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

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
06-30-2022
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
PUTNAM INVESTMENTS LLC
Address:
100 FEDERAL STREET
BOSTON, MA 02110
Form 13F File Number:
028-14469

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Skip Short
Title:
Managing Director
Phone:
617-760-8371


Signature, Place, and Date of Signing:

/s/ Skip Short
                         [Signature]
Boston, MASSACHUSETTS
                 [City, State]
08-15-2022
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
2
Form 13F Information table Entry Total:
2238
Form 13F Information table Value Total:
55806307
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

No.Form 13F File NumberNameCIK
1
028-00092
PUTNAM ADVISORY CO LLC
0000081238
2
028-00090
PUTNAM INVESTMENT MANAGEMENT LLC
0000081273


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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
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
3M COCOMMON STOCK88579Y1011,60012,364SHDFND112,364 0 0
3M COCOMMON STOCK88579Y1011,93714,965SHDFND2764 0 14,201
A O SMITH CORPCOMMON STOCK8318652091,28423,489SHDFND123,489 0 0
A O SMITH CORPCOMMON STOCK8318652091,89134,589SHDFND21,805 0 32,784
A10 NETWORKS INCCOMMON STOCK00212110186460,068SHDFND160,068 0 0
A10 NETWORKS INCCOMMON STOCK00212110198668,534SHDFND2 0 0 68,534
ABBOTT LABORATORIESCOMMON STOCK00282410089,049819,592SHDFND1819,592 0 0
ABBOTT LABORATORIESCOMMON STOCK002824100284,1712,615,470SHDFND2102,452 0 2,513,018
ABBVIE INCCOMMON STOCK00287Y109120,348785,765SHDFND1785,765 0 0
ABBVIE INCCOMMON STOCK00287Y109410,4712,680,017SHDFND2121,813 0 2,558,204
ABERCROMBIE & FITCH COCOMMON STOCK00289620750129,593SHDFND129,593 0 0
ABERCROMBIE & FITCH COCOMMON STOCK00289620757233,792SHDFND2 0 0 33,792
ABIOMED INCCOMMON STOCK0036541001,3275,361SHDFND15,361 0 0
ABIOMED INCCOMMON STOCK0036541001,9647,937SHDFND2403 0 7,534
ACADIA HEALTHCARE CO INCCOMMON STOCK00404A109114SHDFND114 0 0
ACADIA HEALTHCARE CO INCCOMMON STOCK00404A1094,45065,792SHDFND2 0 0 65,792
ACCEL ENTERTAINMENT INCCOMMON STOCK00436Q10618817,691SHDFND117,691 0 0
ACCEL ENTERTAINMENT INCCOMMON STOCK00436Q1064,640436,931SHDFND2 0 0 436,931
ACCENTURE PLCORDINARY SHARESG1151C101125,690452,691SHDFND1388,891 0 63,800
ACCENTURE PLCORDINARY SHARESG1151C101182,937658,876SHDFND26,982 0 651,894
ACCO BRANDS CORPCOMMON STOCK00081T10822033,711SHDFND133,711 0 0
ACCO BRANDS CORPCOMMON STOCK00081T10825238,646SHDFND2 0 0 38,646
ACM RESEARCH INCCOMMON STOCK00108J109281,646SHDFND11,646 0 0
ACM RESEARCH INCCOMMON STOCK00108J10910,259609,550SHDFND2 0 0 609,550
ACTIVISION BLIZZARD INCCOMMON STOCK00507V1093554,563SHDFND14,563 0 0
ACTIVISION BLIZZARD INCCOMMON STOCK00507V10917,155220,330SHDFND2 0 0 220,330
ACUITY BRANDS INCCOMMON STOCK00508Y1021,1927,736SHDFND17,736 0 0
ACUITY BRANDS INCCOMMON STOCK00508Y1021,78311,575SHDFND2603 0 10,972
ADAPTIVE BIOTECHNOLOGIES CORPCOMMON STOCK00650F10980899,816SHDFND199,816 0 0
ADAPTIVE BIOTECHNOLOGIES CORPCOMMON STOCK00650F109922113,966SHDFND2 0 0 113,966
ADOBE INCCOMMON STOCK00724F10195,752261,575SHDFND1240,173 0 21,402
ADOBE INCCOMMON STOCK00724F101321,718878,866SHDFND211,056 0 867,810
ADVANCED DRAINAGE SYSTEMS INCCOMMON STOCK00790R10412,871142,897SHDFND1142,897 0 0
ADVANCED DRAINAGE SYSTEMS INCCOMMON STOCK00790R1049,162101,719SHDFND21,159 0 100,560
ADVANCED MICRO DEVICES INCCOMMON STOCK00790310747,160616,714SHDFND1447,512 0 169,202
ADVANCED MICRO DEVICES INCCOMMON STOCK00790310789,7401,173,537SHDFND222,564 0 1,150,973
ADVANSIX INCCOMMON STOCK00773T10148714,561SHDFND114,561 0 0
ADVANSIX INCCOMMON STOCK00773T10154716,357SHDFND2 0 0 16,357
AEROJET ROCKETDYNE HOLDINGS INCCOMMON STOCK0078001051,08426,700SHDFND126,700 0 0
AEROJET ROCKETDYNE HOLDINGS INCCOMMON STOCK0078001051,23030,291SHDFND2 0 0 30,291
AES CORP/THECOMMON STOCK00130H1059,853468,961SHDFND1468,961 0 0
AES CORP/THECOMMON STOCK00130H10554,8092,608,726SHDFND240,579 0 2,568,147
AES CORP/THECONVERTIBLE PREF00130H2043974,610SHDFND1 0 0 4,610
AES CORP/THECONVERTIBLE PREF00130H2047,83590,952SHDFND2 0 0 90,952
AGCO CORPCOMMON STOCK0010841021,05010,639SHDFND110,639 0 0
AGCO CORPCOMMON STOCK0010841021,58016,012SHDFND2828 0 15,184
AGENUS INCCOMMON STOCK00847G705482248,675SHDFND1248,675 0 0
AGENUS INCCOMMON STOCK00847G705552284,375SHDFND2 0 0 284,375
AGILENT TECHNOLOGIES INCCOMMON STOCK00846U1015,28344,480SHDFND144,480 0 0
AGILENT TECHNOLOGIES INCCOMMON STOCK00846U1017,72565,042SHDFND23,319 0 61,723
AGILYSYS INCCOMMON STOCK00847J1052575,438SHDFND15,438 0 0
AGILYSYS INCCOMMON STOCK00847J1052956,244SHDFND2 0 0 6,244
AIR PRODUCTS AND CHEMICALS INCCOMMON STOCK009158106217903SHDFND1903 0 0
AIR PRODUCTS AND CHEMICALS INCCOMMON STOCK009158106 0 0 SHDFND2 0 0 0
AIR TRANSPORT SERVICES GROUP INCCONV. NOTE00922RAB1161149,000SHDFND1 0 0 149,000
AIR TRANSPORT SERVICES GROUP INCCONV. NOTE00922RAB144,000SHDFND2 0 0 4,000
AIRBNB INCCOMMON STOCK00906610120,936235,029SHDFND1235,029 0 0
AIRBNB INCCOMMON STOCK00906610139,024438,074SHDFND2873 0 437,201
AIRBNB INCCONVERTIBLE ZERO009066AB79861,186,000SHDFND1 0 0 1,186,000
AIRBNB INCCONVERTIBLE ZERO009066AB710,59812,753,000SHDFND2 0 0 12,753,000
AKA BRANDS HOLDING CORPCOMMON STOCK00152K1011255SHDFND1255 0 0
AKA BRANDS HOLDING CORPCOMMON STOCK00152K1013,1741,149,900SHDFND2 0 0 1,149,900
AKAMAI TECHNOLOGIES INCCONV. NOTE00971TAJ0791723,000SHDFND1 0 0 723,000
AKAMAI TECHNOLOGIES INCCONV. NOTE00971TAJ01,2041,100,000SHDFND2 0 0 1,100,000
AKAMAI TECHNOLOGIES INCCONV. NOTE00971TAL52,7162,734,000SHDFND1 0 0 2,734,000
AKAMAI TECHNOLOGIES INCCONV. NOTE00971TAL510,32810,396,000SHDFND2 0 0 10,396,000
ALAMOS GOLD INCORDINARY SHARES011532108197SHDFND197 0 0
ALAMOS GOLD INCORDINARY SHARES0115321086,743960,471SHDFND244,282 0 916,189
ALARM.COM HOLDINGS INCCONVERTIBLE ZERO011642AB1301369,000SHDFND1 0 0 369,000
ALARM.COM HOLDINGS INCCONVERTIBLE ZERO011642AB1320392,000SHDFND2 0 0 392,000
ALBANY INTERNATIONAL CORPCOMMON STOCK0123481082042,592SHDFND12,592 0 0
ALBANY INTERNATIONAL CORPCOMMON STOCK0123481082332,956SHDFND2 0 0 2,956
ALCOA CORPCOMMON STOCK0138721061,01622,286SHDFND122,286 0 0
ALCOA CORPCOMMON STOCK0138721061,53733,724SHDFND21,743 0 31,981
ALECTOR INCCOMMON STOCK01444210751550,647SHDFND150,647 0 0
ALECTOR INCCOMMON STOCK01444210759258,276SHDFND2 0 0 58,276
ALEXANDER & BALDWIN INCCOMMON STOCK01449110448627,081SHDFND127,081 0 0
ALEXANDER & BALDWIN INCCOMMON STOCK01449110454630,439SHDFND2 0 0 30,439
ALIBABA GROUP HOLDING LTDCOMMON STOCK - ADR01609W1023,13227,551SHDFND127,551 0 0
ALIBABA GROUP HOLDING LTDCOMMON STOCK - ADR01609W1021,75815,468SHDFND2126 0 15,342
ALKERMES PLCCOMMON STOCKG017671051,19840,216SHDFND140,216 0 0
ALKERMES PLCCOMMON STOCKG0176710519,555656,434SHDFND2 0 0 656,434
ALLEGHANY CORPCOMMON STOCK0171751001,4051,687SHDFND11,687 0 0
ALLEGHANY CORPCOMMON STOCK0171751002,1532,584SHDFND2130 0 2,454
ALLEGION PLCORDINARY SHARESG0176J1091,20912,351SHDFND112,351 0 0
ALLEGION PLCORDINARY SHARESG0176J1091,77018,077SHDFND2926 0 17,151
ALLETE INCCOMMON STOCK0185223005699,673SHDFND19,673 0 0
ALLETE INCCOMMON STOCK01852230064811,020SHDFND2 0 0 11,020
ALLISON TRANSMISSION HOLDINGS INCCOMMON STOCK01973R1011,46238,025SHDFND138,025 0 0
ALLISON TRANSMISSION HOLDINGS INCCOMMON STOCK01973R1012,20957,460SHDFND22,991 0 54,469
ALLSCRIPTS HEALTHCARE SOLUTIONS INCCOMMON STOCK01988P10892162,086SHDFND162,086 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INCCOMMON STOCK01988P1081,04070,138SHDFND2 0 0 70,138
ALLSTATE CORP/THECOMMON STOCK0200021011,82714,420SHDFND114,420 0 0
ALLSTATE CORP/THECOMMON STOCK0200021012,10716,622SHDFND2859 0 15,763
ALLY FINANCIAL INCCOMMON STOCK02005N1005,222155,835SHDFND1155,835 0 0
ALLY FINANCIAL INCCOMMON STOCK02005N1007,874234,981SHDFND212,023 0 222,958
ALNYLAM PHARMACEUTICALS INCCOMMON STOCK02043Q107 0 0 SHDFND1 0 0 0
ALNYLAM PHARMACEUTICALS INCCOMMON STOCK02043Q1074,21528,900SHDFND2 0 0 28,900
ALPHA & OMEGA SEMICONDUCTOR LTDCOMMON STOCKG6331P10469920,962SHDFND120,962 0 0
ALPHA & OMEGA SEMICONDUCTOR LTDCOMMON STOCKG6331P10480023,986SHDFND2 0 0 23,986
ALPHABET INCCOMMON STOCK02079K107266,206121,697SHDFND1121,697 0 0
ALPHABET INCCOMMON STOCK02079K107675,191308,666SHDFND22 0 308,664
ALPHABET INCCOMMON STOCK02079K305104,93148,150SHDFND130,357 0 17,793
ALPHABET INCCOMMON STOCK02079K305166,35876,337SHDFND24,627 0 71,710
ALPINE INCOME PROPERTY TRUST INCCOMMON STOCK02083X103147SHDFND147 0 0
ALPINE INCOME PROPERTY TRUST INCCOMMON STOCK02083X1033,775210,646SHDFND2 0 0 210,646
ALTAIR ENGINEERING INCCOMMON STOCK0213691031773,376SHDFND13,376 0 0
ALTAIR ENGINEERING INCCOMMON STOCK0213691032023,855SHDFND2 0 0 3,855
ALTISOURCE ASSET MANAGEMENT CORPORDINARY SHARES02153X108 0 0 SHDFND1 0 0 0
ALTISOURCE ASSET MANAGEMENT CORPORDINARY SHARES02153X1082,940286,873SHDFND2 0 0 286,873
ALTRA INDUSTRIAL MOTION CORPCOMMON STOCK02208R10691726,022SHDFND126,022 0 0
ALTRA INDUSTRIAL MOTION CORPCOMMON STOCK02208R1061,05529,932SHDFND2 0 0 29,932
ALTRIA GROUP INCCOMMON STOCK02209S10382119,663SHDFND119,663 0 0
ALTRIA GROUP INCCOMMON STOCK02209S10325,377607,539SHDFND26,883 0 600,656
AMAZON.COM INCCOMMON STOCK023135106348,5953,282,132SHDFND13,122,292 0 159,840
AMAZON.COM INCCOMMON STOCK023135106960,5629,043,985SHDFND2106,675 0 8,937,310
AMBARELLA INCCOMMON STOCKG037AX1011572,398SHDFND12,398 0 0
AMBARELLA INCCOMMON STOCKG037AX1011802,755SHDFND2 0 0 2,755
AMEREN CORPCOMMON STOCK02360810246,825518,209SHDFND1518,209 0 0
AMEREN CORPCOMMON STOCK023608102145,8051,613,605SHDFND269,015 0 1,544,590
AMERICAN AIRLINES GROUP INCCONV. NOTE02376RAF9544518,000SHDFND1 0 0 518,000
AMERICAN AIRLINES GROUP INCCONV. NOTE02376RAF9544518,000SHDFND2 0 0 518,000
AMERICAN AXLE & MANUFACTURING HOLDINGS INCCOMMON STOCK02406110340854,186SHDFND154,186 0 0
AMERICAN AXLE & MANUFACTURING HOLDINGS INCCOMMON STOCK02406110346762,026SHDFND2 0 0 62,026
AMERICAN CAMPUS COMMUNITIES INCCOMMON STOCK0248351001,76427,369SHDFND127,369 0 0
AMERICAN CAMPUS COMMUNITIES INCCOMMON STOCK0248351002,67841,540SHDFND22,138 0 39,402
AMERICAN ELECTRIC POWER CO INCCOMMON STOCK02553710191,161950,187SHDFND1950,187 0 0
AMERICAN ELECTRIC POWER CO INCCOMMON STOCK025537101273,2752,848,400SHDFND2121,047 0 2,727,353
AMERICAN ELECTRIC POWER CO INCCONVERTIBLE PREF02557T307 0 0 SHDFND1 0 0 0
AMERICAN ELECTRIC POWER CO INCCONVERTIBLE PREF02557T3077,515139,511SHDFND2 0 0 139,511
AMERICAN EQUITY INVESTMENT LIFE HOLDING COCOMMON STOCK0256762062466,724SHDFND16,724 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COCOMMON STOCK0256762062747,505SHDFND2 0 0 7,505
AMERICAN EXPRESS COCOMMON STOCK0258161093452,489SHDFND12,489 0 0
AMERICAN EXPRESS COCOMMON STOCK025816109 0 0 SHDFND2 0 0 0
AMERICAN FINANCIAL GROUP INC/OHCOMMON STOCK0259321041,39710,064SHDFND110,064 0 0
AMERICAN FINANCIAL GROUP INC/OHCOMMON STOCK0259321042,10215,144SHDFND2787 0 14,357
AMERICAN INTERNATIONAL GROUP INCCOMMON STOCK02687478468,7781,345,165SHDFND11,345,165 0 0
AMERICAN INTERNATIONAL GROUP INCCOMMON STOCK026874784214,3134,191,537SHDFND2216,306 0 3,975,231
AMERICAN SOFTWARE INC/GACOMMON STOCK02968310917010,544SHDFND110,544 0 0
AMERICAN SOFTWARE INC/GACOMMON STOCK02968310919612,141SHDFND2 0 0 12,141
AMERICAN TOWER CORPCOMMON STOCK03027X100161,660632,496SHDFND1632,496 0 0
AMERICAN TOWER CORPCOMMON STOCK03027X100430,3171,683,622SHDFND237,531 0 1,646,091
AMERICAN VANGUARD CORPCOMMON STOCK0303711082008,965SHDFND18,965 0 0
AMERICAN VANGUARD CORPCOMMON STOCK03037110823410,466SHDFND2 0 0 10,466
AMERIPRISE FINANCIAL INCCOMMON STOCK03076C1067,71432,456SHDFND132,456 0 0
AMERIPRISE FINANCIAL INCCOMMON STOCK03076C10633,441140,697SHDFND22,521 0 138,176
AMERIS BANCORPCOMMON STOCK03076K1081954,856SHDFND14,856 0 0
AMERIS BANCORPCOMMON STOCK03076K1084,212104,836SHDFND2 0 0 104,836
AMERISAFE INCCOMMON STOCK03071H1002114,063SHDFND14,063 0 0
AMERISAFE INCCOMMON STOCK03071H1002424,653SHDFND2 0 0 4,653
AMERISOURCEBERGEN CORPCOMMON STOCK03073E1051,60311,332SHDFND111,332 0 0
AMERISOURCEBERGEN CORPCOMMON STOCK03073E1052,29916,247SHDFND2837 0 15,410
AMETEK INCCOMMON STOCK0311001007,13264,902SHDFND164,902 0 0
AMETEK INCCOMMON STOCK03110010010,73597,689SHDFND24,998 0 92,691
AMGEN INCCOMMON STOCK0311621002,0908,589SHDFND18,589 0 0
AMGEN INCCOMMON STOCK031162100150,240617,508SHDFND24,474 0 613,034
AMN HEALTHCARE SERVICES INCCOMMON STOCK0017441011,16110,586SHDFND110,586 0 0
AMN HEALTHCARE SERVICES INCCOMMON STOCK0017441011,32912,113SHDFND2 0 0 12,113
ANALOG DEVICES INCCOMMON STOCK0326541053122,139SHDFND12,139 0 0
ANALOG DEVICES INCCOMMON STOCK032654105 0 0 SHDFND2 0 0 0
ANDERSONS INC/THECOMMON STOCK0341641032076,277SHDFND16,277 0 0
ANDERSONS INC/THECOMMON STOCK0341641032367,164SHDFND2 0 0 7,164
ANGIODYNAMICS INCCOMMON STOCK03475V1011849,526SHDFND19,526 0 0
ANGIODYNAMICS INCCOMMON STOCK03475V10121110,919SHDFND2 0 0 10,919
ANTERO RESOURCES CORPCOMMON STOCK03674X1062,36377,100SHDFND177,100 0 0
ANTERO RESOURCES CORPCOMMON STOCK03674X1064,625150,900SHDFND240,600 0 110,300
ANYWHERE REAL ESTATE INCCOMMON STOCK75605Y10654154,999SHDFND154,999 0 0
ANYWHERE REAL ESTATE INCCOMMON STOCK75605Y10661862,905SHDFND2 0 0 62,905
AON PLCCOMMON STOCKG0403H108237877SHDFND1877 0 0
AON PLCCOMMON STOCKG0403H108 0 0 SHDFND2 0 0 0
APA CORPCOMMON STOCK03743Q1081,06030,366SHDFND130,366 0 0
APA CORPCOMMON STOCK03743Q1081,52943,807SHDFND22,255 0 41,552
APARTMENT INCOME REIT CORPCOMMON STOCK03750L1091,35832,650SHDFND132,650 0 0
APARTMENT INCOME REIT CORPCOMMON STOCK03750L1092,04749,211SHDFND22,534 0 46,677
API GROUP CORPCOMMON STOCK00187Y100148SHDFND148 0 0
API GROUP CORPCOMMON STOCK00187Y1003,278219,000SHDFND2 0 0 219,000
APOLLO ASSET MANAGEMENT INCCOMMON STOCK03769M10644,302913,827SHDFND1913,827 0 0
APOLLO ASSET MANAGEMENT INCCOMMON STOCK03769M106177,4553,660,380SHDFND2179,600 0 3,480,780
APPIAN CORPCOMMON STOCK03782L1013407,173SHDFND17,173 0 0
APPIAN CORPCOMMON STOCK03782L1013818,037SHDFND2 0 0 8,037
APPLE HOSPITALITY REIT INCCOMMON STOCK03784Y20040827,831SHDFND127,831 0 0
APPLE HOSPITALITY REIT INCCOMMON STOCK03784Y2005,033343,050SHDFND2 0 0 343,050
APPLE INCCOMMON STOCK037833100588,5764,304,976SHDFND14,117,648 0 187,328
APPLE INCCOMMON STOCK0378331001,829,21613,379,286SHDFND2133,713 0 13,245,573
APPLIED INDUSTRIAL TECHNOLOGIES INCCOMMON STOCK03820C1054514,689SHDFND14,689 0 0
APPLIED INDUSTRIAL TECHNOLOGIES INCCOMMON STOCK03820C10510,330107,415SHDFND2 0 0 107,415
APPLIED MATERIALS INCCOMMON STOCK0382221055,39859,335SHDFND159,335 0 0
APPLIED MATERIALS INCCOMMON STOCK03822210569,297761,670SHDFND27,354 0 754,316
APTIV PLCCONVERTIBLE PREFG6095L1171,37312,985SHDFND1 0 0 12,985
APTIV PLCCONVERTIBLE PREFG6095L1174,62543,752SHDFND2 0 0 43,752
ARAMARKCOMMON STOCK03852U10637,9591,239,262SHDFND11,239,262 0 0
ARAMARKCOMMON STOCK03852U106122,7884,008,755SHDFND2169,700 0 3,839,055
ARCBEST CORPCOMMON STOCK03937C1054596,526SHDFND16,526 0 0
ARCBEST CORPCOMMON STOCK03937C1055197,374SHDFND2 0 0 7,374
ARCH CAPITAL GROUP LTDORDINARY SHARESG0450A10573316,106SHDFND116,106 0 0
ARCH CAPITAL GROUP LTDORDINARY SHARESG0450A10523,779522,729SHDFND21,281 0 521,448
ARCHER-DANIELS-MIDLAND COCOMMON STOCK0394831021,36217,550SHDFND117,550 0 0
ARCHER-DANIELS-MIDLAND COCOMMON STOCK0394831021,78623,021SHDFND21,203 0 21,818
ARGO GROUP INTERNATIONAL HOLDINGS LTDORDINARY SHARESG0464B1072587,011SHDFND17,011 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTDORDINARY SHARESG0464B1074,890132,660SHDFND2 0 0 132,660
ARIS WATER SOLUTION INCCOMMON STOCK04041L106155SHDFND155 0 0
ARIS WATER SOLUTION INCCOMMON STOCK04041L1064,105246,100SHDFND2 0 0 246,100
ARISTA NETWORKS INCCOMMON STOCK0404131061,36014,504SHDFND114,504 0 0
ARISTA NETWORKS INCCOMMON STOCK0404131061,92320,516SHDFND21,054 0 19,462
ARLO TECHNOLOGIES INCCOMMON STOCK04206A10115424,612SHDFND124,612 0 0
ARLO TECHNOLOGIES INCCOMMON STOCK04206A10117427,811SHDFND2 0 0 27,811
ARMADA HOFFLER PROPERTIES INCCOMMON STOCK04208T10816913,159SHDFND113,159 0 0
ARMADA HOFFLER PROPERTIES INCCOMMON STOCK04208T10813,3521,039,845SHDFND238 0 1,039,807
ARROWHEAD PHARMACEUTICALS INCCOMMON STOCK04280A10088125,017SHDFND125,017 0 0
ARROWHEAD PHARMACEUTICALS INCCOMMON STOCK04280A1001,00428,501SHDFND2 0 0 28,501
ASCENDIS PHARMA A/SCOMMON STOCK - ADR04351P1011711,840SHDFND11,840 0 0
ASCENDIS PHARMA A/SCOMMON STOCK - ADR04351P10174,561802,071SHDFND24,436 0 797,635
ASML HOLDING NVCOMMON STOCK - ADRN070592104,1888,800SHDFND18,800 0 0
ASML HOLDING NVCOMMON STOCK - ADRN0705921055,176115,945SHDFND21,412 0 114,533
ASSOCIATED BANC-CORPCOMMON STOCK0454871051769,663SHDFND19,663 0 0
ASSOCIATED BANC-CORPCOMMON STOCK04548710520111,029SHDFND2 0 0 11,029
ASSURED GUARANTY LTDORDINARY SHARESG0585R10689,2281,599,348SHDFND11,599,348 0 0
ASSURED GUARANTY LTDORDINARY SHARESG0585R106321,4365,761,528SHDFND2275,529 0 5,485,999
ASTRAZENECA PLCCOMMON STOCK - ADR046353108113,8571,723,276SHDFND11,723,276 0 0
ASTRAZENECA PLCCOMMON STOCK - ADR046353108371,2865,619,581SHDFND2219,452 0 5,400,129
AT&T INCCOMMON STOCK00206R10212,983619,436SHDFND1619,436 0 0
AT&T INCCOMMON STOCK00206R10229,7261,418,249SHDFND245,411 0 1,372,838
ATKORE INCCOMMON STOCK04764910896311,605SHDFND111,605 0 0
ATKORE INCCOMMON STOCK0476491081,10813,343SHDFND2 0 0 13,343
ATLANTIC UNION BANKSHARES CORPCOMMON STOCK04911A10737411,035SHDFND111,035 0 0
ATLANTIC UNION BANKSHARES CORPCOMMON STOCK04911A10742812,631SHDFND2 0 0 12,631
ATLASSIAN CORP PLCORDINARY SHARESG062421047,07237,737SHDFND137,737 0 0
ATLASSIAN CORP PLCORDINARY SHARESG0624210410,67256,950SHDFND22,929 0 54,021
ATRICURE INCCOMMON STOCK04963C2093618,835SHDFND18,835 0 0
ATRICURE INCCOMMON STOCK04963C2093,33481,595SHDFND2 0 0 81,595
AUTODESK INCCOMMON STOCK0527691061,5308,899SHDFND18,899 0 0
AUTODESK INCCOMMON STOCK0527691062,05311,939SHDFND2625 0 11,314
AUTOMATIC DATA PROCESSING INCCOMMON STOCK0530151036,83032,516SHDFND18,116 0 24,400
AUTOMATIC DATA PROCESSING INCCOMMON STOCK0530151032,0319,668SHDFND2496 0 9,172
AUTONATION INCCOMMON STOCK05329W1021,28111,465SHDFND111,465 0 0
AUTONATION INCCOMMON STOCK05329W1021,93617,327SHDFND2889 0 16,438
AUTOZONE INCCOMMON STOCK05333210212,5795,853SHDFND15,853 0 0
AUTOZONE INCCOMMON STOCK05333210218,7608,729SHDFND2451 0 8,278
AVALONBAY COMMUNITIES INCCOMMON STOCK0534841011,4707,570SHDFND17,570 0 0
AVALONBAY COMMUNITIES INCCOMMON STOCK0534841012,04010,504SHDFND2542 0 9,962
AVANOS MEDICAL INCCOMMON STOCK05350V10642115,406SHDFND115,406 0 0
AVANOS MEDICAL INCCOMMON STOCK05350V10648617,771SHDFND2 0 0 17,771
AVANTOR INCCOMMON STOCK05352A100 0 0 SHDFND1 0 0 0
AVANTOR INCCOMMON STOCK05352A1005,851188,136SHDFND215,847 0 172,289
AVEANNA HEALTHCARE HOLDINGS INCCOMMON STOCK05356F1051258SHDFND1258 0 0
AVEANNA HEALTHCARE HOLDINGS INCCOMMON STOCK05356F1052,6291,163,300SHDFND2 0 0 1,163,300
AVERY DENNISON CORPCOMMON STOCK0536111091,3388,265SHDFND18,265 0 0
AVERY DENNISON CORPCOMMON STOCK05361110910,71866,214SHDFND25,270 0 60,944
AVIAT NETWORKS INCCOMMON STOCK05366Y201140SHDFND140 0 0
AVIAT NETWORKS INCCOMMON STOCK05366Y2014,510180,100SHDFND2 0 0 180,100
AVID TECHNOLOGY INCCOMMON STOCK05367P10084732,652SHDFND132,652 0 0
AVID TECHNOLOGY INCCOMMON STOCK05367P10096637,209SHDFND2 0 0 37,209
AVISTA CORPCOMMON STOCK05379B1071774,057SHDFND14,057 0 0
AVISTA CORPCOMMON STOCK05379B1071984,561SHDFND2 0 0 4,561
AXCELIS TECHNOLOGIES INCCOMMON STOCK05454020892016,775SHDFND116,775 0 0
AXCELIS TECHNOLOGIES INCCOMMON STOCK0545402081,04819,119SHDFND2 0 0 19,119
AXIS CAPITAL HOLDINGS LTDORDINARY SHARESG0692U1091,50626,377SHDFND126,377 0 0
AXIS CAPITAL HOLDINGS LTDORDINARY SHARESG0692U1092,27139,775SHDFND22,074 0 37,701
AXON ENTERPRISE INCCOMMON STOCK05464C1011,27713,711SHDFND113,711 0 0
AXON ENTERPRISE INCCOMMON STOCK05464C1011,93620,784SHDFND21,063 0 19,721
AXONICS INCCOMMON STOCK05465P1012905,111SHDFND15,111 0 0
AXONICS INCCOMMON STOCK05465P1017,044124,295SHDFND2 0 0 124,295
BALCHEM CORPCOMMON STOCK0576652001951,501SHDFND11,501 0 0
BALCHEM CORPCOMMON STOCK0576652002221,713SHDFND2 0 0 1,713
BALL CORPCOMMON STOCK05849810617,314251,774SHDFND1251,774 0 0
BALL CORPCOMMON STOCK058498106125,3581,822,858SHDFND235,452 0 1,787,406
BANCORP INC/THECOMMON STOCK05969A10526413,504SHDFND113,504 0 0
BANCORP INC/THECOMMON STOCK05969A1059,567490,105SHDFND2 0 0 490,105
BANK OF AMERICA CORPCOMMON STOCK060505104181,4475,828,677SHDFND15,828,677 0 0
BANK OF AMERICA CORPCOMMON STOCK060505104752,22724,164,044SHDFND2899,686 0 23,264,358
BANK OF AMERICA CORPCONVERTIBLE PREF060505682 0 0 SHDFND1 0 0 0
BANK OF AMERICA CORPCONVERTIBLE PREF06050568210,4478,677SHDFND2 0 0 8,677
BANK OF NT BUTTERFIELD & SON LTD/THEORDINARY SHARESG0772R208135SHDFND135 0 0
BANK OF NT BUTTERFIELD & SON LTD/THEORDINARY SHARESG0772R2084,950158,700SHDFND2 0 0 158,700
BANNER CORPCOMMON STOCK06652V2084117,303SHDFND17,303 0 0
BANNER CORPCOMMON STOCK06652V2084718,372SHDFND2 0 0 8,372
BARNES GROUP INCCOMMON STOCK0678061091635,223SHDFND15,223 0 0
BARNES GROUP INCCOMMON STOCK0678061091886,030SHDFND2 0 0 6,030
BATH & BODY WORKS INCCOMMON STOCK070830104271,010SHDFND11,010 0 0
BATH & BODY WORKS INCCOMMON STOCK0708301041,16543,275SHDFND23,817 0 39,458
BAXTER INTERNATIONAL INCCOMMON STOCK0718131095,20981,101SHDFND181,101 0 0
BAXTER INTERNATIONAL INCCOMMON STOCK071813109105,1631,637,289SHDFND214,270 0 1,623,019
BEAZER HOMES USA INCCOMMON STOCK07556Q88123819,707SHDFND119,707 0 0
BEAZER HOMES USA INCCOMMON STOCK07556Q88127322,584SHDFND2 0 0 22,584
BECTON DICKINSON AND COCOMMON STOCK0758871092851,158SHDFND11,158 0 0
BECTON DICKINSON AND COCOMMON STOCK075887109 0 0 SHDFND2 0 0 0
BECTON DICKINSON AND COCONVERTIBLE PREF0758874061,61632,576SHDFND1 0 0 32,576
BECTON DICKINSON AND COCONVERTIBLE PREF0758874065,269106,200SHDFND2 0 0 106,200
BELDEN INCCOMMON STOCK0774541061703,199SHDFND13,199 0 0
BELDEN INCCOMMON STOCK0774541061943,633SHDFND2 0 0 3,633
BERKSHIRE HATHAWAY INCCOMMON STOCK0846707025,35319,606SHDFND119,606 0 0
BERKSHIRE HATHAWAY INCCOMMON STOCK08467070263,659233,165SHDFND2884 0 232,281
BEST BUY CO INCCOMMON STOCK08651610154832SHDFND1832 0 0
BEST BUY CO INCCOMMON STOCK08651610117,811273,216SHDFND28 0 273,208
BGC PARTNERS INCCOMMON STOCK05541T101465137,871SHDFND1137,871 0 0
BGC PARTNERS INCCOMMON STOCK05541T101531157,589SHDFND2 0 0 157,589
BILL.COM HOLDINGS INCCOMMON STOCK09004310012,228111,221SHDFND144,657 0 66,564
BILL.COM HOLDINGS INCCOMMON STOCK09004310012,545114,106SHDFND2781 0 113,325
BILL.COM HOLDINGS INCCONVERTIBLE ZERO090043AB61,1761,174,000SHDFND1 0 0 1,174,000
BILL.COM HOLDINGS INCCONVERTIBLE ZERO090043AB66,5816,571,000SHDFND2 0 0 6,571,000
BIOCRYST PHARMACEUTICALS INCCOMMON STOCK09058V10320719,568SHDFND119,568 0 0
BIOCRYST PHARMACEUTICALS INCCOMMON STOCK09058V10323622,335SHDFND2 0 0 22,335
BIOHAVEN PHARMACEUTICAL HOLDING CO LTDCOMMON STOCKG111961051,89312,989SHDFND112,989 0 0
BIOHAVEN PHARMACEUTICAL HOLDING CO LTDCOMMON STOCKG1119610514,05796,474SHDFND2 0 0 96,474
BIOMARIN PHARMACEUTICAL INCCONV. NOTE09061GAK7988994,000SHDFND1 0 0 994,000
BIOMARIN PHARMACEUTICAL INCCONV. NOTE09061GAK71,2571,265,000SHDFND2 0 0 1,265,000
BIO-RAD LABORATORIES INCCOMMON STOCK0905722076,31312,754SHDFND112,754 0 0
BIO-RAD LABORATORIES INCCOMMON STOCK09057220715,86632,053SHDFND21,625 0 30,428
BJ'S WHOLESALE CLUB HOLDINGS INCCOMMON STOCK05550J10173,4181,178,084SHDFND11,178,084 0 0
BJ'S WHOLESALE CLUB HOLDINGS INCCOMMON STOCK05550J101245,4743,938,925SHDFND2182,511 0 3,756,414
BLACK HILLS CORPCOMMON STOCK09211310983711,504SHDFND111,504 0 0
BLACK HILLS CORPCOMMON STOCK09211310995413,112SHDFND2 0 0 13,112
BLACKBAUD INCCOMMON STOCK09227Q1001913,288SHDFND13,288 0 0
BLACKBAUD INCCOMMON STOCK09227Q1002183,752SHDFND2 0 0 3,752
BLACKLINE INCCONVERTIBLE ZERO09239BAD1703887,000SHDFND1 0 0 887,000
BLACKLINE INCCONVERTIBLE ZERO09239BAD1265334,000SHDFND2 0 0 334,000
BLACKROCK INCCOMMON STOCK09247X101394647SHDFND1647 0 0
BLACKROCK INCCOMMON STOCK09247X10152,34385,944SHDFND21,271 0 84,673
BLACKSTONE INCCOMMON STOCK09260D1071,08111,854SHDFND111,854 0 0
BLACKSTONE INCCOMMON STOCK09260D1071,54916,983SHDFND2923 0 16,060
BLACKSTONE MORTGAGE TRUST INCCONV. NOTE09257WAC41,2901,301,000SHDFND1 0 0 1,301,000
BLACKSTONE MORTGAGE TRUST INCCONV. NOTE09257WAC4422426,000SHDFND2 0 0 426,000
BLOCK INCCONV. NOTE852234AF0 0 0 SHDFND1 0 0 0
BLOCK INCCONV. NOTE852234AF01,9922,125,000SHDFND2 0 0 2,125,000
BLOCK INCCONVERTIBLE ZERO852234AJ2260329,000SHDFND1 0 0 329,000
BLOCK INCCONVERTIBLE ZERO852234AJ2550695,000SHDFND2 0 0 695,000
BLOCK INCCONV. NOTE852234AK91,5522,117,000SHDFND1 0 0 2,117,000
BLOCK INCCONV. NOTE852234AK95,7877,894,000SHDFND2 0 0 7,894,000
BLOOMIN' BRANDS INCCOMMON STOCK09423510818811,306SHDFND111,306 0 0
BLOOMIN' BRANDS INCCOMMON STOCK09423510821412,904SHDFND2 0 0 12,904
BLUCORA INCCOMMON STOCK09522910024213,091SHDFND113,091 0 0
BLUCORA INCCOMMON STOCK09522910027614,944SHDFND2 0 0 14,944
BLUEGREEN VACATIONS HOLDING CORPCOMMON STOCK0963081011546,152SHDFND16,152 0 0
BLUEGREEN VACATIONS HOLDING CORPCOMMON STOCK0963081011767,038SHDFND2 0 0 7,038
BLUELINX HOLDINGS INCCOMMON STOCK09624H2083425,116SHDFND15,116 0 0
BLUELINX HOLDINGS INCCOMMON STOCK09624H2083915,853SHDFND2 0 0 5,853
BOEING CO/THECOMMON STOCK0970231053102,266SHDFND12,266 0 0
BOEING CO/THECOMMON STOCK0970231052,43417,801SHDFND21,513 0 16,288
BOISE CASCADE COCOMMON STOCK09739D10084514,212SHDFND114,212 0 0
BOISE CASCADE COCOMMON STOCK09739D10096216,163SHDFND2 0 0 16,163
BOOKING HOLDINGS INCCOMMON STOCK09857L10876,97144,009SHDFND144,009 0 0
BOOKING HOLDINGS INCCOMMON STOCK09857L108143,93882,298SHDFND21,227 0 81,071
BOOKING HOLDINGS INCCONV. NOTE09857LAN81,9711,644,000SHDFND1 0 0 1,644,000
BOOKING HOLDINGS INCCONV. NOTE09857LAN812,45110,386,000SHDFND2 0 0 10,386,000
BOOT BARN HOLDINGS INCCOMMON STOCK0994061006419,305SHDFND19,305 0 0
BOOT BARN HOLDINGS INCCOMMON STOCK09940610015,444224,121SHDFND2 0 0 224,121
BOOZ ALLEN HAMILTON HOLDING CORPCOMMON STOCK0995021065,90865,388SHDFND165,388 0 0
BOOZ ALLEN HAMILTON HOLDING CORPCOMMON STOCK09950210618,845208,557SHDFND22,977 0 205,580
BOSTON PROPERTIES INCCOMMON STOCK10112110152,501590,033SHDFND1590,033 0 0
BOSTON PROPERTIES INCCOMMON STOCK101121101246,0822,765,588SHDFND291,940 0 2,673,648
BOSTON SCIENTIFIC CORPCOMMON STOCK1011371076,801182,466SHDFND1182,466 0 0
BOSTON SCIENTIFIC CORPCOMMON STOCK101137107134,5503,610,132SHDFND241,803 0 3,568,329
BOSTON SCIENTIFIC CORPCONVERTIBLE PREF1011372069859,702SHDFND1 0 0 9,702
BOSTON SCIENTIFIC CORPCONVERTIBLE PREF1011372067,48473,704SHDFND2 0 0 73,704
BOX INCCONVERTIBLE ZERO10316TAB0438386,000SHDFND1 0 0 386,000
BOX INCCONVERTIBLE ZERO10316TAB04,7924,220,000SHDFND2 0 0 4,220,000
BOYD GAMING CORPCOMMON STOCK1033041011,16423,397SHDFND123,397 0 0
BOYD GAMING CORPCOMMON STOCK1033041011,75435,263SHDFND21,815 0 33,448
BRIDGEWATER BANCSHARES INCCOMMON STOCK108621103148SHDFND148 0 0
BRIDGEWATER BANCSHARES INCCOMMON STOCK1086211033,513217,680SHDFND2 0 0 217,680
BRIGHAM MINERALS INCCOMMON STOCK10918L103122SHDFND122 0 0
BRIGHAM MINERALS INCCOMMON STOCK10918L1032,480100,700SHDFND2 0 0 100,700
BRIGHTSPIRE CAPITAL INCCOMMON STOCK10949T10916922,319SHDFND122,319 0 0
BRIGHTSPIRE CAPITAL INCCOMMON STOCK10949T10919325,501SHDFND2 0 0 25,501
BRINK'S CO/THECOMMON STOCK1096961042444,016SHDFND14,016 0 0
BRINK'S CO/THECOMMON STOCK1096961045,94397,890SHDFND2 0 0 97,890
BRISTOL-MYERS SQUIBB COCOMMON STOCK11012210814,764191,746SHDFND1191,746 0 0
BRISTOL-MYERS SQUIBB COCOMMON STOCK11012210820,876271,120SHDFND213,951 0 257,169
BRIXMOR PROPERTY GROUP INCCOMMON STOCK11120U1051,19859,281SHDFND159,281 0 0
BRIXMOR PROPERTY GROUP INCCOMMON STOCK11120U1051,80889,442SHDFND24,604 0 84,838
BROADCOM INCCOMMON STOCK11135F1011,2532,580SHDFND12,580 0 0
BROADCOM INCCOMMON STOCK11135F101 0 0 SHDFND2 0 0 0
BROADCOM INCCONVERTIBLE PREF11135F2004,2142,776SHDFND1 0 0 2,776
BROADCOM INCCONVERTIBLE PREF11135F20024,19115,936SHDFND2 0 0 15,936
BROOKDALE SENIOR LIVING INCCOMMON STOCK11246310418941,614SHDFND141,614 0 0
BROOKDALE SENIOR LIVING INCCOMMON STOCK1124631045,4991,211,136SHDFND2 0 0 1,211,136
BROOKLINE BANCORP INCCOMMON STOCK11373M10716712,524SHDFND112,524 0 0
BROOKLINE BANCORP INCCOMMON STOCK11373M10718814,129SHDFND2 0 0 14,129
BRT APARTMENTS CORPCOMMON STOCK0556453031195,519SHDFND15,519 0 0
BRT APARTMENTS CORPCOMMON STOCK0556453031275,919SHDFND2 0 0 5,919
BUCKLE INC/THECOMMON STOCK1184401061605,777SHDFND15,777 0 0
BUCKLE INC/THECOMMON STOCK1184401061806,492SHDFND2 0 0 6,492
BUNGE LTDCOMMON STOCKG16962105 0 0 SHDFND1 0 0 0
BUNGE LTDCOMMON STOCKG169621051,53116,883SHDFND22,127 0 14,756
BURLINGTON STORES INCCONV. NOTE122017AB2369374,000SHDFND1 0 0 374,000
BURLINGTON STORES INCCONV. NOTE122017AB24,3654,429,000SHDFND2 0 0 4,429,000
CABLE ONE INCCONV. NOTE12685JAG01,4511,732,000SHDFND1 0 0 1,732,000
CABLE ONE INCCONV. NOTE12685JAG04,4255,281,000SHDFND2 0 0 5,281,000
CACI INTERNATIONAL INCCOMMON STOCK127190304114406SHDFND1406 0 0
CACI INTERNATIONAL INCCOMMON STOCK1271903043,71913,200SHDFND2 0 0 13,200
CADENCE DESIGN SYSTEMS INCCOMMON STOCK12738710895,553636,894SHDFND1636,894 0 0
CADENCE DESIGN SYSTEMS INCCOMMON STOCK127387108164,3251,095,278SHDFND26,985 0 1,088,293
CALERES INCCOMMON STOCK12950010475028,572SHDFND128,572 0 0
CALERES INCCOMMON STOCK12950010485732,655SHDFND2 0 0 32,655
CALIFORNIA RESOURCES CORPCOMMON STOCK13057Q30599425,814SHDFND125,814 0 0
CALIFORNIA RESOURCES CORPCOMMON STOCK13057Q3051,12729,278SHDFND2 0 0 29,278
CALIFORNIA WATER SERVICE GROUPCOMMON STOCK1307881025499,883SHDFND19,883 0 0
CALIFORNIA WATER SERVICE GROUPCOMMON STOCK13078810262811,299SHDFND2 0 0 11,299
CALLAWAY GOLF COCONV. NOTE131193AE45843,000SHDFND1 0 0 43,000
CALLAWAY GOLF COCONV. NOTE131193AE411,000SHDFND2 0 0 1,000
CAMBIUM NETWORKS CORPCOMMON STOCKG1776610918112,380SHDFND112,380 0 0
CAMBIUM NETWORKS CORPCOMMON STOCKG1776610920413,947SHDFND2 0 0 13,947
CAMDEN PROPERTY TRUSTCOMMON STOCK1331311021,54511,487SHDFND111,487 0 0
CAMDEN PROPERTY TRUSTCOMMON STOCK1331311022,26416,837SHDFND2858 0 15,979
CAPITAL ONE FINANCIAL CORPCOMMON STOCK14040H10540,062384,513SHDFND1384,513 0 0
CAPITAL ONE FINANCIAL CORPCOMMON STOCK14040H105121,1931,163,197SHDFND247,585 0 1,115,612
CARA THERAPEUTICS INCCOMMON STOCK14075510918320,056SHDFND120,056 0 0
CARA THERAPEUTICS INCCOMMON STOCK14075510922124,160SHDFND2 0 0 24,160
CARDINAL HEALTH INCCOMMON STOCK14149Y1081,47628,239SHDFND128,239 0 0
CARDINAL HEALTH INCCOMMON STOCK14149Y1082,06839,569SHDFND22,033 0 37,536
CARGURUS INCCOMMON STOCK14178810963429,487SHDFND129,487 0 0
CARGURUS INCCOMMON STOCK14178810972333,645SHDFND2 0 0 33,645
CARLYLE GROUP INC/THECOMMON STOCK14316J1081,25339,587SHDFND139,587 0 0
CARLYLE GROUP INC/THECOMMON STOCK14316J1081,80356,934SHDFND23,088 0 53,846
CARMAX INCCOMMON STOCK14313010259648SHDFND1648 0 0
CARMAX INCCOMMON STOCK1431301023,53839,100SHDFND23,305 0 35,795
CARRIER GLOBAL CORPCOMMON STOCK14448C1041,44740,575SHDFND140,575 0 0
CARRIER GLOBAL CORPCOMMON STOCK14448C1042,00756,285SHDFND22,897 0 53,388
CARS.COM INCCOMMON STOCK14575E10521722,997SHDFND122,997 0 0
CARS.COM INCCOMMON STOCK14575E10524826,265SHDFND2 0 0 26,265
CARTER'S INCCOMMON STOCK146229109110SHDFND110 0 0
CARTER'S INCCOMMON STOCK1462291093,39748,200SHDFND2 0 0 48,200
CASELLA WASTE SYSTEMS INCCOMMON STOCK1474481046,42588,401SHDFND188,401 0 0
CASELLA WASTE SYSTEMS INCCOMMON STOCK14744810419,466267,825SHDFND21,724 0 266,101
CATERPILLAR INCCOMMON STOCK1491231011,5148,469SHDFND18,469 0 0
CATERPILLAR INCCOMMON STOCK1491231011,6889,443SHDFND2491 0 8,952
CATHAY GENERAL BANCORPCOMMON STOCK14915010494324,079SHDFND124,079 0 0
CATHAY GENERAL BANCORPCOMMON STOCK1491501041,07127,355SHDFND2 0 0 27,355
CBRE GROUP INCCOMMON STOCK12504L1095,26171,469SHDFND171,469 0 0
CBRE GROUP INCCOMMON STOCK12504L10934,803472,808SHDFND25,310 0 467,498
CDW CORP/DECOMMON STOCK12514G10823,138146,849SHDFND142,749 0 104,100
CDW CORP/DECOMMON STOCK12514G10841,474263,229SHDFND210,339 0 252,890
CELANESE CORPCOMMON STOCK1508701031,20210,223SHDFND110,223 0 0
CELANESE CORPCOMMON STOCK1508701031,73614,762SHDFND2765 0 13,997
CENTENE CORPCOMMON STOCK15135B1012002,368SHDFND12,368 0 0
CENTENE CORPCOMMON STOCK15135B101 0 0 SHDFND2 0 0 0
CENTRAL PACIFIC FINANCIAL COCOMMON STOCK1547604091687,824SHDFND17,824 0 0
CENTRAL PACIFIC FINANCIAL COCOMMON STOCK1547604091949,047SHDFND2 0 0 9,047
CERIDIAN HCM HOLDING INCCOMMON STOCK15677J10828585SHDFND1585 0 0
CERIDIAN HCM HOLDING INCCOMMON STOCK15677J1083,92283,301SHDFND21,461 0 81,840
CERIDIAN HCM HOLDING INCCONV. NOTE15677JAD0644817,000SHDFND1 0 0 817,000
CERIDIAN HCM HOLDING INCCONV. NOTE15677JAD04,2465,385,000SHDFND2 0 0 5,385,000
CEVA INCCOMMON STOCK1572101052687,972SHDFND17,972 0 0
CEVA INCCOMMON STOCK1572101053069,125SHDFND2 0 0 9,125
CF INDUSTRIES HOLDINGS INCCOMMON STOCK1252691005,96269,547SHDFND169,547 0 0
CF INDUSTRIES HOLDINGS INCCOMMON STOCK1252691008,886103,650SHDFND25,334 0 98,316
CHAMPIONX CORPCOMMON STOCK15872M10432616,437SHDFND116,437 0 0
CHAMPIONX CORPCOMMON STOCK15872M1047,776391,730SHDFND2 0 0 391,730
CHANNELADVISOR CORPCOMMON STOCK15917910018512,694SHDFND112,694 0 0
CHANNELADVISOR CORPCOMMON STOCK15917910021414,666SHDFND2 0 0 14,666
CHARLES SCHWAB CORP/THECOMMON STOCK808513105149,8572,371,913SHDFND12,371,913 0 0
CHARLES SCHWAB CORP/THECOMMON STOCK808513105492,2967,791,966SHDFND2225,103 0 7,566,863
CHART INDUSTRIES INCCOMMON STOCK16115Q30816SHDFND16 0 0
CHART INDUSTRIES INCCOMMON STOCK16115Q3084,92129,400SHDFND2 0 0 29,400
CHARTER COMMUNICATIONS INCCOMMON STOCK16119P10870,233149,901SHDFND1149,901 0 0
CHARTER COMMUNICATIONS INCCOMMON STOCK16119P108246,881526,927SHDFND224,421 0 502,506
CHEESECAKE FACTORY INC/THECONV. NOTE163072AA9382501,000SHDFND1 0 0 501,000
CHEESECAKE FACTORY INC/THECONV. NOTE163072AA96,7678,875,000SHDFND2 0 0 8,875,000
CHEGG INCCOMMON STOCK163092109134SHDFND134 0 0
CHEGG INCCOMMON STOCK1630921093,787201,644SHDFND23,559 0 198,085
CHEGG INCCONVERTIBLE ZERO163092AF61,0721,452,000SHDFND1 0 0 1,452,000
CHEGG INCCONVERTIBLE ZERO163092AF67,46110,103,000SHDFND2 0 0 10,103,000
CHENIERE ENERGY INCCOMMON STOCK16411R2086,95652,289SHDFND152,289 0 0
CHENIERE ENERGY INCCOMMON STOCK16411R20810,49578,891SHDFND24,060 0 74,831
CHESAPEAKE UTILITIES CORPCOMMON STOCK1653031086404,941SHDFND14,941 0 0
CHESAPEAKE UTILITIES CORPCOMMON STOCK1653031087295,629SHDFND2 0 0 5,629
CHEVRON CORPCOMMON STOCK16676410010,48372,406SHDFND172,406 0 0
CHEVRON CORPCOMMON STOCK16676410013,94396,303SHDFND24,739 0 91,564
CHIPOTLE MEXICAN GRILL INCCOMMON STOCK16965610555,47542,436SHDFND142,436 0 0
CHIPOTLE MEXICAN GRILL INCCOMMON STOCK169656105193,410147,951SHDFND21,473 0 146,478
CHOICE HOTELS INTERNATIONAL INCCOMMON STOCK1699051061,19310,685SHDFND110,685 0 0
CHOICE HOTELS INTERNATIONAL INCCOMMON STOCK1699051061,79116,048SHDFND2828 0 15,220
CHUBB LTDORDINARY SHARESH1467J1041,8039,172SHDFND19,172 0 0
CHUBB LTDORDINARY SHARESH1467J1042,20311,205SHDFND2579 0 10,626
CHURCHILL DOWNS INCCOMMON STOCK1714841081,8409,607SHDFND19,607 0 0
CHURCHILL DOWNS INCCOMMON STOCK17148410816,09084,010SHDFND2515 0 83,495
CHUY'S HOLDINGS INCCOMMON STOCK171604101 0 0 SHDFND1 0 0 0
CHUY'S HOLDINGS INCCOMMON STOCK1716041015,979300,146SHDFND2 0 0 300,146
CIENA CORPCOMMON STOCK1717793091,30328,522SHDFND128,522 0 0
CIENA CORPCOMMON STOCK1717793091,96743,033SHDFND22,214 0 40,819
CIGNA CORPCOMMON STOCK12552310082,739313,976SHDFND1313,976 0 0
CIGNA CORPCOMMON STOCK125523100369,0601,400,501SHDFND246,320 0 1,354,181
CINTAS CORPCOMMON STOCK1729081051,6534,426SHDFND14,426 0 0
CINTAS CORPCOMMON STOCK17290810511,75631,473SHDFND2757 0 30,716
CISCO SYSTEMS INCCOMMON STOCK17275R10213,688321,007SHDFND1321,007 0 0
CISCO SYSTEMS INCCOMMON STOCK17275R10258,6231,374,846SHDFND223,041 0 1,351,805
CITIGROUP INCCOMMON STOCK172967424143,3673,117,357SHDFND13,117,357 0 0
CITIGROUP INCCOMMON STOCK172967424435,9419,479,040SHDFND2438,294 0 9,040,746
CITY OFFICE REIT INCORDINARY SHARES17858710118214,045SHDFND114,045 0 0
CITY OFFICE REIT INCORDINARY SHARES17858710120816,077SHDFND2 0 0 16,077
CIVITAS RESOURCES INCCOMMON STOCK17888H1031162,219SHDFND12,219 0 0
CIVITAS RESOURCES INCCOMMON STOCK17888H1032,52148,215SHDFND2 0 0 48,215
CLARIVATE PLCCONVERTIBLE PREFG218102081312,288SHDFND1 0 0 2,288
CLARIVATE PLCCONVERTIBLE PREFG218102084,67981,986SHDFND2 0 0 81,986
CLEAN HARBORS INCCOMMON STOCK1844961071,28314,631SHDFND114,631 0 0
CLEAN HARBORS INCCOMMON STOCK1844961075,33960,894SHDFND21,138 0 59,756
CME GROUP INCCOMMON STOCK12572Q1052981,456SHDFND11,456 0 0
CME GROUP INCCOMMON STOCK12572Q105 0 0 SHDFND2 0 0 0
CMS ENERGY CORPCOMMON STOCK125896100781,151SHDFND11,151 0 0
CMS ENERGY CORPCOMMON STOCK12589610020,200299,257SHDFND2 0 0 299,257
CNO FINANCIAL GROUP INCCOMMON STOCK12621E10386347,728SHDFND147,728 0 0
CNO FINANCIAL GROUP INCCOMMON STOCK12621E10398854,630SHDFND2 0 0 54,630
CNX RESOURCES CORPCOMMON STOCK12653C108146SHDFND146 0 0
CNX RESOURCES CORPCOMMON STOCK12653C1083,335202,620SHDFND2 0 0 202,620
COASTAL FINANCIAL CORP/WACOMMON STOCK19046P209120SHDFND120 0 0
COASTAL FINANCIAL CORP/WACOMMON STOCK19046P2093,58293,972SHDFND2 0 0 93,972
COCA-COLA CO/THECOMMON STOCK19121610088,1801,401,680SHDFND11,401,680 0 0
COCA-COLA CO/THECOMMON STOCK191216100323,6925,145,315SHDFND2193,042 0 4,952,273
COCA-COLA CONSOLIDATED INCCOMMON STOCK1910981021,0191,807SHDFND11,807 0 0
COCA-COLA CONSOLIDATED INCCOMMON STOCK1910981021,1752,084SHDFND2 0 0 2,084
COCA-COLA EUROPACIFIC PARTNERS PLCORDINARY SHARESG2583910411,269218,350SHDFND1218,350 0 0
COCA-COLA EUROPACIFIC PARTNERS PLCORDINARY SHARESG2583910439,017755,989SHDFND2 0 0 755,989
CODEXIS INCCOMMON STOCK19200510638837,109SHDFND137,109 0 0
CODEXIS INCCOMMON STOCK19200510644442,442SHDFND2 0 0 42,442
COGNIZANT TECHNOLOGY SOLUTIONS CORPCOMMON STOCK1924461022673,951SHDFND13,951 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPCOMMON STOCK192446102 0 0 SHDFND2 0 0 0
COLGATE-PALMOLIVE COCOMMON STOCK1941621032,08225,976SHDFND125,976 0 0
COLGATE-PALMOLIVE COCOMMON STOCK1941621032,16527,018SHDFND21,390 0 25,628
COLLIERS INTERNATIONAL GROUP INCORDINARY SHARES1946931072071,889SHDFND11,889 0 0
COLLIERS INTERNATIONAL GROUP INCORDINARY SHARES194693107 0 0 SHDFND2 0 0 0
COMCAST CORPCOMMON STOCK20030N10166,9921,707,248SHDFND11,707,248 0 0
COMCAST CORPCOMMON STOCK20030N101218,8055,576,066SHDFND2234,697 0 5,341,369
COMMERCIAL METALS COCOMMON STOCK201723103124SHDFND124 0 0
COMMERCIAL METALS COCOMMON STOCK2017231033,588108,400SHDFND2 0 0 108,400
COMMVAULT SYSTEMS INCCOMMON STOCK2041661021,00916,035SHDFND116,035 0 0
COMMVAULT SYSTEMS INCCOMMON STOCK2041661021,16218,476SHDFND2 0 0 18,476
COMPASS PATHWAYS PLCCOMMON STOCK - ADR20451W101 0 25SHDFND125 0 0
COMPASS PATHWAYS PLCCOMMON STOCK - ADR20451W1011,780164,479SHDFND22,919 0 161,560
COMPUTER PROGRAMS & SYSTEMS INCOMMON STOCK2053061032337,274SHDFND17,274 0 0
COMPUTER PROGRAMS & SYSTEMS INCOMMON STOCK2053061032658,301SHDFND2 0 0 8,301
CONMED CORPCOMMON STOCK2074101014744,954SHDFND14,954 0 0
CONMED CORPCOMMON STOCK20741010111,432119,385SHDFND2 0 0 119,385
CONNECTONE BANCORP INCCOMMON STOCK20786W1071596,487SHDFND16,487 0 0
CONNECTONE BANCORP INCCOMMON STOCK20786W1073,414139,645SHDFND2 0 0 139,645
CONOCOPHILLIPSCOMMON STOCK20825C104106,6861,187,913SHDFND11,187,913 0 0
CONOCOPHILLIPSCOMMON STOCK20825C104371,0104,131,056SHDFND2196,110 0 3,934,946
CONSTELLATION BRANDS INCCOMMON STOCK21036P108155665SHDFND1665 0 0
CONSTELLATION BRANDS INCCOMMON STOCK21036P10818,44579,143SHDFND2780 0 78,363
CONSTELLATION ENERGY CORPCOMMON STOCK21037T10943,349757,056SHDFND1757,056 0 0
CONSTELLATION ENERGY CORPCOMMON STOCK21037T109203,8653,560,332SHDFND2121,157 0 3,439,175
CONSTELLIUM SEORDINARY SHARESF2110710182562,425SHDFND162,425 0 0
CONSTELLIUM SEORDINARY SHARESF2110710194371,366SHDFND2 0 0 71,366
COOPER COS INC/THECOMMON STOCK2166484025,13216,389SHDFND116,389 0 0
COOPER COS INC/THECOMMON STOCK21664840276,160243,228SHDFND22,526 0 240,702
COPA HOLDINGS SAORDINARY SHARESP310761056,890108,724SHDFND1108,724 0 0
COPA HOLDINGS SAORDINARY SHARESP310761054,59472,490SHDFND2541 0 71,949
COPART INCCOMMON STOCK2172041061,40912,967SHDFND112,967 0 0
COPART INCCOMMON STOCK2172041062,01918,577SHDFND2899 0 17,678
CORCEPT THERAPEUTICS INCCOMMON STOCK2183521022209,254SHDFND19,254 0 0
CORCEPT THERAPEUTICS INCCOMMON STOCK2183521024,977209,305SHDFND2 0 0 209,305
CORE & MAIN INCCOMMON STOCK21874C102144SHDFND144 0 0
CORE & MAIN INCCOMMON STOCK21874C1026,271281,230SHDFND24,900 0 276,330
CORECIVIC INCCOMMON STOCK21871N10149244,277SHDFND144,277 0 0
CORECIVIC INCCOMMON STOCK21871N10156250,626SHDFND2 0 0 50,626
CORPORATE OFFICE PROPERTIES TRUSTCOMMON STOCK22002T1082077,903SHDFND17,903 0 0
CORPORATE OFFICE PROPERTIES TRUSTCOMMON STOCK22002T1082369,020SHDFND2 0 0 9,020
CORTEVA INCCOMMON STOCK22052L104102,1871,887,465SHDFND11,887,465 0 0
CORTEVA INCCOMMON STOCK22052L104325,2896,008,298SHDFND2280,393 0 5,727,905
COSTAR GROUP INCCOMMON STOCK22160N1091,39123,030SHDFND123,030 0 0
COSTAR GROUP INCCOMMON STOCK22160N1092,10134,779SHDFND21,787 0 32,992
COSTCO WHOLESALE CORPCOMMON STOCK22160K105122,866256,355SHDFND1256,355 0 0
COSTCO WHOLESALE CORPCOMMON STOCK22160K105226,452472,484SHDFND22,621 0 469,863
COUPA SOFTWARE INCCONV. NOTE22266LAF31,3931,857,000SHDFND1 0 0 1,857,000
COUPA SOFTWARE INCCONV. NOTE22266LAF37,2799,705,000SHDFND2 0 0 9,705,000
COVA ACQUISITION CORPSTOCK UNITG2554Y112 0 0 SHDFND1 0 0 0
COVA ACQUISITION CORPSTOCK UNITG2554Y1125,169523,679SHDFND2 0 0 523,679
COVENANT LOGISTICS GROUP INCCOMMON STOCK22284P1051767,002SHDFND17,002 0 0
COVENANT LOGISTICS GROUP INCCOMMON STOCK22284P1052028,039SHDFND2 0 0 8,039
CRA INTERNATIONAL INCCOMMON STOCK12618T1052092,340SHDFND12,340 0 0
CRA INTERNATIONAL INCCOMMON STOCK12618T1052382,670SHDFND2 0 0 2,670
CRANE HOLDINGS COCOMMON STOCK224441105111SHDFND111 0 0
CRANE HOLDINGS COCOMMON STOCK2244411054,30049,112SHDFND2 0 0 49,112
CRH PLCCOMMON STOCK - ADR12626K2033,809109,378SHDFND1109,378 0 0
CRH PLCCOMMON STOCK - ADR12626K2033,973114,113SHDFND29,686 0 104,427
CRINETICS PHARMACEUTICALS INCCOMMON STOCK22663K10720811,133SHDFND111,133 0 0
CRINETICS PHARMACEUTICALS INCCOMMON STOCK22663K10723612,641SHDFND2 0 0 12,641
CROCS INCCOMMON STOCK2270461091563,197SHDFND13,197 0 0
CROCS INCCOMMON STOCK2270461091803,689SHDFND2 0 0 3,689
CROSSFIRST BANKSHARES INCCOMMON STOCK22766M109169SHDFND169 0 0
CROSSFIRST BANKSHARES INCCOMMON STOCK22766M1094,126312,540SHDFND2 0 0 312,540
CROWDSTRIKE HOLDINGS INCCOMMON STOCK22788C10544,726265,343SHDFND1200,643 0 64,700
CROWDSTRIKE HOLDINGS INCCOMMON STOCK22788C10558,649347,942SHDFND21,184 0 346,758
CROWN CASTLE INTERNATIONAL CORPCOMMON STOCK22822V1011,5799,377SHDFND19,377 0 0
CROWN CASTLE INTERNATIONAL CORPCOMMON STOCK22822V1011,94511,553SHDFND2595 0 10,958
CROWN HOLDINGS INCCOMMON STOCK2283681061,29314,025SHDFND114,025 0 0
CROWN HOLDINGS INCCOMMON STOCK2283681061,88920,500SHDFND21,041 0 19,459
CSG SYSTEMS INTERNATIONAL INCCOMMON STOCK1263491091,12018,770SHDFND118,770 0 0
CSG SYSTEMS INTERNATIONAL INCCOMMON STOCK1263491096,124102,619SHDFND2 0 0 102,619
CSX CORPCOMMON STOCK12640810311,418392,911SHDFND1392,911 0 0
CSX CORPCOMMON STOCK12640810321,687746,283SHDFND245,720 0 700,563
CTS CORPCOMMON STOCK1265011052056,022SHDFND16,022 0 0
CTS CORPCOMMON STOCK1265011052356,888SHDFND2 0 0 6,888
CUBESMARTCOMMON STOCK2296631094,08695,643SHDFND195,643 0 0
CUBESMARTCOMMON STOCK2296631096,143143,795SHDFND27,359 0 136,436
CUMMINS ENGINE COMPANY, INC.COMMON STOCK2310211061,5187,845SHDFND17,845 0 0
CUMMINS ENGINE COMPANY, INC.COMMON STOCK2310211062,06710,678SHDFND2546 0 10,132
CUSHMAN & WAKEFIELD PLCCOMMON STOCKG2717B10879652,245SHDFND152,245 0 0
CUSHMAN & WAKEFIELD PLCCOMMON STOCKG2717B10891159,755SHDFND2 0 0 59,755
CUSTOM TRUCK ONE SOURCE INCCOMMON STOCK23204X1031192SHDFND1192 0 0
CUSTOM TRUCK ONE SOURCE INCCOMMON STOCK23204X1034,834863,300SHDFND2 0 0 863,300
CUSTOMERS BANCORP INCCOMMON STOCK23204G10058517,249SHDFND117,249 0 0
CUSTOMERS BANCORP INCCOMMON STOCK23204G10066819,695SHDFND2 0 0 19,695
CVS HEALTH CORPCOMMON STOCK1266501007,98986,218SHDFND186,218 0 0
CVS HEALTH CORPCOMMON STOCK12665010034,466371,962SHDFND26,349 0 365,613
CYBERARK SOFTWARE LTDCONVERTIBLE ZERO23248VAB1901854,000SHDFND1 0 0 854,000
CYBERARK SOFTWARE LTDCONVERTIBLE ZERO23248VAB16,7296,375,000SHDFND2 0 0 6,375,000
CYTOKINETICS INCCOMMON STOCK23282W6053178,059SHDFND18,059 0 0
CYTOKINETICS INCCOMMON STOCK23282W6057,545192,035SHDFND2 0 0 192,035
DANAHER CORPCOMMON STOCK235851102162,126639,501SHDFND1639,501 0 0
DANAHER CORPCOMMON STOCK235851102569,2562,245,408SHDFND237,605 0 2,207,803
DANAHER CORPCONVERTIBLE PREF23585140939,44029,532SHDFND1 0 0 29,532
DANAHER CORPCONVERTIBLE PREF235851409131,17598,222SHDFND2 0 0 98,222
DATADOG INCCONV. NOTE23804LAB91,026811,000SHDFND1 0 0 811,000
DATADOG INCCONV. NOTE23804LAB96,5175,154,000SHDFND2 0 0 5,154,000
DAVE & BUSTER'S ENTERTAINMENT INCCOMMON STOCK238337109121SHDFND121 0 0
DAVE & BUSTER'S ENTERTAINMENT INCCOMMON STOCK2383371093,25599,300SHDFND2 0 0 99,300
DEERE & COCOMMON STOCK24419910557,797192,999SHDFND1192,999 0 0
DEERE & COCOMMON STOCK244199105197,010657,861SHDFND24,996 0 652,865
DELUXE CORPCOMMON STOCK248019101132SHDFND132 0 0
DELUXE CORPCOMMON STOCK2480191013,125144,200SHDFND2 0 0 144,200
DENALI THERAPEUTICS INCCOMMON STOCK24823R105762,586SHDFND12,586 0 0
DENALI THERAPEUTICS INCCOMMON STOCK24823R1051,81661,690SHDFND2 0 0 61,690
DENBURY INCCOMMON STOCK24790A10193915,651SHDFND115,651 0 0
DENBURY INCCOMMON STOCK24790A1011,06917,822SHDFND2 0 0 17,822
DESCARTES SYSTEMS GROUP INC/THEORDINARY SHARES2499061081772,858SHDFND12,858 0 0
DESCARTES SYSTEMS GROUP INC/THEORDINARY SHARES2499061082,45739,595SHDFND2 0 0 39,595
DEXCOM INCCOMMON STOCK25213110740,342541,283SHDFND1541,283 0 0
DEXCOM INCCOMMON STOCK252131107110,2911,479,817SHDFND26,864 0 1,472,953
DEXCOM INCCONV. NOTE252131AK31,7431,905,000SHDFND1 0 0 1,905,000
DEXCOM INCCONV. NOTE252131AK312,46713,625,000SHDFND2 0 0 13,625,000
DICK'S SPORTING GOODS INCCONV. NOTE253393AD4 0 0 SHDFND1 0 0 0
DICK'S SPORTING GOODS INCCONV. NOTE253393AD42,117889,000SHDFND2 0 0 889,000
DILLARD'S INCCOMMON STOCK2540671018043,646SHDFND13,646 0 0
DILLARD'S INCCOMMON STOCK2540671019104,124SHDFND2 0 0 4,124
DISCOVER FINANCIAL SERVICESCOMMON STOCK2547091081,23913,098SHDFND113,098 0 0
DISCOVER FINANCIAL SERVICESCOMMON STOCK2547091081,89220,003SHDFND2985 0 19,018
DISH NETWORK CORPCONVERTIBLE BONDS25470MAB51,0421,543,000SHDFND1 0 0 1,543,000
DISH NETWORK CORPCONVERTIBLE BONDS25470MAB55,2647,793,000SHDFND2 0 0 7,793,000
DISH NETWORK CORPCONVERTIBLE ZERO25470MAF6 0 0 SHDFND1 0 0 0
DISH NETWORK CORPCONVERTIBLE ZERO25470MAF63,8255,463,000SHDFND2 0 0 5,463,000
DIVERSIFIED HEALTHCARE TRUSTCOMMON STOCK25525P1071289SHDFND1289 0 0
DIVERSIFIED HEALTHCARE TRUSTCOMMON STOCK25525P1072,3741,304,357SHDFND2 0 0 1,304,357
DOCUSIGN INCCOMMON STOCK25616310699117,275SHDFND117,275 0 0
DOCUSIGN INCCOMMON STOCK2561631061,48525,887SHDFND21,332 0 24,555
DOCUSIGN INCCONVERTIBLE ZERO256163AD8812882,000SHDFND1 0 0 882,000
DOCUSIGN INCCONVERTIBLE ZERO256163AD8251273,000SHDFND2 0 0 273,000
DOLLAR GENERAL CORPCOMMON STOCK256677105230937SHDFND1937 0 0
DOLLAR GENERAL CORPCOMMON STOCK256677105 0 0 SHDFND2 0 0 0
DOMINION ENERGY INCCOMMON STOCK25746U1092633,291SHDFND13,291 0 0
DOMINION ENERGY INCCOMMON STOCK25746U109 0 0 SHDFND2 0 0 0
DOMO INCCOMMON STOCK25755410578628,285SHDFND128,285 0 0
DOMO INCCOMMON STOCK25755410591132,762SHDFND2 0 0 32,762
DONNELLEY FINANCIAL SOLUTIONS INCCOMMON STOCK25787G1002247,632SHDFND17,632 0 0
DONNELLEY FINANCIAL SOLUTIONS INCCOMMON STOCK25787G1002538,649SHDFND2 0 0 8,649
DOORDASH INCCOMMON STOCK25809K1051,29120,126SHDFND120,126 0 0
DOORDASH INCCOMMON STOCK25809K1051,95230,414SHDFND21,562 0 28,852
DORIAN LPG LTDCOMMON STOCKY2106R11030019,739SHDFND119,739 0 0
DORIAN LPG LTDCOMMON STOCKY2106R11034322,539SHDFND2 0 0 22,539
DORMAN PRODUCTS INCCOMMON STOCK2582781002972,709SHDFND12,709 0 0
DORMAN PRODUCTS INCCOMMON STOCK2582781004,86644,350SHDFND2 0 0 44,350
DOVER CORPCOMMON STOCK2600031081,35311,155SHDFND111,155 0 0
DOVER CORPCOMMON STOCK2600031081,94416,024SHDFND2822 0 15,202
DOW INCCOMMON STOCK2605571031,75534,011SHDFND134,011 0 0
DOW INCCOMMON STOCK2605571031,83735,594SHDFND21,831 0 33,763
DRAFTKINGS HOLDINGS INCCONVERTIBLE ZERO26142RAB0440718,000SHDFND1 0 0 718,000
DRAFTKINGS HOLDINGS INCCONVERTIBLE ZERO26142RAB04,9798,123,000SHDFND2 0 0 8,123,000
DROPBOX INCCOMMON STOCK26210C1041,43968,548SHDFND168,548 0 0
DROPBOX INCCOMMON STOCK26210C1042,134101,666SHDFND25,156 0 96,510
DROPBOX INCCONVERTIBLE ZERO26210CAD6758867,000SHDFND1 0 0 867,000
DROPBOX INCCONVERTIBLE ZERO26210CAD6 0 0 SHDFND2 0 0 0
DTE ENERGY COCOMMON STOCK2333311071,68313,275SHDFND113,275 0 0
DTE ENERGY COCOMMON STOCK2333311072,09016,486SHDFND2848 0 15,638
DTE ENERGY COCONVERTIBLE PREF2333318425139,965SHDFND1 0 0 9,965
DTE ENERGY COCONVERTIBLE PREF2333318429,093176,461SHDFND2 0 0 176,461
DUCK CREEK TECHNOLOGIES INCCOMMON STOCK26412010667245,250SHDFND145,250 0 0
DUCK CREEK TECHNOLOGIES INCCOMMON STOCK26412010676751,665SHDFND2 0 0 51,665
DUKE ENERGY CORPCOMMON STOCK26441C2041,94918,179SHDFND118,179 0 0
DUKE ENERGY CORPCOMMON STOCK26441C2042,45222,871SHDFND21,175 0 21,696
DUKE REALTY CORPCOMMON STOCK2644115051,57528,666SHDFND128,666 0 0
DUKE REALTY CORPCOMMON STOCK2644115052,19739,988SHDFND22,062 0 37,926
DUPONT DE NEMOURS INCCOMMON STOCK26614N1025,729103,073SHDFND1103,073 0 0
DUPONT DE NEMOURS INCCOMMON STOCK26614N1028,617155,041SHDFND27,742 0 147,299
DXC TECHNOLOGY COCOMMON STOCK23355L1061,50849,755SHDFND149,755 0 0
DXC TECHNOLOGY COCOMMON STOCK23355L1062,24674,095SHDFND23,792 0 70,303
DYNATRACE INCCOMMON STOCK26815010920,748526,063SHDFND1208,163 0 317,900
DYNATRACE INCCOMMON STOCK26815010930,708778,610SHDFND23,449 0 775,161
EAGLE BANCORP INCCOMMON STOCK2689481062545,365SHDFND15,365 0 0
EAGLE BANCORP INCCOMMON STOCK2689481062926,161SHDFND2 0 0 6,161
EAGLE PHARMACEUTICALS INC/DECOMMON STOCK2697961081854,172SHDFND14,172 0 0
EAGLE PHARMACEUTICALS INC/DECOMMON STOCK2697961082124,761SHDFND2 0 0 4,761
EAST WEST BANCORP INCCOMMON STOCK27579R1043,35951,831SHDFND151,831 0 0
EAST WEST BANCORP INCCOMMON STOCK27579R1045,09678,635SHDFND24,021 0 74,614
EASTERN BANKSHARES INCCOMMON STOCK27627N105151SHDFND151 0 0
EASTERN BANKSHARES INCCOMMON STOCK27627N1054,216228,400SHDFND2 0 0 228,400
EASTMAN CHEMICAL COCOMMON STOCK27743210061,033679,885SHDFND1679,885 0 0
EASTMAN CHEMICAL COCOMMON STOCK277432100249,7552,782,161SHDFND2109,031 0 2,673,130
EATON CORP PLCCOMMON STOCKG2918310360,140477,342SHDFND1477,342 0 0
EATON CORP PLCCOMMON STOCKG29183103183,8361,459,134SHDFND259,639 0 1,399,495
EBAY INCCOMMON STOCK2786421031,58137,934SHDFND137,934 0 0
EBAY INCCOMMON STOCK2786421031,85644,541SHDFND22,292 0 42,249
ECHOSTAR CORPCOMMON STOCK27876810646724,217SHDFND124,217 0 0
ECHOSTAR CORPCOMMON STOCK27876810653527,715SHDFND2 0 0 27,715
ECOLAB INCCOMMON STOCK2788651001941,259SHDFND11,259 0 0
ECOLAB INCCOMMON STOCK27886510048,745317,022SHDFND23,152 0 313,870
EDGIO INCCOMMON STOCK53261M1041340SHDFND1340 0 0
EDGIO INCCOMMON STOCK53261M1043,4921,511,800SHDFND2 0 0 1,511,800
EDISON INTERNATIONALCOMMON STOCK2810201071,42422,519SHDFND122,519 0 0
EDISON INTERNATIONALCOMMON STOCK2810201072,00931,761SHDFND21,642 0 30,119
EDWARDS LIFESCIENCES CORPCOMMON STOCK28176E1086,69670,415SHDFND170,415 0 0
EDWARDS LIFESCIENCES CORPCOMMON STOCK28176E10820,004210,373SHDFND27,760 0 202,613
ELANCO ANIMAL HEALTH INCCONVERTIBLE PREF28414H202 0 0 SHDFND1 0 0 0
ELANCO ANIMAL HEALTH INCCONVERTIBLE PREF28414H2023,301103,546SHDFND2 0 0 103,546
ELECTRONIC ARTS INCCOMMON STOCK2855121091,46612,051SHDFND112,051 0 0
ELECTRONIC ARTS INCCOMMON STOCK2855121091,85015,205SHDFND2781 0 14,424
ELEVANCE HEALTH INCCOMMON STOCK03675210399,224205,612SHDFND1204,769 0 843
ELEVANCE HEALTH INCCOMMON STOCK036752103407,690844,813SHDFND237,970 0 806,843
ELI LILLY & COCOMMON STOCK53245710869,790215,249SHDFND1215,249 0 0
ELI LILLY & COCOMMON STOCK532457108352,1951,086,251SHDFND213,588 0 1,072,663
EMCOR GROUP INCCOMMON STOCK29084Q1002922,833SHDFND12,833 0 0
EMCOR GROUP INCCOMMON STOCK29084Q1007,00268,005SHDFND2 0 0 68,005
EMERSON ELECTRIC COCOMMON STOCK2910111042,38730,011SHDFND130,011 0 0
EMERSON ELECTRIC COCOMMON STOCK29101110411,311142,200SHDFND211,170 0 131,030
EMPLOYERS HOLDINGS INCCOMMON STOCK2922181042285,431SHDFND15,431 0 0
EMPLOYERS HOLDINGS INCCOMMON STOCK2922181042606,197SHDFND2 0 0 6,197
ENANTA PHARMACEUTICALS INCCOMMON STOCK29251M10694519,996SHDFND119,996 0 0
ENANTA PHARMACEUTICALS INCCOMMON STOCK29251M1061,08823,007SHDFND2 0 0 23,007
ENCORE CAPITAL GROUP INCCOMMON STOCK2925541023325,753SHDFND15,753 0 0
ENCORE CAPITAL GROUP INCCOMMON STOCK2925541023756,497SHDFND2 0 0 6,497
ENCORE WIRE CORPCOMMON STOCK2925621053763,616SHDFND13,616 0 0
ENCORE WIRE CORPCOMMON STOCK2925621054394,222SHDFND2 0 0 4,222
ENERGY SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y506 0 0 SHDFND1 0 0 0
ENERGY SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y5067,700107,678SHDFND2 0 0 107,678
ENOVA INTERNATIONAL INCCOMMON STOCK29357K1031645,681SHDFND15,681 0 0
ENOVA INTERNATIONAL INCCOMMON STOCK29357K1031896,575SHDFND2 0 0 6,575
ENPHASE ENERGY INCCOMMON STOCK29355A10712,55764,314SHDFND128,414 0 35,900
ENPHASE ENERGY INCCOMMON STOCK29355A1075242,685SHDFND2 0 0 2,685
ENPHASE ENERGY INCCONVERTIBLE ZERO29355AAK3848854,000SHDFND1 0 0 854,000
ENPHASE ENERGY INCCONVERTIBLE ZERO29355AAK36,6706,720,000SHDFND2 0 0 6,720,000
ENTERPRISE FINANCIAL SERVICES CORPCOMMON STOCK2937121053528,470SHDFND18,470 0 0
ENTERPRISE FINANCIAL SERVICES CORPCOMMON STOCK2937121054019,670SHDFND2 0 0 9,670
ENTERPRISE PRODUCTS PARTNCOMMON STOCK293792107 0 0 SHDFND1 0 0 0
ENTERPRISE PRODUCTS PARTNCOMMON STOCK293792107181,1087,431,579SHDFND2227,899 0 7,203,680
ENTRAVISION COMMUNICATIONS CORPCOMMON STOCK29382R10715634,222SHDFND134,222 0 0
ENTRAVISION COMMUNICATIONS CORPCOMMON STOCK29382R10717538,398SHDFND2 0 0 38,398
ENVESTNET INCCONV. NOTE29404KAE6231271,000SHDFND1 0 0 271,000
ENVESTNET INCCONV. NOTE29404KAE65,4076,339,000SHDFND2 0 0 6,339,000
ENVISTA HOLDINGS CORPCONV. NOTE29415FAB06735,000SHDFND1 0 0 35,000
ENVISTA HOLDINGS CORPCONV. NOTE29415FAB02,3391,225,000SHDFND2 0 0 1,225,000
EOG RESOURCES INCCOMMON STOCK26875P10129,801269,841SHDFND1269,841 0 0
EOG RESOURCES INCCOMMON STOCK26875P10190,164816,407SHDFND233,479 0 782,928
EPR PROPERTIESCOMMON STOCK26884U109118SHDFND118 0 0
EPR PROPERTIESCOMMON STOCK26884U1094,07286,760SHDFND2 0 0 86,760
EQT CORPCONV. NOTE26884LAK5693294,000SHDFND1 0 0 294,000
EQT CORPCONV. NOTE26884LAK514,5956,196,000SHDFND2 0 0 6,196,000
EQUINIX INCCOMMON STOCK29444U700241367SHDFND1367 0 0
EQUINIX INCCOMMON STOCK29444U700 0 0 SHDFND2 0 0 0
EQUITABLE HOLDINGS INCCOMMON STOCK29452E1015,814223,007SHDFND1223,007 0 0
EQUITABLE HOLDINGS INCCOMMON STOCK29452E1018,717334,350SHDFND217,131 0 317,219
EQUITY BANCSHARES INCCOMMON STOCK29460X109127SHDFND127 0 0
EQUITY BANCSHARES INCCOMMON STOCK29460X1093,604123,600SHDFND2 0 0 123,600
EQUITY LIFESTYLE PROPERTIES INCCOMMON STOCK29472R1081,37119,453SHDFND119,453 0 0
EQUITY LIFESTYLE PROPERTIES INCCOMMON STOCK29472R1082,06829,348SHDFND21,513 0 27,835
ESCO TECHNOLOGIES INCCOMMON STOCK2963151042133,114SHDFND13,114 0 0
ESCO TECHNOLOGIES INCCOMMON STOCK2963151042463,594SHDFND2 0 0 3,594
ESSENT GROUP LTDCOMMON STOCKG3198U1021,12628,955SHDFND128,955 0 0
ESSENT GROUP LTDCOMMON STOCKG3198U1021,28533,027SHDFND2 0 0 33,027
ESSENTIAL PROPERTIES REALTY TRUST INCCOMMON STOCK29670E1071,00646,796SHDFND146,796 0 0
ESSENTIAL PROPERTIES REALTY TRUST INCCOMMON STOCK29670E1071,15453,721SHDFND2 0 0 53,721
ESSEX PROPERTY TRUST INCCOMMON STOCK2971781051,3995,349SHDFND15,349 0 0
ESSEX PROPERTY TRUST INCCOMMON STOCK2971781052,0047,663SHDFND2393 0 7,270
ESTEE LAUDER COS INC/THECOMMON STOCK51843910461,019239,600SHDFND1239,600 0 0
ESTEE LAUDER COS INC/THECOMMON STOCK518439104105,882415,762SHDFND2624 0 415,138
ETSY INCCOMMON STOCK29786A10651691SHDFND1691 0 0
ETSY INCCOMMON STOCK29786A10621,232290,019SHDFND23,453 0 286,566
ETSY INCCONV. NOTE29786AAN61,8912,581,000SHDFND1 0 0 2,581,000
ETSY INCCONV. NOTE29786AAN67,83910,702,000SHDFND2 0 0 10,702,000
EURONET WORLDWIDE INCCOMMON STOCK2987361091731,720SHDFND11,720 0 0
EURONET WORLDWIDE INCCOMMON STOCK2987361093,72136,990SHDFND2 0 0 36,990
EUROPEAN WAX CENTER INCCOMMON STOCK29882P106653,686SHDFND13,686 0 0
EUROPEAN WAX CENTER INCCOMMON STOCK29882P1061,56989,066SHDFND2 0 0 89,066
EVERBRIDGE INCCONVERTIBLE ZERO29978AAE48801,093,000SHDFND1 0 0 1,093,000
EVERBRIDGE INCCONVERTIBLE ZERO29978AAE45,4626,781,000SHDFND2 0 0 6,781,000
EVEREST RE GROUP LTDORDINARY SHARESG3223R1081,4885,309SHDFND15,309 0 0
EVEREST RE GROUP LTDORDINARY SHARESG3223R1082,1827,784SHDFND2403 0 7,381
EVERI HOLDINGS INCCOMMON STOCK30034T10338223,421SHDFND123,421 0 0
EVERI HOLDINGS INCCOMMON STOCK30034T10312,119743,060SHDFND2 0 0 743,060
EVERSOURCE ENERGYCOMMON STOCK30040W1081,48017,523SHDFND117,523 0 0
EVERSOURCE ENERGYCOMMON STOCK30040W1082,07124,522SHDFND21,271 0 23,251
EXACT SCIENCES CORPCOMMON STOCK30063P105115SHDFND115 0 0
EXACT SCIENCES CORPCOMMON STOCK30063P1053,90299,055SHDFND21,730 0 97,325
EXACT SCIENCES CORPCONV. NOTE30063PAB1150206,000SHDFND1 0 0 206,000
EXACT SCIENCES CORPCONV. NOTE30063PAB1 0 0 SHDFND2 0 0 0
EXACT SCIENCES CORPCONV. NOTE30063PAC91,6132,348,000SHDFND1 0 0 2,348,000
EXACT SCIENCES CORPCONV. NOTE30063PAC97,39110,759,000SHDFND2 0 0 10,759,000
EXELIXIS INCCOMMON STOCK30161Q1041,56174,969SHDFND174,969 0 0
EXELIXIS INCCOMMON STOCK30161Q1042,355113,091SHDFND25,821 0 107,270
EXELON CORPCOMMON STOCK30161N10191,3062,014,699SHDFND12,014,699 0 0
EXELON CORPCOMMON STOCK30161N101290,8886,418,526SHDFND2343,544 0 6,074,982
EXPEDIA GROUP INCCOMMON STOCK30212P3031,05811,162SHDFND111,162 0 0
EXPEDIA GROUP INCCOMMON STOCK30212P3031,50315,852SHDFND2818 0 15,034
EXPEDIA GROUP INCCONVERTIBLE ZERO30212PBE4329364,000SHDFND1 0 0 364,000
EXPEDIA GROUP INCCONVERTIBLE ZERO30212PBE41,0851,202,000SHDFND2 0 0 1,202,000
EXTRA SPACE STORAGE INCCOMMON STOCK30225T1021,6659,785SHDFND18,304 0 1,481
EXTRA SPACE STORAGE INCCOMMON STOCK30225T1021,97111,584SHDFND2608 0 10,976
EXTREME NETWORKS INCCOMMON STOCK30226D10684794,977SHDFND194,977 0 0
EXTREME NETWORKS INCCOMMON STOCK30226D106976109,399SHDFND2 0 0 109,399
EXXON MOBIL CORPCOMMON STOCK30231G102163,7821,912,448SHDFND11,912,448 0 0
EXXON MOBIL CORPCOMMON STOCK30231G102552,6266,452,894SHDFND2270,053 0 6,182,841
FACTSET RESEARCH SYSTEMS INCCOMMON STOCK3030751051,5033,908SHDFND13,908 0 0
FACTSET RESEARCH SYSTEMS INCCOMMON STOCK3030751052,1575,608SHDFND2287 0 5,321
FEDERAL SIGNAL CORPCOMMON STOCK313855108124SHDFND124 0 0
FEDERAL SIGNAL CORPCOMMON STOCK3138551083,930110,400SHDFND2 0 0 110,400
FEDEX CORPCOMMON STOCK31428X106220970SHDFND1970 0 0
FEDEX CORPCOMMON STOCK31428X106 0 0 SHDFND2 0 0 0
FEMALE HEALTH COMPANYCOMMON STOCK92536C10316114,274SHDFND114,274 0 0
FEMALE HEALTH COMPANYCOMMON STOCK92536C10317815,710SHDFND2 0 0 15,710
FIBROGEN INCCOMMON STOCK31572Q80857954,846SHDFND154,846 0 0
FIBROGEN INCCOMMON STOCK31572Q80866362,794SHDFND2 0 0 62,794
FIDELITY NATIONAL INFORMATION SERVICES INCCOMMON STOCK31620M10690,016981,957SHDFND1770,285 0 211,672
FIDELITY NATIONAL INFORMATION SERVICES INCCOMMON STOCK31620M106264,4362,884,654SHDFND2114,835 0 2,769,819
FIFTH THIRD BANCORPCOMMON STOCK3167731001,29138,418SHDFND138,418 0 0
FIFTH THIRD BANCORPCOMMON STOCK3167731001,81153,890SHDFND22,774 0 51,116
FIGS INCCOMMON STOCK30260D10319221,044SHDFND121,044 0 0
FIGS INCCOMMON STOCK30260D10321523,649SHDFND2 0 0 23,649
FIRST BANCORP/PUERTO RICOCOMMON STOCK31867270699176,737SHDFND176,737 0 0
FIRST BANCORP/PUERTO RICOCOMMON STOCK3186727061,12587,113SHDFND2 0 0 87,113
FIRST BANCSHARES INC/THECOMMON STOCK3189161031194,176SHDFND14,176 0 0
FIRST BANCSHARES INC/THECOMMON STOCK3189161031314,564SHDFND2 0 0 4,564
FIRST BUSEY CORPCOMMON STOCK3193832042089,091SHDFND19,091 0 0
FIRST BUSEY CORPCOMMON STOCK31938320423810,406SHDFND2 0 0 10,406
FIRST COMMONWEALTH FINANCIAL CORPCOMMON STOCK31982910718914,105SHDFND114,105 0 0
FIRST COMMONWEALTH FINANCIAL CORPCOMMON STOCK31982910721616,098SHDFND2 0 0 16,098
FIRST FINANCIAL CORP/INCOMMON STOCK3202181002134,794SHDFND14,794 0 0
FIRST FINANCIAL CORP/INCOMMON STOCK3202181002405,398SHDFND2 0 0 5,398
FIRST FOUNDATION INCCOMMON STOCK32026V1041728,402SHDFND18,402 0 0
FIRST FOUNDATION INCCOMMON STOCK32026V1044,304210,158SHDFND2 0 0 210,158
FIRST INDUSTRIAL REALTY TRUST INCCOMMON STOCK32054K1031,57933,264SHDFND133,264 0 0
FIRST INDUSTRIAL REALTY TRUST INCCOMMON STOCK32054K1031,94040,854SHDFND22,097 0 38,757
FIRST REPUBLIC BANK/CACOMMON STOCK33616C1001561,083SHDFND11,083 0 0
FIRST REPUBLIC BANK/CACOMMON STOCK33616C10067,795470,148SHDFND24,509 0 465,639
FIRSTENERGY CORPCOMMON STOCK3379321071,38135,963SHDFND135,963 0 0
FIRSTENERGY CORPCOMMON STOCK3379321071,94750,718SHDFND22,613 0 48,105
FISERV INCCOMMON STOCK3377381082112,368SHDFND12,368 0 0
FISERV INCCOMMON STOCK337738108 0 0 SHDFND2 0 0 0
FIVE BELOW INCCOMMON STOCK33829M1013703,265SHDFND13,265 0 0
FIVE BELOW INCCOMMON STOCK33829M10110,61693,588SHDFND2 0 0 93,588
FIVE STAR BANCORPCOMMON STOCK33830T103133SHDFND133 0 0
FIVE STAR BANCORPCOMMON STOCK33830T1033,788143,360SHDFND2 0 0 143,360
FIVE9 INCCONV. NOTE338307AD3812832,000SHDFND1 0 0 832,000
FIVE9 INCCONV. NOTE338307AD3546560,000SHDFND2 0 0 560,000
FIVERR INTERNATIONAL LTDCONVERTIBLE ZERO33835LAA31,3741,825,000SHDFND1 0 0 1,825,000
FIVERR INTERNATIONAL LTDCONVERTIBLE ZERO33835LAA35,4047,177,000SHDFND2 0 0 7,177,000
FLAGSTAR BANCORP INCCOMMON STOCK33793070590125,420SHDFND125,420 0 0
FLAGSTAR BANCORP INCCOMMON STOCK3379307051,02428,893SHDFND2 0 0 28,893
FLEETCOR TECHNOLOGIES INCCOMMON STOCK3390411051,2656,020SHDFND16,020 0 0
FLEETCOR TECHNOLOGIES INCCOMMON STOCK3390411051,8098,612SHDFND2443 0 8,169
FLEX LTDCOMMON STOCKY2573F1027,022485,300SHDFND1 0 0 485,300
FLEX LTDCOMMON STOCKY2573F102 0 0 SHDFND2 0 0 0
FLUENCE ENERGY INCCOMMON STOCK34379V10317918,848SHDFND118,848 0 0
FLUENCE ENERGY INCCOMMON STOCK34379V1031,967207,462SHDFND23,310 0 204,152
FOOT LOCKER INCCOMMON STOCK3448491041505,925SHDFND15,925 0 0
FOOT LOCKER INCCOMMON STOCK3448491041686,660SHDFND2 0 0 6,660
FORD MOTOR COCOMMON STOCK3453708608,041722,435SHDFND1722,435 0 0
FORD MOTOR COCOMMON STOCK34537086011,7721,057,639SHDFND254,444 0 1,003,195
FORD MOTOR COCONVERTIBLE ZERO345370CZ12,1402,347,000SHDFND1 0 0 2,347,000
FORD MOTOR COCONVERTIBLE ZERO345370CZ113,94615,292,000SHDFND2 0 0 15,292,000
FORTINET INCCOMMON STOCK34959E1091,49626,439SHDFND126,439 0 0
FORTINET INCCOMMON STOCK34959E1092,03535,975SHDFND21,830 0 34,145
FORTIVE CORPCOMMON STOCK34959J10812,052221,629SHDFND1221,629 0 0
FORTIVE CORPCOMMON STOCK34959J108116,9842,151,228SHDFND227,407 0 2,123,821
FOUR CORNERS PROPERTY TRUST INCCOMMON STOCK35086T1091706,380SHDFND16,380 0 0
FOUR CORNERS PROPERTY TRUST INCCOMMON STOCK35086T1091897,107SHDFND2 0 0 7,107
FRANKLIN ELECTRIC CO INCCOMMON STOCK3535141021752,385SHDFND12,385 0 0
FRANKLIN ELECTRIC CO INCCOMMON STOCK3535141021992,723SHDFND2 0 0 2,723
FREEPORT-MCMORAN INCCOMMON STOCK35671D85789,6263,063,084SHDFND13,063,084 0 0
FREEPORT-MCMORAN INCCOMMON STOCK35671D857298,29710,194,691SHDFND2462,068 0 9,732,623
FRONTDOOR INCCOMMON STOCK35905A1091,41358,686SHDFND158,686 0 0
FRONTDOOR INCCOMMON STOCK35905A1092,13288,558SHDFND24,557 0 84,001
FRONTIER COMMUNICATIONS PARENT INCCOMMON STOCK35909D10990238,307SHDFND138,307 0 0
FRONTIER COMMUNICATIONS PARENT INCCOMMON STOCK35909D1092,10789,505SHDFND224,240 0 65,265
FULGENT GENETICS INCCOMMON STOCK35966410988816,279SHDFND116,279 0 0
FULGENT GENETICS INCCOMMON STOCK3596641091,01718,654SHDFND2 0 0 18,654
FULTON FINANCIAL CORPCOMMON STOCK36027110055438,325SHDFND138,325 0 0
FULTON FINANCIAL CORPCOMMON STOCK36027110063343,813SHDFND2 0 0 43,813
GAMING AND LEISURE PROPERTIES INCCOMMON STOCK36467J10880,3411,751,872SHDFND11,751,872 0 0
GAMING AND LEISURE PROPERTIES INCCOMMON STOCK36467J108298,5896,510,886SHDFND2319,390 0 6,191,496
GARMIN LTDORDINARY SHARESH2906T1091,98420,198SHDFND120,198 0 0
GARMIN LTDORDINARY SHARESH2906T1092,84128,916SHDFND21,428 0 27,488
GARTNER INCCOMMON STOCK3666511077,63831,585SHDFND131,585 0 0
GARTNER INCCOMMON STOCK36665110725,989107,470SHDFND22,378 0 105,092
GENERAC HOLDINGS INCCOMMON STOCK3687361048,98542,667SHDFND142,667 0 0
GENERAC HOLDINGS INCCOMMON STOCK368736104 0 0 SHDFND2 0 0 0
GENERAL DYNAMICS CORPCOMMON STOCK36955010814,84067,072SHDFND167,072 0 0
GENERAL DYNAMICS CORPCOMMON STOCK36955010822,09699,867SHDFND25,136 0 94,731
GENERAL ELECTRIC COCOMMON STOCK3696043019,820154,239SHDFND1154,239 0 0
GENERAL ELECTRIC COCOMMON STOCK36960430131,442493,824SHDFND224,665 0 469,159
GENERAL MOTORS COCOMMON STOCK37045V10078,0122,456,294SHDFND12,456,294 0 0
GENERAL MOTORS COCOMMON STOCK37045V100234,3347,378,277SHDFND2365,616 0 7,012,661
GENTHERM INCCOMMON STOCK37253A1031782,857SHDFND12,857 0 0
GENTHERM INCCOMMON STOCK37253A1032043,261SHDFND2 0 0 3,261
GENUINE PARTS COCOMMON STOCK3724601053,51526,425SHDFND126,425 0 0
GENUINE PARTS COCOMMON STOCK3724601055,19139,028SHDFND21,999 0 37,029
GENWORTH FINANCIAL INCCOMMON STOCK37247D106902255,627SHDFND1255,627 0 0
GENWORTH FINANCIAL INCCOMMON STOCK37247D1061,036293,440SHDFND2 0 0 293,440
G-III APPAREL GROUP LTDCOMMON STOCK36237H1011547,621SHDFND17,621 0 0
G-III APPAREL GROUP LTDCOMMON STOCK36237H1011768,698SHDFND2 0 0 8,698
GILEAD SCIENCES INCCOMMON STOCK3755581035428,766SHDFND18,766 0 0
GILEAD SCIENCES INCCOMMON STOCK375558103 0 0 SHDFND2 0 0 0
GINKGO BIOWORKS HOLDINGS INCCOMMON STOCK37611X1001,055443,382SHDFND1443,382 0 0
GINKGO BIOWORKS HOLDINGS INCCOMMON STOCK37611X100578242,685SHDFND272,228 0 170,457
GLAUKOS CORPCOMMON STOCK3773221022405,279SHDFND15,279 0 0
GLAUKOS CORPCOMMON STOCK3773221022746,023SHDFND2 0 0 6,023
GMS INCCOMMON STOCK36251C10347810,740SHDFND110,740 0 0
GMS INCCOMMON STOCK36251C10354012,142SHDFND2 0 0 12,142
GODADDY INCCOMMON STOCK3802371071,48221,307SHDFND121,307 0 0
GODADDY INCCOMMON STOCK3802371072,23932,184SHDFND21,653 0 30,531
GOGREEN INVESTMENTS CORPSTOCK UNITG9461B127 0 0 SHDFND1 0 0 0
GOGREEN INVESTMENTS CORPSTOCK UNITG9461B1272,480245,761SHDFND2 0 0 245,761
GOLAR LNG LTDORDINARY SHARESG9456A10043018,908SHDFND118,908 0 0
GOLAR LNG LTDORDINARY SHARESG9456A10049121,582SHDFND2 0 0 21,582
GOLDEN ENTERTAINMENT INCCOMMON STOCK3810131013508,841SHDFND18,841 0 0
GOLDEN ENTERTAINMENT INCCOMMON STOCK38101310140010,109SHDFND2 0 0 10,109
GOLDMAN SACHS GROUP INC/THECOMMON STOCK38141G104146,905494,597SHDFND1494,597 0 0
GOLDMAN SACHS GROUP INC/THECOMMON STOCK38141G104496,6171,672,000SHDFND273,211 0 1,598,789
GOODYEAR TIRE & RUBBER CO/THECOMMON STOCK38255010129427,423SHDFND127,423 0 0
GOODYEAR TIRE & RUBBER CO/THECOMMON STOCK38255010133130,923SHDFND2 0 0 30,923
GRAFTECH INTERNATIONAL LTDCOMMON STOCK38431350816222,856SHDFND122,856 0 0
GRAFTECH INTERNATIONAL LTDCOMMON STOCK38431350818626,338SHDFND2 0 0 26,338
GRANITE POINT MORTGAGE TRUST INCCOMMON STOCK38741L10717117,874SHDFND117,874 0 0
GRANITE POINT MORTGAGE TRUST INCCOMMON STOCK38741L10719620,479SHDFND2 0 0 20,479
GREAT SOUTHERN BANCORP INCCOMMON STOCK3909051071722,930SHDFND12,930 0 0
GREAT SOUTHERN BANCORP INCCOMMON STOCK3909051071973,370SHDFND2 0 0 3,370
GROUP 1 AUTOMOTIVE INCCOMMON STOCK3989051092031,196SHDFND11,196 0 0
GROUP 1 AUTOMOTIVE INCCOMMON STOCK3989051092321,367SHDFND2 0 0 1,367
GUARDANT HEALTH INCCONVERTIBLE ZERO40131MAB5207336,000SHDFND1 0 0 336,000
GUARDANT HEALTH INCCONVERTIBLE ZERO40131MAB52,5554,138,000SHDFND2 0 0 4,138,000
GUIDEWIRE SOFTWARE INCCONV. NOTE40171VAA8126137,000SHDFND1 0 0 137,000
GUIDEWIRE SOFTWARE INCCONV. NOTE40171VAA8440480,000SHDFND2 0 0 480,000
GXO LOGISTICS INCCOMMON STOCK36262G101 0 0 SHDFND1 0 0 0
GXO LOGISTICS INCCOMMON STOCK36262G1019,292214,744SHDFND2 0 0 214,744
H&E EQUIPMENT SERVICES INCCOMMON STOCK4040301081214,190SHDFND14,190 0 0
H&E EQUIPMENT SERVICES INCCOMMON STOCK4040301082,970102,535SHDFND2 0 0 102,535
HACKETT GROUP INC/THECOMMON STOCK40460910922311,764SHDFND111,764 0 0
HACKETT GROUP INC/THECOMMON STOCK4046091094,665245,927SHDFND2 0 0 245,927
HAIN CELESTIAL GROUP INC/THECOMMON STOCK40521710045819,278SHDFND119,278 0 0
HAIN CELESTIAL GROUP INC/THECOMMON STOCK40521710052021,896SHDFND2 0 0 21,896
HALLIBURTON COCOMMON STOCK4062161011,18237,681SHDFND137,681 0 0
HALLIBURTON COCOMMON STOCK4062161011,61351,420SHDFND22,648 0 48,772
HALOZYME THERAPEUTICS INCCOMMON STOCK40637H10951111,606SHDFND111,606 0 0
HALOZYME THERAPEUTICS INCCOMMON STOCK40637H10913,274301,690SHDFND2 0 0 301,690
HALOZYME THERAPEUTICS INCCONV. NOTE40637HAD19511,078,000SHDFND1 0 0 1,078,000
HALOZYME THERAPEUTICS INCCONV. NOTE40637HAD17,3688,352,000SHDFND2 0 0 8,352,000
HAMILTON LANE INCCOMMON STOCK4074971062273,375SHDFND13,375 0 0
HAMILTON LANE INCCOMMON STOCK4074971065,49081,715SHDFND2 0 0 81,715
HANCOCK WHITNEY CORPCOMMON STOCK4101201091,06323,988SHDFND123,988 0 0
HANCOCK WHITNEY CORPCOMMON STOCK4101201091,23427,836SHDFND2 0 0 27,836
HANMI FINANCIAL CORPCOMMON STOCK41049520425711,440SHDFND111,440 0 0
HANMI FINANCIAL CORPCOMMON STOCK41049520430113,427SHDFND2 0 0 13,427
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCCOMMON STOCK41068X100128SHDFND128 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INCCOMMON STOCK41068X1006,651175,685SHDFND23,070 0 172,615
HASBRO INCCOMMON STOCK4180561072252,754SHDFND12,754 0 0
HASBRO INCCOMMON STOCK418056107 0 0 SHDFND2 0 0 0
HAYNES INTERNATIONAL INCCOMMON STOCK420877201129SHDFND129 0 0
HAYNES INTERNATIONAL INCCOMMON STOCK4208772014,201128,196SHDFND2 0 0 128,196
HCA HEALTHCARE INCCOMMON STOCK40412C10140,538241,214SHDFND1241,214 0 0
HCA HEALTHCARE INCCOMMON STOCK40412C10183,083494,368SHDFND2624 0 493,744
HEALTH CARE SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y209 0 0 SHDFND1 0 0 0
HEALTH CARE SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y2099,10671,011SHDFND2 0 0 71,011
HEALTHEQUITY INCCOMMON STOCK42226A107120SHDFND120 0 0
HEALTHEQUITY INCCOMMON STOCK42226A1077,655124,696SHDFND22,176 0 122,520
HEALTHSTREAM INCCOMMON STOCK42222N1031969,044SHDFND19,044 0 0
HEALTHSTREAM INCCOMMON STOCK42222N10322710,450SHDFND2 0 0 10,450
HEICO CORPCOMMON STOCK4228061091,41910,819SHDFND110,819 0 0
HEICO CORPCOMMON STOCK4228061092,14716,376SHDFND2844 0 15,532
HEIDRICK & STRUGGLES INTERNATIONAL INCCOMMON STOCK4228191022126,561SHDFND16,561 0 0
HEIDRICK & STRUGGLES INTERNATIONAL INCCOMMON STOCK4228191022437,502SHDFND2 0 0 7,502
HERC HOLDINGS INCCOMMON STOCK42704L1041591,764SHDFND11,764 0 0
HERC HOLDINGS INCCOMMON STOCK42704L1041852,051SHDFND2 0 0 2,051
HERITAGE INSURANCE HOLDINGS INCCOMMON STOCK42727J102 0 0 SHDFND1 0 0 0
HERITAGE INSURANCE HOLDINGS INCCOMMON STOCK42727J102748283,443SHDFND2 0 0 283,443
HERSHEY CO/THECOMMON STOCK42786610855,395257,461SHDFND1257,461 0 0
HERSHEY CO/THECOMMON STOCK42786610894,109437,392SHDFND2576 0 436,816
HILLENBRAND INCCOMMON STOCK43157110889321,802SHDFND121,802 0 0
HILLENBRAND INCCOMMON STOCK4315711081,02024,900SHDFND2 0 0 24,900
HILLTOP HOLDINGS INCCOMMON STOCK43274810147817,940SHDFND117,940 0 0
HILLTOP HOLDINGS INCCOMMON STOCK43274810154720,507SHDFND2 0 0 20,507
HILTON WORLDWIDE HOLDINGS INCCOMMON STOCK43300A20358,488524,840SHDFND1524,840 0 0
HILTON WORLDWIDE HOLDINGS INCCOMMON STOCK43300A203307,1852,756,505SHDFND297,383 0 2,659,122
HOLOGIC INCCOMMON STOCK4364401013,42449,402SHDFND149,402 0 0
HOLOGIC INCCOMMON STOCK4364401014,49264,821SHDFND23,311 0 61,510
HOME DEPOT INC/THECOMMON STOCK43707610258,248212,376SHDFND1212,376 0 0
HOME DEPOT INC/THECOMMON STOCK437076102177,636647,670SHDFND212,236 0 635,434
HOMESTREET INCCOMMON STOCK43785V1021704,912SHDFND14,912 0 0
HOMESTREET INCCOMMON STOCK43785V1021985,706SHDFND2 0 0 5,706
HONEYWELL INTERNATIONAL INCCOMMON STOCK43851610682,074472,206SHDFND1472,206 0 0
HONEYWELL INTERNATIONAL INCCOMMON STOCK438516106296,3881,705,242SHDFND264,454 0 1,640,788
HOOKER FURNISHINGS CORPCOMMON STOCK439038100153SHDFND153 0 0
HOOKER FURNISHINGS CORPCOMMON STOCK4390381003,713238,800SHDFND2 0 0 238,800
HOPE BANCORP INCCOMMON STOCK43940T10967548,767SHDFND148,767 0 0
HOPE BANCORP INCCOMMON STOCK43940T10977155,712SHDFND2 0 0 55,712
HORACE MANN EDUCATORS CORPCOMMON STOCK44032710472118,794SHDFND118,794 0 0
HORACE MANN EDUCATORS CORPCOMMON STOCK44032710482721,540SHDFND2 0 0 21,540
HORIZON BANCORP INC/INCOMMON STOCK44040710418010,316SHDFND110,316 0 0
HORIZON BANCORP INC/INCOMMON STOCK44040710420511,773SHDFND2 0 0 11,773
HORIZON THERAPEUTICS PLCCOMMON STOCKG46188101 0 0 SHDFND1 0 0 0
HORIZON THERAPEUTICS PLCCOMMON STOCKG4618810126,855336,700SHDFND2 0 0 336,700
HOSTESS BRANDS INCCOMMON STOCK44109J1061,06350,133SHDFND150,133 0 0
HOSTESS BRANDS INCCOMMON STOCK44109J1061,21357,198SHDFND2 0 0 57,198
HUB GROUP INCCOMMON STOCK4433201066058,527SHDFND18,527 0 0
HUB GROUP INCCOMMON STOCK4433201066919,741SHDFND2 0 0 9,741
HUBSPOT INCCONV. NOTE443573AD2495384,000SHDFND1 0 0 384,000
HUBSPOT INCCONV. NOTE443573AD22,2721,764,000SHDFND2 0 0 1,764,000
HUMANA INCCOMMON STOCK4448591021,7843,812SHDFND13,812 0 0
HUMANA INCCOMMON STOCK4448591022,3204,956SHDFND2255 0 4,701
IBEX HOLDINGS LTDCOMMON STOCKG4690M101155SHDFND155 0 0
IBEX HOLDINGS LTDCOMMON STOCKG4690M1014,165246,909SHDFND2 0 0 246,909
ICF INTERNATIONAL INCCOMMON STOCK44925C1036046,354SHDFND16,354 0 0
ICF INTERNATIONAL INCCOMMON STOCK44925C10312,971136,540SHDFND2 0 0 136,540
ICICI BANK LTDCOMMON STOCK - ADR45104G10438,9372,194,877SHDFND12,194,877 0 0
ICICI BANK LTDCOMMON STOCK - ADR45104G10424113,596SHDFND213,596 0 0
ICON PLCORDINARY SHARESG4705A10020,99996,904SHDFND196,904 0 0
ICON PLCORDINARY SHARESG4705A10088,876410,132SHDFND2 0 0 410,132
IDEXX LABORATORIES INCCOMMON STOCK45168D10436,430103,869SHDFND1103,869 0 0
IDEXX LABORATORIES INCCOMMON STOCK45168D10464,714184,513SHDFND2445 0 184,068
IGM BIOSCIENCES INCCOMMON STOCK4495851081699,387SHDFND19,387 0 0
IGM BIOSCIENCES INCCOMMON STOCK44958510820211,204SHDFND2 0 0 11,204
IHEARTMEDIA INCCOMMON STOCK45174J50947159,643SHDFND159,643 0 0
IHEARTMEDIA INCCOMMON STOCK45174J5091,229155,716SHDFND211,439 0 144,277
ILLINOIS TOOL WORKS INCCOMMON STOCK4523081092121,165SHDFND11,165 0 0
ILLINOIS TOOL WORKS INCCOMMON STOCK452308109 0 0 SHDFND2 0 0 0
ILLUMINA INCCOMMON STOCK4523271091,2626,843SHDFND16,843 0 0
ILLUMINA INCCOMMON STOCK4523271091,7279,367SHDFND2480 0 8,887
ILLUMINA INCCONVERTIBLE ZERO452327AK5763803,000SHDFND1 0 0 803,000
ILLUMINA INCCONVERTIBLE ZERO452327AK5344362,000SHDFND2 0 0 362,000
IMAX CORPCONV. NOTE45245EAJ8 0 0 SHDFND1 0 0 0
IMAX CORPCONV. NOTE45245EAJ87,1868,101,000SHDFND2 0 0 8,101,000
IMMUNITYBIO INCCOMMON STOCK45256X10330381,472SHDFND181,472 0 0
IMMUNITYBIO INCCOMMON STOCK45256X10334893,678SHDFND2 0 0 93,678
IMMUNOGEN INCCOMMON STOCK45253H10144198,099SHDFND198,099 0 0
IMMUNOGEN INCCOMMON STOCK45253H101505112,271SHDFND2 0 0 112,271
INARI MEDICAL INCCOMMON STOCK45332Y1091862,736SHDFND12,736 0 0
INARI MEDICAL INCCOMMON STOCK45332Y1092123,121SHDFND2 0 0 3,121
INCYTE CORPCOMMON STOCK45337C1021,48619,566SHDFND119,566 0 0
INCYTE CORPCOMMON STOCK45337C1022,08027,383SHDFND21,373 0 26,010
INDEPENDENT BANK CORP/MICOMMON STOCK453838609995,149SHDFND15,149 0 0
INDEPENDENT BANK CORP/MICOMMON STOCK4538386091145,904SHDFND2 0 0 5,904
INDUSTRIAL LOGISTICS PROPERTIES TRUSTCOMMON STOCK45623710618312,981SHDFND112,981 0 0
INDUSTRIAL LOGISTICS PROPERTIES TRUSTCOMMON STOCK45623710620614,662SHDFND2 0 0 14,662
INFOSYS LTDCOMMON STOCK - ADR45678810824,4491,320,832SHDFND11,320,832 0 0
INFOSYS LTDCOMMON STOCK - ADR4567881081849,927SHDFND29,927 0 0
INGERSOLL RAND INCCOMMON STOCK45687V1067,424176,435SHDFND1176,435 0 0
INGERSOLL RAND INCCOMMON STOCK45687V106115,7482,750,657SHDFND235,232 0 2,715,425
INGEVITY CORPCOMMON STOCK45688C107112SHDFND112 0 0
INGEVITY CORPCOMMON STOCK45688C1074,49371,163SHDFND21,243 0 69,920
INGLES MARKETS INCCOMMON STOCK4570301044004,611SHDFND14,611 0 0
INGLES MARKETS INCCOMMON STOCK4570301044585,279SHDFND2 0 0 5,279
INMODE LTDORDINARY SHARESM5425M10339517,643SHDFND117,643 0 0
INMODE LTDORDINARY SHARESM5425M1039,408419,812SHDFND2 0 0 419,812
INNOSPEC INCCOMMON STOCK45768S1055876,131SHDFND16,131 0 0
INNOSPEC INCCOMMON STOCK45768S1056727,014SHDFND2 0 0 7,014
INNOVIVA INCCOMMON STOCK45781M101 0 0 SHDFND1 0 0 0
INNOVIVA INCCOMMON STOCK45781M10154,8443,715,729SHDFND2 0 0 3,715,729
INNOVIVA INCCONV. NOTE45781MAB7603555,000SHDFND1 0 0 555,000
INNOVIVA INCCONV. NOTE45781MAB75,5515,113,000SHDFND2 0 0 5,113,000
INSMED INCCOMMON STOCK4576693071849,345SHDFND19,345 0 0
INSMED INCCOMMON STOCK4576693074,153210,605SHDFND2 0 0 210,605
INSMED INCCONV. NOTE457669AB5598719,000SHDFND1 0 0 719,000
INSMED INCCONV. NOTE457669AB53,2123,861,000SHDFND2 0 0 3,861,000
INSPIRE MEDICAL SYSTEMS INCCOMMON STOCK4577301091,0255,612SHDFND15,612 0 0
INSPIRE MEDICAL SYSTEMS INCCOMMON STOCK4577301091,1706,404SHDFND2 0 0 6,404
INSULET CORPCONV. NOTE45784PAK71,3051,145,000SHDFND1 0 0 1,145,000
INSULET CORPCONV. NOTE45784PAK75,4644,793,000SHDFND2 0 0 4,793,000
INTEGER HOLDINGS CORPCOMMON STOCK45826H1091852,620SHDFND12,620 0 0
INTEGER HOLDINGS CORPCOMMON STOCK45826H1092112,987SHDFND2 0 0 2,987
INTEGRA LIFESCIENCES HOLDINGS CORPCONV. NOTE457985AM1 0 0 SHDFND1 0 0 0
INTEGRA LIFESCIENCES HOLDINGS CORPCONV. NOTE457985AM1237253,000SHDFND2 0 0 253,000
INTEL CORPCOMMON STOCK4581401001,93651,755SHDFND151,755 0 0
INTEL CORPCOMMON STOCK45814010022,722607,383SHDFND22,450 0 604,933
INTELLIA THERAPEUTICS INCCOMMON STOCK45826J1051262,438SHDFND12,438 0 0
INTELLIA THERAPEUTICS INCCOMMON STOCK45826J1052,75853,280SHDFND2 0 0 53,280
INTERCEPT PHARMACEUTICALS INCCOMMON STOCK45845P10818713,521SHDFND113,521 0 0
INTERCEPT PHARMACEUTICALS INCCOMMON STOCK45845P10821315,433SHDFND2 0 0 15,433
INTERCONTINENTAL EXCHANGE INCCOMMON STOCK45866F1045215,536SHDFND15,536 0 0
INTERCONTINENTAL EXCHANGE INCCOMMON STOCK45866F104 0 0 SHDFND2 0 0 0
INTERNATIONAL BANCSHARES CORPORATIONCOMMON STOCK4590441032035,069SHDFND15,069 0 0
INTERNATIONAL BANCSHARES CORPORATIONCOMMON STOCK4590441032325,782SHDFND2 0 0 5,782
INTERNATIONAL BUSINESS MACHINES CORPCOMMON STOCK4592001015183,672SHDFND13,672 0 0
INTERNATIONAL BUSINESS MACHINES CORPCOMMON STOCK459200101 0 0 SHDFND2 0 0 0
INTERNATIONAL GAME TECHNOLOGY PLCCOMMON STOCKG4863A10877841,923SHDFND141,923 0 0
INTERNATIONAL GAME TECHNOLOGY PLCCOMMON STOCKG4863A10889147,988SHDFND2 0 0 47,988
INTERNATIONAL MONEY EXPRESS INCCOMMON STOCK46005L10146322,613SHDFND122,613 0 0
INTERNATIONAL MONEY EXPRESS INCCOMMON STOCK46005L10151525,138SHDFND2 0 0 25,138
INTERNATIONAL PAPER COCOMMON STOCK460146103651,563SHDFND11,563 0 0
INTERNATIONAL PAPER COCOMMON STOCK46014610313,055312,089SHDFND2 0 0 312,089
INTERPUBLIC GROUP OF COS INC/THECOMMON STOCK4606901001,28146,526SHDFND146,526 0 0
INTERPUBLIC GROUP OF COS INC/THECOMMON STOCK4606901001,86767,809SHDFND23,491 0 64,318
INTREPID POTASH INCCOMMON STOCK46121Y2012455,408SHDFND15,408 0 0
INTREPID POTASH INCCOMMON STOCK46121Y2012796,170SHDFND2 0 0 6,170
INTUIT INCCOMMON STOCK46120210396,597250,614SHDFND1215,480 0 35,134
INTUIT INCCOMMON STOCK461202103256,350665,084SHDFND210,576 0 654,508
INTUITIVE SURGICAL INCCOMMON STOCK46120E60235,817178,452SHDFND1178,452 0 0
INTUITIVE SURGICAL INCCOMMON STOCK46120E602109,344544,785SHDFND22,588 0 542,197
INVITATION HOMES INCCOMMON STOCK46187W1071,33437,487SHDFND137,487 0 0
INVITATION HOMES INCCOMMON STOCK46187W1072,01056,489SHDFND22,908 0 53,581
IQVIA HOLDINGS INCCOMMON STOCK46266C10557,758266,177SHDFND1266,177 0 0
IQVIA HOLDINGS INCCOMMON STOCK46266C105142,637657,344SHDFND21,547 0 655,797
IRONWOOD PHARMACEUTICALS INCCOMMON STOCK46333X108 0 0 SHDFND1 0 0 0
IRONWOOD PHARMACEUTICALS INCCOMMON STOCK46333X10856,5114,901,198SHDFND229,563 0 4,871,635
IRONWOOD PHARMACEUTICALS INCCONV. NOTE46333XAH1135125,000SHDFND1 0 0 125,000
IRONWOOD PHARMACEUTICALS INCCONV. NOTE46333XAH17,5386,980,000SHDFND2 0 0 6,980,000
ISHARES CORE MSCI EMERGING MARKETS ETFEXCHANGE TRADED FUNDS46434G10316,643339,238SHDFND1339,238 0 0
ISHARES CORE MSCI EMERGING MARKETS ETFEXCHANGE TRADED FUNDS46434G1039,424192,082SHDFND21,965 0 190,117
ISHARES MSCI SAUDI ARABIA ETFEXCHANGE TRADED FUNDS46434V4232054,948SHDFND14,948 0 0
ISHARES MSCI SAUDI ARABIA ETFEXCHANGE TRADED FUNDS46434V423691,671SHDFND2 0 0 1,671
ISHARES RUSSELL 1000 VALUE ETFEXCHANGE TRADED FUNDS46428759815,768108,764SHDFND1108,764 0 0
ISHARES RUSSELL 1000 VALUE ETFEXCHANGE TRADED FUNDS4642875981,2818,833SHDFND28,616 0 217
ISHARES S&P 500 VALUE ETFEXCHANGE TRADED FUNDS464287408 0 0 SHDFND1 0 0 0
ISHARES S&P 500 VALUE ETFEXCHANGE TRADED FUNDS4642874082411,752SHDFND21,752 0 0
ISTAR INCCOMMON STOCK45031U10124117,585SHDFND117,585 0 0
ISTAR INCCOMMON STOCK45031U10127019,719SHDFND2 0 0 19,719
ITEOS THERAPEUTICS INCCOMMON STOCK46565G10435117,055SHDFND117,055 0 0
ITEOS THERAPEUTICS INCCOMMON STOCK46565G10439419,147SHDFND2 0 0 19,147
ITRON INCCOMMON STOCK46574110696119,451SHDFND119,451 0 0
ITRON INCCOMMON STOCK4657411061,09422,140SHDFND2 0 0 22,140
IVERIC BIO INCCOMMON STOCK46583P102818,407SHDFND18,407 0 0
IVERIC BIO INCCOMMON STOCK46583P102838,595SHDFND2 0 0 8,595
JABIL INCCOMMON STOCK466313103113SHDFND113 0 0
JABIL INCCOMMON STOCK4663131032,92657,138SHDFND2 0 0 57,138
JAZZ INVESTMENTS I LTDCONV. NOTE472145AD3464469,000SHDFND1 0 0 469,000
JAZZ INVESTMENTS I LTDCONV. NOTE472145AD31,5761,593,000SHDFND2 0 0 1,593,000
JAZZ INVESTMENTS I LTDCONV. NOTE472145AF8999852,000SHDFND1 0 0 852,000
JAZZ INVESTMENTS I LTDCONV. NOTE472145AF8 0 0 SHDFND2 0 0 0
JD.COM INCCOMMON STOCK - ADR47215P1067,045109,706SHDFND1109,706 0 0
JD.COM INCCOMMON STOCK - ADR47215P1064,69973,171SHDFND2545 0 72,626
JETBLUE AIRWAYS CORPCONV. NOTE477143AP6275374,000SHDFND1 0 0 374,000
JETBLUE AIRWAYS CORPCONV. NOTE477143AP63,5874,877,000SHDFND2 0 0 4,877,000
JOHN B SANFILIPPO & SON INCCOMMON STOCK8004221071822,509SHDFND12,509 0 0
JOHN B SANFILIPPO & SON INCCOMMON STOCK8004221072082,870SHDFND2 0 0 2,870
JOHN BEAN TECHNOLOGIES CORPCONV. NOTE477839AB01,1711,271,000SHDFND1 0 0 1,271,000
JOHN BEAN TECHNOLOGIES CORPCONV. NOTE477839AB07,2987,924,000SHDFND2 0 0 7,924,000
JOHN WILEY & SONS INCCOMMON STOCK9682232061713,581SHDFND13,581 0 0
JOHN WILEY & SONS INCCOMMON STOCK9682232061934,039SHDFND2 0 0 4,039
JOHNSON & JOHNSONCOMMON STOCK478160104132,660747,336SHDFND1747,336 0 0
JOHNSON & JOHNSONCOMMON STOCK478160104569,9763,210,953SHDFND2102,510 0 3,108,443
JOHNSON CONTROLS INTERNATIONAL PLCCOMMON STOCKG51502105128,8112,690,295SHDFND12,690,295 0 0
JOHNSON CONTROLS INTERNATIONAL PLCCOMMON STOCKG51502105342,5237,153,770SHDFND2254,333 0 6,899,437
JONES LANG LASALLE INCCOMMON STOCK48020Q1071,3027,444SHDFND17,444 0 0
JONES LANG LASALLE INCCOMMON STOCK48020Q1071,97711,304SHDFND2577 0 10,727
JPMORGAN CHASE & COCOMMON STOCK46625H10087,305775,283SHDFND1775,283 0 0
JPMORGAN CHASE & COCOMMON STOCK46625H100226,0432,007,304SHDFND285,747 0 1,921,557
KAMAN CORPCOMMON STOCK4835481031615,159SHDFND15,159 0 0
KAMAN CORPCOMMON STOCK4835481031956,235SHDFND2 0 0 6,235
KARAT PACKAGING INCCOMMON STOCK48563L101 0 23SHDFND123 0 0
KARAT PACKAGING INCCOMMON STOCK48563L1018,407492,778SHDFND2 0 0 492,778
KBR INCCOMMON STOCK48242W1062966,114SHDFND16,114 0 0
KBR INCCOMMON STOCK48242W1067,459154,151SHDFND2 0 0 154,151
KENNEDY-WILSON HOLDINGS INCCOMMON STOCK48939810721711,473SHDFND111,473 0 0
KENNEDY-WILSON HOLDINGS INCCOMMON STOCK48939810724913,139SHDFND2 0 0 13,139
KEURIG DR PEPPER INCCOMMON STOCK49271V10075,7712,141,027SHDFND12,141,027 0 0
KEURIG DR PEPPER INCCOMMON STOCK49271V100234,0746,614,117SHDFND2270,211 0 6,343,906
KEYCORPCOMMON STOCK49326710813,531785,293SHDFND1785,293 0 0
KEYCORPCOMMON STOCK49326710858,7753,411,174SHDFND2132,624 0 3,278,550
KFORCE INCCOMMON STOCK4937321013856,280SHDFND16,280 0 0
KFORCE INCCOMMON STOCK4937321014407,179SHDFND2 0 0 7,179
KINDER MORGAN INCCOMMON STOCK49456B1011,44486,150SHDFND186,150 0 0
KINDER MORGAN INCCOMMON STOCK49456B1011,62196,690SHDFND24,975 0 91,715
KINSALE CAPITAL GROUP INCCOMMON STOCK49714P1086943,024SHDFND13,024 0 0
KINSALE CAPITAL GROUP INCCOMMON STOCK49714P10816,53572,004SHDFND2 0 0 72,004
KKR & CO INCCOMMON STOCK48251W1045,072109,564SHDFND1109,564 0 0
KKR & CO INCCOMMON STOCK48251W10486,6801,872,545SHDFND229,929 0 1,842,616
KKR & CO INCCONVERTIBLE PREF48251W40182513,920SHDFND1 0 0 13,920
KKR & CO INCCONVERTIBLE PREF48251W4018,990151,724SHDFND2 0 0 151,724
KLA CORPCOMMON STOCK4824801001,6535,182SHDFND15,182 0 0
KLA CORPCOMMON STOCK4824801002,2377,010SHDFND2353 0 6,657
KNOWLES CORPCOMMON STOCK49926D10960334,820SHDFND134,820 0 0
KNOWLES CORPCOMMON STOCK49926D10969039,816SHDFND2 0 0 39,816
KONTOOR BRANDS INCCOMMON STOCK50050N1031664,961SHDFND14,961 0 0
KONTOOR BRANDS INCCOMMON STOCK50050N1031915,723SHDFND2 0 0 5,723
KORN FERRYCOMMON STOCK5006432001,21020,862SHDFND120,862 0 0
KORN FERRYCOMMON STOCK5006432004,79182,572SHDFND2 0 0 82,572
KRAFT HEINZ CO/THECOMMON STOCK5007541061,57241,223SHDFND141,223 0 0
KRAFT HEINZ CO/THECOMMON STOCK5007541062,20857,898SHDFND22,978 0 54,920
KURA SUSHI USA INCCOMMON STOCK501270102 0 0 SHDFND1 0 0 0
KURA SUSHI USA INCCOMMON STOCK5012701023,82177,136SHDFND2 0 0 77,136
LABORATORY CORP OF AMERICA HOLDINGSCOMMON STOCK50540R4092,37610,137SHDFND110,137 0 0
LABORATORY CORP OF AMERICA HOLDINGSCOMMON STOCK50540R4093,39714,495SHDFND2769 0 13,726
LADDER CAPITAL CORPCOMMON STOCK5057431041103SHDFND1103 0 0
LADDER CAPITAL CORPCOMMON STOCK5057431044,914466,190SHDFND2 0 0 466,190
LAKELAND BANCORP INCCOMMON STOCK511637100159SHDFND159 0 0
LAKELAND BANCORP INCCOMMON STOCK5116371003,923268,360SHDFND2 0 0 268,360
LAM RESEARCH CORPCOMMON STOCK5128071081,4053,298SHDFND13,298 0 0
LAM RESEARCH CORPCOMMON STOCK51280710828,96367,964SHDFND2218 0 67,746
LAMAR ADVERTISING COCOMMON STOCK5128161091,28214,576SHDFND114,576 0 0
LAMAR ADVERTISING COCOMMON STOCK5128161091,93922,045SHDFND21,130 0 20,915
LANTHEUS HOLDINGS INCCOMMON STOCK5165441031,94429,444SHDFND129,444 0 0
LANTHEUS HOLDINGS INCCOMMON STOCK51654410333,171502,365SHDFND2 0 0 502,365
LAUREATE EDUCATION INCCOMMON STOCK51861320392780,150SHDFND180,150 0 0
LAUREATE EDUCATION INCCOMMON STOCK5186132031,05791,378SHDFND2 0 0 91,378
LEMONADE INCCOMMON STOCK52567D10781844,803SHDFND144,803 0 0
LEMONADE INCCOMMON STOCK52567D10793050,926SHDFND2 0 0 50,926
LENDINGTREE INCCONV. NOTE52603BAD9325482,000SHDFND1 0 0 482,000
LENDINGTREE INCCONV. NOTE52603BAD934,000SHDFND2 0 0 4,000
LEVI STRAUSS & COCOMMON STOCK52736R1024,485274,835SHDFND1274,835 0 0
LEVI STRAUSS & COCOMMON STOCK52736R10248,1572,950,795SHDFND239,714 0 2,911,081
LI AUTO INCCOMMON STOCK - ADR50202M1025,215136,138SHDFND1136,138 0 0
LI AUTO INCCOMMON STOCK - ADR50202M1021,93350,461SHDFND2332 0 50,129
LIBERTY ENERGY INCCOMMON STOCK53115L10423718,571SHDFND118,571 0 0
LIBERTY ENERGY INCCOMMON STOCK53115L1048,985704,188SHDFND2 0 0 704,188
LIBERTY GLOBAL PLCCOMMON STOCKG5480U104 0 0 SHDFND1 0 0 0
LIBERTY GLOBAL PLCCOMMON STOCKG5480U10414,568692,066SHDFND227 0 692,039
LIBERTY GLOBAL PLCCOMMON STOCKG5480U1205,766261,043SHDFND1261,043 0 0
LIBERTY GLOBAL PLCCOMMON STOCKG5480U12044,3752,008,840SHDFND25,096 0 2,003,744
LIBERTY LATIN AMERICA LTDORDINARY SHARESG9001E12872793,271SHDFND193,271 0 0
LIBERTY LATIN AMERICA LTDORDINARY SHARESG9001E128825105,944SHDFND2 0 0 105,944
LIBERTY MEDIA CORPCONV. NOTE531229AB8260222,000SHDFND1 0 0 222,000
LIBERTY MEDIA CORPCONV. NOTE531229AB84,9554,233,000SHDFND2 0 0 4,233,000
LIBERTY MEDIA CORP-LIBERTY FORMULA ONECONV. NOTE531229AF9959556,000SHDFND1 0 0 556,000
LIBERTY MEDIA CORP-LIBERTY FORMULA ONECONV. NOTE531229AF9428248,000SHDFND2 0 0 248,000
LIFE STORAGE INCCOMMON STOCK53223X1073,70133,146SHDFND133,146 0 0
LIFE STORAGE INCCOMMON STOCK53223X1075,58349,997SHDFND22,562 0 47,435
LINDE PLCORDINARY SHARESG5494J1037,94727,639SHDFND127,639 0 0
LINDE PLCORDINARY SHARESG5494J103124,806434,062SHDFND25,633 0 428,429
LIONS GATE ENTERTAINMENT CORPCOMMON STOCK535919401182SHDFND182 0 0
LIONS GATE ENTERTAINMENT CORPCOMMON STOCK5359194013,436369,012SHDFND2 0 0 369,012
LITHIA MOTORS INCCOMMON STOCK5367971033111,132SHDFND11,132 0 0
LITHIA MOTORS INCCOMMON STOCK5367971039,20833,505SHDFND2 0 0 33,505
LITTELFUSE INCCOMMON STOCK5370081044941,945SHDFND11,945 0 0
LITTELFUSE INCCOMMON STOCK53700810412,29948,415SHDFND2 0 0 48,415
LIVANOVA PLCORDINARY SHARESG5509L1011,05316,853SHDFND116,853 0 0
LIVANOVA PLCORDINARY SHARESG5509L1011,19919,195SHDFND2 0 0 19,195
LIVE NATION ENTERTAINMENT INCCOMMON STOCK53803410951,360621,941SHDFND1621,941 0 0
LIVE NATION ENTERTAINMENT INCCOMMON STOCK53803410987,9871,065,471SHDFND21,774 0 1,063,697
LIVENT CORPCOMMON STOCK53814L1081155,052SHDFND15,052 0 0
LIVENT CORPCOMMON STOCK53814L1082,820124,285SHDFND2 0 0 124,285
LIVERAMP HOLDINGS INCCOMMON STOCK53815P10869126,778SHDFND126,778 0 0
LIVERAMP HOLDINGS INCCOMMON STOCK53815P10878130,249SHDFND2 0 0 30,249
LKQ CORPCOMMON STOCK5018892081,37728,041SHDFND128,041 0 0
LKQ CORPCOMMON STOCK50188920813,362272,190SHDFND22,089 0 270,101
LOCKHEED MARTIN CORPCOMMON STOCK53983010910,42924,255SHDFND124,255 0 0
LOCKHEED MARTIN CORPCOMMON STOCK53983010914,43833,581SHDFND21,717 0 31,864
LOWE'S COS INCCOMMON STOCK5486611071,75810,066SHDFND110,066 0 0
LOWE'S COS INCCOMMON STOCK54866110743,204247,346SHDFND2582 0 246,764
LOYALTY VENTURES INCCOMMON STOCK54911Q10718551,731SHDFND151,731 0 0
LOYALTY VENTURES INCCOMMON STOCK54911Q10721560,215SHDFND2 0 0 60,215
LSI INDUSTRIES INCCOMMON STOCK50216C1081131SHDFND1131 0 0
LSI INDUSTRIES INCCOMMON STOCK50216C1083,634589,000SHDFND2 0 0 589,000
LULULEMON ATHLETICA INCORDINARY SHARES55002110957,192209,795SHDFND1209,795 0 0
LULULEMON ATHLETICA INCORDINARY SHARES550021109109,432401,425SHDFND21,567 0 399,858
LUMENTUM HOLDINGS INCCONV. NOTE55024UAD11,7651,723,000SHDFND1 0 0 1,723,000
LUMENTUM HOLDINGS INCCONV. NOTE55024UAD18,5068,303,000SHDFND2 0 0 8,303,000
LYFT INCCONV. NOTE55087PAB0290343,000SHDFND1 0 0 343,000
LYFT INCCONV. NOTE55087PAB02,5302,989,000SHDFND2 0 0 2,989,000
LYONDELLBASELL INDUSTRIES NVCOMMON STOCKN537451001,23314,099SHDFND114,099 0 0
LYONDELLBASELL INDUSTRIES NVCOMMON STOCKN537451001,72319,706SHDFND21,027 0 18,679
MADISON SQUARE GARDEN SPORTS CORPCOMMON STOCK55825T10313,14987,077SHDFND187,077 0 0
MADISON SQUARE GARDEN SPORTS CORPCOMMON STOCK55825T103 0 0 SHDFND2 0 0 0
MAGNA INTERNATIONAL INCORDINARY SHARES559222401 0 0 SHDFND1 0 0 0
MAGNA INTERNATIONAL INCORDINARY SHARES55922240125,692467,974SHDFND218 0 467,956
MAGNOLIA OIL & GAS CORPCOMMON STOCK55966310935216,752SHDFND116,752 0 0
MAGNOLIA OIL & GAS CORPCOMMON STOCK55966310911,158531,565SHDFND2 0 0 531,565
MANHATTAN ASSOCIATES INCCOMMON STOCK56275010916,434143,401SHDFND1143,401 0 0
MANHATTAN ASSOCIATES INCCOMMON STOCK56275010916,674145,499SHDFND21,279 0 144,220
MANPOWERGROUP INCCOMMON STOCK56418H1001,43718,807SHDFND118,807 0 0
MANPOWERGROUP INCCOMMON STOCK56418H1002,18728,623SHDFND21,466 0 27,157
MARATHON OIL CORPCOMMON STOCK5658491067,623339,081SHDFND1339,081 0 0
MARATHON OIL CORPCOMMON STOCK56584910611,497511,425SHDFND226,213 0 485,212
MARATHON PETROLEUM CORPCOMMON STOCK56585A1023,99248,555SHDFND148,555 0 0
MARATHON PETROLEUM CORPCOMMON STOCK56585A1025,65768,809SHDFND23,556 0 65,253
MARCUS & MILLICHAP INCCOMMON STOCK56632410954414,718SHDFND114,718 0 0
MARCUS & MILLICHAP INCCOMMON STOCK56632410961616,640SHDFND2 0 0 16,640
MARINEMAX INCCOMMON STOCK5679081081634,524SHDFND14,524 0 0
MARINEMAX INCCOMMON STOCK5679081081875,171SHDFND2 0 0 5,171
MARRIOTT INTERNATIONAL INC/MDCOMMON STOCK5719032021,2359,083SHDFND19,083 0 0
MARRIOTT INTERNATIONAL INC/MDCOMMON STOCK5719032021,56511,507SHDFND2591 0 10,916
MARSH & MCLENNAN COS INCCOMMON STOCK5717481021,99112,822SHDFND112,822 0 0
MARSH & MCLENNAN COS INCCOMMON STOCK5717481022,35715,183SHDFND2751 0 14,432
MARVELL TECHNOLOGY INCCOMMON STOCK57387410431,603726,007SHDFND1726,007 0 0
MARVELL TECHNOLOGY INCCOMMON STOCK57387410456,3071,293,525SHDFND22,145 0 1,291,380
MASONITE INTERNATIONAL CORPCOMMON STOCK5753851092373,086SHDFND13,086 0 0
MASONITE INTERNATIONAL CORPCOMMON STOCK5753851092723,543SHDFND2 0 0 3,543
MASTERCARD INCCOMMON STOCK57636Q104179,041567,518SHDFND1483,967 0 83,551
MASTERCARD INCCOMMON STOCK57636Q104379,4681,202,827SHDFND211,984 0 1,190,843
MASTERCRAFT BOAT HOLDINGS INCCOMMON STOCK57637H1031617,671SHDFND17,671 0 0
MASTERCRAFT BOAT HOLDINGS INCCOMMON STOCK57637H1031888,948SHDFND2 0 0 8,948
MATADOR RESOURCES COCOMMON STOCK5764852053076,589SHDFND16,589 0 0
MATADOR RESOURCES COCOMMON STOCK5764852057,423159,320SHDFND2 0 0 159,320
MATERIALS SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y100 0 0 SHDFND1 0 0 0
MATERIALS SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y1008,040109,237SHDFND2 0 0 109,237
MATERION CORPCOMMON STOCK5766901011862,521SHDFND12,521 0 0
MATERION CORPCOMMON STOCK5766901012122,874SHDFND2 0 0 2,874
MATSON INCCOMMON STOCK57686G10593312,802SHDFND112,802 0 0
MATSON INCCOMMON STOCK57686G1051,07414,740SHDFND2 0 0 14,740
MAXAR TECHNOLOGIES INCCOMMON STOCK57778K105135SHDFND135 0 0
MAXAR TECHNOLOGIES INCCOMMON STOCK57778K1054,206161,200SHDFND2 0 0 161,200
MAXLINEAR INCCOMMON STOCK57776J10068920,267SHDFND120,267 0 0
MAXLINEAR INCCOMMON STOCK57776J10078823,184SHDFND2 0 0 23,184
MCCORMICK & CO INC/MDCOMMON STOCK5797802065,07861,003SHDFND161,003 0 0
MCCORMICK & CO INC/MDCOMMON STOCK579780206119,3791,433,977SHDFND218,722 0 1,415,255
MCDONALD'S CORPCOMMON STOCK5801351012,53610,273SHDFND110,273 0 0
MCDONALD'S CORPCOMMON STOCK58013510120,87884,568SHDFND2369 0 84,199
MCKESSON CORPCOMMON STOCK58155Q103139,535427,747SHDFND1427,747 0 0
MCKESSON CORPCOMMON STOCK58155Q103523,2091,603,901SHDFND267,517 0 1,536,384
MEDIFAST INCCOMMON STOCK58470H1011941,075SHDFND11,075 0 0
MEDIFAST INCCOMMON STOCK58470H1012211,223SHDFND2 0 0 1,223
MEDPACE HOLDINGS INCCOMMON STOCK58506Q1098165,452SHDFND15,452 0 0
MEDPACE HOLDINGS INCCOMMON STOCK58506Q10914,971100,030SHDFND2 0 0 100,030
MEDTRONIC PLCCOMMON STOCKG5960L1038,46194,269SHDFND194,269 0 0
MEDTRONIC PLCCOMMON STOCKG5960L10331,152347,098SHDFND29,693 0 337,405
MERCADOLIBRE INCORDINARY SHARES58733R1025,1598,101SHDFND18,101 0 0
MERCADOLIBRE INCORDINARY SHARES58733R1023,3805,307SHDFND239 0 5,268
MERCK & CO INCCOMMON STOCK58933Y105155,3061,703,473SHDFND11,703,473 0 0
MERCK & CO INCCOMMON STOCK58933Y105670,0537,349,491SHDFND2217,236 0 7,132,255
MERCURY SYSTEMS INCCOMMON STOCK5893781081432,228SHDFND12,228 0 0
MERCURY SYSTEMS INCCOMMON STOCK5893781082,09432,545SHDFND2 0 0 32,545
MERIDIAN BIOSCIENCE INCCOMMON STOCK58958410172923,951SHDFND123,951 0 0
MERIDIAN BIOSCIENCE INCCOMMON STOCK58958410183327,369SHDFND2 0 0 27,369
MERIT MEDICAL SYSTEMS INCCOMMON STOCK5898891041162,139SHDFND12,139 0 0
MERIT MEDICAL SYSTEMS INCCOMMON STOCK5898891041,55028,570SHDFND2 0 0 28,570
MESA LABORATORIES INCCOMMON STOCK59064R10915SHDFND15 0 0
MESA LABORATORIES INCCOMMON STOCK59064R1095,91629,008SHDFND2513 0 28,495
META FINANCIAL GROUP INCCOMMON STOCK59100U10860915,761SHDFND115,761 0 0
META FINANCIAL GROUP INCCOMMON STOCK59100U10869017,849SHDFND2 0 0 17,849
META PLATFORMS INCCOMMON STOCK30303M102181,2681,124,145SHDFND11,002,314 0 121,831
META PLATFORMS INCCOMMON STOCK30303M102527,6323,272,136SHDFND2132,304 0 3,139,832
METLIFE INCCOMMON STOCK59156R10814,717234,380SHDFND1234,380 0 0
METLIFE INCCOMMON STOCK59156R10821,940349,414SHDFND217,988 0 331,426
METROPOLITAN BANK HOLDING CORPCOMMON STOCK59177410419SHDFND19 0 0
METROPOLITAN BANK HOLDING CORPCOMMON STOCK5917741043,20346,140SHDFND2 0 0 46,140
MFA MORTGAGE INVESTMENTS INCCOMMON STOCK55272X60715714,614SHDFND114,614 0 0
MFA MORTGAGE INVESTMENTS INCCOMMON STOCK55272X60718417,093SHDFND2 0 0 17,093
MGIC INVESTMENT CORPCOMMON STOCK5528481031,513120,070SHDFND1120,070 0 0
MGIC INVESTMENT CORPCOMMON STOCK5528481032,060163,464SHDFND28,442 0 155,022
MICROCHIP TECHNOLOGY INCCOMMON STOCK5950171044637,966SHDFND12,259 0 5,707
MICROCHIP TECHNOLOGY INCCOMMON STOCK5950171042,92850,418SHDFND25,994 0 44,424
MICRON TECHNOLOGY INCCOMMON STOCK5951121032514,537SHDFND14,537 0 0
MICRON TECHNOLOGY INCCOMMON STOCK595112103 0 0 SHDFND2 0 0 0
MICROSOFT CORPCOMMON STOCK594918104854,7663,328,140SHDFND13,099,313 0 228,827
MICROSOFT CORPCOMMON STOCK5949181042,656,51110,343,459SHDFND2190,072 0 10,153,387
MIDDLEBY CORP/THECONV. NOTE596278AB72,1221,879,000SHDFND1 0 0 1,879,000
MIDDLEBY CORP/THECONV. NOTE596278AB77,4866,628,000SHDFND2 0 0 6,628,000
MIDLAND STATES BANCORP INCCOMMON STOCK5977421051285,313SHDFND15,313 0 0
MIDLAND STATES BANCORP INCCOMMON STOCK5977421051445,997SHDFND2 0 0 5,997
MINERALS TECHNOLOGIES INCCOMMON STOCK6031581064116,707SHDFND16,707 0 0
MINERALS TECHNOLOGIES INCCOMMON STOCK6031581064717,680SHDFND2 0 0 7,680
MODERNA INCCOMMON STOCK60770K1071,66711,673SHDFND111,673 0 0
MODERNA INCCOMMON STOCK60770K1072,17315,211SHDFND2783 0 14,428
MODINE MANUFACTURING COCOMMON STOCK60782810023422,177SHDFND122,177 0 0
MODINE MANUFACTURING COCOMMON STOCK60782810026024,644SHDFND2 0 0 24,644
MOLINA HEALTHCARE INCCOMMON STOCK60855R1003,90313,959SHDFND113,959 0 0
MOLINA HEALTHCARE INCCOMMON STOCK60855R1005,84820,915SHDFND21,065 0 19,850
MOLSON COORS BEVERAGE COCOMMON STOCK60871R20943793SHDFND1793 0 0
MOLSON COORS BEVERAGE COCOMMON STOCK60871R20922,825418,723SHDFND218 0 418,705
MONDELEZ INTERNATIONAL INCCOMMON STOCK6092071052,12834,277SHDFND134,277 0 0
MONDELEZ INTERNATIONAL INCCOMMON STOCK6092071052,10933,967SHDFND21,749 0 32,218
MONGODB INCCOMMON STOCK60937P1069343,600SHDFND1 0 0 3,600
MONGODB INCCOMMON STOCK60937P106 0 0 SHDFND2 0 0 0
MONGODB INCCONV. NOTE60937PAD81,233882,000SHDFND1 0 0 882,000
MONGODB INCCONV. NOTE60937PAD86,4684,625,000SHDFND2 0 0 4,625,000
MONOLITHIC POWER SYSTEMS INCCOMMON STOCK6098391051,4153,685SHDFND13,685 0 0
MONOLITHIC POWER SYSTEMS INCCOMMON STOCK6098391052,0455,326SHDFND2271 0 5,055
MONTROSE ENVIRONMENTAL GROUP INCCOMMON STOCK61511110140511,989SHDFND111,989 0 0
MONTROSE ENVIRONMENTAL GROUP INCCOMMON STOCK6151111019,242273,755SHDFND2 0 0 273,755
MOOG INCCOMMON STOCK6153942026307,931SHDFND17,931 0 0
MOOG INCCOMMON STOCK6153942027229,095SHDFND2 0 0 9,095
MORGAN STANLEYCOMMON STOCK6174464484375,740SHDFND15,740 0 0
MORGAN STANLEYCOMMON STOCK61744644820,425268,535SHDFND27 0 268,528
MOVADO GROUP INCCOMMON STOCK6245801061645,289SHDFND15,289 0 0
MOVADO GROUP INCCOMMON STOCK6245801061876,036SHDFND2 0 0 6,036
MP MATERIALS CORPCOMMON STOCK5533681011263,916SHDFND13,916 0 0
MP MATERIALS CORPCOMMON STOCK5533681013,08396,105SHDFND2 0 0 96,105
MR COOPER GROUP INCCOMMON STOCK62482R10787823,907SHDFND123,907 0 0
MR COOPER GROUP INCCOMMON STOCK62482R10799927,178SHDFND2 0 0 27,178
MRC GLOBAL INCCOMMON STOCK55345K10330130,193SHDFND130,193 0 0
MRC GLOBAL INCCOMMON STOCK55345K1034,934495,368SHDFND2 0 0 495,368
MSCI INCCOMMON STOCK55354G10042,036101,991SHDFND1101,991 0 0
MSCI INCCOMMON STOCK55354G10081,345197,368SHDFND2748 0 196,620
MUELLER INDUSTRIES INCCOMMON STOCK62475610281315,249SHDFND115,249 0 0
MUELLER INDUSTRIES INCCOMMON STOCK62475610292917,436SHDFND2 0 0 17,436
MURPHY USA INCCOMMON STOCK626755102183786SHDFND1786 0 0
MURPHY USA INCCOMMON STOCK626755102208893SHDFND2 0 0 893
MYR GROUP INCCOMMON STOCK55405W1042132,421SHDFND12,421 0 0
MYR GROUP INCCOMMON STOCK55405W1042462,788SHDFND2 0 0 2,788
N-ABLE INCCOMMON STOCK62878D10016918,777SHDFND118,777 0 0
N-ABLE INCCOMMON STOCK62878D10019021,101SHDFND2 0 0 21,101
NABORS INDUSTRIES INCCONV. NOTE62957HAB13,7634,135,000SHDFND1 0 0 4,135,000
NABORS INDUSTRIES INCCONV. NOTE62957HAB13,6043,960,000SHDFND2 0 0 3,960,000
NATIONAL BANK HOLDINGS CORPCOMMON STOCK6337071042727,095SHDFND17,095 0 0
NATIONAL BANK HOLDINGS CORPCOMMON STOCK6337071043118,132SHDFND2 0 0 8,132
NATIONAL HEALTH INVESTORS INCCOMMON STOCK63633D1042373,916SHDFND13,916 0 0
NATIONAL HEALTH INVESTORS INCCOMMON STOCK63633D1042714,469SHDFND2 0 0 4,469
NATIONAL PRESTO INDUSTRIES INCCOMMON STOCK6372151041682,555SHDFND12,555 0 0
NATIONAL PRESTO INDUSTRIES INCCOMMON STOCK6372151041922,924SHDFND2 0 0 2,924
NATIONAL VISION HOLDINGS INCCONV. NOTE63845RAB3285254,000SHDFND1 0 0 254,000
NATIONAL VISION HOLDINGS INCCONV. NOTE63845RAB32,4292,166,000SHDFND2 0 0 2,166,000
NAVIENT CORPCOMMON STOCK63938C10894367,432SHDFND167,432 0 0
NAVIENT CORPCOMMON STOCK63938C1081,07276,612SHDFND2 0 0 76,612
NBT BANCORP INCCOMMON STOCK6287781023469,197SHDFND19,197 0 0
NBT BANCORP INCCOMMON STOCK62877810239710,554SHDFND2 0 0 10,554
NCL CORP LTDCONV. NOTE62886HAX9304316,000SHDFND1 0 0 316,000
NCL CORP LTDCONV. NOTE62886HAX93,7553,906,000SHDFND2 0 0 3,906,000
NCR CORPCOMMON STOCK62886E108 0 0 SHDFND1 0 0 0
NCR CORPCOMMON STOCK62886E10812,621405,676SHDFND217 0 405,659
NEOGAMES SAORDINARY SHARESL6673X107876,495SHDFND16,495 0 0
NEOGAMES SAORDINARY SHARESL6673X107957,102SHDFND2 0 0 7,102
NEOGENOMICS INCCONV. NOTE64049MAB67081,142,000SHDFND1 0 0 1,142,000
NEOGENOMICS INCCONV. NOTE64049MAB65,0288,106,000SHDFND2 0 0 8,106,000
NETAPP INCCOMMON STOCK64110D1041,35620,781SHDFND120,781 0 0
NETAPP INCCOMMON STOCK64110D1041,95429,953SHDFND21,541 0 28,412
NETFLIX INCCOMMON STOCK64110L1069115,208SHDFND15,208 0 0
NETFLIX INCCOMMON STOCK64110L1069095,200SHDFND2266 0 4,934
NETSCOUT SYSTEMS INCCOMMON STOCK64115T1042447,199SHDFND17,199 0 0
NETSCOUT SYSTEMS INCCOMMON STOCK64115T1042788,216SHDFND2 0 0 8,216
NEUROCRINE BIOSCIENCES INCCONV. NOTE64125CAD1731555,000SHDFND1 0 0 555,000
NEUROCRINE BIOSCIENCES INCCONV. NOTE64125CAD1469356,000SHDFND2 0 0 356,000
NEW JERSEY RESOURCES CORPCOMMON STOCK6460251062896,484SHDFND16,484 0 0
NEW JERSEY RESOURCES CORPCOMMON STOCK6460251063257,297SHDFND2 0 0 7,297
NEW RESIDENTIAL INVESTMENT CORPCOMMON STOCK64828T2011,160124,480SHDFND1124,480 0 0
NEW RESIDENTIAL INVESTMENT CORPCOMMON STOCK64828T2015,920635,206SHDFND29,663 0 625,543
NEW YORK MORTGAGE TRUST INCCOMMON STOCK64960450117463,138SHDFND163,138 0 0
NEW YORK MORTGAGE TRUST INCCOMMON STOCK64960450120172,723SHDFND2 0 0 72,723
NEW YORK TIMES CO/THECOMMON STOCK6501111071,14440,987SHDFND140,987 0 0
NEW YORK TIMES CO/THECOMMON STOCK6501111071,72361,744SHDFND23,181 0 58,563
NEWPARK RESOURCES INCCOMMON STOCK6517185041241SHDFND1241 0 0
NEWPARK RESOURCES INCCOMMON STOCK6517185043,3341,078,837SHDFND2 0 0 1,078,837
NEWS CORPCOMMON STOCK65249B1091,28782,632SHDFND182,632 0 0
NEWS CORPCOMMON STOCK65249B1091,904122,204SHDFND26,291 0 115,913
NEWS CORPCOMMON STOCK65249B20822013,832SHDFND113,832 0 0
NEWS CORPCOMMON STOCK65249B208 0 0 SHDFND2 0 0 0
NEXTERA ENERGY INCCOMMON STOCK65339F1017039,082SHDFND19,082 0 0
NEXTERA ENERGY INCCOMMON STOCK65339F101120,7651,559,062SHDFND225,998 0 1,533,064
NEXTERA ENERGY INCCONVERTIBLE PREF65339F7703356,775SHDFND1 0 0 6,775
NEXTERA ENERGY INCCONVERTIBLE PREF65339F77019,549395,175SHDFND2 0 0 395,175
NEXTGEN HEALTHCARE INCCOMMON STOCK65343C10246126,415SHDFND126,415 0 0
NEXTGEN HEALTHCARE INCCOMMON STOCK65343C10253630,706SHDFND2 0 0 30,706
NGM BIOPHARMACEUTICALS INCCOMMON STOCK62921N10522417,455SHDFND117,455 0 0
NGM BIOPHARMACEUTICALS INCCOMMON STOCK62921N10525820,111SHDFND2 0 0 20,111
NIKE INCCOMMON STOCK65410610379,138774,342SHDFND1774,342 0 0
NIKE INCCOMMON STOCK654106103151,4771,482,165SHDFND26,179 0 1,475,986
NISOURCE INCCOMMON STOCK65473P1051,35345,873SHDFND145,873 0 0
NISOURCE INCCOMMON STOCK65473P1051,97266,873SHDFND23,446 0 63,427
NOMAD FOODS LTDORDINARY SHARESG6564A105 0 0 SHDFND1 0 0 0
NOMAD FOODS LTDORDINARY SHARESG6564A1056,217311,000SHDFND2 0 0 311,000
NORDSON CORPCOMMON STOCK6556631022,37211,716SHDFND111,716 0 0
NORDSON CORPCOMMON STOCK6556631023,29316,268SHDFND2833 0 15,435
NORFOLK SOUTHERN CORPCOMMON STOCK655844108221971SHDFND1971 0 0
NORFOLK SOUTHERN CORPCOMMON STOCK655844108 0 0 SHDFND2 0 0 0
NORTHROP GRUMMAN CORPCOMMON STOCK666807102187,775392,366SHDFND1392,366 0 0
NORTHROP GRUMMAN CORPCOMMON STOCK666807102648,2691,354,597SHDFND259,333 0 1,295,264
NORTHWEST NATURAL HOLDING COCOMMON STOCK66765N10560111,320SHDFND111,320 0 0
NORTHWEST NATURAL HOLDING COCOMMON STOCK66765N10568112,817SHDFND2 0 0 12,817
NOVA LTDORDINARY SHARESM7516K1036076,859SHDFND16,859 0 0
NOVA LTDORDINARY SHARESM7516K10315,419174,162SHDFND2 0 0 174,162
NOVANTA INCCOMMON STOCK67000B1044924,053SHDFND14,053 0 0
NOVANTA INCCOMMON STOCK67000B10412,508103,145SHDFND2 0 0 103,145
NOVOCURE LTDCONVERTIBLE ZERO67011XAB9 0 0 SHDFND1 0 0 0
NOVOCURE LTDCONVERTIBLE ZERO67011XAB9227265,000SHDFND2 0 0 265,000
NOW INCCOMMON STOCK67011P10087789,721SHDFND189,721 0 0
NOW INCCOMMON STOCK67011P1001,002102,438SHDFND2 0 0 102,438
NRG ENERGY INCCOMMON STOCK629377508108,3272,838,023SHDFND12,838,023 0 0
NRG ENERGY INCCOMMON STOCK629377508347,2169,096,560SHDFND2412,536 0 8,684,024
NRG ENERGY INCCONVERTIBLE BONDS629377CG5582542,000SHDFND1 0 0 542,000
NRG ENERGY INCCONVERTIBLE BONDS629377CG55,5755,193,000SHDFND2 0 0 5,193,000
NUCOR CORPCOMMON STOCK6703461051161,109SHDFND11,109 0 0
NUCOR CORPCOMMON STOCK67034610519,890190,498SHDFND26 0 190,492
NUTANIX INCCOMMON STOCK67059N1081,30389,051SHDFND189,051 0 0
NUTANIX INCCOMMON STOCK67059N1081,965134,322SHDFND26,916 0 127,406
NV5 GLOBAL INCCOMMON STOCK62945V1091761,506SHDFND11,506 0 0
NV5 GLOBAL INCCOMMON STOCK62945V1092001,717SHDFND2 0 0 1,717
NVENT ELECTRIC PLCORDINARY SHARESG6700G107128SHDFND128 0 0
NVENT ELECTRIC PLCORDINARY SHARESG6700G1073,863123,300SHDFND2 0 0 123,300
NVIDIA CORPCOMMON STOCK67066G104131,400866,811SHDFND1784,136 0 82,675
NVIDIA CORPCOMMON STOCK67066G104273,4931,804,164SHDFND216,397 0 1,787,767
NXP SEMICONDUCTORS NVORDINARY SHARESN6596X10933,701227,666SHDFND1227,666 0 0
NXP SEMICONDUCTORS NVORDINARY SHARESN6596X109104,664707,049SHDFND241,095 0 665,954
NYXOAH SAORDINARY SHARESB6S7WD106 0 0 SHDFND1 0 0 0
NYXOAH SAORDINARY SHARESB6S7WD1061,833192,942SHDFND2 0 0 192,942
OASIS PETROLEUM INCCOMMON STOCK6742152074,48536,867SHDFND136,867 0 0
OASIS PETROLEUM INCCOMMON STOCK67421520710,97390,200SHDFND21,254 0 88,946
OCCIDENTAL PETROLEUM CORPCOMMON STOCK6745991051,68928,681SHDFND128,681 0 0
OCCIDENTAL PETROLEUM CORPCOMMON STOCK6745991052,23037,876SHDFND21,972 0 35,904
OCCIDENTAL PETROLEUM CORPWARRANTS67459916242911,617SHDFND1 0 0 11,617
OCCIDENTAL PETROLEUM CORPWARRANTS6745991622,81376,088SHDFND2 0 0 76,088
OCEANEERING INTERNATIONAL INCCOMMON STOCK67523210260957,029SHDFND157,029 0 0
OCEANEERING INTERNATIONAL INCCOMMON STOCK67523210269665,181SHDFND2 0 0 65,181
OCEANFIRST FINANCIAL CORPCOMMON STOCK67523410827614,424SHDFND114,424 0 0
OCEANFIRST FINANCIAL CORPCOMMON STOCK67523410831616,523SHDFND2 0 0 16,523
O-I GLASS INCCOMMON STOCK67098H10475954,245SHDFND154,245 0 0
O-I GLASS INCCOMMON STOCK67098H10486862,015SHDFND2 0 0 62,015
OKTA INCCONV. NOTE679295AF21,9852,386,000SHDFND1 0 0 2,386,000
OKTA INCCONV. NOTE679295AF211,78114,160,000SHDFND2 0 0 14,160,000
OLD DOMINION FREIGHT LINE INCCOMMON STOCK67958010010,41140,625SHDFND140,625 0 0
OLD DOMINION FREIGHT LINE INCCOMMON STOCK679580100 0 0 SHDFND2 0 0 0
OLD REPUBLIC INTERNATIONAL CORPCOMMON STOCK6802231041,27957,213SHDFND157,213 0 0
OLD REPUBLIC INTERNATIONAL CORPCOMMON STOCK6802231041,93786,610SHDFND24,470 0 82,140
OLIN CORPCOMMON STOCK6806652051,38329,884SHDFND129,884 0 0
OLIN CORPCOMMON STOCK6806652054,05387,569SHDFND22,333 0 85,236
OMNICELL INCCOMMON STOCK68213N1092902,548SHDFND12,548 0 0
OMNICELL INCCOMMON STOCK68213N1097,05261,995SHDFND2 0 0 61,995
OMNICELL INCCONV. NOTE68213NAD1673529,000SHDFND1 0 0 529,000
OMNICELL INCCONV. NOTE68213NAD14,1083,228,000SHDFND2 0 0 3,228,000
ON SEMICONDUCTOR CORPCONVERTIBLE ZERO682189AS42,7272,369,000SHDFND1 0 0 2,369,000
ON SEMICONDUCTOR CORPCONVERTIBLE ZERO682189AS49,9698,661,000SHDFND2 0 0 8,661,000
ONE GAS INCCOMMON STOCK68235P108111SHDFND111 0 0
ONE GAS INCCOMMON STOCK68235P1084,01149,400SHDFND2 0 0 49,400
ONEMAIN HOLDINGS INCCOMMON STOCK68268W1032,15357,595SHDFND157,595 0 0
ONEMAIN HOLDINGS INCCOMMON STOCK68268W1033,64897,598SHDFND215,934 0 81,664
ONESPAN INCCOMMON STOCK68287N10015312,844SHDFND112,844 0 0
ONESPAN INCCOMMON STOCK68287N10017915,009SHDFND2 0 0 15,009
ONTO INNOVATION INCCOMMON STOCK6833441054085,847SHDFND15,847 0 0
ONTO INNOVATION INCCOMMON STOCK6833441058,103116,185SHDFND2 0 0 116,185
OPTION CARE HEALTH INCCOMMON STOCK68404L2011,57756,737SHDFND156,737 0 0
OPTION CARE HEALTH INCCOMMON STOCK68404L20141,3461,487,812SHDFND2 0 0 1,487,812
ORACLE CORPCOMMON STOCK68389X10585,7361,227,081SHDFND1984,281 0 242,800
ORACLE CORPCOMMON STOCK68389X105287,3744,112,979SHDFND2172,546 0 3,940,433
O'REILLY AUTOMOTIVE INCCOMMON STOCK67103H107133,454211,242SHDFND1211,242 0 0
O'REILLY AUTOMOTIVE INCCOMMON STOCK67103H107345,511546,903SHDFND221,112 0 525,791
ORIENTAL FINL GROUP INC COMCOMMON STOCK67103X10232512,787SHDFND112,787 0 0
ORIENTAL FINL GROUP INC COMCOMMON STOCK67103X1024,925193,909SHDFND2 0 0 193,909
ORIGIN BANCORP INCCOMMON STOCK68621T102120SHDFND120 0 0
ORIGIN BANCORP INCCOMMON STOCK68621T1023,66794,500SHDFND2 0 0 94,500
ORION ENGINEERED CARBONS SAORDINARY SHARESL7296710918611,987SHDFND111,987 0 0
ORION ENGINEERED CARBONS SAORDINARY SHARESL7296710921313,735SHDFND2 0 0 13,735
ORION OFFICE REIT INCCOMMON STOCK68629Y10346342,215SHDFND142,215 0 0
ORION OFFICE REIT INCCOMMON STOCK68629Y10352748,114SHDFND2 0 0 48,114
ORTHOFIX MEDICAL INCCOMMON STOCK68752M1081807,653SHDFND17,653 0 0
ORTHOFIX MEDICAL INCCOMMON STOCK68752M1082068,766SHDFND2 0 0 8,766
OTIS WORLDWIDE CORPCOMMON STOCK68902V1079,198130,155SHDFND1130,155 0 0
OTIS WORLDWIDE CORPCOMMON STOCK68902V10768,367967,411SHDFND219,402 0 948,009
OTTER TAIL CORPCOMMON STOCK6896481033595,348SHDFND15,348 0 0
OTTER TAIL CORPCOMMON STOCK6896481034146,161SHDFND2 0 0 6,161
OUTFRONT MEDIA INCCOMMON STOCK69007J10698458,039SHDFND158,039 0 0
OUTFRONT MEDIA INCCOMMON STOCK69007J1061,11165,527SHDFND2 0 0 65,527
OXFORD INDUSTRIES INCCOMMON STOCK6914973092122,391SHDFND12,391 0 0
OXFORD INDUSTRIES INCCOMMON STOCK6914973092432,733SHDFND2 0 0 2,733
PACIRA BIOSCIENCES INCCOMMON STOCK6951271001983,398SHDFND13,398 0 0
PACIRA BIOSCIENCES INCCOMMON STOCK6951271004,80882,465SHDFND2 0 0 82,465
PACIRA BIOSCIENCES INCCONV. NOTE695127AF7245237,000SHDFND1 0 0 237,000
PACIRA BIOSCIENCES INCCONV. NOTE695127AF76,7066,492,000SHDFND2 0 0 6,492,000
PALO ALTO NETWORKS INCCOMMON STOCK697435105128,630260,416SHDFND1234,416 0 26,000
PALO ALTO NETWORKS INCCOMMON STOCK697435105222,751450,967SHDFND2872 0 450,095
PALO ALTO NETWORKS INCCONV. NOTE697435AF2800467,000SHDFND1 0 0 467,000
PALO ALTO NETWORKS INCCONV. NOTE697435AF226,14215,252,000SHDFND2 0 0 15,252,000
PARKER-HANNIFIN CORPCOMMON STOCK7010941041,3675,556SHDFND15,556 0 0
PARKER-HANNIFIN CORPCOMMON STOCK7010941041,8177,383SHDFND2363 0 7,020
PAYLOCITY HOLDING CORPCOMMON STOCK70438V1062781,596SHDFND11,596 0 0
PAYLOCITY HOLDING CORPCOMMON STOCK70438V10610,28458,963SHDFND2 0 0 58,963
PAYPAL HOLDINGS INCCOMMON STOCK70450Y1032,57136,807SHDFND136,807 0 0
PAYPAL HOLDINGS INCCOMMON STOCK70450Y10317,213246,468SHDFND23,169 0 243,299
PBF ENERGY INCCOMMON STOCK69318G10679927,524SHDFND127,524 0 0
PBF ENERGY INCCOMMON STOCK69318G10691331,460SHDFND2 0 0 31,460
PEAPACK-GLADSTONE FINANCIAL CORPCOMMON STOCK7046991071224,105SHDFND14,105 0 0
PEAPACK-GLADSTONE FINANCIAL CORPCOMMON STOCK7046991071324,452SHDFND2 0 0 4,452
PEGASYSTEMS INCCONV. NOTE705573AB9486606,000SHDFND1 0 0 606,000
PEGASYSTEMS INCCONV. NOTE705573AB9515642,000SHDFND2 0 0 642,000
PELOTON INTERACTIVE INCCOMMON STOCK70614W100 0 0 SHDFND1 0 0 0
PELOTON INTERACTIVE INCCOMMON STOCK70614W1002,786303,500SHDFND2 0 0 303,500
PENN NATIONAL GAMING INCCOMMON STOCK70756910920661SHDFND1661 0 0
PENN NATIONAL GAMING INCCOMMON STOCK7075691095,064166,471SHDFND215,634 0 150,837
PENNANTPARK INVESTMENT CORPCOMMON STOCK708062104172,723SHDFND12,723 0 0
PENNANTPARK INVESTMENT CORPCOMMON STOCK7080621043,002485,680SHDFND2 0 0 485,680
PENNYMAC FINANCIAL SERVICES INCCOMMON STOCK70932M10775617,289SHDFND117,289 0 0
PENNYMAC FINANCIAL SERVICES INCCOMMON STOCK70932M10786419,770SHDFND2 0 0 19,770
PENSKE AUTOMOTIVE GROUP INCCOMMON STOCK70959W1031,22711,716SHDFND111,716 0 0
PENSKE AUTOMOTIVE GROUP INCCOMMON STOCK70959W1031,85117,685SHDFND2908 0 16,777
PEPSICO INCCOMMON STOCK7134481084,42326,541SHDFND126,541 0 0
PEPSICO INCCOMMON STOCK71344810835,991215,953SHDFND232,472 0 183,481
PERDOCEO EDUCATION CORPCOMMON STOCK71363P10651743,914SHDFND143,914 0 0
PERDOCEO EDUCATION CORPCOMMON STOCK71363P10658849,877SHDFND2 0 0 49,877
PERFICIENT INCCOMMON STOCK71375U1017097,728SHDFND17,728 0 0
PERFICIENT INCCOMMON STOCK71375U10112,932141,042SHDFND2 0 0 141,042
PERFORMANCE FOOD GROUP COCOMMON STOCK71377A1032375,161SHDFND15,161 0 0
PERFORMANCE FOOD GROUP COCOMMON STOCK71377A1038,768190,695SHDFND2 0 0 190,695
PERIMETER SOLUTIONS SAORDINARY SHARESL7579L10617716,304SHDFND116,304 0 0
PERIMETER SOLUTIONS SAORDINARY SHARESL7579L1064,293395,995SHDFND2 0 0 395,995
PERSHING SQUARE TONTINE HOLDINGS LTDCOMMON STOCK71531R109 0 0 SHDFND1 0 0 0
PERSHING SQUARE TONTINE HOLDINGS LTDCOMMON STOCK71531R10934,2001,712,552SHDFND2 0 0 1,712,552
PFIZER INCCOMMON STOCK71708110311,772224,521SHDFND1224,521 0 0
PFIZER INCCOMMON STOCK717081103117,5572,242,177SHDFND244,752 0 2,197,425
PG&E CORPCOMMON STOCK69331C108 0 0 SHDFND1 0 0 0
PG&E CORPCOMMON STOCK69331C10821,6892,173,212SHDFND291 0 2,173,121
PG&E CORPCONVERTIBLE PREF69331C1401,07111,168SHDFND1 0 0 11,168
PG&E CORPCONVERTIBLE PREF69331C1407,94482,826SHDFND2 0 0 82,826
PHILIP MORRIS INTERNATIONAL INCCOMMON STOCK71817210917,743179,691SHDFND1179,691 0 0
PHILIP MORRIS INTERNATIONAL INCCOMMON STOCK71817210925,506258,317SHDFND213,221 0 245,096
PHILLIPS 66COMMON STOCK7185461041,60119,529SHDFND119,529 0 0
PHILLIPS 66COMMON STOCK71854610420,681252,243SHDFND21,362 0 250,881
PIEDMONT OFFICE REALTY TRUST INCCOMMON STOCK72019020651038,858SHDFND138,858 0 0
PIEDMONT OFFICE REALTY TRUST INCCOMMON STOCK72019020658344,452SHDFND2 0 0 44,452
PINTEREST INCCOMMON STOCK72352L1065,160284,147SHDFND1284,147 0 0
PINTEREST INCCOMMON STOCK72352L1067,761427,348SHDFND222,011 0 405,337
PIONEER NATURAL RESOURCES COCOMMON STOCK723787107206925SHDFND1925 0 0
PIONEER NATURAL RESOURCES COCOMMON STOCK723787107 0 0 SHDFND2 0 0 0
PIONEER NATURAL RESOURCES COCONV. NOTE723787AP22,8191,304,000SHDFND1 0 0 1,304,000
PIONEER NATURAL RESOURCES COCONV. NOTE723787AP220,4949,479,000SHDFND2 0 0 9,479,000
PIPER SANDLER COSCOMMON STOCK7240781001961,728SHDFND11,728 0 0
PIPER SANDLER COSCOMMON STOCK7240781002211,949SHDFND2 0 0 1,949
PITNEY BOWES INCCOMMON STOCK724479100412113,783SHDFND1113,783 0 0
PITNEY BOWES INCCOMMON STOCK724479100471130,091SHDFND2 0 0 130,091
PLANET FITNESS INCCOMMON STOCK72703H1014917,222SHDFND17,222 0 0
PLANET FITNESS INCCOMMON STOCK72703H10112,547184,485SHDFND2 0 0 184,485
PLANET LABS PBCCOMMON STOCK72703X1061132SHDFND1132 0 0
PLANET LABS PBCCOMMON STOCK72703X1063,680849,906SHDFND214,856 0 835,050
PLAYTIKA HOLDING CORPORDINARY SHARES72815L1071,331100,565SHDFND1100,565 0 0
PLAYTIKA HOLDING CORPORDINARY SHARES72815L1072,008151,664SHDFND27,811 0 143,853
PNC FINANCIAL SERVICES GROUP INC/THECOMMON STOCK693475105105,005665,559SHDFND1665,559 0 0
PNC FINANCIAL SERVICES GROUP INC/THECOMMON STOCK693475105326,6672,070,528SHDFND286,083 0 1,984,445
PNM RESOURCES INCCOMMON STOCK69349H1071,14323,922SHDFND123,922 0 0
PNM RESOURCES INCCOMMON STOCK69349H1071,28526,888SHDFND2 0 0 26,888
POPULAR INCCOMMON STOCK7331747001,31217,057SHDFND117,057 0 0
POPULAR INCCOMMON STOCK7331747001,98325,783SHDFND21,327 0 24,456
PORTLAND GENERAL ELECTRIC COCOMMON STOCK73650884786117,817SHDFND117,817 0 0
PORTLAND GENERAL ELECTRIC COCOMMON STOCK73650884798120,296SHDFND2 0 0 20,296
POTLATCHDELTIC CORPCOMMON STOCK73763010392020,819SHDFND120,819 0 0
POTLATCHDELTIC CORPCOMMON STOCK7376301031,04823,709SHDFND2 0 0 23,709
PPG INDUSTRIES INCCOMMON STOCK69350610751,333448,951SHDFND1448,951 0 0
PPG INDUSTRIES INCCOMMON STOCK693506107165,2791,445,504SHDFND260,958 0 1,384,546
PPL CORPCOMMON STOCK69351T10683930,942SHDFND130,942 0 0
PPL CORPCOMMON STOCK69351T1061,14642,228SHDFND22,194 0 40,034
PREFERRED BANK/LOS ANGELES CACOMMON STOCK7403674042213,248SHDFND13,248 0 0
PREFERRED BANK/LOS ANGELES CACOMMON STOCK7403674044,52866,565SHDFND2 0 0 66,565
PREMIER FINANCIAL CORPCOMMON STOCK74052F108130SHDFND130 0 0
PREMIER FINANCIAL CORPCOMMON STOCK74052F1083,470136,883SHDFND2 0 0 136,883
PRIMO WATER CORPCOMMON STOCK74167P10860845,460SHDFND145,460 0 0
PRIMO WATER CORPCOMMON STOCK74167P10869551,974SHDFND2 0 0 51,974
PROASSURANCE CORPCOMMON STOCK74267C10624410,328SHDFND110,328 0 0
PROASSURANCE CORPCOMMON STOCK74267C10627811,781SHDFND2 0 0 11,781
PROCTER & GAMBLE CO/THECOMMON STOCK742718109121,585845,574SHDFND1845,574 0 0
PROCTER & GAMBLE CO/THECOMMON STOCK742718109398,4932,771,357SHDFND2132,406 0 2,638,951
PROFESSIONAL HOLDING CORPCOMMON STOCK743139107 0 9SHDFND19 0 0
PROFESSIONAL HOLDING CORPCOMMON STOCK74313910789344,559SHDFND2 0 0 44,559
PROFRAC HOLDING CORPCOMMON STOCK74319N100141SHDFND141 0 0
PROFRAC HOLDING CORPCOMMON STOCK74319N1003,305180,486SHDFND2 0 0 180,486
PROG HOLDINGS INCCOMMON STOCK74319R1011539,302SHDFND19,302 0 0
PROG HOLDINGS INCCOMMON STOCK74319R10117810,816SHDFND2 0 0 10,816
PROGRESS SOFTWARE CORPCOMMON STOCK7433121002375,222SHDFND15,222 0 0
PROGRESS SOFTWARE CORPCOMMON STOCK7433121003,73082,343SHDFND2 0 0 82,343
PROGRESSIVE CORP/THECOMMON STOCK7433151032762,378SHDFND12,378 0 0
PROGRESSIVE CORP/THECOMMON STOCK743315103 0 0 SHDFND2 0 0 0
PROLOGIS INCCOMMON STOCK74340W1031,64814,004SHDFND114,004 0 0
PROLOGIS INCCOMMON STOCK74340W1031,96516,701SHDFND2854 0 15,847
PROTHENA CORP PLCORDINARY SHARESG728001081706,258SHDFND16,258 0 0
PROTHENA CORP PLCORDINARY SHARESG728001081967,226SHDFND2 0 0 7,226
PUBLIC SERVICE ENTERPRISE GROUP INCCOMMON STOCK7445731061,43322,639SHDFND122,639 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCCOMMON STOCK7445731061,96931,118SHDFND21,597 0 29,521
PUBLIC STORAGECOMMON STOCK74460D1091,9036,086SHDFND16,086 0 0
PUBLIC STORAGECOMMON STOCK74460D1092,4157,724SHDFND2385 0 7,339
PULTEGROUP INCCOMMON STOCK74586710176,8641,939,552SHDFND11,939,552 0 0
PULTEGROUP INCCOMMON STOCK745867101284,5997,181,402SHDFND2302,088 0 6,879,314
PURE STORAGE INCCOMMON STOCK74624M1025,607218,088SHDFND1218,088 0 0
PURE STORAGE INCCOMMON STOCK74624M1028,462329,120SHDFND216,940 0 312,180
PUTNAM FOCUSED LARGE CAP GROWTH ETFEXCHANGE TRADED FUNDS7467294094,112200,000SHDFND1200,000 0 0
PUTNAM FOCUSED LARGE CAP GROWTH ETFEXCHANGE TRADED FUNDS746729409 0 0 SHDFND2 0 0 0
PUTNAM FOCUSED LARGE CAP VALUE ETFEXCHANGE TRADED FUNDS7467293004,900200,000SHDFND1200,000 0 0
PUTNAM FOCUSED LARGE CAP VALUE ETFEXCHANGE TRADED FUNDS746729300 0 0 SHDFND2 0 0 0
PUTNAM SUSTAINABLE FUTURE ETFEXCHANGE TRADED FUNDS7467292013,371200,000SHDFND1200,000 0 0
PUTNAM SUSTAINABLE FUTURE ETFEXCHANGE TRADED FUNDS746729201 0 0 SHDFND2 0 0 0
PUTNAM SUSTAINABLE LEADERS ETFEXCHANGE TRADED FUNDS7467291024,124200,000SHDFND1200,000 0 0
PUTNAM SUSTAINABLE LEADERS ETFEXCHANGE TRADED FUNDS746729102 0 0 SHDFND2 0 0 0
QCR HOLDINGS INCCOMMON STOCK74727A1041843,406SHDFND13,406 0 0
QCR HOLDINGS INCCOMMON STOCK74727A1043,84771,251SHDFND2 0 0 71,251
QUALCOMM INCCOMMON STOCK747525103116,157909,322SHDFND1843,783 0 65,539
QUALCOMM INCCOMMON STOCK747525103340,9262,668,907SHDFND2114,158 0 2,554,749
QUALYS INCCOMMON STOCK74758T3031,1318,963SHDFND18,963 0 0
QUALYS INCCOMMON STOCK74758T3031,28410,182SHDFND2 0 0 10,182
QUANTA SERVICES INCCOMMON STOCK74762E10273580SHDFND1580 0 0
QUANTA SERVICES INCCOMMON STOCK74762E1023,71329,626SHDFND2516 0 29,110
QUINSTREET INCCOMMON STOCK74874Q10021020,917SHDFND120,917 0 0
QUINSTREET INCCOMMON STOCK74874Q10024123,952SHDFND2 0 0 23,952
R1 RCM INCCOMMON STOCK77634L10568732,780SHDFND132,780 0 0
R1 RCM INCCOMMON STOCK77634L10517,181819,681SHDFND2 0 0 819,681
RADIAN GROUP INCCOMMON STOCK75023610120110,237SHDFND110,237 0 0
RADIAN GROUP INCCOMMON STOCK75023610123111,736SHDFND2 0 0 11,736
RADIANT LOGISTICS INCCOMMON STOCK75025X1001125SHDFND1125 0 0
RADIANT LOGISTICS INCCOMMON STOCK75025X1004,180563,380SHDFND2 0 0 563,380
RADNET INCCOMMON STOCK750491102142SHDFND142 0 0
RADNET INCCOMMON STOCK7504911023,275189,520SHDFND2 0 0 189,520
RAMBUS INCCOMMON STOCK75091710695744,514SHDFND144,514 0 0
RAMBUS INCCOMMON STOCK7509171063,609167,929SHDFND2 0 0 167,929
RAPID7 INCCOMMON STOCK7534221041502,252SHDFND12,252 0 0
RAPID7 INCCOMMON STOCK7534221043,60553,970SHDFND2 0 0 53,970
RAPID7 INCCONV. NOTE753422AF1681756,000SHDFND1 0 0 756,000
RAPID7 INCCONV. NOTE753422AF1410455,000SHDFND2 0 0 455,000
RAPT THERAPEUTICS INCCOMMON STOCK75382E1091679,137SHDFND19,137 0 0
RAPT THERAPEUTICS INCCOMMON STOCK75382E10919710,787SHDFND2 0 0 10,787
RAYMOND JAMES FINANCIAL INCCOMMON STOCK75473010970788SHDFND1788 0 0
RAYMOND JAMES FINANCIAL INCCOMMON STOCK75473010927,298305,308SHDFND2 0 0 305,308
RAYTHEON TECHNOLOGIES CORPCOMMON STOCK75513E101122,8951,278,687SHDFND11,278,687 0 0
RAYTHEON TECHNOLOGIES CORPCOMMON STOCK75513E101449,6914,678,920SHDFND2177,971 0 4,500,949
RBC BEARINGS INCCOMMON STOCK75524B1045613,032SHDFND13,032 0 0
RBC BEARINGS INCCOMMON STOCK75524B10413,54973,258SHDFND2 0 0 73,258
RBC BEARINGS INCCONVERTIBLE PREF75524B2032162,265SHDFND1 0 0 2,265
RBC BEARINGS INCCONVERTIBLE PREF75524B2036,91272,613SHDFND2 0 0 72,613
RE/MAX HOLDINGS INCCOMMON STOCK75524W1081787,265SHDFND17,265 0 0
RE/MAX HOLDINGS INCCOMMON STOCK75524W1082068,412SHDFND2 0 0 8,412
REAL ESTATE SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y860 0 0 SHDFND1 0 0 0
REAL ESTATE SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y8608,822215,899SHDFND2 0 0 215,899
RED ROCK RESORTS INCCOMMON STOCK75700L10882724,782SHDFND124,782 0 0
RED ROCK RESORTS INCCOMMON STOCK75700L10895428,607SHDFND2 0 0 28,607
REDWOOD TRUST INCCOMMON STOCK75807540245458,898SHDFND158,898 0 0
REDWOOD TRUST INCCOMMON STOCK75807540252167,532SHDFND2 0 0 67,532
REGENERON PHARMACEUTICALS INCCOMMON STOCK75886F107137,376232,395SHDFND1232,395 0 0
REGENERON PHARMACEUTICALS INCCOMMON STOCK75886F107519,667879,108SHDFND236,268 0 842,840
REINSURANCE GROUP OF AMERICA INCCOMMON STOCK7593516041,56813,371SHDFND113,371 0 0
REINSURANCE GROUP OF AMERICA INCCOMMON STOCK7593516042,36620,175SHDFND21,038 0 19,137
RELAY THERAPEUTICS INCCOMMON STOCK75943R10248128,689SHDFND128,689 0 0
RELAY THERAPEUTICS INCCOMMON STOCK75943R10255032,827SHDFND2 0 0 32,827
REPLIGEN CORPCONV. NOTE759916AB5438288,000SHDFND1 0 0 288,000
REPLIGEN CORPCONV. NOTE759916AB52,2081,453,000SHDFND2 0 0 1,453,000
REPUBLIC SERVICES INCCOMMON STOCK7607591006,50549,708SHDFND149,708 0 0
REPUBLIC SERVICES INCCOMMON STOCK7607591009,67273,907SHDFND23,778 0 70,129
RESIDEO TECHNOLOGIES INCCOMMON STOCK76118Y1041568,035SHDFND18,035 0 0
RESIDEO TECHNOLOGIES INCCOMMON STOCK76118Y1041789,168SHDFND2 0 0 9,168
RESOURCES CONNECTION INCCOMMON STOCK76122Q10520710,151SHDFND110,151 0 0
RESOURCES CONNECTION INCCOMMON STOCK76122Q10524411,964SHDFND2 0 0 11,964
RETAIL OPPORTUNITY INVESTMENTS CORPCOMMON STOCK76131N10174046,892SHDFND146,892 0 0
RETAIL OPPORTUNITY INVESTMENTS CORPCOMMON STOCK76131N10184653,633SHDFND2 0 0 53,633
RINGCENTRAL INCCONVERTIBLE ZERO76680RAF41,3761,683,000SHDFND1 0 0 1,683,000
RINGCENTRAL INCCONVERTIBLE ZERO76680RAF46,9678,522,000SHDFND2 0 0 8,522,000
RINGCENTRAL INCCONVERTIBLE ZERO76680RAH0 0 0 SHDFND1 0 0 0
RINGCENTRAL INCCONVERTIBLE ZERO76680RAH075100,000SHDFND2 0 0 100,000
RIVIAN AUTOMOTIVE INCCOMMON STOCK76954A1031,29450,259SHDFND150,259 0 0
RIVIAN AUTOMOTIVE INCCOMMON STOCK76954A1031,79669,785SHDFND23,575 0 66,210
RLJ LODGING TRUSTCOMMON STOCK74965L101190SHDFND190 0 0
RLJ LODGING TRUSTCOMMON STOCK74965L1014,506408,540SHDFND2 0 0 408,540
ROKU INCCOMMON STOCK77543R1021,21714,818SHDFND114,818 0 0
ROKU INCCOMMON STOCK77543R1021,84122,413SHDFND21,134 0 21,279
ROPER TECHNOLOGIES INCCOMMON STOCK7766961065,51613,976SHDFND113,976 0 0
ROPER TECHNOLOGIES INCCOMMON STOCK776696106102,223259,023SHDFND22,280 0 256,743
ROYAL CARIBBEAN CRUISES LTDCONV. NOTE780153BB7 0 0 SHDFND1 0 0 0
ROYAL CARIBBEAN CRUISES LTDCONV. NOTE780153BB76770,000SHDFND2 0 0 70,000
ROYAL CARIBBEAN CRUISES LTDCONV. NOTE780153BF81,5461,709,000SHDFND1 0 0 1,709,000
ROYAL CARIBBEAN CRUISES LTDCONV. NOTE780153BF810,49311,602,000SHDFND2 0 0 11,602,000
RPT REALTYCOMMON STOCK74971D10126627,069SHDFND127,069 0 0
RPT REALTYCOMMON STOCK74971D10130530,992SHDFND2 0 0 30,992
RUMBLEON INCCOMMON STOCK781386305152SHDFND152 0 0
RUMBLEON INCCOMMON STOCK7813863053,484236,878SHDFND2 0 0 236,878
RYANAIR HOLDINGS PLCCOMMON STOCK - ADR783513203 0 0 SHDFND1 0 0 0
RYANAIR HOLDINGS PLCCOMMON STOCK - ADR78351320344,366659,724SHDFND2 0 0 659,724
RYERSON HOLDING CORPCOMMON STOCK78375410436917,316SHDFND117,316 0 0
RYERSON HOLDING CORPCOMMON STOCK7837541043,303155,142SHDFND2 0 0 155,142
RYMAN HOSPITALITY PROPERTIES INCCOMMON STOCK78377T1072663,504SHDFND13,504 0 0
RYMAN HOSPITALITY PROPERTIES INCCOMMON STOCK78377T1076,44384,745SHDFND2 0 0 84,745
S&P GLOBAL INCCOMMON STOCK78409V1049,78329,024SHDFND113,924 0 15,100
S&P GLOBAL INCCOMMON STOCK78409V1044071,207SHDFND2 0 0 1,207
S&T BANCORP INCCOMMON STOCK7838591011746,336SHDFND16,336 0 0
S&T BANCORP INCCOMMON STOCK7838591012067,527SHDFND2 0 0 7,527
SABRA HEALTH CARE REIT INCCOMMON STOCK78573L10664245,933SHDFND145,933 0 0
SABRA HEALTH CARE REIT INCCOMMON STOCK78573L10674553,299SHDFND2 0 0 53,299
SABRE CORPCOMMON STOCK78573M10415526,546SHDFND126,546 0 0
SABRE CORPCOMMON STOCK78573M10417429,835SHDFND2 0 0 29,835
SABRE CORPCONVERTIBLE PREF78573M203 0 0 SHDFND1 0 0 0
SABRE CORPCONVERTIBLE PREF78573M2033,75746,978SHDFND2 0 0 46,978
SABRE GLBL INCCONV. NOTE78573NAE2498484,000SHDFND1 0 0 484,000
SABRE GLBL INCCONV. NOTE78573NAE2 0 0 SHDFND2 0 0 0
SAFE BULKERS INCCOMMON STOCKY7388L10322859,721SHDFND159,721 0 0
SAFE BULKERS INCCOMMON STOCKY7388L10326168,384SHDFND2 0 0 68,384
SAFETY INSURANCE GROUP INCCOMMON STOCK78648T1001651,699SHDFND11,699 0 0
SAFETY INSURANCE GROUP INCCOMMON STOCK78648T1001841,895SHDFND2 0 0 1,895
SAGE THERAPEUTICS INCCOMMON STOCK78667J1081594,937SHDFND14,937 0 0
SAGE THERAPEUTICS INCCOMMON STOCK78667J1081795,551SHDFND2 0 0 5,551
SALESFORCE INCCOMMON STOCK79466L30261,128370,382SHDFND1273,382 0 97,000
SALESFORCE INCCOMMON STOCK79466L302196,9231,193,185SHDFND216,710 0 1,176,475
SALLY BEAUTY HOLDINGS INCCOMMON STOCK79546E10470258,873SHDFND158,873 0 0
SALLY BEAUTY HOLDINGS INCCOMMON STOCK79546E10480367,329SHDFND2 0 0 67,329
SANOFICOMMON STOCK - ADR80105N1052,01140,200SHDFND140,200 0 0
SANOFICOMMON STOCK - ADR80105N105 0 0 SHDFND2 0 0 0
SAREPTA THERAPEUTICS INCCOMMON STOCK803607100 0 0 SHDFND1 0 0 0
SAREPTA THERAPEUTICS INCCOMMON STOCK8036071004,24356,600SHDFND2 0 0 56,600
SAREPTA THERAPEUTICS INCCONV. NOTE803607AB6625499,000SHDFND1 0 0 499,000
SAREPTA THERAPEUTICS INCCONV. NOTE803607AB6 0 0 SHDFND2 0 0 0
SCANSOURCE INCCOMMON STOCK8060371072678,573SHDFND18,573 0 0
SCANSOURCE INCCOMMON STOCK8060371073059,801SHDFND2 0 0 9,801
SCHLUMBERGER NVCOMMON STOCK8068571081,26935,496SHDFND135,496 0 0
SCHLUMBERGER NVCOMMON STOCK8068571081,60744,944SHDFND22,318 0 42,626
SCHOLASTIC CORPCOMMON STOCK8070661051805,008SHDFND15,008 0 0
SCHOLASTIC CORPCOMMON STOCK8070661052065,726SHDFND2 0 0 5,726
SCORPIO TANKERS INCORDINARY SHARESY7542C130245SHDFND145 0 0
SCORPIO TANKERS INCORDINARY SHARESY7542C1307,054204,400SHDFND2 0 0 204,400
SCS TRANSPORTATION INCCOMMON STOCK78709Y1052921,553SHDFND11,553 0 0
SCS TRANSPORTATION INCCOMMON STOCK78709Y1057,08737,696SHDFND2 0 0 37,696
SCULPTOR CAPITAL MANAGEMENT INCCOMMON STOCK81124610713916,661SHDFND116,661 0 0
SCULPTOR CAPITAL MANAGEMENT INCCOMMON STOCK81124610715919,013SHDFND2 0 0 19,013
SEA LTDCOMMON STOCK - ADR81141R10018270SHDFND1270 0 0
SEA LTDCOMMON STOCK - ADR81141R1008,303124,180SHDFND23,875 0 120,305
SEA LTDCONV. NOTE81141RAG5 0 0 SHDFND1 0 0 0
SEA LTDCONV. NOTE81141RAG5354485,000SHDFND2 0 0 485,000
SEAGEN INCCOMMON STOCK81181C10414SHDFND14 0 0
SEAGEN INCCOMMON STOCK81181C10422,757128,613SHDFND2433 0 128,180
SELECT MEDICAL HOLDINGS CORPCOMMON STOCK81619Q10576032,156SHDFND132,156 0 0
SELECT MEDICAL HOLDINGS CORPCOMMON STOCK81619Q10586936,793SHDFND2 0 0 36,793
SELECTIVE INSURANCE GROUP INCCOMMON STOCK8163001072402,759SHDFND12,759 0 0
SELECTIVE INSURANCE GROUP INCCOMMON STOCK8163001072733,145SHDFND2 0 0 3,145
SEMTECH CORPCOMMON STOCK8168501011,04318,979SHDFND118,979 0 0
SEMTECH CORPCOMMON STOCK8168501011,18421,543SHDFND2 0 0 21,543
SENSIENT TECHNOLOGIES CORPCOMMON STOCK81725T1001992,469SHDFND12,469 0 0
SENSIENT TECHNOLOGIES CORPCOMMON STOCK81725T1002272,820SHDFND2 0 0 2,820
SERVICE CORP INTERNATIONAL/USCOMMON STOCK8175651041,87327,105SHDFND127,105 0 0
SERVICE CORP INTERNATIONAL/USCOMMON STOCK8175651042,18631,627SHDFND21,653 0 29,974
SERVICENOW INCCOMMON STOCK81762P10269,093145,299SHDFND1133,549 0 11,750
SERVICENOW INCCOMMON STOCK81762P102114,888241,605SHDFND2695 0 240,910
SERVISFIRST BANCSHARES INCCOMMON STOCK81768T1084255,382SHDFND15,382 0 0
SERVISFIRST BANCSHARES INCCOMMON STOCK81768T1089,704122,960SHDFND2 0 0 122,960
SFL CORP LTDORDINARY SHARESG7738W10650052,659SHDFND152,659 0 0
SFL CORP LTDORDINARY SHARESG7738W10657160,210SHDFND2 0 0 60,210
SHAKE SHACK INCCONVERTIBLE ZERO819047AB72,4933,690,000SHDFND1 0 0 3,690,000
SHAKE SHACK INCCONVERTIBLE ZERO819047AB78,30012,287,000SHDFND2 0 0 12,287,000
SHELL PLCCOMMON STOCK - ADR7802593053,36264,300SHDFND164,300 0 0
SHELL PLCCOMMON STOCK - ADR780259305 0 0 SHDFND2 0 0 0
SHERWIN-WILLIAMS CO/THECOMMON STOCK82434810667,353300,805SHDFND1300,805 0 0
SHERWIN-WILLIAMS CO/THECOMMON STOCK824348106145,896651,581SHDFND210,186 0 641,395
SHIFT4 PAYMENTS INCCOMMON STOCK82452J1094,899148,178SHDFND1 0 0 148,178
SHIFT4 PAYMENTS INCCOMMON STOCK82452J109 0 0 SHDFND2 0 0 0
SHIFT4 PAYMENTS INCCONVERTIBLE ZERO82452JAB58881,108,000SHDFND1 0 0 1,108,000
SHIFT4 PAYMENTS INCCONVERTIBLE ZERO82452JAB56,7018,360,000SHDFND2 0 0 8,360,000
SHOALS TECHNOLOGIES GROUP INCCOMMON STOCK82489W10790654,962SHDFND154,962 0 0
SHOALS TECHNOLOGIES GROUP INCCOMMON STOCK82489W1071,03062,474SHDFND2 0 0 62,474
SHOPIFY INCCONV. NOTE82509LAA5 0 0 SHDFND1 0 0 0
SHOPIFY INCCONV. NOTE82509LAA5381458,000SHDFND2 0 0 458,000
SHYFT GROUP INC/THECOMMON STOCK8256981031648,815SHDFND18,815 0 0
SHYFT GROUP INC/THECOMMON STOCK82569810319510,501SHDFND2 0 0 10,501
SIGNET JEWELERS LTDCOMMON STOCKG8127610088916,623SHDFND116,623 0 0
SIGNET JEWELERS LTDCOMMON STOCKG812761001,01018,886SHDFND2 0 0 18,886
SILICON LABORATORIES INCCONV. NOTE826919AD4405313,000SHDFND1 0 0 313,000
SILICON LABORATORIES INCCONV. NOTE826919AD4554429,000SHDFND2 0 0 429,000
SILVERGATE CAPITAL CORPCOMMON STOCK82837P408 0 0 SHDFND1 0 0 0
SILVERGATE CAPITAL CORPCOMMON STOCK82837P4087,056131,818SHDFND26,070 0 125,748
SIMON PROPERTY GROUP INCCOMMON STOCK8288061091,40414,789SHDFND114,789 0 0
SIMON PROPERTY GROUP INCCOMMON STOCK8288061091,85619,553SHDFND2998 0 18,555
SIMPLY GOOD FOODS CO/THECOMMON STOCK82900L10295625,309SHDFND125,309 0 0
SIMPLY GOOD FOODS CO/THECOMMON STOCK82900L1025,183137,230SHDFND2 0 0 137,230
SIMPSON MANUFACTURING CO INCCOMMON STOCK8290731053753,727SHDFND13,727 0 0
SIMPSON MANUFACTURING CO INCCOMMON STOCK8290731054324,292SHDFND2 0 0 4,292
SIRIUS XM HOLDINGS INCCOMMON STOCK82968B103 0 0 SHDFND1 0 0 0
SIRIUS XM HOLDINGS INCCOMMON STOCK82968B1035,195847,553SHDFND2 0 0 847,553
SITE CENTERS CORPCOMMON STOCK82981J10918513,768SHDFND113,768 0 0
SITE CENTERS CORPCOMMON STOCK82981J10921215,714SHDFND2 0 0 15,714
SJW GROUPCOMMON STOCK7843051043495,586SHDFND15,586 0 0
SJW GROUPCOMMON STOCK7843051043996,391SHDFND2 0 0 6,391
SKILLZ INCCOMMON STOCK83067L109148119,011SHDFND1119,011 0 0
SKILLZ INCCOMMON STOCK83067L109166133,751SHDFND2 0 0 133,751
SKYLINE CHAMPION CORPCOMMON STOCK83083010583917,693SHDFND117,693 0 0
SKYLINE CHAMPION CORPCOMMON STOCK83083010596620,375SHDFND2 0 0 20,375
SLM CORPCOMMON STOCK78442P1061,14972,095SHDFND172,095 0 0
SLM CORPCOMMON STOCK78442P1061,733108,741SHDFND25,603 0 103,138
SM ENERGY COCOMMON STOCK78454L1001,36239,837SHDFND139,837 0 0
SM ENERGY COCOMMON STOCK78454L10010,670312,075SHDFND2 0 0 312,075
SMITH & WESSON BRANDS INCCOMMON STOCK83175410679560,543SHDFND160,543 0 0
SMITH & WESSON BRANDS INCCOMMON STOCK83175410691069,308SHDFND2 0 0 69,308
SNAP INCCONVERTIBLE ZERO83304AAF3427617,000SHDFND1 0 0 617,000
SNAP INCCONVERTIBLE ZERO83304AAF35,9178,545,000SHDFND2 0 0 8,545,000
SNOWFLAKE INCCOMMON STOCK8334451097,05350,720SHDFND150,720 0 0
SNOWFLAKE INCCOMMON STOCK83344510910,66476,687SHDFND23,924 0 72,763
SOLAREDGE TECHNOLOGIES INCORDINARY SHARES83417M10463231SHDFND1231 0 0
SOLAREDGE TECHNOLOGIES INCORDINARY SHARES83417M1044,34015,857SHDFND2277 0 15,580
SOLAREDGE TECHNOLOGIES INCCONVERTIBLE ZERO83417MAD6768639,000SHDFND1 0 0 639,000
SOLAREDGE TECHNOLOGIES INCCONVERTIBLE ZERO83417MAD66,9645,794,000SHDFND2 0 0 5,794,000
SOLARWINDS CORPCOMMON STOCK83417Q20415615,228SHDFND115,228 0 0
SOLARWINDS CORPCOMMON STOCK83417Q20417517,115SHDFND2 0 0 17,115
SONOCO PRODUCTS COCOMMON STOCK8354951023466,070SHDFND16,070 0 0
SONOCO PRODUCTS COCOMMON STOCK835495102 0 0 SHDFND2 0 0 0
SONOS INCCOMMON STOCK83570H1081749,620SHDFND19,620 0 0
SONOS INCCOMMON STOCK83570H10820611,416SHDFND2 0 0 11,416
SOUTHERN CO/THECOMMON STOCK8425871071,70823,947SHDFND123,947 0 0
SOUTHERN CO/THECOMMON STOCK8425871071,94127,215SHDFND21,305 0 25,910
SOUTHERN CO/THECONVERTIBLE PREF8425876024117,770SHDFND1 0 0 7,770
SOUTHERN CO/THECONVERTIBLE PREF8425876021132,135SHDFND2 0 0 2,135
SOUTHERN COPPER CORPCOMMON STOCK84265V105 0 0 SHDFND1 0 0 0
SOUTHERN COPPER CORPCOMMON STOCK84265V1051,00920,266SHDFND2 0 0 20,266
SOUTHERN FIRST BANCSHARES INCCOMMON STOCK842873101 0 11SHDFND111 0 0
SOUTHERN FIRST BANCSHARES INCCOMMON STOCK8428731011,99645,790SHDFND2 0 0 45,790
SOUTHWEST AIRLINES COCOMMON STOCK84474110873,6592,039,294SHDFND12,039,294 0 0
SOUTHWEST AIRLINES COCOMMON STOCK844741108258,7347,163,175SHDFND2301,207 0 6,861,968
SOUTHWEST AIRLINES COCONV. NOTE844741BG21,8421,564,000SHDFND1 0 0 1,564,000
SOUTHWEST AIRLINES COCONV. NOTE844741BG216,09913,672,000SHDFND2 0 0 13,672,000
SP PLUS CORPCOMMON STOCK78469C1031665,405SHDFND15,405 0 0
SP PLUS CORPCOMMON STOCK78469C1034,847157,766SHDFND2 0 0 157,766
SPARTANNASH COCOMMON STOCK8472151002789,218SHDFND19,218 0 0
SPARTANNASH COCOMMON STOCK84721510031810,539SHDFND2 0 0 10,539
SPDR S&P 500 ETF TRUSTEXCHANGE TRADED FUNDS78462F1034,53212,013SHDFND112,013 0 0
SPDR S&P 500 ETF TRUSTEXCHANGE TRADED FUNDS78462F1033,3128,779SHDFND25,022 0 3,757
SPDR S&P MIDCAP 400 ETF TRUSTEXCHANGE TRADED FUNDS78467Y1075091,230SHDFND11,230 0 0
SPDR S&P MIDCAP 400 ETF TRUSTEXCHANGE TRADED FUNDS78467Y107247597SHDFND2133 0 464
SPIRIT REALTY CAPITAL INCCOMMON STOCK84860W300124SHDFND124 0 0
SPIRIT REALTY CAPITAL INCCOMMON STOCK84860W3004,109108,760SHDFND2 0 0 108,760
SPLUNK INCCOMMON STOCK8486371048,906100,674SHDFND137,074 0 63,600
SPLUNK INCCOMMON STOCK8486371043173,585SHDFND2 0 0 3,585
SPLUNK INCCONV. NOTE848637AF13,4634,197,000SHDFND1 0 0 4,197,000
SPLUNK INCCONV. NOTE848637AF111,72514,212,000SHDFND2 0 0 14,212,000
SPOTIFY TECHNOLOGY SAORDINARY SHARESL8681T1021,20712,860SHDFND112,860 0 0
SPOTIFY TECHNOLOGY SAORDINARY SHARESL8681T1021,84419,652SHDFND2999 0 18,653
SPOTIFY USA INCCONVERTIBLE ZERO84921RAB61,9232,437,000SHDFND1 0 0 2,437,000
SPOTIFY USA INCCONVERTIBLE ZERO84921RAB67,5149,523,000SHDFND2 0 0 9,523,000
SPROUT SOCIAL INCCOMMON STOCK85209W10992415,914SHDFND115,914 0 0
SPROUT SOCIAL INCCOMMON STOCK85209W1091,06418,317SHDFND2 0 0 18,317
SPROUTS FARMERS MARKET INCCOMMON STOCK85208M102131SHDFND131 0 0
SPROUTS FARMERS MARKET INCCOMMON STOCK85208M1025,094201,176SHDFND23,516 0 197,660
SPS COMMERCE INCCOMMON STOCK78463M1074884,317SHDFND14,317 0 0
SPS COMMERCE INCCOMMON STOCK78463M10711,827104,620SHDFND2 0 0 104,620
SPX CORPCOMMON STOCK7846351044698,883SHDFND18,883 0 0
SPX CORPCOMMON STOCK78463510453210,073SHDFND2 0 0 10,073
SS&C TECHNOLOGIES HOLDINGS INCCOMMON STOCK78467J1001,28622,139SHDFND122,139 0 0
SS&C TECHNOLOGIES HOLDINGS INCCOMMON STOCK78467J1001,93833,367SHDFND21,727 0 31,640
STAAR SURGICAL COCOMMON STOCK8523123051,15616,299SHDFND116,299 0 0
STAAR SURGICAL COCOMMON STOCK8523123053,83954,117SHDFND2 0 0 54,117
STAG INDUSTRIAL INCCOMMON STOCK85254J1021,14837,164SHDFND137,164 0 0
STAG INDUSTRIAL INCCOMMON STOCK85254J1021,32142,775SHDFND2 0 0 42,775
STANDARD MOTOR PRODUCTS INCCOMMON STOCK8536661052124,714SHDFND14,714 0 0
STANDARD MOTOR PRODUCTS INCCOMMON STOCK8536661052425,387SHDFND2 0 0 5,387
STANDEX INTERNATIONAL CORPCOMMON STOCK8542311072553,002SHDFND13,002 0 0
STANDEX INTERNATIONAL CORPCOMMON STOCK8542311072913,430SHDFND2 0 0 3,430
STANLEY BLACK & DECKER INCCONVERTIBLE PREF8545028461331,965SHDFND1 0 0 1,965
STANLEY BLACK & DECKER INCCONVERTIBLE PREF8545028463,36849,905SHDFND2 0 0 49,905
STARBUCKS CORPCOMMON STOCK8552441096,00578,614SHDFND178,614 0 0
STARBUCKS CORPCOMMON STOCK85524410957,044746,753SHDFND27,387 0 739,366
STARWOOD PROPERTY TRUST INCCOMMON STOCK85571B1051,29962,206SHDFND162,206 0 0
STARWOOD PROPERTY TRUST INCCOMMON STOCK85571B10511,419546,618SHDFND24,861 0 541,757
STARWOOD PROPERTY TRUST INCCONV. NOTE85571BAH8739748,000SHDFND1 0 0 748,000
STARWOOD PROPERTY TRUST INCCONV. NOTE85571BAH8 0 0 SHDFND2 0 0 0
STATE STREET CORPCOMMON STOCK85747710333,178538,169SHDFND1538,169 0 0
STATE STREET CORPCOMMON STOCK857477103102,4951,662,531SHDFND267,792 0 1,594,739
STEPAN COCOMMON STOCK8585861002042,014SHDFND12,014 0 0
STEPAN COCOMMON STOCK8585861002452,415SHDFND2 0 0 2,415
STERLING CONSTRUCTION COCOMMON STOCK8592411012159,826SHDFND19,826 0 0
STERLING CONSTRUCTION COCOMMON STOCK8592411014,477204,237SHDFND2 0 0 204,237
STEVEN MADDEN LTDCOMMON STOCK5562691081655,122SHDFND15,122 0 0
STEVEN MADDEN LTDCOMMON STOCK5562691081885,849SHDFND2 0 0 5,849
STEWART INFORMATION SERVICES CORPCOMMON STOCK8603721014529,082SHDFND19,082 0 0
STEWART INFORMATION SERVICES CORPCOMMON STOCK86037210151710,389SHDFND2 0 0 10,389
STRYKER CORPCOMMON STOCK8636671012711,362SHDFND11,362 0 0
STRYKER CORPCOMMON STOCK863667101 0 0 SHDFND2 0 0 0
STURM RUGER & CO INCCOMMON STOCK8641591085468,576SHDFND18,576 0 0
STURM RUGER & CO INCCOMMON STOCK8641591086249,809SHDFND2 0 0 9,809
SUN COUNTRY AIRLINES HOLDINGS INCCOMMON STOCK866683105138SHDFND138 0 0
SUN COUNTRY AIRLINES HOLDINGS INCCOMMON STOCK8666831053,156172,100SHDFND2 0 0 172,100
SUNCOKE ENERGY INCCOMMON STOCK86722A10326238,520SHDFND138,520 0 0
SUNCOKE ENERGY INCCOMMON STOCK86722A10330044,107SHDFND2 0 0 44,107
SUNRUN INCCOMMON STOCK86771W105137SHDFND137 0 0
SUNRUN INCCOMMON STOCK86771W1055,453233,424SHDFND24,088 0 229,336
SUNRUN INCCONVERTIBLE ZERO86771WAB1701974,000SHDFND1 0 0 974,000
SUNRUN INCCONVERTIBLE ZERO86771WAB12,9874,148,000SHDFND2 0 0 4,148,000
SUNSTONE HOTEL INVESTORS INCCOMMON STOCK86789210192993,675SHDFND193,675 0 0
SUNSTONE HOTEL INVESTORS INCCOMMON STOCK8678921011,053106,114SHDFND2 0 0 106,114
SUPER MICRO COMPUTER INCCOMMON STOCK86800U10491722,731SHDFND122,731 0 0
SUPER MICRO COMPUTER INCCOMMON STOCK86800U1044,407109,208SHDFND2 0 0 109,208
SURGERY PARTNERS INCCOMMON STOCK86881A1001023,516SHDFND13,516 0 0
SURGERY PARTNERS INCCOMMON STOCK86881A1002,47785,655SHDFND2 0 0 85,655
SVB FINANCIAL GROUPCOMMON STOCK78486Q1011,2183,083SHDFND13,083 0 0
SVB FINANCIAL GROUPCOMMON STOCK78486Q1011,7464,420SHDFND2216 0 4,204
SYNAPTICS INCCOMMON STOCK87157D1097646,472SHDFND16,472 0 0
SYNAPTICS INCCOMMON STOCK87157D1095,31445,018SHDFND2 0 0 45,018
SYNCHRONY FINANCIALCOMMON STOCK87165B1035,057183,077SHDFND1183,077 0 0
SYNCHRONY FINANCIALCOMMON STOCK87165B1037,544273,134SHDFND214,055 0 259,079
SYNOPSYS INCCOMMON STOCK87160710713,00642,824SHDFND142,824 0 0
SYNOPSYS INCCOMMON STOCK87160710719,39963,877SHDFND23,263 0 60,614
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDCOMMON STOCK - ADR8740391005,65869,217SHDFND169,217 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDCOMMON STOCK - ADR8740391005,47566,967SHDFND2 0 0 66,967
TALOS ENERGY INCCOMMON STOCK87484T10885255,058SHDFND155,058 0 0
TALOS ENERGY INCCOMMON STOCK87484T10896662,437SHDFND2 0 0 62,437
TAPESTRY INCCOMMON STOCK8760301071,26941,582SHDFND141,582 0 0
TAPESTRY INCCOMMON STOCK8760301071,87161,294SHDFND23,084 0 58,210
TARGA RESOURCES CORPCOMMON STOCK87612G1014,61477,317SHDFND177,317 0 0
TARGA RESOURCES CORPCOMMON STOCK87612G1016,972116,841SHDFND26,010 0 110,831
TARGET CORPCOMMON STOCK87612E10667,112475,198SHDFND1475,198 0 0
TARGET CORPCOMMON STOCK87612E106323,8442,293,025SHDFND266,533 0 2,226,492
TECHNOLOGY SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y803 0 0 SHDFND1 0 0 0
TECHNOLOGY SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y8038,49866,852SHDFND2 0 0 66,852
TECHTARGET INCCOMMON STOCK87874R1006199,412SHDFND19,412 0 0
TECHTARGET INCCOMMON STOCK87874R10014,197216,023SHDFND2 0 0 216,023
TELADOC HEALTH INCCONV. NOTE87918AAF22,6003,549,000SHDFND1 0 0 3,549,000
TELADOC HEALTH INCCONV. NOTE87918AAF27,78110,622,000SHDFND2 0 0 10,622,000
TENABLE HOLDINGS INCCOMMON STOCK88025T1022295,038SHDFND15,038 0 0
TENABLE HOLDINGS INCCOMMON STOCK88025T1025,562122,475SHDFND2 0 0 122,475
TENET HEALTHCARE CORPCOMMON STOCK88033G407 0 0 SHDFND1 0 0 0
TENET HEALTHCARE CORPCOMMON STOCK88033G40718,522352,399SHDFND214 0 352,385
TEREX CORPCOMMON STOCK88077910378228,583SHDFND128,583 0 0
TEREX CORPCOMMON STOCK88077910389632,741SHDFND2 0 0 32,741
TERMINIX GLOBAL HOLDINGS INCCOMMON STOCK88087E1001,41334,750SHDFND134,750 0 0
TERMINIX GLOBAL HOLDINGS INCCOMMON STOCK88087E1002,05850,627SHDFND22,638 0 47,989
TERRENO REALTY CORPCOMMON STOCK88146M1011562,791SHDFND12,791 0 0
TERRENO REALTY CORPCOMMON STOCK88146M1011773,183SHDFND2 0 0 3,183
TESLA INCCOMMON STOCK88160R101157,829234,370SHDFND1234,370 0 0
TESLA INCCOMMON STOCK88160R101317,166470,978SHDFND24,677 0 466,301
TEXAS INSTRUMENTS INCCOMMON STOCK88250810445,055293,232SHDFND1293,232 0 0
TEXAS INSTRUMENTS INCCOMMON STOCK882508104201,7661,313,156SHDFND246,571 0 1,266,585
TEXTRON INCCOMMON STOCK8832031013,48457,051SHDFND157,051 0 0
TEXTRON INCCOMMON STOCK8832031015,13784,122SHDFND24,310 0 79,812
THERAVANCE BIOPHARMA INCORDINARY SHARESG8807B10643948,411SHDFND148,411 0 0
THERAVANCE BIOPHARMA INCORDINARY SHARESG8807B10650455,597SHDFND2 0 0 55,597
THERMO FISHER SCIENTIFIC INCCOMMON STOCK883556102114,869211,437SHDFND1211,437 0 0
THERMO FISHER SCIENTIFIC INCCOMMON STOCK883556102562,3581,035,116SHDFND232,895 0 1,002,221
THOMSON REUTERS CORPORDINARY SHARES8849037097,10068,134SHDFND168,134 0 0
THOMSON REUTERS CORPORDINARY SHARES88490370929,670284,709SHDFND2 0 0 284,709
THREDUP INCCOMMON STOCK88556E102 0 48SHDFND148 0 0
THREDUP INCCOMMON STOCK88556E102722288,942SHDFND25,148 0 283,794
TITAN INTERNATIONAL INCCOMMON STOCK88830M10229519,528SHDFND119,528 0 0
TITAN INTERNATIONAL INCCOMMON STOCK88830M10234222,638SHDFND2 0 0 22,638
TITAN MACHINERY INCCOMMON STOCK88830R1011988,846SHDFND18,846 0 0
TITAN MACHINERY INCCOMMON STOCK88830R1014,381195,489SHDFND2 0 0 195,489
TJX COS INC/THECOMMON STOCK8725401091,54127,584SHDFND127,584 0 0
TJX COS INC/THECOMMON STOCK8725401094,56181,673SHDFND25,951 0 75,722
T-MOBILE US INCCOMMON STOCK87259010471,078528,305SHDFND1528,305 0 0
T-MOBILE US INCCOMMON STOCK872590104194,0261,442,140SHDFND277,835 0 1,364,305
TOLL BROTHERS INCCOMMON STOCK8894781031,51233,911SHDFND133,911 0 0
TOLL BROTHERS INCCOMMON STOCK8894781032,08446,727SHDFND22,408 0 44,319
TPG INCCOMMON STOCK8726571013,154131,902SHDFND1131,902 0 0
TPG INCCOMMON STOCK87265710157,1522,390,283SHDFND216,487 0 2,373,796
TPG RE FINANCE TRUST INCCOMMON STOCK87266M10719221,365SHDFND121,365 0 0
TPG RE FINANCE TRUST INCCOMMON STOCK87266M10722124,574SHDFND2 0 0 24,574
TRADEWEB MARKETS INCCOMMON STOCK8926721069,981146,243SHDFND1146,243 0 0
TRADEWEB MARKETS INCCOMMON STOCK892672106 0 0 SHDFND2 0 0 0
TRANSDIGM GROUP INCCOMMON STOCK89364110012,74423,747SHDFND123,747 0 0
TRANSDIGM GROUP INCCOMMON STOCK893641100 0 0 SHDFND2 0 0 0
TRANSOCEAN INCCONV. NOTE893830BJ71,8971,990,000SHDFND1 0 0 1,990,000
TRANSOCEAN INCCONV. NOTE893830BJ73,0133,161,000SHDFND2 0 0 3,161,000
TRAVEL & LEISURE COCOMMON STOCK89416410299725,674SHDFND125,674 0 0
TRAVEL & LEISURE COCOMMON STOCK8941641021,50838,857SHDFND22,005 0 36,852
TRAVERE THERAPEUTICS INCCOMMON STOCK89422G10757323,634SHDFND123,634 0 0
TRAVERE THERAPEUTICS INCCOMMON STOCK89422G10765427,011SHDFND2 0 0 27,011
TRI POINTE HOMES INCCOMMON STOCK87265H10976945,575SHDFND145,575 0 0
TRI POINTE HOMES INCCOMMON STOCK87265H10987952,107SHDFND2 0 0 52,107
TRIMBLE INCCOMMON STOCK896239100611,048SHDFND11,048 0 0
TRIMBLE INCCOMMON STOCK8962391006,665114,455SHDFND22,000 0 112,455
TRINET GROUP INCCOMMON STOCK89628810799212,774SHDFND112,774 0 0
TRINET GROUP INCCOMMON STOCK8962881071,13314,602SHDFND2 0 0 14,602
TRINITY CAPITAL INCCOMMON STOCK896442308181,232SHDFND11,232 0 0
TRINITY CAPITAL INCCOMMON STOCK8964423082,818194,780SHDFND2 0 0 194,780
TRONOX HOLDINGS PLCORDINARY SHARESG9087Q10294556,225SHDFND156,225 0 0
TRONOX HOLDINGS PLCORDINARY SHARESG9087Q1021,06963,652SHDFND2 0 0 63,652
TRUIST FINANCIAL CORPCOMMON STOCK89832Q1092575,425SHDFND15,425 0 0
TRUIST FINANCIAL CORPCOMMON STOCK89832Q109 0 0 SHDFND2 0 0 0
TURNING POINT BRANDS INCCOMMON STOCK90041L105130SHDFND130 0 0
TURNING POINT BRANDS INCCOMMON STOCK90041L1053,695136,200SHDFND2 0 0 136,200
TUSIMPLE HOLDINGS INCCOMMON STOCK90089L108781107,969SHDFND1107,969 0 0
TUSIMPLE HOLDINGS INCCOMMON STOCK90089L108890123,154SHDFND2 0 0 123,154
TWIST BIOSCIENCE CORPCOMMON STOCK90184D100 0 11SHDFND111 0 0
TWIST BIOSCIENCE CORPCOMMON STOCK90184D1002,53972,630SHDFND21,275 0 71,355
TWITTER INCCONVERTIBLE ZERO90184LAN2331374,000SHDFND1 0 0 374,000
TWITTER INCCONVERTIBLE ZERO90184LAN24,8525,482,000SHDFND2 0 0 5,482,000
TYLER TECHNOLOGIES INCCONV. NOTE902252AB1464495,000SHDFND1 0 0 495,000
TYLER TECHNOLOGIES INCCONV. NOTE902252AB1 0 0 SHDFND2 0 0 0
TYSON FOODS INCCOMMON STOCK9024941031,48617,270SHDFND117,270 0 0
TYSON FOODS INCCOMMON STOCK9024941032,09424,334SHDFND21,252 0 23,082
UBER TECHNOLOGIES INCCOMMON STOCK90353T10050,5852,472,408SHDFND12,124,208 0 348,200
UBER TECHNOLOGIES INCCOMMON STOCK90353T10076,4303,735,560SHDFND210,446 0 3,725,114
UBER TECHNOLOGIES INCCONVERTIBLE ZERO90353TAJ91,1311,418,000SHDFND1 0 0 1,418,000
UBER TECHNOLOGIES INCCONVERTIBLE ZERO90353TAJ95,5706,983,000SHDFND2 0 0 6,983,000
UDEMY INCCOMMON STOCK90268510617417,004SHDFND117,004 0 0
UDEMY INCCOMMON STOCK90268510619819,394SHDFND2 0 0 19,394
UFP INDUSTRIES INCCOMMON STOCK90278Q1081,08015,846SHDFND115,846 0 0
UFP INDUSTRIES INCCOMMON STOCK90278Q1081,23418,107SHDFND2 0 0 18,107
ULTA BEAUTY INCCOMMON STOCK90384S3039,39624,374SHDFND124,374 0 0
ULTA BEAUTY INCCOMMON STOCK90384S30314,04636,438SHDFND21,875 0 34,563
ULTRA CLEAN HOLDINGS INCCOMMON STOCK90385V1072167,255SHDFND17,255 0 0
ULTRA CLEAN HOLDINGS INCCOMMON STOCK90385V1075,260176,687SHDFND2 0 0 176,687
UMB FINANCIAL CORPCOMMON STOCK9027881088519,880SHDFND19,880 0 0
UMB FINANCIAL CORPCOMMON STOCK9027881084,34750,488SHDFND2 0 0 50,488
UNIFI INCCOMMON STOCK904677200162SHDFND162 0 0
UNIFI INCCOMMON STOCK9046772003,981283,148SHDFND2 0 0 283,148
UNILEVER PLCCOMMON STOCK - ADR904767704112SHDFND112 0 0
UNILEVER PLCCOMMON STOCK - ADR9047677043758,184SHDFND28,017 0 167
UNION PACIFIC CORPCOMMON STOCK907818108189,580888,878SHDFND1888,878 0 0
UNION PACIFIC CORPCOMMON STOCK907818108628,0882,944,901SHDFND278,152 0 2,866,749
UNISYS CORPCOMMON STOCK909214306 0 0 SHDFND1 0 0 0
UNISYS CORPCOMMON STOCK9092143061,20099,736SHDFND2 0 0 99,736
UNITED FIRE GROUP INCCOMMON STOCK9103401081935,633SHDFND15,633 0 0
UNITED FIRE GROUP INCCOMMON STOCK9103401082216,459SHDFND2 0 0 6,459
UNITED NATURAL FOODS INCCOMMON STOCK91116310390422,939SHDFND122,939 0 0
UNITED NATURAL FOODS INCCOMMON STOCK9111631034,745120,421SHDFND2 0 0 120,421
UNITED PARCEL SERVICE INCCOMMON STOCK9113121065452,988SHDFND12,988 0 0
UNITED PARCEL SERVICE INCCOMMON STOCK911312106 0 0 SHDFND2 0 0 0
UNITED RENTALS INCCOMMON STOCK91136310946,022189,463SHDFND1189,463 0 0
UNITED RENTALS INCCOMMON STOCK911363109174,251717,347SHDFND234,370 0 682,977
UNITEDHEALTH GROUP INCCOMMON STOCK91324P102190,408370,710SHDFND1370,710 0 0
UNITEDHEALTH GROUP INCCOMMON STOCK91324P102722,1071,405,889SHDFND29,782 0 1,396,107
UNITIL CORPCOMMON STOCK9132591072233,797SHDFND13,797 0 0
UNITIL CORPCOMMON STOCK9132591075,28590,008SHDFND2 0 0 90,008
UNITY SOFTWARE INCCOMMON STOCK91332U101 0 0 SHDFND1 0 0 0
UNITY SOFTWARE INCCOMMON STOCK91332U1015,653153,534SHDFND212,947 0 140,587
UNIVERSAL INSURANCE HOLDINGS INCCOMMON STOCK91359V10720515,730SHDFND115,730 0 0
UNIVERSAL INSURANCE HOLDINGS INCCOMMON STOCK91359V10723618,094SHDFND2 0 0 18,094
UNIVERSAL TECHNICAL INSTITUTE INCCOMMON STOCK9139151041165SHDFND1165 0 0
UNIVERSAL TECHNICAL INSTITUTE INCCOMMON STOCK9139151045,312745,039SHDFND2 0 0 745,039
UNIVEST FINANCIAL CORPCOMMON STOCK9152711001204,726SHDFND14,726 0 0
UNIVEST FINANCIAL CORPCOMMON STOCK9152711003,670144,255SHDFND2 0 0 144,255
UNUM GROUPCOMMON STOCK91529Y1062,19764,592SHDFND164,592 0 0
UNUM GROUPCOMMON STOCK91529Y1063,28496,536SHDFND24,878 0 91,658
URBAN EDGE PROPERTIESCOMMON STOCK91704F10418412,067SHDFND112,067 0 0
URBAN EDGE PROPERTIESCOMMON STOCK91704F10420913,773SHDFND2 0 0 13,773
US BANCORPCOMMON STOCK9029733042525,485SHDFND15,485 0 0
US BANCORPCOMMON STOCK902973304 0 0 SHDFND2 0 0 0
USANA HEALTH SCIENCES INCCOMMON STOCK90328M1071752,424SHDFND12,424 0 0
USANA HEALTH SCIENCES INCCOMMON STOCK90328M1072002,768SHDFND2 0 0 2,768
UTILITIES SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y886 0 0 SHDFND1 0 0 0
UTILITIES SELECT SECTOR SPDR FUNDEXCHANGE TRADED FUNDS81369Y8868,859126,323SHDFND2 0 0 126,323
VAIL RESORTS INCCOMMON STOCK91879Q1091,3376,130SHDFND16,130 0 0
VAIL RESORTS INCCOMMON STOCK91879Q1092,0359,334SHDFND2486 0 8,848
VAIL RESORTS INCCONVERTIBLE ZERO91879QAN91,2101,391,000SHDFND1 0 0 1,391,000
VAIL RESORTS INCCONVERTIBLE ZERO91879QAN99,32010,713,000SHDFND2 0 0 10,713,000
VALE SACOMMON STOCK - ADR91912E105 0 0 SHDFND1 0 0 0
VALE SACOMMON STOCK - ADR91912E1052,001136,778SHDFND2 0 0 136,778
VALERO ENERGY CORPCOMMON STOCK91913Y10079,692749,826SHDFND1749,826 0 0
VALERO ENERGY CORPCOMMON STOCK91913Y100248,6782,339,834SHDFND2113,676 0 2,226,158
VANDA PHARMACEUTICALS INCCOMMON STOCK92165910819818,207SHDFND118,207 0 0
VANDA PHARMACEUTICALS INCCOMMON STOCK92165910822720,823SHDFND2 0 0 20,823
VARONIS SYSTEMS INCCOMMON STOCK922280102963,291SHDFND13,291 0 0
VARONIS SYSTEMS INCCOMMON STOCK9222801021,97467,310SHDFND2 0 0 67,310
VECTOR GROUP LTDCOMMON STOCK92240M10849547,110SHDFND147,110 0 0
VECTOR GROUP LTDCOMMON STOCK92240M10857254,522SHDFND2 0 0 54,522
VECTRUS INCCOMMON STOCK92242T101972,897SHDFND12,897 0 0
VECTRUS INCCOMMON STOCK92242T1014,479133,858SHDFND2 0 0 133,858
VEEVA SYSTEMS INCCOMMON STOCK92247510814SHDFND14 0 0
VEEVA SYSTEMS INCCOMMON STOCK9224751085,78129,189SHDFND2509 0 28,680
VERACYTE INCCOMMON STOCK92337F107139SHDFND139 0 0
VERACYTE INCCOMMON STOCK92337F1073,506176,200SHDFND2 0 0 176,200
VERITEX HOLDINGS INCCOMMON STOCK923451108124SHDFND124 0 0
VERITEX HOLDINGS INCCOMMON STOCK9234511083,254111,200SHDFND2 0 0 111,200
VERITIV CORPCOMMON STOCK9234541026856,313SHDFND16,313 0 0
VERITIV CORPCOMMON STOCK9234541027867,241SHDFND2 0 0 7,241
VERIZON COMMUNICATIONS INCCOMMON STOCK92343V10411,484226,293SHDFND1226,293 0 0
VERIZON COMMUNICATIONS INCCOMMON STOCK92343V10415,471304,838SHDFND215,601 0 289,237
VERRA MOBILITY CORPCOMMON STOCK92511U10271045,175SHDFND145,175 0 0
VERRA MOBILITY CORPCOMMON STOCK92511U10225,6561,633,083SHDFND25,758 0 1,627,325
VERTEX PHARMACEUTICALS INCCOMMON STOCK92532F10018,65666,207SHDFND166,207 0 0
VERTEX PHARMACEUTICALS INCCOMMON STOCK92532F10034,462122,295SHDFND27,128 0 115,167
VIAVI SOLUTIONS INCCOMMON STOCK92555010518013,638SHDFND113,638 0 0
VIAVI SOLUTIONS INCCOMMON STOCK92555010520615,566SHDFND2 0 0 15,566
VIAVI SOLUTIONS INCCONV. NOTE925550AB1817725,000SHDFND1 0 0 725,000
VIAVI SOLUTIONS INCCONV. NOTE925550AB1608539,000SHDFND2 0 0 539,000
VIMEO INCCOMMON STOCK92719V10015024,863SHDFND124,863 0 0
VIMEO INCCOMMON STOCK92719V10016827,943SHDFND2 0 0 27,943
VIR BIOTECHNOLOGY INCCOMMON STOCK92764N10293436,689SHDFND136,689 0 0
VIR BIOTECHNOLOGY INCCOMMON STOCK92764N1021,07542,224SHDFND2 0 0 42,224
VIRTU FINANCIAL INCCOMMON STOCK9282541011,34057,231SHDFND157,231 0 0
VIRTU FINANCIAL INCCOMMON STOCK9282541012,02386,424SHDFND24,444 0 81,980
VIRTUS INVESTMENT PARTNERS INCCOMMON STOCK92828Q1094542,652SHDFND12,652 0 0
VIRTUS INVESTMENT PARTNERS INCCOMMON STOCK92828Q1095193,034SHDFND2 0 0 3,034
VISA INCCOMMON STOCK92826C839184,299936,053SHDFND1773,571 0 162,482
VISA INCCOMMON STOCK92826C839424,3342,155,185SHDFND214,005 0 2,141,180
VISHAY INTERTECHNOLOGY INCCOMMON STOCK92829810818710,498SHDFND110,498 0 0
VISHAY INTERTECHNOLOGY INCCOMMON STOCK92829810821411,982SHDFND2 0 0 11,982
VISTA OUTDOOR INCCOMMON STOCK92837710067224,097SHDFND124,097 0 0
VISTA OUTDOOR INCCOMMON STOCK9283771004,454159,648SHDFND2 0 0 159,648
VISTEON CORPCOMMON STOCK92839U2061,0079,719SHDFND19,719 0 0
VISTEON CORPCOMMON STOCK92839U2061,13810,982SHDFND2 0 0 10,982
VISTRA CORPCOMMON STOCK92840M1021,57368,844SHDFND168,844 0 0
VISTRA CORPCOMMON STOCK92840M1023,830167,606SHDFND210,774 0 156,832
VONTIER CORPCOMMON STOCK92888110134,5801,504,150SHDFND11,504,150 0 0
VONTIER CORPCOMMON STOCK928881101119,8425,212,771SHDFND2212,514 0 5,000,257
VORNADO REALTY TRUSTCOMMON STOCK9290421091445,042SHDFND15,042 0 0
VORNADO REALTY TRUSTCOMMON STOCK92904210917,276604,275SHDFND210,310 0 593,965
W R BERKLEY CORPCOMMON STOCK0844231021,74625,580SHDFND125,580 0 0
W R BERKLEY CORPCOMMON STOCK0844231022,57237,677SHDFND21,906 0 35,771
WALKER & DUNLOP INCCOMMON STOCK93148P1021431,489SHDFND11,489 0 0
WALKER & DUNLOP INCCOMMON STOCK93148P1026,88571,470SHDFND2 0 0 71,470
WALMART INCCOMMON STOCK931142103225,3211,853,273SHDFND11,853,273 0 0
WALMART INCCOMMON STOCK931142103813,6146,692,009SHDFND2209,471 0 6,482,538
WALT DISNEY CO/THECOMMON STOCK2546871067,20876,360SHDFND176,360 0 0
WALT DISNEY CO/THECOMMON STOCK254687106120,7961,279,617SHDFND216,494 0 1,263,123
WARBY PARKER INCCOMMON STOCK93403J10615313,563SHDFND113,563 0 0
WARBY PARKER INCCOMMON STOCK93403J10678469,605SHDFND24,733 0 64,872
WARNER BROS DISCOVERY INCCOMMON STOCK9344231041,26694,374SHDFND194,374 0 0
WARNER BROS DISCOVERY INCCOMMON STOCK9344231047,717575,012SHDFND26,489 0 568,523
WARRIOR MET COAL INCCOMMON STOCK93627C10189329,177SHDFND129,177 0 0
WARRIOR MET COAL INCCOMMON STOCK93627C1011,01933,300SHDFND2 0 0 33,300
WASHINGTON FEDERAL INCCOMMON STOCK93882410941113,693SHDFND113,693 0 0
WASHINGTON FEDERAL INCCOMMON STOCK93882410947015,654SHDFND2 0 0 15,654
WASTE CONNECTIONS INCCOMMON STOCK94106B10141,580335,428SHDFND1335,428 0 0
WASTE CONNECTIONS INCCOMMON STOCK94106B10170,686570,236SHDFND21,147 0 569,089
WASTE MANAGEMENT INCCOMMON STOCK94106L1091,86412,186SHDFND112,186 0 0
WASTE MANAGEMENT INCCOMMON STOCK94106L1092,05813,453SHDFND2702 0 12,751
WATTS WATER TECHNOLOGIES INCCOMMON STOCK9427491021731,410SHDFND11,410 0 0
WATTS WATER TECHNOLOGIES INCCOMMON STOCK9427491021981,610SHDFND2 0 0 1,610
WAYFAIR INCCONV. NOTE94419LAM36721,018,000SHDFND1 0 0 1,018,000
WAYFAIR INCCONV. NOTE94419LAM34,8407,328,000SHDFND2 0 0 7,328,000
WEBSTER FINANCIAL CORPCOMMON STOCK9478901094,693111,350SHDFND1111,350 0 0
WEBSTER FINANCIAL CORPCOMMON STOCK94789010951,5741,223,579SHDFND211,237 0 1,212,342
WEC ENERGY GROUP INCCOMMON STOCK92939U1061,48814,786SHDFND114,786 0 0
WEC ENERGY GROUP INCCOMMON STOCK92939U1062,04320,302SHDFND21,051 0 19,251
WELLS FARGO & COCOMMON STOCK94974610110,018255,745SHDFND1255,745 0 0
WELLS FARGO & COCOMMON STOCK94974610114,202362,571SHDFND218,663 0 343,908
WESBANCO INCCOMMON STOCK95081010140212,684SHDFND112,684 0 0
WESBANCO INCCOMMON STOCK95081010146014,503SHDFND2 0 0 14,503
WESTROCK COCOMMON STOCK96145D1051,40635,298SHDFND135,298 0 0
WESTROCK COCOMMON STOCK96145D1052,04751,378SHDFND22,631 0 48,747
WEYERHAEUSER COCOMMON STOCK9621661045,207157,212SHDFND1157,212 0 0
WEYERHAEUSER COCOMMON STOCK9621661047,688232,128SHDFND211,886 0 220,242
WILLIAMS COS INC/THECOMMON STOCK96945710033110,590SHDFND110,590 0 0
WILLIAMS COS INC/THECOMMON STOCK969457100 0 0 SHDFND2 0 0 0
WILLSCOT MOBILE MINI HOLDINGS CORPCOMMON STOCK97137810411,133343,399SHDFND1343,399 0 0
WILLSCOT MOBILE MINI HOLDINGS CORPCOMMON STOCK97137810420,327626,993SHDFND2 0 0 626,993
WINNEBAGO INDUSTRIES INCCONV. NOTE974637AB6221216,000SHDFND1 0 0 216,000
WINNEBAGO INDUSTRIES INCCONV. NOTE974637AB6272266,000SHDFND2 0 0 266,000
WINTRUST FINANCIAL CORPCOMMON STOCK97650W1086448,034SHDFND18,034 0 0
WINTRUST FINANCIAL CORPCOMMON STOCK97650W10898112,245SHDFND2624 0 11,621
WIX.COM LTDCONVERTIBLE ZERO92940WAD1 0 0 SHDFND1 0 0 0
WIX.COM LTDCONVERTIBLE ZERO92940WAD1360444,000SHDFND2 0 0 444,000
WIX.COM LTDORDINARY SHARESM9806810578912,031SHDFND112,031 0 0
WIX.COM LTDORDINARY SHARESM980681051,19018,158SHDFND2933 0 17,225
WNS HOLDINGS LTDCOMMON STOCK - ADR92932M1014496,020SHDFND16,020 0 0
WNS HOLDINGS LTDCOMMON STOCK - ADR92932M10113,484180,650SHDFND2 0 0 180,650
WOLFSPEED INCCOMMON STOCK9778521022,85745,021SHDFND145,021 0 0
WOLFSPEED INCCOMMON STOCK9778521022764,347SHDFND2 0 0 4,347
WORKDAY INCCOMMON STOCK98138H1011,2378,861SHDFND18,861 0 0
WORKDAY INCCOMMON STOCK98138H1011,86013,329SHDFND2686 0 12,643
WORLD FUEL SERVICES CORPCOMMON STOCK98147510645522,244SHDFND122,244 0 0
WORLD FUEL SERVICES CORPCOMMON STOCK98147510652425,625SHDFND2 0 0 25,625
WYNDHAM HOTELS & RESORTS INCCOMMON STOCK98311A1051,93129,375SHDFND129,375 0 0
WYNDHAM HOTELS & RESORTS INCCOMMON STOCK98311A1052,92044,435SHDFND22,281 0 42,154
XCEL ENERGY INCCOMMON STOCK98389B1001,75724,834SHDFND124,834 0 0
XCEL ENERGY INCCOMMON STOCK98389B1002,42134,220SHDFND21,769 0 32,451
XENCOR INCCOMMON STOCK98401F10530811,264SHDFND111,264 0 0
XENCOR INCCOMMON STOCK98401F10535312,889SHDFND2 0 0 12,889
XENIA HOTELS & RESORTS INCCOMMON STOCK984017103153SHDFND153 0 0
XENIA HOTELS & RESORTS INCCOMMON STOCK9840171033,480239,480SHDFND2 0 0 239,480
XEROX HOLDINGS CORPCOMMON STOCK98421M106271,795SHDFND11,795 0 0
XEROX HOLDINGS CORPCOMMON STOCK98421M10611,889800,580SHDFND2 0 0 800,580
XPERI HOLDING CORPCOMMON STOCK98390M10363143,709SHDFND143,709 0 0
XPERI HOLDING CORPCOMMON STOCK98390M10372350,075SHDFND2 0 0 50,075
YANDEX NVORDINARY SHARESN972841085952SHDFND1952 0 0
YANDEX NVORDINARY SHARESN972841081,864362,382SHDFND2 0 0 362,382
ZEBRA TECHNOLOGIES CORPCOMMON STOCK9892071052,4278,255SHDFND18,255 0 0
ZEBRA TECHNOLOGIES CORPCOMMON STOCK9892071059,28431,584SHDFND2965 0 30,619
ZENDESK INCCONV. NOTE98936JAD31,7281,784,000SHDFND1 0 0 1,784,000
ZENDESK INCCONV. NOTE98936JAD37,2647,500,000SHDFND2 0 0 7,500,000
ZIFF DAVIS INCCOMMON STOCK48123V1023384,537SHDFND14,537 0 0
ZIFF DAVIS INCCOMMON STOCK48123V1024,68262,818SHDFND2 0 0 62,818
ZILLOW GROUP INCCONV. NOTE98954MAH4822873,000SHDFND1 0 0 873,000
ZILLOW GROUP INCCONV. NOTE98954MAH43,6303,853,000SHDFND2 0 0 3,853,000
ZIMVIE INCCOMMON STOCK98888T107815,055SHDFND15,055 0 0
ZIMVIE INCCOMMON STOCK98888T107835,168SHDFND2 0 0 5,168
ZOETIS INCCOMMON STOCK98978V1033882,258SHDFND12,258 0 0
ZOETIS INCCOMMON STOCK98978V10332,956191,729SHDFND2559 0 191,170
ZSCALER INCCOMMON STOCK98980G1024,71931,564SHDFND114,764 0 16,800
ZSCALER INCCOMMON STOCK98980G1025,72138,262SHDFND2643 0 37,619
ZSCALER INCCONV. NOTE98980GAB81,125929,000SHDFND1 0 0 929,000
ZSCALER INCCONV. NOTE98980GAB87,6076,284,000SHDFND2 0 0 6,284,000
ZURN WATER SOLUTIONS CORPCOMMON STOCK98983L10896035,253SHDFND135,253 0 0
ZURN WATER SOLUTIONS CORPCOMMON STOCK98983L1081,10340,490SHDFND2 0 0 40,490