFND1118,82800
SANMINA CORPORATIONCOM8010561022,07353,216SH SOLE 53,21600
SAREPTA THERAPEUTICS INCCOM8036071002,91137,443SH DFND137,44300
SAREPTA THERAPEUTICS INCCOM8036071005,18666,712SH SOLE 66,71200
SAUL CTRS INCCOM80439510148010,566SH SOLE 10,56600
SCANSOURCE INCCOM8060371071,90367,637SH SOLE 67,63700
SCANSOURCE INCCOM80603710758620,848SH DFND120,84800
HENRY SCHEIN INCCOM8064071024576,159SH SOLE 6,15900
SCHLUMBERGER LTDCOM STK8068571081,95961,201SH SOLE 61,20100
SCHOLASTIC CORPCOM80706610593224,593SH SOLE 24,59300
SCHWAB CHARLES CORPCOM80851310581,8361,123,964SH DFND11,123,96400
SCHWAB CHARLES CORPCOM808513105158,3382,174,676SH SOLE 2,174,67600
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,03725,678SH SOLE 25,67800
SCIENCE APPLICATIONS INTL COCOM8086251071,35015,388SH SOLE 15,38800
SCIENTIFIC GAMES CORPCOM80874P1091,16515,048SH SOLE 15,04800
SCOTTS MIRACLE-GRO COCL A8101861062,07210,795SH SOLE 10,79500
SCRIPPS E W CO OHIOCL A NEW8110544021,24260,895SH SOLE 60,89500
SEACOAST BKG CORP FLACOM NEW81170780122,232651,007SH DFND1651,00700
SEACOAST BKG CORP FLACOM NEW81170780126,625779,656SH SOLE 779,65600
SEALED AIR CORP NEWCOM81211K1003946,655SH SOLE 6,65500
SELECT MED HLDGS CORPCOM81619Q1053,73088,272SH SOLE 88,27200
SELECTIVE INS GROUP INCCOM8163001078,684107,016SH DFND1107,01600
SELECTIVE INS GROUP INCCOM81630010711,082136,556SH SOLE 136,55600
SELECTQUOTE INCCOM81630730069536,064SH SOLE 36,06400
SEMTECH CORPCOM8168501012,28133,156SH DFND133,15600
SEMTECH CORPCOM8168501015,78284,037SH SOLE 84,03700
SEMPRA ENERGYCOM8168511091,82713,792SH SOLE 13,79200
SENECA FOODS CORP NEWCL A8170705013456,758SH DFND16,75800
SENECA FOODS CORP NEWCL A8170705011,05520,659SH SOLE 20,65900
SENSIENT TECHNOLOGIES CORPCOM81725T1002,79432,274SH DFND132,27400
SENSIENT TECHNOLOGIES CORPCOM81725T1006,59976,237SH SOLE 76,23700
SERVICE CORP INTLCOM8175651042,39244,635SH SOLE 44,63500
SERVICE PPTYS TRCOM SH BEN INT81761L1023,444273,361SH DFND1273,36100
SERVICE PPTYS TRCOM SH BEN INT81761L1028,974712,214SH SOLE 712,21400
SERVICENOW INCCOM81762P102124,022225,680SH SOLE 225,68000
SERVICENOW INCCOM81762P10252,89496,250SH DFND196,25000
SERVICENOW INCNOTE 6/081762PAC63,704910,000SH SOLE 910,00000
SERVISFIRST BANCSHARES INCCOM81768T1082,61838,515SH SOLE 38,51500
SHAKE SHACK INCCL A8190471013,18229,730SH SOLE 29,73000
SHENANDOAH TELECOMMUNICATIONCOM82312B1061,98140,828SH SOLE 40,82800
SHERWIN WILLIAMS COCOM8243481064,12315,134SH SOLE 15,13400
SHOE CARNIVAL INCCOM8248891095067,068SH SOLE 7,06800
SHOPIFY INCCL A82509L10726,85318,380SH DFND118,38000
SHOPIFY INCCL A82509L10728,98419,839SH SOLE 19,83900
SHUTTERSTOCK INCCOM8256901001,79018,229SH SOLE 18,22900
SIERRA WIRELESS INCCOM8265161068,631454,515SH SOLE 454,51500
SIERRA WIRELESS INCCOM8265161065,531291,271SH DFND1291,27100
SIGNATURE BK NEW YORK N YCOM82669G1046,46026,299SH DFND126,29900
SIGNATURE BK NEW YORK N YCOM82669G10416,74768,175SH SOLE 68,17500
SILICON LABORATORIES INCCOM8269191021,53810,036SH DFND110,03600
SILICON LABORATORIES INCCOM8269191025,28134,459SH SOLE 34,45900
SILGAN HOLDINGS INCCOM82704810986420,808SH SOLE 20,80800
SILK RD MED INCCOM82710M10013,200275,804SH SOLE 275,80400
SILK RD MED INCCOM82710M1007,870164,431SH DFND1164,43100
SIMMONS 1ST NATL CORPCL A $1 PAR8287302002,59988,575SH SOLE 88,57500
SIMON PPTY GROUP INC NEWCOM82880610915,823121,269SH SOLE 121,26900
SIMPLY GOOD FOODS COCOM82900L1022,51568,892SH SOLE 68,89200
SIMPSON MFG INCCOM82907310510,87398,452SH SOLE 98,45200
SIMPSON MFG INCCOM8290731056,15655,741SH DFND155,74100
SIMULATIONS PLUS INCCOM82921410568612,497SH SOLE 12,49700
SITE CTRS CORPCOM82981J1093,252215,927SH SOLE 215,92700
SITIME CORPCOM82982T1066,49351,288SH SOLE 51,28800
SITIME CORPCOM82982T1064,17132,946SH DFND132,94600
SIX FLAGS ENTMT CORP NEWCOM83001A10287320,175SH SOLE 20,17500
SIXTH STREET SPECIALTY LENDNCOM83012A10955424,971SH DFND124,97100
SKECHERS U S A INCCL A8305661051,77535,618SH SOLE 35,61800
SKYLINE CHAMPION CORPORATIONCOM8308301058,682162,897SH DFND1162,89700
SKYLINE CHAMPION CORPORATIONCOM83083010513,702257,064SH SOLE 257,06400
SKYWEST INCCOM8308791021,02423,784SH DFND123,78400
SKYWEST INCCOM8308791023,68085,450SH SOLE 85,45000
SKYWORKS SOLUTIONS INCCOM83088M1021,3867,227SH SOLE 7,22700
SLEEP NUMBER CORPCOM83125X10314,743134,089SH DFND1134,08900
SLEEP NUMBER CORPCOM83125X10317,704161,015SH SOLE 161,01500
SMITH A O CORPCOM8318652091,10315,303SH SOLE 15,30300
SMUCKER J M COCOM NEW8326964056224,797SH SOLE 4,79700
SNAP ON INCCOM8330341011,5156,779SH DFND16,77900
SNAP ON INCCOM8330341013,49215,629SH SOLE 15,62900
SNAP INCCL A83304A1064,65768,340SH SOLE 68,34000
SNOWFLAKE INCCL A8334451094,73919,600SH SOLE 19,60000
SOLAREDGE TECHNOLOGIES INCCOM83417M1049553,457SH DFND13,45700
SOLAREDGE TECHNOLOGIES INCCOM83417M1045,96521,584SH SOLE 21,58400
SONIC AUTOMOTIVE INCCL A83545G10285419,094SH SOLE 19,09400
SONOCO PRODS COCOM8354951023,35550,147SH SOLE 50,14700
SONOCO PRODS COCOM83549510269810,438SH DFND110,43800
SONY GROUP CORPORATIONSPONSORED ADR83569930728,035288,370SH DFND1288,37000
SONY GROUP CORPORATIONSPONSORED ADR83569930744,394456,632SH SOLE 456,63200
SONOS INCCOM83570H10854,8541,557,023SH SOLE 1,557,02300
SONOS INCCOM83570H10858,2491,653,397SH DFND11,653,39700
SOUTH JERSEY INDS INCCOM8385181082,38391,904SH SOLE 91,90400
SOUTH JERSEY INDS INCUNIT 04/01/20248385183063,03855,000SH SOLE 55,00000
SOUTHERN COCOM8425871075,11384,497SH SOLE 84,49700
SOUTHERN COUNIT 08/01/20228425876022985,921SH DFND15,92100
SOUTHERN COUNIT 08/01/202284258760216,482327,024SH SOLE 327,02400
SOUTHSIDE BANCSHARES INCCOM84470P1091,14629,969SH SOLE 29,96900
SOUTHWEST AIRLS COCOM84474110855,2131,039,981SH SOLE 1,039,98100
SOUTHWEST AIRLS COCOM84474110858,8921,109,288SH DFND11,109,28800
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG232,51421,470,000SH SOLE 21,470,00000
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG21,319871,000SH DFND1871,00000
SOUTHWEST GAS HLDGS INCCOM8448951021,80927,329SH SOLE 27,32900
SOUTHWEST GAS HLDGS INCCOM8448951024246,403SH DFND16,40300
SOUTHWESTERN ENERGY COCOM8454671096,1511,084,894SH SOLE 1,084,89400
SOUTHWESTERN ENERGY COCOM8454671091,393245,662SH DFND1245,66200
SPARTANNASH COCOM84721510057229,626SH SOLE 29,62600
SPECTRUM PHARMACEUTICALS INCCOM84763A108495132,043SH SOLE 132,04300
SPIRE INCCOM84857L10112,962179,361SH DFND1179,36100
SPIRE INCCOM84857L10115,270211,295SH SOLE 211,29500
SPIRIT RLTY CAP INC NEWCOM NEW84860W3002,04042,643SH DFND142,64300
SPIRIT RLTY CAP INC NEWCOM NEW84860W3008,414175,884SH SOLE 175,88400
SPOK HLDGS INCCOM84863T10614014,579SH SOLE 14,57900
SPROUTS FMRS MKT INCCOM85208M10277931,360SH SOLE 31,36000
SPROUT SOCIAL INCCOM CL A85209W1099,037101,059SH DFND1101,05900
SPROUT SOCIAL INCCOM CL A85209W10914,051157,138SH SOLE 157,13800
SQUARE INCCL A85223410380,568330,467SH DFND1330,46700
SQUARE INCCL A852234103185,611761,324SH SOLE 761,32400
SQUARE INCNOTE 0.125% 3/0852234AF014,4167,000,000SH SOLE 7,000,00000
STAAR SURGICAL COCOM PAR $0.018523123051,89812,449SH SOLE 12,44900
STAG INDL INCCOM85254J1026,414171,352SH SOLE 171,35200
STAG INDL INCCOM85254J1021,99753,359SH DFND153,35900
STAMPS COM INCCOM NEW8528572003,00014,976SH SOLE 14,97600
STANDARD MTR PRODS INCCOM85366610569015,917SH DFND115,91700
STANDARD MTR PRODS INCCOM8536661052,13049,127SH SOLE 49,12700
STANDEX INTL CORPCOM85423110714,197149,589SH SOLE 149,58900
STANDEX INTL CORPCOM8542311077,25076,383SH DFND176,38300
STANLEY BLACK & DECKER INCCOM8545021019664,710SH DFND14,71000
STANLEY BLACK & DECKER INCCOM8545021012,0479,985SH SOLE 9,98500
STANLEY BLACK & DECKER INCUNIT 11/15/20228545028461,71614,214SH DFND114,21400
STANLEY BLACK & DECKER INCUNIT 11/15/202285450284611,41694,561SH SOLE 94,56100
STARBUCKS CORPCOM8552441095,76651,574SH SOLE 51,57400
STARWOOD PPTY TR INCCOM85571B1051,75567,050SH DFND167,05000
STARWOOD PPTY TR INCCOM85571B1055,606214,199SH SOLE 214,19900
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH84,7434,427,000SH SOLE 4,427,00000
STARWOOD PPTY TR INCNOTE 4.375% 4/085571BAH8471440,000SH DFND1440,00000
STATE STR CORPCOM8574771035,33864,878SH SOLE 64,87800
STATE STR CORPCOM8574771032,19526,677SH DFND126,67700
STEEL DYNAMICS INCCOM85811910064,9001,088,926SH DFND11,088,92600
STEEL DYNAMICS INCCOM85811910064,8721,088,457SH SOLE 1,088,45700
STEPAN COCOM8585861002,10317,487SH SOLE 17,48700
STERICYCLE INCCOM8589121081,74324,359SH SOLE 24,35900
STERLING BANCORP DELCOM85917A1001,26751,128SH SOLE 51,12800
STEWART INFORMATION SVCS CORCOM8603721011,24321,918SH SOLE 21,91800
STIFEL FINL CORPCOM8606301022,43937,606SH SOLE 37,60600
STIFEL FINL CORPCOM8606301023385,206SH DFND15,20600
STMICROELECTRONICS N VNY REGISTRY8610121025,290145,421SH DFND1145,42100
STMICROELECTRONICS N VNY REGISTRY86101210210,725294,800SH SOLE 294,80000
STONERIDGE INCCOM86183P10215,774534,717SH SOLE 534,71700
STONERIDGE INCCOM86183P10214,999508,453SH DFND1508,45300
STONEX GROUP INCCOM86189610882613,614SH SOLE 13,61400
STORE CAP CORPCOM8621211001,72650,011SH DFND150,01100
STORE CAP CORPCOM8621211009,646279,521SH SOLE 279,52100
STRATEGIC ED INCCOM86272C1032553,355SH DFND13,35500
STRATEGIC ED INCCOM86272C10397412,809SH SOLE 12,80900
STRYKER CORPORATIONCOM86366710132,128123,699SH DFND1123,69900
STRYKER CORPORATIONCOM86366710186,140331,654SH SOLE 331,65400
STURM RUGER & CO INCCOM8641591081,29314,375SH SOLE 14,37500
SUMMIT HOTEL PPTYS INCCOM86608210080986,754SH SOLE 86,75400
SUMMIT HOTEL PPTYS INCNOTE 1.500% 2/1866082AA810,0619,763,000SH SOLE 9,763,00000
SUMMIT HOTEL PPTYS INCNOTE 1.500% 2/1866082AA8322312,000SH DFND1312,00000
SUMMIT MATLS INCCL A86614U10020,608591,339SH SOLE 591,33900
SUMMIT MATLS INCCL A86614U10012,471357,860SH DFND1357,86000
SUN CMNTYS INCCOM86667410411,47766,958SH SOLE 66,95800
SUN CTRY AIRLS HLDGS INCCOM8666831057,593205,154SH DFND1205,15400
SUN CTRY AIRLS HLDGS INCCOM86668310511,842319,971SH SOLE 319,97100
SUNCOKE ENERGY INCCOM86722A1031,035144,986SH SOLE 144,98600
SUNCOKE ENERGY INCCOM86722A10327939,108SH DFND139,10800
SUNPOWER CORPCOM86765240638913,308SH DFND113,30800
SUNPOWER CORPCOM86765240652417,920SH SOLE 17,92000
SUNPOWER CORPDBCV 4.000% 1/1867652AL314,29910,132,000SH SOLE 10,132,00000
SUNPOWER CORPDBCV 4.000% 1/1867652AL3449318,000SH DFND1318,00000
SUNRUN INCCOM86771W1052,38642,767SH SOLE 42,76700
SUNSTONE HOTEL INVS INC NEWCOM86789210119,0561,534,335SH DFND11,534,33500
SUNSTONE HOTEL INVS INC NEWCOM86789210121,4471,726,825SH SOLE 1,726,82500
SUPERNUS PHARMACEUTICALS INCCOM8684591081,33543,343SH SOLE 43,34300
SURMODICS INCCOM86887310074713,763SH SOLE 13,76300
SYKES ENTERPRISES INCCOM8712371031,74632,519SH SOLE 32,51900
SYNAPTICS INCCOM87157D1091,4549,345SH SOLE 9,34500
SYNOPSYS INCCOM8716071079,53934,587SH SOLE 34,58700
SYNOVUS FINL CORPCOM NEW87161C50121,829497,480SH SOLE 497,48000
SYNOVUS FINL CORPCOM NEW87161C50118,663425,325SH DFND1425,32500
SYNNEX CORPCOM87162W1001,74014,291SH DFND114,29100
SYNNEX CORPCOM87162W1004,58137,625SH SOLE 37,62500
SYNCHRONY FINANCIALCOM87165B1031,16223,949SH DFND123,94900
SYNCHRONY FINANCIALCOM87165B1033,29167,829SH SOLE 67,82900
SYNEOS HEALTH INCCL A87166B10277,391864,806SH DFND1864,80600
SYNEOS HEALTH INCCL A87166B10278,972882,466SH SOLE 882,46600
SYSCO CORPCOM8718291075,09265,486SH SOLE 65,48600
BLACKROCK TCP CAPITAL CORPNOTE 4.625% 3/087238QAD51,4011,375,000SH SOLE 1,375,00000
TJX COS INC NEWCOM8725401093,49251,796SH SOLE 51,79600
T-MOBILE US INCCOM8725901049,00762,192SH SOLE 62,19200
TRI POINTE HOMES INCCOM87265H10971133,194SH DFND133,19400
TRI POINTE HOMES INCCOM87265H1092,00193,351SH SOLE 93,35100
TPG RE FIN TR INCCOM87266M10783061,673SH DFND161,67300
TPG RE FIN TR INCCOM87266M1071,789132,997SH SOLE 132,99700
TTM TECHNOLOGIES INCCOM87305R10938,3322,680,552SH DFND12,680,55200
TTM TECHNOLOGIES INCCOM87305R10941,3522,891,725SH SOLE 2,891,72500
TABULA RASA HEALTHCARE INCCOM87337910192418,481SH SOLE 18,48100
TACTILE SYS TECHNOLOGY INCCOM87357P1006,316121,464SH DFND1121,46400
TACTILE SYS TECHNOLOGY INCCOM87357P10010,712205,992SH SOLE 205,99200
TAKE-TWO INTERACTIVE SOFTWARCOM8740541094,08723,087SH DFND123,08700
TAKE-TWO INTERACTIVE SOFTWARCOM87405410912,62171,299SH SOLE 71,29900
TALOS ENERGY INCCOM87484T1081,649105,449SH DFND1105,44900
TALOS ENERGY INCCOM87484T1082,985190,880SH SOLE 190,88000
TANGER FACTORY OUTLET CTRS ICOM8754651061,55382,407SH SOLE 82,40700
TAPESTRY INCCOM87603010792521,267SH SOLE 21,26700
TARGET CORPCOM87612E1068,82636,512SH SOLE 36,51200
TARGA RES CORPCOM87612G1014,605103,608SH SOLE 103,60800
TARGA RES CORPCOM87612G10185219,170SH DFND119,17000
TAYLOR MORRISON HOME CORPCOM87724P1069,067343,171SH SOLE 343,17100
TAYLOR MORRISON HOME CORPCOM87724P1063,915148,196SH DFND1148,19600
TC ENERGY CORPCOM87807B1072314,660SH DFND14,66000
TEAM INCCOM87815510016925,256SH SOLE 25,25600
TECHTARGET INCCOM87874R1001,49819,328SH SOLE 19,32800
TEGNA INCCOM87901J1051,09958,607SH SOLE 58,60700
TELADOC HEALTH INCCOM87918A10522,764136,891SH DFND1136,89100
TELADOC HEALTH INCCOM87918A10548,162289,629SH SOLE 289,62900
TELEDYNE TECHNOLOGIES INCCOM8793601056,11214,592SH SOLE 14,59200
TELEDYNE TECHNOLOGIES INCCOM8793601052,4765,912SH DFND15,91200
TELEFLEX INCORPORATEDCOM87936910631,95079,518SH SOLE 79,51800
TELEFLEX INCORPORATEDCOM87936910611,78629,334SH DFND129,33400
TELEFONICA BRASIL SANEW ADR87936R20515518,235SH SOLE 18,23500
TELEFONICA BRASIL SANEW ADR87936R20571383,889SH DFND183,88900
TELEPHONE & DATA SYS INCCOM NEW87943382962827,727SH DFND127,72700
TELEPHONE & DATA SYS INCCOM NEW8794338291,88082,949SH SOLE 82,94900
TEMPLETON EMERGING MKTS INCOCOM88019210963880,033SH DFND180,03300
TEMPLETON EMERGING MKTS INCOCOM8801921099011,272SH SOLE 11,27200
TEMPUR SEALY INTL INCCOM88023U1011,90648,623SH SOLE 48,62300
TENARIS S ASPONSORED ADS88031M1098,534389,684SH DFND1389,68400
TENARIS S ASPONSORED ADS88031M1097,795355,957SH SOLE 355,95700
TENET HEALTHCARE CORPCOM NEW88033G4073,14246,905SH SOLE 46,90500
TENET HEALTHCARE CORPCOM NEW88033G4076639,900SH DFND19,90000
TENNANT COCOM8803451031,21615,227SH SOLE 15,22700
TENNECO INCCL A VTG COM STK88034910574438,498SH SOLE 38,49800
TENNECO INCCL A VTG COM STK88034910533117,131SH DFND117,13100
TERADATA CORP DELCOM88076W1031,45829,186SH SOLE 29,18600
TERADYNE INCCOM8807701024503,361SH DFND13,36100
TERADYNE INCCOM8807701021,1688,719SH SOLE 8,71900
TERADYNE INCNOTE 1.250%12/1880770AG717,8684,218,000SH SOLE 4,218,00000
TERADYNE INCNOTE 1.250%12/1880770AG71,080255,000SH DFND1255,00000
TEREX CORP NEWCOM88077910388218,529SH SOLE 18,52900
TERRITORIAL BANCORP INCCOM88145X10831812,228SH DFND112,22800
TERRITORIAL BANCORP INCCOM88145X10871927,682SH SOLE 27,68200
TERRENO RLTY CORPCOM88146M1011,65425,628SH SOLE 25,62800
TESLA INCCOM88160R101175,825258,680SH SOLE 258,68000
TESLA INCCOM88160R10170,487103,703SH DFND1103,70300
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420910010,152SH SOLE 10,15200
TETRA TECH INC NEWCOM88162G1037516,153SH DFND16,15300
TETRA TECH INC NEWCOM88162G1033,16425,924SH SOLE 25,92400
TEXAS CAP BANCSHARES INCCOM88224Q1073,10448,895SH DFND148,89500
TEXAS CAP BANCSHARES INCCOM88224Q1078,097127,538SH SOLE 127,53800
TEXAS INSTRS INCCOM88250810494,077489,222SH SOLE 489,22200
TEXAS INSTRS INCCOM88250810443,997228,796SH DFND1228,79600
TEXAS PACIFIC LAND CORPORATICOM88262P1021,6781,049SH SOLE 1,04900
TEXAS PACIFIC LAND CORPORATICOM88262P102749468SH DFND146800
TEXAS ROADHOUSE INCCOM8826811091,67417,403SH SOLE 17,40300
TEXTRON INCCOM8832031016679,694SH SOLE 9,69400
THE ODP CORPCOM88337F1052,10343,800SH SOLE 43,80000
THE TRADE DESK INCCOM CL A88339J10515,757203,682SH SOLE 203,68200
THE TRADE DESK INCCOM CL A88339J1057,02790,841SH DFND190,84100
THERMO FISHER SCIENTIFIC INCCOM883556102115,430228,815SH SOLE 228,81500
THERMO FISHER SCIENTIFIC INCCOM88355610245,37389,941SH DFND189,94100
THERMON GROUP HLDGS INCCOM88362T10332218,914SH SOLE 18,91400
THOR INDS INCCOM8851601013,11627,573SH SOLE 27,57300
THOR INDS INCCOM8851601017796,894SH DFND16,89400
3-D SYS CORP DELCOM NEW88554D2054,086102,228SH SOLE 102,22800
3M COCOM88579Y1015,04025,372SH SOLE 25,37200
TIM S ASPONSORED ADR88706T10819216,660SH DFND116,66000
TIMKEN COCOM88738910465,787816,313SH DFND1816,31300
TIMKEN COCOM88738910464,215796,817SH SOLE 796,81700
TIMKENSTEEL CORPORATIONCOM88739910344431,384SH SOLE 31,38400
TITAN INTL INC ILLCOM88830M10235041,308SH SOLE 41,30800
TIVITY HEALTH INCCOM88870R10281530,991SH SOLE 30,99100
TOLL BROTHERS INCCOM8894781038,685150,233SH SOLE 150,23300
TOLL BROTHERS INCCOM8894781033,36858,258SH DFND158,25800
TOMPKINS FINL CORPCOM8901101097669,870SH SOLE 9,87000
TOPBUILD CORPCOM89055F1036,24731,586SH SOLE 31,58600
TOPBUILD CORPCOM89055F1032,32411,748SH DFND111,74800
TORO COCOM8910921086,10855,587SH SOLE 55,58700
TORO COCOM8910921081,32812,088SH DFND112,08800
TOWNEBANK PORTSMOUTH VACOM89214P10937012,148SH DFND112,14800
TOWNEBANK PORTSMOUTH VACOM89214P10964821,305SH SOLE 21,30500
TRACTOR SUPPLY COCOM8923561069395,046SH SOLE 5,04600
TRANSDIGM GROUP INCCOM8936411001,5262,358SH SOLE 2,35800
TRANSUNIONCOM89400J10722,861208,187SH SOLE 208,18700
TRANSUNIONCOM89400J10711,378103,618SH DFND1103,61800
TRAVEL PLUS LEISURE COCOM8941641021,36022,878SH SOLE 22,87800
TRAVELERS COMPANIES INCCOM89417E1091,64811,010SH SOLE 11,01000
TREDEGAR CORPCOM89465010029221,199SH SOLE 21,19900
TREEHOUSE FOODS INCCOM89469A10466414,925SH SOLE 14,92500
TREX CO INCCOM89531P10513,272129,853SH SOLE 129,85300
TREX CO INCCOM89531P1055,00448,959SH DFND148,95900
TRI CONTL CORPCOM89543610339711,638SH SOLE 11,63800
TRI CONTL CORPCOM8954361031,00529,467SH DFND129,46700
TRICO BANCSHARESCOM8960951062,24252,649SH SOLE 52,64900
TRICO BANCSHARESCOM8960951061,00223,534SH DFND123,53400
TRIMAS CORPCOM NEW8962152092,16271,298SH DFND171,29800
TRIMAS CORPCOM NEW8962152094,627152,563SH SOLE 152,56300
TRIMBLE INCCOM89623910089910,985SH SOLE 10,98500
TRINITY INDS INCCOM89652210957821,478SH SOLE 21,47800
TRIUMPH BANCORP INCCOM89679E30024,801334,014SH SOLE 334,01400
TRIUMPH BANCORP INCCOM89679E30022,414301,878SH DFND1301,87800
TRIUMPH GROUP INC NEWCOM8968181011,03549,875SH SOLE 49,87500
TRIPADVISOR INCCOM8969452013,23980,369SH DFND180,36900
TRIPADVISOR INCCOM8969452017,476185,502SH SOLE 185,50200
TRUEBLUE INCCOM89785X10181629,024SH SOLE 29,02400
TRUPANION INCCOM8982021063,16627,507SH SOLE 27,50700
TRUIST FINL CORPCOM89832Q10940,477729,313SH SOLE 729,31300
TRUIST FINL CORPCOM89832Q10925,010450,629SH DFND1450,62900
TRUSTCO BK CORP N YCOM NEW89834920453115,447SH DFND115,44700
TRUSTCO BK CORP N YCOM NEW8983492041,73850,550SH SOLE 50,55000
TRUSTMARK CORPCOM8984021022,26073,387SH SOLE 73,38700
TRUSTMARK CORPCOM89840210278425,453SH DFND125,45300
TTEC HLDGS INCCOM89854H1021,53914,928SH SOLE 14,92800
TUPPERWARE BRANDS CORPCOM8998961043,017127,032SH SOLE 127,03200
TUPPERWARE BRANDS CORPCOM89989610494839,930SH DFND139,93000
TURKCELL ILETISIM HIZMETLERISPON ADR NEW9001112047215,384SH DFND115,38400
TURNING PT BRANDS INCCOM90041L10539,922872,233SH SOLE 872,23300
TURNING PT BRANDS INCCOM90041L10531,522688,711SH DFND1688,71100
TUTOR PERINI CORPCOM9011091081,34897,337SH SOLE 97,33700
TUTOR PERINI CORPCOM90110910860243,467SH DFND143,46700
TWITTER INCCOM90184L10246,376673,971SH DFND1673,97100
TWITTER INCCOM90184L10299,2591,442,514SH SOLE 1,442,51400
TWITTER INCNOTE 0.250% 6/190184LAF921,53915,700,000SH SOLE 15,700,00000
TWO HBRS INVT CORPCOM NEW90187B40844658,940SH DFND158,94000
TWO HBRS INVT CORPCOM NEW90187B4082,665352,544SH SOLE 352,54400
II-VI INCCOM90210410890012,394SH DFND112,39400
II-VI INCCOM9021041082,68837,024SH SOLE 37,02400
II-VI INCNOTE 0.250% 9/0902104AB414,8249,400,000SH SOLE 9,400,00000
TYLER TECHNOLOGIES INCCOM9022521051,2372,734SH DFND12,73400
TYLER TECHNOLOGIES INCCOM90225210519,74743,653SH SOLE 43,65300
TYSON FOODS INCCL A90249410393412,660SH SOLE 12,66000
UDR INCCOM90265310417,710361,567SH SOLE 361,56700
UDR INCCOM9026531044,38489,498SH DFND189,49800
UFP TECHNOLOGIES INCCOM90267310218,813327,643SH SOLE 327,64300
UFP TECHNOLOGIES INCCOM90267310217,804310,071SH DFND1310,07100
UGI CORP NEWCOM9026811057,101153,337SH SOLE 153,33700
UGI CORP NEWCOM9026811052,43352,529SH DFND152,52900
UMB FINL CORPCOM9027881081,07411,542SH SOLE 11,54200
UFP INDUSTRIES INCCOM90278Q1083,75850,552SH SOLE 50,55200
US BANCORP DELCOM NEW9029733043,31758,222SH SOLE 58,22200
UMH PPTYS INCCOM90300210322910,488SH DFND110,48800
UMH PPTYS INCCOM90300210351523,624SH SOLE 23,62400
USANA HEALTH SCIENCES INCCOM90328M1079669,430SH SOLE 9,43000
U S CONCRETE INCCOM90333L20197313,185SH SOLE 13,18500
U S PHYSICAL THERAPYCOM90337L1085224,506SH DFND14,50600
U S PHYSICAL THERAPYCOM90337L1082,31519,978SH SOLE 19,97800
U S SILICA HLDGS INCCOM90346E10370360,774SH SOLE 60,77400
UBER TECHNOLOGIES INCCOM90353T10099,1291,977,824SH SOLE 1,977,82400
UBER TECHNOLOGIES INCCOM90353T10047,028938,298SH DFND1938,29800
ULTA BEAUTY INCCOM90384S3036,93920,069SH DFND120,06900
ULTA BEAUTY INCCOM90384S30314,89243,069SH SOLE 43,06900
ULTRA CLEAN HLDGS INCCOM90385V1071,92435,806SH SOLE 35,80600
UMPQUA HLDGS CORPCOM90421410316,599899,664SH SOLE 899,66400
UMPQUA HLDGS CORPCOM9042141036,938376,029SH DFND1376,02900
UNDER ARMOUR INCCL C9043112068,773472,441SH SOLE 472,44100
UNDER ARMOUR INCCL C9043112061,03055,463SH DFND155,46300
UNDER ARMOUR INCNOTE 1.500% 6/0904311AC13,3401,701,000SH SOLE 1,701,00000
UNIFI INCCOM NEW90467720029812,244SH SOLE 12,24400
UNIFIRST CORP MASSCOM9047081041,3585,789SH DFND15,78900
UNIFIRST CORP MASSCOM9047081045,82324,818SH SOLE 24,81800
UNION PAC CORPCOM9078181084,72121,467SH DFND121,46700
UNION PAC CORPCOM90781810819,34387,951SH SOLE 87,95100
UNISYS CORPCOM NEW9092143062,04680,851SH SOLE 80,85100
UNISYS CORPCOM NEW90921430629411,604SH DFND111,60400
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032,27170,942SH SOLE 70,94200
UNITED BANKSHARES INC WEST VCOM9099071071,54642,358SH SOLE 42,35800
UNITED AIRLS HLDGS INCCOM91004710972713,897SH SOLE 13,89700
UNITED FIRE GROUP INCCOM91034010849017,661SH SOLE 17,66100
UNITED INS HLDGS CORPCOM9107101029716,963SH SOLE 16,96300
UNITED NAT FOODS INCCOM9111631033,817103,211SH SOLE 103,21100
UNITED PARCEL SERVICE INCCL B91131210635,708171,700SH DFND1171,70000
UNITED PARCEL SERVICE INCCL B91131210664,477310,028SH SOLE 310,02800
UNITED RENTALS INCCOM911363109160,669503,649SH SOLE 503,64900
UNITED RENTALS INCCOM911363109149,456468,501SH DFND1468,50100
UNITED STATES CELLULAR CORPCOM9116841083349,187SH SOLE 9,18700
UNITED STS LIME & MINERALS ICOM91192210221,214152,520SH DFND1152,52000
UNITED STS LIME & MINERALS ICOM91192210222,329160,533SH SOLE 160,53300
US FOODS HLDG CORPCOM9120081091,11228,999SH SOLE 28,99900
US FOODS HLDG CORPCOM91200810959815,581SH DFND115,58100
UNITED STATES STL CORP NEWCOM91290910843718,226SH DFND118,22600
UNITED STATES STL CORP NEWCOM9129091082,622109,243SH SOLE 109,24300
UNITED THERAPEUTICS CORP DELCOM91307C1022,13411,892SH SOLE 11,89200
UNITEDHEALTH GROUP INCCOM91324P10253,149132,726SH SOLE 132,72600
UNITEDHEALTH GROUP INCCOM91324P1027,71619,268SH DFND119,26800
UNITIL CORPCOM91325910776614,455SH SOLE 14,45500
UNITI GROUP INCCOM91325V1082,021190,843SH SOLE 190,84300
UNIVAR SOLUTIONS USA INCCOM91336L1071,09845,019SH SOLE 45,01900
UNIVERSAL CORP VACOM9134561091,14220,041SH SOLE 20,04100
UNIVERSAL DISPLAY CORPCOM91347P1052,53211,388SH SOLE 11,38800
UNIVERSAL ELECTRS INCCOM91348310354611,253SH SOLE 11,25300
UNIVERSAL HEALTH RLTY INCOMESH BEN INT91359E10568111,060SH SOLE 11,06000
UNIVERSAL INS HLDGS INCCOM91359V10732223,222SH SOLE 23,22200
UNIVERSAL HLTH SVCS INCCL B9139031004903,349SH SOLE 3,34900
UNIVEST FINANCIAL CORPORATIOCOM9152711002148,114SH DFND18,11400
UNIVEST FINANCIAL CORPORATIOCOM91527110043016,293SH SOLE 16,29300
UNUM GROUPCOM91529Y10611,791415,164SH SOLE 415,16400
UNUM GROUPCOM91529Y1065,012176,476SH DFND1176,47600
URBAN OUTFITTERS INCCOM91704710241510,076SH DFND110,07600
URBAN OUTFITTERS INCCOM9170471021,52637,030SH SOLE 37,03000
URBAN EDGE PPTYSCOM91704F1041,69088,502SH SOLE 88,50200
URSTADT BIDDLE PPTYS INCCL A91728620547724,607SH SOLE 24,60700
US ECOLOGY INCCOM91734M10310,382276,697SH SOLE 276,69700
US ECOLOGY INCCOM91734M1038,910237,482SH DFND1237,48200
UTZ BRANDS INCCOM CL A91809010133915,547SH SOLE 15,54700
V F CORPCOM9182041081,15514,084SH SOLE 14,08400
VAIL RESORTS INCCOM91879Q1094,68914,813SH SOLE 14,81300
VAIL RESORTS INCCOM91879Q1092,1216,700SH DFND16,70000
VALE S ASPONSORED ADS91912E1057,515329,470SH DFND1329,47000
VALE S ASPONSORED ADS91912E1051,65872,689SH SOLE 72,68900
VALERO ENERGY CORPCOM91913Y10037,719483,084SH SOLE 483,08400
VALERO ENERGY CORPCOM91913Y10037,581481,309SH DFND1481,30900
VALLEY NATL BANCORPCOM9197941072,713201,998SH SOLE 201,99800
VALLEY NATL BANCORPCOM91979410768050,639SH DFND150,63900
VALMONT INDS INCCOM92025310112,57453,267SH SOLE 53,26700
VALMONT INDS INCCOM9202531015,38222,802SH DFND122,80200
VALVOLINE INCCOM92047W1011,56048,070SH SOLE 48,07000
VANDA PHARMACEUTICALS INCCOM92165910897745,422SH SOLE 45,42200
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4091,32316,000SH SOLE 16,00000
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C40923,065278,870SH DFND1278,87000
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8702,75228,950SH DFND128,95000
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C87025,194265,000SH SOLE 265,00000
VAREX IMAGING CORPCOM92214X10686232,128SH SOLE 32,12800
VECTOR GROUP LTDCOM92240M1081,754124,074SH SOLE 124,07400
VEECO INSTRS INC DELCOM92241710098641,024SH SOLE 41,02400
VEEVA SYS INCCL A COM92247510837,821121,631SH DFND1121,63100
VEEVA SYS INCCL A COM92247510879,437255,465SH SOLE 255,46500
VENTAS INCCOM92276F1008,217143,912SH SOLE 143,91200
VANGUARD INDEX FDSREAL ESTATE ETF9229085533,60335,400SH DFND135,40000
VANGUARD INDEX FDSGROWTH ETF9229087367,80127,199SH DFND127,19900
VANGUARD INDEX FDSVALUE ETF92290874417,311125,933SH DFND1125,93300
VERA BRADLEY INCCOM92335C10622518,137SH SOLE 18,13700
VEREIT INCCOM92339V3083,61178,626SH SOLE 78,62600
VERISIGN INCCOM92343E1023,22914,180SH DFND114,18000
VERISIGN INCCOM92343E10213,10057,536SH SOLE 57,53600
VERIZON COMMUNICATIONS INCCOM92343V104125,0432,231,707SH SOLE 2,231,70700
VERIZON COMMUNICATIONS INCCOM92343V10456,3411,005,552SH DFND11,005,55200
VERITEX HLDGS INCCOM9234511081,43240,436SH SOLE 40,43600
VERITIV CORPCOM9234541026149,989SH SOLE 9,98900
VERISK ANALYTICS INCCOM92345Y10617,40999,641SH SOLE 99,64100
VERISK ANALYTICS INCCOM92345Y1061,98211,342SH DFND111,34200
VERICEL CORPCOM92346J1081,99037,896SH SOLE 37,89600
VERTEX PHARMACEUTICALS INCCOM92532F1008,94244,351SH SOLE 44,35100
VIAD CORPCOM92552R40683516,746SH SOLE 16,74600
VIASAT INCCOM92552V1002865,738SH DFND15,73800
VIASAT INCCOM92552V1001,43628,808SH SOLE 28,80800
VIAVI SOLUTIONS INCCOM9255501053,301186,912SH SOLE 186,91200
VIACOMCBS INCCL B92556H20690820,085SH DFND120,08500
VIACOMCBS INCCL B92556H2063,40275,262SH SOLE 75,26200
VIATRIS INCCOM92556V10695566,800SH SOLE 66,80000
VICI PPTYS INCCOM9256521098,070260,140SH SOLE 260,14000
VICOR CORPCOM9258151023,65834,598SH SOLE 34,59800
VICOR CORPCOM9258151028978,487SH DFND18,48700
VIEMED HEALTHCARE INCCOM92663R10513,0301,822,445SH SOLE 1,822,44500
VIEMED HEALTHCARE INCCOM92663R10512,5331,752,871SH DFND11,752,87100
VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A92763W1032,736136,249SH DFND1136,24900
VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A92763W10360730,248SH SOLE 30,24800
VISA INCCOM CL A92826C83949,062209,828SH SOLE 209,82800
VISA INCCOM CL A92826C8394,81020,571SH DFND120,57100
VIRTUS INVT PARTNERS INCCOM92828Q1091,6335,879SH SOLE 5,87900
VISHAY INTERTECHNOLOGY INCCOM92829810879435,230SH SOLE 35,23000
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP313,58312,921,000SH SOLE 12,921,00000
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP3631600,000SH DFND1600,00000
VISTA OUTDOOR INCCOM9283771002,18547,207SH SOLE 47,20700
VISTEON CORPCOM NEW92839U2068987,423SH SOLE 7,42300
VIRTUS DIVIDEND INTEREST & PCOM92840R10135923,811SH SOLE 23,81100
VIRTUS DIVIDEND INTEREST & PCOM92840R1011,48998,824SH DFND198,82400
VMWARE INCCL A COM9285634029,85961,631SH DFND161,63100
VMWARE INCCL A COM92856340214,67791,750SH SOLE 91,75000
VONAGE HLDGS CORPCOM92886T2012,784193,179SH SOLE 193,17900
VONTIER CORPORATIONCOM9288811011,46044,810SH SOLE 44,81000
VOR BIOPHARMA INCCOM9290331082,002107,331SH DFND1107,33100
VOR BIOPHARMA INCCOM9290331083,192171,149SH SOLE 171,14900
VORNADO RLTY TRSH BEN INT9290421091,94941,768SH SOLE 41,76800
VOYA FINANCIAL INCCOM9290891002,77145,062SH SOLE 45,06200
VOYA FINANCIAL INCCOM9290891001,42423,158SH DFND123,15800
VOYA ASIA PAC HIGH DIV EQT ICOM92912J10258860,632SH DFND160,63200
VOYA GLBL EQTY DIV & PREM OPCOM92912T100778130,546SH DFND1130,54600
VOYA GLBL EQTY DIV & PREM OPCOM92912T10025943,443SH SOLE 43,44300
VULCAN MATLS COCOM9291601099925,698SH SOLE 5,69800
WD 40 COCOM9292361072,87211,206SH SOLE 11,20600
WSFS FINL CORPCOM9293281021,81038,857SH SOLE 38,85700
WP CAREY INCCOM92936U10975210,078SH DFND110,07800
WP CAREY INCCOM92936U1093,00440,257SH SOLE 40,25700
WEC ENERGY GROUP INCCOM92939U1061,44216,208SH DFND116,20800
WEC ENERGY GROUP INCCOM92939U10611,866133,399SH SOLE 133,39900
VYNE THERAPEUTICS INCCOM92941V20914641,465SH SOLE 41,46500
VYNE THERAPEUTICS INCCOM92941V2096518,419SH DFND118,41900
WABASH NATL CORPCOM92956610767942,414SH SOLE 42,41400
WABTECCOM9297401086407,779SH SOLE 7,77900
WALMART INCCOM93114210361,043432,870SH DFND1432,87000
WALMART INCCOM931142103107,497762,282SH SOLE 762,28200
WALGREENS BOOTS ALLIANCE INCCOM9314271081,62130,814SH SOLE 30,81400
WALKER & DUNLOP INCCOM93148P1022,92328,002SH SOLE 28,00200
WARRIOR MET COAL INCCOM93627C10172342,027SH SOLE 42,02700
WASHINGTON FED INCCOM93882410961119,221SH SOLE 19,22100
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011,59069,146SH SOLE 69,14600
WASHINGTON TR BANCORP INCCOM9406101081,67132,546SH SOLE 32,54600
WASHINGTON TR BANCORP INCCOM94061010874314,463SH DFND114,46300
WASTE CONNECTIONS INCCOM94106B1011,24210,396SH DFND110,39600
WASTE CONNECTIONS INCCOM94106B10114,886124,643SH SOLE 124,64300
WASTE MGMT INC DELCOM94106L10922,216158,559SH SOLE 158,55900
WASTE MGMT INC DELCOM94106L1097895,634SH DFND15,63400
WATERS CORPCOM9418481038842,559SH DFND12,55900
WATERS CORPCOM9418481032,5777,455SH SOLE 7,45500
WATSCO INCCOM94262220011,95941,723SH SOLE 41,72300
WATSCO INCCOM9426222004,41815,414SH DFND115,41400
WATTS WATER TECHNOLOGIES INCCL A9427491023212,200SH DFND12,20000
WATTS WATER TECHNOLOGIES INCCL A9427491024,00827,468SH SOLE 27,46800
WEBSTER FINL CORP CONNCOM9478901091,28024,003SH SOLE 24,00300
WEIBO CORPSPONSORED ADR9485961012,43246,226SH DFND146,22600
WEIBO CORPSPONSORED ADR94859610153210,119SH SOLE 10,11900
WEINGARTEN RLTY INVSSH BEN INT9487411033,757117,140SH SOLE 117,14000
WELLPOINT INCNOTE 2.750%10/194973VBG18,8251,635,000SH SOLE 1,635,00000
WELLS FARGO CO NEWCOM949746101101,8052,247,839SH SOLE 2,247,83900
WELLS FARGO CO NEWCOM94974610161,9951,368,856SH DFND11,368,85600
WELLS FARGO ADVANTAGE INCOMEWF INC OPPTY FD94987B10566675,756SH SOLE 75,75600
WELLS FARGO ADVANTAGE INCOMEWF INC OPPTY FD94987B1052,445278,127SH DFND1278,12700
WELLS FARGO GLOBAL DIVID OPPCOM94987C103592102,345SH DFND1102,34500
WELLTOWER INCCOM95040Q10416,569199,391SH SOLE 199,39100
WENDYS COCOM95058W1001,10147,010SH SOLE 47,01000
WERNER ENTERPRISES INCCOM95075510899022,247SH DFND122,24700
WERNER ENTERPRISES INCCOM9507551082,52256,644SH SOLE 56,64400
WESBANCO INCCOM9508101011,41539,706SH SOLE 39,70600
WESBANCO INCCOM95081010170419,763SH DFND119,76300
WESCO INTL INCCOM95082P10529,732289,161SH DFND1289,16100
WESCO INTL INCCOM95082P10530,409295,750SH SOLE 295,75000
WEST PHARMACEUTICAL SVSC INCCOM9553061051,1613,232SH SOLE 3,23200
WESTAMERICA BANCORPORATIONCOM9570901031,45925,148SH SOLE 25,14800
WESTERN ALLIANCE BANCORPCOM957638109151,4731,631,374SH SOLE 1,631,37400
WESTERN ALLIANCE BANCORPCOM957638109146,5511,578,359SH DFND11,578,35900
WESTERN ASSET EMERGING MKTSCOM95766A10167047,835SH DFND147,83500
WESTERN ASSET HIGH INCOME OPCOM95766K1091,155218,798SH DFND1218,79800
WESTERN ASSET HIGH INCOME OPCOM95766K10933062,453SH SOLE 62,45300
WESTERN ASSET MTG CAP CORPCOM95790D10522870,274SH DFND170,27400
WESTERN ASSET MTG CAP CORPCOM95790D105530162,945SH SOLE 162,94500
WESTERN DIGITAL CORP.COM9581021057,08299,504SH SOLE 99,50400
WESTERN DIGITAL CORP.COM9581021052,33532,812SH DFND132,81200
WESTERN DIGITAL CORP.NOTE 1.500% 2/0958102AP05,2344,900,000SH SOLE 4,900,00000
WESTERN UN COCOM95980210941117,914SH SOLE 17,91400
WESTROCK COCOM96145D10560811,429SH SOLE 11,42900
WEX INCCOM96208T1042,30311,877SH SOLE 11,87700
WEYERHAEUSER CO MTN BECOM NEW9621661045,842169,732SH SOLE 169,73200
WHIRLPOOL CORPCOM9633201061,7868,190SH SOLE 8,19000
WHIRLPOOL CORPCOM9633201066412,940SH DFND12,94000
WHITESTONE REITCOM96608420426932,643SH SOLE 32,64300
WIDEOPENWEST INCCOM96758W10175736,559SH SOLE 36,55900
WIDEOPENWEST INCCOM96758W10137117,892SH DFND117,89200
WILEY JOHN & SONS INCCL A96822320669811,594SH SOLE 11,59400
WILLDAN GROUP INCCOM96924N1005,782153,613SH SOLE 153,61300
WILLDAN GROUP INCCOM96924N1003,68997,995SH DFND197,99500
WILLIAMS COS INCCOM9694571002238,400SH DFND18,40000
WILLIAMS COS INCCOM9694571001,50256,573SH SOLE 56,57300
WILLIAMS SONOMA INCCOM9699041012731,707SH DFND11,70700
WILLIAMS SONOMA INCCOM9699041013,84224,065SH SOLE 24,06500
WINGSTOP INCCOM97415510316,001101,513SH SOLE 101,51300
WINGSTOP INCCOM9741551038,90256,472SH DFND156,47200
WINNEBAGO INDS INCCOM9746371001,86727,468SH SOLE 27,46800
WINNEBAGO INDS INCNOTE 1.500% 4/0974637AB6873681,000SH DFND1681,000