The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
2U INCCOM90214J101763,172SH OTR1,203,1720
2U INCCOM90214J10124010,000SH OTR1,3010,0000
360 FINANCE INC ADRADR88557W10127428,075SH OTR1,5028,0750
3D SYSTEMS CORPCOM88554D2052200SH OTR1,302000
3D SYSTEMS CORPCOM88554D205353,972SH OTR1,503,9720
3D SYSTEMS CORPCOM88554D2054438SH DFND143800
3D SYSTEMS CORPCOM88554D20514516,577SH OTR1,2016,5770
3M COCOM88579Y1011,6589,400SHPutDFND1000
3M COCOM88579Y1012191,243SH OTR1,501,2430
3M COCOM88579Y101120682SH DFND168200
58 COM INC ADRADR31680Q10476811,862SH OTR1,2011,8620
A10 NETWORKS INCCOM0021211013392SH DFND139200
A10 NETWORKS INCCOM00212110128741,815SH OTR1,2041,8150
AAR CORPCOM0003611053156,982SH OTR1,206,9820
AAR CORPCOM00036110578417,376SH DFND117,37600
AAR CORPCOM00036110526586SH OTR1,505860
AARONS INCCOM00253530075413,200SH OTR1,3013,2000
AARONS INCCOM0025353001642,867SH OTR1,402,8670
AARONS INCCOM0025353001562,735SH OTR1,202,7350
AARONS INCCOM0025353001652,887SH OTR1,502,8870
AARONS INCCOM00253530048843SH DFND184300
ABBOTT LABSCOM0028241007,18182,676SH OTR1,2082,6760
ABBOTT LABSCOM0028241001,96322,600SH OTR1,3022,6000
ABBOTT LABSCOM0028241007889,074SH OTR1,509,0740
ABBOTT LABSCOM0028241001361,569SH DFND11,56900
ABBOTT LABSCOM0028241002,71031,200SHCallDFND1000
ABBOTT LABSCOM0028241002,67530,800SHPutDFND1000
ABBVIE INCCOM00287Y1098329,400SH OTR1,309,4000
ABBVIE INCCOM00287Y10945504SH DFND150400
ABBVIE INCCOM00287Y1092,98433,700SHCallDFND1000
ABBVIE INCCOM00287Y1091,29314,600SHPutDFND1000
ABERCROMBIE & FITCH CO CL ACOM00289620732919,013SH OTR1,2019,0130
ABERCROMBIE & FITCH CO CL ACOM00289620728716,600SH OTR1,3016,6000
ABIOMED INCCOM0036541001,3998,200SH OTR1,308,2000
ABIOMED INCCOM0036541001,94111,376SH OTR1,5011,3760
ABIOMED INCCOM00365410057336SH OTR1,403360
ACACIA COMMUNICATIONS INCCOM00401C1085,81285,703SH OTR1,2085,7030
ACACIA COMMUNICATIONS INCCOM00401C1084546,693SH OTR1,506,6930
ACACIA COMMUNICATIONS INCCOM00401C1087100SH OTR1,301000
ACADIA HEALTHCARE CO INCCOM00404A10935010,523SH DFND110,52300
ACADIA PHARMACEUTICALS INCCOM00422510845510,627SH OTR1,4010,6270
ACADIA PHARMACEUTICALS INCCOM00422510811256SH DFND125600
ACCELERON PHARMA INCCOM00434H1082384,486SH OTR1,204,4860
ACCENTURE PLC CL ACOMG1151C1012,42211,502SH OTR1,2011,5020
ACCENTURE PLC CL ACOMG1151C1018163,873SH DFND13,87300
ACCO BRANDS CORPCOM00081T10836338,747SH DFND138,74700
ACCO BRANDS CORPCOM00081T1086600SH OTR1,206000
ACCO BRANDS CORPCOM00081T108747,903SH OTR1,507,9030
ACELRX PHARMACEUTICALS INCCOM00444T1006028,590SH OTR1,2028,5900
ACHILLION PHARMACEUTICALCOM00448Q20139565,585SH OTR1,2065,5850
ACI WORLDWIDE INCCOM0044981011744,594SH OTR1,404,5940
ACI WORLDWIDE INCCOM0044981011283,367SH OTR1,203,3670
ACLARIS THERAPEUTICS INCCOM00461U1052814,650SH OTR1,2014,6500
ACORDA THERAPEUTICS INCCOM00484M10614369,994SH OTR1,2069,9940
ACTIVISION BLIZZARD INCCOM00507V1091813,046SH OTR1,503,0460
ACTIVISION BLIZZARD INCCOM00507V10970811,915SH DFND111,91500
ACUITY BRANDS INCCOM00508Y1023232,340SH OTR1,202,3400
ACUSHNET HOLDINGS CORPCOM00509810837811,641SH OTR1,2011,6410
ACUSHNET HOLDINGS CORPCOM0050981082587,935SH DFND17,93500
ADAMAS PHARMACEUTICALS INCCOM00548A106102,518SH OTR1,402,5180
ADAMAS PHARMACEUTICALS INCCOM00548A106297,721SH OTR1,207,7210
ADAPTIMMUNE THERAPEUTICS ADRADR00653A1073327,400SH OTR1,2027,4000
ADDUS HOMECARE CORPCOM0067391061491,535SH OTR1,501,5350
ADDUS HOMECARE CORPCOM0067391061571,615SH DFND11,61500
ADIENT PLC W ICOMG0084W10131614,867SH OTR1,4014,8670
ADIENT PLC W ICOMG0084W10142520,000SH OTR1,3020,0000
ADOBE INCCOM00724F1011,0773,265SH OTR1,503,2650
ADOBE INCCOM00724F1016652,017SH DFND12,01700
ADT INCCOM00090Q10328736,147SH OTR1,2036,1470
ADTALEM GLOBAL EDUCATION INCCOM00737L103922,621SH OTR1,402,6210
ADTALEM GLOBAL EDUCATION INCCOM00737L103431,234SH DFND11,23400
ADTALEM GLOBAL EDUCATION INCCOM00737L1031,01929,144SH OTR1,2029,1440
ADTALEM GLOBAL EDUCATION INCCOM00737L10335410,121SH OTR1,5010,1210
ADURO BIOTECH INCCOM00739L1012723,010SH OTR1,2023,0100
ADVANCE AUTO PARTSCOM00751Y1062231,392SH OTR1,401,3920
ADVANCE AUTO PARTSCOM00751Y1063,29620,577SH OTR1,2020,5770
ADVANCE AUTO PARTSCOM00751Y1065483,420SH OTR1,503,4200
ADVANCE AUTO PARTSCOM00751Y1062671,667SH DFND11,66700
ADVANCED DISPOSAL SERVICES ICOM00790X10112,478379,616SH OTR1,20379,6160
ADVANCED DISPOSAL SERVICES ICOM00790X1011153,500SH OTR1,303,5000
ADVANCED DISPOSAL SERVICES ICOM00790X101395SH DFND19500
ADVANCED DRAINAGE SYSTEMS INCOM00790R1042937,547SH OTR1,407,5470
ADVANCED DRAINAGE SYSTEMS INCOM00790R1041574,050SH OTR1,504,0500
ADVANCED DRAINAGE SYSTEMS INCOM00790R1041132,922SH DFND12,92200
ADVANCED ENERGY INDS INCCOM0079731004946,938SH OTR1,206,9380
ADVANCED ENERGY INDS INCCOM007973100841,173SH OTR1,501,1730
ADVANCED MAGNETICS INCCOM00163U10636129,628SH OTR1,2029,6280
ADVANCED MAGNETICS INCCOM00163U106594,884SH OTR1,404,8840
ADVANCED MICRO DEVICESCOM00790310717,631384,452SH OTR1,20384,4520
ADVANCED MICRO DEVICESCOM00790310732700SH OTR1,307000
ADVANCED MICRO DEVICESCOM00790310783918,300SHCallDFND1000
ADVANCED MICRO DEVICESCOM0079031071,05923,100SHPutDFND1000
ADVERUM BIOTECHNOLOGIES INCCOM00773U10827924,221SH OTR1,4024,2210
ADVERUM BIOTECHNOLOGIES INCCOM00773U10835931,169SH OTR1,2031,1690
AECOMCOM00766T10057413,316SH OTR1,4013,3160
AECOMCOM00766T1001,24528,862SH OTR1,2028,8620
AECOMCOM00766T1001,70839,600SH OTR1,3039,6000
AECOMCOM00766T1002495,768SH OTR1,505,7680
AEGION CORPCOM00770F10436416,262SH DFND116,26200
AEGION CORPCOM00770F104371,653SH OTR1,201,6530
AEGON NV AMER REG SHRADR00792410318540,793SH OTR1,5040,7930
AERCAP HOLDINGS NVCOMN009851062213,593SH OTR1,403,5930
AERCAP HOLDINGS NVCOMN009851061,76328,687SH OTR1,2028,6870
AERCAP HOLDINGS NVCOMN009851061,20519,600SH OTR1,3019,6000
AERCAP HOLDINGS NVCOMN0098510662710,195SH OTR1,5010,1950
AERCAP HOLDINGS NVCOMN0098510618300SH DFND130000
AEROVIRONMENT INCCOM0080731082544,116SH OTR1,204,1160
AEROVIRONMENT INCCOM0080731083655,904SH DFND15,90400
AES CORPCOM00130H10537318,767SH OTR1,2018,7670
AFFILIATED MNGRS GRP INCCOM0082521087128,407SH OTR1,408,4070
AFFILIATED MNGRS GRP INCCOM0082521083,95646,686SH OTR1,2046,6860
AFFILIATED MNGRS GRP INCCOM0082521082372,800SH OTR1,302,8000
AFFILIATED MNGRS GRP INCCOM0082521087408,727SH OTR1,508,7270
AFLAC INCCOM0010551025,01394,757SH OTR1,2094,7570
AFLAC INCCOM0010551024979,394SH DFND19,39400
AG MORTGAGE INVESTMENT TRUSTCOM00122810531620,513SH OTR1,2020,5130
AG MORTGAGE INVESTMENT TRUSTCOM001228105372,405SH OTR1,502,4050
AGCO CORPCOM0010841023023,915SH OTR1,403,9150
AGCO CORPCOM0010841022873,716SH OTR1,203,7160
AGCO CORPCOM0010841022393,092SH OTR1,503,0920
AGENUS INCCOM00847G7057017,267SH OTR1,4017,2670
AGILENT TECHNOLOGIES INCCOM00846U1016057,088SH OTR1,207,0880
AGILENT TECHNOLOGIES INCCOM00846U1011,45017,000SH OTR1,3017,0000
AGILENT TECHNOLOGIES INCCOM00846U1015936,950SH OTR1,506,9500
AGILENT TECHNOLOGIES INCCOM00846U1011,22414,352SH DFND114,35200
AGNICO EAGLE MINES LTDCOM0084741081,01516,478SH OTR1,4016,4780
AGNICO EAGLE MINES LTDCOM00847410865510,632SH OTR1,5010,6320
AGNICO EAGLE MINES LTDCOM0084741083515,700SH OTR1,505,7000
AGNICO EAGLE MINES LTDCOM00847410837600SH OTR1,306000
AGNICO EAGLE MINES LTDCOM0084741081842,982SH DFND12,98200
AIR PRODUCTS & CHEMICALS INCCOM0091581061,9138,140SH OTR1,308,1400
AIR PRODUCTS & CHEMICALS INCCOM0091581061,5406,553SH OTR1,506,5530
AIR PRODUCTS & CHEMICALS INCCOM009158106160680SH DFND168000
AIR PRODUCTS & CHEMICALS INCCOM0091581065172,200SHPutDFND1000
AIRCASTLE LTDCOMG0129K1043,503109,423SH OTR1,20109,4230
AIRCASTLE LTDCOMG0129K1041103,442SH OTR1,503,4420
AIRCASTLE LTDCOMG0129K1042578,023SH DFND18,02300
AKAMAI TECHNOLOGIESCOM00971T1012512,900SHPutDFND1000
AKCEA THERAPEUTICS INCCOM00972L10730117,776SH OTR1,2017,7760
ALAMOS GOLD INCCOM01153210815425,500SH OTR1,5025,5000
ALAMOS GOLD INCCOM01153210813522,389SH OTR1,5022,3890
ALAMOS GOLD INCCOM011532108101,625SH DFND11,62500
ALARM COM HOLDINGS INCCOM0116421053087,172SH OTR1,207,1720
ALARM COM HOLDINGS INCCOM01164210536842SH OTR1,508420
ALASKA AIRGROUP INCCOM01165910976611,300SH OTR1,3011,3000
ALASKA AIRGROUP INCCOM011659109911,341SH OTR1,201,3410
ALASKA AIRGROUP INCCOM011659109347SH DFND14700
ALBANY INTL CORP CL ACOM0123481082443,219SH OTR1,403,2190
ALBANY INTL CORP CL ACOM0123481083354,407SH OTR1,504,4070
ALBANY INTL CORP CL ACOM0123481082613,435SH DFND13,43500
ALBANY INTL CORP CL ACOM0123481081952,571SH OTR1,202,5710
ALBEMARLE CORPCOM01265310110,385142,180SH OTR1,20142,1800
ALBEMARLE CORPCOM0126531011532,100SH OTR1,302,1000
ALCOA CORPCOM01387210668231,724SH OTR1,2031,7240
ALCOA CORPCOM01387210692943,199SH OTR1,5043,1990
ALCON INCCOMH0130112873312,966SH OTR1,4012,9660
ALCON INCCOMH0130112851900SH OTR1,309000
ALEXANDER & BALDWIN INCCOM01449110421010,018SH OTR1,5010,0180
ALEXION PHARMACEUTICALS INCCOM0153511092,76225,535SH OTR1,2025,5350
ALEXION PHARMACEUTICALS INCCOM01535110945412SH OTR1,404120
ALGONQUIN POWER & UTILITIESCOM01585710528420,063SH OTR1,5020,0630
ALIGN TECHNOLOGY INCCOM0162551011,9657,043SH OTR1,207,0430
ALIGN TECHNOLOGY INCCOM0162551015171,851SH OTR1,501,8510
ALIGN TECHNOLOGY INCCOM0162551013281,174SH DFND11,17400
ALIGN TECHNOLOGY INCCOM0162551011,4235,100SHCallDFND1000
ALIGN TECHNOLOGY INCCOM0162551011,4515,200SHPutDFND1000
ALKERMES PLCCOMG017671054,427217,009SH OTR1,20217,0090
ALKERMES PLCCOMG017671051125,481SH OTR1,405,4810
ALKERMES PLCCOMG017671059446SH DFND144600
ALLEGHANY CORPCOM0171751001,1051,382SH OTR1,401,3820
ALLEGHENY TECH INCCOM01741R1021497,217SH OTR1,207,2170
ALLEGHENY TECH INCCOM01741R1021165,600SH OTR1,305,6000
ALLEGHENY TECH INCCOM01741R10237518,154SH OTR1,5018,1540
ALLEGHENY TECH INCCOM01741R10231815,398SH DFND115,39800
ALLEGION PLC W ICOMG0176J1093913,141SH OTR1,203,1410
ALLERGAN PLCCOMG0177J1086,01431,461SH OTR1,2031,4610
ALLERGAN PLCCOMG0177J108115600SH OTR1,306000
ALLETE INCCOM0185223005276,487SH OTR1,206,4870
ALLETE INCCOM0185223005676,985SH OTR1,506,9850
ALLIANT ENERGY CORPCOM0188021082885,264SH OTR1,505,2640
ALLIANT ENERGY CORPCOM0188021081733,161SH DFND13,16100
ALLISON TRANSMISSION HOLDINGCOM01973R1011,13223,437SH OTR1,4023,4370
ALLISON TRANSMISSION HOLDINGCOM01973R1012565,300SH OTR1,305,3000
ALLISON TRANSMISSION HOLDINGCOM01973R1015109SH OTR1,501090
ALLSCRIPTS HEALTHCARE SOLUTIONCOM01988P10826326,814SH OTR1,4026,8140
ALLSCRIPTS HEALTHCARE SOLUTIONCOM01988P10850351,288SH OTR1,2051,2880
ALLSTATE CORPCOM0200021016295,597SH OTR1,405,5970
ALLSTATE CORPCOM0200021013,50331,148SH OTR1,2031,1480
ALLSTATE CORPCOM0200021017756,896SH OTR1,506,8960
ALLY FINANCIAL INCCOM02005N1002,91195,268SH OTR1,2095,2680
ALLY FINANCIAL INCCOM02005N1002,30475,400SH OTR1,3075,4000
ALLY FINANCIAL INCCOM02005N1001,39445,614SH OTR1,5045,6140
ALLY FINANCIAL INCCOM02005N1002,71988,950SH DFND188,95000
ALLY FINANCIAL INCCOM02005N1001685,494SH OTR1,405,4940
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072,28319,821SH OTR1,2019,8210
ALNYLAM PHARMACEUTICALS INCCOM02043Q10782713SH OTR1,407130
ALPHABET INC CL ACOM02079K305201150SH OTR1,301500
ALPHABET INC CL ACOM02079K3052,3601,762SH OTR1,501,7620
ALPHABET INC CL ACOM02079K305492367SH DFND136700
ALPHABET INC CL CCOM02079K10748,38736,190SH OTR1,2036,1900
ALTICE USA INC ACOM02156K1033,177116,200SH OTR1,20116,2000
ALTICE USA INC ACOM02156K10348717,800SH OTR1,3017,8000
ALTRA INDUSTRIAL MOTION CORPCOM02208R1062085,758SH OTR1,405,7580
ALTRIA GROUP INCCOM02209S1032,49149,900SH OTR1,3049,9000
ALTRIA GROUP INCCOM02209S1035,761115,430SH OTR1,50115,4300
ALTRIA GROUP INCCOM02209S103571,139SH DFND11,13900
AMAZON COM INCCOM023135106240130SH OTR1,201300
AMAZON COM INCCOM0231351063,2431,755SH OTR1,301,7550
AMAZON COM INCCOM0231351064,3522,355SH OTR1,502,3550
AMAZON COM INCCOM0231351061,218659SH DFND165900
AMAZON COM INCCOM0231351062,5871,400SHCallDFND1000
AMAZON COM INCCOM0231351064,8042,600SHPutDFND1000
AMBARELLA INCCOMG037AX1013595,929SH OTR1,505,9290
AMBARELLA INCCOMG037AX1013605,945SH DFND15,94500
AMBEV SA ADRADR02319V103510109,468SH OTR1,40109,4680
AMC ENTERTAINMENT HLDS CL ACOM00165C10467493,056SH OTR1,5093,0560
AMC ENTERTAINMENT HLDS CL ACOM00165C104172,300SH OTR1,302,3000
AMDOCS LTDCOMG026021035056,993SH OTR1,206,9930
AMDOCS LTDCOMG026021032203,043SH OTR1,503,0430
AMEDISYS INCCOM0234361083492,088SH OTR1,402,0880
AMEDISYS INCCOM0234361082861,715SH OTR1,201,7150
AMEDISYS INCCOM0234361082341,399SH OTR1,501,3990
AMER CONS STAPLES SPDR IDXETF81369Y30825,167399,601SH OTR1,20399,6010
AMER CONS STAPLES SPDR IDXETF81369Y3081,38521,991SH DFND121,99100
AMEREN CORPORATIONCOM0236081021,73322,571SH OTR1,2022,5710
AMEREN CORPORATIONCOM0236081022,28929,800SH OTR1,3029,8000
AMERICA MOVIL SERIES LADR02364W10532120,083SH OTR1,2020,0830
AMERICAN AIRLINES GROUP INCCOM02376R10292532,267SH OTR1,2032,2670
AMERICAN AIRLINES GROUP INCCOM02376R102662,300SH OTR1,302,3000
AMERICAN AIRLINES GROUP INCCOM02376R10201SH DFND1100
AMERICAN ASSETS TRUST INCCOM0240131042485,400SH OTR1,205,4000
AMERICAN CAMPUS COMMUNITIESCOM0248351003677,805SH OTR1,507,8050
AMERICAN CAMPUS COMMUNITIESCOM0248351009200SH OTR1,402000
AMERICAN CAMPUS COMMUNITIESCOM024835100881,880SH OTR1,201,8800
AMERICAN EAGLE OUTFITTERSCOM02553E10697266,100SH OTR1,3066,1000
AMERICAN EAGLE OUTFITTERSCOM02553E1061,00568,358SH OTR1,5068,3580
AMERICAN EAGLE OUTFITTERSCOM02553E106432,897SH DFND12,89700
AMERICAN ELECTRIC POWERCOM0255371012232,356SH OTR1,402,3560
AMERICAN ELECTRIC POWERCOM0255371013243,433SH DFND13,43300
AMERICAN EQUITY INVT LIFE HLCOM0256762062789,281SH OTR1,409,2810
AMERICAN EQUITY INVT LIFE HLCOM02567620656718,949SH OTR1,2018,9490
AMERICAN EQUITY INVT LIFE HLCOM0256762061605,346SH OTR1,505,3460
AMERICAN EQUITY INVT LIFE HLCOM025676206143SH DFND14300
AMERICAN EXPRESS COMPANYCOM02581610961492SH OTR1,404920
AMERICAN EXPRESS COMPANYCOM0258161096725,400SHCallDFND1000
AMERICAN EXPRESS COMPANYCOM0258161093,00024,100SHPutDFND1000
AMERICAN EXPRESS COMPANYCOM0258161098,12665,271SH OTR1,2065,2710
AMERICAN EXPRESS COMPANYCOM0258161091,2209,800SH OTR1,309,8000
AMERICAN EXPRESS COMPANYCOM0258161095954,783SH DFND14,78300
AMERICAN FINANCIAL GROUP INCCOM0259321042352,142SH OTR1,402,1420
AMERICAN FINANCIAL GROUP INCCOM0259321049768,900SH OTR1,308,9000
AMERICAN FINANCIAL GROUP INCCOM0259321045144,690SH OTR1,504,6900
AMERICAN INTL GRPCOM0268747843697,198SH OTR1,407,1980
AMERICAN INTL GRPCOM0268747841,52629,732SH OTR1,2029,7320
AMERICAN INTL GRPCOM0268747842,65451,700SH OTR1,3051,7000
AMERICAN INTL GRPCOM0268747841102,137SH DFND12,13700
AMERICAN INTL GRPCOM0268747842,04839,900SHCallDFND1000
AMERICAN INTL GRPCOM0268747841,38627,000SHPutDFND1000
AMERICAN STATES WATER COCOM02989910122259SH DFND125900
AMERICAN STATES WATER COCOM0298991013,02634,923SH OTR1,2034,9230
AMERICAN WATER WORKS CO INCCOM03042010374600SH OTR1,306000
AMERICAN WATER WORKS CO INCCOM0304201033893,164SH OTR1,503,1640
AMERICAN WOODMARK CORPCOM0305061098408,035SH OTR1,208,0350
AMERICAS CAR MART INCCOM03062T1051201,091SH OTR1,501,0910
AMERICAS CAR MART INCCOM03062T10597888SH DFND188800
AMERIPRISE FINANCIAL INCCOM03076C1066,62539,772SH OTR1,2039,7720
AMERIPRISE FINANCIAL INCCOM03076C106112673SH OTR1,406730
AMERIPRISE FINANCIAL INCCOM03076C1063001,800SHCallDFND1000
AMERISAFE INCCOM03071H10044662SH OTR1,406620
AMERISAFE INCCOM03071H10022329SH OTR1,203290
AMERISAFE INCCOM03071H1001201,811SH OTR1,501,8110
AMERISAFE INCCOM03071H10023349SH DFND134900
AMERISOURCEBERGEN CORPCOM03073E1054,11848,439SH OTR1,2048,4390
AMERISOURCEBERGEN CORPCOM03073E1055916,948SH DFND16,94800
AMERISOURCEBERGEN CORPCOM03073E1051511,776SH OTR1,401,7760
AMERISOURCEBERGEN CORPCOM03073E1059100SH OTR1,301000
AMETEK INCCOM0311001002993,000SH OTR1,303,0000
AMETEK INCCOM0311001005955,968SH OTR1,505,9680
AMEX ENERGY SELECT SPDR IDXCOM81369Y50699,4171,655,848SH OTR1,201,655,8480
AMEX ENERGY SELECT SPDR IDXCOM81369Y5064,01266,820SH OTR1066,8200
AMEX ENERGY SELECT SPDR IDXCOM81369Y5062,01333,524SH DFND133,52400
AMEX ENERGY SELECT SPDR IDXCOM81369Y5061,68128,000SHCallDFND1000
AMEX ENERGY SELECT SPDR IDXCOM81369Y5061,42923,800SHPutDFND1000
AMEX FINANCIAL SELECT SPDR IDXCOM81369Y60580426,129SH DFND126,12900
AMEX FINANCIAL SELECT SPDR IDXCOM81369Y60515,390500,000SHPutDFND1000
AMGEN INCCOM031162100231960SH OTR1,209600
AMGEN INCCOM03116210060250SH OTR1,302500
AMGEN INCCOM03116210011,83749,100SHCallDFND1000
AMGEN INCCOM0311621007,52131,200SHPutDFND1000
AMICUS THERAPEUTICS INCCOM03152W10961162,770SH OTR1,2062,7700
AMICUS THERAPEUTICS INCCOM03152W109484,910SH DFND14,91000
AMKOR TECH INCCOM03165210046735,951SH OTR1,5035,9510
AMN HEALTHCARE SERVICES INCCOM0017441012493,998SH OTR1,203,9980
AMN HEALTHCARE SERVICES INCCOM0017441013375,410SH DFND15,41000
AMN HEALTHCARE SERVICES INCCOM00174410140634SH OTR1,406340
AMPHENOL CORP CL ACOM0320951015,00546,247SH OTR1,2046,2470
AMYRIS INCCOM03236M20015048,701SH OTR1,5048,7010
ANALOG DEVICESCOM0326541052,03317,106SH OTR1,2017,1060
ANALOG DEVICESCOM0326541055274,436SH DFND14,43600
ANAPLAN INCCOM03272L1082,22742,500SH OTR1,2042,5000
ANAPLAN INCCOM03272L1082,75152,500SH OTR1,3052,5000
ANAPLAN INCCOM03272L1084628,825SH OTR1,508,8250
ANGI HOMESERVICES INC ACOM00183L1028810,445SH OTR1,2010,4450
ANGI HOMESERVICES INC ACOM00183L1029310,958SH DFND110,95800
ANI PHARMACEUTICALS INCCOM00182C103861,391SH OTR1,401,3910
ANI PHARMACEUTICALS INCCOM00182C1031903,082SH DFND13,08200
ANIKA THERAPEUTICS INCCOM0352551082875,527SH OTR1,205,5270
ANIKA THERAPEUTICS INCCOM0352551081001,938SH OTR1,401,9380
ANIXTER INTERNATIONAL INCCOM0352901053353,632SH OTR1,203,6320
ANNALY CAPITAL MANAGEMENT INCCOM03571040920721,928SH OTR1,2021,9280
ANTERIX INCCOM03676C100481,100SH OTR1,201,1000
ANTERIX INCCOM03676C1002495,761SH DFND15,76100
ANTERO MIDSTREAM CORPCOM03676B10263783,874SH OTR1,5083,8740
ANTERO MIDSTREAM CORPCOM03676B102111,444SH DFND11,44400
ANTERO RESOURCES CORPCOM03674X106938329,246SH OTR1,50329,2460
ANTERO RESOURCES CORPCOM03674X1064,4571,563,954SH DFND11,563,95400
ANTHEM INCCOM0367521035651,872SH OTR1,401,8720
ANTHEM INCCOM0367521035,75919,066SH OTR1,2019,0660
ANTHEM INCCOM036752103235779SH DFND177900
ANTHEM INCCOM036752103167552SH OTR1,505520
ANTHEM INCCOM0367521031,3294,400SHCallDFND1000
ANTHEM INCCOM0367521031,3594,500SHPutDFND1000
ANWORTH MORTGAGE ASSET CORPCOM03734710113337,700SH OTR1,2037,7000
ANWORTH MORTGAGE ASSET CORPCOM037347101277,696SH OTR1,407,6960
AON PLCCOMG0408V1021,3176,322SH OTR1,206,3220
AON PLCCOMG0408V1028123,900SH OTR1,303,9000
AON PLCCOMG0408V1028213,943SH OTR1,503,9430
AON PLCCOMG0408V1023171,522SH DFND11,52200
APACHE CORPCOM03741110557222,345SH OTR1,2022,3450
APACHE CORPCOM037411105381,500SH OTR1,301,5000
APARTMENT INVT & MGMT CO ACOM03748R754951,836SH OTR1,401,8360
APARTMENT INVT & MGMT CO ACOM03748R7541112,148SH OTR1,502,1480
APERGY CORPCOM03755L10461818,287SH OTR1,2018,2870
APERGY CORPCOM03755L10434910,335SH DFND110,33500
APOGEE ENTERPRISES INCCOM0375981092076,381SH OTR1,506,3810
APOGEE ENTERPRISES INCCOM03759810920608SH OTR1,206080
APOGEE ENTERPRISES INCCOM037598109812,506SH DFND12,50600
APPLE INCCOM03783310053,360181,714SH OTR1,20181,7140
APPLE INCCOM0378331005,58019,002SH OTR1,5019,0020
APPLE INCCOM037833100221753SH DFND175300
APPLE HOSPITALITY REIT INCCOM03784Y20040625,000SH OTR1,2025,0000
APPLE HOSPITALITY REIT INCCOM03784Y20066140,676SH OTR1,5040,6760
APPLIED MATERIALS INCCOM0382221051,84330,200SH OTR1,3030,2000
APPLIED MATERIALS INCCOM0382221053,08150,473SH OTR1,5050,4730
APTIVE PLCCOMG6095L1091,12311,830SH OTR1,4011,8300
APTIVE PLCCOMG6095L1093,24834,200SH OTR1,3034,2000
APTIVE PLCCOMG6095L1097147,515SH DFND17,51500
APTIVE PLCCOMG6095L1095035,300SHCallDFND1000
APTIVE PLCCOMG6095L1092472,600SHPutDFND1000
AQUA AMERICA INCCOM03836W1034229,000SH OTR1,309,0000
ARAMARKCOM03852U106952,200SH OTR1,302,2000
ARAMARKCOM03852U1061403,229SH DFND13,22900
ARBOR REALTY TRUST INCCOM03892310836925,680SH OTR1,4025,6800
ARBUTUS BIOPHARMA CORPCOM03879J1005519,674SH OTR1,2019,6740
ARCELOR MITTALCOM03938L20344825,552SH OTR1,5025,5520
ARCH CAPITAL GROUP LTDCOMG0450A1053,13873,166SH OTR1,2073,1660
ARCH CAPITAL GROUP LTDCOMG0450A105882,045SH DFND12,04500
ARCH COAL INCCOM0393804073514,887SH OTR1,204,8870
ARCH COAL INCCOM0393804071792,489SH OTR1,402,4890
ARCH COAL INCCOM03938040729401SH OTR1,504010
ARCHER DANIELS MIDLAND COCOM03948310268814,846SH OTR1,5014,8460
ARCHER DANIELS MIDLAND COCOM0394831021152,488SH OTR1,402,4880
ARCHER DANIELS MIDLAND COCOM03948310222475SH DFND147500
ARCHROCK INCCOM03957W106171,714SH OTR1,201,7140
ARCHROCK INCCOM03957W106313,105SH OTR1,503,1050
ARCHROCK INCCOM03957W106939,225SH DFND19,22500
ARCO PLATFORM LTD CLASS ACOMG045531063507,914SH OTR1,507,9140
ARCONIC INCCOM03965L10038712,564SH OTR1,2012,5640
ARCONIC INCCOM03965L10035711,600SH OTR1,3011,6000
ARCONIC INCCOM03965L10086528,108SH OTR1,5028,1080
ARCONIC INCCOM03965L10037812,277SH DFND112,27700
ARDELYX INCCOM03969710710814,454SH OTR1,2014,4540
ARENA PHARMACEUTICALS INCCOM04004760746210,164SH OTR1,4010,1640
ARENA PHARMACEUTICALS INCCOM040047607541,181SH OTR1,201,1810
ARENA PHARMACEUTICALS INCCOM04004760721472SH DFND147200
ARES COMMERCIAL REAL ESTATECOM04013V10823214,638SH OTR1,2014,6380
ARES MANAGEMENT CORPCOM03990B1012,83079,300SH OTR1,2079,3000
ARISTA NETWORKS INCCOM0404131061,0175,000SHPutDFND1000
ARLINGTON ASSET INVESTMENT ACOM04135620514926,744SH OTR1,2026,7440
ARLINGTON ASSET INVESTMENT ACOM041356205305,371SH OTR1,405,3710
ARLINGTON ASSET INVESTMENT ACOM041356205325,718SH OTR1,505,7180
ARLO TECHNOLOGIES INCCOM04206A1016615,721SH OTR1,5015,7210
ARMOUR RESIDENTIAL REIT INCCOM04231550753529,954SH OTR1,2029,9540
ARMSTRONG WORLD INDUSTRIESCOM04247X1021361,449SH OTR1,401,4490
ARMSTRONG WORLD INDUSTRIESCOM04247X1029100SH OTR1,301000
ARMSTRONG WORLD INDUSTRIESCOM04247X102222SH DFND12200
ARMSTRONG WORLD INDUSTRIESCOM04247X1024965,279SH OTR1,205,2790
ARROW ELECTRONICS INCCOM04273510088910,489SH OTR1,4010,4890
ARROW ELECTRONICS INCCOM0427351001,54018,174SH OTR1,2018,1740
ARROW ELECTRONICS INCCOM0427351001211,429SH OTR1,501,4290
ARROW ELECTRONICS INCCOM0427351003474,100SH OTR1,304,1000
ASCENDIS PHARMA A/S ADRADR04351P1012221,594SH OTR1,201,5940
ASGN INCCOM00191U1022773,901SH OTR1,403,9010
ASGN INCCOM00191U1023234,547SH DFND14,54700
ASHLAND GLOBAL HOLDINGS INCCOM04418610452683SH OTR1,406830
ASHLAND GLOBAL HOLDINGS INCCOM0441861041451,900SH OTR1,301,9000
ASHLAND GLOBAL HOLDINGS INCCOM0441861043794,948SH OTR1,204,9480
ASHLAND GLOBAL HOLDINGS INCCOM0441861043224,205SH OTR1,504,2050
ASHLAND GLOBAL HOLDINGS INCCOM0441861043204,186SH DFND14,18600
ASPEN TECH INCCOM0453271033993,300SH OTR1,303,3000
ASPEN TECH INCCOM0453271035374,437SH OTR1,504,4370
ASPEN TECH INCCOM04532710384693SH OTR1,206930
ASSERTIO THERAPEUTICS INCCOM04545L1073527,983SH OTR1,2027,9830
ASSOCIATED BANC CORPCOM0454871052100SH OTR1,401000
ASSOCIATED BANC CORPCOM04548710512545SH DFND154500
ASSOCIATED BANC CORPCOM04548710593242,270SH OTR1,2042,2700
ASSOCIATED BANC CORPCOM04548710563928,978SH OTR1,5028,9780
ASSURED GUARANTY LTDCOMG0585R1062,02541,300SH OTR1,3041,3000
ASTRONICS CORPCOM0464331081,09539,171SH OTR1,2039,1710
ATHENE HOLDING LTD CLASS ACOMG0684D107831,760SH OTR1,201,7600
ATHENE HOLDING LTD CLASS ACOMG0684D1071272,700SH OTR1,302,7000
ATHENE HOLDING LTD CLASS ACOMG0684D10764013,614SH OTR1,4013,6140
ATKORE INTERNATIONAL GROUP ICOM047649108952,355SH OTR1,402,3550
ATKORE INTERNATIONAL GROUP ICOM0476491083939,719SH DFND19,71900
ATLANTIC TELE NETWORK INCCOM00215F1073295,935SH DFND15,93500
ATLANTIC UNION BANKSHARES COCOM04911A1071082,864SH OTR1,402,8640
ATLANTIC UNION BANKSHARES COCOM04911A107561,499SH OTR1,501,4990
ATLANTIC UNION BANKSHARES COCOM04911A107762,023SH DFND12,02300
ATLANTIC UNION BANKSHARES COCOM04911A1073128,316SH OTR1,208,3160
ATLANTICA YIELD PLCCOMG0751N10327610,457SH OTR1,2010,4570
ATLASSIAN CORP PLC CLASS ACOMG062421042,35919,600SH OTR1,3019,6000
ATLASSIAN CORP PLC CLASS ACOMG062421047506,229SH OTR1,506,2290
ATLASSIAN CORP PLC CLASS ACOMG062421046105,065SH DFND15,06500
ATLASSIAN CORP PLC CLASS ACOMG062421042532,100SHCallDFND1000
ATLASSIAN CORP PLC CLASS ACOMG062421041,1919,900SHPutDFND1000
ATMOS ENERGY CORPCOM04956010512,124108,385SH OTR1,20108,3850
AUBURN NATL BANCORPORATIONCOM0504731072725,137SH OTR1,205,1370
AUDENTES THERAPEUTICS INCCOM05070R1043,34055,813SH OTR1,2055,8130
AUTODESK INCCOM0527691064222,300SH OTR1,302,3000
AUTODESK INCCOM0527691068014,364SH OTR1,504,3640
AUTODESK INCCOM05276910621112SH DFND111200
AUTOMATIC DATA PROCESSINGCOM0530151033,61221,183SH OTR1,2021,1830
AUTOMATIC DATA PROCESSINGCOM0530151033241,900SH OTR1,301,9000
AUTOMATIC DATA PROCESSINGCOM0530151035143,016SH OTR1,503,0160
AUTONATION INCCOM05329W1021,45329,870SH OTR1,2029,8700
AUTONATION INCCOM05329W102361SH OTR1,40610
AUTONATION INCCOM05329W102551,132SH DFND11,13200
AUTOZONECOM053332102861723SH OTR1,407230
AUTOZONECOM0533321026,6155,553SH OTR1,205,5530
AUTOZONECOM0533321021,9661,650SH OTR1,301,6500
AUTOZONECOM0533321022,0701,738SH OTR1,501,7380
AUTOZONECOM053332102686576SH DFND157600
AVALARA INCCOM05338G106574SH DFND17400
AVALARA INCCOM05338G10679810,900SH OTR1,3010,9000
AVALARA INCCOM05338G1065988,168SH OTR1,508,1680
AVALONBAY COMMUNITIES INCCOM0534841011,1235,355SH OTR1,505,3550
AVANGRID INCCOM05351W1031,18223,097SH OTR1,2023,0970
AVANTOR INCCOM05352A10066936,839SH OTR1,4036,8390
AVANTOR INCCOM05352A1001,11161,200SH OTR1,3061,2000
AVAYA HOLDINGS CORPCOM05351X101443,276SH OTR1,403,2760
AVAYA HOLDINGS CORPCOM05351X10123717,552SH OTR1,2017,5520
AVERY DENNISON CORPCOM05361110993712SH OTR1,407120
AVERY DENNISON CORPCOM05361110952400SH OTR1,304000
AVERY DENNISON CORPCOM0536111091721,318SH OTR1,501,3180
AVIS BUDGET GROUP INCCOM0537741053100SH OTR1,301000
AVIS BUDGET GROUP INCCOM05377410560118,639SH OTR1,2018,6390
AVISTA CORPCOM05379B1073056,340SH OTR1,206,3400
AVISTA CORPCOM05379B1073948,190SH OTR1,508,1900
AVISTA CORPCOM05379B1072224,609SH DFND14,60900
AVNET INCCOM0538071031533,600SH OTR1,303,6000
AVNET INCCOM0538071031693,975SH DFND13,97500
AVNET INCCOM0538071032285,366SH OTR1,405,3660
AVNET INCCOM0538071031,69539,935SH OTR1,2039,9350
AVX CORPCOM0024441071346,546SH OTR1,406,5460
AVX CORPCOM00244410743221,107SH OTR1,2021,1070
AXALTA COATING SYSTEMS LTDCOMG0750C1082076,800SH OTR1,306,8000
AXALTA COATING SYSTEMS LTDCOMG0750C10852517,286SH OTR1,5017,2860
AXALTA COATING SYSTEMS LTDCOMG0750C1081213,964SH OTR1,203,9640
AXIS CAPITAL HOLDINGS LTDCOMG0692U10968411,503SH OTR1,4011,5030
AXIS CAPITAL HOLDINGS LTDCOMG0692U10969511,700SH OTR1,3011,7000
AXIS CAPITAL HOLDINGS LTDCOMG0692U1093505,884SH OTR1,505,8840
AZZ INCCOM0024741044369,482SH OTR1,209,4820
AZZ INCCOM00247410442923SH OTR1,409230
AZZ INCCOM002474104661,439SH DFND11,43900
B&G FOODS INC CLASS ACOM05508R10624213,473SH OTR1,5013,4730
B2GOLD CORPCOM11777Q20935488,300SH OTR1,5088,3000
BAIDU INC SPON ADRADR0567521084,38834,715SH OTR1,2034,7150
BAKER HUGHES COCOM05722G10050719,800SH OTR1,3019,8000
BAKER HUGHES COCOM05722G100481,854SH OTR1,501,8540
BALL CORPCOM0584981061,15117,800SHCallDFND1000
BALL CORPCOM0584981064406,800SHPutDFND1000
BALL CORPCOM0584981061,74627,000SH OTR1,3027,0000
BALL CORPCOM0584981063385,226SH OTR1,505,2260
BALLARD POWER SYSTEMS INCCOM05858610812817,798SH OTR1,5017,7980
BALLARD POWER SYSTEMS INCCOM058586108354,868SH OTR1,204,8680
BALLARD POWER SYSTEMS INCCOM0585861082262SH DFND126200
BANCO BRADESCO SPONSORED ADRADR0594603031,233137,752SH OTR1,50137,7520
BANCO BRADESCO SPONSORED ADRADR059460303556,162SH OTR1,206,1620
BANCO DE CHILE ADRCOM05952010623110,997SH OTR1,5010,9970
BANCO DE CHILE ADRCOM05952010612566SH OTR1,205660
BANCO SANTANDER MEXICO ADRADR05969B103598,731SH OTR1,208,7310
BANCO SANTANDER MEXICO ADRADR05969B103669,681SH OTR1,509,6810
BANCO SANTANDER SA SPON ADRADR05964H1053760SH OTR1,407600
BANCO SANTANDER SA SPON ADRADR05964H105570137,592SH OTR1,50137,5920
BANCOLOMBIA S A SPONS ADRADR05968L1022013,669SH OTR1,503,6690
BANCORPSOUTH INCCOM05971J102662,116SH DFND12,11600
BANCORPSOUTH INCCOM05971J1022708,594SH OTR1,408,5940
BANK OF AMERICA CORPCOM06050510468,4261,942,805SH OTR1,201,942,8050
BANK OF AMERICA CORPCOM0605051041,84952,500SH OTR1,3052,5000
BANK OF AMERICA CORPCOM06050510437510,661SH DFND110,66100
BANK OF AMERICA CORPCOM0605051041,08530,800SHCallDFND1000
BANK OF AMERICA CORPCOM06050510464518,300SHPutDFND1000
BANK OF NEW YORK MELLON CORPCOM0640581002,42648,200SHCallDFND1000
BANK OF NEW YORK MELLON CORPCOM0640581002,12442,200SHPutDFND1000
BANK OF NEW YORK MELLON CORPCOM0640581009,272184,215SH OTR1,20184,2150
BANK OF NEW YORK MELLON CORPCOM0640581003,03060,200SH OTR1,3060,2000
BANK OF NEW YORK MELLON CORPCOM06405810076015,096SH OTR1,5015,0960
BANK OF NEW YORK MELLON CORPCOM0640581002765,484SH DFND15,48400
BANK OF NOVA SCOTIACOM0641491073396,000SH OTR1,506,0000
BANKUNITED INCCOM06652K1033449,400SH OTR1,309,4000
BANKUNITED INCCOM06652K103982,673SH OTR1,402,6730
BANKUNITED INCCOM06652K1031474,015SH OTR1,204,0150
BANNER CORPORATIONCOM06652V2082113,724SH OTR1,403,7240
BANNER CORPORATIONCOM06652V2081322,324SH OTR1,502,3240
BARCLAYS PLC SPONS ADRADR06738E20412813,489SH OTR1,2013,4890
BARCLAYS PLC SPONS ADRADR06738E2041,106116,171SH OTR1,50116,1710
BARRETT BUSINESS SVCS INCCOM0684631084274,725SH DFND14,72500
BARRETT BUSINESS SVCS INCCOM068463108911,008SH OTR1,501,0080
BARRICK GOLD CORPCOM0679011082,314124,500SHCallDFND1000
BARRICK GOLD CORPCOM0679011082,015108,400SHPutDFND1000
BARRICK GOLD CORPCOM06790110879542,800SH OTR1,5042,8000
BAUSCH HEALTH COS INCCOM0717341071,82260,900SHCallDFND1000
BAUSCH HEALTH COS INCCOM0717341072,07669,400SHPutDFND1000
BAXTER INTERNATIONALCOM0718131096738,048SH OTR1,208,0480
BAXTER INTERNATIONALCOM0718131091,37116,400SH OTR1,3016,4000
BAXTER INTERNATIONALCOM07181310986210,304SH OTR1,5010,3040
BAXTER INTERNATIONALCOM0718131095436,499SH DFND16,49900
BAXTER INTERNATIONALCOM0718131097028,400SHPutDFND1000
BAYTEX ENERGY CORPCOM07317Q1051611,400SH OTR1,5011,4000
BBVA BANCO FRANCES SA ADRADR0589341001,099197,314SH OTR1,20197,3140
BBVA BANCO FRANCES SA ADRADR05893410041875,066SH DFND175,06600
BCE INCCOM05534B7601,10223,774SH OTR1,5023,7740
BCE INCCOM05534B76073915,950SH DFND115,95000
BECTON DICKINSON & COCOM0758871094671,716SH DFND11,71600
BED BATH AND BEYOND INCCOM07589610019711,403SH DFND111,40300
BELDEN INCCOM0774541062925,304SH DFND15,30400
BELDEN INCCOM0774541061913,478SH OTR1,403,4780
BELDEN INCCOM07745410611200SH OTR1,302000
BENCHMARK ELECTRONICS INCCOM08160H10147813,922SH OTR1,2013,9220
BENCHMARK ELECTRONICS INCCOM08160H101922,664SH OTR1,402,6640
BENCHMARK ELECTRONICS INCCOM08160H1011313,800SH OTR1,503,8000
BERKSHIRE HATHAWAY INC CL BCOM0846707026362,808SH OTR1,402,8080
BERKSHIRE HATHAWAY INC CL BCOM0846707022,39010,550SH OTR1,3010,5500
BERKSHIRE HATHAWAY INC CL BCOM0846707026893,043SH OTR1,503,0430
BERKSHIRE HILLS BANCORP INCCOM0846801072497,563SH OTR1,207,5630
BERKSHIRE HILLS BANCORP INCCOM0846801071825,544SH OTR1,405,5440
BERKSHIRE HILLS BANCORP INCCOM0846801071133,438SH OTR1,503,4380
BERRY GLOBAL GROUP INCCOM08579W1031,35928,623SH OTR1,4028,6230
BERRY GLOBAL GROUP INCCOM08579W10356011,800SH OTR1,3011,8000
BERRY PETROLEUM CORPCOM08579X10131333,234SH OTR1,5033,2340
BERRY PETROLEUM CORPCOM08579X10112613,340SH DFND113,34000
BEST BUY COMPANY INCCOM0865161011,10012,529SH OTR1,4012,5290
BEST BUY COMPANY INCCOM0865161011,74219,838SH OTR1,2019,8380
BEST BUY COMPANY INCCOM0865161013003,419SH OTR1,503,4190
BEST BUY COMPANY INCCOM0865161018109,224SH DFND19,22400
BEST INC ADRADR08653C10620637,138SH OTR1,5037,1380
BEYOND MEAT INCCOM08862E1094816,358SH OTR1,506,3580
BGC PARTNERS INC CL ACOM05541T10117429,336SH OTR1,4029,3360
BGC PARTNERS INC CL ACOM05541T101254,147SH OTR1,504,1470
BHP BILLITON LTD SPONS ADRADR0886061082314,223SH OTR1,504,2230
BIG LOTS INCCOM0893021032338,129SH OTR1,208,1290
BIG LOTS INCCOM089302103331,137SH OTR1,401,1370
BIO RAD LABORATORIES CL ACOM0905722074801,297SH OTR1,501,2970
BIODELIVERY SCIENCES INTLCOM09060J10628144,417SH OTR1,4044,4170
BIOGEN INCCOM09062X1037,98826,920SH OTR1,2026,9200
BIOGEN INCCOM09062X1035491,850SH OTR1,301,8500
BIOGEN INCCOM09062X103141475SH DFND147500
BIOMARIN PHARMACEUTICAL INCCOM09061G1012372,800SHPutDFND1000
BIOMARIN PHARMACEUTICAL INCCOM09061G101871,024SH OTR1,401,0240
BIOMARIN PHARMACEUTICAL INCCOM09061G1011301,540SH OTR1,201,5400
BIOMARIN PHARMACEUTICAL INCCOM09061G101861,019SH DFND11,01900
BJS RESTAURANTS INCCOM09180C10686022,666SH OTR1,2022,6660
BJS WHOLESALE CLUB HOLDINGSCOM05550J10160026,400SH OTR1,3026,4000
BJS WHOLESALE CLUB HOLDINGSCOM05550J10115661SH DFND166100
BLACK HILLS CORPCOM0921131091,46118,606SH OTR1,2018,6060
BLACK HILLS CORPCOM0921131093794,821SH OTR1,504,8210
BLACK HILLS CORPCOM092113109791,000SH OTR1,301,0000
BLACK KNIGHT INCCOM09215C1052714,200SH OTR1,304,2000
BLACKBERRY LTDCOM09228F10312819,900SH OTR1,5019,9000
BLACKBERRY LTDCOM09228F10328444,289SH OTR1,5044,2890
BLACKBERRY LTDCOM09228F103213,254SH OTR1,403,2540
BLACKLINE INCCOM09239B1092144,157SH OTR1,404,1570
BLACKLINE INCCOM09239B1091422,759SH OTR1,202,7590
BLACKLINE INCCOM09239B10943825SH OTR1,508250
BLACKLINE INCCOM09239B10913261SH DFND126100
BLACKROCK CAPITAL INVESTMENT CCOM09253310821944,149SH OTR1,2044,1490
BLACKROCK CAPITAL INVESTMENT CCOM092533108397,896SH OTR1,507,8960
BLACKROCK INCCOM09247X1014,4748,900SHCallDFND1000
BLACKROCK INCCOM09247X1014,8769,700SHPutDFND1000
BLACKROCK INCCOM09247X1018751,741SH OTR1,501,7410
BLACKROCK INCCOM09247X1017741,539SH DFND11,53900
BLACKSTONE GROUP INC THECOM09260D1072354,200SH OTR1,304,2000
BLOCK H & RCOM09367110564327,364SH OTR1,4027,3640
BLOCK H & RCOM09367110514,145602,416SH OTR1,20602,4160
BLOCK H & RCOM09367110537315,900SH OTR1,3015,9000
BLOCK H & RCOM09367110559125,151SH OTR1,5025,1510
BLOOM ENERGY CORP CLASS ACOM09371210727236,433SH OTR1,2036,4330
BLOOM ENERGY CORP CLASS ACOM09371210726134,987SH OTR1,5034,9870
BLOOM ENERGY CORP CLASS ACOM0937121075701SH DFND170100
BLUEPRINT MEDICINES CORPCOM09627Y1093774,701SH OTR1,204,7010
BMC STOCK HOLDINGS INCCOM05591B10929310,217SH OTR1,2010,2170
BMC STOCK HOLDINGS INCCOM05591B1091174,070SH OTR1,404,0700
BOEING COCOM0970231052,1666,650SH OTR1,306,6500
BOEING COCOM097023105191586SH DFND158600
BOISE CASCADE COCOM09739D1001002,742SH OTR1,402,7420
BOISE CASCADE COCOM09739D1001163,189SH OTR1,203,1890
BOISE CASCADE COCOM09739D1001123,058SH DFND13,05800
BONANZA CREEK ENERGY INCCOM0977934001,67371,705SH DFND171,70500
BONANZA CREEK ENERGY INCCOM097793400431,851SH OTR1,401,8510
BOOKING HOLDINGS INCCOM09857L1086,4143,123SH OTR1,203,1230
BOOKING HOLDINGS INCCOM09857L108343167SH OTR1,501670
BOOZ ALLEN HAMILTON HOLDINGCOM0995021062,54635,800SH OTR1,3035,8000
BOOZ ALLEN HAMILTON HOLDINGCOM0995021065197,292SH OTR1,507,2920
BOOZ ALLEN HAMILTON HOLDINGCOM0995021065858,229SH DFND18,22900
BORG WARNER AUTO INCCOM09972410652011,979SH OTR1,2011,9790
BOSTON BEER CO INC CL ACOM10055710776200SH OTR1,202000
BOSTON BEER CO INC CL ACOM100557107514SH DFND11400
BOSTON BEER CO INC CL ACOM100557107258682SH OTR1,406820
BOSTON PROPERTIES INCCOM1011211015123,713SH OTR1,203,7130
BOSTON PROPERTIES INCCOM1011211017455,401SH OTR1,505,4010
BOSTON SCIENTIFIC CORPCOM10113710772816,101SH OTR1,2016,1010
BOSTON SCIENTIFIC CORPCOM1011371071,11724,700SH OTR1,3024,7000
BOX INC CLASS ACOM10316T10431218,566SH OTR1,4018,5660
BOX INC CLASS ACOM10316T104362,149SH DFND12,14900
BOYD GAMING CORPCOM103304101662,198SH OTR1,402,1980
BOYD GAMING CORPCOM10330410153117,740SH OTR1,2017,7400
BOYD GAMING CORPCOM1033041012,03067,800SH OTR1,3067,8000
BOYD GAMING CORPCOM1033041012096,987SH DFND16,98700
BP PLC SPONS ADRADR05562210487623,207SH OTR1,4023,2070
BP PLC SPONS ADRADR05562210434902SH OTR1,209020
BRADY CORPORATION CL ACOM1046741062404,190SH OTR1,404,1900
BRADY CORPORATION CL ACOM1046741062724,749SH OTR1,504,7490
BRADY CORPORATION CL ACOM1046741061252,178SH DFND12,17800
BRAEMAR HOTELS & RESORTS INCCOM10482B10123025,809SH OTR1,2025,8090
BRAEMAR HOTELS & RESORTS INCCOM10482B101242,641SH OTR1,402,6410
BRANDYWINE REALTY TRUSTCOM1053682031,47093,350SH OTR1,2093,3500
BRF BRASIL FODDS SA ADRADR10552T10730334,828SH OTR1,2034,8280
BRF BRASIL FODDS SA ADRADR10552T10721524,737SH OTR1,5024,7370
BRIGGS & STRATTONCOM10904310929143,700SH OTR1,2043,7000
BRIGGS & STRATTONCOM109043109233,469SH OTR1,403,4690
BRIGHT HORIZONS FAMILY SOLUTCOM1091941002641,756SH OTR1,201,7560
BRIGHT HORIZONS FAMILY SOLUTCOM1091941001,1127,400SH OTR1,307,4000
BRIGHT HORIZONS FAMILY SOLUTCOM1091941008055,356SH OTR1,505,3560
BRIGHTHOUSE FINANCIAL INC WICOM10922N1033127,956SH OTR1,407,9560
BRIGHTHOUSE FINANCIAL INC WICOM10922N1034,522115,270SH OTR1,20115,2700
BRIGHTHOUSE FINANCIAL INC WICOM10922N10381220,700SH OTR1,3020,7000
BRIGHTHOUSE FINANCIAL INC WICOM10922N10327698SH DFND169800
BRIGHTSPHERE INVESTMENT GROUCOM10948W10352951,717SH OTR1,2051,7170
BRIGHTSPHERE INVESTMENT GROUCOM10948W103898,726SH OTR1,508,7260
BRINKER INTERNATIONAL INCCOM10964110022520SH DFND152000
BRINKER INTERNATIONAL INCCOM10964110042410,107SH OTR1,4010,1070
BRINKER INTERNATIONAL INCCOM10964110073517,497SH OTR1,2017,4970
BRINKS CO THECOM10969610499911,018SH OTR1,2011,0180
BRINKS CO THECOM1096961043904,300SH OTR1,304,3000
BRINKS CO THECOM10969610487956SH OTR1,409560
BRINKS CO THECOM10969610411126SH DFND112600
BRISTOL MYERS SQUIBBCOM11012210892914,473SH DFND114,47300
BRISTOL MYERS SQUIBB CVRCOM1101221571,767587,209SH OTR1,20587,2090
BRISTOL MYERS SQUIBB CVRCOM11012215772,193SH OTR1,502,1930
BROADCOM INCCOM11135F1013,71311,750SH OTR1,2011,7500
BROADCOM INCCOM11135F1011,7385,500SH OTR1,305,5000
BROADCOM INCCOM11135F1011,0943,463SH OTR1,503,4630
BROADCOM INCCOM11135F1013391,073SH DFND11,07300
BROADRIDGE FINANCIAL SOLUTIOCOM11133T1032522,041SH OTR1,502,0410
BROOKDALE SENIOR LIVING INCCOM11246310429540,594SH DFND140,59400
BROOKDALE SENIOR LIVING INCCOM112463104679,218SH OTR1,409,2180
BROOKFIELD INFRASTRUCTURE PACOMG162521013747,500SH OTR1,507,5000
BROOKFIELD PROPERTY REIT I ACOM11282X10341122,295SH OTR1,2022,2950
BROOKS AUTOMATION INCCOM1143401022566,107SH OTR1,506,1070
BROOKS AUTOMATION INCCOM11434010244110,519SH DFND110,51900
BROOKS AUTOMATION INCCOM1143401021884,472SH OTR1,204,4720
BROWN FORMAN CORP CL ACOM1156371001,66326,500SH DFND126,50000
BROWN FORMAN CORP CL ACOM11563710001SH OTR1,4010
BRUKER CORPCOM11679410877115,135SH OTR1,2015,1350
BRUKER CORPCOM1167941082845,579SH OTR1,505,5790
BRUKER CORPCOM116794108240SH OTR1,40400
BRUKER CORPCOM116794108113SH DFND11300
BRUNSWICK CORPCOM1170431092,31238,545SH OTR1,2038,5450
BRUNSWICK CORPCOM1170431091,37422,900SH OTR1,3022,9000
BRUNSWICK CORPCOM1170431091111,847SH OTR1,401,8470
BRUNSWICK CORPCOM11704310938631SH DFND163100
BUILDERS FIRSTSOURCE INCCOM12008R10729511,601SH OTR1,2011,6010
BUNGE LTDCOMG169621051,55427,000SHCallDFND1000
BURLINGTON STORES INCCOM122017106117514SH OTR1,505140
BURLINGTON STORES INCCOM1220171064562,000SHCallDFND1000
BURLINGTON STORES INCCOM1220171064562,000SHPutDFND1000
BURLINGTON STORES INCCOM1220171063,62515,896SH OTR1,2015,8960
BURLINGTON STORES INCCOM1220171064551,995SH DFND11,99500
C H ROBINSON WORLDWIDE INCCOM12541W2097,38794,458SH OTR1,2094,4580
C H ROBINSON WORLDWIDE INCCOM12541W2091,85323,700SH OTR1,3023,7000
CABLE ONE INCCOM12685J10513893SH OTR1,20930
CABLE ONE INCCOM12685J105914614SH OTR1,506140
CABOT CORPCOM1270551011032,166SH OTR1,202,1660
CABOT CORPCOM1270551013076,452SH OTR1,406,4520
CABOT MICROELECTRONICS CORPCOM12709P10303SH OTR1,4030
CABOT MICROELECTRONICS CORPCOM12709P1032731,891SH OTR1,501,8910
CABOT OIL & GAS CORPCOM12709710310,797620,197SH DFND1620,19700
CABOT OIL & GAS CORPCOM1270971032,799160,794SH OTR1,20160,7940
CABOT OIL & GAS CORPCOM1270971031,854106,500SH OTR1,30106,5000
CABOT OIL & GAS CORPCOM1270971031,08962,524SH OTR1,5062,5240
CACI INTERNATIONAL INC CL ACOM1271903041144SH DFND14400
CACI INTERNATIONAL INC CL ACOM1271903041,5676,267SH OTR1,206,2670
CACTUS INC ACOM1272031072908,437SH OTR1,408,4370
CACTUS INC ACOM127203107722,105SH OTR1,202,1050
CADENCE BANCORPCOM12739A100603,300SH OTR1,303,3000
CADENCE BANCORPCOM12739A1004239SH DFND123900
CADENCE BANCORPCOM12739A10039421,746SH OTR1,4021,7460
CADENCE DESIGN SYS INCCOM1273871083314,770SH OTR1,504,7700
CAESAR STONE SDOT YAM LTDCOMM205981049600SH OTR1,206000
CAESAR STONE SDOT YAM LTDCOMM20598104352,296SH OTR1,502,2960
CAESAR STONE SDOT YAM LTDCOMM2059810418011,961SH DFND111,96100
CAESAR STONE SDOT YAM LTDCOMM20598104171,159SH OTR1,401,1590
CAESARS ENTERTAINMENT INCCOM127686103191,400SH OTR1,301,4000
CAESARS ENTERTAINMENT INCCOM1276861039,546701,892SH OTR1,20701,8920
CAESARS ENTERTAINMENT INCCOM12768610327920,534SH OTR1,5020,5340
CAI INTERNATIONAL INCCOM12477X1062578,879SH OTR1,208,8790
CAI INTERNATIONAL INCCOM12477X10639113,497SH DFND113,49700
CALAMP CORPCOM128126109292,984SH OTR1,202,9840
CALAMP CORPCOM12812610914915,580SH DFND115,58000
CALAVO GROWERS INCCOM12824610512131SH OTR1,401310
CALAVO GROWERS INCCOM1282461053784,171SH OTR1,204,1710
CALAVO GROWERS INCCOM1282461056977,691SH DFND17,69100
CALERES INCCOM129500104753,171SH OTR1,503,1710
CALERES INCCOM12950010460025,255SH OTR1,2025,2550
CALIFORNIA WATER SERVICE GRPCOM1307881022,35345,645SH OTR1,2045,6450
CALIFORNIA WATER SERVICE GRPCOM1307881023176,154SH DFND16,15400
CALLON PETROLEUM CORPCOM13123X1021,332275,828SH OTR1,50275,8280
CALLON PETROLEUM CORPCOM13123X1021,984410,867SH DFND1410,86700
CAMDEN PROPERTY TRUSTCOM1331311021,11510,513SH OTR1,5010,5130
CAMECO CORPCOM13321L10827230,524SH OTR1,4030,5240
CAMECO CORPCOM13321L10845350,944SH OTR1,5050,9440
CAMPBELL SOUP COCOM134429109801,612SH OTR1,401,6120
CAMPBELL SOUP COCOM1344291091162,346SH OTR1,502,3460
CAMPBELL SOUP COCOM1344291094058,200SH OTR1,308,2000
CAN IMPERIAL BK OF COMMERCECOM1360691013364,040SH OTR1,404,0400
CAN IMPERIAL BK OF COMMERCECOM1360691013123,751SH OTR1,503,7510
CANADA GOOSE HOLDINGS W ICOM135086106782,139SH OTR1,402,1390
CANADA GOOSE HOLDINGS W ICOM1350861064121SH DFND112100
CANADA GOOSE HOLDINGS W ICOM13508610637010,200SH OTR1,3010,2000
CANADA GOOSE HOLDINGS W ICOM13508610640211,087SH OTR1,5011,0870
CANADIAN NATIONAL RAILWAY COCOM1363751021091,202SH OTR1,401,2020
CANADIAN NATIONAL RAILWAY COCOM1363751026146,784SH DFND16,78400
CANADIAN NATL RAILWAY COCOM1363751022172,400SH OTR1,502,4000
CANADIAN NATURAL RESOURCESCOM1363851013049,405SH DFND19,40500
CANNAE HOLDINGS INCCOM13765N107461,238SH OTR1,401,2380
CANNAE HOLDINGS INCCOM13765N10737810,160SH OTR1,2010,1600
CANNAE HOLDINGS INCCOM13765N1073539,497SH OTR1,509,4970
CAPITAL ONE FINLCOM14040H1051841,789SH OTR1,401,7890
CAPITAL ONE FINLCOM14040H1056566,373SH OTR1,206,3730
CAPITOL FEDERAL FINANCIALCOM14057J101634,568SH OTR1,204,5680
CAPITOL FEDERAL FINANCIALCOM14057J10121315,498SH OTR1,5015,4980
CAPRI HOLDINGS LTDCOMG1890L107121SH DFND12100
CAPRI HOLDINGS LTDCOMG1890L1071,01426,592SH OTR1,2026,5920
CAPRI HOLDINGS LTDCOMG1890L1073,13682,200SH OTR1,3082,2000
CAPRI HOLDINGS LTDCOMG1890L1073298,618SH OTR1,508,6180
CARA THERAPEUTICS INCCOM14075510917610,955SH OTR1,4010,9550
CARDINAL HEALTH INCCOM14149Y1081012,000SH OTR1,302,0000
CARDINAL HEALTH INCCOM14149Y1081,21223,971SH DFND123,97100
CARDTRONICS PLCCOMG1991C105601,338SH DFND11,33800
CARDTRONICS PLCCOMG1991C1053096,921SH OTR1,206,9210
CARGURUS INCCOM1417881091875,307SH OTR1,505,3070
CARGURUS INCCOM141788109752,125SH DFND12,12500
CARLISLE COS INCCOM14233910016100SH OTR1,301000
CARLISLE COS INCCOM1423391001,1867,331SH OTR1,407,3310
CARLISLE COS INCCOM1423391007114,391SH OTR1,204,3910
CARMAX INCCOM1431301023954,500SH OTR1,304,5000
CARMAX INCCOM1431301027518,570SH DFND18,57000
CARMAX INCCOM1431301021351,536SH DFND11,53600
CARNIVAL CORPCOM1436583002865,630SH DFND15,63000
CARNIVAL PLC ADRADR14365C1032324,808SH OTR1,204,8080
CAROLINA FINANCIAL CORPCOM1438731071,06424,611SH OTR1,2024,6110
CARTERS INCCOM14622910981742SH OTR1,407420
CARTERS INCCOM14622910922200SH OTR1,302000
CARTERS INCCOM1462291092272,079SH OTR1,202,0790
CASEYS GENERAL STORES INCCOM147528103957SH OTR1,40570
CASEYS GENERAL STORES INCCOM1475281038,44853,135SH OTR1,2053,1350
CASTLIGHT HEALTH INC BCOM14862Q1007858,915SH OTR1,2058,9150
CATALENT INCCOM1488061021763,132SH OTR1,403,1320
CATALENT INCCOM14880610270512,514SH OTR1,2012,5140
CATERPILLAR INCCOM14912310122151SH DFND115100
CATERPILLAR INCCOM14912310111,87380,394SH OTR1,2080,3940
CATERPILLAR INCCOM1491231013542,400SH OTR1,302,4000
CATERPILLAR INCCOM1491231018175,531SH OTR1,505,5310
CATERPILLAR INCCOM1491231011,50610,200SHCallDFND1000
CATERPILLAR INCCOM1491231011,55110,500SHPutDFND1000
CATHAY GENERAL BANCORPCOM14915010485822,554SH OTR1,2022,5540
CATO CORP CLASS ACOM149205106311,797SH OTR1,401,7970
CATO CORP CLASS ACOM149205106351,991SH DFND11,99100
CATO CORP CLASS ACOM14920510628516,407SH OTR1,2016,4070
CAVCO INDUSTRIES INCCOM149568107146748SH OTR1,207480
CAVCO INDUSTRIES INCCOM149568107142728SH OTR1,507280
CAVCO INDUSTRIES INCCOM149568107176903SH DFND190300
CB FINANCIAL SERVICES INCCOM12479G10139913,235SH OTR1,2013,2350
CBIZ INCCOM1248051021264,675SH OTR1,404,6750
CBIZ INCCOM124805102461,715SH OTR1,501,7150
CBIZ INCCOM124805102903,325SH DFND13,32500
CBIZ INCCOM12480510227810,318SH OTR1,2010,3180
CBOE GLOBAL MARKETS INCCOM12503M1084603,835SH DFND13,83500
CELANESE CORP COMMONCOM1508701032,75522,379SH OTR1,2022,3790
CELANESE CORP COMMONCOM1508701037145,800SH OTR1,305,8000
CELANESE CORP COMMONCOM1508701032952,396SH OTR1,502,3960
CEMEX SA SPONS ADR PART CERADR1512908899023,748SH OTR1,2023,7480
CEMIG SA SPONS ADRADR2044096017923,253SH OTR1,5023,2530
CENOVUS ENERGY INCCOM15135U10929128,600SH OTR1,5028,6000
CENOVUS ENERGY INCCOM15135U10928828,367SH OTR1,5028,3670
CENTENNIAL RESOURCE DEVELO ACOM15136A1023,788819,873SH DFND1819,87300
CENTERPOINT ENERGY INCCOM15189T1071796,566SH DFND16,56600
CENTERPOINT ENERGY INCCOM15189T1072228,134SH OTR1,208,1340
CENTERSTATE BANKS INCCOM15201P1091365,453SH OTR1,405,4530
CENTERSTATE BANKS INCCOM15201P10925410,157SH OTR1,5010,1570
CENTERSTATE BANKS INCCOM15201P10927410,949SH DFND110,94900
CENTRAL EUROPEAN MEDIA ENT ACOMG20045202419,090SH OTR1,509,0900
CENTRAL EUROPEAN MEDIA ENT ACOMG200452022,053453,102SH OTR1,20453,1020
CENTRAL GARDEN AND PET CO ACOM15352720547816,283SH DFND116,28300
CENTRAL PACIFIC FINANCIAL COCOM154760409501,679SH OTR1,401,6790
CENTRAL PACIFIC FINANCIAL COCOM154760409702,380SH OTR1,202,3800
CENTRAL PACIFIC FINANCIAL COCOM154760409963,248SH OTR1,503,2480
CENTRAL PUERTO SPONSORED ADRADR15503820141385,022SH OTR1,2085,0220
CENTURY ALUMINUM COMPANYCOM156431108243,162SH DFND13,16200
CENTURY ALUMINUM COMPANYCOM15643110821128,071SH OTR1,5028,0710
CENTURY COMMUNITIES INCCOM15650430034812,740SH DFND112,74000
CENTURYLINK INCCOM1567001061,347102,001SH OTR1,20102,0010
CENTURYLINK INCCOM1567001061,15487,395SH DFND187,39500
CERNER CORPCOM1567821041101,500SH OTR1,301,5000
CERNER CORPCOM1567821041,19116,224SH OTR1,2016,2240
CERNER CORPCOM1567821043264,448SH DFND14,44800
CERNER CORPCOM1567821042132,900SHCallDFND1000
CEVA INCCOM1572101051656,127SH OTR1,506,1270
CEVA INCCOM15721010534212,701SH DFND112,70100
CF INDUSTRIES HOLDINGS INCCOM1252691009184SH DFND118400
CF INDUSTRIES HOLDINGS INCCOM1252691003828,012SH OTR1,408,0120
CF INDUSTRIES HOLDINGS INCCOM12526910060912,765SH OTR1,2012,7650
CF INDUSTRIES HOLDINGS INCCOM12526910098820,700SH OTR1,3020,7000
CHANGE HEALTHCARE INCCOM15912K10030318,500SH OTR1,2018,5000
CHAPARRAL ENERGY INC CLASS ACOM15942R2084,8112,733,654SH DFND12,733,65400
CHARLES RIVER LABORATORIESCOM1598641073182,079SH OTR1,402,0790
CHARLES RIVER LABORATORIESCOM1598641072,15514,104SH OTR1,2014,1040
CHARTER COMMUNICATIONS CL ACOM16119P10821,90245,152SH OTR1,2045,1520
CHARTER COMMUNICATIONS CL ACOM16119P1081,6013,300SH OTR1,303,3000
CHARTER COMMUNICATIONS CL ACOM16119P108387798SH DFND179800
CHARTER COMMUNICATIONS CL ACOM16119P1081,7463,600SHCallDFND1000
CHARTER COMMUNICATIONS CL ACOM16119P1088251,700SHPutDFND1000
CHECK POINT SOFTWARE TECHCOMM224651049848,864SH OTR1,408,8640
CHECK POINT SOFTWARE TECHCOMM224651045875,294SH OTR1,205,2940
CHECK POINT SOFTWARE TECHCOMM224651049658,700SH OTR1,308,7000
CHECK POINT SOFTWARE TECHCOMM224651045274,751SH OTR1,504,7510
CHECK POINT SOFTWARE TECHCOMM224651044003,609SH DFND13,60900
CHECK POINT SOFTWARE TECHCOMM224651041,60914,500SHCallDFND1000
CHECK POINT SOFTWARE TECHCOMM224651041,27611,500SHPutDFND1000
CHEESECAKE FACTORYCOM1630721011293,331SH DFND13,33100
CHEESECAKE FACTORYCOM1630721013007,721SH OTR1,207,7210
CHEESECAKE FACTORYCOM1630721013278,423SH OTR1,508,4230
CHEFS WAREHOUSE HOLDINGS LLCOM1630861011223,199SH DFND13,19900
CHEFS WAREHOUSE HOLDINGS LLCOM1630861012085,465SH OTR1,205,4650
CHEGG INCCOM1630921096147SH DFND114700
CHEGG INCCOM16309210942811,298SH OTR1,4011,2980
CHEGG INCCOM1630921092,44164,400SH OTR1,3064,4000
CHEMED CORPCOM16359R1038011,824SH OTR1,401,8240
CHEMOURS CO THECOM163851108985,439SH OTR1,405,4390
CHEMOURS CO THECOM163851108603,300SH OTR1,303,3000
CHEMOURS CO THECOM16385110853129,360SH OTR1,2029,3600
CHENIERE ENERGY INCCOM16411R2084,09066,969SH OTR1,2066,9690
CHENIERE ENERGY INCCOM16411R2082824,619SH OTR1,504,6190
CHENIERE ENERGY INCCOM16411R20887114,260SH DFND114,26000
CHENIERE ENERGY INCCOM16411R2082,00932,900SHCallDFND1000
CHENIERE ENERGY INCCOM16411R2082,07033,900SHPutDFND1000
CHESAPEAKE ENERGY CORPCOM1651671071,6441,991,506SH DFND11,991,50600
CHEVRON CORPCOM1667641003723,086SH DFND13,08600
CHEVRON CORPCOM1667641004844,017SH OTR1,404,0170
CHEVRON CORPCOM16676410010,45086,716SH OTR1,2086,7160
CHEVRON CORPCOM1667641002,19318,200SH OTR1,3018,2000
CHEVRON CORPCOM1667641002,91024,148SH OTR1,5024,1480
CHEWY INC CLASS ACOM16679L1093111SH OTR1,501110
CHEWY INC CLASS ACOM16679L10949717,127SH OTR1,2017,1270
CHICOS FAS INCCOM168615102297,711SH OTR1,407,7110
CHICOS FAS INCCOM16861510221656,602SH OTR1,5056,6020
CHILDRENS PLACE INC THECOM16890510710164SH OTR1,401640
CHILDRENS PLACE INC THECOM16890510764010,233SH OTR1,2010,2330
CHILDRENS PLACE INC THECOM1689051074817,700SH OTR1,307,7000
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151042231,920SH OTR1,201,9200
CHINA INDEX HDS ADRADR16954W10114138,700SH OTR1,2038,7000
CHINA PETROLEUM & CHEM ADRADR16941R1082263,757SH OTR1,203,7570
CHINA PETROLEUM & CHEM ADRADR16941R1084056,730SH OTR1,506,7300
CHIPOTLE MEXICAN GRILL CL ACOM169656105184220SH OTR1,302200
CHIPOTLE MEXICAN GRILL CL ACOM169656105540645SH OTR1,506450
CHIPOTLE MEXICAN GRILL CL ACOM169656105238284SH DFND128400
CHIPOTLE MEXICAN GRILL CL ACOM1696561054,3535,200SHCallDFND1000
CHIPOTLE MEXICAN GRILL CL ACOM1696561053,7674,500SHPutDFND1000
CHOICE HOTELS INTL INCCOM1699051063823,698SH OTR1,403,6980
CHUBB LTDCOMH1467J104118758SH DFND175800
CHUBB LTDCOMH1467J1042391,535SH OTR1,401,5350
CHUBB LTDCOMH1467J1049656,201SH OTR1,206,2010
CHURCH & DWIGHT COCOM1713401021412,000SH OTR1,302,0000
CHURCH & DWIGHT COCOM171340102891,270SH DFND11,27000
CHURCH & DWIGHT COCOM1713401021,26918,044SH OTR1,2018,0440
CHURCHILL DOWNS INCCOM1714841082962,156SH OTR1,202,1560
CIA SANEAMENTO BASICO DE ADRADR20441A102191,230SH OTR1,401,2300
CIA SANEAMENTO BASICO DE ADRADR20441A10264042,546SH OTR1,2042,5460
CIENA CORPCOM171779309942,213SH OTR1,402,2130
CIENA CORPCOM17177930944410,396SH OTR1,2010,3960
CIENA CORPCOM17177930960214,100SH OTR1,3014,1000
CIENA CORPCOM1717793092395,592SH OTR1,505,5920
CIENA CORPCOM17177930991421,408SH DFND121,40800
CIGNA CORPCOM1255231004001,957SH OTR1,401,9570
CIGNA CORPCOM1255231004,58322,410SH OTR1,2022,4100
CIGNA CORPCOM1255231009924,850SH OTR1,304,8500
CIGNA CORPCOM1255231003481,703SH DFND11,70300
CIGNA CORPCOM1255231001,1045,400SHCallDFND1000
CIGNA CORPCOM1255231001,4727,200SHPutDFND1000
CIMAREX ENERGY COCOM1717981017,305139,168SH OTR1,20139,1680
CIMAREX ENERGY COCOM17179810184516,100SH OTR1,3016,1000
CIMAREX ENERGY COCOM17179810112,738242,684SH DFND1242,68400
CIMAREX ENERGY COCOM1717981019180SH DFND118000
CIMPRESS NVCOMG2143T10318141SH DFND114100
CIMPRESS NVCOMG2143T1038817,007SH OTR1,407,0070
CIMPRESS NVCOMG2143T1031,40111,138SH OTR1,2011,1380
CINCINNATI FINANCIAL CORPCOM1720621012,79526,578SH OTR1,2026,5780
CINCINNATI FINANCIAL CORPCOM1720621012922,780SH OTR1,502,7800
CINTAS CORPCOM1729081053771,400SH OTR1,301,4000
CINTAS CORPCOM1729081053331,236SH OTR1,501,2360
CINTAS CORPCOM172908105254944SH DFND194400
CIRRUS LOGIC INCCOM17275510016200SH OTR1,302000
CIRRUS LOGIC INCCOM1727551001,47517,902SH OTR1,2017,9020
CISCO SYSTEMS INCCOM17275R1021,53532,000SH OTR1,3032,0000
CISCO SYSTEMS INCCOM17275R1023,19666,648SH OTR1,5066,6480
CISCO SYSTEMS INCCOM17275R10268514,286SH DFND114,28600
CISCO SYSTEMS INCCOM17275R1026,259130,500SHCallDFND1000
CISCO SYSTEMS INCCOM17275R1027,371153,700SHPutDFND1000
CISION LTDCOMG1992S1094,528454,178SH OTR1,20454,1780
CISION LTDCOMG1992S10920620,646SH DFND120,64600
CIT GROUP INCCOM125581801233SH DFND13300
CIT GROUP INCCOM1255818013046,653SH OTR1,406,6530
CIT GROUP INCCOM1255818015,520120,974SH OTR1,20120,9740
CIT GROUP INCCOM1255818013708,100SH OTR1,308,1000
CIT GROUP INCCOM1255818014359,538SH OTR1,509,5380
CITIGROUP INCCOM1729674242142,676SH OTR1,402,6760
CITIGROUP INCCOM17296742458,274729,422SH OTR1,20729,4220
CITIZENS FINANCIAL GROUPCOM1746101051142,805SH OTR1,402,8050
CITIZENS FINANCIAL GROUPCOM1746101058200SH OTR1,302000
CITIZENS FINANCIAL GROUPCOM1746101051613,976SH OTR1,503,9760
CITIZENS FINANCIAL GROUPCOM1746101054,950121,891SH OTR1,20121,8910
CITRIX SYSTEMS INCCOM1773761006656,000SHCallDFND1000
CITRIX SYSTEMS INCCOM1773761005775,200SH OTR1,305,2000
CITRIX SYSTEMS INCCOM1773761007907,122SH OTR1,507,1220
CITY HOLDING COCOM177835105911,113SH OTR1,401,1130
CITY HOLDING COCOM1778351051421,727SH OTR1,201,7270
CLARIVATE ANALYTICS PLCCOMG21810109013SH DFND11300
CLARIVATE ANALYTICS PLCCOMG2181010947728,370SH OTR1,4028,3700
CLEAN HARBORS INCCOM1844961077158,343SH OTR1,408,3430
CLEAN HARBORS INCCOM1844961075015,838SH OTR1,205,8380
CLEAR CHANNEL OUTDOOR HOLDINGSCOM18453H1061,430500,000SH DFND1500,00000
CLEARWAY ENERGY INC ACOM18539C1051,22564,062SH DFND164,06200
CLOROX COCOM1890541094312,806SH OTR1,202,8060
CLOROX COCOM1890541097574,928SH DFND14,92800
CLOROX COCOM1890541091,0136,600SHCallDFND1000
CLOROX COCOM1890541098605,600SHPutDFND1000
CLOUDERA INCCOM18914U1001,819156,415SH OTR1,20156,4150
CLOUDERA INCCOM18914U10031527,100SH OTR1,3027,1000
CLOUDFLARE INC CLASS ACOM18915M107352,069SH OTR1,502,0690
CLOUDFLARE INC CLASS ACOM18915M10723513,800SH OTR1,2013,8000
CME GROUP INCCOM12572Q1051,5667,800SH OTR1,307,8000
CME GROUP INCCOM12572Q1059604,783SH OTR1,504,7830
CMS ENERGY CORPCOM1258961002,48139,482SH DFND139,48200
CNH INDUSTRIAL NVCOMN2094410969062,746SH DFND162,74600
CNO FINANCIAL GROUP INCCOM12621E103221,195SH DFND11,19500
CNO FINANCIAL GROUP INCCOM12621E10323713,085SH OTR1,4013,0850
CNO FINANCIAL GROUP INCCOM12621E1031,849102,008SH OTR1,20102,0080
CNOOC LTD SPON ADRADR1261321092091,256SH OTR1,501,2560
CNOOC LTD SPON ADRADR1261321092831,700SH DFND11,70000
CNX RESOURCES CORPCOM12653C108111,222SH OTR1,501,2220
CNX RESOURCES CORPCOM12653C10812914,540SH OTR1,4014,5400
CNX RESOURCES CORPCOM12653C10848154,352SH OTR1,2054,3520
CNX RESOURCES CORPCOM12653C1088,9881,015,610SH DFND11,015,61000
COCA COLA COMPANYCOM19121610072513,100SH OTR1,3013,1000
COCA COLA COMPANYCOM1912161004397,934SH OTR1,507,9340
COCA COLA CONSOLIDATED INCCOM1910981021,3114,617SH OTR1,204,6170
COCA COLA CONSOLIDATED INCCOM191098102213749SH DFND174900
COCA COLA EUROPEAN PARTNERSCOMG2583910434672SH OTR1,406720
COCA COLA EUROPEAN PARTNERSCOMG25839104991,950SH DFND11,95000
COCA COLA EUROPEAN PARTNERSCOMG258391043556,975SH OTR1,206,9750
COCA COLA EUROPEAN PARTNERSCOMG258391041,15022,600SH OTR1,3022,6000
COCA COLA EUROPEAN PARTNERSCOMG2583910471914,137SH OTR1,5014,1370
COGENT COMMUNICATIONS HOLDINGSCOM19239V30290113,691SH OTR1,2013,6910
COGNEX CORPCOM1924221031,11819,943SH OTR1,2019,9430
COGNIZANT TECH SOLUTIONS CRPCOM19244610210155SH OTR1,201550
COGNIZANT TECH SOLUTIONS CRPCOM19244610214227SH OTR1,502270
COGNIZANT TECH SOLUTIONS CRPCOM1924461023665,894SH DFND15,89400
COGNIZANT TECH SOLUTIONS CRPCOM1924461022,11534,100SHCallDFND1000
COGNIZANT TECH SOLUTIONS CRPCOM1924461021,66226,800SHPutDFND1000
COGNIZANT TECH SOLUTIONS CRPCOM1924461021,82329,400SH OTR1,3029,4000
COHBAR INCCOM19249J1094528,149SH OTR1,2028,1490
COHEN & STEERS INCCOM19247A100881,401SH OTR1,201,4010
COHEN & STEERS INCCOM19247A1002263,602SH OTR1,503,6020
COHU INCCOM19257610632414,186SH DFND114,18600
COLGATE PALMOLIVECOM1941621031452,100SH OTR1,302,1000
COLGATE PALMOLIVECOM1941621036379,249SH DFND19,24900
COLUMBIA BANKING SYSTEM INCCOM19723610271717,631SH OTR1,2017,6310
COLUMBIA PROPERTY TRUST INCCOM19828720339318,779SH OTR1,5018,7790
COMCAST CORP CL ACOM20030N10145310,082SH OTR1,5010,0820
COMCAST CORP CL ACOM20030N1011,45332,315SH DFND132,31500
COMERICA INCCOM2003401076318,800SH OTR1,308,8000
COMERICA INCCOM2003401074596,403SH OTR1,506,4030
COMFORT SYSTEMS USA INCCOM1999081043607,217SH OTR1,207,2170
COMFORT SYSTEMS USA INCCOM1999081048155SH OTR1,501550
COMFORT SYSTEMS USA INCCOM19990810420410SH DFND141000
COMM SERV SELECT SECTOR SPDRCOM81369Y8523,63467,755SH OTR1,2067,7550
COMMERCIAL METALS COCOM2017231031808,061SH OTR1,408,0610
COMMERCIAL METALS COCOM20172310381436,557SH OTR1,2036,5570
COMMERCIAL METALS COCOM2017231032009,000SH OTR1,309,0000
COMMERCIAL METALS COCOM20172310380135,952SH DFND135,95200
COMMUNITY BANK SYSTEM INCCOM20360710668965SH OTR1,509650
COMMUNITY BANK SYSTEM INCCOM2036071064366,150SH OTR1,406,1500
COMMUNITY BANK SYSTEM INCCOM2036071061,33618,827SH OTR1,2018,8270
COMMVAULT SYSTEMS INCCOM204166102451,016SH OTR1,401,0160
COMMVAULT SYSTEMS INCCOM20416610226587SH DFND158700
COMMVAULT SYSTEMS INCCOM20416610248310,820SH OTR1,2010,8200
COMMVAULT SYSTEMS INCCOM20416610261013,659SH OTR1,5013,6590
COMSCORE INCCOM20564W10519338,976SH OTR1,5038,9760
COMTECH TELECOMMUNICATIONSCOM205826209852,391SH OTR1,402,3910
COMTECH TELECOMMUNICATIONSCOM20582620956015,781SH DFND115,78100
CONAGRA BRANDS INCCOM2058871021995,800SH OTR1,305,8000
CONAGRA BRANDS INCCOM20588710290026,296SH OTR1,2026,2960
CONAGRA BRANDS INCCOM20588710242112,281SH DFND112,28100
CONCHO RESOURCES INCCOM20605P10161700SH OTR1,307000
CONCHO RESOURCES INCCOM20605P1013774,300SHCallDFND1000
CONCHO RESOURCES INCCOM20605P1011,55017,700SHPutDFND1000
CONCHO RESOURCES INCCOM20605P1018,32095,015SH DFND195,01500
CONDOR HOSPITALITY TRUST INCCOM20676Y4031,157104,812SH OTR1,20104,8120
CONDUENT INC WHEN ISSUEDCOM2067871034700SH OTR1,307000
CONDUENT INC WHEN ISSUEDCOM20678710324639,750SH OTR1,5039,7500
CONMED CORPCOM20741010104SH DFND1400
CONMED CORPCOM2074101012492,223SH OTR1,202,2230
CONMED CORPCOM2074101012131,905SH OTR1,501,9050
CONNECTONE BANCORP INCCOM20786W10718693SH OTR1,406930
CONNECTONE BANCORP INCCOM20786W10723890SH OTR1,508900
CONNECTONE BANCORP INCCOM20786W10731912,403SH OTR1,2012,4030
CONNS INCCOM20824210718114,574SH OTR1,4014,5740
CONNS INCCOM20824210739331,716SH OTR1,2031,7160
CONNS INCCOM20824210715512,489SH OTR1,5012,4890
CONOCOPHILLIPSCOM20825C1041,99630,687SH DFND130,68700
CONOCOPHILLIPSCOM20825C1043224,957SH OTR1,404,9570
CONOCOPHILLIPSCOM20825C1044,95176,130SH OTR1,2076,1300
CONOCOPHILLIPSCOM20825C1042,05331,563SH OTR1,5031,5630
CONSOL ENERGY INCCOM20854L108231,559SH OTR1,401,5590
CONSOL ENERGY INCCOM20854L10839427,146SH OTR1,2027,1460
CONSOLIDATED COMMUNICATIONSCOM2090341074311,147SH OTR1,4011,1470
CONSOLIDATED EDISON INCCOM2091151041681,862SH OTR1,501,8620
CONSOLIDATED EDISON INCCOM2091151042,72230,090SH OTR1,2030,0900
CONSTELLATION BRANDS INC ACOM21036P1084532,385SH OTR1,402,3850
CONSTELLATION BRANDS INC ACOM21036P1085122,700SH OTR1,302,7000
CONSTELLATION BRANDS INC ACOM21036P1082291,206SH OTR1,501,2060
CONSTELLATION BRANDS INC ACOM21036P1082081,097SH DFND11,09700
CONSTELLATION BRANDS INC ACOM21036P1085883,100SHCallDFND1000
CONSTELLATION BRANDS INC ACOM21036P1081,1205,900SHPutDFND1000
CONSTELLIUM SECOMF21107101695,173SH OTR1,405,1730
CONSTELLIUM SECOMF2110710120815,511SH OTR1,5015,5110
CONSTELLIUM SECOMF2110710128120,967SH DFND120,96700
CONSTRUCTION PARTNERS INC ACOM21044C107593,496SH OTR1,403,4960
CONSTRUCTION PARTNERS INC ACOM21044C10719611,647SH DFND111,64700
CONSUMER DISCRET SELECT SPDRETF81369Y40712,25797,728SH OTR1,2097,7280
CONSUMER DISCRET SELECT SPDRETF81369Y4072,07916,572SH DFND116,57200
CONSUMER DISCRET SELECT SPDRETF81369Y4071,40511,200SHCallDFND1000
CONSUMER DISCRET SELECT SPDRETF81369Y4076,04548,200SHPutDFND1000
CONTANGO OIL & GASCOM21075N2044412,100SH OTR1,2012,1000
CONTINENTAL BUILDING PRODUCTCOM21117110330811SH OTR1,508110
CONTINENTAL BUILDING PRODUCTCOM2111711032,21760,863SH OTR1,2060,8630
CONTINENTAL RESOURCES INC OKCOM212015101712,073SH OTR1,402,0730
CONTINENTAL RESOURCES INC OKCOM212015101641,875SH DFND11,87500
CONTINENTAL RESOURCES INC OKCOM21201510159417,314SH OTR1,2017,3140
CONTINENTAL RESOURCES INC OKCOM21201510160417,600SH OTR1,3017,6000
CONTINENTAL RESOURCES INC OKCOM21201510137510,925SH OTR1,5010,9250
COOPER STANDARD HOLDINGCOM21676P1037225SH OTR1,402250
COOPER STANDARD HOLDINGCOM21676P1031013,046SH OTR1,203,0460
COOPER STANDARD HOLDINGCOM21676P1032377,149SH DFND17,14900
COPA HOLDINGS SA CLASS ACOMP310761051091SH DFND19100
COPA HOLDINGS SA CLASS ACOMP310761053152,918SH OTR1,202,9180
COPA HOLDINGS SA CLASS ACOMP310761054263,942SH OTR1,503,9420
COPART INCCOM21720410632357SH OTR1,503570
COPART INCCOM2172041063423,758SH DFND13,75800
CORCEPT THERAPEUTICS INCCOM21835210215813,054SH OTR1,4013,0540
CORE LABORATORIES N VCOMN2271710726682SH DFND168200
CORE LABORATORIES N VCOMN227171073238,581SH OTR1,408,5810
CORE LABORATORIES N VCOMN227171072937,786SH OTR1,207,7860
CORE LABORATORIES N VCOMN2271710772319,200SH OTR1,3019,2000
CORECIVIC INCCOM21871N101402,278SH OTR1,402,2780
CORECIVIC INCCOM21871N10119411,183SH OTR1,5011,1830
CORNING INCCOM21935010561921,247SH DFND121,24700
CORNING INCCOM2193501052,44784,049SH OTR1,2084,0490
CORNING INCCOM2193501051,14339,252SH OTR1,5039,2520
CORNING INCCOM2193501051,60155,000SHCallDFND1000
CORNING INCCOM2193501051,07436,900SHPutDFND1000
CORPORATE OFFICE PROPERTIESCOM22002T10868823,434SH OTR1,2023,4340
COSAN LTD CLASS A SHARESCOMG253431072018,802SH OTR1,508,8020
COSTAMARE INCCOMY1771G102798,335SH OTR1,408,3350
COSTAMARE INCCOMY1771G10217418,277SH OTR1,5018,2770
COSTAMARE INCCOMY1771G10229731,192SH DFND131,19200
COSTAR GROUP INCCOM22160N1096161,030SH OTR1,501,0300
COSTCO WHOLESALE CORPCOM22160K1053,76212,800SH OTR1,3012,8000
COSTCO WHOLESALE CORPCOM22160K1051,9696,698SH OTR1,506,6980
COSTCO WHOLESALE CORPCOM22160K1059233,141SH DFND13,14100
COSTCO WHOLESALE CORPCOM22160K1052,9109,900SHCallDFND1000
COSTCO WHOLESALE CORPCOM22160K1053,11610,600SHPutDFND1000
COTT CORPORATIONCOM22163N10615010,963SH OTR1,5010,9630
COTT CORPORATIONCOM22163N10631923,293SH DFND123,29300
COTY INC CL ACOM2220702034376SH DFND137600
COTY INC CL ACOM222070203928,200SH OTR1,308,2000
COTY INC CL ACOM2220702031,157102,857SH OTR1,20102,8570
COUNTY BANCORP INCCOM22190710834513,449SH OTR1,2013,4490
COUPA SOFTWARE INCCOM22266L106103702SH DFND170200
COUPA SOFTWARE INCCOM22266L1064523,091SH OTR1,403,0910
COUPA SOFTWARE INCCOM22266L1064913,354SH OTR1,203,3540
COUPA SOFTWARE INCCOM22266L1064823,295SH OTR1,503,2950
COUPA SOFTWARE INCCOM22266L1065413,700SHPutDFND1000
COUPA SOFTWARE INCCOM22266L1065703,900SHCallDFND1000
CRACKER BARREL OLD COUNTRY STOCOM22410J10661400SH OTR1,304000
CRACKER BARREL OLD COUNTRY STOCOM22410J1063512,286SH OTR1,502,2860
CRANE COCOM2243991053133,626SH OTR1,403,6260
CRANE COCOM2243991057498,667SH OTR1,208,6670
CRANE COCOM2243991052913,367SH DFND13,36700
CRAWFORD & CO CL BCOM22463310737837,217SH OTR1,2037,2170
CREDICORP LTDCOMG2519Y1081,7118,028SH OTR1,208,0280
CREDICORP LTDCOMG2519Y1085992,811SH OTR1,502,8110
CREDICORP LTDCOMG2519Y10853250SH OTR1,302500
CREDIT ACCEPTANCE CORPCOM2253101017881,781SH OTR1,201,7810
CREDIT SWISS GROUP SPON ADRADR22540110818613,799SH OTR1,2013,7990
CREDIT SWISS GROUP SPON ADRADR22540110830622,780SH OTR1,5022,7800
CREE RESEARCH INCCOM22544710125542SH OTR1,405420
CREE RESEARCH INCCOM225447101240SH DFND14000
CREE RESEARCH INCCOM22544710178517,000SH OTR1,3017,0000
CREE RESEARCH INCCOM2254471013237,000SH OTR1,507,0000
CRESCENT POINT ENERGY CORPCOM22576C10116737,338SH OTR1,5037,3380
CRESUD S A SPONS ADRADR22640610611816,691SH OTR1,2016,6910
CRINETICS PHARMACEUTICALS INCOM22663K1072108,369SH OTR1,208,3690
CRISPR THERAPEUTICS AGCOMH171821088126SH DFND112600
CRISPR THERAPEUTICS AGCOMH171821082564,198SH OTR1,404,1980
CROWDSTRIKE HOLDINGS INC ACOM22788C1053116,227SH OTR1,506,2270
CROWN CASTLE INTL CORPCOM22822V1017,43552,306SH OTR1,2052,3060
CROWN CASTLE INTL CORPCOM22822V1012721,912SH OTR1,501,9120
CROWN HOLDINGSCOM22836810698813,615SH OTR1,4013,6150
CROWN HOLDINGSCOM2283681065938,168SH OTR1,208,1680
CROWN HOLDINGSCOM2283681065737,900SH OTR1,307,9000
CROWN HOLDINGSCOM2283681064125,679SH OTR1,505,6790
CROWN HOLDINGSCOM2283681062503,445SH DFND13,44500
CSG SYSTEMS INTL INCCOM1263491093206,186SH OTR1,506,1860
CSG SYSTEMS INTL INCCOM1263491092104,061SH DFND14,06100
CSX CORPCOM1264081037100SH OTR1,301000
CSX CORPCOM12640810312,625174,472SH OTR1,20174,4720
CSX CORPCOM1264081035407,464SH OTR1,507,4640
CSX CORPCOM1264081036078,395SH DFND18,39500
CSX CORPCOM1264081032,44633,800SHCallDFND1000
CSX CORPCOM1264081032,98841,300SHPutDFND1000
CUMMINS INCCOM231021106112627SH OTR1,406270
CUMMINS INCCOM2310211066,59836,867SH OTR1,2036,8670
CUMMINS INCCOM2310211061,95110,900SH OTR1,3010,9000
CUMMINS INCCOM2310211061,2456,958SH OTR1,506,9580
CUMMINS INCCOM2310211065042,817SH DFND12,81700
CUMMINS INCCOM2310211063,59720,100SHCallDFND1000
CUMMINS INCCOM2310211064,67126,100SHPutDFND1000
CURO GROUP HOLDINGS CORPCOM23131L107736,000SH OTR1,406,0000
CURO GROUP HOLDINGS CORPCOM23131L107826,746SH OTR1,206,7460
CURTISS WRIGHT CORPCOM2315611011891,339SH OTR1,401,3390
CURTISS WRIGHT CORPCOM2315611011921,365SH DFND11,36500
CURTISS WRIGHT CORPCOM2315611018896,310SH OTR1,206,3100
CURTISS WRIGHT CORPCOM2315611013232,292SH OTR1,502,2920
CUSHMAN & WAKEFIELD PLCCOMG2717B1083,556173,967SH OTR1,20173,9670
CVB FINANCIAL CORPCOM126600105421,951SH DFND11,95100
CVB FINANCIAL CORPCOM12660010527012,500SH OTR1,5012,5000
CVR ENERGY INCCOM12662P108932,300SH OTR1,302,3000
CVR ENERGY INCCOM12662P10843410,732SH OTR1,5010,7320
CVS HEALTH CORPCOM1266501002212,980SH DFND12,98000
CYBER ARK SOFTWARE LTD ISRAECOMM2682V1084363,740SH OTR1,303,7400
CYBER ARK SOFTWARE LTD ISRAECOMM2682V1081,27610,942SH OTR1,5010,9420
CYMABAY THERAPEUTICS INCCOM23257D103319162,834SH OTR1,20162,8340
CYPRESS SEMICONDUCTOR CORPCOM2328061099,986428,048SH OTR1,20428,0480
CYPRESS SEMICONDUCTOR CORPCOM23280610946720,004SH OTR1,5020,0040
D R HORTON INCCOM23331A1091,34525,500SH OTR1,3025,5000
D R HORTON INCCOM23331A1093446,515SH OTR1,506,5150
D R HORTON INCCOM23331A1091,99437,810SH DFND137,81000
DANA INCCOM235825205623,401SH OTR1,403,4010
DANA INCCOM23582520525714,097SH OTR1,5014,0970
DANA INCCOM23582520536419,987SH DFND119,98700
DANAHER CORPCOM2358511027394,812SH OTR1,404,8120
DARDEN RESTAURANTS INCCOM2371941052,74725,200SHCallDFND1000
DARDEN RESTAURANTS INCCOM2371941051,92917,700SHPutDFND1000
DARDEN RESTAURANTS INCCOM2371941054113,774SH OTR1,203,7740
DARDEN RESTAURANTS INCCOM2371941058918,178SH OTR1,508,1780
DARLING INGREDIENTS INCCOM2372661012087,410SH OTR1,207,4100
DAVE & BUSTERS ENTERTAINMENCOM2383371091443,576SH OTR1,403,5760
DAVE & BUSTERS ENTERTAINMENCOM2383371091,71542,704SH OTR1,2042,7040
DAVITA INCCOM23918K10830400SH OTR1,304000
DAVITA INCCOM23918K10815194SH DFND119400
DAVITA INCCOM23918K10811,975159,604SH OTR1,20159,6040
DBV TECHNOLOGIES SA SPON ADRADR23306J10110910,220SH OTR1,2010,2200
DECKERS OUTDOOR CORPCOM2435371071,6249,615SH OTR1,209,6150
DECKERS OUTDOOR CORPCOM2435371077264,300SH OTR1,304,3000
DECKERS OUTDOOR CORPCOM2435371074922,914SH OTR1,502,9140
DEERE & COCOM24419910556326SH OTR1,403260
DEERE & COCOM2441991051,5969,214SH OTR1,209,2140
DELEK US HOLDINGS INGCOM24665A1031103,275SH OTR1,403,2750
DELEK US HOLDINGS INGCOM24665A103441,300SH OTR1,301,3000
DELEK US HOLDINGS INGCOM24665A10364819,328SH OTR1,2019,3280
DELTA AIR LINES INCCOM2473617021,32022,570SH DFND122,57000
DELTA AIR LINES INCCOM24736170261410,500SHCallDFND1000
DELTA AIR LINES INCCOM24736170277213,200SHPutDFND1000
DELTA AIR LINES INCCOM24736170279713,629SH OTR1,2013,6290
DELUXE CORPCOM248019101951,894SH OTR1,401,8940
DELUXE CORPCOM2480191011042,082SH DFND12,08200
DELUXE CORPCOM2480191014488,969SH OTR1,208,9690
DENBURY RESOURCES INCCOM24791620813797,381SH OTR1,2097,3810
DENBURY RESOURCES INCCOM2479162081,9901,411,404SH DFND11,411,40400
DENTSPLY SIRONA INCCOM24906P10970212,400SH OTR1,3012,4000
DENTSPLY SIRONA INCCOM24906P1094217,434SH OTR1,507,4340
DENTSPLY SIRONA INCCOM24906P1092925,165SH DFND15,16500
DESIGNER BRANDS INCCOM250565108674,245SH OTR1,204,2450
DESIGNER BRANDS INCCOM25056510876748,700SH OTR1,3048,7000
DEUTSCHE BANK AG REGCOMD1819089825833,122SH OTR1,5033,1220
DEVON ENERGY CORPORATIONCOM25179M103271,028SH OTR1,401,0280
DEVON ENERGY CORPORATIONCOM25179M1035,610216,028SH OTR1,20216,0280
DEVON ENERGY CORPORATIONCOM25179M10347218,174SH OTR1,5018,1740
DHT HOLDINGS INCCOMY2065G12124529,574SH OTR1,5029,5740
DHT HOLDINGS INCCOMY2065G121222,615SH DFND12,61500
DIAMOND OFFSHORE DRILLINGCOM25271C1021200SH OTR1,302000
DIAMOND OFFSHORE DRILLINGCOM25271C10241657,902SH OTR1,5057,9020
DIAMOND S SHIPPING INCCOMY206761051629,658SH OTR1,509,6580
DIAMOND S SHIPPING INCCOMY2067610533019,702SH OTR1,2019,7020
DIAMOND S SHIPPING INCCOMY2067610546928,000SH DFND128,00000
DIAMONDBACK ENERGY INCCOM25278X1091,32214,232SH OTR1,2014,2320
DIAMONDBACK ENERGY INCCOM25278X1091,97821,300SH OTR1,3021,3000
DIAMONDBACK ENERGY INCCOM25278X10954579SH OTR1,405790
DIAMONDROCK HOSPITALITY COCOM25278430141737,626SH OTR1,2037,6260
DICKS SPORTING GOODS INCCOM25339310255611,243SH OTR1,5011,2430
DIEBOLD NIXDORF INCCOM25365110313312,622SH DFND112,62200
DIGITAL REALTY TRUST INCCOM2538681031731,447SH DFND11,44700
DIGITAL REALTY TRUST INCCOM2538681035034,200SHPutDFND1000
DIGITAL REALTY TRUST INCCOM2538681039137,628SH OTR1,207,6280
DIGITAL TURBINE INCCOM25400W10265191,360SH OTR1,5091,3600
DIGITAL TURBINE INCCOM25400W102415,754SH OTR1,405,7540
DILLARD INC CL ACOM2540671011331,814SH OTR1,501,8140
DILLARD INC CL ACOM2540671013424,654SH OTR1,204,6540
DINE BRANDS GLOBAL INCCOM25442310632385SH OTR1,503850
DINE BRANDS GLOBAL INCCOM25442310618218SH DFND121800
DINE BRANDS GLOBAL INCCOM2544231063003,589SH OTR1,403,5890
DIODES INCCOM25454310173713,073SH OTR1,2013,0730
DIPLOMAT PHARMACY INCCOM25456K1011,894473,507SH OTR1,20473,5070
DISCOVER FINANCIAL SERVICESCOM25470910836423SH OTR1,404230
DISCOVER FINANCIAL SERVICESCOM2547091087378,681SH DFND18,68100
DISCOVER FINANCIAL SERVICESCOM2547091085856,900SHPutDFND1000
DISCOVER FINANCIAL SERVICESCOM2547091084,09248,249SH OTR1,2048,2490
DISCOVERY COMMUNICATIONS CCOM25470F3023,818125,231SH OTR1,20125,2310
DISCOVERY INC ACOM25470F10432986SH OTR1,209860
DISCOVERY INC ACOM25470F1041805,510SH DFND15,51000
DISCOVERY INC ACOM25470F10446514,200SH OTR1,3014,2000
DISH NETWORK CORP ACOM25470M109752,124SH OTR1,502,1240
DISH NETWORK CORP ACOM25470M109732,067SH DFND12,06700
DISH NETWORK CORP ACOM25470M1092557,200SHPutDFND1000
DISH NETWORK CORP ACOM25470M1091,13131,875SH OTR1,4031,8750
DISH NETWORK CORP ACOM25470M1092276,400SH OTR1,306,4000
DOLBY LABORATORIES INC CL ACOM25659T10713193SH OTR1,401930
DOLBY LABORATORIES INC CL ACOM25659T107761,100SH OTR1,301,1000
DOLBY LABORATORIES INC CL ACOM25659T1072,45435,668SH OTR1,2035,6680
DOLBY LABORATORIES INC CL ACOM25659T1076259,085SH OTR1,509,0850
DOLLAR GENERAL CORPCOM2566771055,49035,200SHCallDFND1000
DOLLAR GENERAL CORPCOM2566771058,61055,200SHPutDFND1000
DOLLAR GENERAL CORPCOM2566771053182,041SH OTR1,402,0410
DOLLAR GENERAL CORPCOM2566771053,43722,037SH OTR1,2022,0370
DOLLAR GENERAL CORPCOM2566771051,4279,146SH OTR1,509,1460
DOLLAR GENERAL CORPCOM2566771055303,400SH DFND13,40000
DOLLAR TREE STORES INCCOM2567461081041,101SH DFND11,10100
DOLLAR TREE STORES INCCOM2567461082732,900SHCallDFND1000
DOLLAR TREE STORES INCCOM2567461085365,700SHPutDFND1000
DOLLAR TREE STORES INCCOM2567461082,24823,900SH OTR1,3023,9000
DOMINOS PIZZA INCCOM25754A201153520SH OTR1,405200
DOMINOS PIZZA INCCOM25754A201153522SH DFND152200
DOMINOS PIZZA INCCOM25754A2019553,250SH OTR1,303,2500
DOMINOS PIZZA INCCOM25754A2019043,078SH OTR1,503,0780
DOMTAR CORPCOM25755920399425,990SH OTR1,2025,9900
DOMTAR CORPCOM25755920345511,900SH OTR1,3011,9000
DORIAN LPG LTDCOMY2106R11031620,395SH OTR1,5020,3950
DORIAN LPG LTDCOMY2106R11023615,258SH DFND115,25800
DORIAN LPG LTDCOMY2106R110382,430SH OTR1,202,4300
DOUGLAS EMMETT INC W ICOM25960P10973516,732SH OTR1,5016,7320
DRIL QUIPCOM2620371045108SH OTR1,401080
DRIL QUIPCOM262037104861,834SH OTR1,501,8340
DRIL QUIPCOM2620371042124,527SH DFND14,52700
DROPBOX INC CLASS ACOM26210C1042123SH DFND112300
DROPBOX INC CLASS ACOM26210C10440722,700SH OTR1,3022,7000
DROPBOX INC CLASS ACOM26210C10473040,784SH OTR1,5040,7840
DTE ENERGY COMPANYCOM2333311074783,682SH OTR1,403,6820
DUCOMMUN INCCOM264147109991,968SH OTR1,401,9680
DUCOMMUN INCCOM2641471092855,632SH DFND15,63200
DUKE ENERGY CORPCOM26441C2041,25913,800SHCallDFND1000
DUKE ENERGY CORPCOM26441C2042552,800SHPutDFND1000
DUKE ENERGY CORPCOM26441C2043083,382SH OTR1,403,3820
DUKE ENERGY CORPCOM26441C2043744,100SH OTR1,304,1000
DUKE ENERGY CORPCOM26441C2048649,468SH OTR1,509,4680
DUKE ENERGY CORPCOM26441C2043914,285SH DFND14,28500
DUKE REALTY CORPCOM2644115052,47971,512SH OTR1,5071,5120
DUNKIN BRANDS GROUP INCCOM2655041001,32517,535SH OTR1,2017,5350
DUNKIN BRANDS GROUP INCCOM2655041006879,100SH OTR1,309,1000
DUNKIN BRANDS GROUP INCCOM2655041004546,016SH OTR1,506,0160
DUPONT DE NEMOURS INCCOM26614N1025658,802SH DFND18,80200
DUPONT DE NEMOURS INCCOM26614N1022,16433,700SHCallDFND1000
DUPONT DE NEMOURS INCCOM26614N1021,98430,900SHPutDFND1000
DUPONT DE NEMOURS INCCOM26614N1022563,990SH OTR1,403,9900
DUPONT DE NEMOURS INCCOM26614N1023,90360,800SH OTR1,3060,8000
DUPONT DE NEMOURS INCCOM26614N1022,44838,130SH OTR1,5038,1300
DXC TECHNOLOGY COCOM23355L1062,52267,100SH OTR1,3067,1000
DXC TECHNOLOGY COCOM23355L1062927,770SH DFND17,77000
DXP ENTERPRISES INCCOM2333774072355,904SH OTR1,205,9040
DYCOM INDSCOM26747510132670SH OTR1,206700
DYCOM INDSCOM2674751011463,100SH OTR1,303,1000
DYCOM INDSCOM26747510147510,070SH OTR1,4010,0700
DYCOM INDSCOM2674751013707,845SH DFND17,84500
DYNATRACE HOLDINGS LLCCOM26815010929911,806SH OTR1,4011,8060
DYNEX CAPITAL INCCOM26817Q886513,018SH OTR1,403,0180
DYNEX CAPITAL INCCOM26817Q88629217,233SH OTR1,2017,2330
E TRADE FINANCIAL CORPCOM269246401811,782SH DFND11,78200
E TRADE FINANCIAL CORPCOM2692464011,55034,167SH OTR1,2034,1670
E TRADE FINANCIAL CORPCOM2692464014269,400SH OTR1,309,4000
E TRADE FINANCIAL CORPCOM26924640148710,735SH OTR1,5010,7350
EAGLE BANCORP INCCOM26894810658912,104SH OTR1,2012,1040
EAGLE MATERIALS INCCOM26969P1081,54817,080SH OTR1,2017,0800
EAGLE MATERIALS INCCOM26969P1085265,800SH OTR1,305,8000
EAGLE MATERIALS INCCOM26969P1081251,380SH OTR1,501,3800
EAST WEST BANCORP INCCOM27579R10495019,498SH OTR1,4019,4980
EASTERLY GOVERNMENT PROPERTICOM27616P10334314,456SH OTR1,2014,4560
EASTMAN CHEMICAL COMPANYCOM27743210078989SH OTR1,209890
EASTMAN CHEMICAL COMPANYCOM27743210093811,839SH OTR1,5011,8390
EASTMAN CHEMICAL COMPANYCOM2774321002072,606SH DFND12,60600
EATON CORP PLCCOMG291831034,91351,869SH OTR1,2051,8690
EATON CORP PLCCOMG291831033313,492SH OTR1,503,4920
EATON CORP PLCCOMG291831032732,885SH DFND12,88500
EATON CORP PLCCOMG291831036546,906SH OTR1,406,9060
EATON VANCE CORPCOM2782651033587,662SH OTR1,407,6620
EATON VANCE CORPCOM278265103661,405SH OTR1,501,4050
EATON VANCE CORPCOM27826510319405SH DFND140500
EBAY INCCOM278642103361,000SH OTR1,301,0000
EBAY INCCOM2786421031734,781SH DFND14,78100
EBAY INCCOM2786421034,026111,500SHCallDFND1000
EBAY INCCOM2786421036,113169,300SHPutDFND1000
EBAY INCCOM2786421038,671240,141SH OTR1,20240,1410
EBAY INCCOM2786421033,00583,231SH OTR1,5083,2310
EBIX INCCOM278715206411,230SH OTR1,501,2300
EBIX INCCOM2787152061715,125SH DFND15,12500
ECOLAB INCCOM2788651005652,927SH OTR1,502,9270
ECOPETROL SA SPONSORED ADRADR2791581091919,584SH OTR1,409,5840
ECOPETROL SA SPONSORED ADRADR279158109015SH OTR1,50150
ECOPETROL SA SPONSORED ADRADR27915810977138,606SH OTR1,2038,6060
EDGEWELL PERSONAL CARE COCOM28035Q1021434,619SH OTR1,504,6190
EDGEWELL PERSONAL CARE COCOM28035Q10236111,651SH OTR1,2011,6510
EDGEWELL PERSONAL CARE COCOM28035Q10279325,600SH OTR1,3025,6000
EDGEWELL PERSONAL CARE COCOM28035Q10235811,566SH DFND111,56600
EDISON INTERNATIONALCOM2810201071,53120,300SH OTR1,3020,3000
EDISON INTERNATIONALCOM2810201075487,264SH OTR1,507,2640
EDWARDS LIFESCIENCES CORPCOM28176E1083,20813,750SH OTR1,3013,7500
EDWARDS LIFESCIENCES CORPCOM28176E1081,1464,911SH OTR1,504,9110
EHEALTH INCCOM28238P10990939SH OTR1,409390
EHEALTH INCCOM28238P1093073,200SH OTR1,303,2000
EHEALTH INCCOM28238P1094594,779SH OTR1,504,7790
EL PASO ELECTRIC COCOM2836778541692,488SH OTR1,502,4880
EL PASO ELECTRIC COCOM2836778544,87371,782SH OTR1,2071,7820
EL PASO ELECTRIC COCOM2836778542744,041SH DFND14,04100
EL POLLO LOCO HOLDINGS INCCOM26860310716510,903SH OTR1,2010,9030
EL POLLO LOCO HOLDINGS INCCOM268603107513,386SH OTR1,403,3860
EL POLLO LOCO HOLDINGS INCCOM268603107143SH DFND14300
ELANCO ANIMAL HEALTH INC CVRCOM28414H103115,369SH OTR1,2015,3690
ELDORADO GOLD CORPCOM28490250953967,075SH OTR1,5067,0750
ELDORADO GOLD CORP LTDCOM28490250910913,600SH OTR1,5013,6000
ELECTRONIC ARTS INCCOM2855121098608,000SHCallDFND1000
ELECTRONIC ARTS INCCOM2855121093873,600SHPutDFND1000
ELECTRONIC ARTS INCCOM2855121095755,350SH OTR1,205,3500
ELECTRONIC ARTS INCCOM2855121094193,900SH OTR1,303,9000
ELECTRONIC ARTS INCCOM2855121093403,162SH OTR1,503,1620
ELEMENT SOLUTIONS INCCOM28618M106645,471SH OTR1,405,4710
ELEMENT SOLUTIONS INCCOM28618M106403,433SH OTR1,203,4330
ELEMENT SOLUTIONS INCCOM28618M1068680SH DFND168000
ELEMENT SOLUTIONS INCCOM28618M10618115,500SH OTR1,3015,5000
ELF BEAUTY INCCOM26856L10338824,048SH OTR1,5024,0480
ELOXX PHARMACEUTICALS INCCOM29014R10312016,318SH OTR1,2016,3180
EMBRAER AIRCRAFT CORP SP ADRADR29082A10712641SH OTR1,406410
EMBRAER AIRCRAFT CORP SP ADRADR29082A10721210,868SH OTR1,5010,8680
EMCOR GROUP INCCOM29084Q100951,100SH OTR1,301,1000
EMCOR GROUP INCCOM29084Q1001,15613,399SH OTR1,2013,3990
EMCOR GROUP INCCOM29084Q1004715,454SH OTR1,505,4540
EMCOR GROUP INCCOM29084Q1002202,546SH DFND12,54600
EMERGENT BIOSOLUTIONS INCCOM29089Q105120SH DFND12000
EMERGENT BIOSOLUTIONS INCCOM29089Q1052414,460SH OTR1,404,4600
EMERSON ELECTRIC COCOM29101110486211,309SH DFND111,30900
EMERSON ELECTRIC COCOM2910111042,07227,176SH OTR1,2027,1760
EMERSON ELECTRIC COCOM2910111041,96025,700SH OTR1,3025,7000
EMERSON ELECTRIC COCOM2910111044636,072SH OTR1,506,0720
EMPIRE STATE REALTY TRUST INCOM29210410687062,343SH OTR1,2062,3430
EMPIRE STATE REALTY TRUST INCOM29210410632523,250SH OTR1,5023,2500
EMPLOYERS HOLDINGS INCCOM2922181041994,774SH OTR1,404,7740
EMPLOYERS HOLDINGS INCCOM292218104882,106SH OTR1,202,1060
EMPLOYERS HOLDINGS INCCOM292218104912,175SH OTR1,502,1750
ENBRIDGE INCCOM29250N10531782SH DFND178200
ENBRIDGE INCCOM29250N10580620,277SH OTR1,5020,2770
ENCANA CORPCOM292505104497105,947SH OTR1,50105,9470
ENCOMPASS HEALTH CORPCOM29261A1001,03114,883SH OTR1,2014,8830
ENCOMPASS HEALTH CORPCOM29261A1002,82640,800SH OTR1,3040,8000
ENCOMPASS HEALTH CORPCOM29261A10096013,853SH OTR1,5013,8530
ENERGIZER HOLDINGS INCCOM29272W10912238SH DFND123800
ENERGIZER HOLDINGS INCCOM29272W1093707,370SH OTR1,407,3700
ENERGIZER HOLDINGS INCCOM29272W10980616,056SH OTR1,2016,0560
ENERGIZER HOLDINGS INCCOM29272W10978815,700SH OTR1,3015,7000
ENERGIZER HOLDINGS INCCOM29272W10975315,000SH OTR1015,0000
ENERPAC TOOL GROUP CORPCOM29276510440515,568SH OTR1,2015,5680
ENERPAC TOOL GROUP CORPCOM29276510475729,067SH DFND129,06700
ENERPLUS CORPCOM29276610227438,440SH OTR1,5038,4400
ENERSIS CHILE SA ADR W IADR29278D1058317,507SH OTR1,5017,5070
ENERSIS CHILE SA ADR W IADR29278D10511925,000SH DFND125,00000
ENI SPA ADRADR26874R1082929,418SH OTR1,209,4180
ENPHASE ENERGY INCCOM29355A10713492SH DFND149200
ENPHASE ENERGY INCCOM29355A1072469,402SH OTR1,509,4020
ENTEGRA FINANCIAL CORPCOM29363J1081,14537,961SH OTR1,2037,9610
ENTEGRIS INCCOM29362U104851,702SH DFND11,70200
ENTEGRIS INCCOM29362U1043016,000SH OTR1,406,0000
ENTEGRIS INCCOM29362U1042705,400SH OTR1,305,4000
ENTERCOM COMMUNICATIONS CORPCOM2936391005111,075SH OTR1,4011,0750
ENTERCOM COMMUNICATIONS CORPCOM29363910015633,519SH OTR1,2033,5190
ENTERCOM COMMUNICATIONS CORPCOM2936391007716,540SH OTR1,5016,5400
ENTERGY CORPCOM29364G10318148SH OTR1,301480
ENTERGY CORPCOM29364G1031299SH DFND19900
ENTERGY CORPCOM29364G1032952,459SH OTR1,502,4590
ENVISTA HOLDINGS CORPCOM29415F10431610,647SH OTR1,2010,6470
EPAM SYSTEMS INCCOM29414B104837SH DFND13700
EPAM SYSTEMS INCCOM29414B1041,0134,773SH OTR1,204,7730
EPAM SYSTEMS INCCOM29414B104202950SH OTR1,309500
EPAM SYSTEMS INCCOM29414B1045582,630SH OTR1,502,6300
EPLUS INCCOM2942681071651,962SH OTR1,501,9620
EPLUS INCCOM2942681073524,180SH DFND14,18000
EQUIFAX INCCOM2944291058836,300SHCallDFND1000
EQUIFAX INCCOM2944291059957,100SHPutDFND1000
EQUINIX INCCOM29444U700393673SH OTR1,506730
EQUITY COMMONWEALTHCOM2946281021,05432,097SH OTR1,2032,0970
EQUITY LIFESTYLE PROPERTIESCOM29472R1085988,489SH OTR1,508,4890
EQUITY RESIDENTIAL PROPS TRCOM29476L10788610,953SH OTR1,5010,9530
ERICSSON LM TEL SP ADRADR29482160811112,685SH OTR1,2012,6850
ERIE INDEMNITY COMPANY CL ACOM29530P1025063,051SH OTR1,203,0510
ERIE INDEMNITY COMPANY CL ACOM29530P1022541,530SH OTR1,501,5300
EROS INTERNATIONAL PLCCOMG3788M114489144,156SH OTR1,50144,1560
ESSENT GROUP LTDCOMG3198U102801,531SH DFND11,53100
ESSENT GROUP LTDCOMG3198U1022955,678SH OTR1,405,6780
ESSENT GROUP LTDCOMG3198U10288216,965SH OTR1,2016,9650
ESSENT GROUP LTDCOMG3198U1023,08859,400SH OTR1,3059,4000
ESSENT GROUP LTDCOMG3198U1024578,798SH OTR1,508,7980
ESSEX PROPERTY TRUST INCCOM29717810510,29234,210SH OTR1,2034,2100
ESSEX PROPERTY TRUST INCCOM2971781058882,951SH OTR1,502,9510
ESTEE LAUDER COMPANIES CL ACOM5184391041,9529,450SH OTR1,309,4500
ESTEE LAUDER COMPANIES CL ACOM5184391048203,970SH OTR1,503,9700
EURONAV SA TEMPORARYCOMB3856410866853,296SH OTR1,5053,2960
EURONAV SA TEMPORARYCOMB3856410820216,083SH DFND116,08300
EURONET WORLDWIDE INCCOM298736109112708SH OTR1,207080
EURONET WORLDWIDE INCCOM298736109126800SH OTR1,308000
EURONET WORLDWIDE INCCOM2987361094362,768SH OTR1,502,7680
EVENTBRITE INC CLASS ACOM29975E1091477,312SH OTR1,407,3120
EVENTBRITE INC CLASS ACOM29975E1095244SH DFND124400
EVENTBRITE INC CLASS ACOM29975E10925012,373SH OTR1,5012,3730
EVERBRIDGE INCCOM29978A1043894,983SH OTR1,404,9830
EVERBRIDGE INCCOM29978A10484310,801SH DFND110,80100
EVERBRIDGE INCCOM29978A1041221,568SH OTR1,201,5680
EVERBRIDGE INCCOM29978A10470900SH OTR1,309000
EVERBRIDGE INCCOM29978A1041141,464SH OTR1,501,4640
EVERCORE INCCOM29977A1055857,831SH OTR1,407,8310
EVERCORE INCCOM29977A1052783,725SH OTR1,203,7250
EVERCORE INCCOM29977A1055617,500SH OTR1,307,5000
EVERCORE INCCOM29977A1051181,576SH OTR1,501,5760
EVERCORE INCCOM29977A10523311SH DFND131100
EVERGY INCCOM30034W10671911,051SH OTR1,4011,0510
EVERGY INCCOM30034W1064,49269,013SH OTR1,2069,0130
EVERGY INCCOM30034W1061,95330,000SH OTR1,3030,0000
EVERI HOLDINGS INCCOM30034T103211,552SH OTR1,401,5520
EVERI HOLDINGS INCCOM30034T103392,935SH OTR1,502,9350
EVERI HOLDINGS INCCOM30034T1031148,453SH DFND18,45300
EVERQUOTE INC CLASS ACOM30041R1082687,805SH OTR1,507,8050
EVERSOURCE ENERGYCOM30040W10822,026258,914SH OTR1,20258,9140
EVOQUA WATER TECHNOLOGIES COCOM30057T10532016,894SH DFND116,89400
EXACT SCIENCES CORPCOM30063P1053333,600SH OTR1,303,6000
EXACT SCIENCES CORPCOM30063P1052793,013SH DFND13,01300
EXACT SCIENCES CORPCOM30063P1052402,600SHPutDFND1000
EXLSERVICE HOLDINGS INCCOM302081104901,295SH OTR1,201,2950
EXLSERVICE HOLDINGS INCCOM302081104951,366SH OTR1,501,3660
EXLSERVICE HOLDINGS INCCOM3020811041351,945SH DFND11,94500
EXPEDIA GROUP INCCOM30212P3032,01118,600SH OTR1,3018,6000
EXPEDIA GROUP INCCOM30212P3039979,224SH OTR1,509,2240
EXPEDIA GROUP INCCOM30212P3034263,943SH DFND13,94300
EXPEDITORS INTL WASH INCCOM30213010918,601238,419SH OTR1,20238,4190
EXPONENT INCCOM30214U1021341,936SH OTR1,401,9360
EXPONENT INCCOM30214U1021111,615SH OTR1,201,6150
EXPONENT INCCOM30214U102891,295SH OTR1,501,2950
EXPRESS INCCOM30219E10311523,641SH OTR1,5023,6410
EXPRESS INCCOM30219E10351,043SH OTR1,401,0430
EXTERRAN CORPCOM30227H106496,245SH OTR1,406,2450
EXTERRAN CORPCOM30227H106739,312SH OTR1,209,3120
EXTERRAN CORPCOM30227H106638,053SH OTR1,508,0530
EXTRACTION OIL & GAS LLCCOM30227M10511252,930SH OTR1,2052,9300
EXTREME NETWORK INCCOM30226D10620327,525SH OTR1,2027,5250
EXTREME NETWORK INCCOM30226D106243,287SH OTR1,403,2870
EXXON MOBIL CORPCOM30231G10279911,448SH OTR1,4011,4480
EXXON MOBIL CORPCOM30231G1022,01028,800SH OTR1,3028,8000
EXXON MOBIL CORPCOM30231G1024,85169,515SH OTR1,5069,5150
EXXON MOBIL CORPCOM30231G1022503,589SH DFND13,58900
EZCORP INC CL ACOM30230110631646,300SH OTR1,2046,3000
F5 NETWORKS INCCOM3156161024,16829,846SH OTR1,2029,8460
F5 NETWORKS INCCOM3156161026844,900SH OTR1,304,9000
F5 NETWORKS INCCOM3156161025453,902SH OTR1,503,9020
FABRINETCOMG3323L10086913,395SH OTR1,2013,3950
FABRINETCOMG3323L1002053,163SH OTR1,503,1630
FACEBOOK INC ACOM30303M1022,88414,050SH OTR1,3014,0500
FACEBOOK INC ACOM30303M1025,37426,182SH OTR1,5026,1820
FACEBOOK INC ACOM30303M102191932SH DFND193200
FACTSET RESEARCH SYS INCCOM3030751059,24134,442SH OTR1,2034,4420
FACTSET RESEARCH SYS INCCOM30307510580300SH OTR1,403000
FAIR ISAAC CORPCOM3032501043751,000SH OTR1,401,0000
FANG HOLDINGS LTDCOM30711Y20111941,700SH OTR1,2041,7000
FARFETCH LTD CLASS ACOM30744W10714413,900SH OTR1,3013,9000
FARFETCH LTD CLASS ACOM30744W10745644,066SH OTR1,5044,0660
FARFETCH LTD CLASS ACOM30744W107727,000SH OTR1,407,0000
FARO TECHNOLOGIES INCCOM3116421023416,770SH DFND16,77000
FASTENAL CORPCOM3119001043208,660SH DFND18,66000
FASTENAL CORPCOM3119001041113,003SH OTR1,203,0030
FASTENAL CORPCOM3119001041865,047SH OTR1,505,0470
FASTENAL CORPCOM31190010474320,100SHCallDFND1000
FASTENAL CORPCOM31190010474320,100SHPutDFND1000
FEDERAL REALTY INVS TRUSTCOM3137472063,80929,592SH OTR1,2029,5920
FEDERAL REALTY INVS TRUSTCOM31374720684653SH OTR1,506530
FEDERAL SIGNAL CORPCOM31385510856617,538SH OTR1,2017,5380
FEDERAL SIGNAL CORPCOM31385510811343SH OTR1,503430
FEDERAL SIGNAL CORPCOM31385510822683SH DFND168300
FEDERATED INVESTORS INC CL BCOM3142111032888,838SH OTR1,208,8380
FEDERATED INVESTORS INC CL BCOM31421110326800SH OTR1,308000
FEDERATED INVESTORS INC CL BCOM3142111031955,972SH OTR1,505,9720
FEDERATED INVESTORS INC CL BCOM3142111038247SH DFND124700
FEDEX CORPCOM31428X1063162,090SH OTR1,402,0900
FEDEX CORPCOM31428X1061,1897,864SH DFND17,86400
FEDEX CORPCOM31428X10615100SH OTR1,301000
FENNEC PHARMACEUTICALS INCCOM31447P10014322,026SH OTR1,2022,0260
FERRARI NVCOMN3167Y10339238SH OTR1,402380
FERRARI NVCOMN3167Y1031,87111,300SH OTR1,3011,3000
FERRARI NVCOMN3167Y1036483,915SH OTR1,503,9150
FERRARI NVCOMN3167Y1036463,900SHCallDFND1000
FIAT CHRYSLER AUTOMOBILES NVCOMN3173810275551,364SH OTR1,5051,3640
FIAT CHRYSLER AUTOMOBILES NVCOMN31738102805,466SH DFND15,46600
FIBROGEN INCCOM31572Q80869616,227SH OTR1,2016,2270
FIBROGEN INCCOM31572Q808431,007SH OTR1,401,0070
FIBROGEN INCCOM31572Q80836847SH DFND184700
FIDELITY NATIONAL INFORMATIOCOM31620M1063,82527,500SH OTR1,3027,5000
FIDELITY NATIONAL INFORMATIOCOM31620M1061811,301SH DFND11,30100
FIESTA RESTAURANT GROUP W ICOM31660B10121321,500SH OTR1,2021,5000
FIESTA RESTAURANT GROUP W ICOM31660B101343,392SH OTR1,403,3920
FIFTH THIRD BANCORPCOM3167731006,311205,311SH OTR1,20205,3110
FIFTH THIRD BANCORPCOM3167731002,08467,800SH OTR1,3067,8000
FIFTH THIRD BANCORPCOM3167731001,42546,370SH OTR1,5046,3700
FIFTH THIRD BANCORPCOM31677310035911,691SH DFND111,69100
FIFTH THIRD BANCORPCOM3167731003,154102,600SHCallDFND1000
FIFTH THIRD BANCORPCOM3167731002,44179,400SHPutDFND1000
FINVOLUTION GROUPADR31810T1013312,366SH OTR1,5012,3660
FIREEYE INCCOM31816Q1011,20572,869SH OTR1,2072,8690
FIREEYE INCCOM31816Q10125215,250SH OTR1,5015,2500
FIREEYE INCCOM31816Q101352,100SH OTR1,302,1000
FIRST AMERICAN FINANCIALCOM31847R1021,08418,587SH OTR1,2018,5870
FIRST AMERICAN FINANCIALCOM31847R1023,83265,700SH OTR1,3065,7000
FIRST AMERICAN FINANCIALCOM31847R10270512,091SH OTR1,5012,0910
FIRST AMERICAN FINANCIALCOM31847R1021472,513SH DFND12,51300
FIRST BANCORP PUERTO RICOCOM31867270623121,833SH OTR1,2021,8330
FIRST BANCORP PUERTO RICOCOM31867270636634,555SH OTR1,5034,5550
FIRST BANCORP PUERTO RICOCOM318672706878,262SH OTR1,408,2620
FIRST BANCORP PUERTO RICOCOM318672706434,102SH DFND14,10200
FIRST CITIZENS BCSHS CL ACOM31946M1031,3852,603SH OTR1,202,6030
FIRST COMMONWEALTH FINL CORPCOM31982910714710,145SH OTR1,5010,1450
FIRST COMMONWEALTH FINL CORPCOM319829107775,284SH OTR1,405,2840
FIRST COMMONWEALTH FINL CORPCOM319829107825,673SH OTR1,205,6730
FIRST COMMUNITY CORPCOM31983510445921,257SH OTR1,2021,2570
FIRST HAWAIIAN INCCOM32051X1082498,637SH OTR1,208,6370
FIRST HAWAIIAN INCCOM32051X1082859,876SH OTR1,509,8760
FIRST HAWAIIAN INCCOM32051X1081705,900SH OTR1,405,9000
FIRST HAWAIIAN INCCOM32051X10828986SH DFND198600
FIRST HORIZON NATIONAL CORPCOM32051710555033,239SH OTR1,5033,2390
FIRST HORIZON NATIONAL CORPCOM3205171057400SH OTR1,304000
FIRST INDUSTRIAL REALTY TRCOM32054K1032145,156SH OTR1,505,1560
FIRST INDUSTRIAL REALTY TRCOM32054K1031002,400SH OTR1,402,4000
FIRST INDUSTRIAL REALTY TRCOM32054K103671,619SH OTR1,201,6190
FIRST INTERSTATE BANCSYS MTCOM32055Y2013067,295SH OTR1,207,2950
FIRST INTERSTATE BANCSYS MTCOM32055Y2011022,433SH OTR1,502,4330
FIRST INTERSTATE BANCSYS MTCOM32055Y2011704,051SH DFND14,05100
FIRST MERCHANTS CORPORATIONCOM3208171091643,947SH OTR1,403,9470
FIRST MERCHANTS CORPORATIONCOM320817109621,497SH DFND11,49700
FIRST MIDWEST BANCORP INC ILCOM32086710437416,217SH OTR1,2016,2170
FIRST MIDWEST BANCORP INC ILCOM320867104291,277SH OTR1,401,2770
FIRST SAVINGS FINANCIAL GRPCOM33621E1092904,323SH OTR1,204,3230
FIRST SOLAR INCCOM33643310756610,113SH OTR1,4010,1130
FIRST SOLAR INCCOM3364331072624,688SH DFND14,68800
FIRST SOLAR INCCOM3364331071963,500SH OTR1,303,5000
FIRST SOLAR INCCOM3364331071572,801SH OTR1,502,8010
FIRST TRUST LOW DURATION OPPCOM33739Q20099519,204SH DFND119,20400
FIRSTENERGY CORPCOM3379321071,29226,575SH OTR1,4026,5750
FIRSTENERGY CORPCOM3379321074,54893,582SH DFND193,58200
FIRSTENERGY CORPCOM33793210788918,300SHCallDFND1000
FIRSTENERGY CORPCOM33793210788918,300SHPutDFND1000
FISERV INCCOM3377381081,24010,727SH OTR1,2010,7270
FISERV INCCOM3377381082,05817,800SH OTR1,3017,8000
FISERV INCCOM3377381087366,369SH OTR1,506,3690
FISERV INCCOM33773810827230SH DFND123000
FITBIT INC ACOM33812L10262394,807SH OTR1,5094,8070
FIVE BELOWCOM33829M1013192,497SH OTR1,402,4970
FIVE BELOWCOM33829M1011361,065SH OTR1,501,0650
FIVE PRIME THERAPEUTICS INCCOM33830X1046714,704SH OTR1,2014,7040
FLAGSTAR BANCORP INCCOM3379307052045,343SH OTR1,405,3430
FLEETCOR TECHNOLOGIES INCCOM3390411052,97410,337SH OTR1,5010,3370
FLEETCOR TECHNOLOGIES INCCOM3390411054971,727SH DFND11,72700
FLEX LTDCOMY2573F102806,361SH OTR1,206,3610
FLEX LTDCOMY2573F10232125,412SH OTR1,5025,4120
FLEX LTDCOMY2573F10228322,422SH DFND122,42200
FLEX LTDCOMY2573F1021100SH OTR1,301000
FLIR SYSTEMS INCCOM30244510170813,598SH OTR1,2013,5980
FLIR SYSTEMS INCCOM3024451011,04120,000SH OTR1,3020,0000
FLIR SYSTEMS INCCOM3024451012715,204SH OTR1,505,2040
FLIR SYSTEMS INCCOM302445101991,906SH DFND11,90600
FLOOR & DECOR HOLDINGS INC ACOM33975010155410,900SH OTR1,3010,9000
FLOOR & DECOR HOLDINGS INC ACOM3397501011402,747SH OTR1,502,7470
FLOWERS FOODS INCCOM34349810134615,931SH OTR1,5015,9310
FLOWERS FOODS INCCOM3434981011958,949SH OTR1,208,9490
FLOWERS FOODS INCCOM34349810112551SH DFND155100
FLOWSERVE CORPCOM34354P1053937,904SH OTR1,207,9040
FLOWSERVE CORPCOM34354P10538763SH OTR1,407630
FLUOR CORP NEWCOM3434121022,487131,713SH OTR1,20131,7130
FLUOR CORP NEWCOM34341210228114,900SH OTR1,3014,9000
FLUOR CORP NEWCOM3434121029455SH DFND145500
FMC CORPCOM3024913031,00810,100SH OTR1,3010,1000
FMC CORPCOM3024913033463,462SH OTR1,503,4620
FMC CORPCOM3024913032732,739SH DFND12,73900
FNB CORPCOM30252010122217,449SH OTR1,2017,4490
FNB CORPCOM3025201011199,336SH OTR1,409,3360
FNB CORPCOM302520101624,847SH OTR1,504,8470
FNF GROUPCOM31620R3033638,000SH OTR1,308,0000
FNF GROUPCOM31620R3034379,646SH OTR1,509,6460
FOMENTO ECONOMICO MEX SP ADRADR3444191061431,516SH OTR1,401,5160
FOMENTO ECONOMICO MEX SP ADRADR3444191061491,581SH OTR1,201,5810
FOOT LOCKER INCCOM34484910449012,562SH OTR1,4012,5620
FOOT LOCKER INCCOM3448491041,49638,377SH OTR1,2038,3770
FOOT LOCKER INCCOM3448491043,48689,400SH OTR1,3089,4000
FOOT LOCKER INCCOM34484910453013,585SH OTR1,5013,5850
FOOT LOCKER INCCOM3448491045124SH DFND112400
FORD MOTOR CORPCOM34537086091498,264SH OTR1,5098,2640
FORD MOTOR CORPCOM34537086016717,960SH DFND117,96000
FORD MOTOR CORPCOM3453708603327SH OTR1,403270
FORD MOTOR CORPCOM34537086063768,500SHCallDFND1000
FORESCOUT TECHNOLOGIES INCCOM34553D10152515,991SH OTR1,4015,9910
FORMFACTOR INCCOM3463751081,17245,147SH OTR1,2045,1470
FORMFACTOR INCCOM34637510819740SH OTR1,407400
FORMFACTOR INCCOM3463751081676,418SH OTR1,506,4180
FORTINET INCCOM34959E1093,79635,561SH OTR1,2035,5610
FORTINET INCCOM34959E1093423,200SH OTR1,303,2000
FORTINET INCCOM34959E1098748,187SH OTR1,508,1870
FORTIS INCCOM34955310745911,056SH OTR1,5011,0560
FORTIVE CORP W ICOM34959J1081,95625,600SH OTR1,3025,6000
FORUM ENERGY TECHNOLOGIES INCOM34984V10013580,400SH OTR1,2080,4000
FOUNDATION BUILDING MATERIALCOM350392106603,124SH OTR1,403,1240
FOUNDATION BUILDING MATERIALCOM3503921061648,483SH DFND18,48300
FOX FACTORY HOLDING CORPCOM35138V1023054,387SH DFND14,38700
FOX FACTORY HOLDING CORPCOM35138V10244636SH OTR1,206360
FRANCO NEVADA CORPCOM3518581052552,468SH OTR1,402,4680
FRANKLIN ELECTRIC CO INCCOM3535141024,16372,635SH OTR1,2072,6350
FRANKLIN RESOURCES INCCOM35461310114,722566,656SH OTR1,20566,6560
FRANKLIN RESOURCES INCCOM3546131012399,181SH DFND19,18100
FRANKLIN RESOURCES INCCOM354613101522,000SH OTR1,402,0000
FRANKS INTERNATIONAL N VCOMN33462107509,713SH OTR1,509,7130
FRANKS INTERNATIONAL N VCOMN3346210719637,837SH DFND137,83700
FRANKS INTERNATIONAL N VCOMN33462107214,079SH OTR1,404,0790
FREEPORT MCMORAN INCCOM35671D85718013,700SH OTR1,3013,7000
FRESENIUS MEDICAL CARE ADRADR3580291062035,509SH OTR1,205,5090
FRESHPET INCCOM3580391055669,582SH OTR1,209,5820
FRONTDOOR INCCOM35905A1093918,248SH OTR1,408,2480
FRONTIER COMMUNICATIONS CORPCOM35906A306374420,294SH OTR1,20420,2940
FRONTIER COMMUNICATIONS CORPCOM35906A3062730,000SH OTR1030,0000
FRONTLINE LTDCOMG3682E19224519,045SH OTR1,5019,0450
FS KKR CAPITAL CORPCOM30263510717628,780SH OTR1,4028,7800
FS KKR CAPITAL CORPCOM302635107487,808SH OTR1,207,8080
FT PREFERRED SECUR & INC ETFCOM33739E10834717,268SH DFND117,26800
FTI CONSULTING INCCOM3029411094564,117SH OTR1,504,1170
FTI CONSULTING INCCOM3029411091881,700SH OTR1,401,7000
FTI CONSULTING INCCOM3029411091751,584SH OTR1,201,5840
FTS INTERNATIONAL INCCOM30283W1044240,200SH OTR1,2040,2000
FUELCELL ENERGY INCCOM35952H601421167,834SH OTR1,50167,8340
FULTON FIN CORPCOM36027110053630,779SH OTR1,2030,7790
FULTON FIN CORPCOM3602711001206,856SH OTR1,506,8560
G III APPAREL GROUP LTDCOM36237H10122670SH OTR1,206700
G III APPAREL GROUP LTDCOM36237H10136510,890SH DFND110,89000
GALLAGHER ARTHUR J & COCOM3635761093053,200SH OTR1,303,2000
GAMESTOP CORPCOM36467W10944573,238SH OTR1,2073,2380
GAMESTOP CORPCOM36467W10918730,815SH OTR1,5030,8150
GAP INCCOM3647601082122SH DFND112200
GAP INCCOM36476010875642,744SH OTR1,4042,7440
GAP INCCOM3647601081,848104,500SH OTR1,30104,5000
GARMIN LTDCOMH2906T1091161,185SH OTR1,401,1850
GARMIN LTDCOMH2906T10963648SH DFND164800
GARMIN LTDCOMH2906T1095956,100SH OTR1,306,1000
GARMIN LTDCOMH2906T1091,12811,562SH OTR1,5011,5620
GARRETT MOTION INC WICOM36650510517817,844SH OTR1,4017,8440
GARRETT MOTION INC WICOM36650510598999,002SH OTR1,2099,0020
GARTNER INCCOM3666511071,62210,525SH OTR1,2010,5250
GARTNER INCCOM3666511073,80624,700SH OTR1,3024,7000
GASLOG LTDCOMG3758510913313,615SH OTR1,2013,6150
GASLOG LTDCOMG37585109174SH DFND17400
GATX CORPCOM3614481031,29715,659SH OTR1,2015,6590
GATX CORPCOM3614481031581,904SH OTR1,401,9040
GATX CORPCOM36144810377926SH DFND192600
GCI LIBERTY INC CLASS ACOM36164V305801,130SH OTR1,401,1300
GCI LIBERTY INC CLASS ACOM36164V30572910,291SH OTR1,5010,2910
GENERAC HOLDINGS INCCOM36873610410100SH OTR1,301000
GENERAC HOLDINGS INCCOM3687361041631,623SH OTR1,501,6230
GENERAC HOLDINGS INCCOM368736104444SH DFND14400
GENERAC HOLDINGS INCCOM3687361042832,811SH OTR1,402,8110
GENERAL DYNAMICS CORPCOM3695501082021,148SH OTR1,401,1480
GENERAL DYNAMICS CORPCOM3695501082,27212,882SH OTR1,3012,8820
GENERAL DYNAMICS CORPCOM3695501085973,384SH OTR1,503,3840
GENERAL ELECTRIC COCOM3696041032,250201,618SH OTR1,50201,6180
GENERAL ELECTRIC COCOM36960410319317,287SH DFND117,28700
GENERAL ELECTRIC COCOM3696041032200SH OTR1,302000
GENERAL ELECTRIC COCOM36960410319,5301,750,000SHPutDFND1000
GENERAL MILLS INCCOM37033410455710,398SH OTR1,5010,3980
GENERAL MILLS INCCOM3703341041,16521,755SH DFND121,75500
GENERAL MILLS INCCOM3703341043,26761,000SHCallDFND1000
GENERAL MILLS INCCOM3703341043,26761,000SHPutDFND1000
GENERAL MOTORS COCOM37045V100651,789SH DFND11,78900
GENERAL MOTORS COCOM37045V10048813,327SH OTR1,5013,3270
GENERAL MOTORS COCOM37045V1001,65145,100SHCallDFND1000
GENERAL MOTORS COCOM37045V1001,65145,100SHPutDFND1000
GENESCO INCCOM3715321024058,442SH OTR1,208,4420
GENPACT LTDCOMG3922B1071,51535,915SH OTR1,2035,9150
GENPACT LTDCOMG3922B1071303,092SH DFND13,09200
GENTEX CORPCOM37190110914496SH DFND149600
GENTEX CORPCOM37190110968423,608SH OTR1,2023,6080
GENTEX CORPCOM37190110950017,259SH OTR1,5017,2590
GENTHERM INCCOM37253A103771,741SH OTR1,401,7410
GENTHERM INCCOM37253A1031252,808SH OTR1,202,8080
GENWORTH FINANCIAL INC CL ACOM37247D10617439,546SH OTR1,2039,5460
GENWORTH FINANCIAL INC CL ACOM37247D1069321,117SH OTR1,5021,1170
GIBRALTAR INDUSTRIES INCCOM37468910735684SH OTR1,206840
GIBRALTAR INDUSTRIES INCCOM3746891071192,350SH DFND12,35000
GIBRALTAR INDUSTRIES INCCOM3746891073486,899SH OTR1,506,8990
GILEAD SCIENCES INCCOM37555810353817SH OTR1,408170
GILEAD SCIENCES INCCOM3755581031,08116,633SH DFND116,63300
GILEAD SCIENCES INCCOM3755581033,81458,700SH OTR1,3058,7000
GLATFELTERCOM377316104985,354SH OTR1,505,3540
GLATFELTERCOM37731610430516,675SH DFND116,67500
GLAUKOS CORPCOM37732210212219SH OTR1,402190
GLAUKOS CORPCOM37732210213236SH DFND123600
GLAUKOS CORPCOM3773221023215,900SH OTR1,305,9000
GLAUKOS CORPCOM3773221022544,658SH OTR1,504,6580
GLAXOSMITHKLINE PLC SPONS ADRADR37733W1052635,599SH OTR1,405,5990
GLOBAL CORD BLOOD CORPCOMG3934210321041,934SH OTR1,2041,9340
GLOBAL PAYMENTS INCCOM37940X10299541SH OTR1,405410
GLOBAL PAYMENTS INCCOM37940X10228,387155,495SH OTR1,20155,4950
GLOBAL PAYMENTS INCCOM37940X1021,0775,900SHCallDFND1000
GLOBAL PAYMENTS INCCOM37940X1024382,400SHPutDFND1000
GLOBANT SACOML443851091411,326SH OTR1,201,3260
GLOBANT SACOML4438510960563SH DFND156300
GLOBE LIFE INCCOM37959E10232300SH OTR1,303000
GLOBE LIFE INCCOM37959E1023,77235,840SH OTR1,2035,8400
GLOBUS MEDICAL INC ACOM379577208821,400SH OTR1,401,4000
GLOBUS MEDICAL INC ACOM379577208651,100SH OTR1,301,1000
GLOBUS MEDICAL INC ACOM3795772081893,206SH OTR1,503,2060
GLOBUS MEDICAL INC ACOM379577208353SH DFND15300
GLOBUS MEDICAL INC ACOM3795772081,03217,532SH OTR1,2017,5320
GODADDY INC CLASS ACOM3802371075988,809SH OTR1,208,8090
GODADDY INC CLASS ACOM3802371073264,800SH OTR1,304,8000
GODADDY INC CLASS ACOM38023710788813,079SH OTR1,5013,0790
GODADDY INC CLASS ACOM3802371071,08415,966SH DFND115,96600
GODADDY INC CLASS ACOM380237107951,392SH OTR1,401,3920
GOGO INCCOM38046C10910215,988SH OTR1,2015,9880
GOGO INCCOM38046C10911017,207SH DFND117,20700
GOL LINHAS AEREAS INTEL ADRCOM38045R20657832,000SH DFND132,00000
GOLAR LNG LTDCOMG9456A1001409,873SH OTR1,209,8730
GOLAR LNG LTDCOMG9456A100171,195SH DFND11,19500
GOLAR LNG LTDCOMG9456A10026918,918SH OTR1,5018,9180
GOLD FIELDS LTD SP ADRADR38059T10617626,735SH OTR1,5026,7350
GOLD FIELDS LTD SP ADRADR38059T10681,253SH OTR1,401,2530
GOLDEN OCEAN GROUP LTDCOMG396372058715,000SH DFND115,00000
GOLDMAN SACHS GROUP INCCOM38141G1048,45236,760SH OTR1,2036,7600
GOLDMAN SACHS GROUP INCCOM38141G1042,0238,800SH OTR1,308,8000
GOLDMAN SACHS GROUP INCCOM38141G1042471,076SH DFND11,07600
GOODYEAR TIRE & RUBBER COCOM382550101281,806SH OTR1,201,8060
GOODYEAR TIRE & RUBBER COCOM3825501012,355151,400SH OTR1,30151,4000
GOODYEAR TIRE & RUBBER COCOM38255010191558,847SH OTR1,5058,8470
GOPRO INC CLASS ACOM38268T10312528,849SH OTR1,2028,8490
GRACO INCCOM38410910411,800226,929SH OTR1,20226,9290
GRACO INCCOM384109104761,470SH OTR1,401,4700
GRAHAM HOLDINGS COCOM384637104151236SH OTR1,202360
GRAHAM HOLDINGS COCOM384637104222347SH OTR1,503470
GRAINGER WW INCCOM3848021041,6674,923SH OTR1,204,9230
GRAINGER WW INCCOM384802104274808SH OTR1,508080
GRAINGER WW INCCOM384802104205607SH DFND160700
GRAINGER WW INCCOM3848021046772,000SHCallDFND1000
GRAND CANYON EDUCATION INCCOM38526M1062973,100SH OTR1,303,1000
GRAND CANYON EDUCATION INCCOM38526M10619203SH OTR1,402030
GRAND CANYON EDUCATION INCCOM38526M1061051,092SH DFND11,09200
GRAPHIC PACKAGING HOLDINGSCOM3886891012100SH OTR1,301000
GRAPHIC PACKAGING HOLDINGSCOM38868910154732,868SH OTR1,2032,8680
GREAT WESTERN BANCORP INCCOM3914161041514,355SH OTR1,504,3550
GREAT WESTERN BANCORP INCCOM3914161041042,994SH DFND12,99400
GREAT WESTERN BANCORP INCCOM3914161042366,780SH OTR1,406,7800
GREAT WESTERN BANCORP INCCOM39141610445913,208SH OTR1,2013,2080
GREEN DOT CORP CLASS ACOM39304D10227511,800SH OTR1,3011,8000
GREEN DOT CORP CLASS ACOM39304D1022209,457SH OTR1,509,4570
GREEN DOT CORP CLASS ACOM39304D1021606,879SH OTR1,406,8790
GREEN DOT CORP CLASS ACOM39304D1021747,455SH OTR1,207,4550
GREEN DOT CORP CLASS ACOM39304D102152SH DFND15200
GREEN PLAINS INCCOM393222104533,414SH OTR1,403,4140
GREEN PLAINS INCCOM39322210440426,188SH OTR1,2026,1880
GREENBRIER COMPANIES INCCOM39365710169521,432SH DFND121,43200
GREENBRIER COMPANIES INCCOM3936571011143,503SH OTR1,203,5030
GREENBRIER COMPANIES INCCOM3936571017230SH OTR1,502300
GREENLIGHT CAPITAL RE LTD ACOMG4095J1097659SH OTR1,406590
GREENLIGHT CAPITAL RE LTD ACOMG4095J109999,764SH OTR1,209,7640
GRIFFON CORPORATIONCOM39843310224912,232SH DFND112,23200
GRIFOLS SA ADRADR3984384082078,868SH OTR1,208,8680
GROCERY OUTLET HOLDING CORPCOM39874R10150315,505SH OTR1,2015,5050
GROUP 1 AUTOMOTIVE INCCOM39890510954540SH OTR1,405400
GROUP 1 AUTOMOTIVE INCCOM39890510979794SH DFND179400
GROUP 1 AUTOMOTIVE INCCOM3989051092752,745SH OTR1,202,7450
GROUPON INCCOM39947310773,000SH OTR1,403,0000
GROUPON INCCOM399473107246102,758SH OTR1,50102,7580
GRUBHUB INCCOM40011010231639SH OTR1,406390
GRUBHUB INCCOM4001101021994,100SH OTR1,304,1000
GRUBHUB INCCOM400110102721,477SH DFND11,47700
GRUPO AEROPORTUARIO SUR ADRADR40051E202169902SH OTR1,409020
GRUPO AEROPORTUARIO SUR ADRADR40051E202185985SH OTR1,509850
GRUPO AEROPORTUARIO SUR ADRADR40051E2022181,162SH OTR1,201,1620
GRUPO FINANCIERO GALICIA ADRADR39990910076347,010SH OTR1,2047,0100
GRUPO FINANCIERO GALICIA ADRADR39990910041025,287SH OTR1,5025,2870
GRUPO TELEVISA SA ADRADR40049J2065400SH OTR1,404000
GRUPO TELEVISA SA ADRADR40049J20624520,901SH OTR1,2020,9010
GUARDANT HEALTH INCCOM40131M1092262,900SH OTR1,302,9000
GUARDANT HEALTH INCCOM40131M109788SH OTR1,40880
GUARDANT HEALTH INCCOM40131M1091742,231SH OTR1,502,2310
GUARDANT HEALTH INCCOM40131M109232SH DFND13200
GUESS INCCOM4016171051,57970,550SH OTR1,2070,5500
GUESS INCCOM401617105341,500SH OTR1,301,5000
GUIDEWIRE SOFTWARE INCCOM40171V1002312,100SH OTR1,302,1000
GULFPORT ENERGY CORPCOM40263530425684,074SH OTR1,5084,0740
GULFPORT ENERGY CORPCOM4026353042,503823,395SH DFND1823,39500
H&E EQUIPMENT SERVICES INCCOM40403010821621SH OTR1,206210
H&E EQUIPMENT SERVICES INCCOM40403010835810,705SH DFND110,70500
HAEMONETICS CORP MASSCOM4050241001661,447SH OTR1,401,4470
HAEMONETICS CORP MASSCOM4050241001491,297SH DFND11,29700
HAEMONETICS CORP MASSCOM4050241006175,368SH OTR1,205,3680
HAEMONETICS CORP MASSCOM4050241001,43612,500SH OTR1,3012,5000
HAEMONETICS CORP MASSCOM4050241005755,005SH OTR1,505,0050
HAIN CELESTIAL GROUP INCCOM4052171001254,809SH DFND14,80900
HAIN CELESTIAL GROUP INCCOM40521710051819,969SH OTR1,2019,9690
HALLIBURTON COCOM406216101401,618SH DFND11,61800
HALLIBURTON COCOM40621610127211,100SH OTR1,3011,1000
HALLIBURTON COCOM40621610149520,244SH OTR1,5020,2440
HALOZYME THERAPEUTICS INCCOM40637H109241,376SH DFND11,37600
HALOZYME THERAPEUTICS INCCOM40637H10943224,366SH OTR1,4024,3660
HANESBRANDS INCCOM4103451021026,900SH OTR1,306,9000
HANESBRANDS INCCOM4103451021,26385,051SH OTR1,5085,0510
HANESBRANDS INCCOM41034510234823,403SH DFND123,40300
HANOVER INSURANCE GROUP INCCOM4108671054082,983SH OTR1,402,9830
HANOVER INSURANCE GROUP INCCOM4108671051,78313,047SH OTR1,2013,0470
HARLEY DAVIDSON INCCOM4128221084100SH OTR1,301000
HARLEY DAVIDSON INCCOM4128221081253,348SH OTR1,503,3480
HARLEY DAVIDSON INCCOM41282210897426,181SH OTR1,2026,1810
HARMONY GOLD MNG SPON ADRADR41321630023063,406SH OTR1,5063,4060
HARSCO CORPCOM415864107853,678SH OTR1,403,6780
HARSCO CORPCOM41586410757324,922SH OTR1,2024,9220
HARSCO CORPCOM4158641072299,954SH DFND19,95400
HASBRO INCCOM418056107660SH OTR1,40600
HASBRO INCCOM4180561075,78154,739SH OTR1,2054,7390
HASBRO INCCOM4180561075815,500SH OTR1,305,5000
HASBRO INCCOM4180561072172,058SH OTR1,502,0580
HASBRO INCCOM4180561074674,425SH DFND14,42500
HASBRO INCCOM4180561071,07710,200SHCallDFND1000
HASBRO INCCOM4180561071,88017,800SHPutDFND1000
HCA HEALTHCARE INCCOM40412C10140272SH OTR1,502720
HCA HEALTHCARE INCCOM40412C1018595,812SH OTR1,405,8120
HCA HEALTHCARE INCCOM40412C1011,48710,063SH OTR1,2010,0630
HCA HEALTHCARE INCCOM40412C1011,52210,300SH OTR1,3010,3000
HD SUPPLY HOLDINGS INCCOM40416M105731,824SH OTR1,401,8240
HD SUPPLY HOLDINGS INCCOM40416M1051,42035,294SH OTR1,2035,2940
HD SUPPLY HOLDINGS INCCOM40416M10576118,910SH OTR1,3018,9100
HDFC BANK LTD ADRADR40415F10169110,910SH OTR1,5010,9100
HEALTH CARE SELECT SECTORCOM81369Y20919,942195,780SH OTR1,20195,7800
HEALTH CARE SELECT SECTORCOM81369Y20910,06198,778SH DFND198,77800
HEALTHCARE REALTY TRUST INCCOM4219461042146,423SH OTR1,506,4230
HEARTLAND EXPRESS INCCOM422347104823,908SH OTR1,403,9080
HEARTLAND EXPRESS INCCOM42234710425011,897SH OTR1,2011,8970
HECLA MINING COCOM422704106825243,299SH OTR1,50243,2990
HEICO CORPCOM42280610923199SH OTR1,201990
HEICO CORPCOM4228061091,86116,300SH OTR1,3016,3000
HEICO CORPCOM4228061091,0809,460SH OTR1,509,4600
HELIOS TECHNOLOGIES INCCOM42328H109461,004SH OTR1,201,0040
HELIOS TECHNOLOGIES INCCOM42328H1092625,674SH DFND15,67400
HELIX ENERGY SOLUTIONS GROUPCOM42330P107131,326SH DFND11,32600
HELIX ENERGY SOLUTIONS GROUPCOM42330P10774076,836SH OTR1,2076,8360
HELIX ENERGY SOLUTIONS GROUPCOM42330P10735837,176SH OTR1,5037,1760
HELMERICH & PAYNECOM42345210148,9101,076,592SH OTR1,201,076,5920
HELMERICH & PAYNECOM4234521013307,264SH OTR1,507,2640
HENRY JACK & ASSOCIATESCOM4262811014052,778SH OTR1,202,7780
HENRY JACK & ASSOCIATESCOM4262811012831,943SH OTR1,501,9430
HENRY SCHEIN INCCOM80640710235521SH DFND152100
HENRY SCHEIN INCCOM8064071026,55798,279SH OTR1,2098,2790
HENRY SCHEIN INCCOM8064071024967,428SH OTR1,507,4280
HERBALIFE NUTRITION LTDCOMG4412G101911,900SH OTR1,301,9000
HERBALIFE NUTRITION LTDCOMG4412G10116328SH DFND132800
HERBALIFE NUTRITION LTDCOMG4412G1011,11823,460SH OTR1,2023,4600
HERBALIFE NUTRITION LTDCOMG4412G1013487,297SH OTR1,507,2970
HERSHA HOSPITALITY TRUSTCOM4278255001016,951SH OTR1,206,9510
HERSHA HOSPITALITY TRUSTCOM427825500493,363SH OTR1,503,3630
HERTZ GLOBAL HOLDINGS INCCOM42806J1067473SH OTR1,404730
HERTZ GLOBAL HOLDINGS INCCOM42806J106744,700SH OTR1,304,7000
HERTZ GLOBAL HOLDINGS INCCOM42806J10621513,660SH DFND113,66000
HESKA CORPCOM42805E30652544SH OTR1,205440
HESKA CORPCOM42805E3063193,324SH DFND13,32400
HESS CORPCOM42809H1071542,300SH OTR1,302,3000
HESS CORPCOM42809H10785612,814SH DFND112,81400
HESS CORPCOM42809H1071,89728,400SHCallDFND1000
HESS CORPCOM42809H1073,02645,300SHPutDFND1000
HEWLETT PACKARD ENTERPRIS WICOM42824C109170SH OTR1,40700
HEWLETT PACKARD ENTERPRIS WICOM42824C109382,400SH OTR1,302,4000
HEWLETT PACKARD ENTERPRIS WICOM42824C10985453,863SH DFND153,86300
HEWLETT PACKARD ENTERPRIS WICOM42824C1093,088194,691SH OTR1,20194,6910
HEWLETT PACKARD ENTERPRIS WICOM42824C1093,839242,051SH OTR1,50242,0510
HEXCEL CORPCOM42829110866900SH OTR1,309000
HEXCEL CORPCOM42829110886911,849SH OTR1,4011,8490
HEXCEL CORPCOM4282911083354,575SH OTR1,204,5750
HEXCEL CORPCOM4282911086558,938SH OTR1,508,9380
HEXO CORPCOM428304109239150,000SHCallDFND1000
HIGHLAND INCOME FUNDCOM43010E4046,488522,000SH DFND1522,00000
HIGHPOINT RESOURCES CORPCOM43114K108246145,820SH DFND1145,82000
HIGHWOODS PROPERTIES INCCOM4312841082555,207SH OTR1,205,2070
HILL ROM HOLDINGS INCCOM4314751024343,827SH OTR1,403,8270
HILL ROM HOLDINGS INCCOM4314751025594,923SH OTR1,204,9230
HILLENBRAND INCCOM431571108942,825SH OTR1,202,8250
HILLENBRAND INCCOM43157110838211,459SH DFND111,45900
HILLENBRAND INCCOM4315711082036,095SH OTR1,406,0950
HILLENBRAND INCCOM43157110838811,640SH OTR1,5011,6400
HILLTOP HOLDINGS INCCOM432748101251,000SH OTR1,401,0000
HILLTOP HOLDINGS INCCOM4327481011927,698SH OTR1,207,6980
HILLTOP HOLDINGS INCCOM432748101993,984SH OTR1,503,9840
HILLTOP HOLDINGS INCCOM4327481014159SH DFND115900
HILTON GRAND VACATIONSCOM43283X1051243,600SH OTR1,303,6000
HILTON GRAND VACATIONSCOM43283X1051,13132,881SH OTR1,2032,8810
HILTON GRAND VACATIONSCOM43283X10536310,567SH OTR1,5010,5670
HILTON GRAND VACATIONSCOM43283X1052186,328SH DFND16,32800
HILTON WORLDWIDE HOLDINGS INCOM43300A20347420SH OTR1,504200
HILTON WORLDWIDE HOLDINGS INCOM43300A20332286SH DFND128600
HILTON WORLDWIDE HOLDINGS INCOM43300A2031,0869,791SH OTR1,409,7910
HILTON WORLDWIDE HOLDINGS INCOM43300A2033,48631,431SH OTR1,2031,4310
HNI CORPCOM4042511001483,946SH OTR1,403,9460
HNI CORPCOM4042511002566,828SH OTR1,206,8280
HNI CORPCOM4042511002225,913SH DFND15,91300
HOLLYFRONTIER CORPCOM4361061082384,694SH OTR1,404,6940
HOLLYFRONTIER CORPCOM4361061081,65032,537SH OTR1,2032,5370
HOLLYFRONTIER CORPCOM43610610851410,139SH OTR1,5010,1390
HOLLYSYS AUTOMATION TECHNOLOCOMG45667105674,106SH OTR1,504,1060
HOLLYSYS AUTOMATION TECHNOLOCOMG4566710519411,846SH OTR1,2011,8460
HOLOGIC INCCOM43644010144842SH OTR1,208420
HOLOGIC INCCOM4364401011,82735,000SH OTR1,3035,0000
HOLOGIC INCCOM43644010173414,052SH OTR1,5014,0520
HOLOGIC INCCOM4364401013085,899SH DFND15,89900
HOME DEPOT INCCOM437076102108494SH OTR1,404940
HOME DEPOT INCCOM437076102172789SH DFND178900
HOME DEPOT INCCOM4370761024,41220,202SH OTR1,2020,2020
HOME DEPOT INCCOM4370761023,82217,500SH OTR1,3017,5000
HOME DEPOT INCCOM4370761021,0114,630SH OTR1,504,6300
HOME DEPOT INCCOM4370761026,31128,900SHCallDFND1000
HOME DEPOT INCCOM4370761025,72226,200SHPutDFND1000
HONEYWELL INTL INCCOM4385161067073,995SH OTR1,403,9950
HONEYWELL INTL INCCOM4385161069,58054,124SH OTR1,2054,1240
HONEYWELL INTL INCCOM4385161062,81415,900SH OTR1,3015,9000
HONEYWELL INTL INCCOM4385161062,43613,762SH OTR1,5013,7620
HOPE BANCORP INCCOM43940T109281,856SH OTR1,201,8560
HOPE BANCORP INCCOM43940T10918912,710SH OTR1,4012,7100
HORACE MANN EDUCATORSCOM4403271041102,509SH OTR1,402,5090
HORACE MANN EDUCATORSCOM440327104461,045SH DFND11,04500
HORACE MANN EDUCATORSCOM4403271042696,159SH OTR1,206,1590
HORMEL FOODS CORPCOM44045210020443SH DFND144300
HORMEL FOODS CORPCOM4404521002164,782SH OTR1,404,7820
HOST HOTELS & RESORTS INCCOM44107P1043,000161,725SH OTR1,20161,7250
HOSTESS BRANDS INCCOM44109J1061006,854SH OTR1,206,8540
HOSTESS BRANDS INCCOM44109J106946,451SH DFND16,45100
HOWARD HUGHES CORP THECOM44267D10751400SH OTR1,304000
HOWARD HUGHES CORP THECOM44267D1072221,754SH DFND11,75400
HP INCCOM40434L1052,626127,793SH OTR1,50127,7930
HUAZHU GROUP LTDADR44332N10658714,656SH OTR1,2014,6560
HUB GROUP INC CL ACOM443320106551,071SH OTR1,401,0710
HUB GROUP INC CL ACOM4433201062424,714SH OTR1,204,7140
HUB GROUP INC CL ACOM4433201063586,981SH DFND16,98100
HUBBELL INC CL BCOM4435106071781,201SH OTR1,501,2010
HUBBELL INC CL BCOM4435106073932,661SH OTR1,402,6610
HUBBELL INC CL BCOM4435106072321,572SH OTR1,201,5720
HUBSPOT INCCOM4435731003572,251SH OTR1,202,2510
HUDBAY MINERALS INCCOM44362810211627,861SH OTR1,5027,8610
HUDSON PACIFIC PROPERTIES INCOM44409710982121,801SH OTR1,2021,8010
HUMANA INCCOM4448591026,87818,766SH OTR1,2018,7660
HUMANA INCCOM4448591028172,229SH OTR1,502,2290
HUNT JB TRANSPORT SVCS INCCOM4456581077,13361,082SH OTR1,2061,0820
HUNTINGTON BANCSHARESCOM44615010490159,732SH OTR1,4059,7320
HUNTINGTON BANCSHARESCOM44615010469245,898SH OTR1,5045,8980
HUNTINGTON INGALLS INDUSTRIECOM44641310629SH DFND1900
HUNTINGTON INGALLS INDUSTRIECOM446413106218867SH OTR1,408670
HUNTINGTON INGALLS INDUSTRIECOM4464131061,6686,648SH OTR1,206,6480
HUNTINGTON INGALLS INDUSTRIECOM4464131065522,201SH OTR1,502,2010
HUNTSMAN CORPCOM447011107301,250SH DFND11,25000
HUNTSMAN CORPCOM44701110739116,182SH OTR1,2016,1820
HUNTSMAN CORPCOM44701110740616,800SH OTR1,3016,8000
HUNTSMAN CORPCOM44701110754222,442SH OTR1,5022,4420
HUTCHISON CHINA MEDITECH ADRADR44842L10348319,255SH OTR1,2019,2550
HUYA INC ADRADR44852D10871439,769SH OTR1,5039,7690
HYATT HOTELS CORP CL ACOM44857910242468SH OTR1,404680
HYATT HOTELS CORP CL ACOM4485791021461,628SH DFND11,62800
HYATT HOTELS CORP CL ACOM4485791022803,118SH OTR1,203,1180
HYATT HOTELS CORP CL ACOM44857910296010,700SH OTR1,3010,7000
IAC INTERACTIVECORPCOM44919P508116465SH OTR1,404650
IAC INTERACTIVECORPCOM44919P5087883,165SH DFND13,16500
IAC INTERACTIVECORPCOM44919P5087222,900SHPutDFND1000
IAMGOLD CORPORATIONCOM45091310826771,587SH OTR1,4071,5870
IAMGOLD CORPORATIONCOM45091310834592,453SH OTR1,5092,4530
IAMGOLD INTL AFRICAN MNG GOLDCOM45091310811029,500SH OTR1,5029,5000
IBERIABANK CORPCOM45082810837492SH DFND149200
IBERIABANK CORPCOM4508281081,61821,626SH OTR1,2021,6260
IBERIABANK CORPCOM4508281082823,769SH OTR1,503,7690
IBM CORPCOM4592001011,72912,900SH OTR1,3012,9000
IBM CORPCOM4592001011,1558,619SH OTR1,508,6190
IBM CORPCOM4592001013162,356SH DFND12,35600
ICF INTERNATIONAL INCCOM44925C10351557SH OTR1,205570
ICF INTERNATIONAL INCCOM44925C1031791,958SH OTR1,501,9580
ICF INTERNATIONAL INCCOM44925C1033413,724SH DFND13,72400
ICICI BANK LTD ADRADR45104G10451334,025SH OTR1,5034,0250
ICON PLCCOMG4705A1003462,009SH OTR1,202,0090
IDACORP INCCOM4511071063132,930SH OTR1,402,9300
IDACORP INCCOM4511071065635,274SH OTR1,205,2740
IDACORP INCCOM4511071062031,900SH OTR1,301,9000
IDACORP INCCOM4511071066516,099SH OTR1,506,0990
IDEX CORPCOM45167R1049335,422SH OTR1,205,4220
IHEARTMEDIA INC CLASS ACOM45174J5091,690100,000SH OTR10100,0000
IHS MARKIT LTDCOMG475671053,71549,300SH OTR1,3049,3000
ILLINOIS TOOL WORKSCOM4523081094,29723,922SH OTR1,2023,9220
ILLINOIS TOOL WORKSCOM4523081091,2216,800SHCallDFND1000
ILLINOIS TOOL WORKSCOM4523081096653,700SHPutDFND1000
ILLUMINA INCCOM452327109313944SH DFND194400
IMAX CORPCOM45245E109703,426SH OTR1,403,4260
IMAX CORPCOM45245E1091386,757SH OTR1,206,7570
IMAX CORPCOM45245E109472,304SH OTR1,502,3040
IMAX CORPCOM45245E10918864SH DFND186400
IMMUNOMEDICS INCCOM4529071081537,239SH OTR1,407,2390
IMMUNOMEDICS INCCOM45290710827312,890SH OTR1,2012,8900
IMPINJ INCCOM4532041091264,891SH OTR1,404,8910
IMPINJ INCCOM4532041091706,565SH DFND16,56500
IMPINJ INCCOM4532041092188,423SH OTR1,508,4230
INCYTE CORPCOM45337C10238436SH DFND143600
INCYTE CORPCOM45337C1027178,207SH OTR1,408,2070
INCYTE CORPCOM45337C1023,78143,300SH OTR1,3043,3000
INDEPENDENT BANK CORP MACOM4538361081231,478SH OTR1,501,4780
INDEPENDENT BANK CORP MACOM4538361081131,356SH DFND11,35600
INDEPENDENT BANK GROUP INCCOM45384B106601,083SH OTR1,401,0830
INDEPENDENT BANK GROUP INCCOM45384B10670512,724SH OTR1,5012,7240
INDEPENDENT BANK GROUP INCCOM45384B1062664,801SH DFND14,80100
INDUSTRIAL SELECT SECT SPDRETF81369Y70421,302261,466SH OTR1,20261,4660
INDUSTRIAL SELECT SECT SPDRETF81369Y70499312,192SH DFND112,19200
INDUSTRIAL SELECT SECT SPDRETF81369Y70412,994159,500SHCallDFND1000
INDUSTRIAL SELECT SECT SPDRETF81369Y7048,831108,400SHPutDFND1000
INDUSTRIAL SELECT SECT SPDRETF81369Y70469844SH DFND184400
INFOSYS TECH ADRADR456788108625,974SH OTR1,205,9740
INFOSYS TECH ADRADR45678810836535,349SH OTR1,5035,3490
ING GROEP N V ADRADR456837103675,581SH OTR1,205,5810
ING GROEP N V ADRADR45683710324920,644SH OTR1,5020,6440
INGERSOLL RAND PLCCOMG477911013,24624,424SH OTR1,2024,4240
INGERSOLL RAND PLCCOMG477911018546,425SH OTR1,506,4250
INGERSOLL RAND PLCCOMG477911013252,446SH DFND12,44600
INGERSOLL RAND PLCCOMG477911012,12716,000SHCallDFND1000
INGERSOLL RAND PLCCOMG477911011,67512,600SHPutDFND1000
INGERSOLL RAND PLCCOMG477911011601,200SH OTR1,301,2000
INGERSOLL RAND PLCCOMG4779110129219SH DFND121900
INGEVITY CORP W ICOM45688C107921,058SH OTR1,201,0580
INGEVITY CORP W ICOM45688C1077258,300SH OTR1,308,3000
INGLES MARKETS INC CL ACOM457030104476SH OTR1,40760
INGLES MARKETS INC CL ACOM457030104501,052SH OTR1,201,0520
INGLES MARKETS INC CL ACOM4570301042004,207SH DFND14,20700
INGREDION INCCOM4571871021,34214,443SH OTR1,2014,4430
INNOPHOS HOLDINGS INCCOM45774N10866820,880SH OTR1,2020,8800
INNOPHOS HOLDINGS INCCOM45774N1082066,441SH OTR1,506,4410
INNOPHOS HOLDINGS INCCOM45774N10834510,776SH DFND110,77600
INNOSPEC INCCOM45768S10566641SH OTR1,206410
INNOSPEC INCCOM45768S1052051,978SH OTR1,501,9780
INNOSPEC INCCOM45768S1053543,426SH DFND13,42600
INOGEN INCCOM45780L1041572,294SH OTR1,202,2940
INOGEN INCCOM45780L1042713,972SH OTR1,403,9720
INPHI CORPCOM45772F107991,336SH OTR1,201,3360
INPHI CORPCOM45772F1073034,100SH OTR1,304,1000
INSMED INCCOM45766930732313,526SH OTR1,4013,5260
INSPERITY INCCOM45778Q1076047,015SH OTR1,407,0150
INSPERITY INCCOM45778Q1076567,630SH OTR1,207,6300
INSPERITY INCCOM45778Q1072532,943SH DFND12,94300
INSTALLED BUILDING PRODUCTSCOM45780R1011482,143SH OTR1,402,1430
INSTALLED BUILDING PRODUCTSCOM45780R1011301,893SH OTR1,501,8930
INSTALLED BUILDING PRODUCTSCOM45780R10106SH DFND1600
INSTALLED BUILDING PRODUCTSCOM45780R10173910,736SH OTR1,2010,7360
INSULET CORPCOM45784P101131766SH OTR1,407660
INSULET CORPCOM45784P1011,84910,800SH OTR1,3010,8000
INTEGER HOLDINGS CORPCOM45826H1091,46218,172SH OTR1,2018,1720
INTEGER HOLDINGS CORPCOM45826H1093494,345SH DFND14,34500
INTEGER HOLDINGS CORPCOM45826H1098100SH OTR1,401000
INTEGER HOLDINGS CORPCOM45826H1091011,260SH OTR1,501,2600
INTEGRA LIFESCIENCES HOLDINGCOM45798520815254SH DFND125400
INTEGRA LIFESCIENCES HOLDINGCOM4579852084798,227SH OTR1,408,2270
INTEGRA LIFESCIENCES HOLDINGCOM4579852082424,159SH OTR1,504,1590
INTEL CORPCOM45814010035,074586,036SH OTR1,20586,0360
INTEL CORPCOM4581401006,062101,283SH OTR1,50101,2830
INTEL CORPCOM4581401004387,316SH DFND17,31600
INTELLIA THERAPEUTICS INCCOM45826J10516711,414SH OTR1,4011,4140
INTELLIGENT SYSTEMS CORPCOM45816D10014354SH OTR1,503540
INTELLIGENT SYSTEMS CORPCOM45816D10054213,568SH OTR1,2013,5680
INTELSAT SACOML5140P101466,500SH OTR1,306,5000
INTELSAT SACOML5140P1019413,388SH OTR1,5013,3880
INTELSAT SACOML5140P101877124,800SHCallDFND1000
INTER PARFUMS INCCOM458334109781,067SH DFND11,06700
INTER PARFUMS INCCOM4583341093104,270SH OTR1,504,2700
INTERACTIVE BROKERS GRO CL ACOM45841N107501,072SH OTR1,401,0720
INTERACTIVE BROKERS GRO CL ACOM45841N1071443,080SH DFND13,08000
INTERACTIVE BROKERS GRO CL ACOM45841N1072886,172SH OTR1,506,1720
INTERCONTINENTAL EXCHANGE INCCOM45866F10446498SH OTR1,504980
INTERCONTINENTAL EXCHANGE INCCOM45866F1044314,656SH DFND14,65600
INTERCONTINENTAL EXCHANGE INCCOM45866F1043,26735,300SH OTR1,3035,3000
INTERDIGITAL INCCOM45867G1013135,739SH OTR1,205,7390
INTERDIGITAL INCCOM45867G1012334,271SH OTR1,504,2710
INTERNATIONAL BANCSHARES CRPCOM459044103811,876SH OTR1,501,8760
INTERNATIONAL BANCSHARES CRPCOM4590441031032,390SH DFND12,39000
INTERNATIONAL BANCSHARES CRPCOM45904410363614,770SH OTR1,2014,7700
INTERNATIONAL GAME TECHNOLOGCOMG4863A10816711,186SH OTR1,2011,1860
INTERNATIONAL PAPER COCOM46014610314300SH OTR1,303000
INTERNATIONAL PAPER COCOM4601461031,06123,036SH DFND123,03600
INTERNATIONAL PAPER COCOM46014610357612,500SHCallDFND1000
INTERNATIONAL PAPER COCOM4601461033918,500SHPutDFND1000
INTERNATIONAL SEAWAYS INC WICOMY41053102872,929SH OTR1,402,9290
INTERNATIONAL SEAWAYS INC WICOMY410531021364,566SH DFND14,56600
INTERNATIONAL SEAWAYS INC WICOMY4105310232110,785SH OTR1,5010,7850
INTERPUBLIC GROUP COSCOM4606901005200SH OTR1,302000
INTERPUBLIC GROUP COSCOM46069010017725SH DFND172500
INTERPUBLIC GROUP COSCOM46069010057324,798SH OTR1,5024,7980
INTERSECT ENT INCCOM46071F1032248,980SH OTR1,208,9800
INTERSECT ENT INCCOM46071F1031777,097SH OTR1,407,0970
INTERXION HOLDING NVCOMN4727910919226SH DFND122600
INTERXION HOLDING NVCOMN4727910990510,800SH OTR1,3010,8000
INTERXION HOLDING NVCOMN472791097739,224SH OTR1,509,2240
INTL FLAVORS & FRAGRANCESCOM4595061011681,300SH OTR1,301,3000
INTL FLAVORS & FRAGRANCESCOM4595061011631,263SH DFND11,26300
INTL FLAVORS & FRAGRANCESCOM4595061019977,728SH OTR1,207,7280
INTUIT INCCOM4612021031,9127,300SH OTR1,307,3000
INTUIT INCCOM4612021031,2704,848SH OTR1,504,8480
INTUIT INCCOM4612021031,0233,905SH DFND13,90500
INTUIT INCCOM4612021034,84618,500SHCallDFND1000
INTUIT INCCOM4612021036,83626,100SHPutDFND1000
INTUITIVE SURGICAL INCCOM46120E602387654SH OTR1,206540
INTUITIVE SURGICAL INCCOM46120E6028721,475SH OTR1,301,4750
INTUITIVE SURGICAL INCCOM46120E6021,0401,760SH OTR1,501,7600
INTUITIVE SURGICAL INCCOM46120E602529895SH DFND189500
INVESCO LTDCOMG491BT1083,174176,519SH OTR1,20176,5190
INVESCO LTDCOMG491BT108151SH DFND15100
INVESCO PREFERRED ETFCOM46138E51142428,249SH DFND128,24900
INVESCO QQQ TRUST SERIES 1COM46090E10347220SH DFND122000
INVESCO QQQ TRUST SERIES 1COM46090E1035,31525,000SH OTR1,4025,0000
INVESCO QQQ TRUST SERIES 1COM46090E1033,21015,100SHCallDFND1000
INVESCO QQQ TRUST SERIES 1COM46090E103366,0941,721,900SHPutDFND1000
INVESTORS BANCORP INCCOM46146L10171560,040SH OTR1,2060,0400
INVESTORS BANCORP INCCOM46146L10136330,496SH OTR1,5030,4960
INVESTORS BANCORP INCCOM46146L101181,489SH OTR1,401,4890
INVESTORS BANCORP INCCOM46146L101443,730SH DFND13,73000
INVITAE CORPCOM46185L10348630,100SH OTR1,3030,1000
INVITAE CORPCOM46185L103493,011SH OTR1,403,0110
INVITAE CORPCOM46185L103583,600SH DFND13,60000
IPATH SERIES B S&P 500 VIXCOM06746P62160540,000SH DFND140,00000
IPG PHOTONICS CORPCOM44980X10958400SH OTR1,304000
IPG PHOTONICS CORPCOM44980X10948330SH OTR1,503300
IPG PHOTONICS CORPCOM44980X1093272,259SH OTR1,202,2590
IQVIA HOLDINGS INCCOM46266C1058,24753,378SH OTR1,2053,3780
IQVIA HOLDINGS INCCOM46266C1055413,500SH OTR1,303,5000
IQVIA HOLDINGS INCCOM46266C1054943,200SHCallDFND1000
IQVIA HOLDINGS INCCOM46266C105125807SH DFND180700
IRHYTHM TECHNOLOGIES INCCOM4500561063224,734SH OTR1,504,7340
IRHYTHM TECHNOLOGIES INCCOM450056106230SH DFND13000
IRON MOUNTAIN INCCOM46284V1011,66252,137SH OTR1,2052,1370
ISHARES BARCLAYS 20 YR TREASCOM4642874329356,905SH DFND16,90500
ISHARES BARCLAYS 20 YR TREASCOM4642874326644,900SHCallDFND1000
ISHARES BARCLAYS 20 YR TREASCOM4642874322,29016,900SHPutDFND1000
ISHARES BARCLAYS 7 10 YEARETF46428744026232SH OTR1,202320
ISHARES BARCLAYS 7 10 YEARETF4642874407566,863SH DFND16,86300
ISHARES BARCLAYS TIPS BONDETF4642871763442,954SH DFND12,95400
ISHARES DJ US REAL ESTATECOM4642877395,58560,000SH OTR1,4060,0000
ISHARES DJ US REAL ESTATECOM4642877396,10665,600SHCallDFND1000
ISHARES DJ US REAL ESTATECOM4642877394,21745,300SHPutDFND1000
ISHARES EDGE MSCI MIN VOL EACOM46429B6893204,290SH DFND14,29000
ISHARES EDGE MSCI MIN VOL GLCOM4642865252362,461SH DFND12,46100
ISHARES FLOATING RATE BOND ECOM46429B6554108,046SH DFND18,04600
ISHARES FTSE CHINA 25 INDEX FUCOM46428718441,448949,990SH OTR1,20949,9900
ISHARES FTSE CHINA 25 INDEX FUCOM4642871841,04223,894SH DFND123,89400
ISHARES IBOXX INVESTMENT GRACOM46428724235,829280,000SH OTR10280,0000
ISHARES IBOXX INVESTMENT GRACOM46428724222170SH DFND117000
ISHARES IBOXX USD HIGH YIELDCOM46428851354610SH DFND161000
ISHARES IBOXX USD HIGH YIELDCOM46428851310,113115,000SH OTR10115,0000
ISHARES IBOXX USD HIGH YIELDCOM464288513112,5631,280,000SHPutDFND1000
ISHARES INTERMEDIATE TERM COCOM4642886383045,235SH DFND15,23500
ISHARES MBS ETFCOM4642885882972,750SH DFND12,75000
ISHARES MSCI AUSTRALIA INDEXCOM46428610330313,405SH DFND113,40500
ISHARES MSCI BRAZIL ETFCOM4642864006,628139,674SH OTR1,20139,6740
ISHARES MSCI CANADACOM4642865092187,290SH DFND17,29000
ISHARES MSCI EAFE INDEX FUNDCOM4642874657,756111,700SHCallDFND1000
ISHARES MSCI EAFE INDEX FUNDCOM4642874659,742140,300SHPutDFND1000
ISHARES MSCI EAFE INDEX FUNDCOM4642874655,28576,109SH OTR1,2076,1090
ISHARES MSCI EAFE INDEX FUNDCOM4642874651,89727,315SH DFND127,31500
ISHARES MSCI EMERGING MKT INCOM46428723433,332742,862SH OTR1,20742,8620
ISHARES MSCI EMERGING MKT INCOM46428723410,104225,185SH DFND1225,18500
ISHARES MSCI FRONTIER 100COM4642861459,149301,437SH OTR1,20301,4370
ISHARES MSCI GERMANY INDEX FUNCOM4642868062488,423SH DFND18,42300
ISHARES MSCI JAPAN IDXCOM46434G8223295,557SH DFND15,55700
ISHARES MSCI PACIFIC EX JPNETF4642866651954,217SH OTR1,204,2170
ISHARES MSCI PACIFIC EX JPNETF4642866652284,928SH DFND14,92800
ISHARES MSCI SAUDI ARABIA ETFCOM46434V42353817,400SH OTR1,2017,4000
ISHARES MSCI SPAIN ETFCOM4642867642859,842SH OTR1,209,8420
ISHARES MSCI SPAIN ETFCOM464286764137SH DFND13700
ISHARES NASDAQ BIOTECH INDXCOM4642875567,42561,610SH DFND161,61000
ISHARES NASDAQ BIOTECH INDXCOM46428755631,430260,810SH OTR1,20260,8100
ISHARES PREFERRED & INCOME SECCOM4642886872877,627SH DFND17,62700
ISHARES SILVER TRUSTCOM46428Q10924114,425SH DFND114,42500
ISHARES SILVER TRUSTCOM46428Q10943426,000SHCallDFND1000
ISHARES TR RUSSELL 2000 IDXCOM4642876553,09618,686SH DFND118,68600
ISHARES TR RUSSELL 2000 IDXCOM4642876559,79159,100SHCallDFND1000
ISHARES TR RUSSELL 2000 IDXCOM464287655167,2281,009,400SHPutDFND1000
ISHARES TR RUSSELL 2000 IDXCOM46428765522130SH OTR1,201300
ISHARES US AEROSPACE & DEFCOM4642887603281,475SH DFND11,47500
ISTAR INCCOM45031U101976,700SH OTR1,206,7000
ISTAR INCCOM45031U10119213,232SH OTR1,4013,2320
ITAU UNIBANCO HOLDING SA ADRADR46556210687795,818SH OTR1,5095,8180
ITRON INCCOM4657411061,66219,800SH OTR1,2019,8000
ITT INCCOM45073V10897913,245SH OTR1,2013,2450
ITT INCCOM45073V1081892,561SH OTR1,402,5610
ITT INCCOM45073V1081922,600SH OTR1,302,6000
ITT INCCOM45073V108457SH OTR1,50570
J2 GLOBAL INCCOM48123V1024564,864SH OTR1,404,8640
J2 GLOBAL INCCOM48123V1023814,065SH OTR1,204,0650
J2 GLOBAL INCCOM48123V10219SH DFND1900
JABIL INCCOM4663131031,23529,883SH OTR1,2029,8830
JABIL INCCOM4663131032014,862SH OTR1,504,8620
JABIL INCCOM46631310360714,698SH DFND114,69800
JABIL INCCOM466313103601,455SH OTR1,401,4550
JACK IN THE BOX INCCOM4663671092242,866SH OTR1,502,8660
JACK IN THE BOX INCCOM46636710915190SH OTR1,401900
JACK IN THE BOX INCCOM46636710916200SH OTR1,302000
JACK IN THE BOX INCCOM46636710910132SH DFND113200
JAGGED PEAK ENERGY INCCOM47009K1079,6721,139,196SH DFND11,139,19600
JANUS HENDERSON GROUP PLCCOMG4474Y21459324,271SH OTR1,2024,2710
JANUS HENDERSON GROUP PLCCOMG4474Y21447419,404SH OTR1,5019,4040
JANUS HENDERSON GROUP PLCCOMG4474Y2141194,849SH OTR1,404,8490
JANUS HENDERSON GROUP PLCCOMG4474Y214311,261SH DFND11,26100
JBG SMITH PROPERTIESCOM46590V10070717,717SH OTR1,2017,7170
JD COM INC ADRCOM47215P1061,91954,461SH OTR1,2054,4610
JD COM INC ADRCOM47215P10638210,833SH OTR1,5010,8330
JETBLUE AIRWAYS CORPCOM47714310148125,695SH OTR1,4025,6950
JETBLUE AIRWAYS CORPCOM47714310189047,567SH OTR1,2047,5670
JETBLUE AIRWAYS CORPCOM4771431013146SH DFND114600
JOHN B SANFILIPPO & SONCOM8004221074715,155SH OTR1,205,1550
JOHN B SANFILIPPO & SONCOM8004221071031,129SH OTR1,401,1290
JOHN B SANFILIPPO & SONCOM8004221071952,134SH OTR1,502,1340
JOHN B SANFILIPPO & SONCOM8004221071461,598SH DFND11,59800
JOHN BEAN TECHNOLOGIES CORPCOM4778391043332,958SH DFND12,95800
JOHNSON & JOHNSONCOM4781601041,96913,500SH OTR1,3013,5000
JOHNSON & JOHNSONCOM4781601048115,563SH DFND15,56300
JOHNSON & JOHNSONCOM478160104104712SH OTR1,407120
JOHNSON CONTROLS INTERNATIONCOMG515021059,418231,347SH OTR1,20231,3470
JOHNSON CONTROLS INTERNATIONCOMG5150210591622,500SH OTR1,3022,5000
JOHNSON CONTROLS INTERNATIONCOMG515021051,42735,043SH OTR1,5035,0430
JOHNSON CONTROLS INTERNATIONCOMG5150210581620,048SH DFND120,04800
JOHNSON CONTROLS INTERNATIONCOMG515021051854,554SH OTR1,404,5540
JOHNSON CONTROLS INTERNATIONCOMG515021058199SH DFND119900
JOHNSON OUTDOORS INC CL ACOM4791671085226,812SH DFND16,81200
JOHNSON OUTDOORS INC CL ACOM47916710822290SH OTR1,502900
JOYY INC ADRADR46591M1092284,322SH OTR1,204,3220
JOYY INC ADRADR46591M10964712,256SH OTR1,5012,2560
JPMORGAN CHASE & COCOM46625H10064,086459,730SH OTR1,20459,7300
JPMORGAN CHASE & COCOM46625H1001,2969,300SH OTR1,309,3000
JPMORGAN CHASE & COCOM46625H1004223,029SH DFND13,02900
JPMORGAN CHASE & COCOM46625H1007,56954,300SHCallDFND1000
JPMORGAN CHASE & COCOM46625H1007,54254,100SHPutDFND1000
JUNIPER NETWORKS INCCOM48203R1042,09785,132SH OTR1,2085,1320
JUNIPER NETWORKS INCCOM48203R1041,15847,000SH OTR1,3047,0000
JUNIPER NETWORKS INCCOM48203R10497639,646SH OTR1,5039,6460
KAISER ALUMINUM CORPCOM4830077042121,913SH DFND11,91300
KAISER ALUMINUM CORPCOM48300770476686SH OTR1,206860
KAMAN CORPCOM4835481032934,451SH OTR1,204,4510
KANSAS CITY SOUTHERN INDSCOM4851703021,4209,270SH OTR1,209,2700
KANSAS CITY SOUTHERN INDSCOM4851703022501,630SH DFND11,63000
KANSAS CITY SOUTHERN INDSCOM4851703022601,700SHCallDFND1000
KANSAS CITY SOUTHERN INDSCOM4851703023982,600SHPutDFND1000
KANSAS CITY SOUTHERN INDSCOM48517030246299SH OTR1,402990
KANSAS CITY SOUTHERN INDSCOM48517030215100SH OTR1,301000
KAR AUCTION SERVICES INCCOM48238T10959727,400SH OTR1,3027,4000
KAR AUCTION SERVICES INCCOM48238T1091567,152SH DFND17,15200
KB HOME CORPCOM48666K10946213,482SH OTR1,2013,4820
KB HOME CORPCOM48666K10973821,532SH DFND121,53200
KB HOME CORPCOM48666K109451,322SH OTR1,501,3220
KBR INCCOM48242W1061,02433,560SH OTR1,2033,5600
KBR INCCOM48242W10612387SH OTR1,503870
KEARNY FINANCIAL CORPCOM48716P10830321,935SH OTR1,2021,9350
KEARNY FINANCIAL CORPCOM48716P1081158,281SH OTR1,508,2810
KELLOGG COCOM48783610882811,976SH OTR1,2011,9760
KELLOGG COCOM4878361081,13316,379SH DFND116,37900
KELLOGG COCOM4878361086028,700SHCallDFND1000
KELLOGG COCOM48783610881611,800SHPutDFND1000
KEMET CORPCOM4883602073,184117,720SH OTR1,20117,7200
KEMET CORPCOM48836020719700SH OTR1,307000
KENNAMETAL INCCOM48917010050913,799SH OTR1,4013,7990
KENNAMETAL INCCOM48917010069718,897SH OTR1,2018,8970
KENNAMETAL INCCOM489170100441,200SH OTR1,301,2000
KENNAMETAL INCCOM489170100782,105SH OTR1,502,1050
KENNEDY WILSON HOLDINGS INCCOM4893981071,46865,848SH OTR1,2065,8480
KENNEDY WILSON HOLDINGS INCCOM489398107271,224SH OTR1,401,2240
KENNEDY WILSON HOLDINGS INCCOM489398107622,796SH DFND12,79600
KEURIG DR PEPPER INCCOM49271V10047016,232SH OTR1,2016,2320
KEURIG DR PEPPER INCCOM49271V10042814,770SH DFND114,77000
KEYCORPCOM4932671083,376166,819SH OTR1,20166,8190
KEYSIGHT TECHNOLOGIES IN W ICOM49338L1032,22321,658SH OTR1,2021,6580
KEYSIGHT TECHNOLOGIES IN W ICOM49338L1033,47933,900SH OTR1,3033,9000
KEYSIGHT TECHNOLOGIES IN W ICOM49338L1031,47314,352SH OTR1,5014,3520
KEYSIGHT TECHNOLOGIES IN W ICOM49338L1031201,167SH OTR1,401,1670
KEYSIGHT TECHNOLOGIES IN W ICOM49338L10366640SH DFND164000
KFORCE INCCOM4937321013558,942SH OTR1,208,9420
KFORCE INCCOM4937321011042,609SH OTR1,502,6090
KIMBERLY CLARK CORPCOM4943681032,78220,224SH OTR1,2020,2240
KIMBERLY CLARK CORPCOM4943681039987,257SH OTR1,507,2570
KIMBERLY CLARK CORPCOM4943681031801,306SH OTR1,401,3060
KINDER MORGAN INCCOM49456B10163730,100SH OTR1,3030,1000
KINDER MORGAN INCCOM49456B1011,59575,336SH OTR1,5075,3360
KINSALE CAPITAL GROUP INCCOM49714P1083503,443SH OTR1,503,4430
KIRKLAND LAKE GOLD LTDCOM49741E1003678,317SH OTR1,508,3170
KIRKLAND LAKE GOLD LTDCOM49741E100831,882SH OTR1,401,8820
KITE REALTY GROUP TRUSTCOM49803T30041421,184SH OTR1,2021,1840
KKR & CO INCCOM48251W1043,110106,600SH OTR1,30106,6000
KKR & CO INCCOM48251W10439413,498SH OTR1,5013,4980
KLA CORPCOM4824801003,90421,912SH OTR1,2021,9120
KLA CORPCOM4824801002411,354SH DFND11,35400
KLA CORPCOM482480100101566SH OTR1,505660
KNIGHT SWIFT TRANSPORTATIONCOM49904910466718,615SH OTR1,2018,6150
KNIGHT SWIFT TRANSPORTATIONCOM4990491042978,300SH OTR1,308,3000
KNOLL INCCOM4989042002238,828SH OTR1,208,8280
KNOLL INCCOM498904200652,556SH OTR1,502,5560
KNOWLES CORP WHEN ISSUEDCOM49926D10938918,388SH OTR1,5018,3880
KNOWLES CORP WHEN ISSUEDCOM49926D109813,850SH DFND13,85000
KOHLS CORPCOM5002551044949,700SH OTR1,309,7000
KONINKLIJKE PHILIPS EL NY SHSCOM5004723032535,176SH OTR1,205,1760
KONTOOR BRANDS INCCOM50050N1032054,884SH OTR1,404,8840
KONTOOR BRANDS INCCOM50050N10310,480249,574SH OTR1,20249,5740
KOPPERS HOLDINGS INCCOM50060P1063519,185SH DFND19,18500
KORN FERRYCOM5006432002576,051SH OTR1,206,0510
KORN FERRYCOM5006432004239,986SH OTR1,509,9860
KORN FERRYCOM5006432001774,164SH OTR1,404,1640
KRAFT HEINZ CO THECOM5007541062,17567,700SH OTR1,3067,7000
KRAFT HEINZ CO THECOM5007541062,78886,787SH OTR1,5086,7870
KRAFT HEINZ CO THECOM50075410632510,112SH DFND110,11200
KRAFT HEINZ CO THECOM5007541061,41444,000SHCallDFND1000
KRAFT HEINZ CO THECOM50075410684826,400SHPutDFND1000
KRAFT HEINZ CO THECOM5007541061013,137SH DFND13,13700
KRATON CORPCOM50077C10632412,795SH DFND112,79500
KRATON CORPCOM50077C106341,357SH OTR1,201,3570
KRONOS WORLDWIDE INCCOM50105F10533324,886SH DFND124,88600
KRONOS WORLDWIDE INCCOM50105F10513963SH OTR1,209630
KT CORP SP ADRCOM48268K10144438,254SH OTR1,2038,2540
KT CORP SP ADRCOM48268K10119416,716SH OTR1,5016,7160
KULICKE & SOFFA INDUSTRIESCOM5012421011886,900SH OTR1,406,9000
KULICKE & SOFFA INDUSTRIESCOM501242101572,086SH OTR1,202,0860
KULICKE & SOFFA INDUSTRIESCOM501242101672,461SH DFND12,46100
L BRANDS INCCOM50179710430016,563SH OTR1,4016,5630
L BRANDS INCCOM5017971044,763262,832SH OTR1,20262,8320
L BRANDS INCCOM5017971042,546140,500SH OTR1,30140,5000
L BRANDS INCCOM50179710420311,227SH OTR1,5011,2270
L BRANDS INCCOM5017971041,20866,661SH DFND166,66100
L BRANDS INCCOM5017971044203SH DFND120300
L3HARRIS TECHNOLOGIES INCCOM5024311091,6138,150SH OTR1,308,1500
L3HARRIS TECHNOLOGIES INCCOM5024311097843,960SH OTR1,503,9600
L3HARRIS TECHNOLOGIES INCCOM5024311093962,000SHCallDFND1000
L3HARRIS TECHNOLOGIES INCCOM5024311096933,500SHPutDFND1000
L3HARRIS TECHNOLOGIES INCCOM502431109169855SH DFND185500
LA Z BOY INCCOM5053361072377,523SH OTR1,507,5230
LA Z BOY INCCOM5053361071133,591SH OTR1,403,5910
LA Z BOY INCCOM505336107772,434SH OTR1,202,4340
LA Z BOY INCCOM50533610716495SH DFND149500
LABORATORY CRP OF AMER HLDGSCOM50540R4091,0716,332SH OTR1,406,3320
LABORATORY CRP OF AMER HLDGSCOM50540R4091,1416,745SH OTR1,206,7450
LADENBURG THALMANN FINANCIALCOM50575Q1023,071882,593SH OTR1,20882,5930
LAM RESEARCHCOM5128071082,8879,873SH OTR1,509,8730
LAM RESEARCHCOM512807108249852SH DFND185200
LAM RESEARCHCOM5128071081,1403,900SHCallDFND1000
LAM RESEARCHCOM5128071081,1403,900SHPutDFND1000
LAM RESEARCHCOM51280710829100SH OTR1,301000
LAMB WESTON HOLDING INC W ICOM5132721041,46317,000SH OTR1,3017,0000
LAMB WESTON HOLDING INC W ICOM5132721043123,625SH OTR1,503,6250
LAMB WESTON HOLDING INC W ICOM5132721041251,457SH DFND11,45700
LANDSTAR SYSTEM INCCOM5150981012282,000SH OTR1,302,0000
LANDSTAR SYSTEM INCCOM5150981011801,580SH OTR1,201,5800
LAREDO PETROLEUM INCCOM516806106381132,830SH OTR1,50132,8300
LAS VEGAS SANDS CORPCOM5178341072073,000SH OTR1,303,0000
LAS VEGAS SANDS CORPCOM5178341075828,427SH OTR1,508,4270
LATAM AIRLINES GROUP SP ADRADR51817R10615515,234SH OTR1,5015,2340
LATAM AIRLINES GROUP SP ADRADR51817R1061009,890SH OTR1,209,8900
LATTICE SEMICONDUCTOR CORPCOM51841510424913,000SH OTR1,4013,0000
LATTICE SEMICONDUCTOR CORPCOM51841510434317,943SH OTR1,5017,9430
LATTICE SEMICONDUCTOR CORPCOM5184151041769,184SH DFND19,18400
LAUREATE EDUCATION INC ACOM51861320372841,350SH OTR1,5041,3500
LAUREATE EDUCATION INC ACOM51861320326815,236SH DFND115,23600
LCI INDUSTRIESCOM50189K1031,83517,129SH OTR1,2017,1290
LCI INDUSTRIESCOM50189K1032622,444SH OTR1,502,4440
LCI INDUSTRIESCOM50189K1033533,293SH DFND13,29300
LCI INDUSTRIESCOM50189K10338359SH OTR1,403590
LEAR CORPCOM5218652047995,822SH OTR1,405,8220
LEGG MASON INCCOM52490110537510,447SH OTR1,5010,4470
LEGG MASON INCCOM524901105383SH DFND18300
LEIDOS HOLDINGS INCCOM5253271021,40414,342SH OTR1,2014,3420
LENDINGCLUB CORPCOM52603A2081128,899SH OTR1,508,8990
LENDINGCLUB CORPCOM52603A208191,541SH DFND11,54100
LENDINGTREE INCCOM52603B107270889SH OTR1,508890
LENNAR CORPCOM52605710459710,696SH OTR1,4010,6960
LENNAR CORPCOM5260571043,01554,038SH OTR1,2054,0380
LENNAR CORPCOM5260571043,11955,900SH OTR1,3055,9000
LENNAR CORPCOM52605710489916,107SH OTR1,5016,1070
LENNAR CORPCOM526057104851,531SH DFND11,53100
LENNOX INTERNATIONAL INCCOM5261071076292,578SH OTR1,202,5780
LENNOX INTERNATIONAL INCCOM5261071073961,625SH OTR1,501,6250
LENNOX INTERNATIONAL INCCOM52610710749200SH OTR1,402000
LENNOX INTERNATIONAL INCCOM5261071071250SH OTR1,30500
LGI HOMES INCCOM50187T1066589,310SH OTR1,209,3100
LGI HOMES INCCOM50187T1062032,879SH DFND12,87900
LGI HOMES INCCOM50187T10633462SH OTR1,404620
LIBERTY GLOBAL INC SERIES CCOMG5480U1201,79582,378SH OTR1,2082,3780
LIBERTY GLOBAL INC SERIES CCOMG5480U1201,15052,752SH OTR1,5052,7520
LIBERTY GLOBAL INC SERIES CCOMG5480U12080436,900SH OTR1,3036,9000
LIBERTY OILFIELD SERVICES ACOM53115L10416314,690SH DFND114,69000
LIBERTY PROPERTY TRUSTCOM5311721044,36372,657SH OTR1,2072,6570
LIBERTY SIRIUSXM GROUPCOM53122940966413,728SH OTR1,2013,7280
LIBERTY TRIPADVISOR HDG A ICOM53146510218224,806SH OTR1,5024,8060
LIBERTY TRIPADVISOR HDG A ICOM531465102162,197SH OTR1,402,1970
LIFE STORAGE INCCOM53223X1077957,345SH OTR1,207,3450
LIFE STORAGE INCCOM53223X1077066,522SH OTR1,506,5220
LIGAND PHARMACEUTICALS CL BCOM53220K5045875,630SH OTR1,205,6300
LIGAND PHARMACEUTICALS CL BCOM53220K504658SH OTR1,40580
LILLY ELI & COCOM5324571082,45218,657SH OTR1,2018,6570
LILLY ELI & COCOM5324571084093,111SH DFND13,11100
LINCOLN NATIONAL CORPCOM5341871094878,252SH OTR1,408,2520
LINCOLN NATIONAL CORPCOM5341871093,21654,500SH OTR1,3054,5000
LINCOLN NATIONAL CORPCOM5341871095749,730SH OTR1,509,7300
LINCOLN NATIONAL CORPCOM5341871092083,518SH DFND13,51800
LINDBLAD EXPEDITIONS HOLDINGCOM53521910926916,481SH DFND116,48100
LINDBLAD EXPEDITIONS HOLDINGCOM5352191095313SH OTR1,203130
LINDE PLCCOMG5494J1031,8828,838SH OTR1,208,8380
LINDE PLCCOMG5494J10354255SH DFND125500
LINDSAY CORPCOM5355551065765,997SH DFND15,99700
LINDSAY CORPCOM53555510663652SH OTR1,406520
LINDSAY CORPCOM5355551061741,811SH OTR1,201,8110
LINE CORP SPONSORED ADRADR53567X1014789,748SH OTR1,209,7480
LIONS GATE ENTERTAINMENT CORCOM53591940112912,126SH DFND112,12600
LITHIA MOTORS INC CL ACOM5367971032,65218,044SH OTR1,2018,0440
LITHIA MOTORS INC CL ACOM5367971034122,800SH OTR1,302,8000
LITTELFUSECOM5370081042111,102SH OTR1,201,1020
LIVANOVA PLCCOMG5509L1013304,378SH OTR1,404,3780
LIVANOVA PLCCOMG5509L1013754,968SH OTR1,204,9680
LIVANOVA PLCCOMG5509L1013304,381SH OTR1,504,3810
LIVANOVA PLCCOMG5509L1011512,000SH OTR1,302,0000
LIVANOVA PLCCOMG5509L10129384SH DFND138400
LIVE NATIONCOM53803410918,002251,883SH OTR1,20251,8830
LIVE NATIONCOM53803410982211,500SH OTR1,3011,5000
LIVE NATIONCOM53803410950703SH OTR1,407030
LIVEPERSON INCCOM538146101471,266SH OTR1,401,2660
LIVEPERSON INCCOM5381461011544,167SH OTR1,204,1670
LIVEPERSON INCCOM538146101381,025SH DFND11,02500
LIVERAMP HOLDINGS INCCOM53815P108871,800SH OTR1,301,8000
LIVERAMP HOLDINGS INCCOM53815P1086123SH OTR1,501230
LIVERAMP HOLDINGS INCCOM53815P1082515,217SH OTR1,405,2170
LIVERAMP HOLDINGS INCCOM53815P1082956,144SH OTR1,206,1440
LKQ CORPCOM5018892082,48469,578SH OTR1,2069,5780
LKQ CORPCOM50188920848513,588SH DFND113,58800
LKQ CORPCOM501889208681,900SH OTR1,301,9000
LKQ CORPCOM50188920830827SH OTR1,508270
LLOYDS TSB GROUP PLC SP ADRADR53943910915747,574SH OTR1,2047,5740
LOCKHEED MARTIN CORPCOM5398301096391,640SH OTR1,401,6400
LOMA NEGRA CIA IND SPON ADRADR54150E10412916,468SH OTR1,2016,4680
LOUISIANA PACIFIC CORPCOM5463471051,91964,668SH OTR1,2064,6680
LOUISIANA PACIFIC CORPCOM54634710530310,200SH OTR1,3010,2000
LOWES COCOM5486611077,03158,711SH OTR1,2058,7110
LOWES COCOM5486611073,68930,800SH OTR1,3030,8000
LOWES COCOM5486611079537,956SH OTR1,507,9560
LOWES COCOM54866110797809SH DFND180900
LOWES CORPCOM5404241084458,484SH OTR1,408,4840
LOWES CORPCOM5404241081,64431,329SH OTR1,2031,3290
LOWES CORPCOM54042410837700SH OTR1,307000
LPL FINANCIAL HOLDINGS INCCOM50212V1005175,600SH OTR1,305,6000
LPL FINANCIAL HOLDINGS INCCOM50212V10014155SH OTR1,401550
LPL FINANCIAL HOLDINGS INCCOM50212V1001061,154SH OTR1,501,1540
LTC PROPERTIES INCCOM5021751022445,447SH OTR1,405,4470
LTC PROPERTIES INCCOM502175102591,310SH OTR1,201,3100
LTC PROPERTIES INCCOM50217510214308SH OTR1,503080
LUCKIN COFFEE INCCOM54951L10967317,100SH OTR1,5017,1000
LUCKIN COFFEE INCCOM54951L109792,000SH OTR1,202,0000
LULULEMON ATHLETICA INCCOM5500211091,1004,750SH OTR1,304,7500
LULULEMON ATHLETICA INCCOM5500211092,37410,249SH OTR1,5010,2490
LULULEMON ATHLETICA INCCOM5500211098733,769SH DFND13,76900
LUMENTUM HOLDINGS INCCOM55024U1091,48318,700SH OTR1,3018,7000
LUMENTUM HOLDINGS INCCOM55024U1091381,746SH OTR1,201,7460
LUMINEX CORPCOM55027E1022319,964SH OTR1,209,9640
LYFT US EQUITYCOM55087P1041,80742,000SH OTR1,3042,0000
LYFT US EQUITYCOM55087P104571,319SH OTR1,401,3190
LYONDELLBASELL INDU CL ACOMN537451004054,285SH DFND14,28500
M I SCHOTTENSTEIN HOMES INCCOM55305B1011684,265SH OTR1,404,2650
M I SCHOTTENSTEIN HOMES INCCOM55305B1011774,496SH OTR1,504,4960
M I SCHOTTENSTEIN HOMES INCCOM55305B1017190SH DFND119000
M&T BANK CORPORATIONCOM55261F1044,45726,254SH OTR1,2026,2540
M&T BANK CORPORATIONCOM55261F1042151,268SH OTR1,501,2680
M&T BANK CORPORATIONCOM55261F104119700SH OTR1,307000
MACERICH COMPANY THECOM5543821011,40152,056SH OTR1,4052,0560
MACERICH COMPANY THECOM5543821012,43390,362SH OTR1,2090,3620
MACK CALI REALTY CORPCOM55448910450021,626SH OTR1,2021,6260
MACQUARIE INFRSTRUCTURE CORPCOM55608B1052395,583SH DFND15,58300
MACQUARIE INFRSTRUCTURE CORPCOM55608B1057165SH OTR1,201650
MACYS INCCOM55616P1044,486263,890SH OTR1,20263,8900
MACYS INCCOM55616P10469741,000SH OTR1,3041,0000
MACYS INCCOM55616P10422513,244SH DFND113,24400
MAGNA INTERNATIONAL INCCOM5592224012524,600SH OTR1,504,6000
MAGNA INTL INC CL A USDCOM5592224012274,139SH OTR1,504,1390
MAGNA INTL INC CL A USDCOM559222401681,241SH OTR1,401,2410
MAGNA INTL INC CL A USDCOM55922240111194SH DFND119400
MAGNACHIP SEMICONDUCTCOM55933J20331026,730SH DFND126,73000
MAGNACHIP SEMICONDUCTCOM55933J203211,837SH OTR1,401,8370
MAGNACHIP SEMICONDUCTCOM55933J203312,700SH OTR1,502,7000
MAKEMYTRIP LTDCOMV5633W10925311,050SH OTR1,5011,0500
MAKEMYTRIP LTDCOMV5633W109341,475SH DFND11,47500
MAKEMYTRIP LTDCOMV5633W1091556,776SH OTR1,406,7760
MALIBU BOATS INC ACOM56117J1003478,484SH DFND18,48400
MALIBU BOATS INC ACOM56117J100982,387SH OTR1,202,3870
MALLINCKRODT PLC W ICOMG5785G107377107,907SH OTR1,20107,9070
MANITOWOC COMPANY INCCOM56357140538021,694SH DFND121,69400
MANITOWOC COMPANY INCCOM563571405704,004SH OTR1,204,0040
MANPOWERGROUPCOM56418H1004274,393SH OTR1,204,3930
MANTECH INTERNATIONAL CORP ACOM5645631042332,919SH OTR1,502,9190
MANTECH INTERNATIONAL CORP ACOM5645631041101,379SH OTR1,201,3790
MANTECH INTERNATIONAL CORP ACOM56456310446577SH DFND157700
MANULIFE FINANCIAL CORPCOM56501R10630915,228SH OTR1,2015,2280
MARATHON OIL CORPCOM56584910670151,602SH OTR1,2051,6020
MARATHON OIL CORPCOM5658491062,480182,649SH OTR1,50182,6490
MARATHON PETROLEUM CORPCOM56585A1025,27687,568SH OTR1,2087,5680
MARATHON PETROLEUM CORPCOM56585A1023,51358,300SH OTR1,3058,3000
MARATHON PETROLEUM CORPCOM56585A1025418,981SH OTR1,508,9810
MARATHON PETROLEUM CORPCOM56585A1021262,098SH DFND12,09800
MARCUS CORPORATIONCOM5663301062598,164SH OTR1,208,1640
MARCUS CORPORATIONCOM5663301061163,664SH DFND13,66400
MARKEL CORPCOM570535104205179SH OTR1,501790
MARKEL CORPCOM570535104114100SH OTR1,301000
MARKETAXESS HOLDINGS INCCOM57060D1085691,500SH OTR1,301,5000
MARKETAXESS HOLDINGS INCCOM57060D1082,3076,084SH OTR1,506,0840
MARKETAXESS HOLDINGS INCCOM57060D1083386SH OTR1,20860
MARKETAXESS HOLDINGS INCCOM57060D108143376SH DFND137600
MARRIOTT INTL CL A NEWCOM5719032021,3338,800SHCallDFND1000
MARRIOTT INTL CL A NEWCOM5719032021,72611,400SHPutDFND1000
MARRIOTT INTL CL A NEWCOM5719032024042,665SH OTR1,502,6650
MARRIOTT INTL CL A NEWCOM5719032023812,513SH DFND12,51300
MARRIOTT INTL CL A NEWCOM57190320276500SH OTR1,305000
MARRIOTT VACATIONS WORLD W ICOM57164Y10770545SH OTR1,505450
MARRIOTT VACATIONS WORLD W ICOM57164Y1071,51611,773SH OTR1,2011,7730
MARRIOTT VACATIONS WORLD W ICOM57164Y1071,0828,400SH OTR1,308,4000
MARSH & MCLENNAN COCOM5717481021,20210,787SH OTR1,2010,7870
MARSH & MCLENNAN COCOM5717481021,70515,300SH OTR1,3015,3000
MARSH & MCLENNAN COCOM57174810258521SH DFND152100
MARTIN MARIETTA MATERIALSCOM5732841063381,209SH DFND11,20900
MARTIN MARIETTA MATERIALSCOM5732841062590SH OTR1,40900
MASCO CORPCOM57459910658312,156SH OTR1,2012,1560
MASIMO CORPORATIONCOM5747951002021,275SH OTR1,401,2750
MASIMO CORPORATIONCOM574795100130822SH OTR1,208220
MASIMO CORPORATIONCOM57479510016100SH OTR1,301000
MASTEC INCCOM5763231095799,022SH OTR1,209,0220
MASTEC INCCOM57632310963976SH OTR1,409760
MASTEC INCCOM57632310910152SH DFND115200
MASTERCARD INCCOM57636Q104256857SH OTR1,408570
MASTERCARD INCCOM57636Q10419,29464,616SH OTR1,2064,6160
MASTERCARD INCCOM57636Q1043,12010,450SH OTR1,3010,4500
MASTERCARD INCCOM57636Q104158529SH OTR1,505290
MATADOR RESOURCES COCOM57648520538721,555SH OTR1,4021,5550
MATADOR RESOURCES COCOM5764852053,396188,965SH DFND1188,96500
MATERIALS SELECT SECTOR SPDRETF81369Y1001,05917,247SH OTR1,2017,2470
MATERIALS SELECT SECTOR SPDRETF81369Y10062210,124SH DFND110,12400
MATERIALS SELECT SECTOR SPDRETF81369Y1001,50524,500SHPutDFND1000
MATERION CORPCOM5766901013666,150SH DFND16,15000
MATERION CORPCOM57669010127452SH OTR1,204520
MATERION CORPCOM5766901011442,426SH OTR1,502,4260
MATRIX SERVICE COCOM57685310529312,804SH DFND112,80400
MATRIX SERVICE COCOM57685310515648SH OTR1,406480
MATRIX SERVICE COCOM576853105853,725SH OTR1,503,7250
MAXAR TECHNOLOGIES LTDCOM57778K10526216,714SH OTR1,5016,7140
MAXIM INTERGRATED PRODUCTSCOM57772K1015258,542SH OTR1,508,5420
MAXIMUS INCCOM5779331043364,520SH DFND14,52000
MAXIMUS INCCOM57793310458781SH OTR1,507810
MAXLINEAR INC COMMONCOM57776J10027613,016SH DFND113,01600
MBIA INCCOM55262C10047150,594SH OTR1,2050,5940
MBIA INCCOM55262C100687,324SH OTR1,407,3240
MCCORMICK & CO NON VTG SHRSCOM5797802063221,900SHCallDFND1000
MCCORMICK & CO NON VTG SHRSCOM5797802066113,600SHPutDFND1000
MCCORMICK & CO NON VTG SHRSCOM5797802063862,274SH OTR1,402,2740
MCCORMICK & CO NON VTG SHRSCOM5797802066423,785SH OTR1,203,7850
MCCORMICK & CO NON VTG SHRSCOM5797802062891,700SH OTR1,301,7000
MCCORMICK & CO NON VTG SHRSCOM579780206106624SH DFND162400
MCDERMOTT INTL INCCOM58003770375111,349SH OTR1,20111,3490
MCDONALDS CORPCOM5801351019,65648,865SH OTR1,2048,8650
MCDONALDS CORPCOM5801351016083,075SH OTR1,503,0750
MCDONALDS CORPCOM580135101178900SH OTR1,309000
MCEWEN MINING INCCOM58039P107159125,377SH OTR1,20125,3770
MCGRATH RENTCORPCOM58058910958757SH OTR1,207570
MCGRATH RENTCORPCOM5805891091051,374SH OTR1,501,3740
MCGRATH RENTCORPCOM5805891091001,306SH DFND11,30600
MCKESSON CORPCOM58155Q1039276,700SHCallDFND1000
MCKESSON CORPCOM58155Q1031,45210,500SHPutDFND1000
MCKESSON CORPCOM58155Q1031,3419,698SH OTR1,409,6980
MCKESSON CORPCOM58155Q1035,20737,642SH OTR1,2037,6420
MCKESSON CORPCOM58155Q1034163,006SH OTR1,503,0060
MCKESSON CORPCOM58155Q1032041,474SH DFND11,47400
MCKESSON CORPCOM58155Q1031651,193SH DFND11,19300
MDC HOLDINGS INCCOM5526761081,03227,049SH OTR1,2027,0490
MDC HOLDINGS INCCOM552676108244SH OTR1,40440
MDU RESOURCES GROUP INCCOM55269010941013,800SH OTR1,3013,8000
MDU RESOURCES GROUP INCCOM55269010951717,415SH OTR1,5017,4150
MDU RESOURCES GROUP INCCOM5526901091765,924SH DFND15,92400
MEDICINES COCOM58468810510,476123,340SH OTR1,20123,3400
MEDICINOVA INCCOM58468P2068212,100SH OTR1,2012,1000
MEDIFASTCOM58470H1015705,200SH OTR1,205,2000
MEDTRONIC PLCCOMG5960L1031,0789,502SH OTR1,509,5020
MEDTRONIC PLCCOMG5960L1032,62123,100SH OTR1,3023,1000
MEET GROUP INC THECOM58513U10140881,404SH OTR1,2081,4040
MEET GROUP INC THECOM58513U1014767SH OTR1,407670
MELCO RESORTS & ENTERT ADRADR58546410027111,209SH OTR1,2011,2090
MELCO RESORTS & ENTERT ADRADR5854641002118,742SH OTR1,508,7420
MELLANOX TECHNOLOGIES LTDCOMM513631134,02334,331SH OTR1,2034,3310
MELLANOX TECHNOLOGIES LTDCOMM513631139888,431SH OTR1,508,4310
MELLANOX TECHNOLOGIES LTDCOMM5136311328241SH DFND124100
MERCADOLIBRE INCCOM58733R1021,4872,600SHCallDFND1000
MERCADOLIBRE INCCOM58733R1028011,400SHPutDFND1000
MERCADOLIBRE INCCOM58733R1028011,400SH OTR1,301,4000
MERCADOLIBRE INCCOM58733R1028601,503SH OTR1,501,5030
MERCER INTERNATIONAL INCCOM58805610133927,523SH DFND127,52300
MERCK & COCOM58933Y1052,66829,338SH OTR1,2029,3380
MERCK & COCOM58933Y1053,63840,000SH OTR1,3040,0000
MERCK & COCOM58933Y10592010,110SH DFND110,11000
MERCURY GENERAL CORPCOM5894001002254,627SH OTR1,404,6270
MERCURY GENERAL CORPCOM5894001001,05121,571SH OTR1,2021,5710
MERCURY GENERAL CORPCOM5894001001242,542SH OTR1,502,5420
MERCURY GENERAL CORPCOM5894001005106SH DFND110600
MERCURY SYSTEMS INCCOM5893781082273,284SH OTR1,503,2840
MERCURY SYSTEMS INCCOM5893781087100SH OTR1,401000
MERCURY SYSTEMS INCCOM5893781081171,700SH OTR1,301,7000
MERCURY SYSTEMS INCCOM589378108452SH DFND15200
MEREDITH CORPCOM58943310144013,544SH OTR1,4013,5440
MEREDITH CORPCOM58943310139612,200SH OTR1,3012,2000
MEREDITH CORPCOM58943310159318,278SH OTR1,5018,2780
MEREDITH CORPCOM5894331013109,553SH DFND19,55300
MERIT MEDICAL SYSTEMS INCCOM58988910477724,880SH OTR1,2024,8800
MERITAGE HOMES CORPCOM59001A1023605,895SH OTR1,405,8950
MERITAGE HOMES CORPCOM59001A1024877,962SH OTR1,207,9620
MERITAGE HOMES CORPCOM59001A10264810,600SH OTR1,3010,6000
MERITAGE HOMES CORPCOM59001A1023365,496SH OTR1,505,4960
MERITAGE HOMES CORPCOM59001A10230484SH DFND148400
MERITOR INCCOM59001K1002479,445SH OTR1,409,4450
MERITOR INCCOM59001K10048218,414SH OTR1,2018,4140
META FINANCIAL GROUP INCCOM59100U1081133,102SH OTR1,403,1020
META FINANCIAL GROUP INCCOM59100U1081002,741SH OTR1,202,7410
META FINANCIAL GROUP INCCOM59100U10811305SH DFND130500
METHANEX CORPCOM59151K1083067,912SH OTR1,407,9120
METHANEX CORPCOM59151K1081985,122SH OTR1,205,1220
METHANEX CORPCOM59151K1081554,016SH OTR1,504,0160
METHODE ELECTRONICS INCCOM59152020057214,530SH DFND114,53000
METHODE ELECTRONICS INCCOM59152020025644SH OTR1,406440
METHODE ELECTRONICS INCCOM5915202001172,969SH OTR1,202,9690
METLIFE INCCOM59156R1085,575109,380SH OTR1,20109,3800
METLIFE INCCOM59156R1083276,419SH OTR1,506,4190
METLIFE INCCOM59156R1082,11541,498SH DFND141,49800
METLIFE INCCOM59156R1081733,400SH OTR1,303,4000
METLIFE INCCOM59156R108561,101SH DFND11,10100
METTLER TOLEDO INTLCOM5926881053,4654,368SH OTR1,204,3680
MFA FINANCIAL INCCOM55272X10226234,228SH OTR1,2034,2280
MGE ENERGY INCCOM55277P1043514,448SH DFND14,44800
MGE ENERGY INCCOM55277P10478987SH OTR1,209870
MGIC INVESTMENT CORPCOM55284810347233,314SH OTR1,2033,3140
MGIC INVESTMENT CORPCOM552848103412,900SH OTR1,302,9000
MGIC INVESTMENT CORPCOM552848103271,930SH OTR1,501,9300
MGM RESORTS INTERNATIONALCOM55295310169921,000SHCallDFND1000
MGM RESORTS INTERNATIONALCOM55295310141912,600SHPutDFND1000
MGM RESORTS INTERNATIONALCOM55295310169820,971SH OTR1,5020,9710
MGM RESORTS INTERNATIONALCOM5529531012858,570SH DFND18,57000
MGM RESORTS INTERNATIONALCOM5529531011865,600SH OTR1,305,6000
MGM RESORTS INTERNATIONALCOM552953101541,619SH DFND11,61900
MGP INGREDIENTS INCCOM55303J1062174,476SH DFND14,47600
MICROCHIP TECH INCCOM5950171048508,120SH DFND18,12000
MICRON TECH INCCOM5951121033,86171,800SH OTR1,3071,8000
MICRON TECH INCCOM5951121032,04037,928SH OTR1,5037,9280
MICROSOFT CORPCOM5949181048235,219SH OTR1,205,2190
MICROSOFT CORPCOM5949181046,23039,506SH OTR1,5039,5060
MICROSTRATEGY INCCOM5949724082211,550SH OTR1,501,5500
MICROSTRATEGY INCCOM59497240852367SH DFND136700
MIDDLEBY CORPCOM5962781012602,375SH OTR1,202,3750
MIDDLEBY CORPCOM5962781012,25620,600SH OTR1,3020,6000
MIDDLEBY CORPCOM59627810124216SH OTR1,402160
MIDDLEFIELD BANC CORPCOM59630420436213,869SH OTR1,2013,8690
MILLER HERMAN INCCOM60054410099423,863SH OTR1,2023,8630
MILLER HERMAN INCCOM60054410044410,668SH OTR1,5010,6680
MILLER HERMAN INCCOM60054410044210,622SH DFND110,62200
MIMECAST LTDCOMG1483810957013,144SH OTR1,5013,1440
MIMECAST LTDCOMG148381091002,308SH OTR1,202,3080
MIMECAST LTDCOMG1483810903SH DFND1300
MINAS BUENAVENTURA ADRADR204448104191,239SH OTR1,401,2390
MINAS BUENAVENTURA ADRADR20444810456637,477SH OTR1,2037,4770
MINAS BUENAVENTURA ADRADR20444810441427,399SH OTR1,5027,3990
MINERVA NEUROSCIENCES INCCOM60338010610114,224SH OTR1,2014,2240
MITSUBISHI UFJ FINL SPON ADRADR60682210412723,335SH OTR1,5023,3350
MKS INSTRUMENTS INCCOM55306N1045675,158SH OTR1,505,1580
MKS INSTRUMENTS INCCOM55306N10434306SH OTR1,403060
MKS INSTRUMENTS INCCOM55306N1041101,000SH OTR1,301,0000
MOBILE IRON INCCOM60739U204296,010SH OTR1,406,0100
MOBILE IRON INCCOM60739U204449,095SH OTR1,509,0950
MOBILE MINI INCCOM60740F1052626,904SH OTR1,206,9040
MOBILE MINI INCCOM60740F1053398,943SH DFND18,94300
MOBILE MINI INCCOM60740F105731,917SH OTR1,501,9170
MOBILE TELESYSTEMS SP ADRADR60740910923122,711SH OTR1,5022,7110
MOBILE TELESYSTEMS SP ADRADR607409109939,172SH OTR1,209,1720
MODERNA INCCOM60770K10727213,919SH OTR1,2013,9190
MODERNA INCCOM60770K107683,455SH OTR1,403,4550
MODINE MANUFACTURING COCOM60782810028637,092SH OTR1,2037,0920
MODINE MANUFACTURING COCOM607828100344,380SH OTR1,504,3800
MOHAWK INDUSTRIES INCCOM6081901045403,961SH OTR1,203,9610
MOHAWK INDUSTRIES INCCOM6081901041751,284SH OTR1,401,2840
MOLINA HEALTHCARE INCCOM60855R1002171,600SH OTR1,401,6000
MOLINA HEALTHCARE INCCOM60855R1001,1558,510SH OTR1,208,5100
MOLINA HEALTHCARE INCCOM60855R1008256,080SH OTR1,306,0800
MOLINA HEALTHCARE INCCOM60855R1003032,232SH OTR1,502,2320
MOLINA HEALTHCARE INCCOM60855R100535SH DFND13500
MOLSON COORS BEVERAGE COCOM60871R20939719SH OTR1,407190
MOLSON COORS BEVERAGE COCOM60871R2091402,600SH OTR1,302,6000
MOLSON COORS BEVERAGE COCOM60871R2092,59048,054SH OTR1,2048,0540
MOMO INC SPON ADRADR60879B10742212,600SH OTR1,2012,6000
MOMO INC SPON ADRADR60879B10789426,675SH OTR1,5026,6750
MONDELEZ INTERNATIONAL INCCOM6092071055,02391,200SHCallDFND1000
MONDELEZ INTERNATIONAL INCCOM6092071053,45462,700SHPutDFND1000
MONDELEZ INTERNATIONAL INCCOM60920710579214,373SH OTR1,2014,3730
MONDELEZ INTERNATIONAL INCCOM6092071055039,127SH OTR1,509,1270
MONGODB INCCOM60937P1062872,182SH DFND12,18200
MONGODB INCCOM60937P106117888SH OTR1,408880
MONGODB INCCOM60937P10613100SH OTR1,301000
MONGODB INCCOM60937P1061,41910,800SHPutDFND1000
MONGODB INCCOM60937P1061,79013,600SHCallDFND1000
MONMOUTH REIT CLASS ACOM60972010719513,462SH OTR1,5013,4620
MONMOUTH REIT CLASS ACOM609720107372,533SH OTR1,402,5330
MONMOUTH REIT CLASS ACOM609720107382,643SH OTR1,202,6430
MONRO INCCOM6102361012823,609SH OTR1,403,6090
MONRO INCCOM610236101220SH DFND12000
MONSTER BEVERAGE CORPCOM61174X10978912,410SH OTR1,2012,4100
MONSTER BEVERAGE CORPCOM61174X1091,68426,500SH OTR1,3026,5000
MONSTER BEVERAGE CORPCOM61174X1091,40322,070SH OTR1,5022,0700
MONSTER BEVERAGE CORPCOM61174X1091,15218,130SH DFND118,13000
MONTAGE RESOURCES CORPCOM61179L100960120,922SH DFND1120,92200
MONTAGE RESOURCES CORPCOM61179L1007900SH OTR1,209000
MOODYS CORPORATIONCOM6153691057363,100SH OTR1,303,1000
MOODYS CORPORATIONCOM6153691054331,824SH OTR1,501,8240
MOODYS CORPORATIONCOM6153691051,0454,400SH DFND14,40000
MOOG INC CL ACOM6153942023393,970SH OTR1,403,9700
MOOG INC CL ACOM6153942022703,159SH OTR1,203,1590
MOOG INC CL ACOM6153942023123,656SH OTR1,503,6560
MORGAN STANLEYCOM6174464483,72772,900SHCallDFND1000
MORGAN STANLEYCOM6174464484,73992,700SHPutDFND1000
MORGAN STANLEYCOM6174464488,872173,547SH OTR1,20173,5470
MORGAN STANLEYCOM6174464483,80374,400SH OTR1,3074,4000
MORGAN STANLEYCOM61744644853210,396SH DFND110,39600
MORGAN STANLEYCOM6174464481292,533SH OTR1,402,5330
MOSAIC CO THECOM61945C10330514,072SH OTR1,2014,0720
MOTOROLA SOLUTIONS INCCOM6200763073,80323,600SH OTR1,3023,6000
MOTOROLA SOLUTIONS INCCOM6200763076824,230SH OTR1,504,2300
MOVADO GROUPCOM624580106713,287SH OTR1,403,2870
MOVADO GROUPCOM6245801061486,804SH OTR1,506,8040
MRC GLOBAL INCCOM55345K10323217,004SH OTR1,2017,0040
MSA SAFETY INCCOM5534981063873,059SH OTR1,403,0590
MSC INDUSTRIAL DIRECT CO ACOM5535301061,06513,569SH OTR1,4013,5690
MSC INDUSTRIAL DIRECT CO ACOM55353010686711,046SH OTR1,2011,0460
MSC INDUSTRIAL DIRECT CO ACOM5535301063854,900SH OTR1,304,9000
MSC INDUSTRIAL DIRECT CO ACOM55353010657728SH DFND172800
MSCI INC ACOM55354G1001,9627,600SH OTR1,307,6000
MSCI INC ACOM55354G1006182,394SH OTR1,502,3940
MSCI INC ACOM55354G100121469SH OTR1,404690
MSG NETWORKS INCCOM5535731061,44382,945SH OTR1,2082,9450
MSG NETWORKS INCCOM5535731061528,718SH OTR1,408,7180
MUELLER INDUSTRIES INCCOM62475610237011,665SH OTR1,2011,6650
MUELLER WATER PRODUCTS INC ACOM62475810826021,739SH OTR1,2021,7390
MUELLER WATER PRODUCTS INC ACOM6247581082175SH OTR1,401750
MURPHY OIL CORPCOM6267171021,18844,336SH OTR1,2044,3360