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:
03-31-2022
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:
AXA S.A.
Address:
25 AVENUE MATIGNON
PARIS, I0 75008
Form 13F File Number:
028-03570

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:
Anthony Gilsoul
Title:
Attorney-in-Fact, AXA Investment Managers
Phone:
0033144459754


Signature, Place, and Date of Signing:

Anthony Gilsoul
                         [Signature]
Paris La Defense, FRANCE
                 [City, State]
05-13-2022
                           [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:
4
Form 13F Information table Entry Total:
2509
Form 13F Information table Value Total:
35183008
          (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
7
028-18431
AXA Investment Managers Paris
0001577619
8
028-18429
AXA INVESTMENT MANAGERS UK Ltd
0001536140
10
028-20829
AXA Real Estate Investment Managers SGP
0001828039
11
028-22489
AXA Investment Managers US Inc.
0001920120


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
360 DigiTech IncAMERICAN DEP88557W101291,900SHDFND1,900 0 0
360 DigiTech IncAMERICAN DEP88557W1013,103201,600SHDFND8201,600 0 0
3M CoCOM88579Y10196645SHDFND645 0 0
3M CoCOM88579Y1014,60030,900SHDFND1130,900 0 0
3M CoCOM88579Y10121,460144,145SHDFND726,753 0 117,392
3M CoCOM88579Y101154,7841,039,656SHDFND81,028,474 0 11,182
51job IncSPONSORED ADS31682710470612,054SHDFND7 0 0 12,054
A10 Networks IncCOM00212110118813,500SHDFND1110,000 0 3,500
A10 Networks IncCOM0021211011,576113,000SHDFND8100,900 0 12,100
Abbott LaboratoriesCOM0028241001,95016,471SHDFND16,471 0 0
Abbott LaboratoriesCOM0028241003,50329,600SHDFND1129,600 0 0
Abbott LaboratoriesCOM00282410049,536418,522SHDFND7369,606 0 48,916
Abbott LaboratoriesCOM00282410078,733665,200SHDFND8644,100 0 21,100
AbbVie IncCOM00287Y1092881,775SHDFND1,775 0 0
AbbVie IncCOM00287Y10917,067105,280SHDFND744,219 0 61,061
AbbVie IncCOM00287Y109101,234624,480SHDFND8620,580 0 3,900
Abercrombie & Fitch CoCL A0028962071,27639,900SHDFND830,700 0 9,200
ABIOMED IncCOM003654100274828SHDFND7828 0 0
ABIOMED IncCOM00365410075,545228,068SHDFND8228,068 0 0
ABM Industries IncCOM00095710054811,900SHDFND119,300 0 2,600
ABM Industries IncCOM0009571006,528141,800SHDFND8120,800 0 21,000
abrdn Gold ETF TrustPHYSCL GOLD SHS00326A10456930,628SHDFND 0 0 30,628
Accelerate Diagnostics IncCOM00430H1021,315913,510SHDFND8913,510 0 0
Accenture PLCSHS CLASS AG1151C101222657SHDFND657 0 0
Accenture PLCSHS CLASS AG1151C1013,3059,800SHDFND119,800 0 0
Accenture PLCSHS CLASS AG1151C10133,19698,436SHDFND757,245 0 41,191
Accenture PLCSHS CLASS AG1151C101149,042441,960SHDFND8434,760 0 7,200
Achilles Therapeutics PLCSPONSORED ADS00449L102832282,826SHDFND8282,826 0 0
ACI Worldwide IncCOM0044981011,65252,462SHDFND749,250 0 3,212
Activision Blizzard IncCOM00507V10963782SHDFND782 0 0
Activision Blizzard IncCOM00507V1096,63582,822SHDFND776,214 0 6,608
Activision Blizzard IncCOM00507V10975,593943,613SHDFND8931,383 0 12,230
Acuity Brands IncCOM00508Y1024352,300SHDFND112,300 0 0
Acuity Brands IncCOM00508Y1022,29112,100SHDFND85,900 0 6,200
Adobe IncCOM00724F101264579SHDFND579 0 0
Adobe IncCOM00724F1012,5405,574SHDFND115,574 0 0
Adobe IncCOM00724F10165,817144,456SHDFND7116,497 0 27,959
Adobe IncCOM00724F101126,507277,658SHDFND8265,096 0 12,562
Advance Auto Parts IncCOM00751Y106175847SHDFND7847 0 0
Advance Auto Parts IncCOM00751Y106186900SHDFND8900 0 0
Advanced Drainage Systems IncCOM00790R1044043,400SHDFND112,800 0 600
Advanced Drainage Systems IncCOM00790R1044633,900SHDFND8 0 0 3,900
Advanced Energy Industries IncCOM00797310029334SHDFND334 0 0
Advanced Energy Industries IncCOM0079731008,09394,015SHDFND894,015 0 0
Advanced Micro Devices IncCOM0079031072041,867SHDFND1,867 0 0
Advanced Micro Devices IncCOM0079031074,42240,442SHDFND77,419 0 33,023
Advanced Micro Devices IncCOM007903107212,9021,947,155SHDFND81,887,763 0 59,392
AerCap Holdings NVSHSN009851063727,400SHDFND77,400 0 0
AerCap Holdings NVSHSN009851062925,800SHDFND85,800 0 0
Aflac IncCOM00105510245699SHDFND699 0 0
Aflac IncCOM0010551022,06032,000SHDFND1132,000 0 0
Aflac IncCOM0010551023425,316SHDFND75,316 0 0
Aflac IncCOM0010551029,047140,500SHDFND8135,300 0 5,200
AGCO CorpCOM0010841021,3299,100SHDFND117,200 0 1,900
AGCO CorpCOM00108410223,277159,400SHDFND8137,400 0 22,000
Agilent Technologies IncCOM00846U10144331SHDFND331 0 0
Agilent Technologies IncCOM00846U1011,72013,000SHDFND1113,000 0 0
Agilent Technologies IncCOM00846U1012,08515,753SHDFND715,147 0 606
Agilent Technologies IncCOM00846U10131,812240,401SHDFND8238,000 0 2,401
Agios Pharmaceuticals IncCOM00847X1045,846200,837SHDFND8200,837 0 0
Agnico Eagle Mines LtdCOM00847410818,117295,842SHDFND7295,842 0 0
Airbnb IncCOM CL A00906610146267SHDFND267 0 0
Airbnb IncCOM CL A00906610125,392147,835SHDFND7147,835 0 0
Airbnb IncNOTE 3/1009066AB722,18322,800,000PRNDFND719,029,000 0 3,771,000
Akamai Technologies IncCOM00971T1018,54271,550SHDFND767,178 0 4,372
Akamai Technologies IncCOM00971T1012,66222,300SHDFND822,300 0 0
Akamai Technologies IncNOTE 0.375% 9/000971TAL519,84717,200,000PRNDFND714,800,000 0 2,400,000
Alarm.com Holdings IncCOM0116421053,77356,772SHDFND856,772 0 0
Alaunos Therapeutics IncCOM98973P101572877,500SHDFND8877,500 0 0
Albemarle CorpCOM01265310152233SHDFND233 0 0
Albemarle CorpCOM0126531015332,408SHDFND71,305 0 1,103
Albemarle CorpCOM01265310113,22759,811SHDFND859,811 0 0
Alcoa CorpCOM0138721064955,500SHDFND115,500 0 0
Alcoa CorpCOM0138721062,22824,748SHDFND7 0 0 24,748
Alcoa CorpCOM0138721062973,300SHDFND8 0 0 3,300
Alcon IncORD SHSH0130112832,474409,350SHDFND796,248 0 313,102
Alcon IncORD SHSH013011288,059101,590SHDFND899,946 0 1,644
Alexandria Real Estate Equities IncCOM01527110938,799192,791SHDFND10192,791 0 0
Alexandria Real Estate Equities IncCOM0152711092011,001SHDFND71,001 0 0
Algonquin Power & Utilities CorpCOM0158571054,428285,301SHDFND7285,301 0 0
Alibaba Group Holding LtdSPONSORED ADS01609W10211,529105,969SHDFND81,908 0 24,061
Alibaba Group Holding LtdSPONSORED ADS01609W10222,258204,580SHDFND7187,880 0 16,700
Alibaba Group Holding LtdSPONSORED ADS01609W102104,953964,643SHDFND8964,643 0 0
Align Technology IncCOM0162551013683SHDFND83 0 0
Align Technology IncCOM01625510113,78831,623SHDFND731,623 0 0
Align Technology IncCOM016255101129,472296,954SHDFND8295,549 0 1,405
Alkermes PLCSHSG017671056,842260,050SHDFND8260,050 0 0
Allegion plcORD SHSG0176J1091,63614,900SHDFND1114,900 0 0
Allegion plcORD SHSG0176J1091091SHDFND791 0 0
Allegion plcORD SHSG0176J10928,990264,075SHDFND8261,300 0 2,775
Alliance Data Systems CorpCOM0185811083876,900SHDFND8 0 0 6,900
Allscripts Healthcare Solutions IncCOM01988P10844419,700SHDFND1116,100 0 3,600
Allscripts Healthcare Solutions IncCOM01988P1086,853304,300SHDFND8276,400 0 27,900
Allstate Corp/TheCOM0200021012541,837SHDFND71,837 0 0
Ally Financial IncCOM02005N1001894,336SHDFND74,336 0 0
Ally Financial IncCOM02005N10036,245833,600SHDFND8780,600 0 53,000
Alnylam Pharmaceuticals IncCOM02043Q10720121SHDFND7121 0 0
Alnylam Pharmaceuticals IncCOM02043Q10733,928207,775SHDFND8207,775 0 0
Alphabet IncCAP STK CL A02079K305790284SHDFND284 0 0
Alphabet IncCAP STK CL A02079K30512,2964,421SHDFND114,421 0 0
Alphabet IncCAP STK CL A02079K305137,88549,575SHDFND740,304 0 9,271
Alphabet IncCAP STK CL A02079K305518,227186,322SHDFND8178,072 0 8,250
Alphabet IncCAP STK CL C02079K107765274SHDFND274 0 0
Alphabet IncCAP STK CL C02079K10742,58815,248SHDFND74,704 0 10,544
Alphabet IncCAP STK CL C02079K107563,854201,882SHDFND8201,882 0 0
Alpha Metallurgical Resources IncCOM0207641061,75513,300SHDFND1110,600 0 2,700
Alpha Metallurgical Resources IncCOM0207641061,76813,400SHDFND8 0 0 13,400
Altair Engineering IncCOM CL A02136910345,976713,912SHDFND8704,595 0 9,317
Altice USA IncCL A02156K10337429,965SHDFND718,514 0 11,451
Alto Ingredients IncCOM0215131061,089159,700SHDFND8159,700 0 0
Altra Industrial Motion CorpCOM02208R1063549,100SHDFND117,500 0 1,600
Altra Industrial Motion CorpCOM02208R1063318,500SHDFND8 0 0 8,500
ALX Oncology Holdings IncCOM00166B1052,099124,199SHDFND8124,199 0 0
Amazon.com IncCOM0231351064,0291,236SHDFND1,236 0 0
Amazon.com IncCOM0231351069,8393,018SHDFND113,018 0 0
Amazon.com IncCOM023135106190,15058,329SHDFND748,589 0 9,740
Amazon.com IncCOM023135106799,972245,394SHDFND8243,694 0 1,700
Ambarella IncSHSG037AX10163,829608,358SHDFND8608,358 0 0
Ambev SASPONSORED ADR02319V1034,6261,432,127SHDFND1,432,127 0 0
Ambev SASPONSORED ADR02319V10310532,420SHDFND7 0 0 32,420
Amcor PLCORDG0250X10716314,374SHDFND714,374 0 0
Amdocs LtdSHSG026021031,59519,400SHDFND1116,600 0 2,800
Amdocs LtdSHSG026021032382,900SHDFND72,900 0 0
Amdocs LtdSHSG0260210324,005292,000SHDFND8277,100 0 14,900
Amedisys IncCOM02343610811,66567,704SHDFND867,704 0 0
AMERCOCOM023586100239400SHDFND8 0 0 400
Ameresco IncCL A02361E1081551,945SHDFND1,945 0 0
Ameresco IncCL A02361E10811,197140,842SHDFND747,998 0 92,844
Ameresco IncCL A02361E10843,009540,994SHDFND8540,994 0 0
American Campus Communities IncCOM02483510037,840676,071SHDFND10676,071 0 0
American Campus Communities IncCOM0248351004818,600SHDFND116,700 0 1,900
American Campus Communities IncCOM024835100561,008SHDFND71,008 0 0
American Campus Communities IncCOM0248351004,17574,600SHDFND866,100 0 8,500
American Express CoCOM025816109138737SHDFND737 0 0
American Express CoCOM0258161092,31912,400SHDFND1112,400 0 0
American Express CoCOM02581610919,132102,309SHDFND747,267 0 55,042
American Express CoCOM025816109182,653976,754SHDFND8968,054 0 8,700
American Financial Group Inc/OHCOM0259321041173SHDFND773 0 0
American Financial Group Inc/OHCOM0259321041,3119,000SHDFND89,000 0 0
American Homes 4 RentCL A02665T30642,9331,072,521SHDFND101,072,521 0 0
American Homes 4 RentCL A02665T3061593,974SHDFND73,974 0 0
American International Group IncCOM NEW02687478459933SHDFND933 0 0
American International Group IncCOM NEW0268747841,04216,600SHDFND1116,600 0 0
American International Group IncCOM NEW0268747841913,042SHDFND73,042 0 0
American International Group IncCOM NEW0268747844,95378,900SHDFND871,900 0 7,000
American Tower CorpCOM03027X1001,8567,389SHDFND7,389 0 0
American Tower CorpCOM03027X1006832,719SHDFND102,719 0 0
American Tower CorpCOM03027X1002,3369,300SHDFND119,300 0 0
American Tower CorpCOM03027X1004,12016,399SHDFND7460 0 15,939
American Tower CorpCOM03027X100109,054434,097SHDFND8433,097 0 1,000
American Water Works Co IncCOM0304201033,80723,000SHDFND1023,000 0 0
American Water Works Co IncCOM0304201031,67210,100SHDFND1110,100 0 0
American Water Works Co IncCOM03042010330183SHDFND7183 0 0
American Water Works Co IncCOM03042010323,985144,900SHDFND8143,200 0 1,700
Americold Realty TrustCOM03064D10811,310405,675SHDFND10405,675 0 0
Americold Realty TrustCOM03064D10831811,400SHDFND119,200 0 2,200
Americold Realty TrustCOM03064D108742,666SHDFND72,666 0 0
Americold Realty TrustCOM03064D10841514,900SHDFND82,800 0 12,100
Ameriprise Financial IncCOM03076C106120400SHDFND11400 0 0
Ameriprise Financial IncCOM03076C10655182SHDFND7182 0 0
Ameriprise Financial IncCOM03076C1068,50028,300SHDFND826,300 0 2,000
AmerisourceBergen CorpCOM03073E10524158SHDFND7158 0 0
AmerisourceBergen CorpCOM03073E10555,928361,500SHDFND8357,400 0 4,100
AMETEK IncCOM0311001001651,239SHDFND71,239 0 0
AMETEK IncCOM0311001008,80366,100SHDFND866,100 0 0
Amgen IncCOM031162100141583SHDFND583 0 0
Amgen IncCOM0311621009133,777SHDFND113,777 0 0
Amgen IncCOM03116210019,74781,660SHDFND745,291 0 36,369
Amgen IncCOM03116210063,737263,571SHDFND8248,199 0 15,372
Amkor Technology IncCOM0316521001768,100SHDFND118,100 0 0
Amkor Technology IncCOM0316521001898,700SHDFND83,000 0 5,700
AMN Healthcare Services IncCOM0017441014904,700SHDFND113,400 0 1,300
AMN Healthcare Services IncCOM0017441014,46542,794SHDFND830,794 0 12,000
Amphenol CorpCL A03209510149656SHDFND656 0 0
Amphenol CorpCL A0320951012,31330,700SHDFND1130,700 0 0
Amphenol CorpCL A03209510127,068359,235SHDFND7359,235 0 0
Amphenol CorpCL A03209510138,044504,900SHDFND8497,200 0 7,700
Analog Devices IncCOM032654105106643SHDFND643 0 0
Analog Devices IncCOM0326541053,70422,425SHDFND7779 0 21,646
Analog Devices IncCOM0326541054,13025,000SHDFND822,000 0 3,000
Annaly Capital Management IncCOM03571040922131,459SHDFND731,459 0 0
ANSYS IncCOM03662Q105105330SHDFND11330 0 0
ANSYS IncCOM03662Q105217683SHDFND7683 0 0
ANSYS IncCOM03662Q10569,390218,449SHDFND8218,449 0 0
Antero Resources CorpCOM03674X1062879,400SHDFND117,500 0 1,900
Antero Resources CorpCOM03674X1061,67654,900SHDFND847,600 0 7,300
Anthem IncCOM036752103120245SHDFND245 0 0
Anthem IncCOM0367521031,4743,000SHDFND113,000 0 0
Anthem IncCOM0367521036,06712,350SHDFND7589 0 11,761
Anthem IncCOM036752103104,004211,726SHDFND8208,726 0 3,000
Aon PLCSHS CL AG0403H10886263SHDFND263 0 0
Aon PLCSHS CL AG0403H1082,2146,800SHDFND116,800 0 0
Aon PLCSHS CL AG0403H10820,18962,000SHDFND858,200 0 3,800
A O Smith CorpCOM8318652099134SHDFND7134 0 0
A O Smith CorpCOM8318652098,050126,000SHDFND8126,000 0 0
APA CorpCOM03743Q10868416,553SHDFND1112,708 0 3,845
APA CorpCOM03743Q10810,339250,151SHDFND8229,847 0 20,304
Apartment Investment and Management CoCL A03748R74724032,800SHDFND1124,100 0 8,700
Apartment Investment and Management CoCL A03748R7471,616220,700SHDFND8193,200 0 27,500
Apollo Medical Holdings IncCOM NEW03763A2073016,200SHDFND114,500 0 1,700
Apollo Medical Holdings IncCOM NEW03763A2071,54131,800SHDFND826,200 0 5,600
Apple Hospitality REIT IncCOM NEW03784Y20042023,400SHDFND1118,500 0 4,900
Apple Hospitality REIT IncCOM NEW03784Y200221,228SHDFND71,228 0 0
Apple Hospitality REIT IncCOM NEW03784Y2002,442135,900SHDFND8115,000 0 20,900
Apple IncCOM0378331002,60614,927SHDFND14,927 0 0
Apple IncCOM03783310022,665129,804SHDFND11129,804 0 0
Apple IncCOM037833100173,821995,481SHDFND7545,129 0 450,352
Apple IncCOM0378331001,400,3058,019,614SHDFND87,953,214 0 66,400
Applied Materials IncCOM038222105128972SHDFND972 0 0
Applied Materials IncCOM0382221051,63112,372SHDFND1112,372 0 0
Applied Materials IncCOM0382221051,2569,528SHDFND73,494 0 6,034
Applied Materials IncCOM03822210566,256502,698SHDFND8487,086 0 15,612
Aptiv PLCSHSG6095L1092,87323,996SHDFND23,996 0 0
Aptiv PLCSHSG6095L1091,82315,225SHDFND715,225 0 0
Aptiv PLCSHSG6095L109125,8601,051,378SHDFND81,045,356 0 6,022
AramarkCOM03852U10611290SHDFND7290 0 0
AramarkCOM03852U1062787,400SHDFND85,300 0 2,100
ArcBest CorpCOM03937C1053624,500SHDFND113,400 0 1,100
ArcBest CorpCOM03937C1053,29240,900SHDFND837,000 0 3,900
Arch Capital Group LtdORDG0450A1051,46730,300SHDFND1125,000 0 5,300
Arch Capital Group LtdORDG0450A105701,438SHDFND71,438 0 0
Arch Capital Group LtdORDG0450A1051,51631,300SHDFND8 0 0 31,300
Archer-Daniels-Midland CoCOM03948310255611SHDFND611 0 0
Archer-Daniels-Midland CoCOM0394831025,04655,900SHDFND1155,900 0 0
Archer-Daniels-Midland CoCOM0394831023503,877SHDFND73,877 0 0
Archer-Daniels-Midland CoCOM03948310272,921807,900SHDFND8795,900 0 12,000
Arcus Biosciences IncCOM03969F1094,245134,515SHDFND8134,515 0 0
Arcutis Biotherapeutics IncCOM03969K1086,836354,943SHDFND8354,943 0 0
Argenx SESPONSORED ADR04016X10128,05788,983SHDFND888,983 0 0
Arista Networks IncCOM0404131066574,727SHDFND74,727 0 0
Array Technologies IncCOM SHS04271T10015914,136SHDFND714,136 0 0
Arrow Electronics IncCOM042735100870SHDFND770 0 0
Arrow Electronics IncCOM0427351004273,600SHDFND8 0 0 3,600
ASE Technology Holding Co LtdSPONSORED ADS00215W10065291,912SHDFND7 0 0 91,912
ASGN IncCOM00191U1028527,300SHDFND115,600 0 1,700
ASGN IncCOM00191U1026,73457,700SHDFND850,700 0 7,000
ASML Holding NVN Y REGISTRY SHSN07059210303454SHDFND454 0 0
Aspen Technology IncCOM04532710354,171327,575SHDFND8327,575 0 0
AssetMark Financial Holdings IncCOM04546L1061,47366,209SHDFND866,209 0 0
Assured Guaranty LtdCOMG0585R1062483,900SHDFND113,300 0 600
Assured Guaranty LtdCOMG0585R1062293,600SHDFND8 0 0 3,600
Atkore IncCOM0476491086106,200SHDFND114,700 0 1,500
Atkore IncCOM0476491086,99971,100SHDFND857,600 0 13,500
Atmos Energy CorpCOM0495601051,91216,000SHDFND1116,000 0 0
Atmos Energy CorpCOM0495601053402,844SHDFND72,844 0 0
Atmos Energy CorpCOM04956010525,499213,400SHDFND8211,100 0 2,300
AT&T IncCOM00206R1021357,568SHDFND7,568 0 0
AT&T IncCOM00206R1022,618146,800SHDFND11146,800 0 0
AT&T IncCOM00206R1025,512309,028SHDFND767,107 0 241,921
AT&T IncCOM00206R10247,4992,663,200SHDFND82,454,400 0 208,800
Autodesk IncCOM05276910650231SHDFND231 0 0
Autodesk IncCOM0527691063,22415,043SHDFND713,310 0 1,733
Autodesk IncCOM052769106113,031527,321SHDFND8523,972 0 3,349
Autohome IncSP ADS RP CL A05278C107732,400SHDFND2,400 0 0
Autohome IncSP ADS RP CL A05278C1074,051133,200SHDFND8133,200 0 0
Automatic Data Processing IncCOM0530151032,61311,484SHDFND11,484 0 0
Automatic Data Processing IncCOM0530151033,46115,209SHDFND1115,209 0 0
Automatic Data Processing IncCOM05301510325,147110,515SHDFND790,549 0 19,966
Automatic Data Processing IncCOM05301510374,677328,193SHDFND8319,152 0 9,041
AutoNation IncCOM05329W1026376,400SHDFND115,200 0 1,200
AutoNation IncCOM05329W1027,93779,700SHDFND864,400 0 15,300
AutoZone IncCOM0533321024723SHDFND23 0 0
AutoZone IncCOM0533321021,227600SHDFND11600 0 0
AutoZone IncCOM053332102466228SHDFND7228 0 0
AutoZone IncCOM05333210213,6806,691SHDFND86,599 0 92
AvalonBay Communities IncCOM05348410160,131242,104SHDFND10242,104 0 0
AvalonBay Communities IncCOM0534841015462,200SHDFND112,200 0 0
AvalonBay Communities IncCOM0534841016842,754SHDFND72,754 0 0
AvalonBay Communities IncCOM0534841019,61238,700SHDFND838,700 0 0
Avanos Medical IncCOM05350V1063089,200SHDFND116,900 0 2,300
Avanos Medical IncCOM05350V1063,518105,000SHDFND897,700 0 7,300
Avantor IncCOM05352A10071421,100SHDFND1116,800 0 4,300
Avantor IncCOM05352A10068320,200SHDFND8 0 0 20,200
Avery Dennison CorpCOM0536111092961,700SHDFND111,700 0 0
Avery Dennison CorpCOM0536111091584SHDFND784 0 0
Avery Dennison CorpCOM0536111092,50314,386SHDFND813,886 0 500
Avis Budget Group IncCOM0537741053691,400SHDFND111,100 0 300
Avis Budget Group IncCOM0537741053421,300SHDFND8 0 0 1,300
Avista CorpCOM05379B1072174,800SHDFND113,900 0 900
Avista CorpCOM05379B1073126,900SHDFND8 0 0 6,900
Avnet IncCOM05380710358914,500SHDFND1111,000 0 3,500
Avnet IncCOM0538071037,477184,200SHDFND8155,400 0 28,800
Axcelis Technologies IncCOM NEW0545402084385,800SHDFND114,400 0 1,400
Axcelis Technologies IncCOM NEW0545402085667,500SHDFND82,100 0 5,400
Axis Capital Holdings LtdSHSG0692U10973212,100SHDFND8 0 0 12,100
Axon Enterprise IncCOM05464C10116,583120,400SHDFND7120,400 0 0
Axonics IncCOM05465P101114,7221,832,612SHDFND81,820,848 0 11,764
Badger Meter IncCOM0565251089,94999,776SHDFND799,776 0 0
Baidu IncSPON ADR REP A0567521087,31655,296SHDFND51,350 0 3,946
Baidu IncSPON ADR REP A0567521081,0537,961SHDFND7 0 0 7,961
Baidu IncSPON ADR REP A05675210817,535132,538SHDFND8132,538 0 0
Baker Hughes CoCL A05722G1003509,600SHDFND119,600 0 0
Baker Hughes CoCL A05722G1001,73647,677SHDFND747,677 0 0
Baker Hughes CoCL A05722G10057215,700SHDFND8 0 0 15,700
Ball CorpCOM05849810682915SHDFND915 0 0
Ball CorpCOM05849810629327SHDFND7327 0 0
Ball CorpCOM05849810631,192346,580SHDFND8346,580 0 0
Banco Bradesco SASP ADR PFD NEW05946030319546,317SHDFND7 0 0 46,317
Bancorp Inc/TheCOM05969A105993,500SHDFND113,500 0 0
Bancorp Inc/TheCOM05969A1055,085179,506SHDFND7179,506 0 0
Bank of America CorpCOM0605051043769,129SHDFND9,129 0 0
Bank of America CorpCOM06050510423,154561,722SHDFND7207,777 0 353,945
Bank of America CorpCOM06050510449,4431,199,500SHDFND81,182,800 0 16,700
Bank of MontrealCOM06367110187739SHDFND739 0 0
Bank of MontrealCOM0636711011,86415,800SHDFND1115,800 0 0
Bank of MontrealCOM06367110177653SHDFND7653 0 0
Bank of MontrealCOM06367110145,843388,600SHDFND8376,900 0 11,700
Bank of New York Mellon Corp/TheCOM06405810045906SHDFND906 0 0
Bank of New York Mellon Corp/TheCOM06405810084917,100SHDFND1117,100 0 0
Bank of New York Mellon Corp/TheCOM0640581002184,384SHDFND74,384 0 0
Bank of New York Mellon Corp/TheCOM06405810018,795378,700SHDFND8369,800 0 8,900
Bank of Nova Scotia/TheCOM064149107951,318SHDFND1,318 0 0
Bank of Nova Scotia/TheCOM0641491074,00955,900SHDFND1155,900 0 0
Bank of Nova Scotia/TheCOM0641491071381,930SHDFND71,227 0 703
Bank of Nova Scotia/TheCOM06414910739,618552,400SHDFND8540,600 0 11,800
Bank OZKCOM06417N1032,60160,918SHDFND860,918 0 0
Barrick Gold CorpCOM06790110828,3581,156,048SHDFND71,156,048 0 0
Barrick Gold CorpCOM067901108963,900SHDFND8 0 0 3,900
Bausch Health Cos IncCOM07173410730113,174SHDFND7 0 0 13,174
Baxter International IncCOM07181310939509SHDFND509 0 0
Baxter International IncCOM0718131095126,600SHDFND116,600 0 0
Baxter International IncCOM0718131093314,265SHDFND74,265 0 0
Baxter International IncCOM07181310917,842230,100SHDFND8229,000 0 1,100
BCE IncCOM NEW05534B7601112,000SHDFND112,000 0 0
BCE IncCOM NEW05534B760473SHDFND773 0 0
BCE IncCOM NEW05534B7605,20293,800SHDFND892,100 0 1,700
Becton Dickinson and CoCOM07588710983319SHDFND319 0 0
Becton Dickinson and CoCOM0758871091,1674,500SHDFND114,500 0 0
Becton Dickinson and CoCOM07588710941,830161,297SHDFND7126,248 0 35,049
Becton Dickinson and CoCOM07588710994,563364,637SHDFND8361,437 0 3,200
BeiGene LtdSPONSORED ADR07725L10282437SHDFND7 0 0 437
BeiGene LtdSPONSORED ADR07725L1025,39928,629SHDFND828,629 0 0
Belden IncCOM0774541064217,600SHDFND115,800 0 1,800
Belden IncCOM0774541065,18593,600SHDFND887,100 0 6,500
Bentley Systems IncCOM CL B08265T20819,302436,894SHDFND8436,894 0 0
Berkshire Hathaway IncCL B NEW0846707025071,436SHDFND1,436 0 0
Berkshire Hathaway IncCL B NEW0846707028,22323,300SHDFND1123,300 0 0
Berkshire Hathaway IncCL B NEW0846707026,27617,783SHDFND71,316 0 16,467
Berkshire Hathaway IncCL B NEW084670702155,501440,624SHDFND8433,724 0 6,900
Best Buy Co IncCOM0865161012833,113SHDFND73,113 0 0
Best Buy Co IncCOM0865161018369,200SHDFND89,200 0 0
BGC Partners IncCL A05541T101214,700SHDFND114,700 0 0
BGC Partners IncCL A05541T10113731,100SHDFND8 0 0 31,100
BHP Group LtdSPONSORED ADS0886061082022,619SHDFND2,619 0 0
Bicycle Therapeutics PLCSPONSORED ADS0887861086,374145,254SHDFND8145,254 0 0
Biglari Holdings IncCOM STK CL A08986R408109150SHDFND11110 0 40
Biglari Holdings IncCOM STK CL A08986R408175240SHDFND8100 0 140
Biogen IncCOM09062X10335165SHDFND165 0 0
Biogen IncCOM09062X1031,4206,743SHDFND72,102 0 4,641
Biogen IncCOM09062X10341,372196,447SHDFND8196,447 0 0
Biohaven Pharmaceutical Holding Co LtdCOMG111961056,59955,656SHDFND855,656 0 0
BioMarin Pharmaceutical IncCOM09061G1011,49019,321SHDFND719,321 0 0
BioMarin Pharmaceutical IncCOM09061G10131,556409,286SHDFND8409,286 0 0
BioMarin Pharmaceutical IncNOTE 0.599% 8/009061GAH48,4688,430,000PRNDFND77,159,000 0 1,271,000
Biomea Fusion IncCOM09077A106522117,000SHDFND8117,000 0 0
Bio-Techne CorpCOM09073M10443100SHDFND11100 0 0
Bio-Techne CorpCOM09073M104349806SHDFND7806 0 0
BJ's Wholesale Club Holdings IncCOM05550J1014336,400SHDFND116,000 0 400
BJ's Wholesale Club Holdings IncCOM05550J1015,57182,400SHDFND873,000 0 9,400
Blackbaud IncCOM09227Q1004798,000SHDFND116,100 0 1,900
Blackbaud IncCOM09227Q1005,18586,600SHDFND878,900 0 7,700
Blackline IncCOM09239B1096,50588,839SHDFND788,839 0 0
BlackRock IncCOM09247X101134176SHDFND176 0 0
BlackRock IncCOM09247X1013,4394,500SHDFND114,500 0 0
BlackRock IncCOM09247X10120,80627,227SHDFND714,439 0 12,788
BlackRock IncCOM09247X10154,73671,628SHDFND869,728 0 1,900
Blackstone IncCOM09260D1074,15532,731SHDFND7 0 0 32,731
Block IncCL A85223410371521SHDFND521 0 0
Block IncCL A8522341034,06229,959SHDFND729,959 0 0
Block IncCL A8522341033,31524,449SHDFND823,649 0 800
Block IncNOTE 0.250%11/0852234AK98,5879,393,000PRNDFND78,049,000 0 1,344,000
Block IncNOTE 5/0852234AJ21,1561,250,000PRNDFND71,250,000 0 0
Bloomin' Brands IncCOM09423510837317,000SHDFND1112,900 0 4,100
Bloomin' Brands IncCOM0942351083,278149,400SHDFND8136,300 0 13,100
BlueLinx Holdings IncCOM NEW09624H2081291,800SHDFND111,300 0 500
BlueLinx Holdings IncCOM NEW09624H2081221,700SHDFND8 0 0 1,700
Boeing Co/TheCOM097023105121631SHDFND631 0 0
Boeing Co/TheCOM0970231053,02815,814SHDFND79,849 0 5,965
Boise Cascade CoCOM09739D1005217,500SHDFND116,400 0 1,100
Boise Cascade CoCOM09739D1004,98171,700SHDFND865,300 0 6,400
Booking Holdings IncCOM09857L1082,198936SHDFND936 0 0
Booking Holdings IncCOM09857L10814,9676,373SHDFND74,372 0 2,001
Booking Holdings IncCOM09857L108109,93346,811SHDFND846,088 0 723
Booking Holdings IncNOTE 0.750% 5/009857LAN81,286870,000PRNDFND7 0 0 870,000
Boot Barn Holdings IncCOM0994061003133,300SHDFND113,300 0 0
Boot Barn Holdings IncCOM0994061003,32735,100SHDFND830,800 0 4,300
Booz Allen Hamilton Holding CorpCL A0995021064395,000SHDFND115,000 0 0
Booz Allen Hamilton Holding CorpCL A0995021067,91790,133SHDFND890,133 0 0
BorgWarner IncCOM099724106441,140SHDFND1,140 0 0
BorgWarner IncCOM0997241062,79671,886SHDFND771,886 0 0
BorgWarner IncCOM09972410611,598298,152SHDFND8298,152 0 0
Boston Properties IncCOM10112110133,466259,830SHDFND10259,830 0 0
Boston Properties IncCOM1011211013572,769SHDFND72,769 0 0
Boston Scientific CorpCOM101137107671,510SHDFND1,510 0 0
Boston Scientific CorpCOM1011371071022,300SHDFND112,300 0 0
Boston Scientific CorpCOM1011371079,805221,388SHDFND774,775 0 146,613
Boston Scientific CorpCOM10113710780,7841,823,969SHDFND81,812,169 0 11,800
Box IncCL A10316T10463421,800SHDFND8 0 0 21,800
Brightcove IncCOM10921T101933119,600SHDFND8119,600 0 0
Bright Horizons Family Solutions IncCOM1091941001,39310,500SHDFND1010,500 0 0
Bright Horizons Family Solutions IncCOM1091941005,76743,461SHDFND743,461 0 0
Bright Horizons Family Solutions IncCOM1091941004,80036,176SHDFND836,176 0 0
BrightView Holdings IncCOM10948C1071,23991,000SHDFND883,400 0 7,600
Brinker International IncCOM1096411003017,900SHDFND115,900 0 2,000
Brinker International IncCOM1096411003,64895,600SHDFND888,600 0 7,000
Brink's Co/TheCOM1096961044086,000SHDFND114,400 0 1,600
Brink's Co/TheCOM1096961041,76125,900SHDFND819,100 0 6,800
Bristol-Myers Squibb CoCOM1101221081662,270SHDFND2,270 0 0
Bristol-Myers Squibb CoCOM1101221086949,500SHDFND119,500 0 0
Bristol-Myers Squibb CoCOM1101221088,441115,585SHDFND7104,756 0 10,829
Bristol-Myers Squibb CoCOM110122108106,5951,459,600SHDFND81,368,500 0 91,100
Brixmor Property Group IncCOM11120U1051947,500SHDFND117,500 0 0
Brixmor Property Group IncCOM11120U105622,405SHDFND72,405 0 0
Broadcom IncCOM11135F101246391SHDFND391 0 0
Broadcom IncCOM11135F10111,41018,120SHDFND79,837 0 8,283
Broadcom IncCOM11135F10158,09092,253SHDFND888,553 0 3,700
Broadridge Financial Solutions IncCOM11133T1036544,200SHDFND114,200 0 0
Broadridge Financial Solutions IncCOM11133T1032461,578SHDFND71,578 0 0
Broadridge Financial Solutions IncCOM11133T10312,08377,600SHDFND877,100 0 500
Brookfield Asset Management IncCL A LTD VT SH112585104881,555SHDFND1,555 0 0
Brookfield Asset Management IncCL A LTD VT SH11258510456610,000SHDFND1110,000 0 0
Brookfield Asset Management IncCL A LTD VT SH1125851049,700171,471SHDFND7 0 0 171,471
Brookfield Asset Management IncCL A LTD VT SH11258510413,048230,650SHDFND8226,100 0 4,550
Brookfield Renewable CorpCL A SUB VTG11284V1053,27274,700SHDFND874,700 0 0
Brown & Brown IncCOM11523610180911,200SHDFND1111,200 0 0
Brown & Brown IncCOM11523610142,263584,800SHDFND8576,100 0 8,700
Brown-Forman CorpCL B11563720974411,100SHDFND1111,100 0 0
Brown-Forman CorpCL B11563720960898SHDFND7898 0 0
Brown-Forman CorpCL B11563720914,864221,779SHDFND8219,379 0 2,400
Bruker CorpCOM11679410832500SHDFND11500 0 0
Bruker CorpCOM1167941081,73026,900SHDFND826,900 0 0
Brunswick Corp/DECOM11704310920,347251,542SHDFND8251,542 0 0
Buckle Inc/TheCOM1184401062156,500SHDFND115,100 0 1,400
Buckle Inc/TheCOM1184401061,12033,900SHDFND829,200 0 4,700
Builders FirstSource IncCOM12008R1071,27119,700SHDFND1114,900 0 4,800
Builders FirstSource IncCOM12008R1077,479115,887SHDFND899,487 0 16,400
Bunge LtdCOMG1696210516142SHDFND7142 0 0
Bunge LtdCOMG1696210534,573312,000SHDFND8292,300 0 19,700
Burlington Stores IncNOTE 2.250% 4/1122017AB25,8635,100,000PRNDFND74,300,000 0 800,000
BWX Technologies IncCOM05605H1004368,100SHDFND116,800 0 1,300
BWX Technologies IncCOM05605H1002915,400SHDFND8800 0 4,600
Cabot CorpCOM1270551011782,600SHDFND112,600 0 0
Cabot CorpCOM1270551015137,500SHDFND8 0 0 7,500
Cadence BankCOM12740C10323800SHDFND11 0 0 800
Cadence BankCOM12740C1031,39647,700SHDFND847,700 0 0
Cadence Design Systems IncCOM12738710851311SHDFND311 0 0
Cadence Design Systems IncCOM1273871081,2017,300SHDFND117,300 0 0
Cadence Design Systems IncCOM1273871084752,887SHDFND72,887 0 0
Cadence Design Systems IncCOM127387108220,9581,343,534SHDFND81,313,283 0 30,251
Caleres IncCOM1295001041578,100SHDFND116,100 0 2,000
Caleres IncCOM1295001042,240115,900SHDFND8108,700 0 7,200
Camden Property TrustSH BEN INT133131102115691SHDFND7691 0 0
Camden Property TrustSH BEN INT1331311023,24119,500SHDFND819,500 0 0
Canadian Imperial Bank of CommerceCOM13606910159485SHDFND485 0 0
Canadian Imperial Bank of CommerceCOM1360691012,38519,600SHDFND1119,600 0 0
Canadian Imperial Bank of CommerceCOM13606910155454SHDFND7454 0 0
Canadian Imperial Bank of CommerceCOM13606910135,878294,835SHDFND8280,935 0 13,900
Canadian National Railway CoCOM136375102115860SHDFND860 0 0
Canadian National Railway CoCOM1363751022,64319,700SHDFND1119,700 0 0
Canadian National Railway CoCOM1363751028,66764,609SHDFND73,090 0 61,519
Canadian National Railway CoCOM13637510225,674191,400SHDFND8186,400 0 5,000
Canadian Natural Resources LtdCOM13638510142675SHDFND675 0 0
Canadian Natural Resources LtdCOM1363851012,62742,386SHDFND742,386 0 0
Canadian Pacific Railway LtdCOM13645T10061743SHDFND743 0 0
Canadian Pacific Railway LtdCOM13645T1001,98124,000SHDFND1024,000 0 0
Canadian Pacific Railway LtdCOM13645T1001,66720,200SHDFND1120,200 0 0
Canadian Pacific Railway LtdCOM13645T1004565,524SHDFND7915 0 4,609
Canadian Pacific Railway LtdCOM13645T10016,021194,100SHDFND8188,900 0 5,200
Canadian Solar IncCOM1366351092166,102SHDFND76,102 0 0
Canopy Growth CorpCOM13803510025533,706SHDFND730,652 0 3,054
Capital One Financial CorpCOM14040H10566504SHDFND504 0 0
Capital One Financial CorpCOM14040H1059587,300SHDFND117,300 0 0
Capital One Financial CorpCOM14040H1058,86567,522SHDFND759,427 0 8,095
Capital One Financial CorpCOM14040H10569,006525,600SHDFND8512,800 0 12,800
Cardinal Health IncCOM14149Y10816284SHDFND7284 0 0
Cardinal Health IncCOM14149Y10842,786754,600SHDFND8710,700 0 43,900
Cargurus IncCOM CL A14178810925600SHDFND11600 0 0
Cargurus IncCOM CL A1417881091,89444,600SHDFND831,400 0 13,200
Carlyle Group Inc/TheCOM14316J10825,776527,000SHDFND8506,300 0 20,700
Carrier Global CorpCOM14448C10445991SHDFND991 0 0
Carrier Global CorpCOM14448C10425,232550,071SHDFND7515,367 0 34,704
Carter's IncCOM1462291092302,500SHDFND112,500 0 0
Carter's IncCOM1462291098108,800SHDFND8 0 0 8,800
Catalent IncCOM14880610220,203182,175SHDFND8182,175 0 0
Caterpillar IncCOM149123101133598SHDFND598 0 0
Caterpillar IncCOM1491231011,6717,500SHDFND117,500 0 0
Caterpillar IncCOM14912310114,99767,304SHDFND75,421 0 61,883
Caterpillar IncCOM14912310126,025116,800SHDFND8114,900 0 1,900
Cboe Global Markets IncCOM12503M10812108SHDFND7108 0 0
Cboe Global Markets IncCOM12503M1082752,400SHDFND81,500 0 900
CBRE Group IncCL A12504L1095836,365SHDFND71,014 0 5,351
CDK Global IncCOM12508E10155511,400SHDFND119,500 0 1,900
CDK Global IncCOM12508E1018,899182,800SHDFND8167,000 0 15,800
CDW Corp/DECOM12514G1082,50414,000SHDFND1114,000 0 0
CDW Corp/DECOM12514G10825,404142,010SHDFND7142,010 0 0
CDW Corp/DECOM12514G10837,066207,200SHDFND8204,500 0 2,700
Celanese CorpCOM15087010396671SHDFND7671 0 0
Celanese CorpCOM1508701033712,600SHDFND81,900 0 700
Celestica IncSUB VTG SHS15101Q1081,07290,000SHDFND890,000 0 0
Celldex Therapeutics IncCOM NEW15117B2025,277154,923SHDFND8154,923 0 0
Cenovus Energy IncCOM15135U10975745,406SHDFND745,406 0 0
Centene CorpCOM15135B10147562SHDFND562 0 0
Centene CorpCOM15135B1013,20138,023SHDFND738,023 0 0
Centene CorpCOM15135B1016,82881,107SHDFND881,107 0 0
Centennial Resource Development Inc/DECL A15136A10230337,600SHDFND1130,900 0 6,700
Centennial Resource Development Inc/DECL A15136A10235343,700SHDFND8 0 0 43,700
CenterspaceCOM15202L1072652,700SHDFND112,100 0 600
CenterspaceCOM15202L1071,31013,352SHDFND810,852 0 2,500
Cerence IncCOM1567271091815,000SHDFND113,600 0 1,400
Cerence IncCOM1567271094,152115,000SHDFND7115,000 0 0
Cerence IncCOM1567271091233,400SHDFND8 0 0 3,400
Cerevel Therapeutics Holdings IncCOM15678U1284,467127,590SHDFND8127,590 0 0
Ceridian HCM Holding IncCOM15677J10821300SHDFND11300 0 0
Ceridian HCM Holding IncCOM15677J1082123,100SHDFND8 0 0 3,100
Cerner CorpCOM1567821042482,653SHDFND72,653 0 0
Certara IncCOM15687V1094,271198,828SHDFND7198,828 0 0
CEVA IncCOM1572101051954,800SHDFND113,600 0 1,200
CEVA IncCOM1572101051,61439,700SHDFND835,300 0 4,400
CF Industries Holdings IncCOM12526910022217SHDFND7217 0 0
CF Industries Holdings IncCOM1252691005,32851,700SHDFND849,500 0 2,200
CGI IncCL A SUB VTG12532H1045356,700SHDFND116,700 0 0
CGI IncCL A SUB VTG12532H1044735,919SHDFND7221 0 5,698
CGI IncCL A SUB VTG12532H10422,137277,298SHDFND8240,398 0 36,900
ChampionX CorpCOM15872M1042108,559SHDFND7 0 0 8,559
ChannelAdvisor CorpCOM1591791001499,000SHDFND117,200 0 1,800
ChannelAdvisor CorpCOM1591791001,43786,700SHDFND886,700 0 0
Charles Schwab Corp/TheCOM8085131053,81545,246SHDFND45,246 0 0
Charles Schwab Corp/TheCOM80851310517,103202,861SHDFND764,337 0 138,524
Charles Schwab Corp/TheCOM8085131054,77156,589SHDFND846,089 0 10,500
Charter Communications IncCL A16119P10883153SHDFND153 0 0
Charter Communications IncCL A16119P108524960SHDFND11960 0 0
Charter Communications IncCL A16119P1081,2802,346SHDFND71,486 0 860
Charter Communications IncCL A16119P1087,43613,631SHDFND812,216 0 1,415
Chart Industries IncCOM16115Q30827,026157,340SHDFND8157,340 0 0
Check Point Software Technologies LtdORDM2246510432,120232,318SHDFND7213,665 0 18,653
Check Point Software Technologies LtdORDM224651041,70612,337SHDFND812,337 0 0
Chegg IncCOM1630921092,98382,208SHDFND782,208 0 0
Chegg IncCOM1630921094,615127,216SHDFND8127,216 0 0
Chemours Co/TheCOM16385110865820,900SHDFND1117,200 0 3,700
Chemours Co/TheCOM1638511081,95161,977SHDFND818,177 0 43,800
Cheniere Energy IncCOM NEW16411R2081,2228,816SHDFND78,816 0 0
Chevron CorpCOM1667641003562,188SHDFND2,188 0 0
Chevron CorpCOM16676410056,964349,840SHDFND7220,485 0 129,355
Chevron CorpCOM16676410035,920220,600SHDFND8216,400 0 4,200
Children's Place Inc/TheCOM1689051071432,900SHDFND112,200 0 700
Children's Place Inc/TheCOM1689051071282,600SHDFND8 0 0 2,600
Chimerix IncCOM16934W1066113,300SHDFND119,700 0 3,600
Chimerix IncCOM16934W106833181,900SHDFND8181,900 0 0
China Yuchai International LtdCOMG2108210512110,400SHDFND810,400 0 0
Chinook Therapeutics IncCOM16961L1061579,600SHDFND117,200 0 2,400
Chinook Therapeutics IncCOM16961L106593,600SHDFND83,600 0 0
Chipotle Mexican Grill IncCOM1696561054931SHDFND31 0 0
Chipotle Mexican Grill IncCOM169656105261165SHDFND7165 0 0
Chipotle Mexican Grill IncCOM16965610542,22426,690SHDFND826,690 0 0
CH Robinson Worldwide IncCOM NEW12541W2091,20611,200SHDFND119,900 0 1,300
CH Robinson Worldwide IncCOM NEW12541W2093152,921SHDFND72,921 0 0
CH Robinson Worldwide IncCOM NEW12541W20926,786248,687SHDFND8216,100 0 32,587
Chubb LtdCOMH1467J104102479SHDFND479 0 0
Chubb LtdCOMH1467J1041,4766,900SHDFND116,900 0 0
Chubb LtdCOMH1467J1042,20910,326SHDFND71,818 0 8,508
Chubb LtdCOMH1467J10418,82388,000SHDFND883,100 0 4,900
Chunghwa Telecom Co LtdSPON ADR NEW1117133Q5023648,200SHDFND7 0 0 8,200
Church & Dwight Co IncCOM1713401021,35213,600SHDFND1113,600 0 0
Church & Dwight Co IncCOM1713401022372,381SHDFND72,381 0 0
Church & Dwight Co IncCOM17134010223,951241,000SHDFND8238,900 0 2,100
Cia de Saneamento Basico do Estado de Sao PauloSPONSORED ADR20441A102575,842SHDFND7 0 0 5,842
Ciena CorpCOM NEW17177930931,227515,050SHDFND8515,050 0 0
Cigna CorpCOM12552310082341SHDFND341 0 0
Cigna CorpCOM1255231001,6296,800SHDFND116,800 0 0
Cigna CorpCOM1255231004,39318,333SHDFND7449 0 17,884
Cigna CorpCOM12552310031,433131,186SHDFND8126,700 0 4,486
Cimpress PLCSHS EUROG2143T1032,41037,902SHDFND736,655 0 1,247
Cincinnati Financial CorpCOM172062101109800SHDFND11800 0 0
Cincinnati Financial CorpCOM1720621015063,725SHDFND73,725 0 0
Cincinnati Financial CorpCOM17206210134,996257,400SHDFND8235,100 0 22,300
Cinemark Holdings IncCOM17243V10235320,400SHDFND1115,500 0 4,900
Cinemark Holdings IncCOM17243V1021,04060,200SHDFND842,300 0 17,900
Cintas CorpCOM17290810545105SHDFND105 0 0
Cintas CorpCOM1729081059362,200SHDFND112,200 0 0
Cintas CorpCOM172908105359843SHDFND7843 0 0
Cintas CorpCOM17290810515,30235,971SHDFND835,686 0 285
Cirrus Logic IncCOM1727551007468,800SHDFND116,600 0 2,200
Cirrus Logic IncCOM17275510027,336322,400SHDFND8305,600 0 16,800
Cisco Systems IncCOM17275R1022183,910SHDFND3,910 0 0
Cisco Systems IncCOM17275R1023,14756,438SHDFND1156,438 0 0
Cisco Systems IncCOM17275R10210,748192,760SHDFND762,937 0 129,823
Cisco Systems IncCOM17275R10295,1141,705,766SHDFND81,580,466 0 125,300
Citigroup IncCOM NEW1729674241392,611SHDFND2,611 0 0
Citigroup IncCOM NEW17296742431,566591,118SHDFND7325,707 0 265,411
Citigroup IncCOM NEW1729674249,441176,800SHDFND8171,300 0 5,500
Citizens Financial Group IncCOM1746101053407,501SHDFND77,501 0 0
Citizens Financial Group IncCOM1746101055,967131,625SHDFND8131,625 0 0
Citrix Systems IncCOM1773761002972,946SHDFND72,946 0 0
Clorox Co/TheCOM1890541095013,600SHDFND113,600 0 0
Clorox Co/TheCOM1890541091921,379SHDFND71,379 0 0
Clorox Co/TheCOM18905410910,96878,893SHDFND878,193 0 700
Clovis Oncology IncCOM1894641004220,600SHDFND820,600 0 0
CME Group IncCOM12572Q1051,8987,981SHDFND7,981 0 0
CME Group IncCOM12572Q1051,5466,500SHDFND116,500 0 0
CME Group IncCOM12572Q10553,707225,792SHDFND7199,228 0 26,564
CME Group IncCOM12572Q10539,080164,300SHDFND8159,700 0 4,600
CMS Energy CorpCOM1258961001,12616,100SHDFND1116,100 0 0
CNH Industrial NVSHSN2094410953,5483,376,309SHDFND73,376,309 0 0
CNH Industrial NVSHSN20944109211,310SHDFND81,310 0 0
Coca-Cola Co/TheCOM1912161002654,278SHDFND4,278 0 0
Coca-Cola Co/TheCOM1912161005,45087,900SHDFND1187,900 0 0
Coca-Cola Co/TheCOM19121610028,472459,229SHDFND7183,929 0 275,300
Coca-Cola Co/TheCOM191216100109,0891,759,500SHDFND81,709,100 0 50,400
Coca-Cola Europacific Partners PLCSHSG258391041,94339,966SHDFND739,966 0 0
Coca-Cola Europacific Partners PLCSHSG2583910429,054597,700SHDFND8597,700 0 0
Cogent Biosciences IncCOM19240Q2014,467596,394SHDFND8596,394 0 0
Cognex CorpCOM19242210314178SHDFND7178 0 0
Cognex CorpCOM19242210397,8711,268,581SHDFND81,259,939 0 8,642
Cognizant Technology Solutions CorpCL A19244610250553SHDFND553 0 0
Cognizant Technology Solutions CorpCL A1924461028719,715SHDFND79,715 0 0
Cognizant Technology Solutions CorpCL A1924461024,79253,439SHDFND852,239 0 1,200
Colgate-Palmolive CoCOM19416210363835SHDFND835 0 0
Colgate-Palmolive CoCOM1941621032,89738,200SHDFND1138,200 0 0
Colgate-Palmolive CoCOM1941621034,82863,668SHDFND71,148 0 62,520
Colgate-Palmolive CoCOM194162103104,6351,379,864SHDFND81,371,564 0 8,300
Columbia Financial IncCOM19764110333315,500SHDFND1111,800 0 3,700
Columbia Financial IncCOM1976411031,22456,904SHDFND848,204 0 8,700
Columbia Sportswear CoCOM1985161065,49560,700SHDFND860,700 0 0
Comcast CorpCL A20030N1012535,393SHDFND5,393 0 0
Comcast CorpCL A20030N1013,11866,600SHDFND1166,600 0 0
Comcast CorpCL A20030N10112,636269,878SHDFND7117,616 0 152,262
Comcast CorpCL A20030N10162,0931,326,197SHDFND81,271,505 0 54,692
Comerica IncCOM2003401072352,600SHDFND112,100 0 500
Comerica IncCOM2003401073,01133,300SHDFND831,100 0 2,200
Comfort Systems USA IncCOM1999081044545,100SHDFND114,100 0 1,000
Comfort Systems USA IncCOM1999081046,07068,200SHDFND862,900 0 5,300
Commerce Bancshares Inc/MOCOM20052510329400SHDFND11 0 0 400
Commerce Bancshares Inc/MOCOM2005251032,12429,675SHDFND829,675 0 0
Commercial Metals CoCOM20172310372817,500SHDFND1113,300 0 4,200
Commercial Metals CoCOM2017231031,53236,800SHDFND86,100 0 30,700
CommVault Systems IncCOM2041661024647,000SHDFND115,300 0 1,700
CommVault Systems IncCOM2041661021,83127,600SHDFND821,200 0 6,400
Computer Programs and Systems IncCOM2053061031414,100SHDFND113,300 0 800
Computer Programs and Systems IncCOM2053061031,84753,600SHDFND850,900 0 2,700
CONMED CorpCOM20741010191,595616,591SHDFND8616,591 0 0
ConnectOne Bancorp IncCOM20786W1072407,500SHDFND116,200 0 1,300
ConnectOne Bancorp IncCOM20786W1073,243101,300SHDFND894,200 0 7,100
ConocoPhillipsCOM20825C1041531,534SHDFND1,534 0 0
ConocoPhillipsCOM20825C1044,83448,338SHDFND748,338 0 0
Consolidated Edison IncCOM2091151041,93120,400SHDFND1120,400 0 0
Consolidated Edison IncCOM2091151045455,759SHDFND75,759 0 0
Consolidated Edison IncCOM20911510433,365352,400SHDFND8348,500 0 3,900
Constellation Brands IncCL A21036P1081,9718,559SHDFND8,559 0 0
Constellation Brands IncCL A21036P10811,28949,016SHDFND749,016 0 0
Constellation Energy CorpCOM21037T10918319SHDFND319 0 0
Constellation Energy CorpCOM21037T1091,96935,000SHDFND1035,000 0 0
Constellation Energy CorpCOM21037T1092,24839,957SHDFND7285 0 39,672
Cooper Cos Inc/TheCOM NEW216648402214513SHDFND7513 0 0
Cooper Cos Inc/TheCOM NEW21664840222,35253,527SHDFND853,527 0 0
Copart IncCOM2172041068296,607SHDFND116,607 0 0
Copart IncCOM21720410663504SHDFND7504 0 0
Copart IncCOM21720410624,865198,172SHDFND8195,624 0 2,548
Corcept Therapeutics IncCOM21835210234915,500SHDFND1111,500 0 4,000
Corcept Therapeutics IncCOM21835210232014,200SHDFND8 0 0 14,200
Corteva IncCOM22052L1041,75330,500SHDFND1130,500 0 0
Corteva IncCOM22052L1042,94351,205SHDFND721,319 0 29,886
Corteva IncCOM22052L10434,005591,600SHDFND8586,700 0 4,900
CorVel CorpCOM2210061094382,600SHDFND112,000 0 600
CorVel CorpCOM2210061093,63821,600SHDFND819,300 0 2,300
CoStar Group IncCOM22160N1092844,269SHDFND74,269 0 0
Costco Wholesale CorpCOM22160K105278483SHDFND483 0 0
Costco Wholesale CorpCOM22160K1054,7548,255SHDFND118,255 0 0
Costco Wholesale CorpCOM22160K10584,585146,887SHDFND7132,743 0 14,144
Costco Wholesale CorpCOM22160K105190,817331,366SHDFND8320,120 0 11,246
Coterra Energy IncCOM12709710377328,659SHDFND728,659 0 0
Coterra Energy IncCOM1270971032,30385,400SHDFND885,400 0 0
Coupa Software IncNOTE 0.375% 6/122266LAF34,1944,975,000PRNDFND74,199,000 0 776,000
Cracker Barrel Old Country Store IncCOM22410J1063322,800SHDFND111,900 0 900
Cracker Barrel Old Country Store IncCOM22410J1062972,500SHDFND8 0 0 2,500
Crane CoCOM2243991059538,800SHDFND88,800 0 0
Credicorp LtdCOMG2519Y1082,75516,029SHDFND816,029 0 0
CRISPR Therapeutics AGNAMEN AKTH171821085,90194,010SHDFND894,010 0 0
Criteo SASPONS ADS2267181041,38450,800SHDFND850,800 0 0
Crocs IncCOM2270461092,11627,700SHDFND817,600 0 10,100
Cross Country Healthcare IncCOM2274831041346,200SHDFND114,700 0 1,500
Cross Country Healthcare IncCOM2274831041,23356,900SHDFND850,000 0 6,900
Crowdstrike Holdings IncCL A22788C10549214SHDFND214 0 0
Crowdstrike Holdings IncCL A22788C1054,20118,502SHDFND718,502 0 0
Crown Castle International CorpCOM22822V1011,6438,900SHDFND118,900 0 0
Crown Castle International CorpCOM22822V10110,35656,102SHDFND79,219 0 46,883
Crown Castle International CorpCOM22822V10123,426126,900SHDFND8126,000 0 900
Crown Holdings IncCOM2283681061,0388,300SHDFND116,600 0 1,700
Crown Holdings IncCOM22836810616129SHDFND7129 0 0
Crown Holdings IncCOM2283681061,1138,900SHDFND8 0 0 8,900
CSG Systems International IncCOM1263491093755,900SHDFND114,900 0 1,000
CSG Systems International IncCOM1263491094,03063,400SHDFND857,800 0 5,600
CSX CorpCOM126408103932,493SHDFND2,493 0 0
CSX CorpCOM1264081032546,770SHDFND116,770 0 0
CSX CorpCOM1264081036,289167,925SHDFND7107,326 0 60,599
CSX CorpCOM12640810322,517601,243SHDFND8578,143 0 23,100
Cullen/Frost Bankers IncCOM2298991091941,400SHDFND111,000 0 400
Cullen/Frost Bankers IncCOM2298991091,59211,500SHDFND810,300 0 1,200
Cummins IncCOM2310211061,2316,000SHDFND116,000 0 0
Cummins IncCOM2310211062921,424SHDFND71,424 0 0
Cummins IncCOM23102110629,536144,000SHDFND8143,100 0 900
Cushman & Wakefield PLCSHSG2717B10863230,800SHDFND1125,200 0 5,600
Cushman & Wakefield PLCSHSG2717B1086,075296,200SHDFND8272,800 0 23,400
CVS Health CorpCOM1266501001361,341SHDFND1,341 0 0
CVS Health CorpCOM1266501004,14840,984SHDFND72,823 0 38,161
CVS Health CorpCOM12665010022,742224,700SHDFND8175,600 0 49,100
CyberArk Software LtdSHSM2682V1085,23931,044SHDFND731,044 0 0
CyberArk Software LtdSHSM2682V10827,283161,676SHDFND8161,676 0 0
CytomX Therapeutics IncCOM23284F105646242,100SHDFND8242,100 0 0
Danaher CorpCOM235851102281959SHDFND959 0 0
Danaher CorpCOM2358511023,49111,900SHDFND1111,900 0 0
Danaher CorpCOM23585110211,11737,899SHDFND737,559 0 340
Danaher CorpCOM235851102137,540468,893SHDFND8451,293 0 17,600
Daqo New Energy CorpSPNSRD ADS NEW23703Q203661,600SHDFND1,600 0 0
Daqo New Energy CorpSPNSRD ADS NEW23703Q2033759,066SHDFND89,066 0 0
Darden Restaurants IncCOM23719410561460SHDFND7460 0 0
Darden Restaurants IncCOM2371941055,41140,700SHDFND835,500 0 5,200
Darling Ingredients IncCOM2372661011211,508SHDFND1,508 0 0
Darling Ingredients IncCOM23726610192411,500SHDFND119,300 0 2,200
Darling Ingredients IncCOM23726610112,300153,026SHDFND794,595 0 58,431
Darling Ingredients IncCOM23726610164,100797,460SHDFND8786,560 0 10,900
Dave & Buster's Entertainment IncCOM2383371091232,500SHDFND112,500 0 0
Dave & Buster's Entertainment IncCOM2383371091,06121,600SHDFND817,400 0 4,200
Deckers Outdoor CorpCOM2435371075201,900SHDFND111,400 0 500
Deckers Outdoor CorpCOM24353710712,15344,391SHDFND844,391 0 0
Deere & CoCOM244199105241581SHDFND581 0 0
Deere & CoCOM2441991052,2025,300SHDFND115,300 0 0
Deere & CoCOM2441991059,66523,264SHDFND712,144 0 11,120
Deere & CoCOM24419910587,369210,294SHDFND8200,994 0 9,300
Deluxe CorpCOM2480191011063,500SHDFND113,500 0 0
Deluxe CorpCOM2480191012096,900SHDFND8 0 0 6,900
Denali Therapeutics IncCOM24823R1056,452200,568SHDFND8200,568 0 0
DENTSPLY SIRONA IncCOM24906P10997019,700SHDFND1116,800 0 2,900
DENTSPLY SIRONA IncCOM24906P1092324,707SHDFND74,707 0 0
DENTSPLY SIRONA IncCOM24906P1092,12143,100SHDFND823,100 0 20,000
Deutsche Bank AGNAMEN AKTD18190898181,406SHDFND1,406 0 0
Deutsche Bank AGNAMEN AKTD181908985,385425,705SHDFND7128,517 0 297,188
Deutsche Bank AGNAMEN AKTD181908981,24498,323SHDFND898,323 0 0
Devon Energy CorpCOM25179M1031,71529,002SHDFND724,676 0 4,326
Devon Energy CorpCOM25179M10365011,000SHDFND85,300 0 5,700
Dexcom IncCOM25213110755108SHDFND108 0 0
Dexcom IncCOM2521311078,03915,714SHDFND713,250 0 2,464
Dexcom IncCOM252131107265,496518,953SHDFND8516,828 0 2,125
Dexcom IncNOTE 0.250%11/1252131AK321,70818,860,000PRNDFND715,420,000 0 3,440,000
Diamondback Energy IncCOM25278X1092,25716,468SHDFND76,610 0 9,858
Diamondback Energy IncCOM25278X10929,157212,700SHDFND8209,100 0 3,600
Diamond Hill Investment Group IncCOM NEW25264R2071,0365,530SHDFND85,530 0 0
Dick's Sporting Goods IncCOM2533931025105,100SHDFND113,800 0 1,300
Dick's Sporting Goods IncCOM2533931025,73157,300SHDFND844,900 0 12,400
Dick's Sporting Goods IncNOTE 3.250% 4/1253393AD41,044330,000PRNDFND7 0 0 330,000
Digital Realty Trust IncCOM2538681032251,585SHDFND71,585 0 0
Digital Realty Trust IncCOM2538681033,64425,700SHDFND825,700 0 0
Dine Brands Global IncCOM2544231062493,200SHDFND112,400 0 800
Dine Brands Global IncCOM2544231063204,100SHDFND81,400 0 2,700
Discover Financial ServicesCOM25470910891827SHDFND7827 0 0
Discover Financial ServicesCOM25470910821,289193,200SHDFND8189,700 0 3,500
DocuSign IncNOTE 1/1256163AD88,3588,900,000PRNDFND77,900,000 0 1,000,000
Dolby Laboratories IncCOM CL A25659T1071,00912,900SHDFND82,400 0 10,500
Dollar General CorpCOM25667710558261SHDFND261 0 0
Dollar General CorpCOM2566771051,2475,600SHDFND115,600 0 0
Dollar General CorpCOM2566771054882,194SHDFND71,365 0 829
Dollar General CorpCOM25667710530,389136,500SHDFND8132,900 0 3,600
Dollar Tree IncCOM2567461087274,538SHDFND74,538 0 0
Dominion Energy IncCOM25746U10973859SHDFND859 0 0
Dominion Energy IncCOM25746U10910,618124,957SHDFND721,112 0 103,845
Dominion Energy IncCOM25746U1094,46952,600SHDFND850,800 0 1,800
Domino's Pizza IncCOM25754A201166408SHDFND7408 0 0
Domino's Pizza IncCOM25754A2015,86114,400SHDFND814,400 0 0
Donnelley Financial Solutions IncCOM25787G1002266,800SHDFND115,400 0 1,400
Donnelley Financial Solutions IncCOM25787G1001,62648,900SHDFND842,600 0 6,300
Dorian LPG LtdSHS USDY2106R11091963,400SHDFND863,400 0 0
Douglas Emmett IncCOM25960P10919,125572,256SHDFND10572,256 0 0
Douglas Emmett IncCOM25960P109451,340SHDFND71,340 0 0
Dover CorpCOM2600031081,58510,100SHDFND1110,100 0 0
Dover CorpCOM2600031082201,405SHDFND71,405 0 0
Dover CorpCOM26000310817,730113,000SHDFND8111,400 0 1,600
Dow IncCOM26055710352822SHDFND822 0 0
Dow IncCOM26055710312,914202,664SHDFND774,623 0 128,041
Dow IncCOM26055710317,675277,389SHDFND8268,145 0 9,244
DR Horton IncCOM23331A1092643,540SHDFND73,540 0 0
DR Horton IncCOM23331A10918,337246,100SHDFND8233,300 0 12,800
Dropbox IncCL A26210C1049,004387,253SHDFND8341,153 0 46,100
Dr Reddy's Laboratories LtdADR25613520362711,255SHDFND7 0 0 11,255
Duke Realty CorpCOM NEW26441150544,808771,752SHDFND10771,752 0 0
Duke Realty CorpCOM NEW26441150583014,300SHDFND1114,300 0 0
Duke Realty CorpCOM NEW2644115052644,555SHDFND74,555 0 0
Duke Realty CorpCOM NEW26441150532,825565,362SHDFND8565,362 0 0
DuPont de Nemours IncCOM26614N10242573SHDFND573 0 0
DuPont de Nemours IncCOM26614N1023,91653,226SHDFND717,121 0 36,105
DXC Technology CoCOM23355L1061,13934,900SHDFND834,900 0 0
Dynatrace IncCOM NEW2681501093,99484,800SHDFND870,400 0 14,400
Eagle Pharmaceuticals Inc/DECOM26979610820400SHDFND11400 0 0
Eagle Pharmaceuticals Inc/DECOM2697961081,56431,600SHDFND829,000 0 2,600
Easterly Government Properties IncCOM27616P1036,681316,046SHDFND10316,046 0 0
Easterly Government Properties IncCOM27616P103622,924SHDFND72,924 0 0
East West Bancorp IncCOM27579R1047359,300SHDFND118,700 0 600
East West Bancorp IncCOM27579R1045,33467,500SHDFND865,200 0 2,300
Eaton Corp PLCSHSG291831031,67911,063SHDFND11,063 0 0
Eaton Corp PLCSHSG291831032,85318,800SHDFND1118,800 0 0
Eaton Corp PLCSHSG291831034462,941SHDFND72,941 0 0
Eaton Corp PLCSHSG2918310334,313226,100SHDFND8222,000 0 4,100
eBay IncCOM27864210344772SHDFND772 0 0
eBay IncCOM2786421034247,400SHDFND77,400 0 0
eBay IncCOM278642103861,500SHDFND8 0 0 1,500
Ecolab IncCOM27886510099558SHDFND558 0 0
Ecolab IncCOM27886510030,168170,866SHDFND7128,776 0 42,090
Ecolab IncCOM27886510048,357273,885SHDFND8273,285 0 600
Ecovyst IncCOM27923Q10926222,700SHDFND1116,900 0 5,800
Ecovyst IncCOM27923Q10940334,900SHDFND813,700 0 21,200
Edgewell Personal Care CoCOM28035Q1022316,300SHDFND115,200 0 1,100
Edgewell Personal Care CoCOM28035Q1021,59543,500SHDFND836,700 0 6,800
Edison InternationalCOM2810201071562,230SHDFND72,230 0 0
Edison InternationalCOM2810201074,69066,900SHDFND866,900 0 0
Edwards Lifesciences CorpCOM28176E10872609SHDFND609 0 0
Edwards Lifesciences CorpCOM28176E1081,76615,000SHDFND1115,000 0 0
Edwards Lifesciences CorpCOM28176E1084,97242,233SHDFND726,408 0 15,825
Edwards Lifesciences CorpCOM28176E108145,6831,237,539SHDFND81,229,573 0 7,966
Elastic NVORD SHSN145061049,269104,200SHDFND8104,200 0 0
Electronic Arts IncCOM28551210938301SHDFND301 0 0
Electronic Arts IncCOM2855121095,98847,336SHDFND735,014 0 12,322
Electronic Arts IncCOM2855121094,33934,300SHDFND833,700 0 600
Eli Lilly & CoCOM532457108242844SHDFND844 0 0
Eli Lilly & CoCOM5324571082,2347,800SHDFND117,800 0 0
Eli Lilly & CoCOM53245710810,64237,160SHDFND721,423 0 15,737
Eli Lilly & CoCOM532457108100,832352,105SHDFND8343,505 0 8,600
EMCOR Group IncCOM29084Q1008007,100SHDFND117,100 0 0
EMCOR Group IncCOM29084Q1009,29282,500SHDFND875,500 0 7,000
Emerson Electric CoCOM29101110466676SHDFND676 0 0
Emerson Electric CoCOM2910111043,37334,400SHDFND1134,400 0 0
Emerson Electric CoCOM2910111041,53515,652SHDFND76,778 0 8,874
Emerson Electric CoCOM29101110462,821640,700SHDFND8629,500 0 11,200
Enbridge IncCOM29250N105531,147SHDFND1,147 0 0
Enbridge IncCOM29250N1052,57655,900SHDFND1155,900 0 0
Enbridge IncCOM29250N1053,40573,874SHDFND773,874 0 0
Encompass Health CorpCOM29261A1004125,800SHDFND83,600 0 2,200
Encore Wire CorpCOM2925621052852,500SHDFND112,500 0 0
Encore Wire CorpCOM2925621053993,500SHDFND8500 0 3,000
Endava PLCADS29260V10552,911397,739SHDFND8393,342 0 4,397
Endo International PLCSHSG30401106146,100SHDFND116,100 0 0
Endo International PLCSHSG304011068336,100SHDFND8 0 0 36,100
EnerSysCOM29275Y1022162,900SHDFND112,100 0 800
EnerSysCOM29275Y1023955,300SHDFND8 0 0 5,300
Enphase Energy IncCOM29355A1075,16625,600SHDFND825,600 0 0
Enphase Energy IncNOTE 3/029355AAH012,83212,600,000PRNDFND710,926,000 0 1,674,000
Ensign Group Inc/TheCOM29358P1015586,200SHDFND116,200 0 0
Ensign Group Inc/TheCOM29358P1013,76241,800SHDFND834,500 0 7,300
Entegris IncCOM29362U1041,72013,100SHDFND1111,100 0 2,000
Entegris IncCOM29362U10415,882121,000SHDFND8103,800 0 17,200
Entergy CorpCOM29364G10322191SHDFND7191 0 0
Entergy CorpCOM29364G1036,04851,800SHDFND849,200 0 2,600
Envestnet IncCOM29404K1069,085122,048SHDFND8122,048 0 0
Envista Holdings CorpCOM29415F10444900SHDFND11900 0 0
Envista Holdings CorpCOM29415F1044,871100,000SHDFND7100,000 0 0
Envista Holdings CorpCOM29415F10478916,200SHDFND8 0 0 16,200
EOG Resources IncCOM26875P10179664SHDFND664 0 0
EOG Resources IncCOM26875P1019,57580,306SHDFND748,712 0 31,594
EOG Resources IncCOM26875P10138,803325,443SHDFND8318,543 0 6,900
EPAM Systems IncCOM29414B104275926SHDFND7926 0 0
ePlus IncCOM2942681072244,000SHDFND114,000 0 0
ePlus IncCOM2942681071,73230,900SHDFND826,300 0 4,600
EPR PropertiesCOM SH BEN INT26884U1094167,600SHDFND116,200 0 1,400
EPR PropertiesCOM SH BEN INT26884U10920361SHDFND7361 0 0
EPR PropertiesCOM SH BEN INT26884U1094,10975,100SHDFND867,300 0 7,800
Equinix IncCOM29444U70062,98984,935SHDFND1084,935 0 0
Equinix IncCOM29444U7007,88210,628SHDFND78,350 0 2,278
Equinix IncCOM29444U70071,47196,371SHDFND896,171 0 200
Equity CommonwealthCOM SH BEN INT29462810246816,600SHDFND1113,400 0 3,200
Equity CommonwealthCOM SH BEN INT29462810220722SHDFND7722 0 0
Equity CommonwealthCOM SH BEN INT2946281023,569126,500SHDFND8109,300 0 17,200
Equity LifeStyle Properties IncCOM29472R1081982,584SHDFND72,584 0 0
Equity LifeStyle Properties IncCOM29472R1083,66347,900SHDFND847,900 0 0
Equity ResidentialSH BEN INT29476L1071,14212,700SHDFND1112,700 0 0
Equity ResidentialSH BEN INT29476L1075646,272SHDFND76,272 0 0
Equity ResidentialSH BEN INT29476L10712,436138,300SHDFND8138,300 0 0
Essex Property Trust IncCOM2971781057262,100SHDFND112,100 0 0
Essex Property Trust IncCOM2971781055891,706SHDFND71,706 0 0
Essex Property Trust IncCOM2971781055,87317,000SHDFND817,000 0 0
Estee Lauder Cos Inc/TheCL A51843910467245SHDFND245 0 0
Estee Lauder Cos Inc/TheCL A5184391041,2254,500SHDFND114,500 0 0
Estee Lauder Cos Inc/TheCL A51843910412,32445,257SHDFND724,469 0 20,788
Estee Lauder Cos Inc/TheCL A51843910459,286217,707SHDFND8214,950 0 2,757
Ethan Allen Interiors IncCOM2976021041385,300SHDFND114,000 0 1,300
Ethan Allen Interiors IncCOM2976021041,93774,300SHDFND874,300 0 0
Etsy IncCOM29786A10620159SHDFND159 0 0
Etsy IncCOM29786A10612,03096,794SHDFND795,936 0 858
Etsy IncCOM29786A10618,914152,186SHDFND8148,986 0 3,200
Everbridge IncCOM29978A1041,87743,000SHDFND743,000 0 0
Everbridge IncCOM29978A1043,14472,038SHDFND872,038 0 0
Evercore IncCLASS A29977A1054013,600SHDFND112,900 0 700
Evercore IncCLASS A29977A10513,358120,000SHDFND8109,100 0 10,900
Everest Re Group LtdCOMG3223R108188623SHDFND7623 0 0
Everest Re Group LtdCOMG3223R10812,86942,700SHDFND837,100 0 5,600
Eversource EnergyCOM30040W1083,08735,000SHDFND1035,000 0 0
Eversource EnergyCOM30040W1082,22225,200SHDFND1125,200 0 0
Eversource EnergyCOM30040W1081822,064SHDFND72,064 0 0
Eversource EnergyCOM30040W10822,312253,000SHDFND8248,600 0 4,400
Evoqua Water Technologies CorpCOM30057T1051152,444SHDFND2,444 0 0
Evoqua Water Technologies CorpCOM30057T10531,226664,673SHDFND8664,673 0 0
Exact Sciences CorpCOM30063P1052,62237,504SHDFND718,486 0 19,018
Exact Sciences CorpCOM30063P10533,805483,474SHDFND8483,474 0 0
Exact Sciences CorpNOTE 0.375% 3/130063PAB19,1979,715,000PRNDFND78,265,000 0 1,450,000
Exelixis IncCOM30161Q10411,822521,502SHDFND8521,502 0 0
Exelon CorpCOM30161N1012,78158,396SHDFND1058,396 0 0
Exelon CorpCOM30161N1017,190150,956SHDFND713,136 0 137,820
Exelon CorpCOM30161N1013,76879,100SHDFND877,000 0 2,100
Expedia Group IncCOM NEW30212P3032991,530SHDFND71,530 0 0
Expedia Group IncNOTE 2/130212PBE426,38821,150,000PRNDFND717,930,000 0 3,220,000
Expeditors International of Washington IncCOM3021301091,71216,600SHDFND1116,600 0 0
Expeditors International of Washington IncCOM3021301092332,261SHDFND72,261 0 0
Expeditors International of Washington IncCOM30213010967,910658,300SHDFND8633,900 0 24,400
Exponent IncCOM30214U10211,118102,901SHDFND7102,901 0 0
Extra Space Storage IncCOM30225T10234,220166,442SHDFND10166,442 0 0
Extra Space Storage IncCOM30225T1028594,176SHDFND74,176 0 0
Extra Space Storage IncCOM30225T1022,34411,400SHDFND811,400 0 0
Exxon Mobil CorpCOM30231G1025,68768,863SHDFND68,863 0 0
Exxon Mobil CorpCOM30231G10218,283221,375SHDFND7219,155 0 2,220
F5 IncCOM3156161022621,252SHDFND71,252 0 0
FactSet Research Systems IncCOM3030751056951,600SHDFND111,600 0 0
FactSet Research Systems IncCOM303075105151348SHDFND7348 0 0
FactSet Research Systems IncCOM3030751058,41019,371SHDFND819,200 0 171
Fair Isaac CorpCOM3032501046531,400SHDFND111,100 0 300
Fair Isaac CorpCOM303250104165353SHDFND7353 0 0
Fair Isaac CorpCOM3032501049,23619,800SHDFND814,400 0 5,400
Fastenal CoCOM31190010437628SHDFND628 0 0
Fastenal CoCOM3119001042,53342,642SHDFND1142,642 0 0
Fastenal CoCOM3119001041963,302SHDFND73,302 0 0
Fastenal CoCOM31190010435,715601,258SHDFND8594,521 0 6,737
Federal Realty Investment TrustSH BEN INT NEW31374510113,492110,527SHDFND10110,527 0 0
Federal Realty Investment TrustSH BEN INT NEW31374510160494SHDFND7494 0 0
Federated Hermes IncCL B3142111031,04630,700SHDFND814,500 0 16,200
FedEx CorpCOM31428X10662268SHDFND268 0 0
FedEx CorpCOM31428X1061,1494,967SHDFND7255 0 4,712
FedEx CorpCOM31428X1063,41014,735SHDFND812,435 0 2,300
Ferguson PLCSHSG3421J1067515,602SHDFND115,602 0 0
Ferguson PLCSHSG3421J10698727SHDFND7727 0 0
Ferguson PLCSHSG3421J10623,793177,403SHDFND8173,277 0 4,126
Ferrari NVCOMN3167Y103233,8591,072,305SHDFND7993,541 0 78,764
Ferrari NVCOMN3167Y1031,6017,341SHDFND86,884 0 457
Fidelity National Financial IncFNF GROUP COM31620R3031082,202SHDFND72,202 0 0
Fidelity National Financial IncFNF GROUP COM31620R30311,238230,100SHDFND8189,900 0 40,200
Fidelity National Information Services IncCOM31620M10669685SHDFND685 0 0
Fidelity National Information Services IncCOM31620M10629,750296,254SHDFND7270,876 0 25,378
Fidelity National Information Services IncCOM31620M106128,4181,278,811SHDFND81,261,087 0 17,724
Fifth Third BancorpCOM3167731003107,191SHDFND77,191 0 0
First American Financial CorpCOM31847R10290714,000SHDFND1110,700 0 3,300
First American Financial CorpCOM31847R1029,775150,800SHDFND8137,200 0 13,600
First Financial Bankshares IncCOM32020R1091503,400SHDFND112,500 0 900
First Financial Bankshares IncCOM32020R1091,20927,400SHDFND824,600 0 2,800
First Republic Bank/CACOM33616C10035214SHDFND214 0 0
First Republic Bank/CACOM33616C1002191,348SHDFND71,348 0 0
First Republic Bank/CACOM33616C10037,669232,380SHDFND8232,380 0 0
FirstService CorpCOM33767E2021,46810,135SHDFND7 0 0 10,135
First Solar IncCOM33643310735422SHDFND422 0 0
First Solar IncCOM3364331079,651115,251SHDFND8115,251 0 0
Fiserv IncCOM33773810865645SHDFND645 0 0
Fiserv IncCOM3377381081,05510,400SHDFND1110,400 0 0
Fiserv IncCOM33773810812,770125,941SHDFND7106,823 0 19,118
Fiserv IncCOM33773810853,914531,697SHDFND8528,897 0 2,800
Five9 IncCOM33830710152,335474,048SHDFND8467,754 0 6,294
Five9 IncNOTE 0.500% 6/0338307AD34,7484,350,000PRNDFND73,700,000 0 650,000
FleetCor Technologies IncCOM3390411053,36213,500SHDFND812,600 0 900
Flex LtdORDY2573F102935,000SHDFND112,700 0 2,300
Flex LtdORDY2573F1023,623195,300SHDFND8187,000 0 8,300
Flowserve CorpCOM34354P105902,500SHDFND111,800 0 700
Flowserve CorpCOM34354P1053379,400SHDFND8 0 0 9,400
Fluor CorpCOM34341210260221,000SHDFND1116,000 0 5,000
Fluor CorpCOM34341210264322,400SHDFND82,400 0 20,000
FMC CorpCOM NEW3024913031971,501SHDFND71,501 0 0
FMC CorpCOM NEW3024913031,64512,500SHDFND812,500 0 0
FNB Corp/PACOM30252010155244,300SHDFND1135,600 0 8,700
FNB Corp/PACOM30252010159547,800SHDFND85,100 0 42,700
Ford Motor CoCOM345370860744,404SHDFND4,404 0 0
Ford Motor CoCOM3453708601,19970,902SHDFND744,110 0 26,792
Ford Motor CoCOM3453708604,672276,300SHDFND8222,900 0 53,400
Ford Motor CoNOTE 3/1345370CZ116,95914,241,000PRNDFND712,068,000 0 2,173,000
Fortinet IncCOM34959E10949142SHDFND142 0 0
Fortinet IncCOM34959E1098812,579SHDFND72,579 0 0
Fortis Inc/CanadaCOM3495531071773,583SHDFND7 0 0 3,583
Fortis Inc/CanadaCOM3495531072284,600SHDFND84,600 0 0
Fortive CorpCOM34959J108671,092SHDFND71,092 0 0
Fortive CorpCOM34959J1083,76561,791SHDFND861,791 0 0
Fortune Brands Home & Security IncCOM34964C1061832,458SHDFND72,458 0 0
Fortune Brands Home & Security IncCOM34964C1061,54320,779SHDFND820,779 0 0
Four Corners Property Trust IncCOM35086T10928910,700SHDFND119,000 0 1,700
Four Corners Property Trust IncCOM35086T1091415,200SHDFND8 0 0 5,200
Fox CorpCL A COM35137L1052135,398SHDFND74,800 0 598
Fox Factory Holding CorpCOM35138V1024,16642,534SHDFND742,534 0 0
Fox Factory Holding CorpCOM35138V1021761,800SHDFND81,800 0 0
Franco-Nevada CorpCOM3518581056384,000SHDFND114,000 0 0
Franco-Nevada CorpCOM35185810519,877124,606SHDFND7124,226 0 380
Franco-Nevada CorpCOM3518581052,55216,000SHDFND815,400 0 600
Franklin Covey CoCOM3534691091363,000SHDFND112,300 0 700
Franklin Covey CoCOM3534691091904,200SHDFND81,400 0 2,800
Franklin Resources IncCOM35461310155619,900SHDFND1117,500 0 2,400
Franklin Resources IncCOM3546131018304SHDFND7304 0 0
Franklin Resources IncCOM35461310115,616559,300SHDFND8498,800 0 60,500
Freeport-McMoRan IncCL B35671D857751,514SHDFND1,514 0 0
Freeport-McMoRan IncCL B35671D8574,30386,500SHDFND883,400 0 3,100
Freshpet IncCOM35803910530,273294,939SHDFND8294,939 0 0
FTI Consulting IncCOM3029411094,68529,800SHDFND825,000 0 4,800
Gaming and Leisure Properties IncCOM36467J10858912,542SHDFND1110,105 0 2,437
Gaming and Leisure Properties IncCOM36467J108641,368SHDFND71,368 0 0
Gaming and Leisure Properties IncCOM36467J1085,042107,428SHDFND896,000 0 11,428
Garmin LtdSHSH2906T1092,05217,300SHDFND1117,300 0 0
Garmin LtdSHSH2906T1092492,098SHDFND72,098 0 0
Garmin LtdSHSH2906T10931,426264,954SHDFND8262,000 0 2,954
Gartner IncCOM366651107119400SHDFND11400 0 0
Gartner IncCOM3666511073501,178SHDFND71,178 0 0
Gartner IncCOM3666511071,4284,800SHDFND84,800 0 0
Generac Holdings IncCOM3687361044461,500SHDFND111,500 0 0
Generac Holdings IncCOM368736104136459SHDFND7459 0 0
Generac Holdings IncCOM3687361045,68019,109SHDFND817,009 0 2,100
General Dynamics CorpCOM36955010830124SHDFND124 0 0
General Dynamics CorpCOM3695501082,46010,200SHDFND1110,200 0 0
General Electric CoCOM NEW3696043011061,272SHDFND1,272 0 0
General Electric CoCOM NEW3696043019,616115,104SHDFND712,952 0 102,152
General Electric CoCOM NEW3696043015,68067,987SHDFND865,625 0 2,362
General Mills IncCOM37033410445660SHDFND660 0 0
General Mills IncCOM3703341041,64624,300SHDFND1124,300 0 0
General Mills IncCOM37033410479311,706SHDFND74,733 0 6,973
General Mills IncCOM37033410436,555539,800SHDFND8528,700 0 11,100
General Motors CoCOM37045V100701,603SHDFND1,603 0 0
General Motors CoCOM37045V10053412,198SHDFND77,432 0 4,766
General Motors CoCOM37045V10078,0201,783,720SHDFND81,689,872 0 93,848
Genesco IncCOM3715321021532,400SHDFND112,400 0 0
Genesco IncCOM3715321021532,400SHDFND8 0 0 2,400
Genpact LtdSHSG3922B10786119,800SHDFND819,800 0 0
Gentex CorpCOM3719011094,961170,082SHDFND8170,082 0 0
Genuine Parts CoCOM3724601052632,089SHDFND72,089 0 0
Genuine Parts CoCOM3724601056,75553,600SHDFND853,600 0 0
GEO Group Inc/TheCOM36162J1069514,400SHDFND1114,400 0 0
Gerdau SASPON ADR REP PFD37373710518128,157SHDFND7 0 0 28,157
G-III Apparel Group LtdCOM36237H1011846,800SHDFND114,500 0 2,300
G-III Apparel Group LtdCOM36237H1011,33149,200SHDFND842,300 0 6,900
Gildan Activewear IncCOM3759161037196SHDFND7196 0 0
Gildan Activewear IncCOM3759161031,74346,500SHDFND829,900 0 16,600
Gilead Sciences IncCOM375558103821,377SHDFND1,377 0 0
Gilead Sciences IncCOM3755581031011,700SHDFND111,700 0 0
Gilead Sciences IncCOM3755581034,67678,647SHDFND746,269 0 32,378
Gilead Sciences IncCOM375558103114,5601,927,002SHDFND81,855,302 0 71,700
Glacier Bancorp IncCOM37637Q1051312,600SHDFND111,900 0 700
Glacier Bancorp IncCOM37637Q1051,08621,600SHDFND819,400 0 2,200
Global Payments IncCOM37940X10241302SHDFND302 0 0
Global Payments IncCOM37940X10223,331170,496SHDFND7164,690 0 5,806
Global Payments IncCOM37940X102126,349923,336SHDFND8918,936 0 4,400
Globant SACOML443851092,88010,988SHDFND78,797 0 2,191
Globant SACOML4438510933,608128,242SHDFND8128,242 0 0
Globus Medical IncCL A3795772083,70550,212SHDFND735,958 0 14,254
Globus Medical IncCL A379577208112,7251,527,850SHDFND81,518,174 0 9,676
GoDaddy IncCL A3802371075446,500SHDFND115,100 0 1,400
GoDaddy IncCL A3802371075026,000SHDFND8 0 0 6,000
Goldman Sachs Group Inc/TheCOM38141G104145439SHDFND439 0 0
Goldman Sachs Group Inc/TheCOM38141G10412,02036,412SHDFND721,480 0 14,932
Goldman Sachs Group Inc/TheCOM38141G1048,45125,600SHDFND822,100 0 3,500
GoPro IncCL A38268T10311413,400SHDFND1113,400 0 0
GoPro IncCL A38268T1031,227143,800SHDFND8130,500 0 13,300
Grand Canyon Education IncCOM38526M10610,345106,529SHDFND8106,529 0 0
Green Plains IncCOM3932221041304,200SHDFND114,200 0 0
Green Plains IncCOM3932221041334,300SHDFND8 0 0 4,300
Griffon CorpCOM39843310220810,400SHDFND117,900 0 2,500
Griffon CorpCOM3984331021587,900SHDFND82,500 0 5,400
Group 1 Automotive IncCOM3989051095203,100SHDFND112,600 0 500
Group 1 Automotive IncCOM3989051093,89423,200SHDFND817,600 0 5,600
Groupon IncCOM NEW3994732061176,100SHDFND114,600 0 1,500
Groupon IncCOM NEW3994732061,74090,500SHDFND884,800 0 5,700
Guardant Health IncCOM40131M10917,345261,855SHDFND8261,855 0 0
Guardant Health IncNOTE 11/140131MAB55,2946,516,000PRNDFND75,530,000 0 986,000
Guess IncCOM40161710525311,600SHDFND118,500 0 3,100
Guess IncCOM4016171052,594118,700SHDFND8108,900 0 9,800
GXO Logistics IncCOMMON STOCK36262G10148,315677,249SHDFND8670,737 0 6,512
Hackett Group Inc/TheCOM4046091091807,800SHDFND116,200 0 1,600
Hackett Group Inc/TheCOM4046091092,366102,600SHDFND8102,600 0 0
Halliburton CoCOM4062161019,742257,258SHDFND7250,359 0 6,899
Halozyme Therapeutics IncCOM40637H1092075,200SHDFND85,200 0 0
Hanesbrands IncCOM41034510270947,600SHDFND1136,400 0 11,200
Hanesbrands IncCOM4103451026,403430,000SHDFND8326,900 0 103,100
Hannon Armstrong Sustainable Infrastructure Capital IncCOM41068X1002,69856,889SHDFND7 0 0 56,889
Hannon Armstrong Sustainable Infrastructure Capital IncCOM41068X10021,096444,780SHDFND8444,780 0 0
Hartford Financial Services Group Inc/TheCOM4165151041,04114,500SHDFND1114,500 0 0
Hartford Financial Services Group Inc/TheCOM4165151043114,326SHDFND74,326 0 0
Hartford Financial Services Group Inc/TheCOM4165151042,35532,800SHDFND831,500 0 1,300
Haverty Furniture Cos IncCOM4195961011104,000SHDFND113,000 0 1,000
Haverty Furniture Cos IncCOM4195961011,55756,800SHDFND856,800 0 0
Hawaiian Electric Industries IncCOM41987010043610,300SHDFND118,800 0 1,500
Hawaiian Electric Industries IncCOM4198701001523,600SHDFND8 0 0 3,600
HCA Healthcare IncCOM40412C10168270SHDFND270 0 0
HCA Healthcare IncCOM40412C1011,2785,100SHDFND115,100 0 0
HCA Healthcare IncCOM40412C10163251SHDFND7251 0 0
HCA Healthcare IncCOM40412C10137,897151,212SHDFND8149,912 0 1,300
HDFC Bank LtdSPONSORED ADS40415F10110,710174,622SHDFND174,622 0 0
HDFC Bank LtdSPONSORED ADS40415F10128,713468,174SHDFND7368,476 0 99,698
HDFC Bank LtdSPONSORED ADS40415F10135,903585,401SHDFND8585,401 0 0
Healthcare Realty Trust IncCOM4219461041,37450,000SHDFND1050,000 0 0
Healthcare Realty Trust IncCOM42194610418656SHDFND7656 0 0
Healthpeak Properties IncCOM42250P10338,4831,120,976SHDFND101,120,976 0 0
Healthpeak Properties IncCOM42250P10341111,982SHDFND711,982 0 0
Healthpeak Properties IncCOM42250P1033,05989,100SHDFND889,100 0 0
HEICO CorpCOM42280610921,919142,760SHDFND8142,760 0 0
Hello Group IncADS423403104183,046SHDFND3,046 0 0
Hello Group IncADS423403104539,100SHDFND89,100 0 0
Henry Schein IncCOM8064071021,66519,100SHDFND1115,100 0 4,000
Henry Schein IncCOM8064071022863,275SHDFND73,275 0 0
Henry Schein IncCOM80640710222,948263,200SHDFND8225,400 0 37,800
Hershey Co/TheCOM4278661081,2355,700SHDFND115,700 0 0
Hershey Co/TheCOM4278661084001,845SHDFND71,845 0 0
Hershey Co/TheCOM42786610828,503131,576SHDFND8130,600 0 976
Hess CorpCOM42809H1071,11710,431SHDFND710,431 0 0
Hess CorpCOM42809H10714,017130,953SHDFND8130,953 0 0
Hewlett Packard Enterprise CoCOM42824C10918010,800SHDFND118,500 0 2,300
Hewlett Packard Enterprise CoCOM42824C10943626,066SHDFND726,066 0 0
Hewlett Packard Enterprise CoCOM42824C10955,5343,323,400SHDFND83,275,400 0 48,000
HF Sinclair CorpCOM40394910069717,500SHDFND1116,100 0 1,400
HF Sinclair CorpCOM4039491006,523163,700SHDFND8119,900 0 43,800
Hibbett IncCOM428567101982,200SHDFND112,200 0 0
Hibbett IncCOM4285671011242,800SHDFND8 0 0 2,800
Hilltop Holdings IncCOM43274810126900SHDFND11900 0 0
Hilltop Holdings IncCOM4327481011,79060,900SHDFND860,900 0 0
Hologic IncCOM4364401011922,500SHDFND112,500 0 0
Hologic IncCOM4364401011782,317SHDFND72,317 0 0
Hologic IncCOM43644010171,059925,002SHDFND8889,302 0 35,700
Home Depot Inc/TheCOM4370761023711,239SHDFND1,239 0 0
Home Depot Inc/TheCOM4370761023,65212,200SHDFND1112,200 0 0
Home Depot Inc/TheCOM43707610255,714186,129SHDFND7136,239 0 49,890
Home Depot Inc/TheCOM43707610291,618306,077SHDFND8286,497 0 19,580
Honeywell International IncCOM438516106153784SHDFND784 0 0
Honeywell International IncCOM4385161061,8109,300SHDFND119,300 0 0
Honeywell International IncCOM43851610631,738163,112SHDFND765,988 0 97,124
Honeywell International IncCOM43851610630,705157,800SHDFND8155,200 0 2,600
Horizon Therapeutics PlcSHSG461881012102,000SHDFND72,000 0 0
Horizon Therapeutics PlcSHSG4618810147,269449,284SHDFND8449,284 0 0
Hormel Foods CorpCOM4404521003075,953SHDFND75,953 0 0
Host Hotels & Resorts IncCOM44107P10423,2231,195,225SHDFND101,195,225 0 0
Host Hotels & Resorts IncCOM44107P10433117,058SHDFND717,058 0 0
Houlihan Lokey IncCL A4415931005,66364,500SHDFND855,900 0 8,600
HP IncCOM40434L105501,373SHDFND1,373 0 0
HP IncCOM40434L1051,20233,100SHDFND1133,100 0 0
HP IncCOM40434L10598227,064SHDFND727,064 0 0
HP IncCOM40434L10536,217997,700SHDFND8981,200 0 16,500
H&R Block IncCOM0936711052,651101,800SHDFND862,900 0 38,900
Huazhu Group LtdNOTE 0.375%11/016949NAC33,1283,100,000PRNDFND72,600,000 0 500,000
Hub Group IncCL A44332010669900SHDFND11 0 0 900
Hub Group IncCL A4433201063554,600SHDFND8 0 0 4,600
HubSpot IncCOM443573100151317SHDFND7317 0 0
HubSpot IncCOM44357310037,77179,527SHDFND878,560 0 967
Hudson Pacific Properties IncCOM4440971093,746135,000SHDFND10135,000 0 0
Hudson Pacific Properties IncCOM44409710920711SHDFND7711 0 0
Humana IncCOM44485910259135SHDFND135 0 0
Humana IncCOM444859102115265SHDFND7265 0 0
Humana IncCOM44485910234,40479,058SHDFND878,758 0 300
Huntington Bancshares Inc/OHCOM44615010437525,644SHDFND725,644 0 0
Huntsman CorpCOM4470111071,10329,400SHDFND1124,400 0 5,000
Huntsman CorpCOM44701110721,137563,500SHDFND8516,300 0 47,200
Huron Consulting Group IncCOM4474621021242,700SHDFND112,100 0 600
Huron Consulting Group IncCOM4474621021793,900SHDFND8 0 0 3,900
Hyatt Hotels CorpCOM CL A4485791024204,400SHDFND8 0 0 4,400
IAA IncCOM4492531031,19731,300SHDFND831,300 0 0
ICF International IncCOM44925C1033113,300SHDFND112,600 0 700
ICF International IncCOM44925C1034054,300SHDFND81,300 0 3,000
ICICI Bank LtdADR45104G104542,857SHDFND2,857 0 0
ICICI Bank LtdADR45104G10453428,190SHDFND7 0 0 28,190
ICON PLCSHSG4705A1009,97040,991SHDFND740,991 0 0
ICON PLCSHSG4705A1006,08825,032SHDFND825,032 0 0
Ideaya Biosciences IncCOM45166A1023,157282,104SHDFND8282,104 0 0
IDEX CorpCOM45167R1042881,500SHDFND111,500 0 0
IDEX CorpCOM45167R104141733SHDFND7733 0 0
IDEX CorpCOM45167R10434,348179,150SHDFND8178,750 0 400
IDEXX Laboratories IncCOM45168D1044989SHDFND89 0 0
IDEXX Laboratories IncCOM45168D1041,1832,162SHDFND112,162 0 0
IDEXX Laboratories IncCOM45168D104319584SHDFND7584 0 0
IDEXX Laboratories IncCOM45168D10467,968124,242SHDFND8116,896 0 7,346
Illinois Tool Works IncCOM45230810973351SHDFND351 0 0
Illinois Tool Works IncCOM4523081093,76918,000SHDFND1118,000 0 0
Illinois Tool Works IncCOM4523081092,54912,172SHDFND710,164 0 2,008
Illinois Tool Works IncCOM45230810959,972286,400SHDFND8280,400 0 6,000
Illumina IncCOM45232710955156SHDFND156 0 0
Illumina IncCOM45232710983238SHDFND7238 0 0
Illumina IncCOM45232710963,603182,036SHDFND8180,736 0 1,300
Illumina IncNOTE 8/1452327AK514,07412,728,000PRNDFND710,700,000 0 2,028,000
Imperial Oil LtdCOM NEW4530384083767,781SHDFND77,781 0 0
Incyte CorpCOM45337C1021301,643SHDFND71,643 0 0
Incyte CorpCOM45337C10212,248154,213SHDFND8154,213 0 0
Industrial Logistics Properties TrustCOM SHS BEN INT45623710627712,200SHDFND119,300 0 2,900
Industrial Logistics Properties TrustCOM SHS BEN INT45623710626111,500SHDFND8 0 0 11,500
Infosys LtdSPONSORED ADR4567881087,992321,100SHDFND321,100 0 0
Infosys LtdSPONSORED ADR45678810842,8171,720,267SHDFND71,405,500 0 314,767
Ingersoll Rand IncCOM45687V1062024,006SHDFND74,006 0 0
Ingersoll Rand IncCOM45687V1064,55190,384SHDFND890,384 0 0
Ingredion IncCOM4571871021,13313,000SHDFND813,000 0 0
Innospec IncCOM45768S1052,14723,200SHDFND823,200 0 0
Innovative Industrial Properties IncCOM45781V1017043,426SHDFND103,426 0 0
Insmed IncCOM PAR $.0145766930718,681794,930SHDFND8794,930 0 0
Insulet CorpCOM45784P101118444SHDFND7444 0 0
Insulet CorpCOM45784P1016932,600SHDFND82,600 0 0
Integer Holdings CorpCOM45826H1094115,100SHDFND114,100 0 1,000
Integer Holdings CorpCOM45826H1093,23940,200SHDFND835,900 0 4,300
Intel CorpCOM4581401002224,476SHDFND4,476 0 0
Intel CorpCOM4581401002,02240,802SHDFND1140,802 0 0
Intel CorpCOM4581401008,900179,581SHDFND760,560 0 119,021
Intel CorpCOM45814010080,4791,623,868SHDFND81,518,736 0 105,132
Intellia Therapeutics IncCOM45826J1052,82438,864SHDFND838,864 0 0
Intercontinental Exchange IncCOM45866F10482623SHDFND623 0 0
Intercontinental Exchange IncCOM45866F1042,73520,700SHDFND1120,700 0 0
Intercontinental Exchange IncCOM45866F10475569SHDFND7569 0 0
Intercontinental Exchange IncCOM45866F104108,901824,255SHDFND8820,055 0 4,200
InterDigital IncCOM45867G1013385,300SHDFND114,000 0 1,300
InterDigital IncCOM45867G1014406,900SHDFND82,000 0 4,900
International Bancshares CorpCOM45904410330700SHDFND11700 0 0
International Bancshares CorpCOM4590441031824,300SHDFND8 0 0 4,300
International Business Machines CorpCOM459200101119917SHDFND917 0 0
International Business Machines CorpCOM4592001017,62758,663SHDFND731,194 0 27,469
International Business Machines CorpCOM4592001012,48319,100SHDFND819,100 0 0
International Flavors & Fragrances IncCOM4595061011,55011,800SHDFND11,800 0 0
International Flavors & Fragrances IncCOM4595061019,84074,926SHDFND774,926 0 0
International Paper CoCOM460146103781,682SHDFND71,682 0 0
International Paper CoCOM4601461034,10789,000SHDFND889,000 0 0
Interpublic Group of Cos Inc/TheCOM46069010014398SHDFND7398 0 0
Interpublic Group of Cos Inc/TheCOM4606901003,16689,300SHDFND889,300 0 0
Intuit IncCOM461202103159331SHDFND331 0 0
Intuit IncCOM4612021031,4443,004SHDFND113,004 0 0
Intuit IncCOM46120210313,25827,573SHDFND715,862 0 11,711
Intuit IncCOM46120210356,039116,544SHDFND8109,254 0 7,290
Intuitive Surgical IncCOM NEW46120E602111368SHDFND368 0 0
Intuitive Surgical IncCOM NEW46120E60243,379143,790SHDFND7106,236 0 37,554
Intuitive Surgical IncCOM NEW46120E602234,951778,809SHDFND8772,652 0 6,157
Invesco CurrencyShares Euro Currency TrustEURO SHS46138K1031,08210,544SHDFND10,544 0 0
Invesco LtdSHSG491BT1088349SHDFND7349 0 0
Invesco LtdSHSG491BT10812,812555,600SHDFND8511,300 0 44,300
Invitation Homes IncCOM46187W10734,601861,145SHDFND10861,145 0 0
Invitation Homes IncCOM46187W10753413,294SHDFND713,294 0 0
Ionis Pharmaceuticals IncCOM46222210060016,200SHDFND1113,800 0 2,400
Ionis Pharmaceuticals IncCOM4622221002,59770,100SHDFND854,800 0 15,300
IPG Photonics CorpCOM44980X1099108,292SHDFND88,292 0 0
iQIYI IncSPONSORED ADS46267X1089821,641SHDFND21,641 0 0
iQIYI IncSPONSORED ADS46267X1084,9221,084,043SHDFND81,084,043 0 0
IQVIA Holdings IncCOM46266C10548207SHDFND207 0 0
IQVIA Holdings IncCOM46266C10523,825103,046SHDFND796,061 0 6,985
IQVIA Holdings IncCOM46266C10510,82346,811SHDFND846,811 0 0
iRhythm Technologies IncCOM4500561064,96131,507SHDFND731,507 0 0
Iron Mountain IncCOM46284V10165411,800SHDFND119,200 0 2,600
Iron Mountain IncCOM46284V10117300SHDFND7300 0 0
Iron Mountain IncCOM46284V10122,275402,000SHDFND8378,600 0 23,400
iShares 0-5 Year High Yield Corporate Bond ETF0-5YR HI YL CP46434V4071,33030,265SHDFND30,265 0 0
iShares 5-10 Year Investment Grade Corporate Bond ETFISHS 5-10YR INVT4642886382,00336,502SHDFND36,502 0 0
iShares 7-10 Year Treasury Bond ETFBARCLAYS 7 10 YR4642874403593,337SHDFND 0 0 3,337
iShares Broad USD Investment Grade Corporate Bond ETFUSD INV GRDE ETF46428862056810,312SHDFND10,312 0 0
iShares Core MSCI EAFE ETFCORE MSCI EAFE46432F8425,78583,227SHDFND1183,227 0 0
iShares Core MSCI Emerging Markets ETFCORE MSCI EMKT46434G1038,750157,511SHDFND157,511 0 0
iShares Core S&P 500 ETFCORE S&P500 ETF4642872003,0006,612SHDFND6,612 0 0
iShares Core S&P 500 ETFCORE S&P500 ETF4642872007,49116,512SHDFND1116,512 0 0
iShares iBoxx $ Investment Grade Corporate Bond ETFIBOXX INV CP ETF46428724210,40085,994SHDFND1185,994 0 0
iShares Russell 2000 ETFRUSSELL 2000 ETF4642876551,6728,147SHDFND118,147 0 0
iShares TIPS Bond ETFTIPS BD ETF4642871766445,171SHDFND 0 0 5,171
iShares US Treasury Bond ETFUS TREAS BD ETF46429B2671,74369,985SHDFND69,985 0 0
Itau Unibanco Holding SASPON ADR REP PFD4655621063,329583,000SHDFND583,000 0 0
Itau Unibanco Holding SASPON ADR REP PFD46556210613824,082SHDFND7 0 0 24,082
iTeos Therapeutics IncCOM46565G1047,047218,973SHDFND8218,973 0 0
Itron IncCOM46574110643808SHDFND808 0 0
Itron IncCOM4657411062,14640,729SHDFND740,729 0 0
Itron IncCOM46574110611,228213,131SHDFND8213,131 0 0
Jack Henry & Associates IncCOM4262811015122,600SHDFND112,600 0 0
Jack Henry & Associates IncCOM4262811013451,749SHDFND71,749 0 0
Jack Henry & Associates IncCOM42628110113,59669,000SHDFND867,300 0 1,700
Jackson Financial IncCOM CL A46817M10773416,605SHDFND7 0 0 16,605
Jacobs Engineering Group IncCOM4698141075373,900SHDFND113,900 0 0
Jacobs Engineering Group IncCOM46981410774537SHDFND7537 0 0
Jacobs Engineering Group IncCOM4698141077,69055,800SHDFND855,300 0 500
Jazz Pharmaceuticals PLCNOTE 2.000% 6/1472145AF811,2579,200,000PRNDFND77,800,000 0 1,400,000
Jazz Pharmaceuticals PLCSHS USDG508711051169SHDFND769 0 0
Jazz Pharmaceuticals PLCSHS USDG508711058,03951,643SHDFND851,643 0 0
JB Hunt Transport Services IncCOM4456581073481,731SHDFND71,731 0 0
JB Hunt Transport Services IncCOM44565810718,51392,200SHDFND890,000 0 2,200
JD.com IncSPON ADR CL A47215P1065389,298SHDFND9,298 0 0
JD.com IncSPON ADR CL A47215P10622,804394,048SHDFND8394,048 0 0
J M Smucker Co/TheCOM NEW8326964057185,300SHDFND115,300 0 0
J M Smucker Co/TheCOM NEW8326964053372,492SHDFND72,492 0 0
J M Smucker Co/TheCOM NEW83269640523,521173,700SHDFND8154,700 0 19,000
Johnson Controls International plcSHSG5150210552800SHDFND800 0 0
Johnson Controls International plcSHSG5150210573411,200SHDFND1111,200 0 0
Johnson Controls International plcSHSG515021052,35235,873SHDFND73,588 0 32,285
Johnson Controls International plcSHSG5150210522,849348,471SHDFND8339,371 0 9,100
Johnson & JohnsonCOM4781601044982,810SHDFND2,810 0 0
Johnson & JohnsonCOM4781601045,37030,300SHDFND1130,300 0 0
Johnson & JohnsonCOM47816010437,335210,661SHDFND7141,794 0 68,867
Johnson & JohnsonCOM478160104161,829913,100SHDFND8902,100 0 11,000
Jones Lang LaSalle IncCOM48020Q1071,2455,200SHDFND114,000 0 1,200
Jones Lang LaSalle IncCOM48020Q10711,66248,700SHDFND839,300 0 9,400
JOYY IncADS REPSTG COM A46591M109711,940SHDFND1,940 0 0
JOYY IncADS REPSTG COM A46591M109862,331SHDFND82,331 0 0
JPMorgan Chase & CoCOM46625H1004913,599SHDFND3,599 0 0
JPMorgan Chase & CoCOM46625H1003,12222,900SHDFND1122,900 0 0
JPMorgan Chase & CoCOM46625H10021,336156,516SHDFND781,412 0 75,104
JPMorgan Chase & CoCOM46625H10072,918534,900SHDFND8504,500 0 30,400
Juniper Networks IncCOM48203R10412328SHDFND7328 0 0
Juniper Networks IncCOM48203R1041975,300SHDFND85,300 0 0
Karuna Therapeutics IncCOM48576A1006,17048,660SHDFND848,660 0 0
KB Financial Group IncSPONSORED ADR48241A10571014,538SHDFND7 0 0 14,538
Kellogg CoCOM4878361081,21918,900SHDFND1118,900 0 0
Kellogg CoCOM4878361082073,217SHDFND73,217 0 0
Kellogg CoCOM48783610870,3071,090,200SHDFND81,053,400 0 36,800
Keurig Dr Pepper IncCOM49271V10075920,032SHDFND1120,032 0 0
Keurig Dr Pepper IncCOM49271V1001303,441SHDFND73,441 0 0
Keurig Dr Pepper IncCOM49271V10018,338483,843SHDFND8479,452 0 4,391
KeyCorpCOM49326710831814,228SHDFND714,228 0 0
KeyCorpCOM49326710826,9481,204,100SHDFND81,079,300 0 124,800
Keysight Technologies IncCOM49338L10333207SHDFND207 0 0
Keysight Technologies IncCOM49338L1033,76023,803SHDFND722,213 0 1,590
Keysight Technologies IncCOM49338L10343,963278,300SHDFND8258,500 0 19,800
Kforce IncCOM4937321011111,500SHDFND111,500 0 0
Kforce IncCOM4937321012743,700SHDFND8 0 0 3,700
Kimberly-Clark CorpCOM49436810345368SHDFND368 0 0
Kimberly-Clark CorpCOM4943681031,30510,600SHDFND1110,600 0 0
Kimberly-Clark CorpCOM4943681033652,962SHDFND72,962 0 0
Kimberly-Clark CorpCOM49436810329,534239,800SHDFND8237,700 0 2,100
Kimco Realty CorpCOM49446R10929,5461,196,189SHDFND101,196,189 0 0
Kimco Realty CorpCOM49446R1092349,479SHDFND79,479 0 0
Kinder Morgan IncCOM49456B1011,38673,312SHDFND773,312 0 0
Kinder Morgan IncCOM49456B1015,437287,500SHDFND897,200 0 190,300
Kingsoft Cloud Holdings LtdADS49639K10125241,561SHDFND7 0 0 41,561
Kinsale Capital Group IncCOM49714P1085472,400SHDFND112,000 0 400
Kinsale Capital Group IncCOM49714P1085,88325,800SHDFND824,100 0 1,700
KLA CorpCOM NEW48248010061167SHDFND167 0 0
KLA CorpCOM NEW4824801008792,400SHDFND112,400 0 0
KLA CorpCOM NEW4824801008,29522,660SHDFND721,408 0 1,252
KLA CorpCOM NEW4824801006,84518,700SHDFND818,100 0 600
Knight-Swift Transportation Holdings IncCL A4990491041973,900SHDFND113,900 0 0
Knight-Swift Transportation Holdings IncCL A4990491043897,700SHDFND83,800 0 3,900
Knowles CorpCOM49926D10936216,800SHDFND1112,600 0 4,200
Knowles CorpCOM49926D1094,155193,000SHDFND8178,000 0 15,000
Kontoor Brands IncCOM50050N1031744,200SHDFND113,000 0 1,200
Kontoor Brands IncCOM50050N1033398,200SHDFND8 0 0 8,200
Korn FerryCOM NEW5006432002273,500SHDFND113,500 0 0
Korn FerryCOM NEW5006432005007,700SHDFND8 0 0 7,700
Kornit Digital LtdSHSM6372Q11325304SHDFND304 0 0
Kornit Digital LtdSHSM6372Q11348,597587,701SHDFND8587,701 0 0
Kraft Heinz Co/TheCOM50075410646611,819SHDFND711,819 0 0
Kraft Heinz Co/TheCOM5007541061,47937,536SHDFND837,536 0 0
Kroger Co/TheCOM50104410170812,346SHDFND712,346 0 0
Kroger Co/TheCOM50104410131,645551,600SHDFND8519,500 0 32,100
Kulicke & Soffa Industries IncCOM5012421014938,800SHDFND117,300 0 1,500
Kulicke & Soffa Industries IncCOM5012421015,44097,100SHDFND888,600 0 8,500
Kura Oncology IncCOM50127T1095,976371,640SHDFND8371,640 0 0
Laboratory Corp of America HoldingsCOM NEW50540R4096062,300SHDFND112,300 0 0
Laboratory Corp of America HoldingsCOM NEW50540R40999374SHDFND7374 0 0
Laboratory Corp of America HoldingsCOM NEW50540R40943,557165,200SHDFND8160,200 0 5,000
Lam Research CorpCOM51280710883154SHDFND154 0 0
Lam Research CorpCOM512807108388721SHDFND7721 0 0
Lam Research CorpCOM51280710825,08446,659SHDFND845,559 0 1,100
Lands' End IncCOM51509F1051086,400SHDFND114,700 0 1,700
Lands' End IncCOM51509F105613,600SHDFND83,600 0 0
Landstar System IncCOM5150981015883,900SHDFND113,700 0 200
Landstar System IncCOM5150981013,98226,400SHDFND815,500 0 10,900
Laredo Petroleum IncCOM5168062051421,800SHDFND111,300 0 500
Laredo Petroleum IncCOM5168062052,01825,500SHDFND822,600 0 2,900
Las Vegas Sands CorpCOM51783410797325,042SHDFND71,923 0 23,119
Las Vegas Sands CorpCOM51783410721,845561,996SHDFND8560,096 0 1,900
Lattice Semiconductor CorpCOM5184151041,09718,000SHDFND1113,700 0 4,300
Lattice Semiconductor CorpCOM51841510439,947655,400SHDFND8627,900 0 27,500
LAVA Therapeutics NVSHSN515171051,020231,886SHDFND8231,886 0 0
LCI IndustriesCOM50189K1034,87947,000SHDFND747,000 0 0
LCI IndustriesNOTE 1.125% 5/1501812AB78,6469,400,000PRNDFND77,971,000 0 1,429,000
Lear CorpCOM NEW5218652042031,426SHDFND71,426 0 0
Lennar CorpCL A5260571044605,668SHDFND75,668 0 0
Lennox International IncCOM5261071074,17716,200SHDFND816,200 0 0
Lexicon Pharmaceuticals IncCOM NEW5288723024420,900SHDFND820,900 0 0
LGI Homes IncCOM50187T1063323,400SHDFND8 0 0 3,400
Li Auto IncSPONSORED ADS50202M1021,22147,288SHDFND34,088 0 13,200
Li Auto IncSPONSORED ADS50202M10211,476444,623SHDFND8444,623 0 0
Liberty Media Corp-Liberty SiriusXMCOM A SIRIUSXM53122940975416,500SHDFND1116,500 0 0
Liberty Media Corp-Liberty SiriusXMCOM A SIRIUSXM5312294091,10224,100SHDFND8 0 0 24,100
Li-Cycle Holdings CorpCOMMON SHARES50202P105242,825SHDFND2,825 0 0
Li-Cycle Holdings CorpCOMMON SHARES50202P1058,013948,324SHDFND8948,324 0 0
Life Storage IncCOM53223X10716,320116,213SHDFND10116,213 0 0
Life Storage IncCOM53223X10756396SHDFND7396 0 0
Lightspeed Commerce IncSUB VTG SHS53229C1072608,538SHDFND78,538 0 0
Limoneira CoCOM5327461042,644180,129SHDFND7171,711 0 8,418
Lincoln National CorpCOM53418710920302SHDFND7302 0 0
Lincoln National CorpCOM53418710917,817272,600SHDFND8248,200 0 24,400
Linde PLCSHSG5494J103180564SHDFND564 0 0
Linde PLCSHSG5494J103217,218680,017SHDFND7380,851 0 299,166
Linde PLCSHSG5494J10331,25597,846SHDFND893,346 0 4,500
Liquidity Services IncCOM53635B1071156,700SHDFND114,900 0 1,800
Liquidity Services IncCOM53635B1071106,400SHDFND8 0 0 6,400
LKQ CorpCOM5018892082916,404SHDFND76,404 0 0
LKQ CorpCOM5018892082,99766,000SHDFND866,000 0 0
Lockheed Martin CorpCOM53983010954123SHDFND123 0 0
Lockheed Martin CorpCOM5398301093,2227,300SHDFND117,300 0 0
Loews CorpCOM5404241085578,600SHDFND118,600 0 0
Loews CorpCOM5404241082113,252SHDFND73,252 0 0
Loews CorpCOM54042410838,685596,800SHDFND8588,700 0 8,100
Logitech International SASHSH5043023236,893500,046SHDFND7103,957 0 396,089
Logitech International SASHSH504302326719,088SHDFND87,932 0 1,156
Louisiana-Pacific CorpCOM54634710575812,200SHDFND118,900 0 3,300
Louisiana-Pacific CorpCOM54634710523,804383,200SHDFND8355,600 0 27,600
Lowe's Cos IncCOM548661107160793SHDFND793 0 0
Lowe's Cos IncCOM5486611072,0029,900SHDFND119,900 0 0
Lowe's Cos IncCOM5486611077,64537,813SHDFND714,976 0 22,837
Lowe's Cos IncCOM548661107114,376565,685SHDFND8536,600 0 29,085
Lufax Holding LtdADS REP SHS CL A54975P102132,300SHDFND2,300 0 0
Lufax Holding LtdADS REP SHS CL A54975P1026,5831,181,853SHDFND71,181,853 0 0
Lululemon Athletica IncCOM55002110957156SHDFND156 0 0
Lululemon Athletica IncCOM550021109160437SHDFND7437 0 0
Lululemon Athletica IncCOM55002110925,52869,897SHDFND869,597 0 300
Lumen Technologies IncCOM55024110310879SHDFND7879 0 0
Lumen Technologies IncCOM55024110311,028978,500SHDFND8948,000 0 30,500
Lument Finance Trust IncCOM55025L1089,1543,340,780SHDFND3,340,780 0 0
Lumentum Holdings IncCOM55024U10962,280638,118SHDFND8638,118 0 0
Lumentum Holdings IncNOTE 0.500%12/155024UAD17,5346,467,000PRNDFND75,489,000 0 978,000
LyondellBasell Industries NVSHS - A -N537451001991,939SHDFND7269 0 1,670
LyondellBasell Industries NVSHS - A -N5374510044,408431,900SHDFND8426,800 0 5,100
MacroGenics IncCOM556099109222,500SHDFND11 0 0 2,500
MacroGenics IncCOM5560991091,647186,900SHDFND8186,900 0 0
Macy's IncCOM55616P104833,400SHDFND113,400 0 0
Macy's IncCOM55616P10490937,300SHDFND837,300 0 0
Magic Software Enterprises LtdORD5591661031,06161,553SHDFND861,553 0 0
Magna International IncCOM5592224015,26781,895SHDFND737,695 0 44,200
Main Street Capital CorpCOM56035L1044189,800SHDFND117,500 0 2,300
Main Street Capital CorpCOM56035L1043929,200SHDFND8 0 0 9,200
Manhattan Associates IncCOM5627501091,3599,800SHDFND89,800 0 0
ManpowerGroup IncCOM56418H1006577,000SHDFND115,200 0 1,800
ManpowerGroup IncCOM56418H10017,798189,500SHDFND8175,100 0 14,400
Manulife Financial CorpCOM56501R106472,188SHDFND2,188 0 0
Manulife Financial CorpCOM56501R1061,81585,000SHDFND1185,000 0 0
Manulife Financial CorpCOM56501R10626012,159SHDFND712,159 0 0
Manulife Financial CorpCOM56501R10628,5951,339,323SHDFND81,146,923 0 192,400
Marathon Oil CorpCOM56584910680932,200SHDFND1125,200 0 7,000
Marathon Oil CorpCOM5658491063,970158,100SHDFND8122,400 0 35,700
Marathon Petroleum CorpCOM56585A10263733SHDFND733 0 0
Marathon Petroleum CorpCOM56585A1022,82333,023SHDFND733,023 0 0
Marathon Petroleum CorpCOM56585A10299211,600SHDFND8 0 0 11,600
Marcus Corp/TheCOM5663301061196,700SHDFND115,000 0 1,700
Marcus Corp/TheCOM5663301061,59590,100SHDFND890,100 0 0
MarineMax IncCOM5679081081413,500SHDFND112,500 0 1,000
MarineMax IncCOM5679081081132,800SHDFND8 0 0 2,800
Markel CorpCOM57053510411880SHDFND1180 0 0
Markel CorpCOM57053510410068SHDFND768 0 0
Markel CorpCOM57053510420,34413,790SHDFND813,440 0 350
MarketAxess Holdings IncCOM57060D108108318SHDFND7318 0 0
MarketAxess Holdings IncCOM57060D10815,00344,100SHDFND838,400 0 5,700
Marriott International Inc/MDCL A57190320251289SHDFND289 0 0
Marriott International Inc/MDCL A57190320249279SHDFND7279 0 0
Marriott International Inc/MDCL A5719032023522,000SHDFND8 0 0 2,000
Marriott Vacations Worldwide CorpCOM57164Y1078525,400SHDFND114,100 0 1,300
Marriott Vacations Worldwide CorpCOM57164Y1079,08457,600SHDFND852,400 0 5,200
Marsh & McLennan Cos IncCOM57174810297572SHDFND572 0 0
Marsh & McLennan Cos IncCOM5717481023,10218,200SHDFND1118,200 0 0
Marsh & McLennan Cos IncCOM571748102139817SHDFND7817 0 0
Marsh & McLennan Cos IncCOM57174810228,665168,200SHDFND8159,900 0 8,300
Martin Marietta Materials IncCOM5732841062463SHDFND763 0 0
Martin Marietta Materials IncCOM5732841063,8109,900SHDFND89,700 0 200
Marvell Technology IncCOM57387410455762SHDFND762 0 0
Marvell Technology IncCOM5738741044576,369SHDFND7832 0 5,537
Marvell Technology IncCOM57387410457,841806,600SHDFND8804,850 0 1,750
Masco CorpCOM5745991062655,200SHDFND115,200 0 0
Masco CorpCOM5745991061312,572SHDFND72,572 0 0
Masco CorpCOM57459910619,931390,800SHDFND8383,900 0 6,900
MasTec IncCOM5763231091,65519,000SHDFND1019,000 0 0
Mastercard IncCL A57636Q1043,1548,824SHDFND8,824 0 0
Mastercard IncCL A57636Q1042,7887,800SHDFND117,800 0 0
Mastercard IncCL A57636Q10491,052254,777SHDFND7223,539 0 31,238
Mastercard IncCL A57636Q10466,824186,983SHDFND8178,283 0 8,700
Matador Resources CoCOM5764852053286,200SHDFND114,800 0 1,400
Matador Resources CoCOM5764852051,93436,500SHDFND834,100 0 2,400
Match Group IncCOM57667L10732290SHDFND290 0 0
Match Group IncCOM57667L1071661,524SHDFND71,524 0 0
Match Group IncCOM57667L10721,032193,412SHDFND8193,412 0 0
McCormick & Co Inc/MDCOM NON VTG5797802068388,400SHDFND118,400 0 0
McCormick & Co Inc/MDCOM NON VTG5797802061191,193SHDFND71,193 0 0
McCormick & Co Inc/MDCOM NON VTG57978020617,325173,600SHDFND8172,200 0 1,400
McDonald's CorpCOM580135101198800SHDFND800 0 0
McDonald's CorpCOM5801351017,80331,556SHDFND71,941 0 29,615
McDonald's CorpCOM58013510112,14149,100SHDFND841,900 0 7,200
McKesson CorpCOM58155Q10350162SHDFND162 0 0
McKesson CorpCOM58155Q1031,0413,400SHDFND113,400 0 0
McKesson CorpCOM58155Q10347154SHDFND7154 0 0
McKesson CorpCOM58155Q10365,182212,923SHDFND8212,223 0 700
MDU Resources Group IncCOM55269010992234,600SHDFND1127,300 0 7,300
MDU Resources Group IncCOM55269010960222,600SHDFND8 0 0 22,600
Medical Properties Trust IncCOM58463J304381,821SHDFND71,821 0 0
Medical Properties Trust IncCOM58463J3041,49570,700SHDFND870,700 0 0
Medifast IncCOM58470H1011881,100SHDFND11800 0 300
Medifast IncCOM58470H1011,6749,800SHDFND86,400 0 3,400
MEDNAX IncCOM58502B1061606,800SHDFND115,200 0 1,600
MEDNAX IncCOM58502B1061697,200SHDFND8 0 0 7,200
Medpace Holdings IncCOM58506Q1092781,700SHDFND111,700 0 0
Medpace Holdings IncCOM58506Q1091,4078,600SHDFND85,300 0 3,300
Medtronic PLCSHSG5960L1031781,605SHDFND1,605 0 0
Medtronic PLCSHSG5960L10317,652159,103SHDFND7114,084 0 45,019
Medtronic PLCSHSG5960L10338,745349,209SHDFND8338,009 0 11,200
MercadoLibre IncCOM58733R1025445SHDFND45 0 0
MercadoLibre IncCOM58733R10224,85520,896SHDFND720,896 0 0
MercadoLibre IncCOM58733R102476400SHDFND8 0 0 400
Merck & Co IncCOM58933Y1052102,825SHDFND2,825 0 0
Merck & Co IncCOM58933Y1052,61235,100SHDFND1135,100 0 0
Merck & Co IncCOM58933Y1057,507100,859SHDFND739,459 0 61,400
Merck & Co IncCOM58933Y105173,3102,328,501SHDFND82,308,301 0 20,200
Mersana Therapeutics IncCOM59045L1064310,800SHDFND810,800 0 0
Merus NVCOMN5749R1006,010227,300SHDFND8227,300 0 0
Meta Platforms IncCL A30303M1022,0059,015SHDFND9,015 0 0
Meta Platforms IncCL A30303M1022,79612,576SHDFND1112,576 0 0
Meta Platforms IncCL A30303M10249,733223,661SHDFND7157,790 0 65,871
Meta Platforms IncCL A30303M102211,908952,996SHDFND8946,030 0 6,966
MetLife IncCOM59156R10856800SHDFND800 0 0
MetLife IncCOM59156R1081,37019,500SHDFND1119,500 0 0
MetLife IncCOM59156R1082012,855SHDFND71,607 0 1,248
MetLife IncCOM59156R1088,630122,800SHDFND8112,800 0 10,000
Mettler-Toledo International IncCOM5926881053626SHDFND26 0 0
Mettler-Toledo International IncCOM5926881051,099800SHDFND11800 0 0
Mettler-Toledo International IncCOM59268810511,9238,683SHDFND78,634 0 49
Mettler-Toledo International IncCOM59268810544,34632,294SHDFND831,200 0 1,094
MGM Resorts InternationalCOM552953101721,715SHDFND71,715 0 0
MGM Resorts InternationalCOM5529531012816,700SHDFND8 0 0 6,700
MGP Ingredients IncCOM55303J1069,115106,497SHDFND7106,497 0 0
Microchip Technology IncCOM59501710446607SHDFND607 0 0
Microchip Technology IncCOM59501710442560SHDFND7560 0 0
Microchip Technology IncCOM595017104109,0011,450,643SHDFND81,441,462 0 9,181
Microchip Technology IncNOTE 0.125%11/1595017AU86,3845,550,000PRNDFND74,700,000 0 850,000
Micron Technology IncCOM595112103881,130SHDFND1,130 0 0
Micron Technology IncCOM5951121032,40330,855SHDFND71,129 0 29,726
Micron Technology IncCOM59511210349,088630,217SHDFND8584,342 0 45,875
Microsoft CorpCOM5949181045,88919,102SHDFND19,102 0 0
Microsoft CorpCOM59491810417,22855,879SHDFND1155,879 0 0
Microsoft CorpCOM594918104256,774832,842SHDFND7540,430 0 292,412
Microsoft CorpCOM5949181041,029,2423,338,335SHDFND83,300,035 0 38,300
Mid-America Apartment Communities IncCOM59522J10310,00247,752SHDFND1047,752 0 0
Mid-America Apartment Communities IncCOM59522J1038804,200SHDFND114,200 0 0
Mid-America Apartment Communities IncCOM59522J1035302,530SHDFND72,530 0 0
Mid-America Apartment Communities IncCOM59522J1038,52540,700SHDFND840,700 0 0
M/I Homes IncCOM55305B1011,02023,000SHDFND823,000 0 0
Minerals Technologies IncCOM6031581063775,700SHDFND114,700 0 1,000
Minerals Technologies IncCOM6031581064,56469,000SHDFND863,600 0 5,400
Mirati Therapeutics IncCOM60468T1052,40429,240SHDFND829,240 0 0
Mirum Pharmaceuticals IncCOM60474910121,664983,829SHDFND8983,829 0 0
Moderna IncCOM60770K10781473SHDFND473 0 0
Moderna IncCOM60770K10721,899127,126SHDFND8126,426 0 700
Modine Manufacturing CoCOM60782810010011,100SHDFND118,400 0 2,700
Modine Manufacturing CoCOM607828100901100,000SHDFND8100,000 0 0
Molina Healthcare IncCOM60855R1004421,326SHDFND71,326 0 0
Molina Healthcare IncCOM60855R10011,77635,300SHDFND834,900 0 400
Mondelez International IncCL A609207105921,463SHDFND1,463 0 0
Mondelez International IncCL A6092071055,99195,426SHDFND71,973 0 93,453
Mondelez International IncCL A60920710520,275322,946SHDFND8309,500 0 13,446
Monolithic Power Systems IncCOM609839105389800SHDFND11700 0 100
Monolithic Power Systems IncCOM6098391055,15810,620SHDFND79,815 0 805
Monolithic Power Systems IncCOM60983910544,92592,500SHDFND885,200 0 7,300
Monster Beverage CorpCOM61174X10932401SHDFND401 0 0
Monster Beverage CorpCOM61174X1093284,100SHDFND114,100 0 0
Monster Beverage CorpCOM61174X10929360SHDFND7360 0 0
Monster Beverage CorpCOM61174X10935,879449,050SHDFND8449,050 0 0
Moody's CorpCOM61536910563187SHDFND187 0 0
Moody's CorpCOM6153691051,6204,800SHDFND114,800 0 0
Moody's CorpCOM61536910566,582197,333SHDFND7144,188 0 53,145
Moody's CorpCOM61536910532,29095,700SHDFND893,400 0 2,300
Moog IncCL A6153942024395,000SHDFND114,100 0 900
Moog IncCL A61539420297511,100SHDFND86,300 0 4,800
Morgan StanleyCOM NEW6174464481581,809SHDFND1,809 0 0
Morgan StanleyCOM NEW61744644826,642304,825SHDFND7198,393 0 106,432
Morgan StanleyCOM NEW61744644825,530292,108SHDFND8288,908 0 3,200
Mosaic Co/TheCOM61945C1032,34735,300SHDFND1128,800 0 6,500
Mosaic Co/TheCOM61945C10327400SHDFND7400 0 0
Mosaic Co/TheCOM61945C10346,098693,200SHDFND8610,600 0 82,600
Motorola Solutions IncCOM NEW62007630745186SHDFND186 0 0
Motorola Solutions IncCOM NEW6200763079934,100SHDFND114,100 0 0
Motorola Solutions IncCOM NEW6200763073871,598SHDFND71,598 0 0
Motorola Solutions IncCOM NEW62007630721,60189,187SHDFND888,287 0 900
MSA Safety IncCOM5534981064,31432,512SHDFND832,512 0 0
MSCI IncCOM55354G1004896SHDFND96 0 0
MSCI IncCOM55354G1001,5093,000SHDFND113,000 0 0
MSCI IncCOM55354G10095,092189,095SHDFND7169,116 0 19,979
MSCI IncCOM55354G10022,27444,292SHDFND843,600 0 692
MSC Industrial Direct Co IncCL A5535301064525,300SHDFND8 0 0 5,300
M&T Bank CorpCOM55261F1044382,584SHDFND72,584 0 0
MYR Group IncCOM55405W1042352,500SHDFND111,900 0 600
MYR Group IncCOM55405W1043,22634,300SHDFND831,400 0 2,900
Nasdaq IncCOM6311031089095,100SHDFND115,100 0 0
Nasdaq IncCOM631103108103580SHDFND7580 0 0
Nasdaq IncCOM63110310815,02284,300SHDFND883,800 0 500
National HealthCare CorpCOM63590610014200SHDFND11200 0 0
National HealthCare CorpCOM6359061001902,700SHDFND8 0 0 2,700
National Vision Holdings IncCOM63845R1074,809110,379SHDFND7110,379 0 0
National Vision Holdings IncCOM63845R1075,175118,779SHDFND8118,779 0 0
Natus Medical IncCOM6390501032108,000SHDFND116,000 0 2,000
Natus Medical IncCOM6390501031,89372,021SHDFND865,721 0 6,300
NCR CorpCOM62886E10842210,500SHDFND1110,500 0 0
NCR CorpCOM62886E1082,82970,400SHDFND853,300 0 17,100
Nektar TherapeuticsCOM64026810811521,400SHDFND1117,100 0 4,300
Nektar TherapeuticsCOM64026810816330,300SHDFND8 0 0 30,300
NeoGenomics IncNOTE 0.250% 1/164049MAB63,2694,900,000PRNDFND74,150,000 0 750,000
NetApp IncCOM64110D1041161,400SHDFND111,400 0 0
NetApp IncCOM64110D1044425,325SHDFND75,325 0 0
NetApp IncCOM64110D1046,31676,100SHDFND862,700 0 13,400
NetEase IncSPONSORED ADS64110W1021,69718,921SHDFND14,057 0 4,864
NetEase IncSPONSORED ADS64110W10218,038201,117SHDFND8201,117 0 0
Netflix IncCOM64110L106171456SHDFND456 0 0
Netflix IncCOM64110L1061,2633,371SHDFND113,371 0 0
Netflix IncCOM64110L1066321,686SHDFND7447 0 1,239
Netflix IncCOM64110L10665,424174,655SHDFND8165,970 0 8,685
NetScout Systems IncCOM64115T10441412,900SHDFND119,700 0 3,200
NetScout Systems IncCOM64115T1045,030156,800SHDFND8145,200 0 11,600
Neurocrine Biosciences IncCOM64125C1095,50058,668SHDFND858,668 0 0
Newell Brands IncCOM651229106542,515SHDFND11115 0 2,400
Newell Brands IncCOM6512291068387SHDFND7387 0 0
Newell Brands IncCOM6512291068,215383,700SHDFND8372,600 0 11,100
Newmont CorpCOM65163910665818SHDFND818 0 0
Newmont CorpCOM65163910641,770525,735SHDFND7523,191 0 2,544
Newmont CorpCOM6516391063,54344,600SHDFND842,900 0 1,700
New Relic IncCOM64829B10026,955403,035SHDFND8395,028 0 8,007
Newtek Business Services CorpCOM NEW65252620316600SHDFND11600 0 0
Newtek Business Services CorpCOM NEW65252620379629,800SHDFND829,800 0 0
New York Community Bancorp IncCOM6494451031,218113,600SHDFND836,600 0 77,000
NexPoint Residential Trust IncCOM65341D1023523,900SHDFND113,200 0 700
NexPoint Residential Trust IncCOM65341D1022,85431,600SHDFND827,700 0 3,900
NextEra Energy IncCOM65339F1013173,748SHDFND3,748 0 0
NextEra Energy IncCOM65339F1015,60866,200SHDFND1066,200 0 0
NextEra Energy IncCOM65339F10134,151403,152SHDFND7149,720 0 253,432
NextEra Energy IncCOM65339F101115,7691,366,653SHDFND81,361,853 0 4,800
NextGen Healthcare IncCOM65343C10228413,600SHDFND1111,400 0 2,200
NextGen Healthcare IncCOM65343C1023,431164,100SHDFND8153,400 0 10,700
NGM Biopharmaceuticals IncCOM62921N1056,257410,268SHDFND8410,268 0 0
Nice LtdNOTE 9/1653656AB47,3746,850,000PRNDFND75,680,000 0 1,170,000
Nielsen Holdings PLCSHS EURG6518L1081,17943,300SHDFND1134,500 0 8,800
Nielsen Holdings PLCSHS EURG6518L10827,3631,004,500SHDFND8921,500 0 83,000
NIKE IncCL B6541061032,49718,560SHDFND18,560 0 0
NIKE IncCL B6541061031,2519,300SHDFND119,300 0 0
NIKE IncCL B65410610350,290373,733SHDFND7298,089 0 75,644
NIKE IncCL B65410610369,902519,488SHDFND8507,488 0 12,000
NIO IncSPON ADS62914V1062,03396,591SHDFND69,913 0 26,678
NIO IncSPON ADS62914V10617,496831,144SHDFND8831,144 0 0
Niu TechnologiesADS65481N1001,228127,146SHDFND7127,146 0 0
Nordstrom IncCOM65566410042315,600SHDFND1112,600 0 3,000
Nordstrom IncCOM65566410045016,600SHDFND8 0 0 16,600
Norfolk Southern CorpCOM65584410878273SHDFND273 0 0
Norfolk Southern CorpCOM6558441089413,300SHDFND113,300 0 0
Norfolk Southern CorpCOM6558441085,87720,606SHDFND712,615 0 7,991
Norfolk Southern CorpCOM65584410828,779100,900SHDFND897,600 0 3,300
Northern Trust CorpCOM6658591041,43212,300SHDFND1112,300 0 0
Northern Trust CorpCOM6658591042682,300SHDFND72,300 0 0
Northern Trust CorpCOM66585910422,207190,700SHDFND8188,800 0 1,900
Northrop Grumman CorpCOM6668071023988SHDFND88 0 0
Northrop Grumman CorpCOM6668071021,8344,100SHDFND114,100 0 0
NortonLifeLock IncCOM668771108341,300SHDFND111,300 0 0
NortonLifeLock IncCOM66877110819,332728,955SHDFND7698,866 0 30,089
NortonLifeLock IncCOM66877110843,6891,647,400SHDFND81,562,100 0 85,300
Novanta IncCOM67000B1049,39166,000SHDFND766,000 0 0
Novanta IncCOM67000B10472,104506,741SHDFND8506,741 0 0
Novocure LtdORD SHSG6674U10884510,200SHDFND810,200 0 0
Novo Nordisk A/SADR6701002052111,897SHDFND1,897 0 0
Nu Skin Enterprises IncCL A67018T1054028,400SHDFND116,400 0 2,000
Nu Skin Enterprises IncCL A67018T1054,20987,900SHDFND880,000 0 7,900
Nutrien LtdCOM67077M10861589SHDFND589 0 0
Nutrien LtdCOM67077M1086346,100SHDFND116,100 0 0
Nutrien LtdCOM67077M1088,14178,282SHDFND711,519 0 66,763
Nutrien LtdCOM67077M10829,585284,500SHDFND8275,600 0 8,900
NuVasive IncCOM6707041051,15920,440SHDFND7 0 0 20,440
NVIDIA CorpCOM67066G1047192,634SHDFND2,634 0 0
NVIDIA CorpCOM67066G10444,892164,525SHDFND7141,962 0 22,563
NVIDIA CorpCOM67066G104275,9171,011,203SHDFND8967,324 0 43,879
NVR IncCOM62944T10533575SHDFND775 0 0
NVR IncCOM62944T1053,887870SHDFND8870 0 0
NXP Semiconductors NVCOMN6596X10955297SHDFND297 0 0
NXP Semiconductors NVCOMN6596X1091891,021SHDFND111,021 0 0
NXP Semiconductors NVCOMN6596X1093,20917,341SHDFND717,341 0 0
NXP Semiconductors NVCOMN6596X109100,980545,602SHDFND8545,002 0 600
Nyxoah SASHSB6S7WD1063,564186,200SHDFND7186,200 0 0
Occidental Petroleum CorpCOM6745991052,68347,282SHDFND731,878 0 15,404
Oceaneering International IncCOM67523210228718,900SHDFND1115,700 0 3,200
Oceaneering International IncCOM6752321023,466228,600SHDFND8210,500 0 18,100
ODP Corp/TheCOM88337F1053627,900SHDFND116,000 0 1,900
ODP Corp/TheCOM88337F1052,24649,000SHDFND844,000 0 5,000
Okta IncCL A67929510525,212167,009SHDFND8164,272 0 2,737
Okta IncNOTE 0.375% 6/1679295AF29,0669,236,000PRNDFND77,964,000 0 1,272,000
Old Dominion Freight Line IncCOM67958010034114SHDFND114 0 0
Old Dominion Freight Line IncCOM6795801001,8226,100SHDFND116,100 0 0
Old Dominion Freight Line IncCOM6795801003141,051SHDFND71,051 0 0
Old Dominion Freight Line IncCOM67958010020,94570,126SHDFND869,226 0 900
Olin CorpCOM PAR $16806652056,545125,200SHDFND8102,500 0 22,700
Omnicom Group IncCOM6819191061892,232SHDFND72,232 0 0
Omnicom Group IncCOM68191910627,798327,500SHDFND8321,900 0 5,600
OneMain Holdings IncCOM68268W1031,43230,200SHDFND820,900 0 9,300
ONEOK IncCOM6826801031,17916,687SHDFND716,687 0 0
ONEOK IncCOM6826801033,46149,000SHDFND88,400 0 40,600
OneSpaWorld Holdings LtdCOMP7368411312,3521,210,959SHDFND81,210,959 0 0
ON Semiconductor CorpCOM68218910525400SHDFND11400 0 0
ON Semiconductor CorpCOM682189105153,6472,454,027SHDFND82,438,555 0 15,472
Open Text CorpCOM68371510612274SHDFND7274 0 0
Open Text CorpCOM6837151062,22652,500SHDFND852,500 0 0
OPKO Health IncCOM68375N10318553,700SHDFND1153,700 0 0
OPKO Health IncCOM68375N1031,315382,400SHDFND8319,400 0 63,000
Option Care Health IncCOM NEW68404L20128610,000SHDFND118,600 0 1,400
Option Care Health IncCOM NEW68404L2013,841134,500SHDFND8126,500 0 8,000
Oracle CorpCOM68389X1053,45041,700SHDFND1141,700 0 0
Oracle CorpCOM68389X10531,570381,598SHDFND7279,105 0 102,493
Oracle CorpCOM68389X105165,4511,999,897SHDFND81,925,551 0 74,346
OraSure Technologies IncCOM68554V10810415,400SHDFND1111,600 0 3,800
OraSure Technologies IncCOM68554V1081,454214,500SHDFND8214,500 0 0
O'Reilly Automotive IncCOM67103H1075377SHDFND77 0 0
O'Reilly Automotive IncCOM67103H1071,4422,105SHDFND112,105 0 0
O'Reilly Automotive IncCOM67103H107265387SHDFND7387 0 0
O'Reilly Automotive IncCOM67103H10734,89550,945SHDFND850,102 0 843
Orion Office REIT IncCOM68629Y10354739,078SHDFND1039,078 0 0
Orion Office REIT IncCOM68629Y1033198SHDFND7198 0 0
Orthofix Medical IncCOM68752M1081314,000SHDFND113,100 0 900
Orthofix Medical IncCOM68752M1082166,600SHDFND82,800 0 3,800
Oshkosh CorpCOM6882392014334,300SHDFND84,300 0 0
OSI Systems IncCOM6710441053153,700SHDFND112,900 0 800
OSI Systems IncCOM6710441053,71143,600SHDFND840,900 0 2,700
Otis Worldwide CorpCOM68902V10711,398148,116SHDFND7131,771 0 16,345
Outfront Media IncCOM69007J10639213,800SHDFND1111,300 0 2,500
Outfront Media IncCOM69007J1067,343258,300SHDFND8244,500 0 13,800
Ovintiv IncCOM69047Q1024,82889,300SHDFND889,300 0 0
Owens CorningCOM69074210173800SHDFND11800 0 0
Owens CorningCOM69074210124,897272,100SHDFND8255,000 0 17,100
Owens & Minor IncCOM69073210248010,900SHDFND118,700 0 2,200
Owens & Minor IncCOM6907321026,726152,800SHDFND8130,000 0 22,800
Oxford Industries IncCOM6914973091,04111,500SHDFND88,700 0 2,800
PACCAR IncCOM6937181081,70119,318SHDFND1119,318 0 0
PACCAR IncCOM6937181081942,205SHDFND72,205 0 0
PACCAR IncCOM69371810861,047693,167SHDFND8672,110 0 21,057
Packaging Corp of AmericaCOM6951561093472,221SHDFND72,221 0 0
Packaging Corp of AmericaCOM6951561092,68517,200SHDFND817,200 0 0
Pagseguro Digital LtdCOM CL AG6870710119,567975,928SHDFND7944,356 0 31,572
Pagseguro Digital LtdCOM CL AG687071013,718185,431SHDFND8185,431 0 0
Palo Alto Networks IncCOM69743510566106SHDFND106 0 0
Palo Alto Networks IncCOM69743510562,476100,361SHDFND776,265 0 24,096
Palo Alto Networks IncCOM69743510571,084114,189SHDFND8112,561 0 1,628
Palo Alto Networks IncNOTE 0.750% 7/0697435AD77,7573,266,000PRNDFND72,768,000 0 498,000
Palomar Holdings IncCOM69753M10515,185237,300SHDFND8237,300 0 0
PAM Transportation Services IncCOM6931491061464,200SHDFND113,200 0 1,000
PAM Transportation Services IncCOM6931491061885,400SHDFND81,400 0 4,000
Parker-Hannifin CorpCOM70109410441144SHDFND144 0 0
Parker-Hannifin CorpCOM70109410437130SHDFND7130 0 0
Parker-Hannifin CorpCOM70109410423,25681,958SHDFND881,958 0 0
Park Hotels & Resorts IncCOM7005171056,645340,266SHDFND10340,266 0 0
Park Hotels & Resorts IncCOM700517105211,100SHDFND111,100 0 0
Park Hotels & Resorts IncCOM700517105392,000SHDFND82,000 0 0
Patterson Cos IncCOM70339510347314,600SHDFND1111,900 0 2,700
Patterson Cos IncCOM7033951036,830211,000SHDFND8198,200 0 12,800
Paychex IncCOM70432610745333SHDFND333 0 0
Paychex IncCOM7043261071,55011,359SHDFND1111,359 0 0
Paychex IncCOM7043261073772,760SHDFND72,760 0 0
Paychex IncCOM70432610737,678276,091SHDFND8267,456 0 8,635
Paycom Software IncCOM70432V102207597SHDFND7597 0 0
Paylocity Holding CorpCOM70438V1061,2145,900SHDFND114,500 0 1,400
Paylocity Holding CorpCOM70438V10640,063194,696SHDFND8186,779 0 7,917
PayPal Holdings IncCOM70450Y1031441,245SHDFND1,245 0 0
PayPal Holdings IncCOM70450Y10325,075216,815SHDFND7154,355 0 62,460
PayPal Holdings IncCOM70450Y10379,319685,858SHDFND8672,128 0 13,730
PC Connection IncCOM69318J1002464,700SHDFND113,900 0 800
PC Connection IncCOM69318J1002,63050,200SHDFND845,800 0 4,400
Pebblebrook Hotel TrustNOTE 1.750%12/170509VAA85,4104,700,000PRNDFND73,980,000 0 720,000
Pembina Pipeline CorpCOM7063271031,34535,771SHDFND720,377 0 15,394
Pembina Pipeline CorpCOM7063271032596,900SHDFND85,500 0 1,400
Penn National Gaming IncCOM7075691091022,400SHDFND112,400 0 0
Penn National Gaming IncCOM7075691091,31531,000SHDFND828,300 0 2,700
PennyMac Mortgage Investment TrustNOTE 5.500% 3/170932AAF09611,000,000PRNDFND111,000,000 0 0
Penske Automotive Group IncCOM70959W1031,95920,900SHDFND820,900 0 0
Pentair PLCSHSG7S00T1041,39325,700SHDFND1125,700 0 0
Pentair PLCSHSG7S00T1049167SHDFND7167 0 0
Pentair PLCSHSG7S00T10425,864477,100SHDFND8441,200 0 35,900
Penumbra IncCOM70975L10716,69375,150SHDFND875,150 0 0
PepsiCo IncCOM7134481082501,496SHDFND1,496 0 0
PepsiCo IncCOM7134481085,08430,374SHDFND1130,374 0 0
PepsiCo IncCOM71344810825,842154,394SHDFND716,963 0 137,431
PepsiCo IncCOM713448108100,455600,164SHDFND8583,332 0 16,832
Perficient IncCOM71375U1015064,600SHDFND113,700 0 900
Perficient IncCOM71375U1016,40758,200SHDFND847,700 0 10,500
PerkinElmer IncCOM7140461092301,320SHDFND71,320 0 0
PerkinElmer IncCOM7140461092,47714,200SHDFND814,200 0 0
Perrigo Co PLCSHSG9782210344211,500SHDFND1111,500 0 0
Perrigo Co PLCSHSG978221038,870230,800SHDFND8224,900 0 5,900
Petroleo Brasileiro SASPONSORED ADR71654V4081,11075,000SHDFND7 0 0 75,000
Pfizer IncCOM7170811033005,793SHDFND5,793 0 0
Pfizer IncCOM71708110355910,800SHDFND1110,800 0 0
Pfizer IncCOM71708110311,866229,206SHDFND745,396 0 183,810
Pfizer IncCOM717081103104,3842,016,300SHDFND81,987,700 0 28,600
Philip Morris International IncCOM7181721091581,684SHDFND1,684 0 0
Philip Morris International IncCOM71817210977817SHDFND7 0 0 817
Phillips 66COM7185461042,05423,780SHDFND723,780 0 0
Phillips 66COM71854610411,386131,800SHDFND8120,600 0 11,200
Phreesia IncCOM71944F1066,902261,839SHDFND8261,839 0 0
Physicians Realty TrustCOM71943U10418,8011,071,893SHDFND101,071,893 0 0
Physicians Realty TrustCOM71943U1041548,784SHDFND78,784 0 0
Piedmont Office Realty Trust IncCOM CL A72019020635020,300SHDFND1116,500 0 3,800
Piedmont Office Realty Trust IncCOM CL A72019020615844SHDFND7844 0 0
Piedmont Office Realty Trust IncCOM CL A7201902063,924227,900SHDFND8208,700 0 19,200
Pinduoduo IncSPONSORED ADS72230410278919,677SHDFND14,977 0 4,700
Pinduoduo IncSPONSORED ADS72230410262515,583SHDFND711,196 0 4,387
Pinduoduo IncSPONSORED ADS7223041028,987224,055SHDFND8224,055 0 0
Pinnacle Financial Partners IncCOM72346Q1043874,200SHDFND113,500 0 700
Pinnacle Financial Partners IncCOM72346Q1043,05733,200SHDFND824,600 0 8,600
Pinnacle West Capital CorpCOM72348410162800SHDFND11300 0 500
Pinnacle West Capital CorpCOM7234841015,22566,900SHDFND864,400 0 2,500
Pioneer Natural Resources CoCOM72378710765261SHDFND261 0 0
Pioneer Natural Resources CoCOM7237871072,1898,753SHDFND78,134 0 619
Pioneer Natural Resources CoNOTE 0.250% 5/1723787AP216,0976,678,000PRNDFND74,522,000 0 2,156,000
Planet Fitness IncCL A72703H10111,253133,208SHDFND7128,946 0 4,262
Planet Fitness IncCL A72703H10144,598527,909SHDFND8527,909 0 0
Playa Hotels & Resorts NVSHSN7054410617320,000SHDFND1120,000 0 0
Playa Hotels & Resorts NVSHSN7054410618921,900SHDFND8 0 0 21,900
Pliant Therapeutics IncCOM7291391052,349335,032SHDFND8335,032 0 0
PNC Financial Services Group Inc/TheCOM69347510591496SHDFND496 0 0
PNC Financial Services Group Inc/TheCOM6934751054612,500SHDFND112,500 0 0
PNC Financial Services Group Inc/TheCOM6934751059184,979SHDFND73,790 0 1,189
PNC Financial Services Group Inc/TheCOM69347510518,980102,900SHDFND898,200 0 4,700
Pool CorpCOM73278L1052,1145,000SHDFND114,200 0 800
Pool CorpCOM73278L10515,48236,613SHDFND736,613 0 0
Pool CorpCOM73278L10551,419121,600SHDFND8112,000 0 9,600
Popular IncCOM NEW7331747004335,300SHDFND113,300 0 2,000
Popular IncCOM NEW73317470011,158136,500SHDFND8109,100 0 27,400
Portland General Electric CoCOM NEW73650884761211,100SHDFND118,600 0 2,500
Portland General Electric CoCOM NEW736508847 0 1SHDFND71 0 0
Portland General Electric CoCOM NEW73650884759610,800SHDFND82,500 0 8,300
PotlatchDeltic CorpCOM7376301033747,100SHDFND115,600 0 1,500
PotlatchDeltic CorpCOM7376301033,54367,200SHDFND859,100 0 8,100
Power Integrations IncCOM7392761038068,700SHDFND116,600 0 2,100
Power Integrations IncCOM7392761039,954107,400SHDFND890,000 0 17,400
PPG Industries IncCOM69350610734258SHDFND258 0 0
PPG Industries IncCOM6935061073262,489SHDFND71,501 0 988
Precigen IncCOM74017N105219,900SHDFND11 0 0 9,900
Precigen IncCOM74017N105958454,000SHDFND8454,000 0 0
Premier IncCL A74051N1021,00728,298SHDFND819,698 0 8,600
PriceSmart IncCOM7415111093945,000SHDFND113,800 0 1,200
PriceSmart IncCOM7415111093,72347,200SHDFND842,400 0 4,800
Principal Financial Group IncCOM74251V1023164,300SHDFND113,700 0 600
Principal Financial Group IncCOM74251V1024526,159SHDFND76,159 0 0
Principal Financial Group IncCOM74251V10239,685540,600SHDFND8495,200 0 45,400
Procter & Gamble Co/TheCOM7427181093902,554SHDFND2,554 0 0
Procter & Gamble Co/TheCOM7427181094,63030,300SHDFND1130,300 0 0
Procter & Gamble Co/TheCOM7427181099,68663,393SHDFND712,853 0 50,540
Procter & Gamble Co/TheCOM742718109129,642848,442SHDFND8802,903 0 45,539
Progressive Corp/TheCOM74331510372635SHDFND635 0 0
Progressive Corp/TheCOM7433151031,33411,700SHDFND1111,700 0 0
Progressive Corp/TheCOM7433151031841,617SHDFND71,617 0 0
Progressive Corp/TheCOM74331510336,071316,441SHDFND8313,941 0 2,500
Progress Software CorpCOM7433121003397,200SHDFND115,800 0 1,400
Progress Software CorpCOM7433121003347,100SHDFND8 0 0 7,100
Progyny IncCOM74340E1032314,500SHDFND114,500 0 0
Progyny IncCOM74340E1032114,100SHDFND8 0 0 4,100
Prologis IncCOM74340W103114,656710,034SHDFND10710,034 0 0
Prologis IncCOM74340W1032,30914,300SHDFND1114,300 0 0
Prologis IncCOM74340W10363,114390,848SHDFND7259,707 0 131,141
Prologis IncCOM74340W103146,319906,111SHDFND8904,011 0 2,100
Prosperity Bancshares IncCOM7436061051392,000SHDFND111,500 0 500
Prosperity Bancshares IncCOM7436061051,04115,000SHDFND813,300 0 1,700
Prothena Corp PLCSHSG728001081,28435,100SHDFND835,100 0 0
Prudential Financial IncCOM74432010250421SHDFND421 0 0
Prudential Financial IncCOM7443201026,61956,009SHDFND7970 0 55,039
Prudential Financial IncCOM74432010226,175221,500SHDFND8207,900 0 13,600
Public Service Enterprise Group IncCOM7445731063494,984SHDFND74,984 0 0
Public Service Enterprise Group IncCOM744573106911,300SHDFND81,300 0 0
Public StorageCOM74460D1091,4053,600SHDFND113,600 0 0
Public StorageCOM74460D1092,0545,263SHDFND74,062 0 1,201
Public StorageCOM74460D10914,55737,300SHDFND837,300 0 0
PulteGroup IncCOM7458671012185,200SHDFND114,400 0 800
PulteGroup IncCOM74586710111256SHDFND7256 0 0
PulteGroup IncCOM74586710124,854593,164SHDFND8588,464 0 4,700
Pure Storage IncCL A74624M10261817,500SHDFND8 0 0 17,500
PVH CorpCOM6936561004,39757,400SHDFND857,400 0 0
Q2 Holdings IncCOM74736L10913,205214,198SHDFND7214,198 0 0
Q2 Holdings IncCOM74736L10935,558576,776SHDFND8568,376 0 8,400
QCR Holdings IncCOM74727A1041,12319,842SHDFND819,842 0 0
QIAGEN NVSHS NEWN7248212395919,576SHDFND719,576 0 0
QIAGEN NVSHS NEWN724821233,37768,922SHDFND868,922 0 0
Qorvo IncCOM74736K1013222,591SHDFND72,591 0 0
QUALCOMM IncCOM7475251031911,249SHDFND1,249 0 0
QUALCOMM IncCOM7475251031,1467,500SHDFND117,500 0 0
QUALCOMM IncCOM74752510316,761109,681SHDFND759,193 0 50,488
QUALCOMM IncCOM747525103364,3162,383,956SHDFND82,347,882 0 36,074
Qualys IncCOM74758T30319,935139,985SHDFND7136,367 0 3,618
Quanta Services IncCOM74762E1021,0137,700SHDFND117,300 0 400
Quanta Services IncCOM74762E1027,80459,300SHDFND848,700 0 10,600
Quest Diagnostics IncCOM74834L10096700SHDFND11700 0 0
Quest Diagnostics IncCOM74834L100100734SHDFND7734 0 0
Quest Diagnostics IncCOM74834L10039,648289,700SHDFND8279,600 0 10,100
Quidel CorpCOM74838J1015965,300SHDFND114,200 0 1,100
Quidel CorpCOM74838J1019,44784,000SHDFND872,400 0 11,600
Quotient Technology IncCOM74911910311217,500SHDFND1112,500 0 5,000
Qurate Retail IncCOM SER A74915M1006413,400SHDFND813,400 0 0
Ralph Lauren CorpCL A7512121018517,500SHDFND116,700 0 800
Ralph Lauren CorpCL A7512121013,00626,500SHDFND818,500 0 8,000
Rambus IncCOM75091710658418,300SHDFND1114,100 0 4,200
Rambus IncCOM7509171065,527173,300SHDFND8155,100 0 18,200
Rapid7 IncCOM75342210439,546355,498SHDFND8355,498 0 0
Rapid7 IncNOTE 0.250% 3/1753422AF14,8613,900,000PRNDFND73,300,000 0 600,000
Raymond James Financial IncCOM7547301094884,439SHDFND74,439 0 0
Raymond James Financial IncCOM75473010911,277102,600SHDFND8102,600 0 0
Raytheon Technologies CorpCOM75513E1011641,658SHDFND1,658 0 0
Raytheon Technologies CorpCOM75513E1012282,302SHDFND71,511 0 791
Raytheon Technologies CorpCOM75513E1011,16911,800SHDFND88,600 0 3,200
Realty Income CorpCOM75610910427,083390,810SHDFND10390,810 0 0
Realty Income CorpCOM7561091041392,000SHDFND112,000 0 0
Realty Income CorpCOM75610910469910,082SHDFND75,442 0 4,640
Realty Income CorpCOM7561091044,90670,800SHDFND870,800 0 0
Red Rock Resorts IncCL A75700L10852010,700SHDFND118,800 0 1,900
Red Rock Resorts IncCL A75700L1083,37069,400SHDFND859,000 0 10,400
Regal Rexnord CorpCOM7587501038635,800SHDFND114,700 0 1,100
Regal Rexnord CorpCOM75875010311,17375,100SHDFND859,400 0 15,700
Regeneron Pharmaceuticals IncCOM75886F10785122SHDFND122 0 0
Regeneron Pharmaceuticals IncCOM75886F107650931SHDFND11931 0 0
Regeneron Pharmaceuticals IncCOM75886F107355509SHDFND7509 0 0
Regeneron Pharmaceuticals IncCOM75886F10792,945133,079SHDFND8132,122 0 957
Regions Financial CorpCOM7591EP10044119,800SHDFND1119,800 0 0
Regions Financial CorpCOM7591EP10055725,043SHDFND725,043 0 0
Regions Financial CorpCOM7591EP10014,536653,000SHDFND8653,000 0 0
Reliance Steel & Aluminum CoCOM7595091021,2476,800SHDFND86,800 0 0
RE/MAX Holdings IncCL A75524W10874626,900SHDFND823,600 0 3,300
Renasant CorpCOM75970E1072046,100SHDFND116,100 0 0
Renasant CorpCOM75970E1073089,200SHDFND8 0 0 9,200
Repligen CorpCOM7599161093571,900SHDFND111,500 0 400
Repligen CorpCOM7599161096,15132,700SHDFND824,400 0 8,300
Republic Services IncCOM76075910054410SHDFND410 0 0
Republic Services IncCOM7607591003,24724,506SHDFND724,506 0 0
Republic Services IncCOM76075910055,142416,163SHDFND8416,163 0 0
Resideo Technologies IncCOM76118Y10452922,200SHDFND1116,900 0 5,300
Resideo Technologies IncCOM76118Y1043,889163,200SHDFND8120,000 0 43,200
ResMed IncCOM76115210740165SHDFND165 0 0
ResMed IncCOM7611521079463,900SHDFND113,900 0 0
ResMed IncCOM7611521074391,809SHDFND71,809 0 0
ResMed IncCOM76115210717,81373,453SHDFND872,800 0 653
Resources Connection IncCOM76122Q105915,300SHDFND115,300 0 0
Resources Connection IncCOM76122Q105844,900SHDFND84,900 0 0
Restaurant Brands International IncCOM76131D1032945,041SHDFND7286 0 4,755
Restaurant Brands International IncCOM76131D1031,35523,200SHDFND822,000 0 1,200
REV Group IncCOM7495271071259,300SHDFND119,300 0 0
REV Group IncCOM74952710714610,900SHDFND8 0 0 10,900
REX American Resources CorpCOM76162410520200SHDFND11200 0 0
REX American Resources CorpCOM7616241059469,500SHDFND89,500 0 0
Rimini Street IncCOM76674Q107244,200SHDFND11 0 0 4,200
Rimini Street IncCOM76674Q107805138,766SHDFND8123,666 0 15,100
Ritchie Bros Auctioneers IncCOM7677441052,52142,700SHDFND842,700 0 0
RMR Group Inc/TheCL A74967R1061374,400SHDFND113,300 0 1,100
RMR Group Inc/TheCL A74967R1061,52749,104SHDFND846,104 0 3,000
Robert Half International IncCOM7703231031141,000SHDFND111,000 0 0
Robert Half International IncCOM77032310313112SHDFND7112 0 0
Robert Half International IncCOM77032310320,769181,900SHDFND8165,500 0 16,400
Rockwell Automation IncCOM77390310938134SHDFND134 0 0
Rockwell Automation IncCOM7739031091,6245,800SHDFND115,800 0 0
Rockwell Automation IncCOM7739031094,64216,578SHDFND77,983 0 8,595
Rockwell Automation IncCOM77390310919,07068,100SHDFND867,200 0 900
Rogers Communications IncCL B7751092001,44125,400SHDFND1125,400 0 0
Rogers Communications IncCL B77510920015,292269,456SHDFND785,923 0 183,533
Rogers Communications IncCL B77510920014,872262,061SHDFND8258,861 0 3,200
Roku IncCOM CL A77543R1025144,100SHDFND84,100 0 0
Rollins IncCOM77571110410288SHDFND7288 0 0
Rollins IncCOM7757111041,86353,150SHDFND853,150 0 0
Roper Technologies IncCOM77669610656118SHDFND118 0 0
Roper Technologies IncCOM7766961067,52815,942SHDFND7106 0 15,836
Roper Technologies IncCOM77669610669,239146,621SHDFND8145,721 0 900
Royal Bank of CanadaCOM7800871021731,568SHDFND1,568 0 0
Royal Bank of CanadaCOM7800871023,90435,400SHDFND1135,400 0 0
Royal Bank of CanadaCOM7800871025995,436SHDFND71,439 0 3,997
Royal Bank of CanadaCOM78008710250,757460,300SHDFND8415,900 0 44,400
Royal Caribbean Cruises LtdCOMV7780T10319232SHDFND7232 0 0
Royal Caribbean Cruises LtdCOMV7780T10344,657533,025SHDFND8531,725 0 1,300
Rush Enterprises IncCL A78184620967213,200SHDFND1111,000 0 2,200
Rush Enterprises IncCL A78184620971814,100SHDFND83,000 0 11,100
Ryder System IncCOM7835491085086,400SHDFND8 0 0 6,400
Ryerson Holding CorpCOM7837541041724,900SHDFND113,800 0 1,100
Ryerson Holding CorpCOM7837541041684,800SHDFND8 0 0 4,800
Sabra Health Care REIT IncCOM78573L10647531,900SHDFND1125,600 0 6,300
Sabra Health Care REIT IncCOM78573L1068546SHDFND7546 0 0
Sabra Health Care REIT IncCOM78573L1064,055272,300SHDFND8242,500 0 29,800
Saia IncCOM78709Y1058783,600SHDFND112,800 0 800
Saia IncCOM78709Y10510,82644,400SHDFND838,600 0 5,800
Sailpoint Technologies Holdings IncCOM78781P1057,448145,517SHDFND7145,517 0 0
salesforce.com IncCOM79466L3022211,041SHDFND1,041 0 0
salesforce.com IncCOM79466L30257,664271,588SHDFND7197,974 0 73,614
salesforce.com IncCOM79466L302191,225900,643SHDFND8884,691 0 15,952
Sanmina CorpCOM80105610242010,400SHDFND117,900 0 2,500
Sanmina CorpCOM8010561025,053125,000SHDFND8115,100 0 9,900
Sapiens International Corp NVSHSG7T16G10343717,200SHDFND817,200 0 0
Sarepta Therapeutics IncCOM8036071007,78099,596SHDFND899,596 0 0
Saul Centers IncCOM8043951012114,000SHDFND114,000 0 0
Saul Centers IncCOM8043951011793,400SHDFND8 0 0 3,400
Savara IncCOM8051111014,5563,477,832SHDFND83,477,832 0 0
ScanSource IncCOM8060371072055,900SHDFND114,300 0 1,600
ScanSource IncCOM8060371071,91355,000SHDFND850,600 0 4,400
Schlumberger NVCOM STK806857108601,586SHDFND1,586 0 0
Schlumberger NVCOM STK8068571089,388248,682SHDFND7136,371 0 112,311
Schlumberger NVCOM STK8068571082,96778,600SHDFND875,600 0 3,000
Schneider National IncCL B80689H10261524,100SHDFND1118,100 0 6,000
Schneider National IncCL B80689H10213,538530,900SHDFND8510,000 0 20,900
Science Applications International CorpCOM8086251071,79919,514SHDFND7 0 0 19,514
Seagate Technology Holdings PLCORD SHSG7997R1035155,733SHDFND75,733 0 0
Seagate Technology Holdings PLCORD SHSG7997R1031,30414,500SHDFND85,500 0 9,000
Seagen IncCOM81181C1042481,721SHDFND71,721 0 0
Seagen IncCOM81181C10422,179153,968SHDFND8153,968 0 0
Sealed Air CorpCOM81211K10010150SHDFND7150 0 0
Sealed Air CorpCOM81211K1007,500112,000SHDFND8112,000 0 0
Sea LtdNOTE 2.375%12/081141RAF71,9751,228,000PRNDFND71,034,000 0 194,000
Sea LtdSPONSORD ADS81141R1002,45220,465SHDFND20,465 0 0
Sea LtdSPONSORD ADS81141R1008657,221SHDFND74,772 0 2,449
Sea LtdSPONSORD ADS81141R1008,98475,000SHDFND875,000 0 0
SEI Investments CoCOM7841171037120SHDFND7120 0 0
SEI Investments CoCOM7841171034,28771,200SHDFND871,200 0 0
Sempra EnergyCOM81685110958345SHDFND345 0 0
Sempra EnergyCOM8168511095,04430,000SHDFND1030,000 0 0
Sempra EnergyCOM8168511092,62315,600SHDFND1115,600 0 0
Sempra EnergyCOM8168511098995,346SHDFND73,525 0 1,821
Sempra EnergyCOM81685110930,026178,600SHDFND8175,600 0 3,000
Service Corp International/USCOM81756510425,772391,551SHDFND8391,551 0 0
ServiceNow IncCOM81762P102121217SHDFND217 0 0
ServiceNow IncCOM81762P1029,65317,334SHDFND78,357 0 8,977
ServiceNow IncCOM81762P102207,591372,768SHDFND8361,081 0 11,687
ServisFirst Bancshares IncCOM81768T1081051,100SHDFND111,100 0 0
ServisFirst Bancshares IncCOM81768T1084,02142,200SHDFND836,600 0 5,600
Shaw Communications IncCL B CONV82028K20045014,489SHDFND73,646 0 10,843
Sherwin-Williams Co/TheCOM82434810672288SHDFND288 0 0
Sherwin-Williams Co/TheCOM8243481062,2979,200SHDFND119,200 0 0
Sherwin-Williams Co/TheCOM82434810638,545154,415SHDFND7125,777 0 28,638
Sherwin-Williams Co/TheCOM82434810645,654182,896SHDFND8178,296 0 4,600
Shift4 Payments IncCL A82452J10914,786238,753SHDFND7238,753 0 0
Shift4 Payments IncNOTE 12/182452JAB54,3114,100,000PRNDFND73,470,000 0 630,000
Shinhan Financial Group Co LtdSPN ADR RESTRD82459610052515,706SHDFND7 0 0 15,706
Shockwave Medical IncCOM82489T10421100SHDFND11100 0 0
Shockwave Medical IncCOM82489T1048294,000SHDFND8 0 0 4,000
Shopify IncCL A82509L10790133SHDFND133 0 0
Shopify IncCL A82509L1076,2629,264SHDFND72,130 0 7,134
Shopify IncCL A82509L107541800SHDFND8 0 0 800
Shopify IncNOTE 0.125%11/082509LAA58,1318,500,000PRNDFND77,183,000 0 1,317,000
Signature Bank/New York NYCOM82669G1044111,400SHDFND111,000 0 400
Signature Bank/New York NYCOM82669G1043,22811,000SHDFND711,000 0 0
Signature Bank/New York NYCOM82669G10423,03978,500SHDFND870,800 0 7,700
Signet Jewelers LtdSHSG812761005828,000SHDFND116,000 0 2,000
Signet Jewelers LtdSHSG812761002,29031,500SHDFND816,100 0 15,400
Silence Therapeutics PLCADS82686Q10112,572661,666SHDFND8661,666 0 0
Silicon Laboratories IncCOM82691910254360SHDFND360 0 0
Silicon Laboratories IncCOM8269191024,22228,107SHDFND728,107 0 0
Silicon Laboratories IncCOM826919102198,2951,320,209SHDFND81,315,427 0 4,782
Silicon Laboratories IncNOTE 0.625% 6/1826919AD42,2911,662,000PRNDFND71,280,000 0 382,000
Simon Property Group IncCOM82880610928,364215,599SHDFND10215,599 0 0
Simon Property Group IncCOM8288061093662,783SHDFND72,328 0 455
SiteOne Landscape Supply IncCOM82982L1031,0676,600SHDFND115,000 0 1,600
SiteOne Landscape Supply IncCOM82982L1037,61147,074SHDFND842,074 0 5,000
SJW GroupCOM7843051043414,900SHDFND114,000 0 900
SJW GroupCOM7843051043204,600SHDFND8 0 0 4,600
SK Telecom Co LtdSPONSORED ADR78440P30636114,070SHDFND7 0 0 14,070
Skyline Champion CorpCOM8308301053025,500SHDFND114,200 0 1,300
Skyline Champion CorpCOM83083010575713,800SHDFND82,000 0 11,800
Skyworks Solutions IncCOM83088M1024623,466SHDFND73,466 0 0
SLM CorpCOM78442P10670538,400SHDFND1129,200 0 9,200
SLM CorpCOM78442P1067,348400,200SHDFND8369,000 0 31,200
SM Energy CoCOM78454L10047512,200SHDFND1110,600 0 1,600
SM Energy CoCOM78454L1001,93249,600SHDFND837,300 0 12,300
Smith & Wesson Brands IncCOM831754106644,200SHDFND114,200 0 0
Smith & Wesson Brands IncCOM831754106956,300SHDFND8 0 0 6,300
Snap IncCL A83304A106431,194SHDFND1,194 0 0
Snap IncCL A83304A10641,4641,152,090SHDFND81,135,621 0 16,469
Snap-on IncCOM8330341011,1715,700SHDFND115,700 0 0
Snap-on IncCOM8330341012581,257SHDFND71,257 0 0
Snap-on IncCOM83303410128,672139,535SHDFND8131,000 0 8,535
Snowflake IncCL A83344510957248SHDFND248 0 0
Snowflake IncCL A833445109214936SHDFND7221 0 715
Snowflake IncCL A8334451098,91138,890SHDFND838,000 0 890
SoFi Technologies IncCOM83406F1024,158440,000SHDFND7440,000 0 0
SolarEdge Technologies IncCOM83417M1043,90112,100SHDFND812,100 0 0
SolarEdge Technologies IncNOTE 9/183417MAD68,3636,155,000PRNDFND74,860,000 0 1,295,000
Sonic Automotive IncCL A83545G1022816,600SHDFND115,400 0 1,200
Sonic Automotive IncCL A83545G1022,49158,600SHDFND852,500 0 6,100
Sonos IncCOM83570H1086,208220,000SHDFND7220,000 0 0
Sonos IncCOM83570H1082,62493,000SHDFND878,000 0 15,000
Southern Co/TheCOM842587107821,128SHDFND1,128 0 0
Southern Co/TheCOM8425871077,431102,483SHDFND719,847 0 82,636
Southern Co/TheCOM8425871074,99668,900SHDFND866,400 0 2,500
Southwest Airlines CoNOTE 1.250% 5/0844741BG24,3093,150,000PRNDFND72,000,000 0 1,150,000
Southwestern Energy CoCOM845467109927129,300SHDFND1197,500 0 31,800
Southwestern Energy CoCOM8454671096,032841,300SHDFND8714,100 0 127,200
SpartanNash CoCOM8472151002317,000SHDFND115,300 0 1,700
SpartanNash CoCOM8472151001,86756,600SHDFND851,500 0 5,100
SPDR Bloomberg 1-3 Month T-Bill ETFBLOOMBERG 1-3 MO78468R6631,11112,155SHDFND712,155 0 0
SPDR S&P 500 ETF TrustTR UNIT78462F1033,5327,821SHDFND7,821 0 0
SPDR S&P 500 ETF TrustTR UNIT78462F10317,99639,845SHDFND1139,845 0 0
SPDR S&P MidCap 400 ETF TrustUTSER1 S&PDCRP78467Y1072,4855,066SHDFND115,066 0 0
S&P Global IncCOM78409V104159387SHDFND387 0 0
S&P Global IncCOM78409V1043,3228,100SHDFND118,100 0 0
S&P Global IncCOM78409V10423,69157,757SHDFND741,455 0 16,302
S&P Global IncCOM78409V10493,160227,120SHDFND8214,920 0 12,200
Spirit Realty Capital IncCOM NEW84860W30047410,300SHDFND118,200 0 2,100
Spirit Realty Capital IncCOM NEW84860W30024518SHDFND7518 0 0
Spirit Realty Capital IncCOM NEW84860W3004,680101,700SHDFND890,500 0 11,200
Splunk IncCOM8486371044,02027,051SHDFND727,051 0 0
Splunk IncNOTE 0.500% 9/1848637AC87,0216,150,000PRNDFND75,130,000 0 1,020,000
Splunk IncNOTE 1.125% 6/1848637AF14,5414,730,000PRNDFND74,016,000 0 714,000
Splunk IncNOTE 1.125% 9/1848637AD612,68310,700,000PRNDFND79,050,000 0 1,650,000
Spotify Technology SANOTE 3/184921RAB614,90617,400,000PRNDFND714,757,000 0 2,643,000
SpringWorks Therapeutics IncCOM85205L1076,158109,101SHDFND8109,101 0 0
Sprinklr IncCL A85208T10714,6171,228,306SHDFND81,228,306 0 0
Sprouts Farmers Market IncCOM85208M10248615,200SHDFND1111,100 0 4,100
Sprouts Farmers Market IncCOM85208M10243513,600SHDFND8 0 0 13,600
Sprout Social IncCOM CL A85209W1094,96762,000SHDFND762,000 0 0
Sprout Social IncCOM CL A85209W10910,754134,221SHDFND8128,576 0 5,645
SPS Commerce IncCOM78463M1076825,200SHDFND114,100 0 1,100
SPS Commerce IncCOM78463M1078,55465,200SHDFND853,500 0 11,700
SPX CorpCOM7846351043467,000SHDFND115,800 0 1,200
SPX CorpCOM7846351041,78436,100SHDFND829,600 0 6,500
SS&C Technologies Holdings IncCOM78467J1007,535100,445SHDFND797,229 0 3,216
SSR Mining IncNOTE 2.500% 4/0784730AB91,6631,200,000PRNDFND71,000,000 0 200,000
STAAR Surgical CoCOM PAR $0.018523123051,21515,200SHDFND89,700 0 5,500
STAG Industrial IncCOM85254J10256613,700SHDFND1111,100 0 2,600
STAG Industrial IncCOM85254J1026,203150,000SHDFND7150,000 0 0
STAG Industrial IncCOM85254J10264515,600SHDFND81,700 0 13,900
Standard Motor Products IncCOM8536661052245,200SHDFND113,900 0 1,300
Standard Motor Products IncCOM8536661052,17950,500SHDFND846,500 0 4,000
Stanley Black & Decker IncCOM85450210169491SHDFND7491 0 0
Stanley Black & Decker IncCOM8545021011,2448,900SHDFND85,700 0 3,200
Starbucks CorpCOM8552441091221,337SHDFND1,337 0 0
Starbucks CorpCOM8552441096,46771,092SHDFND737,401 0 33,691
Starbucks CorpCOM85524410953,618589,407SHDFND8577,007 0 12,400
State Street CorpCOM8574771032953,388SHDFND73,388 0 0
State Street CorpCOM85747710312,841147,400SHDFND8147,400 0 0
Steel Dynamics IncCOM8581191004675,600SHDFND111,900 0 3,700
Steel Dynamics IncCOM85811910017200SHDFND7200 0 0
Steel Dynamics IncCOM8581191002,57830,900SHDFND821,100 0 9,800
Stellantis NVSHSN82405106332,251SHDFND2,251 0 0
Stellantis NVSHSN82405106316,39021,380,579SHDFND716,364,344 0 5,016,235
Stellantis NVSHSN824051065,771389,999SHDFND8389,999 0 0
STERIS PLCSHS USDG8473T1002811,162SHDFND71,162 0 0
STERIS PLCSHS USDG8473T1003,98916,500SHDFND816,500 0 0
Stewart Information Services CorpCOM8603721011943,200SHDFND112,300 0 900
Stewart Information Services CorpCOM8603721011212,000SHDFND8 0 0 2,000
Stifel Financial CorpCOM8606301022243,300SHDFND113,300 0 0
Stifel Financial CorpCOM8606301022583,800SHDFND8 0 0 3,800
StoneCo LtdCOM CL AG851581065,259449,485SHDFND7449,485 0 0
STORE Capital CorpCOM86212110016,818575,355SHDFND10575,355 0 0
STORE Capital CorpCOM86212110025872SHDFND7872 0 0
Strategic Education IncCOM86272C103731,100SHDFND11400 0 700
Strategic Education IncCOM86272C1031662,500SHDFND8 0 0 2,500
Stryker CorpCOM86366710196358SHDFND358 0 0
Stryker CorpCOM8636671018,54031,943SHDFND717,596 0 14,347
Stryker CorpCOM86366710117,83566,712SHDFND863,612 0 3,100
Sun Communities IncCOM8666741042671,522SHDFND71,522 0 0
Sun Communities IncCOM8666741044,70226,822SHDFND826,822 0 0
Suncor Energy IncCOM86722410729879SHDFND879 0 0
Suncor Energy IncCOM8672241071,71652,657SHDFND752,657 0 0
Sun Life Financial IncCOM8667961051,99935,800SHDFND1135,800 0 0
Sun Life Financial IncCOM86679610533591SHDFND7591 0 0
Sun Life Financial IncCOM8667961059,580171,600SHDFND8166,700 0 4,900
Sunrun IncCOM86771W1054,385144,400SHDFND8144,400 0 0
SVB Financial GroupCOM78486Q1014071SHDFND71 0 0
SVB Financial GroupCOM78486Q1013359SHDFND759 0 0
SVB Financial GroupCOM78486Q10121,38238,220SHDFND838,220 0 0
Switch IncCL A87105L1048,013260,000SHDFND7260,000 0 0
Synaptics IncCOM87157D1096383,200SHDFND112,400 0 800
Synaptics IncCOM87157D1094,50922,600SHDFND820,400 0 2,200
Synchrony FinancialCOM87165B1038,500244,190SHDFND7244,190 0 0
Synchrony FinancialCOM87165B10329,689852,900SHDFND8818,000 0 34,900
Syneos Health IncCL A87166B1022192,700SHDFND112,700 0 0
Syneos Health IncCL A87166B10292311,400SHDFND811,400 0 0
Synopsys IncCOM87160710756167SHDFND167 0 0
Synopsys IncCOM8716071071,3334,000SHDFND114,000 0 0
Synopsys IncCOM8716071077082,125SHDFND72,125 0 0
Synopsys IncCOM87160710768,274204,862SHDFND8192,167 0 12,695
Synovus Financial CorpCOM NEW87161C5011763,600SHDFND112,700 0 900
Synovus Financial CorpCOM NEW87161C5013,66574,800SHDFND872,000 0 2,800
Sysco CorpCOM87182910744536SHDFND536 0 0
Sysco CorpCOM8718291072192,685SHDFND72,685 0 0
Taiwan Semiconductor Manufacturing Co LtdSPONSORED ADS8740391001,47614,154SHDFND14,154 0 0
Taiwan Semiconductor Manufacturing Co LtdSPONSORED ADS87403910026,420253,402SHDFND7191,093 0 62,309
Taiwan Semiconductor Manufacturing Co LtdSPONSORED ADS87403910095,682917,727SHDFND8909,107 0 8,620
Take-Two Interactive Software IncCOM8740541093892,529SHDFND72,529 0 0
Take-Two Interactive Software IncCOM87405410936,221235,600SHDFND8220,300 0 15,300
TAL Education GroupSPONSORED ADS8740801049030,045SHDFND730,045 0 0
Talos Energy IncCOM87484T10818011,400SHDFND118,400 0 3,000
Talos Energy IncCOM87484T10816310,300SHDFND8 0 0 10,300
Tandem Diabetes Care IncCOM NEW87537220336,672315,350SHDFND8315,350 0 0
Tapestry IncCOM8760301075,688153,100SHDFND8153,100 0 0
Target CorpCOM87612E106132620SHDFND620 0 0
Target CorpCOM87612E1061,6347,700SHDFND117,700 0 0
Target CorpCOM87612E1069,83946,361SHDFND714,708 0 31,653
Target CorpCOM87612E10650,084236,000SHDFND8217,500 0 18,500
TC Energy CorpCOM87807B107621,099SHDFND1,099 0 0
TC Energy CorpCOM87807B10757510,200SHDFND1110,200 0 0
TC Energy CorpCOM87807B1075,55098,361SHDFND735,876 0 62,485
TC Energy CorpCOM87807B1072,69747,800SHDFND833,500 0 14,300
TD SYNNEX CorpCOM87162W1004754,600SHDFND8 0 0 4,600
TechTarget IncCOM87874R1002763,400SHDFND8 0 0 3,400
TE Connectivity LtdSHSH8498910479602SHDFND602 0 0
TE Connectivity LtdSHSH8498910413,00899,315SHDFND736,625 0 62,690
TE Connectivity LtdSHSH8498910458,521446,791SHDFND8446,091 0 700
TEGNA IncCOM87901J10574633,300SHDFND833,300 0 0
Teladoc Health IncCOM87918A1053,44247,724SHDFND847,724 0 0
Telefonica Brasil SANEW ADR87936R20586476,817SHDFND735,473 0 41,344
Tempur Sealy International IncCOM88023U10142715,300SHDFND1115,300 0 0
Tempur Sealy International IncCOM88023U1013,582128,300SHDFND8116,700 0 11,600
Tenable Holdings IncCOM88025T10278,7831,363,261SHDFND81,348,926 0 14,335
Tenet Healthcare CorpCOM NEW88033G4075166,000SHDFND114,500 0 1,500
Tenet Healthcare CorpCOM NEW88033G4072,69931,400SHDFND825,900 0 5,500
Tennant CoCOM88034510339500SHDFND11500 0 0
Tennant CoCOM8803451032212,800SHDFND8 0 0 2,800
Teradata CorpCOM88076W10372014,600SHDFND1111,800 0 2,800
Teradata CorpCOM88076W1036,644134,800SHDFND8119,800 0 15,000
Teradyne IncCOM8807701022,65522,455SHDFND722,455 0 0
Teradyne IncCOM880770102135,2641,144,075SHDFND81,141,122 0 2,953
Terex CorpCOM88077910344912,600SHDFND119,600 0 3,000
Terex CorpCOM8807791032,09358,700SHDFND837,600 0 21,100
Tesla IncCOM88160R101982911SHDFND911 0 0
Tesla IncCOM88160R10167,81362,930SHDFND738,234 0 24,696
Tesla IncCOM88160R101241,142223,777SHDFND8220,757 0 3,020
Tetra Tech IncCOM88162G1038,86553,746SHDFND753,746 0 0
Texas Instruments IncCOM8825081046,07133,089SHDFND1133,089 0 0
Texas Instruments IncCOM88250810414,95781,520SHDFND750,145 0 31,375
Texas Instruments IncCOM882508104243,7571,328,519SHDFND81,310,020 0 18,499
Theravance Biopharma IncCOMG8807B10613113,700SHDFND1110,400 0 3,300
Theravance Biopharma IncCOMG8807B1061,652172,800SHDFND8160,700 0 12,100
Thermo Fisher Scientific IncCOM883556102352596SHDFND596 0 0
Thermo Fisher Scientific IncCOM8835561023,8986,600SHDFND116,600 0 0
Thermo Fisher Scientific IncCOM88355610289,274151,146SHDFND7120,282 0 30,864
Thermo Fisher Scientific IncCOM883556102337,780571,878SHDFND8568,272 0 3,606
Thermon Group Holdings IncCOM88362T1031,33082,100SHDFND882,100 0 0
Timken Co/TheCOM8873891045959,800SHDFND117,900 0 1,900
Timken Co/TheCOM88738910464310,600SHDFND81,200 0 9,400
TIM SA/BrazilSPONSORED ADR88706T10815510,660SHDFND7 0 0 10,660
Titan Machinery IncCOM88830R1011274,500SHDFND113,400 0 1,100
Titan Machinery IncCOM88830R1011224,300SHDFND8 0 0 4,300
TJX Cos Inc/TheCOM8725401092,38439,359SHDFND39,359 0 0
TJX Cos Inc/TheCOM87254010980613,300SHDFND1113,300 0 0
TJX Cos Inc/TheCOM87254010959,272978,416SHDFND7721,306 0 257,110
TJX Cos Inc/TheCOM87254010945,537751,691SHDFND8747,391 0 4,300
T-Mobile US IncCOM87259010484656SHDFND656 0 0
T-Mobile US IncCOM8725901044,76437,118SHDFND71,427 0 35,691
T-Mobile US IncCOM8725901044,60835,900SHDFND834,700 0 1,200
Toro Co/TheCOM8910921082,60730,500SHDFND827,500 0 3,000
Toronto-Dominion Bank/TheCOM NEW8911605091672,101SHDFND2,101 0 0
Toronto-Dominion Bank/TheCOM NEW8911605095,16265,000SHDFND1165,000 0 0
Toronto-Dominion Bank/TheCOM NEW8911605091,90423,978SHDFND71,840 0 22,138
Toronto-Dominion Bank/TheCOM NEW89116050958,766739,936SHDFND8665,536 0 74,400
Toyota Motor CorpADS8923313072171,205SHDFND1,205 0 0
TPI Composites IncCOM87266J104191,345SHDFND1,345 0 0
TPI Composites IncCOM87266J1044,739337,031SHDFND8337,031 0 0
Tractor Supply CoCOM892356106117500SHDFND11500 0 0
Tractor Supply CoCOM8923561066032,585SHDFND72,585 0 0
Tractor Supply CoCOM8923561068,72837,400SHDFND837,000 0 400
Trade Desk Inc/TheCOM CL A88339J10534496SHDFND496 0 0
Trade Desk Inc/TheCOM CL A88339J1052263,264SHDFND73,264 0 0
Trane Technologies PLCSHSG8994E10340262SHDFND262 0 0
Trane Technologies PLCSHSG8994E1031,63410,700SHDFND1110,700 0 0
Trane Technologies PLCSHSG8994E1032531,657SHDFND71,657 0 0
Trane Technologies PLCSHSG8994E10328,036183,600SHDFND8181,900 0 1,700
TransMedics Group IncCOM89377M1099,305345,386SHDFND8345,386 0 0
Transocean LtdREG SHSH8817H10014331,400SHDFND1131,400 0 0
TransUnionCOM89400J1071031,000SHDFND111,000 0 0
TransUnionCOM89400J1078,11278,500SHDFND877,600 0 900
Travelers Cos Inc/TheCOM89417E10950276SHDFND276 0 0
Travelers Cos Inc/TheCOM89417E1094,03822,100SHDFND1122,100 0 0
Travelers Cos Inc/TheCOM89417E1092571,404SHDFND71,404 0 0
Travelers Cos Inc/TheCOM89417E10924,413133,600SHDFND8127,100 0 6,500
Travere Therapeutics IncCOM89422G1072198,500SHDFND118,500 0 0
Travere Therapeutics IncCOM89422G1074,462173,133SHDFND8163,033 0 10,100
Trex Co IncCOM89531P1053,91659,943SHDFND759,943 0 0
Trex Co IncCOM89531P1055,41682,900SHDFND882,900 0 0
Trimble IncCOM896239100851,178SHDFND1,178 0 0
Trimble IncCOM8962391003034,200SHDFND114,200 0 0
Trimble IncCOM89623910010,403144,210SHDFND7104,292 0 39,918
Trimble IncCOM896239100131,7711,826,597SHDFND81,825,497 0 1,100
TriNet Group IncCOM8962881078168,300SHDFND116,800 0 1,500
TriNet Group IncCOM8962881078,79389,400SHDFND882,800 0 6,600
Trip.com Group LtdADS89677Q1078,983388,552SHDFND7380,757 0 7,795
Tri Pointe Homes IncCOM87265H10936118,000SHDFND1113,900 0 4,100
Tri Pointe Homes IncCOM87265H1094,237211,000SHDFND8194,800 0 16,200
Triton International LtdCL AG9078F10775110,700SHDFND8 0 0 10,700
T Rowe Price Group IncCOM74144T10841268SHDFND268 0 0
T Rowe Price Group IncCOM74144T1081,0286,800SHDFND116,800 0 0
T Rowe Price Group IncCOM74144T1082371,569SHDFND71,569 0 0
T Rowe Price Group IncCOM74144T10825,551168,996SHDFND8164,400 0 4,596
TrueBlue IncCOM89785X1012287,900SHDFND115,800 0 2,100
TrueBlue IncCOM89785X1011826,300SHDFND8 0 0 6,300
TrueCar IncCOM89785L1071,411357,100SHDFND8357,100 0 0
Truist Financial CorpCOM89832Q109901,595SHDFND1,595 0 0
Truist Financial CorpCOM89832Q1097,992140,944SHDFND78,318 0 132,626
Truist Financial CorpCOM89832Q1094,83785,314SHDFND873,500 0 11,814
TTEC Holdings IncCOM89854H1024545,500SHDFND115,500 0 0
TTEC Holdings IncCOM89854H1024,71257,100SHDFND851,500 0 5,600
Tupperware Brands CorpCOM8998961041507,700SHDFND115,500 0 2,200
Tupperware Brands CorpCOM8998961041,36270,000SHDFND863,800 0 6,200
Turning Point Therapeutics IncCOM90041T1082,734101,816SHDFND8101,816 0 0
Twilio IncCL A90138F10231191SHDFND191 0 0
Twilio IncCL A90138F10238,908236,077SHDFND8233,433 0 2,644
Twitter IncCOM90184L10234881SHDFND881 0 0
Twitter IncCOM90184L1021,54739,988SHDFND839,988 0 0
Tyler Technologies IncCOM902252105259582SHDFND7582 0 0
Tyson Foods IncCL A9024941033473,868SHDFND73,868 0 0
Tyson Foods IncCL A90249410354,074603,300SHDFND8565,800 0 37,500
Uber Technologies IncCOM90353T100431,215SHDFND1,215 0 0
Uber Technologies IncCOM90353T1002216,207SHDFND7 0 0 6,207
Uber Technologies IncCOM90353T100712,000SHDFND8 0 0 2,000
Ubiquiti IncCOM90353W1037282,500SHDFND82,500 0 0
UBS Group AGSHSH42097107864,417SHDFND4,417 0 0
UBS Group AGSHSH42097107186,3799,538,357SHDFND77,838,058 0 1,700,299
UBS Group AGSHSH4209710738,8171,986,564SHDFND81,955,225 0 31,339
UDR IncCOM90265310428,078489,428SHDFND10489,428 0 0
UDR IncCOM9026531042203,838SHDFND73,838 0 0
UGI CorpCOM9026811056179SHDFND7179 0 0
UGI CorpCOM9026811055,879162,300SHDFND8162,300 0 0
Ulta Beauty IncCOM90384S3034481,125SHDFND71,125 0 0
Ultragenyx Pharmaceutical IncCOM90400D10816,561228,053SHDFND8228,053 0 0
Union Pacific CorpCOM907818108199728SHDFND728 0 0
Union Pacific CorpCOM9078181084,91818,000SHDFND1018,000 0 0
Union Pacific CorpCOM9078181082,73210,000SHDFND1110,000 0 0
Union Pacific CorpCOM90781810812,27044,910SHDFND719,100 0 25,810
Union Pacific CorpCOM907818108107,836394,700SHDFND8387,500 0 7,200
uniQure NVSHSN90064101251,400SHDFND11 0 0 1,400
uniQure NVSHSN900641011,48582,200SHDFND882,200 0 0
Unisys CorpCOM NEW90921430626112,100SHDFND119,100 0 3,000
Unisys CorpCOM NEW9092143063,358155,400SHDFND8144,600 0 10,800
United Bankshares Inc/WVCOM90990710747413,600SHDFND8 0 0 13,600
UnitedHealth Group IncCOM91324P102495971SHDFND971 0 0
UnitedHealth Group IncCOM91324P1023,8767,600SHDFND117,600 0 0
UnitedHealth Group IncCOM91324P10246,61191,400SHDFND753,868 0 37,532
UnitedHealth Group IncCOM91324P102317,892623,355SHDFND8619,855 0 3,500
United Microelectronics CorpSPON ADR NEW91087340534938,300SHDFND7 0 0 38,300
United Parcel Service IncCL B911312106168784SHDFND784 0 0
United Parcel Service IncCL B9113121061,7598,200SHDFND118,200 0 0
United Parcel Service IncCL B91131210610,47848,859SHDFND720,199 0 28,660
United Parcel Service IncCL B91131210674,422347,019SHDFND8322,100 0 24,919
United Rentals IncCOM911363109180507SHDFND7244 0 263
United Rentals IncCOM91136310918,13551,054SHDFND851,054 0 0
United Therapeutics CorpCOM91307C1022331,300SHDFND111,300 0 0
United Therapeutics CorpCOM91307C1021,5618,700SHDFND86,700 0 2,000
Uniti Group IncCOM91325V10854439,500SHDFND824,100 0 15,400
Universal Electronics IncCOM9134831031374,400SHDFND113,400 0 1,000
Universal Electronics IncCOM9134831031,03733,186SHDFND830,686 0 2,500
Unum GroupCOM91529Y1061,86559,200SHDFND826,800 0 32,400
Urstadt Biddle Properties IncCL A91728620531416,700SHDFND1113,300 0 3,400
Urstadt Biddle Properties IncCL A9172862051327,000SHDFND8 0 0 7,000
US BancorpCOM NEW902973304861,619SHDFND1,619 0 0
US BancorpCOM NEW90297330417,709333,196SHDFND7183,828 0 149,368
US BancorpCOM NEW9029733049,413177,100SHDFND8162,400 0 14,700
US Foods Holding CorpCOM91200810980521,400SHDFND1115,800 0 5,600
US Foods Holding CorpCOM9120081094,790127,300SHDFND8108,900 0 18,400
Valero Energy CorpCOM91913Y10011,565113,896SHDFND715,660 0 98,236
Valero Energy CorpCOM91913Y10041,621409,900SHDFND8370,700 0 39,200
Valley National BancorpCOM9197941072,255173,200SHDFND8173,200 0 0
Vanda Pharmaceuticals IncCOM921659108867,600SHDFND117,600 0 0
Vanda Pharmaceuticals IncCOM9216591081099,600SHDFND8 0 0 9,600
VanEck Gold Miners ETF/USAGOLD MINERS ETF92189F1062295,978SHDFND 0 0 5,978
Vanguard Extended Duration Treasury ETFEXTENDED DUR9219107091,41411,613SHDFND 0 0 11,613
Vanguard Intermediate-Term Corporate Bond ETFINT-TERM CORP92206C87010,422121,133SHDFND11121,133 0 0
Varex Imaging CorpCOM92214X1061587,400SHDFND115,700 0 1,700
Varex Imaging CorpCOM92214X1061,72781,100SHDFND873,500 0 7,600
Veeva Systems IncCL A COM92247510834160SHDFND160 0 0
Veeva Systems IncCL A COM922475108165778SHDFND7778 0 0
Veeva Systems IncCL A COM92247510851,764243,641SHDFND8229,552 0 14,089
Ventas IncCOM92276F1004226,839SHDFND76,839 0 0
Veracyte IncCOM92337F1072,58193,618SHDFND893,618 0 0
Verint Systems IncCOM92343X10056410,900SHDFND118,200 0 2,700
Verint Systems IncCOM92343X1002,84855,089SHDFND751,453 0 3,636
Verint Systems IncCOM92343X1006,809131,700SHDFND8111,500 0 20,200
VeriSign IncCOM92343E1027793,500SHDFND113,500 0 0
VeriSign IncCOM92343E1023111,398SHDFND71,398 0 0
VeriSign IncCOM92343E10215,07167,745SHDFND867,045 0 700
Verisk Analytics IncCOM92345Y10638177SHDFND177 0 0
Verisk Analytics IncCOM92345Y1061,5457,200SHDFND117,200 0 0
Verisk Analytics IncCOM92345Y10644,689208,215SHDFND7208,138 0 77
Verisk Analytics IncCOM92345Y10647,623221,882SHDFND8220,582 0 1,300
Verizon Communications IncCOM92343V1042324,559SHDFND4,559 0 0
Verizon Communications IncCOM92343V1044,86595,500SHDFND1195,500 0 0
Verizon Communications IncCOM92343V1044,13281,114SHDFND736,164 0 44,950
Verizon Communications IncCOM92343V104167,1803,281,900SHDFND83,145,000 0 136,900
Vertex Pharmaceuticals IncCOM92532F10071272SHDFND272 0 0
Vertex Pharmaceuticals IncCOM92532F100257986SHDFND7986 0 0
Vertex Pharmaceuticals IncCOM92532F10079,951306,361SHDFND8285,306 0 21,055
VF CorpCOM9182041083606,336SHDFND76,336 0 0
VF CorpCOM9182041082274,000SHDFND82,400 0 1,600
Viatris IncCOM92556V106322,934SHDFND112,934 0 0
Viatris IncCOM92556V10626324,179SHDFND719,286 0 4,893
Viatris IncCOM92556V10659454,587SHDFND854,587 0 0
Viavi Solutions IncCOM92555010545,1462,807,605SHDFND82,784,865 0 22,740
VICI Properties IncCOM92565210978327,500SHDFND1122,400 0 5,100
VICI Properties IncCOM925652109612,150SHDFND72,150 0 0
VICI Properties IncCOM92565210911,111390,400SHDFND8350,900 0 39,500
Vipshop Holdings LtdSPONSORED ADS A92763W1031,695188,284SHDFND136,582 0 51,702
Vipshop Holdings LtdSPONSORED ADS A92763W10385995,422SHDFND795,422 0 0
Vipshop Holdings LtdSPONSORED ADS A92763W1031,575175,032SHDFND8175,032 0 0
Vir Biotechnology IncCOM92764N1021937,500SHDFND115,400 0 2,100
Vir Biotechnology IncCOM92764N1021525,900SHDFND8 0 0 5,900
Virtu Financial IncCL A92825410163317,000SHDFND1114,000 0 3,000
Virtu Financial IncCL A9282541016,260168,200SHDFND8151,400 0 16,800
Visa IncCOM CL A92826C8393921,767SHDFND1,767 0 0
Visa IncCOM CL A92826C8394,05818,300SHDFND1118,300 0 0
Visa IncCOM CL A92826C839113,616512,313SHDFND7431,136 0 81,177
Visa IncCOM CL A92826C839360,2271,624,326SHDFND81,585,109 0 39,217
Vishay Intertechnology IncCOM92829810850425,700SHDFND1119,600 0 6,100
Vishay Intertechnology IncCOM9282981085,151262,800SHDFND8227,200 0 35,600
Vista Outdoor IncCOM92837710035710,000SHDFND117,600 0 2,400
Vista Outdoor IncCOM9283771001,35337,900SHDFND829,100 0 8,800
VMware IncCL A COM9285634025314,666SHDFND74,666 0 0
Voya Financial IncCOM9290891001,63924,700SHDFND817,900 0 6,800
Vulcan Materials CoCOM92916010958315SHDFND7315 0 0
Vulcan Materials CoCOM9291601092391,300SHDFND81,300 0 0
Wabash National CorpCOM92956610714810,000SHDFND117,600 0 2,400
Wabash National CorpCOM9295661071429,600SHDFND8 0 0 9,600
Walgreens Boots Alliance IncCOM9314271084439,885SHDFND79,885 0 0
Walmart IncCOM9311421032551,713SHDFND1,713 0 0
Walmart IncCOM9311421034,15527,900SHDFND1127,900 0 0
Walmart IncCOM93114210311,16074,941SHDFND741,312 0 33,629
Walmart IncCOM93114210392,829623,350SHDFND8606,550 0 16,800
Walt Disney Co/TheCOM2546871061,71312,488SHDFND12,488 0 0
Walt Disney Co/TheCOM2546871061921,400SHDFND111,400 0 0
Walt Disney Co/TheCOM25468710646,753340,862SHDFND7282,357 0 58,505
Walt Disney Co/TheCOM25468710629,655216,204SHDFND8200,704 0 15,500
Waste Connections IncCOM94106B1011461,048SHDFND1,048 0 0
Waste Connections IncCOM94106B10119,951142,816SHDFND750,750 0 92,066
Waste Connections IncCOM94106B101115,543827,077SHDFND8826,377 0 700
Waste Management IncCOM94106L10977487SHDFND487 0 0
Waste Management IncCOM94106L1098275,216SHDFND7422 0 4,794
Waste Management IncCOM94106L1095,43734,300SHDFND830,900 0 3,400
Waters CorpCOM9418481036522,100SHDFND112,100 0 0
Waters CorpCOM94184810311,82638,102SHDFND735,906 0 2,196
Waters CorpCOM94184810311,77637,940SHDFND837,700 0 240
Watts Water Technologies IncCL A9427491025,28137,834SHDFND737,834 0 0
Webster Financial CorpCOM9478901091,78531,800SHDFND84,600 0 27,200
WEC Energy Group IncCOM92939U1067297,300SHDFND117,300 0 0
Weis Markets IncCOM9488491042,77138,800SHDFND838,800 0 0
Wells Fargo & CoCOM9497461012304,748SHDFND4,748 0 0
Wells Fargo & CoCOM94974610115,194313,538SHDFND7224,081 0 89,457
Wells Fargo & CoCOM94974610123,561486,200SHDFND8477,100 0 9,100
Welltower IncCOM95040Q10442,130438,219SHDFND10438,219 0 0
Welltower IncCOM95040Q1048568,903SHDFND78,903 0 0
Wendy's Co/TheCOM95058W10030113,700SHDFND117,300 0 6,400
Wendy's Co/TheCOM95058W10062628,500SHDFND8 0 0 28,500
Werner Enterprises IncCOM95075510850012,200SHDFND8 0 0 12,200
Western Alliance BancorpCOM9576381091,04412,600SHDFND1111,000 0 1,600
Western Alliance BancorpCOM9576381092,05424,800SHDFND813,700 0 11,100
Western Digital CorpCOM9581021053697,435SHDFND77,435 0 0
Western Digital CorpCOM95810210513,242266,700SHDFND8227,500 0 39,200
Western Digital CorpNOTE 1.500% 2/0958102AP017,49218,056,000PRNDFND715,893,000 0 2,163,000
Western Union Co/TheCOM95980210993549,900SHDFND1149,900 0 0
Western Union Co/TheCOM9598021091075,728SHDFND75,728 0 0
Western Union Co/TheCOM95980210923,8171,270,900SHDFND81,261,200 0 9,700
West Fraser Timber Co LtdCOM9528451052973,607SHDFND7 0 0 3,607
West Fraser Timber Co LtdCOM9528451052142,600SHDFND81,300 0 1,300
Westinghouse Air Brake Technologies CorpCOM9297401083383,517SHDFND73,517 0 0
Westlake CorpCOM9604131027906,400SHDFND115,600 0 800
Westlake CorpCOM9604131021,76514,300SHDFND86,200 0 8,100
West Pharmaceutical Services IncCOM9553061051,4793,600SHDFND113,600 0 0
West Pharmaceutical Services IncCOM9553061055531,347SHDFND71,347 0 0
West Pharmaceutical Services IncCOM95530610555,312134,674SHDFND8124,500 0 10,174
WEX IncCOM96208T1041,0175,700SHDFND114,500 0 1,200
WEX IncCOM96208T10413,91877,994SHDFND777,994 0 0
WEX IncCOM96208T1045,58531,300SHDFND825,800 0 5,500
Weyerhaeuser CoCOM NEW9621661041714,500SHDFND114,500 0 0
Weyerhaeuser CoCOM NEW962166104822,169SHDFND72,169 0 0
Weyerhaeuser CoCOM NEW96216610421,694572,400SHDFND8558,800 0 13,600
Wheaton Precious Metals CorpCOM96287910266614,000SHDFND1114,000 0 0
Wheaton Precious Metals CorpCOM96287910214,730309,576SHDFND7309,576 0 0
Wheaton Precious Metals CorpCOM9628791026,875144,500SHDFND8142,500 0 2,000
Whirlpool CorpCOM9633201062941,700SHDFND111,000 0 700
Whirlpool CorpCOM9633201063131,813SHDFND71,813 0 0
Whirlpool CorpCOM96332010616,91597,900SHDFND888,200 0 9,700
Whiting Petroleum CorpCOM NEW9663875084565,600SHDFND114,700 0 900
Whiting Petroleum CorpCOM NEW9663875085386,600SHDFND8700 0 5,900
Williams Cos Inc/TheCOM9694571001,52845,728SHDFND745,728 0 0
Williams Cos Inc/TheCOM9694571002,94088,000SHDFND888,000 0 0
Williams-Sonoma IncCOM9699041016004,137SHDFND113,237 0 900
Williams-Sonoma IncCOM96990410112,38285,390SHDFND867,900 0 17,490
Willis Towers Watson PLCSHSG966291034722,000SHDFND112,000 0 0
Willis Towers Watson PLCSHSG9662910331131SHDFND7131 0 0
Willis Towers Watson PLCSHSG966291033,18913,500SHDFND813,100 0 400
Wintrust Financial CorpCOM97650W1088649,300SHDFND117,200 0 2,100
Wintrust Financial CorpCOM97650W1088,15087,700SHDFND881,300 0 6,400
Wolfspeed IncCOM97785210246406SHDFND406 0 0
Wolfspeed IncCOM97785210292,470812,136SHDFND8812,136 0 0
Wolverine World Wide IncCOM97809710332914,600SHDFND1111,100 0 3,500
Wolverine World Wide IncCOM97809710331113,800SHDFND8 0 0 13,800
Workday IncCL A98138H10150208SHDFND208 0 0
Workday IncCL A98138H101103431SHDFND7431 0 0
Workday IncCL A98138H101122,544511,752SHDFND8504,852 0 6,900
Workiva IncCOM CL A98139A1058,20769,552SHDFND769,552 0 0
World Fuel Services CorpCOM9814751063,204118,500SHDFND8118,500 0 0
WW Grainger IncCOM3848021048771,700SHDFND111,700 0 0
WW Grainger IncCOM384802104244473SHDFND7473 0 0
WW Grainger IncCOM38480210421,74542,158SHDFND841,700 0 458
Wyndham Hotels & Resorts IncCOM98311A1053644,300SHDFND113,800 0 500
Wynn Resorts LtdCOM98313410789311,200SHDFND118,500 0 2,700
Wynn Resorts LtdCOM98313410787711,000SHDFND8400 0 10,600
X4 Pharmaceuticals IncCOM98420X1032,0151,151,340SHDFND81,151,340 0 0
Xenon Pharmaceuticals IncCOM98420N1055,963195,052SHDFND8195,052 0 0
XPeng IncADS98422D1051,16242,100SHDFND30,000 0 12,100
XPeng IncADS98422D1058,109293,900SHDFND8293,900 0 0
Xperi Holding CorpCOM98390M10331718,300SHDFND1113,600 0 4,700
Xperi Holding CorpCOM98390M1033,374194,800SHDFND8181,700 0 13,100
XP IncCL AG982391093,797126,150SHDFND126,150 0 0
XPO Logistics IncCOM98379310026,430363,048SHDFND8363,048 0 0
Xylem Inc/NYCOM98419M10061711SHDFND711 0 0
Xylem Inc/NYCOM98419M1004,34951,011SHDFND751,011 0 0
Xylem Inc/NYCOM98419M10024,685289,524SHDFND8289,524 0 0
Yandex NVSHS CLASS AN972841081,68488,894SHDFND88,894 0 0
YETI Holdings IncCOM98585X1045649,400SHDFND118,900 0 500
YETI Holdings IncCOM98585X1045,56692,800SHDFND875,000 0 17,800
Yiren Digital LtdSPONSORED ADS98585L1006324,700SHDFND824,700 0 0
YPF SASPON ADR CL D984245100715148,072SHDFND7 0 0 148,072
Yum China Holdings IncCOM98850P10917,929431,601SHDFND431,601 0 0
Yum China Holdings IncCOM98850P1092,70065,000SHDFND865,000 0 0
Zebra Technologies CorpCL A9892071054901,184SHDFND71,184 0 0
Zebra Technologies CorpCL A98920710524,67359,640SHDFND855,440 0 4,200
Zendesk IncCOM98936J10181,986681,570SHDFND8671,319 0 10,251
Zendesk IncNOTE 0.625% 6/198936JAD38,7967,036,000PRNDFND75,970,000 0 1,066,000
Zentalis Pharmaceuticals IncCOM98943L1076,155133,393SHDFND8133,393 0 0
Zimmer Biomet Holdings IncCOM98956P1026,63451,870SHDFND727,680 0 24,190
Zimmer Biomet Holdings IncCOM98956P10237,662294,463SHDFND8294,463 0 0
Zimvie IncCOM98888T107552,417SHDFND7 0 0 2,417
Zimvie IncCOM98888T10746820,505SHDFND820,505 0 0
Zions Bancorp NACOM9897011072033,100SHDFND112,300 0 800
Zions Bancorp NACOM9897011071,55423,700SHDFND821,200 0 2,500
Zoetis IncCL A98978V1031,8849,988SHDFND9,988 0 0
Zoetis IncCL A98978V1032,86715,200SHDFND1115,200 0 0
Zoetis IncCL A98978V10346,655247,386SHDFND7216,448 0 30,938
Zoetis IncCL A98978V10398,018519,740SHDFND8500,140 0 19,600
Zscaler IncCOM98980G1026,26725,976SHDFND725,976 0 0
Zscaler IncCOM98980G10243,537180,443SHDFND8178,356 0 2,087
Zscaler IncNOTE 0.125% 7/098980GAB84,5502,652,000PRNDFND72,251,000 0 401,000