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
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Estimated average burden
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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
1-800-FLOWERS.COM INC-CL ACL A68243Q1063,986337,827SH DFND1336,40201,425
1ST CONSTITUTION BANCORPCOM31986N1021,41168,195SH DFND168,19500
1ST SOURCE CORPCOM33690110310,163193,149SH DFND1193,14900
21VIANET GROUP INC-ADRSPONSORED ADR90138A10340239,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1032,8861,027,345SH DFND11,027,34500
2U INCCOM90214J10140,144533,910SH DFND1533,91000
3D SYSTEMS CORPCOM NEW88554D20520,5331,086,403SH DFND11,086,40300
3M COCOM88579Y1011,485,2917,062,494SH DFND17,030,867031,627
3PEA INTERNATIONAL INCCOM88579C10918049,147SH DFND149,14700
51JOB INC-ADRSP ADR REP COM3168271045,54372,353SH DFND172,35300
58.COM INC-ADRSPON ADR REP A31680Q10412,887176,378SH DFND1176,1400238
8X8 INCCOM28291410019,334909,837SH DFND1909,83700
8X8 INCCOM2829141001004,736SH DFND1 24,73600
A H BELO CORP-ACOM CL A001282102514111,827SH DFND1111,82700
A10 NETWORKS INCCOM0021211013,096509,228SH DFND1509,22800
AAC HOLDINGS INCCOM000307108805105,530SH DFND1105,53000
AAON INCCOM PAR $0.00400036020617,705468,401SH DFND1468,40100
AAR CORPCOM00036110518,218380,428SH DFND1380,42800
AAR CORPCOM000361105891,864SH DFND1 21,86400
AARON'S INCCOM PAR $0.5000253530040,908751,173SH DFND1741,83609,337
AARON'S INCCOM PAR $0.500025353002133,921SH DFND1 23,92100
ABB LTD-SPON ADRSPONSORED ADR00037520490238,180SH DFND134,27803,902
ABB LTD-SPON ADRSPONSORED ADR00037520470830,000SH DFND1 230,00000
ABBOTT LABORATORIESCOM0028241001,490,11820,351,937SH DFND120,256,539095,398
ABBOTT LABORATORIESCOM0028241002353,208SH DFND1 23,20800
ABBVIE INCCOM00287Y1091,575,14616,688,412SH DFND116,607,291081,121
ABBVIE INCCOM00287Y1091,30713,827SH DFND1 213,82700
ABEONA THERAPEUTICS INCCOM00289Y1074,280334,380SH DFND1334,38000
ABERCROMBIE & FITCH CO-CL ACL A00289620716,240768,969SH DFND1768,5660403
ABERDEEN EM MRKT EQTY INCCOM00301W105933136,143SH DFND1 2136,14300
ABERDEEN JAPAN EQUITY FUND ICOM00306J10910112,155SH DFND1 212,15500
ABERDEEN TTL DYN DIVIDCOM SH BEN INT00326L1002,396273,003SH DFND1 2273,00300
ABIOMED INCCOM003654100257,898574,430SH DFND1572,04902,381
ABM INDUSTRIES INCCOM00095710021,041652,436SH DFND1652,43600
ABRAXAS PETROLEUM CORPCOM0038301063,8581,656,198SH DFND11,656,19800
AC IMMUNE SASHSH0026310542753,495SH DFND153,49500
ACACIA COMMUNICATIONS INCCOM00401C10812,434300,574SH DFND1300,57400
ACACIA RESEARCH CORPACACIA TCH COM0038813071,716536,375SH DFND1536,37500
ACADIA HEALTHCARE CO INCCOM00404A10930,622869,947SH DFND1858,032011,915
ACADIA PHARMACEUTICALS INCCOM00422510822,1551,067,238SH DFND11,067,23800
ACADIA REALTY TRUSTCOM SH BEN INT00423910928,4501,014,996SH DFND11,014,99600
ACCELERATE DIAGNOSTICS INCCOM00430H1026,854298,672SH DFND1298,4780194
ACCELERON PHARMA INCCOM00434H10824,090420,942SH DFND1420,94200
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,369,5058,060,763SH DFND18,026,193034,570
ACCENTURE PLC-CL ASHS CLASS AG1151C1014402,586SH DFND1 22,58600
ACCESS NATIONAL CORPCOM0043371014,023148,413SH DFND1148,41300
ACCO BRANDS CORPCOM00081T10812,3671,094,435SH DFND11,094,43500
ACCO BRANDS CORPCOM00081T10884074,373SH DFND1 274,37300
ACCURAY INCCOM0043971053,894865,434SH DFND1865,43400
ACELRX PHARMACEUTICALS INCCOM00444T1001,332346,097SH DFND1346,09700
ACER THERAPEUTICS INCCOM00444P10896931,439SH DFND131,43900
ACETO CORPCOM004446100507224,705SH DFND1224,70500
ACHAOGEN INCCOM0044491041,386347,572SH DFND1347,57200
ACHILLION PHARMACEUTICALSCOM00448Q2015,3561,455,658SH DFND11,455,65800
ACI WORLDWIDE INCCOM00449810134,5251,226,924SH DFND11,211,295015,629
ACLARIS THERAPEUTICS INCCOM00461U1053,987274,646SH DFND1274,64600
ACM RESEARCH INC-CLASS ACOM CL A00108J10981273,397SH DFND173,39700
ACNB CORPCOM0008681091,76647,486SH DFND147,48600
ACORDA THERAPEUTICS INCCOM00484M10610,755547,356SH DFND1547,35600
ACORDA THERAPEUTICS INCCOM00484M106733,737SH DFND1 23,73700
ACTINIUM PHARMACEUTICALS INCCOM00507W107320432,407SH DFND1432,40700
ACTIVISION BLIZZARD INCCOM00507V109704,8168,489,715SH DFND18,413,329076,386
ACTUANT CORP-ACL A NEW00508X20316,623595,817SH DFND1595,81700
ACTUANT CORP-ACL A NEW00508X203572,069SH DFND1 22,06900
ACUITY BRANDS INCCOM00508Y10274,355473,269SH DFND1467,84305,426
ACUITY BRANDS INCCOM00508Y102643SH DFND1 24300
ACUSHNET HOLDINGS CORPCOM0050981089,402342,780SH DFND1342,78000
ACXIOM HOLDINGS INCCOM00512510939,728804,068SH DFND1793,616010,452
ADAMAS PHARMACEUTICALS INCCOM00548A1064,364217,998SH DFND1217,99800
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208886253,331SH DFND1253,33100
ADAMS DIVERSIFIED EQUITYCOM0062121041,699101,955SH DFND1 2101,95500
ADAMS NATURAL RESOURCES FUNDCOM00548F1053,183159,734SH DFND1 2159,73400
ADAMS RESOURCES & ENERGY INCCOM NEW00635130898423,189SH DFND123,18900
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10753239,248SH DFND139,24800
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A1075407SH DFND1 240700
ADDUS HOMECARE CORPCOM0067391067,326104,435SH DFND1104,43500
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061611,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D1011,467246,662SH DFND1246,66200
ADIENT PLC ORD SHSG0084W10134,137868,429SH DFND1856,566011,863
ADMA BIOLOGICS INCCOM0008991041,503242,112SH DFND1242,11200
ADOBE INCCOM00724F1011,593,7355,915,111SH DFND15,866,281048,830
ADOMANI INCCOM00726A1004173,583SH DFND173,58300
ADT INCCOM00090Q10310,4181,109,546SH DFND11,109,54600
ADTALEM GLOBAL EDUCATION INCCOM00737L10328,589593,134SH DFND1585,03808,096
ADTRAN INCCOM00738A1069,296526,717SH DFND1526,71700
ADURO BIOTECH INCCOM00739L1014,145563,950SH DFND1563,95000
ADVANCE AUTO PARTS INCCOM00751Y106146,270870,637SH DFND1866,84103,796
ADVANCED DISPOSAL SERVICES ICOM00790X10121,185782,313SH DFND1782,31300
ADVANCED DRAINAGE SYSTEMS INCOM00790R10413,375432,858SH DFND1432,85800
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,775232,044SH DFND1232,04400
ADVANCED ENERGY INDUSTRIESCOM00797310021,314412,668SH DFND1412,66800
ADVANCED MICRO DEVICESCOM007903107352,07311,417,728SH DFND111,373,285044,443
ADVANSIX INCCOM00773T10110,206300,630SH DFND1300,63000
ADVAXIS INCCOM NEW007624208229243,964SH DFND1243,96400
ADVERUM BIOTECHNOLOGIES INCCOM00773U1083,529583,429SH DFND1583,42900
AECOMCOM00766T10050,9451,559,885SH DFND11,538,190021,695
AECOMCOM00766T1002658,120SH DFND1 28,12000
AEGION CORPCOM00770F1048,853348,836SH DFND1348,83600
AEGLEA BIOTHERAPEUTICS INCCOM00773J1031,476154,287SH DFND1154,28700
AEGON N.V.-NY REG SHRNY REGISTRY SH00792410321333,196SH DFND129,75603,440
AEHR TEST SYSTEMSCOM00760J10821798,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2026059,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510626,165457,175SH DFND1457,17500
AERIE PHARMACEUTICALS INCCOM00771V10825,564415,344SH DFND1415,34400
AEROHIVE NETWORKS INCCOM0077861061,551376,681SH DFND1376,68100
AEROHIVE NETWORKS INCCOM00778610640197,353SH DFND1 297,35300
AEROJET ROCKETDYNE HOLDINGSCOM00780010522,964675,618SH DFND1675,61800
AEROVIRONMENT INCCOM00807310824,937222,316SH DFND1222,31600
AEROVIRONMENT INCCOM0080731082652,368SH DFND1 22,36800
AES CORPCOM00130H105122,8998,793,713SH DFND18,759,811033,902
AETHLON MEDICAL INCCOM NEW00808Y2087362,035SH DFND162,03500
AETNA INCCOM00817Y108739,0653,650,744SH DFND13,633,465017,279
AETNA INCCOM00817Y1082,16710,687SH DFND1 210,68700
AEVI GENOMIC MEDICINE INCCOM00835P105206167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210891,374669,580SH DFND1666,84202,738
AFFILIATED MANAGERS GROUPCOM0082521081,0397,606SH DFND1 27,60600
AFFIMED NVCOMN0104510822251,220SH DFND151,22000
AFLAC INCCOM001055102453,0579,642,911SH DFND19,601,532041,379
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,956272,625SH DFND1269,62702,998
AG MORTGAGE INVESTMENT TRUSTCOM00122810542823,591SH DFND1 223,59100
AGCO CORPCOM00108410272,5511,193,820SH DFND11,184,85008,970
AGENUS INCCOM NEW00847G7051,695792,310SH DFND1792,31000
AGILE THERAPEUTICS INCCOM00847L10068185,857SH DFND1185,85700
AGILENT TECHNOLOGIES INCCOM00846U101277,4663,940,774SH DFND13,923,542017,232
AGILENT TECHNOLOGIES INCCOM00846U1015597,931SH DFND1 27,93100
AGILYSYS INCCOM00847J1052,955181,295SH DFND1181,29500
AGILYSYS INCCOM00847J105503,069SH DFND1 23,06900
AGIOS PHARMACEUTICALS INCCOM00847X10436,783476,965SH DFND1476,96500
AGNC INVESTMENT CORPCOM00123Q104108,4495,820,735SH DFND15,813,96006,775
AGNICO EAGLE MINES LTDCOM0084741085,910174,481SH DFND1174,2160265
AGREE REALTY CORPCOM00849210016,513310,877SH DFND1310,87700
AGREE REALTY CORPCOM00849210023439SH DFND1 243900
AGROFRESH SOLUTIONS INCCOM00856G1091,814291,248SH DFND1291,24800
AIMMUNE THERAPEUTICS INCCOM00900T10712,099443,531SH DFND1443,53100
AIR LEASE CORPCL A00912X30243,904956,939SH DFND1956,93900
AIR PRODUCTS & CHEMICALS INCCOM009158106408,2982,449,209SH DFND12,437,495011,714
AIR TRANSPORT SERVICES GROUPCOM00922R10512,775595,039SH DFND1595,03900
AIRCASTLE LTDCOMG0129K10411,776537,501SH DFND1537,50100
AIRGAIN INCCOM00938A10444333,784SH DFND133,78400
AIRMEDIA GROUP INC-ADRSPONSORED ADR009411109820,876SH DFND120,87600
AJRD 2.25 12/15/23NOTE 2.250%12/1007800AB12,8532,000,000PRN DFND1 22,000,00000
AK STEEL HOLDING CORPCOM00154710815,0403,069,413SH DFND13,069,41300
AKAMAI TECHNOLOGIES INCCOM00971T101153,8162,106,773SH DFND12,098,08808,685
AKAMAI TECHNOLOGIES INCCOM00971T10133463SH DFND1 246300
AKCEA THERAPEUTICS INCCOM00972L1077,322209,084SH DFND1209,08400
AKEBIA THERAPEUTICS INCCOM00972D1055,633637,950SH DFND1636,92101,029
AKERS BIOSCIENCES INCCOM00973E102130458,458SH DFND1458,45800
AKORN INCCOM00972810613,1731,014,922SH DFND11,002,213012,709
AKORN INCCOM009728106312,452SH DFND1 22,45200
AKOUSTIS TECHNOLOGIES INCCOM00973N10260476,831SH DFND176,83100
ALAMO GROUP INCCOM0113111079,815107,147SH DFND1107,14700
ALARM.COM HOLDINGS INCCOM01164210520,515357,405SH DFND1357,40500
ALASKA AIR GROUP INCCOM011659109116,3871,692,253SH DFND11,685,54406,709
ALASKA COMM SYSTEMS GROUPCOM01167P101592361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810822,901288,074SH DFND1288,07400
ALBEMARLE CORPCOM012653101128,5521,290,838SH DFND11,285,28105,557
ALBIREO PHARMA INCCOM01345P1062,88487,512SH DFND187,51200
ALCOA CORPCOM01387210672,5811,796,568SH DFND11,796,56800
ALCOA CORPCOM0138721063,03075,000SH DFND1 275,00000
ALDER BIOPHARMACEUTICALS INCCOM01433910510,308619,144SH DFND1619,14400
ALDEYRA THERAPEUTICS INCCOM01438T1062,157156,335SH DFND1156,33500
ALEXANDER & BALDWIN INCCOM01449110416,639733,359SH DFND1724,21509,144
ALEXANDER'S INCCOM01475210911,23532,728SH DFND132,72800
ALEXANDRIA REAL ESTATE EQUITCOM015271109191,6221,525,755SH DFND11,520,33605,419
ALEXION PHARMACEUTICALS INCCOM015351109345,9112,493,488SH DFND12,471,511021,977
ALEXION PHARMACEUTICALS INCCOM01535110981587SH DFND1 258700
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102360,8952,206,263SH DFND12,205,5430720
ALICO INCCOM0162301041,10732,768SH DFND132,76800
ALIGN TECHNOLOGY INCCOM016255101409,2421,047,775SH DFND11,040,06207,713
ALIMERA SCIENCES INCCOM016259103141144,795SH DFND1144,79500
ALJ REGIONAL HOLDINGS INCCOM0016271084224,901SH DFND124,90100
ALKERMES PLCSHSG0176710562,2921,468,749SH DFND11,468,6250124
ALKERMES PLCSHSG0176710537885SH DFND1 288500
ALLAKOS INCCOM01671P1005,630125,151SH DFND1125,15100
ALLEGHANY CORPCOM01717510091,399140,168SH DFND1138,15102,017
ALLEGHENY TECHNOLOGIES INCCOM01741R10236,4281,232,763SH DFND11,215,798016,965
ALLEGIANCE BANCSHARES INCCOM01748H1075,632135,081SH DFND1135,08100
ALLEGIANT TRAVEL COCOM01748X10217,317136,572SH DFND1136,57200
ALLEGION PLCORD SHSG0176J109105,8671,171,084SH DFND11,166,21604,868
ALLENA PHARMACEUTICALS INCCOM01811910771866,870SH DFND166,87000
ALLERGAN PLCSHSG0177J108713,3213,752,345SH DFND13,735,525016,820
ALLERGAN PLCSHSG0177J108143751SH DFND1 275100
ALLETE INCCOM NEW01852230047,288630,431SH DFND1623,50106,930
ALLIANCE DATA SYSTEMS CORPCOM018581108144,039611,017SH DFND1608,59602,421
ALLIANCE DATA SYSTEMS CORPCOM01858110888374SH DFND1 237400
ALLIANCE MMA INCCOM018626101831,107SH DFND131,10700
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,85490,913SH DFND190,91300
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10871134,857SH DFND1 234,85700
ALLIANCEBERNSTEIN GL HI INCCOM01879R10614912,809SH DFND1 212,80900
ALLIANT ENERGY CORPCOM018802108127,0502,989,864SH DFND12,977,886011,978
ALLIANZGI NFJ DIVIDEND INTERCOM01883A10723918,317SH DFND1 218,31700
ALLIED MOTION TECHNOLOGIESCOM0193301093,91371,900SH DFND171,90000
ALLISON TRANSMISSION HOLDINGCOM01973R10183,8591,612,382SH DFND11,612,38200
ALLISON TRANSMISSION HOLDINGCOM01973R10189517,220SH DFND1 217,22000
ALLOT COMMUNICATIONS LTDSHSM0854Q10511218,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10833,4382,346,557SH DFND12,318,227028,330
ALLSTATE CORPCOM020002101427,1674,335,936SH DFND14,318,197017,739
ALLSTATE CORPCOM0200021015445,517SH DFND1 25,51700
ALLY FINANCIAL INCCOM02005N100103,0463,898,620SH DFND13,898,62000
ALLY FINANCIAL INCCOM02005N10026910,192SH DFND1 210,19200
ALNYLAM PHARMACEUTICALS INCCOM02043Q10777,006880,404SH DFND1880,2800124
ALNYLAM PHARMACEUTICALS INCCOM02043Q10731359SH DFND1 235900
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1042,834243,709SH DFND1243,70900
ALPHABET INC-CL ACAP STK CL A02079K3054,304,4143,572,834SH DFND13,542,907029,927
ALPHABET INC-CL CCAP STK CL C02079K1074,408,1093,700,602SH DFND13,667,787032,815
ALPHATEC HOLDINGS INCCOM NEW02081G20115847,147SH DFND147,14700
ALPINE IMMUNE SCIENCES INCCOM02083G10023637,340SH DFND137,34000
ALTA MESA RESOURCES INCCL A02133L1095,0411,206,169SH DFND11,206,16900
ALTABA INCCOM0213461011,10516,229SH DFND116,22900
ALTABA INCCOM0213461013,04444,700SH DFND1 244,70000
ALTAIR ENGINEERING INC - ACOM CL A02136910312,204280,877SH DFND1280,87700
ALTERYX INC - CLASS ACOM CL A02156B10316,308285,056SH DFND1285,05600
ALTICE USA INC- ACL A02156K10314,516800,230SH DFND1800,23000
ALTICE USA INC- ACL A02156K1031,72395,000SH DFND1 295,00000
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1043,962122,949SH DFND1122,94900
ALTRA INDUSTRIAL MOTION CORPCOM02208R10619,581474,133SH DFND1474,13300
ALTRA INDUSTRIAL MOTION CORPCOM02208R10657613,961SH DFND1 213,96100
ALTRIA GROUP INCCOM02209S1031,385,62923,017,846SH DFND122,921,257096,589
ALTRIA GROUP INCCOM02209S1031181,968SH DFND1 21,96800
AMAG PHARMACEUTICALS INCCOM00163U1068,111405,600SH DFND1405,4730127
AMAG PHARMACEUTICALS INCCOM00163U10659729,888SH DFND1 229,88800
AMALGAMATED BK OF NEW YORK-ACLASS A0226631081,17961,121SH DFND161,12100
AMARIN CORP PLC -ADRSPONS ADR NEW0231112064,620284,006SH DFND1284,00600
A-MARK PRECIOUS METALS INCCOM00181T10724919,162SH DFND119,16200
AMAZON.COM INCCOM0231351069,507,7074,756,185SH DFND14,711,424044,761
AMAZON.COM INCCOM02313510615678SH DFND1 27800
AMBAC FINANCIAL GROUP INCCOM NEW0231398849,470463,777SH DFND1463,77700
AMBARELLA INCSHSG037AX1014,746122,701SH DFND1122,657044
AMBER ROAD INCCOM02318Y1082,149223,419SH DFND1223,41900
AMBEV SA-ADRSPONSORED ADR02319V103920201,360SH DFND1201,36000
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C10410,210498,063SH DFND1498,06300
AMC NETWORKS INC-ACL A00164V10329,026437,545SH DFND1431,40806,137
AMC NETWORKS INC-ACL A00164V10319299SH DFND1 229900
AMDOCS LTDSHSG0260210339,789603,056SH DFND1603,05600
AMEDISYS INCCOM02343610843,539348,426SH DFND1348,42600
AMER NATL BNKSHS/DANVILLE VACOM0277451082,36460,619SH DFND160,61900
AMERCOCOM02358610029,19181,901SH DFND181,90100
AMEREN CORPORATIONCOM023608102196,2323,109,535SH DFND13,097,031012,504
AMERESCO INC-CL ACL A02361E1082,496182,915SH DFND1182,91500
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10722339,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102213,1475,164,802SH DFND15,121,984042,818
AMERICAN ASSETS TRUST INCCOM02401310415,955427,878SH DFND1427,87800
AMERICAN AXLE & MFG HOLDINGSCOM02406110324,6731,414,785SH DFND11,414,78500
AMERICAN CAMPUS COMMUNITIESCOM02483510067,4031,637,598SH DFND11,619,108018,490
AMERICAN EAGLE OUTFITTERSCOM02553E10640,6781,638,287SH DFND11,614,783023,504
AMERICAN EAGLE OUTFITTERSCOM02553E106562,274SH DFND1 22,27400
AMERICAN ELECTRIC POWERCOM025537101389,2585,503,091SH DFND15,477,620025,471
AMERICAN ELECTRIC POWERCOM02553710137534SH DFND1 253400
AMERICAN ELECTRIC TECHNOLOGICOM025576109811,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620630,570864,539SH DFND1864,53900
AMERICAN EXPRESS COCOM025816109852,9538,026,138SH DFND17,988,897037,241
AMERICAN FINANCE TRUST INCCOM CLASS A02607T1095,785379,103SH DFND1379,10300
AMERICAN FINANCIAL GROUP INCCOM02593210477,895702,419SH DFND1692,91709,502
AMERICAN HOMES 4 RENT- ACL A02665T30665,8423,007,862SH DFND13,007,86200
AMERICAN INTERNATIONAL GROUPCOM NEW026874784514,3819,681,979SH DFND19,636,458045,521
AMERICAN INTERNATIONAL GROUPCOM NEW026874784771,463SH DFND1 21,46300
AMERICAN NATIONAL INSURANCECOM02859110514,293110,551SH DFND1110,55100
AMERICAN OUTDOOR BRANDS CORPCOM02874P1038,883572,032SH DFND1572,03200
AMERICAN PUBLIC EDUCATIONCOM02913V1036,147185,997SH DFND1185,99700
AMERICAN PUBLIC EDUCATIONCOM02913V1031404,245SH DFND1 24,24500
AMERICAN RAILCAR INDUSTRIESCOM02916P1034,05087,859SH DFND187,85900
AMERICAN RENAL ASSOCIATES HOCOM0292271053,471160,367SH DFND1160,36700
AMERICAN RIVER BANKSHRS (CA)COM02932610517511,472SH DFND111,47200
AMERICAN SOFTWARE INC-CL ACL A0296831093,634299,619SH DFND1299,61900
AMERICAN STATES WATER COCOM02989910121,999359,823SH DFND1359,82300
AMERICAN SUPERCONDUCTOR CORPSHS NEW030111207863124,221SH DFND1124,22100
AMERICAN TOWER CORPCOM03027X100684,1064,718,403SH DFND14,695,277023,126
AMERICAN VANGUARD CORPCOM0303711084,731262,853SH DFND1262,85300
AMERICAN WATER WORKS CO INCCOM030420103193,2322,200,709SH DFND12,191,46209,247
AMERICAN WOODMARK CORPCOM03050610912,266156,363SH DFND1156,36300
AMERICA'S CAR-MART INCCOM03062T1055,41769,281SH DFND169,28100
AMERICOLD REALTY TRUSTCOM03064D10820,280810,557SH DFND1810,55700
AMERIGAS PARTNERS-LPUNIT L P INT03097510643811,104SH DFND1 211,10400
AMERIPRISE FINANCIAL INCCOM03076C106271,1301,839,429SH DFND11,831,72007,709
AMERIPRISE FINANCIAL INCCOM03076C1066124,147SH DFND1 24,14700
AMERIS BANCORPCOM03076K10820,495448,487SH DFND1448,48700
AMERIS BANCORPCOM03076K108481,059SH DFND1 21,05900
AMERISAFE INCCOM03071H10012,589203,214SH DFND1203,21400
AMERISERV FINANCIAL INCCOM03074A1026314,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105169,3771,840,356SH DFND11,831,09209,264
AMES NATIONAL CORPCOM0310011001,71062,759SH DFND162,75900
AMETEK INCCOM031100100221,4822,804,619SH DFND12,792,738011,881
AMGEN INCCOM0311621001,730,0028,360,483SH DFND18,294,616065,867
AMGEN INCCOM0311621001,4476,981SH DFND1 26,98100
AMICUS THERAPEUTICS INCCOM03152W10924,2132,002,741SH DFND12,002,74100
AMKOR TECHNOLOGY INCCOM03165210013,6341,844,959SH DFND11,844,95900
AMKOR TECHNOLOGY INCCOM03165210036549,497SH DFND1 249,49700
AMN HEALTHCARE SERVICES INCCOM00174410125,572467,500SH DFND1467,50000
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10517,342781,525SH DFND1781,52500
AMPCO-PITTSBURGH CORPCOM03203710330151,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R1037,475388,517SH DFND1388,51700
AMPHENOL CORP-CL ACL A032095101370,8993,951,879SH DFND13,936,490015,389
AMPIO PHARMACEUTICALS INCCOM03209T109420826,976SH DFND1826,97600
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3017372,911SH DFND172,91100
AMRN 3.5 01/15/47NOTE 3.500% 1/2220485AB229,2897,000,000PRN DFND1 27,000,00000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250440074,914SH DFND174,91400
AMTRUST FINANCIAL SERVICESCOM03235930915,8331,090,469SH DFND11,090,46900
AMYRIS INCCOM NEW03236M2002,702340,379SH DFND1340,37900
AMYRIS INCCOM NEW03236M20033642,382SH DFND1 242,38200
ANADARKO PETROLEUM CORPCOM032511107388,8705,780,523SH DFND15,753,738026,785
ANALOG DEVICES INCCOM032654105424,9054,603,641SH DFND14,566,149037,492
ANALOG DEVICES INCCOM03265410532356SH DFND1 235600
ANAPTYSBIO INCCOM03272410623,389234,437SH DFND1234,43700
ANAPTYSBIO INCCOM03272410655552SH DFND1 255200
ANAVEX LIFE SCIENCES CORPCOM NEW032797300786288,261SH DFND1288,26100
ANCHOR BANCORPCOM0328381042669,419SH DFND19,41900
ANDEAVORCOM03349M1054,97932,440SH DFND132,1440296
ANDERSONS INC/THECOM03416410310,979291,607SH DFND1291,60700
ANGI HOMESERVICES INC- ACOM CL A00183L1029,987425,365SH DFND1425,36500
ANGIODYNAMICS INCCOM03475V10114,125649,747SH DFND1649,74700
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,00311,455SH DFND111,45500
ANI PHARMACEUTICALS INCCOM00182C1035,13990,893SH DFND190,89300
ANI PHARMACEUTICALS INCCOM00182C1032113,739SH DFND1 23,73900
ANIKA THERAPEUTICS INCCOM0352551087,250171,905SH DFND1171,7830122
ANIXTER INTERNATIONAL INCCOM03529010523,319331,716SH DFND1331,3860330
ANNALY CAPITAL MANAGEMENT INCOM035710409161,56015,794,227SH DFND115,773,477020,750
ANNALY CAPITAL MANAGEMENT INCOM0357104091,254122,589SH DFND1 2122,58900
ANSYS INCCOM03662Q105206,3121,107,103SH DFND11,102,78404,319
ANTARES PHARMA INCCOM0366421064,8311,437,881SH DFND11,437,88100
ANTARES PHARMA INCCOM036642106134,146SH DFND1 24,14600
ANTERO RESOURCES CORPCOM03674X10647,4812,682,164SH DFND12,682,16400
ANTERO RESOURCES CORPCOM03674X10618810,657SH DFND1 210,65700
ANTHEM INCCOM036752103851,7263,113,887SH DFND13,100,053013,834
ANW 4 11/01/18NOTE 4.000%11/0Y0020QAA92,5183,250,000PRN DFND1 23,250,00000
ANWORTH MORTGAGE ASSET CORPCOM0373471015,0201,084,444SH DFND11,077,58106,863
AON PLCSHS CL AG0408V102401,1712,614,331SH DFND12,601,898012,433
APACHE CORPCOM037411105215,3704,526,695SH DFND14,506,683020,012
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R76229011,241SH DFND111,24100
APARTMENT INVT & MGMT CO -ACL A03748R101106,4302,414,356SH DFND12,406,29408,062
APELLIS PHARMACEUTICALS INCCOM03753U1066,636373,246SH DFND1373,24600
APERGY CORPCOM03755L10431,230716,959SH DFND1706,116010,843
APOGEE ENTERPRISES INCCOM03759810912,286297,358SH DFND1297,35800
APOLLO COMMERCIAL REAL ESTATCOM03762U10522,3291,183,359SH DFND11,174,83608,523
APOLLO COMMERCIAL REAL ESTATCOM03762U105321,724SH DFND1 21,72400
APOLLO ENDOSURGERY INCCOM03767D10844662,325SH DFND162,32500
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2073,542160,528SH DFND1160,52800
APPFOLIO INC - ACOM CL A03783C10011,949152,413SH DFND1152,1830230
APPFOLIO INC - ACOM CL A03783C1005066,464SH DFND1 26,46400
APPIAN CORPCL A03782L1015,463165,066SH DFND1165,06600
APPLE HOSPITALITY REIT INCCOM NEW03784Y20060,9123,482,731SH DFND13,482,73100
APPLE INCCOM03783310012,364,67954,880,285SH DFND154,408,2050472,080
APPLIED DNA SCIENCES INCCOM NEW03815U201219147,307SH DFND1147,30700
APPLIED GENETIC TECHNOLOGIESCOM03820J10052371,777SH DFND171,77700
APPLIED INDUSTRIAL TECH INCCOM03820C10529,727379,905SH DFND1379,90500
APPLIED MATERIALS INCCOM038222105511,09913,246,603SH DFND113,148,339098,264
APPLIED MATERIALS INCCOM03822210557014,769SH DFND1 214,76900
APPLIED OPTOELECTRONICS INCCOM03823U1024,930199,946SH DFND1199,850096
APPROACH RESOURCES INCCOM03834A1031,111498,541SH DFND1498,54100
APPTIO INC - CLASS ACL A03835C10813,125355,135SH DFND1355,13500
APRICUS BIOSCIENCES INCCOM NEW03832V30770228,416SH DFND1228,41600
APTARGROUP INCCOM03833610362,567580,731SH DFND1572,33608,395
APTEVO THERAPEUTICS INCCOM03835L108581114,442SH DFND1114,349093
APTINYX INCCOM03836N1032,59389,550SH DFND189,55000
APTIV PLCSHSG6095L109280,6023,350,655SH DFND13,337,090013,565
AQUA AMERICA INCCOM03836W10361,2501,659,906SH DFND11,635,887024,019
AQUA METALS INCCOM03837J101574222,587SH DFND1222,58700
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20010833,782SH DFND133,78200
AQUANTIA CORPCOM03842Q1083,027236,680SH DFND1236,68000
AQUAVENTURE HOLDINGS LTDSHSG0443N1072,072114,694SH DFND1114,69400
AQUESTIVE THERAPEUTICS INCCOM03843E10443524,898SH DFND124,89800
AQUINOX PHARMACEUTICALS INCCOM03842B101486166,203SH DFND1166,20300
ARADIGM CORPCOM PAR0385054007163,010SH DFND163,01000
ARAMARKCOM03852U106102,2722,378,938SH DFND12,378,93800
ARATANA THERAPEUTICS INCCOM03874P1012,536434,361SH DFND1434,36100
ARBOR REALTY TRUST INCCOM0389231087,346639,959SH DFND1639,95900
ARBUTUS BIOPHARMA CORPCOM03879J1001,746184,805SH DFND1184,80500
ARC DOCUMENT SOLUTIONS INCCOM00191G103707249,287SH DFND1249,28700
ARC DOCUMENT SOLUTIONS INCCOM00191G1038831,258SH DFND1 231,25800
ARC GROUP WORLDWIDE INCCOM00213H1055835,276SH DFND135,27600
ARCA BIOPHARMA INCCOM PAR00211Y4072748,679SH DFND148,67900
ARCBEST CORPCOM03937C10513,961287,564SH DFND1287,56400
ARCBEST CORPCOM03937C1052916,010SH DFND1 26,01000
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L2032167,008SH DFND16,3660642
ARCH CAPITAL GROUP LTDORDG0450A105120,7964,054,796SH DFND14,054,79600
ARCH CAPITAL GROUP LTDORDG0450A1051294,330SH DFND1 24,33000
ARCH COAL INC - ACL A03938040722,442251,035SH DFND1251,03500
ARCH COAL INC - ACL A0393804073924,388SH DFND1 24,38800
ARCHER-DANIELS-MIDLAND COCOM039483102372,6867,426,541SH DFND17,397,862028,679
ARCHER-DANIELS-MIDLAND COCOM039483102951,890SH DFND1 21,89000
ARCHROCK INCCOM03957W10616,3331,338,838SH DFND11,336,62602,212
ARCONIC INCCOM03965L100112,4885,120,528SH DFND15,098,505022,023
ARCONIC INCCOM03965L10088040,000SH DFND1 240,00000
ARCOS DORADOS HOLDINGS INC-ASHS CLASS -A -G0457F10714322,890SH DFND1 222,89000
ARCUS BIOSCIENCES INCCOM03969F1091,36597,979SH DFND197,97900
ARDAGH GROUP SACL AL0223L10175245,093SH DFND145,09300
ARDELYX INCCOM0396971072,668613,474SH DFND1613,47400
ARDELYX INCCOM0396971079722,411SH DFND1 222,41100
ARDMORE SHIPPING CORPCOMY0207T100711109,489SH DFND1109,48900
ARENA PHARMACEUTICALS INCCOM NEW04004760724,078523,219SH DFND1523,21900
ARES COMMERCIAL REAL ESTATECOM04013V1083,833274,440SH DFND1273,26501,175
ARES COMMERCIAL REAL ESTATECOM04013V10815711,262SH DFND1 211,26200
ARGAN INCCOM04010E1099,524221,489SH DFND1221,48900
ARGENX SE - ADRSPONSORED ADR04016X1017569,981SH DFND19,98100
ARGO GROUP INTERNATIONALCOMG0464B10720,490324,981SH DFND1324,98100
ARISTA NETWORKS INCCOM040413106176,340664,461SH DFND1661,81602,645
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,553273,406SH DFND1267,68905,717
ARLO TECHNOLOGIES INCCOM04206A1011,12077,199SH DFND177,19900
ARMADA HOFFLER PROPERTIES INCOM04208T1087,028465,183SH DFND1465,18300
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155079,304414,458SH DFND1414,45800
ARMSTRONG FLOORING INCCOM04238R1063,992220,585SH DFND1220,58500
ARMSTRONG FLOORING INCCOM04238R10632818,135SH DFND1 218,13500
ARMSTRONG WORLD INDUSTRIESCOM04247X10232,140461,783SH DFND1461,78300
AROTECH CORPCOM NEW042682203518152,556SH DFND1152,55600
ARQULE INCCOM04269E1076,6301,171,382SH DFND11,171,38200
ARRAY BIOPHARMA INCCOM04269X10535,2702,320,411SH DFND12,320,41100
ARRIS INTERNATIONAL PLCSHSG0551A10360,6852,334,974SH DFND12,312,099022,875
ARRIS INTERNATIONAL PLCSHSG0551A1031305,037SH DFND1 25,03700
ARROW ELECTRONICS INCCOM04273510061,259831,570SH DFND1819,767011,803
ARROW FINANCIAL CORPCOM0427441024,688126,718SH DFND1126,71800
ARROWHEAD PHARMACEUTICALS INCOM04280A10017,677922,163SH DFND1922,16300
ARSANIS INCCOM0428731097245,028SH DFND145,02800
ARTESIAN RESOURCES CORP-CL ACL A0431132084,717128,257SH DFND1128,25700
ARTHUR J GALLAGHER & COCOM363576109162,8022,191,180SH DFND12,181,82409,356
ARTISAN PARTNERS ASSET MA -ACL A04316A10823,642729,703SH DFND1728,40901,294
ARTISAN PARTNERS ASSET MA -ACL A04316A10863619,645SH DFND1 219,64500
ASBURY AUTOMOTIVE GROUPCOM04343610412,978188,777SH DFND1188,77700
ASCENA RETAIL GROUP INCCOM04351G1018,2541,806,284SH DFND11,806,28400
ASCENA RETAIL GROUP INCCOM04351G101316,974SH DFND1 26,97400
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1011,93327,284SH DFND127,28400
ASCENT CAPITAL GROUP INC-ACOM SER A04363210812269,252SH DFND169,25200
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W1006112,805SH DFND17,98004,825
ASGN INCCOM00191U10238,732490,715SH DFND1490,71500
ASHFORD HOSPITALITY TRUSTCOM SHS0441031097,1191,114,170SH DFND11,107,72606,444
ASHFORD HOSPITALITY TRUSTCOM SHS044103109152,369SH DFND1 22,36900
ASHFORD INCCOM0441041076578,663SH DFND18,66300
ASHFORD INCCOM044104107781,035SH DFND1 21,03500
ASHLAND GLOBAL HOLDINGS INCCOM04418610448,258575,461SH DFND1567,03108,430
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN070592109,68651,521SH DFND148,02203,499
ASPEN AEROGELS INCCOM04523Y10543394,870SH DFND194,87000
ASPEN GROUP INCCOM NEW04530L20310916,124SH DFND116,12400
ASPEN INSURANCE HOLDINGS LTDSHSG0538410523,187554,713SH DFND1546,65308,060
ASPEN TECHNOLOGY INCCOM04532710388,706778,739SH DFND1778,73900
ASSEMBLY BIOSCIENCES INCCOM0453961088,022216,014SH DFND1216,01400
ASSERTIO THERAPEUTICS INCCOM04545L1073,787644,073SH DFND1644,07300
ASSOCIATED BANC-CORPCOM04548710541,0751,579,832SH DFND11,556,593023,239
ASSOCIATED BANC-CORPCOM045487105441,722SH DFND1 21,72200
ASSOCIATED CAPITAL GROUP - ACL A0455281061,57537,038SH DFND137,03800
ASSURANT INCCOM04621X10874,647692,710SH DFND1690,00502,705
ASSURED GUARANTY LTDCOMG0585R10644,1901,046,436SH DFND11,046,43600
ASTA FUNDING INCCOM04622010915539,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM04622410111,797234,026SH DFND1234,02600
ASTEC INDUSTRIES INCCOM04622410172514,388SH DFND1 214,38800
ASTERIAS BIOTHERAPEUTICSCOM SER A04624N107165126,959SH DFND1126,95900
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531082,09052,834SH DFND150,88201,952
ASTRONICS CORPCOM04643310813,309305,972SH DFND1305,97200
ASTRONOVA INCCOM04638F10899346,004SH DFND146,00400
ASTROTECH CORPCOM NEW0464842002810,359SH DFND110,35900
ASURE SOFTWARE INCCOM04649U1021,562125,832SH DFND1125,83200
AT HOME GROUP INCCOM04650Y1009,463300,144SH DFND1300,14400
AT&T INCCOM00206R1022,873,72985,741,206SH DFND185,354,8300386,376
AT&T INCCOM00206R1021,14134,008SH DFND1 234,00800
ATARA BIOTHERAPEUTICS INCCOM04651310718,670451,532SH DFND1451,53200
ATHENAHEALTH INCCOM04685W10350,600378,745SH DFND1378,74500
ATHENE HOLDING LTD-CLASS ACL AG0684D10761,1591,184,875SH DFND11,184,87500
ATHENEX INCCOM04685N1037,064454,605SH DFND1454,60500
ATHERSYS INCCOM04744L1062,7841,325,850SH DFND11,325,85000
ATKORE INTERNATIONAL GROUP ICOM04764910817,131645,745SH DFND1645,74500
ATKORE INTERNATIONAL GROUP ICOM04764910875128,312SH DFND1 228,31200
ATLANTIC CAPITAL BANCSHARESCOM0482692034,408263,195SH DFND1260,91402,281
ATLANTIC POWER CORPCOM NEW04878Q8631,161539,201SH DFND1527,601011,600
ATLANTIC POWER CORPCOM NEW04878Q8636430,040SH DFND1 230,04000
ATLANTICA YIELD PLCSHSG0751N1031,85390,074SH DFND187,50002,574
ATLANTICUS HOLDINGS CORPCOM04914Y10221171,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420517,042267,335SH DFND1267,33500
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711565164,817SH DFND164,81700
ATLASSIAN CORP PLC-CLASS ACL AG0624210426,104271,526SH DFND1271,52600
ATLASSIAN CORP PLC-CLASS ACL AG062421045886,125SH DFND1 26,12500
ATMOS ENERGY CORPCOM04956010595,9631,022,549SH DFND11,007,535015,014
ATMOS ENERGY CORPCOM049560105333SH DFND1 23300
ATN INTERNATIONAL INCCOM00215F1078,842119,681SH DFND1119,68100
ATOMERA INCCOM04965B10026143,689SH DFND143,68900
ATOSSA GENETICS INCCOM PAR04962H5062715,769SH DFND115,76900
ATRICURE INCCOM04963C20912,169347,400SH DFND1347,40000
ATRION CORPORATIONCOM04990410512,14217,476SH DFND117,47600
ATTUNITY LTDSHS NEWM1533212137019,613SH DFND119,61300
ATTUNITY LTDSHS NEWM153321211357,153SH DFND1 27,15300
ATYR PHARMA INCCOM00212010386106,008SH DFND1106,00800
AUBURN NATL BANCORPORATIONCOM05047310746612,165SH DFND112,16500
AUDENTES THERAPEUTICS INCCOM05070R10413,365337,599SH DFND1337,59900
AUDIOCODES LTDORDM1534210420620,574SH DFND120,57400
AUDIOCODES LTDORDM1534210495795,201SH DFND1 295,20100
AURINIA PHARMACEUTICALS INCCOM05156V10243164,985SH DFND164,98500
AURIS MEDICAL HOLDING AGCOMH0381L104618,206SH DFND118,20600
AUTODESK INCCOM052769106413,7782,655,575SH DFND12,634,016021,559
AUTOHOME INC-ADRSP ADR RP CL A05278C1079,084118,164SH DFND1118,16400
AUTOLIV INCCOM05280010956,232649,276SH DFND1649,27600
AUTOLIV INCCOM0528001094595,299SH DFND1 25,29900
AUTOMATIC DATA PROCESSINGCOM053015103866,6255,761,961SH DFND15,717,659044,302
AUTONATION INCCOM05329W10226,182630,147SH DFND1622,37707,770
AUTONATION INCCOM05329W1023307,951SH DFND1 27,95100
AUTOWEB INCCOM05335B10022877,300SH DFND177,30000
AUTOZONE INCCOM053332102262,514339,036SH DFND1337,68201,354
AUTOZONE INCCOM053332102141183SH DFND1 218300
AV HOMES INCCOM00234P1022,358117,940SH DFND1117,5320408
AV HOMES INCCOM00234P1021,30065,000SH DFND1 265,00000
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M10416236,999SH DFND136,99900
AVALARA INCCOM05338G1062,58974,143SH DFND174,14300
AVALON HOLDINGS CORP-ACL A05343P1093810,368SH DFND110,36800
AVALONBAY COMMUNITIES INCCOM053484101380,8132,105,425SH DFND12,098,34307,082
AVANGRID INCCOM05351W10324,795517,325SH DFND1517,32500
AVANOS MEDICAL INCCOM05350V10631,613461,507SH DFND1455,12606,381
AVAYA HOLDINGS CORPCOM05351X10122,4421,013,672SH DFND11,013,67200
AVAYA HOLDINGS CORPCOM05351X10152223,594SH DFND1 223,59400
AVEO PHARMACEUTICALS INCCOM0535881093,3861,023,249SH DFND11,023,24900
AVERY DENNISON CORPCOM053611109126,5691,170,158SH DFND11,165,47904,679
AVERY DENNISON CORPCOM05361110930278SH DFND1 227800
AVIAT NETWORKS INCCOM NEW05366Y20142126,118SH DFND126,11800
AVID BIOSERVICES INCCOM05368M1063,430500,087SH DFND1500,08700
AVID TECHNOLOGY INCCOM05367P1001,885317,880SH DFND1317,88000
AVIS BUDGET GROUP INCCOM05377410522,752707,927SH DFND1698,94408,983
AVIS BUDGET GROUP INCCOM053774105431,357SH DFND1 21,35700
AVISTA CORPCOM05379B10732,462642,058SH DFND1642,05800
AVNET INCCOM05380710355,8551,248,279SH DFND11,232,645015,634
AVON PRODUCTS INCCOM0543031026,5242,965,483SH DFND12,963,94801,535
AVROBIO INCCOM05455M1003,39665,473SH DFND165,47300
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BWX TECHNOLOGIES INCCOM05605H10034549SH DFND1 254900
BYLINE BANCORP INCCOM1244111093,695162,813SH DFND1162,81300
C & F FINANCIAL CORPCOM12466Q1041,62127,601SH DFND127,60100
C&J ENERGY SERVICES INCCOM12674R10013,161632,787SH DFND1632,78700
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209193,1171,975,369SH DFND11,968,21607,153
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CABLE ONE INCCOM12685J10538,08343,100SH DFND142,4300670
CABOT CORPCOM12705510139,103623,465SH DFND1615,15908,306
CABOT MICROELECTRONICS CORPCOM12709P10329,496285,899SH DFND1285,89900
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CABOT OIL & GAS CORPCOM127097103121,7645,417,171SH DFND15,394,567022,604
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CACTUS INC - ACL A12720310713,809360,737SH DFND1360,73700
CADENCE BANCORPCL A12739A10019,216735,697SH DFND1735,69700
CADENCE DESIGN SYS INCCOM127387108194,5614,299,544SH DFND14,271,655027,889
CADENCE DESIGN SYS INCCOM12738710820444SH DFND1 244400
CADIZ INCCOM NEW1275372072,572230,743SH DFND1230,74300
CAE INCCOM1247651084,103203,972SH DFND1201,66602,306
CAESARS ENTERTAINMENT CORPCOM12768610356,2535,488,155SH DFND15,488,15500
CAESARSTONE LTDORD SHSM205981041,79997,010SH DFND197,01000
CAFEPRESS INCCOM12769A1033826,471SH DFND126,47100
CAI INTERNATIONAL INCCOM12477X1063,506153,321SH DFND1153,32100
CALADRIUS BIOSCIENCES INCCOM NEW12805820327446,538SH DFND146,53800
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CALAMP CORPCOM128126109381,616SH DFND1 21,61600
CALAVO GROWERS INCCOM12824610516,098166,655SH DFND1166,65500
CALERES INCCOM12950010415,048419,653SH DFND1419,65300
CALERES INCCOM1295001041373,823SH DFND1 23,82300
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CALIFORNIA RESOURCES CORPCOM NEW13057Q2061342,767SH DFND1 22,76700
CALIFORNIA WATER SERVICE GRPCOM13078810220,578479,696SH DFND1479,69600
CALITHERA BIOSCIENCES INCCOM13089P1011,445275,417SH DFND1275,41700
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CAL-MAINE FOODS INCCOM NEW12803020215,499320,904SH DFND1320,5940310
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CALYXT INCCOM13173L1071,47896,824SH DFND196,82400
CAMBIUM LEARNING GROUP INCCOM13201A1071,888159,535SH DFND1159,53500
CAMBREX CORPCOM13201110722,309326,155SH DFND1326,15500
CAMBRIDGE BANCORPCOM1321521093,46038,450SH DFND138,45000
CAMDEN NATIONAL CORPCOM1330341087,146164,524SH DFND1164,52400
CAMDEN PROPERTY TRUSTSH BEN INT133131102110,5611,182,197SH DFND11,169,666012,531
CAMECO CORPCOM13321L1083,253287,360SH DFND1287,0340326
CAMPBELL SOUP COCOM13442910994,0642,572,285SH DFND12,562,026010,259
CAMPBELL SOUP COCOM13442910973220,000SH DFND1 220,00000
CAMPING WORLD HOLDINGS INC-ACL A13462K1096,477303,837SH DFND1303,83700
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CANON INC-SPONS ADRSPONSORED ADR1380063091,49147,132SH DFND144,70902,423
CANTEL MEDICAL CORPCOM13809810835,181382,159SH DFND1377,26204,897
CAPITAL CITY BANK GROUP INCCOM1396741052,896124,109SH DFND1124,10900
CAPITAL ONE FINANCIAL CORPCOM14040H105559,5725,905,605SH DFND15,881,092024,513
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CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210716961,010SH DFND1 261,01000
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CAPITAL SOUTHWEST CORPCOM14050110721911,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10119,0271,493,520SH DFND11,493,52000
CAPRICOR THERAPEUTICS INCCOM14070B101124118,686SH DFND1118,68600
CAPSTAR FINANCIAL HOLDINGS ICOM14070T1021,00460,132SH DFND160,13200
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5067,395934,993SH DFND1934,99300
CAPSTONE TURBINE CORPCOM NEW14067D409382382,557SH DFND1382,55700
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CARBO CERAMICS INCCOM1407811051,534211,638SH DFND1211,63800
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CARBONITE INCCOM14133710511,976335,944SH DFND1335,94400
CARDINAL HEALTH INCCOM14149Y108212,5073,941,961SH DFND13,924,944017,017
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CARE.COM INCCOM1416331075,489248,298SH DFND1248,29800
CAREDX INCCOM14167L10310,222354,317SH DFND1354,31700
CAREDX INCCOM14167L103692,407SH DFND1 22,40700
CAREER EDUCATION CORPCOM14166510910,455700,329SH DFND1700,32900
CAREER EDUCATION CORPCOM14166510935423,718SH DFND1 223,71800
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CARGURUS INCCOM CL A14178810940,387725,213SH DFND1725,21300
CARLISLE COS INCCOM14233910066,500545,985SH DFND1537,91908,066
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,79179,437SH DFND179,43700
CARMAX INCCOM143130102152,8192,050,666SH DFND12,041,61909,047
CARNIVAL CORPUNIT 99/99/9999143658300281,1644,418,445SH DFND14,396,410022,035
CARNIVAL PLC-ADRADR14365C10368010,783SH DFND110,3830400
CAROLINA FINANCIAL CORPCOM1438731077,934210,340SH DFND1210,34000
CARPENTER TECHNOLOGYCOM14428510326,942457,037SH DFND1450,65606,381
CARRIAGE SERVICES INCCOM1439051073,206148,771SH DFND1148,77100
CARRIZO OIL & GAS INCCOM14457710322,948910,651SH DFND1910,65100
CARRIZO OIL & GAS INCCOM1445771031124,470SH DFND1 24,47000
CARROLS RESTAURANT GROUP INCCOM14574X1045,279361,625SH DFND1361,62500
CARS.COM INCCOM14575E10518,216659,784SH DFND1650,79608,988
CARS.COM INCCOM14575E1051405,102SH DFND1 25,10200
CARTER'S INCCOM14622910941,424420,131SH DFND1413,85906,272
CARTER'S INCCOM14622910946471SH DFND1 247100
CARVANA COCL A14686910218,538313,731SH DFND1313,73100
CAS MEDICAL SYSTEMS INCCOM PAR1247692096829,885SH DFND129,88500
CASA SYSTEMS INCCOM14713L1024,895331,900SH DFND1331,90000
CASELLA WASTE SYSTEMS INC-ACL A14744810413,003418,669SH DFND1418,66900
CASEY'S GENERAL STORES INCCOM14752810346,181357,689SH DFND1352,75004,939
CASI PHARMACEUTICALS INCCOM14757U1092,377509,155SH DFND1509,15500
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CASTLE BRANDS INCCOM148435100876819,139SH DFND1819,13900
CASTLIGHT HEALTH INC-BCL B14862Q1001,904705,511SH DFND1705,51100
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CATABASIS PHARMACEUTICALS INCOM14875P107232290,471SH DFND1290,47100
CATALENT INCCOM14880610259,8731,314,453SH DFND11,294,903019,550
CATALYST BIOSCIENCES INCCOM NEW14888D2081,495138,770SH DFND1138,77000
CATALYST PHARMACEUTICALS INCCOM14888U1013,637962,184SH DFND1962,18400
CATASYS INCCOM PAR14904950428622,265SH DFND122,26500
CATCHMARK TIMBER TRUST INC-ACL A14912Y2025,463477,972SH DFND1477,97200
CATERPILLAR INCCOM1491231011,019,5246,699,583SH DFND16,667,391032,192
CATERPILLAR INCCOM1491231012751,805SH DFND1 21,80500
CATHAY GENERAL BANCORPCOM14915010440,676981,569SH DFND1971,143010,426
CATO CORP-CLASS ACL A1492051065,130244,061SH DFND1244,06100
CAVCO INDUSTRIES INCCOM14956810724,83498,159SH DFND198,15900
CB FINANCIAL SERVICES INCCOM12479G1011,51349,063SH DFND149,06300
CBIZ INCCOM12480510212,678534,953SH DFND1534,95300
CBL & ASSOCIATES PROPERTIESCOM1248301008,5222,136,045SH DFND12,131,78504,260
CBOE GLOBAL MARKETS INCCOM12503M108122,8241,282,505SH DFND11,276,77605,729
CBRE GROUP INC - ACL A12504L109167,7793,811,764SH DFND13,795,573016,191
CBRE GROUP INC - ACL A12504L10931714SH DFND1 271400
CBS CORP-CLASS B NON VOTINGCL B124857202223,3783,896,014SH DFND13,878,460017,554
CBS CORP-CLASS B NON VOTINGCL B124857202891,553SH DFND1 21,55300
CBTX INCCOM12481V1047,751218,105SH DFND1218,10500
CDK GLOBAL INCCOM12508E10179,2841,268,117SH DFND11,250,289017,828
CDK GLOBAL INCCOM12508E10139630SH DFND1 263000
CDW CORP/DECOM12514G108126,9461,428,571SH DFND11,428,57100
CECO ENVIRONMENTAL CORPCOM1251411012,267287,734SH DFND1287,73400
CEDAR REALTY TRUST INCCOM NEW1506022094,6891,006,423SH DFND11,006,42300
CELANESE CORPCOM150870103128,5731,128,681SH DFND11,128,68100
CELCUITY INCCOM15102K10092332,105SH DFND132,10500
CELGENE CORPCOM151020104817,6109,152,685SH DFND19,082,127070,558
CELGENE CORPCOM1510201041731,944SH DFND1 21,94400
CELLDEX THERAPEUTICS INCCOM15117B1034631,027,121SH DFND11,026,8450276
CELLECTIS - ADRSPONSORED ADS15117K1032368,366SH DFND18,36600
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1022,022111,446SH DFND1111,44600
CEL-SCI CORPCOM PAR NEW150837607463114,469SH DFND1114,46900
CELSION CORPCOM PAR NEW15117N50315154,718SH DFND154,71800
CELSIUS HOLDINGS INCCOM NEW15118V207663164,687SH DFND1164,68700
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CENOVUS ENERGY INCCOM15135U1097,563759,707SH DFND1759,1800527
CENTENE CORPCOM15135B101391,3372,707,735SH DFND12,697,218010,517
CENTENNIAL RESOURCE DEVELO-ACL A15136A10241,3171,890,981SH DFND11,890,98100
CENTERPOINT ENERGY INCCOM15189T107181,6626,580,651SH DFND16,552,831027,820
CENTERSTATE BANK CORPCOM15201P10923,339832,083SH DFND1832,08300
CENTERSTATE BANK CORPCOM15201P109351,255SH DFND1 21,25500
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452023,385902,692SH DFND1902,69200
CENTRAL GARDEN & PET COCOM1535271061,27635,409SH DFND135,40900
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720516,649502,407SH DFND1502,40700
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,656289,695SH DFND1289,69500
CENTRAL SECURITIES CORPCOM1551231022,85796,860SH DFND1 296,86000
CENTRAL VALLEY COMM BANCORPCOM1556851002,351108,830SH DFND1108,83000
CENTRUS ENERGY CORP-CLASS ACL A15643U1045922,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM1564311086,531545,691SH DFND1544,9160775
CENTURY BANCORP INC -CL ACL A NON VTG1564321062,03128,119SH DFND128,11900
CENTURY CASINOS INCCOM1564921001,968263,922SH DFND1263,92200
CENTURY COMMUNITIES INCCOM1565043006,148234,227SH DFND1234,22700
CENTURYLINK INCCOM156700106257,87512,180,000SH DFND112,130,074049,926
CENTURYLINK INCCOM1567001061346,324SH DFND1 26,32400
CERAGON NETWORKS LTDORDM2201310212336,506SH DFND136,50600
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CERECOR INCCOM15671L10929463,039SH DFND163,03900
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CESCA THERAPEUTICS INCCOM NEW157131202518,295SH DFND118,29500
CEVA INCCOM1572101056,864238,778SH DFND1238,77800
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CGI GROUP INC - CLASS ACL A SUB VTG39945C1092984,628SH DFND14,2090419
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CHANGYOU.COM LTD-ADRADS REP CL A15911M10725019,002SH DFND119,00200
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CHANNELADVISOR CORPCOM1591791002,969238,515SH DFND1238,51500
CHANNELADVISOR CORPCOM15917910026621,380SH DFND1 221,38000
CHAPARRAL ENERGY INC-CLASS ACOM CL A15942R2083,294186,956SH DFND1186,95600
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CHARLES & COLVARD LTDCOM1597651064249,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM15986410757,507427,439SH DFND1420,95306,486
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CHART INDUSTRIES INCCOM PAR $0.0116115Q30825,260322,490SH DFND1322,49000
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CHARTER COMMUNICATIONS INC-ACL A16119P108666,8612,050,383SH DFND12,030,147020,236
CHASE CORPCOM16150R1049,60879,974SH DFND179,97400
CHATHAM LODGING TRUSTCOM16208T10212,001574,524SH DFND1574,52400
CHECK POINT SOFTWARE TECHORDM2246510461,795525,986SH DFND1518,58507,401
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CHECKPOINT THERAPEUTICS INCCOM16282810719855,568SH DFND155,56800
CHEESECAKE FACTORY INC/THECOM16307210125,959484,858SH DFND1479,16405,694
CHEFS' WAREHOUSE INC/THECOM1630861018,100222,859SH DFND1222,85900
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CHEGG INCCOM16309210932,9471,158,913SH DFND11,158,91300
CHEMBIO DIAGNOSTICS INCCOM NEW16357220954451,859SH DFND151,85900
CHEMED CORPCOM16359R10354,220169,663SH DFND1167,49202,171
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CHEMICAL FINANCIAL CORPCOM16373110240,422756,984SH DFND1747,35209,632
CHEMOCENTRYX INCCOM16383L1063,172250,999SH DFND1250,2920707
CHEMOURS CO/THECOM16385110865,8871,671,718SH DFND11,647,408024,310
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CHENIERE ENERGY INCCOM NEW16411R208128,4341,849,490SH DFND11,849,49000
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CHERRY HILL MORTGAGE INVESTMCOM1646511014,674258,246SH DFND1258,24600
CHESAPEAKE ENERGY CORPCOM16516710737,4238,334,879SH DFND18,211,7830123,096
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CHESAPEAKE LODGING TRUSTSH BEN INT16524010228,675894,163SH DFND1894,16300
CHESAPEAKE UTILITIES CORPCOM16530310813,602162,132SH DFND1162,13200
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CHF SOLUTIONS INCCOM NEW12542Q5083328,458SH DFND128,45800
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CHICO'S FAS INCCOM16861510212,2691,415,141SH DFND11,414,8410300
CHICO'S FAS INCCOM16861510218120,986SH DFND1 220,98600
CHILDREN'S PLACE INC/THECOM16890510723,809186,305SH DFND1186,30500
CHILDREN'S PLACE INC/THECOM16890510715121SH DFND1 212100
CHIMERA INVESTMENT CORPCOM NEW16934Q20845,6232,513,273SH DFND12,507,75705,516
CHIMERIX INCCOM16934W1062,063530,571SH DFND1530,57100
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1054613,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151041,86623,328SH DFND123,32800
CHINA COMMERCIAL CREDIT INCCOM16891K103811,141SH DFND111,14100
CHINA HGS REAL ESTATE INCCOM16948W1001713,939SH DFND113,93900
CHINA INTERNET NATIONWIDE FISHSG2120A1019911,616SH DFND111,61600
CHINA NATURAL RESOURCES INCCOMG2110U1092011,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1079426,293SH DFND126,29300
CHINA YUCHAI INTL LTDCOMG210821057418SH DFND141800
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CHIPOTLE MEXICAN GRILL INCCOM169656105128,113282,425SH DFND1281,17101,254
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CHOICE HOTELS INTL INCCOM16990510625,052300,754SH DFND1300,725029
CHRISTOPHER & BANKS CORPCOM171046105152200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW1710774071,412329,362SH DFND1329,36200
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CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q5022206,145SH DFND14,07702,068
CHURCH & DWIGHT CO INCCOM171340102177,8033,000,463SH DFND12,987,889012,574
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CHUY'S HOLDINGS INCCOM1716041014,715179,630SH DFND1179,63000
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910437013,280SH DFND1 213,28000
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CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B4078917,037SH DFND116,2370800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1028915,089SH DFND113,81001,279
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A102824139,681SH DFND1 2139,68100
CIDARA THERAPEUTICS INCCOM17175710727462,280SH DFND162,28000
CIENA CORPCOM NEW17177930948,8141,562,569SH DFND11,543,331019,238
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CIM COMMERCIAL TRUST CORPCOM1255251051,28691,877SH DFND191,87700
CIMAREX ENERGY COCOM171798101104,0601,121,873SH DFND11,116,98704,886
CIMPRESS NVSHS EURON2014610111,92487,292SH DFND187,29200
CINCINNATI BELL INCCOM NEW1718715028,332522,397SH DFND1522,39700
CINCINNATI FINANCIAL CORPCOM172062101154,8742,019,814SH DFND12,011,76408,050
CINEDIGM CORP - ACOM NEW1724062093429,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10239,562984,136SH DFND1969,787014,349
CINTAS CORPCOM172908105217,5501,101,803SH DFND11,092,35609,447
CINTAS CORPCOM17290810570357SH DFND1 235700
CIRCOR INTERNATIONAL INCCOM17273K1098,855186,431SH DFND1186,43100
CIRRUS LOGIC INCCOM17275510029,968776,375SH DFND1768,13608,239
CIRRUS LOGIC INCCOM1727551002205,719SH DFND1 25,71900
CISCO SYSTEMS INCCOM17275R1022,816,13657,989,764SH DFND157,520,8170468,947
CISION LTDSHSG1992S1099,822584,680SH DFND1584,68000
CIT GROUP INCCOM NEW12558180152,7051,021,925SH DFND11,021,92500
CITI TRENDS INCCOM17306X1024,447154,599SH DFND1154,59900
CITIGROUP INCCOM NEW1729674242,065,79328,852,267SH DFND128,720,1700132,097
CITIZENS & NORTHERN CORPCOM1729221062,53897,077SH DFND197,07700
CITIZENS COMMUNITY BANCORP ICOM17490310427219,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105227,0805,898,670SH DFND15,874,284024,386
CITIZENS FINANCIAL GROUPCOM1746101051844,778SH DFND1 24,77800
CITIZENS FIRST CORPCOM17462Q10738714,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510232813,960SH DFND113,96000
CITIZENS INCCL A1747401003,411406,142SH DFND1406,14200
CITRIX SYSTEMS INCCOM177376100208,9741,882,953SH DFND11,869,922013,031
CITY HOLDING COCOM17783510513,095170,517SH DFND1170,51700
CITY OFFICE REIT INCCOM1785871014,345344,362SH DFND1344,36200
CIVISTA BANCSHARES INCCOM NO PAR1788671073,050126,635SH DFND1126,63500
CIVITAS SOLUTIONS INCCOM17887R1022,702183,203SH DFND1183,20300
CLARUS CORPCOM18270P1092,438220,649SH DFND1220,64900
CLEAN ENERGY FUELS CORPCOM1844991013,7701,450,261SH DFND11,450,26100
CLEAN HARBORS INCCOM18449610734,172477,407SH DFND1470,51606,891
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1092,052344,964SH DFND1343,44301,521
CLEARFIELD INCCOM18482P1031,436106,815SH DFND1106,81500
CLEARONE INCCOM18506U1044219,107SH DFND119,10700
CLEARSIDE BIOMEDICAL INCCOM1850631041,779289,331SH DFND1289,33100
CLEARSIGN COMBUSTION CORPCOM185064102242151,477SH DFND1151,47700
CLEARWATER PAPER CORPCOM18538R1034,938166,264SH DFND1166,26400
CLEARWAY ENERGY INC-ACL A18539C10511,451601,456SH DFND1601,45600
CLEARWAY ENERGY INC-CCL C18539C20414,392747,639SH DFND1745,95001,689
CLEMENTIA PHARMACEUTICALS INCOM18557510723721,321SH DFND121,32100
CLEVELAND BIOLABS INCCOM NEW1858602023316,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910136,4722,880,887SH DFND12,879,71601,171
CLIPPER REALTY INCCOM18885T3061,545114,223SH DFND1114,22300
CLOROX COMPANYCOM189054109234,7461,563,709SH DFND11,556,84606,863
CLOUD PEAK ENERGY INCCOM18911Q1021,694736,871SH DFND1736,87100
CLOUD PEAK ENERGY INCCOM18911Q102104,643SH DFND1 24,64300
CLOUDERA INCCOM18914U10020,8301,180,195SH DFND11,180,19500
CLOVIS ONCOLOGY INCCOM18946410015,643532,635SH DFND1532,5340101
CM FINANCE INCCOM12574Q1038710,178SH DFND110,17800
CME GROUP INCCOM CL A12572Q105709,7724,177,352SH DFND14,159,004018,348
CMS ENERGY CORPCOM125896100170,3823,483,940SH DFND13,469,427014,513
CNA FINANCIAL CORPCOM12611710012,026263,444SH DFND1263,44400
CNB FINANCIAL CORP/PACOM1261281073,981137,942SH DFND1137,94200
CNO FINANCIAL GROUP INCCOM12621E10336,5501,722,477SH DFND11,700,258022,219
CNO FINANCIAL GROUP INCCOM12621E1031989,339SH DFND1 29,33900
CNOOC LTD-SPON ADRSPONSORED ADR1261321096913,503SH DFND13,0040499
CNX RESOURCES CORPCOM12653C10827,4431,917,776SH DFND11,889,023028,753
CNX RESOURCES CORPCOM12653C108322,300SH DFND1 22,30000
COASTAL FINANCIAL CORP/WACOM NEW19046P20937822,257SH DFND122,25700
COASTWAY BANCORP INCCOM19063210940614,419SH DFND114,41900
COCA-COLA BOTTLING CO CONSOLCOM1910981029,59352,633SH DFND152,63300
COCA-COLA CO/THECOM1912161001,937,41242,032,685SH DFND141,828,3740204,311
COCA-COLA EUROPEAN PARTNERSSHSG2583910429,464651,696SH DFND1651,0960600
CODEXIS INCCOM1920051069,151533,640SH DFND1531,20902,431
CODEXIS INCCOM19200510638622,534SH DFND1 222,53400
CO-DIAGNOSTICS INCCOM18976310512648,285SH DFND148,28500
CODORUS VALLEY BANCORP INCCOM1920251042,10767,468SH DFND167,46800
COEUR MINING INCCOM NEW1921085049,6501,810,687SH DFND11,810,68700
COFFEE HOLDING CO INCCOM1921761059822,341SH DFND122,34100
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30224,546439,907SH DFND1439,90700
COGNEX CORPCOM192422103104,8381,879,241SH DFND11,856,013023,228
COGNIZANT TECH SOLUTIONS-ACL A192446102518,4386,733,323SH DFND16,676,066057,257
COGNIZANT TECH SOLUTIONS-ACL A192446102851,104SH DFND1 21,10400
COHBAR INCCOM19249J1091,124260,806SH DFND1260,80600
COHEN & STEERS INCCOM19247A1009,227227,215SH DFND1227,21500
COHERENT INCCOM19247910342,570247,229SH DFND1243,95003,279
COHERUS BIOSCIENCES INCCOM19249H10310,490635,814SH DFND1635,81400
COHU INCCOM1925761067,999318,695SH DFND1318,69500
COLFAX CORPCOM19401410630,574847,891SH DFND1847,89100
COLGATE-PALMOLIVE COCOM194162103652,8929,771,727SH DFND19,726,054045,673
COLLECTORS UNIVERSECOM NEW19421R20081154,803SH DFND154,80300
COLLEGIUM PHARMACEUTICAL INCCOM19459J1044,217286,148SH DFND1286,14800
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931072,14327,673SH DFND127,67300
COLLIERS INTERNATIONAL GROUPSUB VTG SHS19469310781010,468SH DFND1 210,46800
COLONY CAPITAL INCCL A COM19626G10827,9514,589,686SH DFND14,589,1220564
COLONY CREDIT REAL ESTATE INCOM CL A19625T10118,817855,714SH DFND1855,71400
COLUMBIA BANKING SYSTEM INCCOM19723610230,112776,692SH DFND1776,69200
COLUMBIA FINANCIAL INCCOM1976411039,906593,219SH DFND1593,21900
COLUMBIA PROPERTY TRUST INCCOM NEW19828720333,5111,417,587SH DFND11,417,58700
COLUMBIA SPORTSWEAR COCOM19851610628,979311,377SH DFND1311,37700
COLUMBUS MCKINNON CORP/NYCOM1993331059,047228,818SH DFND1228,81800
COMCAST CORP-CLASS ACL A20030N1012,039,55957,703,814SH DFND157,243,3090460,505
COMCAST CORP-CLASS ACL A20030N101982,778SH DFND1 22,77800
COMERICA INCCOM200340107193,9102,153,715SH DFND12,144,93308,782
COMFORT SYSTEMS USA INCCOM19990810421,517381,522SH DFND1381,52200
COMFORT SYSTEMS USA INCCOM19990810419339SH DFND1 233900
COMMERCE BANCSHARES INCCOM20052510363,606963,448SH DFND1950,640012,808
COMMERCIAL METALS COCOM20172310323,6491,152,492SH DFND11,136,683015,809
COMMERCIAL VEHICLE GROUP INCCOM2026081052,922319,034SH DFND1319,03400
COMMERCIAL VEHICLE GROUP INCCOM202608105353,834SH DFND1 23,83400
COMMSCOPE HOLDING CO INCCOM20337X10959,3171,929,692SH DFND11,929,69200
COMMSCOPE HOLDING CO INCCOM20337X1092809,135SH DFND1 29,13500
COMMUNICATIONS SYSTEMS INCCOM2039001057326,344SH DFND126,34400
COMMUNITY BANK SYSTEM INCCOM20360710630,526499,859SH DFND1499,85900
COMMUNITY BANKERS TRUST CORPCOM2036121062,482282,151SH DFND1282,15100
COMMUNITY FINANCIAL CORP/THECOM20368X1011,26637,886SH DFND137,88600
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,6241,047,655SH DFND11,047,65500
COMMUNITY HEALTHCARE TRUST ICOM20369C1065,680183,375SH DFND1183,37500
COMMUNITY TRUST BANCORP INCCOM2041491089,150197,424SH DFND1197,42400
COMMVAULT SYSTEMS INCCOM20416610229,302418,606SH DFND1413,42005,186
COMMVAULT SYSTEMS INCCOM2041661023104,437SH DFND1 24,43700
COMPASS MINERALS INTERNATIONCOM20451N10122,723338,149SH DFND1333,57804,571
COMPUGEN LTDORDM257221059825,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061033,184118,599SH DFND1118,1260473
COMPUTER PROGRAMS & SYSTEMSCOM20530610308SH DFND1 2800
COMPUTER TASK GROUP INCCOM20547710239074,797SH DFND174,79700
COMSCORE INCCOM20564W1057,300400,457SH DFND1400,45700
COMSTOCK MINING INCCOM NEW205750201756,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM20576830271285,053SH DFND185,05300
COMTECH TELECOMMUNICATIONSCOM NEW20582620910,861299,459SH DFND1299,410049
COMTECH TELECOMMUNICATIONSCOM NEW2058262092075,734SH DFND1 25,73400
CONAGRA BRANDS INCCOM205887102169,7475,006,001SH DFND14,984,935021,066
CONAGRA BRANDS INCCOM205887102611,803SH DFND1 21,80300
CONATUS PHARMACEUTICALS INCCOM20600T1081,012174,519SH DFND1173,5380981
CONCERT PHARMACEUTICALS INCCOM2060221053,365226,764SH DFND1226,76400
CONCHO RESOURCES INCCOM20605P101360,8312,366,860SH DFND12,356,599010,261
CONDUENT INCCOM20678710348,3872,148,658SH DFND12,148,65800
CONFORMIS INCCOM20717E101309291,785SH DFND1291,78500
CONIFER HOLDINGS INCCOM20731J1029316,566SH DFND116,56600
CONMED CORPCOM20741010121,535271,846SH DFND1271,84600
CONNECTICUT WATER SVC INCCOM2077971019,929143,142SH DFND1143,14200
CONNECTICUT WATER SVC INCCOM2077971011402,020SH DFND1 22,02000
CONNECTONE BANCORP INCCOM20786W1077,684323,554SH DFND1323,55400
CONN'S INCCOM20824210711,732331,900SH DFND1331,90000
CONN'S INCCOM2082421071955,529SH DFND1 25,52900
CONOCOPHILLIPSCOM20825C1041,115,60514,440,373SH DFND114,379,945060,428
CONOCOPHILLIPSCOM20825C1046027,790SH DFND1 27,79000
CONS TOMOKA LAND CO-FLORIDACOM2102261062,77044,486SH DFND144,48600
CONSOL ENERGY INCCOM20854L10810,820265,146SH DFND1265,14600
CONSOLIDATED COMMUNICATIONSCOM2090341078,925684,484SH DFND1684,48400
CONSOLIDATED EDISON INCCOM209115104308,8714,061,213SH DFND14,045,273015,940
CONSOLIDATED WATER CO-ORD SHORDG2377310761344,309SH DFND144,30900
CONSTELLATION ALPHA CAP-CW22*W EXP 03/23/202G2379F116121554,272SH DFND1 2554,27200
CONSTELLATION BRANDS INC-ACL A21036P108390,9391,816,931SH DFND11,808,33008,601
CONSTELLATION PHARMACEUTICALCOM2103731067911,748SH DFND111,74800
CONSTRUCTION PARTNERS INC-ACOM CL A21044C10783869,302SH DFND169,30200
CONSUMER PORTFOLIO SERVICESCOM210502100411111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM2107511031,711154,186SH DFND1154,18600
CONTANGO OIL & GASCOM NEW21075N2041,049169,826SH DFND1169,82600
CONTINENTAL BUILDING PRODUCTCOM21117110313,592361,993SH DFND1361,99300
CONTINENTAL BUILDING PRODUCTCOM2111711033348,910SH DFND1 28,91000
CONTINENTAL RESOURCES INC/OKCOM21201510151,152749,752SH DFND1749,75200
CONTINENTAL RESOURCES INC/OKCOM21201510154798SH DFND1 279800
CONTRAFECT CORPCOM212326102722348,899SH DFND1348,89900
CONTRAVIR PHARMACEUTICALS INCOM NEW21234W2023562,817SH DFND162,81700
CONTROL4 CORPCOM21240D10711,727341,606SH DFND1341,60600
CONVERGEONE HOLDINGS INCCOM CL A2124811052,554274,426SH DFND1274,42600
CONVERGEONE HOLDINGS INCCOM CL A21248110501SH DFND1 2100
CONVERGYS CORPCOM21248510621,590909,459SH DFND1897,148012,311
COOL HOLDINGS INCCOM21640C10516714,861SH DFND114,86100
COOPER COS INC/THECOM NEW216648402182,028657,907SH DFND1655,38902,518
COOPER TIRE & RUBBERCOM21683110714,070497,176SH DFND1497,17600
COOPER-STANDARD HOLDINGCOM21676P10323,701197,544SH DFND1197,54400
COPA HOLDINGS SA-CLASS ACL AP310761056,75184,562SH DFND184,3190243
COPART INCCOM217204106154,4193,001,381SH DFND12,990,908010,473
COPART INCCOM21720410633646SH DFND1 264600
CORBUS PHARMACEUTICALS HOLDICOM21833P1033,863511,710SH DFND1511,71000
CORBUS PHARMACEUTICALS HOLDICOM21833P103182,430SH DFND1 22,43000
CORCEPT THERAPEUTICS INCCOM21835210215,2721,089,329SH DFND11,089,32900
CORE LABORATORIES N.V.COMN2271710738,837335,300SH DFND1329,33105,969
CORE MOLDING TECHNOLOGIES INCOM21868310027441,150SH DFND141,15000
CORECIVIC INCCOM21871N10137,6431,547,216SH DFND11,531,208016,008
CORECIVIC INCCOM21871N1011837,522SH DFND1 27,52200
CORELOGIC INCCOM21871D10339,391797,240SH DFND1785,120012,120
CORELOGIC INCCOM21871D1033246,561SH DFND1 26,56100
CORE-MARK HOLDING CO INCCOM21868110421,162623,164SH DFND1623,16400
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5024,269113,602SH DFND1111,03702,565
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5022175,796SH DFND1 25,79600
COREPOINT LODGING INCCOM21872L1047,544387,912SH DFND1387,91200
CORESITE REALTY CORPCOM21870Q10535,707321,283SH DFND1316,33104,952
CORINDUS VASCULAR ROBOTICS ICOM218730109849598,124SH DFND1598,12400
CORIUM INTERNATIONAL INCCOM21887L1072,726286,746SH DFND1286,74600
CORMEDIX INCCOM21900C100587606,457SH DFND1606,45700
CORNERSTONE ONDEMAND INCCOM21925Y10332,259568,452SH DFND1568,45200
CORNERSTONE ONDEMAND INCCOM21925Y1031682,969SH DFND1 22,96900
CORNING INCCOM219350105348,9999,904,311SH DFND19,861,053043,258
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10837,5981,260,429SH DFND11,246,471013,958
CORREVIO PHARMA CORPCOM22026V10513533,798SH DFND133,79800
CORVEL CORPCOM22100610910,615176,186SH DFND1176,18600
CORVEL CORPCOM2210061094567,583SH DFND1 27,58300
CORVUS PHARMACEUTICALS INCCOM2210151001,098128,039SH DFND1128,03900
COSAN LTD-CLASS A SHARESSHS AG2534310748071,362SH DFND1 271,36200
COSTAMARE INCSHSY1771G1021,007155,177SH DFND1154,3130864
COSTAR GROUP INCCOM22160N109139,263331,161SH DFND1331,16100
COSTAR GROUP INCCOM22160N1093481SH DFND1 28100
COSTCO WHOLESALE CORPCOM22160K1051,324,7535,650,011SH DFND15,606,555043,456
COTY INC-CL ACOM CL A22207020367,7265,402,645SH DFND15,379,564023,081
COUNTY BANCORP INCCOM2219071081,12844,967SH DFND144,96700
COUPA SOFTWARE INCCOM22266L10646,845592,233SH DFND1592,23300
COUPA SOFTWARE INCCOM22266L1065026,352SH DFND1 26,35200
COUSINS PROPERTIES INCCOM22279510646,1925,195,952SH DFND15,139,226056,726
COUSINS PROPERTIES INCCOM222795106313,585SH DFND1 23,58500
COVANTA HOLDING CORPCOM22282E10218,7381,153,158SH DFND11,152,2770881
COVENANT TRANSPORT GRP-CL ACL A22284P1053,679126,634SH DFND1126,63400
COVIA HOLDINGS CORPCOM22305A1032,817314,150SH DFND1314,15000
COWEN INCCL A NEW2236226064,909301,173SH DFND1301,17300
CPI AEROSTRUCTURES INCCOM NEW12591930821926,297SH DFND126,29700
CPI CARD GROUP INCCOM NEW12634H2006820,190SH DFND120,0190171
CRA INTERNATIONAL INCCOM12618T1054,16983,026SH DFND183,02600
CRACKER BARREL OLD COUNTRYCOM22410J10642,970291,812SH DFND1288,42303,389
CRACKER BARREL OLD COUNTRYCOM22410J10633230SH DFND1 223000
CRAFT BREW ALLIANCE INCCOM2241221011,940118,661SH DFND1118,66100
CRANE COCOM22439910546,729475,136SH DFND1467,45007,686
CRAWFORD & CO -CL BCL B2246331071,433155,662SH DFND1155,66200
CRAY INCCOM NEW22522330410,069468,371SH DFND1468,37100
CREDICORP LTDCOMG2519Y10832,248145,509SH DFND1145,3330176
CREDIT ACCEPTANCE CORPCOM22531010156,618129,246SH DFND1129,24600
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110826217,588SH DFND116,28401,304
CREE INCCOM22544710139,9211,054,172SH DFND11,040,427013,745
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610652236,876SH DFND136,87600
CRH PLC-SPONSORED ADRADR12626K20352916,198SH DFND115,2160982
CRINETICS PHARMACEUTICALS INCOM22663K1071,72260,115SH DFND160,11500
CRISPR THERAPEUTICS AGNAMEN AKTH171821081,58835,825SH DFND135,82500
CRITEO SA-SPON ADRSPONS ADS2267181041,19251,988SH DFND151,98800
CRITEO SA-SPON ADRSPONS ADS22671810458025,301SH DFND1 225,30100
CROCS INCCOM22704610922,4011,052,192SH DFND11,052,19200
CROSS COUNTRY HEALTHCARE INCCOM2274831043,087353,633SH DFND1353,63300
CROSS COUNTRY HEALTHCARE INCCOM227483104586,718SH DFND1 26,71800
CROWN CASTLE INTL CORPCOM22822V101506,2564,556,924SH DFND14,535,547021,377
CROWN CRAFTS INCCOM2283091006311,112SH DFND111,11200
CROWN HOLDINGS INCCOM22836810655,5081,157,358SH DFND11,157,35800
CRYOLIFE INCCOM22890310011,603329,650SH DFND1329,65000
CRYOPORT INCCOM PAR $0.0012290503073,689288,014SH DFND1288,01400
CSG SYSTEMS INTL INCCOM12634910920,640514,212SH DFND1514,21200
CSG SYSTEMS INTL INCCOM12634910951912,936SH DFND1 212,93600
CSI COMPRESSCO LPCOM UNIT12637A10314127,393SH DFND127,39300
CSS INDUSTRIES INCCOM12590610780356,455SH DFND156,45500
CSS INDUSTRIES INCCOM12590610735925,264SH DFND1 225,26400
CSV 2.75 03/15/21NOTE 2.750% 3/1143905AM96,5015,890,000PRN DFND1 25,890,00000
CSW INDUSTRIALS INCCOM1264021069,361174,325SH DFND1174,32500
CSX CORPCOM126408103719,8539,740,057SH DFND19,655,913084,144
CTI BIOPHARMA CORPCOM NEW12648L6011,355627,513SH DFND1627,51300
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB214,91014,149,000PRN DFND1 214,149,00000
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F10039,6701,072,829SH DFND11,049,997022,832
CTRP 1.25 10/15/18NOTE 1.250%10/122943FAD222,99623,000,000PRN DFND1 223,000,00000
CTS CORPCOM12650110511,080323,057SH DFND1323,05700
CUBESMART COM22966310962,1202,177,384SH DFND12,177,38400
CUBESMART COM229663109311,116SH DFND1 21,11600
CUBIC CORPCOM22966910618,004246,472SH DFND1246,47200
CUBIC CORPCOM2296691061662,279SH DFND1 22,27900
CUE BIOPHARMA INCCOM22978P1061,050116,038SH DFND1116,03800
CUI GLOBAL INCCOM NEW126576206270121,210SH DFND1121,21000
CULLEN/FROST BANKERS INCCOM22989910963,514608,139SH DFND1599,51008,629
CULLEN/FROST BANKERS INCCOM22989910932310SH DFND1 231000
CULP INCCOM2302151052,21791,632SH DFND191,63200
CUMBERLAND PHARMACEUTICALSCOM23077010927748,610SH DFND148,61000
CUMMINS INCCOM231021106349,8832,398,790SH DFND12,390,61108,179
CURIS INCCOM NEW231269200320180,014SH DFND1180,01400
CURO GROUP HOLDINGS CORPCOM23131L1078,262273,307SH DFND1273,30700
CURTISS-WRIGHT CORPCOM23156110158,051422,436SH DFND1416,49805,938
CUSHMAN & WAKEFIELD PLCSHSG2717B1082,234131,520SH DFND1131,52000
CUSTOMERS BANCORP INCCOM23204G1006,709285,140SH DFND1285,14000
CUTERA INCCOM2321091084,544139,610SH DFND1139,61000
CVB FINANCIAL CORPCOM12660010525,2761,132,474SH DFND11,132,47400
CVD EQUIPMENT CORPCOM12660110324840,414SH DFND140,41400
CVR ENERGY INCCOM12662P10815,058374,414SH DFND1373,5620852
CVR REFINING LPCOMUNIT REP LT12663P10744322,533SH DFND1 222,53300
CVS HEALTH CORPCOM126650100949,53212,085,606SH DFND112,031,233054,373
CVS HEALTH CORPCOM126650100682SH DFND1 28200
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1082,67333,489SH DFND133,48900
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1082302,893SH DFND1 22,89300
CYBEROPTICS CORPCOM23251710295547,292SH DFND147,29200
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4052921,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1036,573593,290SH DFND1593,29000
CYPRESS SEMICONDUCTOR CORPCOM23280610950,2053,464,845SH DFND13,413,562051,283
CYRUSONE INCCOM23283R10062,665988,413SH DFND1974,287014,126
CYTOKINETICS INCCOM NEW23282W6055,068514,589SH DFND1514,58900
CYTOMX THERAPEUTICS INCCOM23284F1059,316503,581SH DFND1503,58100
CYTOMX THERAPEUTICS INCCOM23284F10519510,584SH DFND1 210,58400
CYTORI THERAPEUTICS INCCOM PAR23283K402616,632SH DFND116,63200
CYTOSORBENTS CORPCOM NEW23283X2063,674284,819SH DFND1284,81900
CYTRX CORPCOM PAR232828608195186,584SH DFND1186,58400
DAILY JOURNAL CORPCOM2339121042,2509,339SH DFND19,33900
DAKTRONICS INCCOM2342641093,135399,916SH DFND1399,91600
DANA INCCOM23582520526,7971,435,300SH DFND11,415,782019,518
DANA INCCOM2358252051266,774SH DFND1 26,77400
DANAHER CORPCOM235851102752,8896,943,062SH DFND16,911,044032,018
DANAHER CORPCOM23585110296886SH DFND1 288600
DARDEN RESTAURANTS INCCOM237194105181,6151,636,205SH DFND11,628,55607,649
DARE BIOSCIENCE INCCOM23666P1015658,300SH DFND158,30000
DARLING INGREDIENTS INCCOM23726610130,9851,603,817SH DFND11,603,81700
DARLING INGREDIENTS INCCOM237266101241,283SH DFND1 21,28300
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20662143,798SH DFND143,79800
DASEKE INCCOM23753F1073,867482,225SH DFND1482,22500
DASEKE INC-CW20*W EXP 02/27/20223753F1151,5591,948,893SH DFND1 21,948,89300
DATA I/O CORPCOM23769010221440,918SH DFND140,91800
DATAWATCH CORPCOM NEW23791720883271,432SH DFND171,43200
DAVE & BUSTER'S ENTERTAINMENCOM23833710927,765419,298SH DFND1419,29800
DAVIDSTEA INCCOM2386611023613,680SH DFND113,68000
DAVITA INCCOM23918K108106,7581,493,403SH DFND11,486,90406,499
DAVITA INCCOM23918K1081502,097SH DFND1 22,09700
DAWSON GEOPHYSICAL COCOM2393601001,152186,150SH DFND1186,15000
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10164428,697SH DFND128,69700
DDR CORPCOM82981J10923,7981,777,312SH DFND11,777,31200
DEAN FOODS COCOM NEW2423702036,164868,233SH DFND1868,23300
DECIPHERA PHARMACEUTICALS INCOM24344T1015,411139,747SH DFND1139,74700
DECKERS OUTDOOR CORPCOM24353710771,853605,946SH DFND1601,88804,058
DECKERS OUTDOOR CORPCOM24353710735296SH DFND1 229600
DEERE & COCOM244199105511,7173,411,305SH DFND13,394,715016,590
DEL FRISCO'S RESTAURANT GROUCOM2450771022,825340,398SH DFND1340,39800
DEL TACO RESTAURANTS INCCOM2454961044,344367,840SH DFND1367,84000
DELAWARE INV MINN MUNI IICOM24610V10337031,141SH DFND1 231,14100
DELEK US HOLDINGS INCCOM24665A10339,760937,081SH DFND1937,08100
DELEK US HOLDINGS INCCOM24665A1032215,216SH DFND1 25,21600
DELL TECHNOLOGIES INC-CL VCOM CL V24703L103189,0751,948,132SH DFND11,946,26801,864
DELL TECHNOLOGIES INC-CL VCOM CL V24703L1035475,636SH DFND1 25,63600
DELPHI TECHNOLOGIES PLCSHSG2709G10719,040607,143SH DFND1594,610012,533
DELTA AIR LINES INCCOM NEW247361702417,1387,223,987SH DFND17,188,987035,000
DELTA AIR LINES INCCOM NEW24736170234590SH DFND1 259000
DELTA APPAREL INCCOM24736810353029,802SH DFND129,80200
DELTA APPAREL INCCOM2473681031035,830SH DFND1 25,83000
DELUXE CORPCOM24801910131,587554,758SH DFND1548,32106,437
DELUXE CORPCOM2480191014547,990SH DFND1 27,99000
DENALI THERAPEUTICS INCCOM24823R10515,421709,345SH DFND1709,34500
DENBURY RESOURCES INCCOM NEW24791620827,6354,457,367SH DFND14,457,36700
DENBURY RESOURCES INCCOM NEW247916208589,362SH DFND1 29,36200
DENNY'S CORPCOM24869P10410,866738,187SH DFND1738,18700
DENNY'S CORPCOM24869P104392,670SH DFND1 22,67000
DENTSPLY SIRONA INCCOM24906P109104,8422,783,116SH DFND12,761,189021,927
DENTSPLY SIRONA INCCOM24906P1091,08628,802SH DFND1 228,80200
DERMIRA INCCOM24983L1044,146380,424SH DFND1380,42400
DESCARTES SYSTEMS GRP/THECOM2499061082,09961,902SH DFND161,90200
DESTINATION MATERNITY CORPCOM25065D10044094,509SH DFND194,50900
DESTINATION XL GROUP INCCOM25065K104612245,099SH DFND1245,09900
DETERMINE INCCOM2506601075273,362SH DFND173,36200
DEVON ENERGY CORPCOM25179M103251,7736,315,525SH DFND16,288,900026,625
DEXCOM INCCOM252131107127,212889,350SH DFND1889,35000
DFB HEALTHCARE ACQUISIT - WA*W EXP 04/11/20223291E117227148,633SH DFND1 2148,63300
DFB HEALTHCARE ACQUISITIONSCOM23291E1094,324449,999SH DFND1 2449,99900
DHI GROUP INCCOM23331S1001,004478,273SH DFND1478,27300
DHI GROUP INCCOM23331S100461219,973SH DFND1 2219,97300
DHT HOLDINGS INCSHS NEWY2065G1211,271270,499SH DFND1270,49900
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052,95020,830SH DFND120,83000
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,16837,295SH DFND137,29500
DIAMOND OFFSHORE DRILLINGCOM25271C10213,099654,970SH DFND1646,24408,726
DIAMONDBACK ENERGY INCCOM25278X109120,858894,602SH DFND1894,60200
DIAMONDROCK HOSPITALITY COCOM25278430132,8672,816,426SH DFND12,816,42600
DICERNA PHARMACEUTICALS INCCOM2530311086,805445,945SH DFND1445,94500
DICK'S SPORTING GOODS INCCOM25339310251,2261,443,805SH DFND11,433,475010,330
DICK'S SPORTING GOODS INCCOM25339310265918,587SH DFND1 218,58700
DIEBOLD NIXDORF INCCOM2536511033,312736,206SH DFND1736,0060200
DIFFERENTIAL BRANDS GROUP INCOM25374L10838795,510SH DFND195,51000
DIGI INTERNATIONAL INCCOM2537981023,658272,015SH DFND1272,01500
DIGIMARC CORPCOM25381B1013,742118,998SH DFND1118,99800
DIGIRAD CORPCOM2538271099664,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P20810436,648SH DFND136,64800
DIGITAL REALTY TRUST INCCOM253868103340,6133,032,998SH DFND13,022,299010,699
DIGITAL TURBINE INCCOM NEW25400W102423341,791SH DFND1341,79100
DILLARDS INC-CL ACL A25406710113,209173,034SH DFND1170,43502,599
DIME COMMUNITY BANCSHARESCOM2539221086,245349,869SH DFND1349,86900
DINE BRANDS GLOBAL INCCOM25442310614,149174,014SH DFND1174,01400
DIODES INCCOM25454310114,039421,735SH DFND1421,73500
DIPLOMAT PHARMACY INCCOM25456K10110,252528,225SH DFND1528,22500
DISCOVER FINANCIAL SERVICESCOM254709108345,3354,525,039SH DFND14,506,117018,922
DISCOVER FINANCIAL SERVICESCOM2547091086198,109SH DFND1 28,10900
DISCOVERY INC - ACOM SER A25470F10473,3732,296,269SH DFND12,288,29307,976
DISCOVERY INC - ACOM SER A25470F1041163,625SH DFND1 23,62500
DISCOVERY INC-CCOM SER C25470F302127,0704,303,918SH DFND14,285,457018,461
DISH NETWORK CORP-ACL A25470M109106,1202,972,815SH DFND12,961,077011,738
DISH NETWORK CORP-ACL A25470M1091,31836,879SH DFND1 236,87900
DIVERSICARE HEALTHCARE SERVICOM2551041018813,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1059668,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,613219,051SH DFND1 2219,05100
DIXIE GROUP INCCL A25551910010264,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1035,919145,098SH DFND1145,09800
DNB FINANCIAL CORPCOM2332371062777,516SH DFND17,51600
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2002625,401SH DFND125,40100
DOCUSIGN INCCOM25616310616,634316,420SH DFND1316,42000
DOLBY LABORATORIES INC-CL ACOM25659T10743,040615,132SH DFND1615,13200
DOLLAR GENERAL CORPCOM256677105374,5253,432,705SH DFND13,419,100013,605
DOLLAR TREE INCCOM256746108239,8912,947,170SH DFND12,923,711023,459
DOLLAR TREE INCCOM2567461081571,930SH DFND1 21,93000
DOMINION ENERGY INCCOM25746U109516,1127,358,651SH DFND17,324,469034,182
DOMINION ENERGY MIDSTREAM PACOM UT REP LTD25745410844725,000SH DFND1 225,00000
DOMINO'S PIZZA INCCOM25754A201115,096390,672SH DFND1385,01905,653
DOMO INC - CLASS BCOM CL B2575541052,00593,505SH DFND193,50500
DOMTAR CORPCOM NEW25755920361,5141,179,120SH DFND11,169,53709,583
DONALDSON CO INCCOM25765110971,6011,229,003SH DFND11,211,590017,413
DONEGAL GROUP INC-CL ACL A2577012012,132150,072SH DFND1150,07200
DONNELLEY FINANCIAL SOLUTIONCOM25787G1006,295351,330SH DFND1351,33000
DORCHESTER MINERALS LPCOM UNIT25820R10549024,044SH DFND124,04400
DORCHESTER MINERALS LPCOM UNIT25820R10546122,601SH DFND1 222,60100
DORIAN LPG LTDSHS USDY2106R1102,230279,838SH DFND1279,83800
DORMAN PRODUCTS INCCOM25827810025,208327,722SH DFND1327,72200
DOUGLAS DYNAMICS INCCOM25960R1059,690220,733SH DFND1218,94001,793
DOUGLAS EMMETT INCCOM25960P10970,6631,873,371SH DFND11,851,570021,801
DOUGLAS EMMETT INCCOM25960P10932872SH DFND1 287200
DOVA PHARMACEUTICALS INCCOM25985T1023,030144,500SH DFND1144,50000
DOVER CORPCOM260003108157,8041,785,900SH DFND11,777,52708,373
DOVER DOWNS GAMING & ENTERTACOM260095104442155,826SH DFND1155,82600
DOVER MOTORSPORTS INCCOM2601741077032,679SH DFND132,67900
DOWDUPONT INCCOM26078J1001,650,06625,710,356SH DFND125,590,9100119,446
DOWDUPONT INCCOM26078J1004,18065,000SH DFND1 265,00000
DPW HOLDINGS INCCOM26140E105116279,402SH DFND1279,40200
DR HORTON INCCOM23331A109182,4914,334,422SH DFND14,316,841017,581
DR HORTON INCCOM23331A10992421,918SH DFND1 221,91800
DR. REDDY'S LABORATORIES-ADRADR2561352031,11732,726SH DFND131,47301,253
DREYFUS MUNICIPAL INCOME INCCOM26201R1029712,486SH DFND1 212,48600
DREYFUS STRATEGIC MUNICIPALSCOM26193210727636,874SH DFND1 236,87400
DRIL-QUIP INCCOM26203710419,290369,190SH DFND1364,11905,071
DRIVE SHACK INCCOM2620771003,366564,855SH DFND1564,85500
DROPBOX INC-CLASS ACL A26210C10410,076375,581SH DFND1375,58100
DSP GROUP INCCOM23332B1062,237188,046SH DFND1188,04600
DSW INC-CLASS ACL A23334L10229,896882,410SH DFND1882,41000
DSW INC-CLASS ACL A23334L1022808,292SH DFND1 28,29200
DTE ENERGY COMPANYCOM233331107238,9912,194,147SH DFND12,184,53409,613
DTF TAX-FREE INCOME INCCOM23334J10734727,059SH DFND1 227,05900
DUCOMMUN INCCOM2641471094,135101,260SH DFND1101,26000
DUFF & PHELPS SELECT ENERGYCOM26433F1088514,097SH DFND1 214,09700
DUKE ENERGY CORPCOM NEW26441C204654,8968,200,511SH DFND18,163,550036,961
DUKE REALTY CORPCOM NEW264411505157,8135,571,017SH DFND15,552,712018,305
DULUTH HOLDINGS INC - CL BCOM CL B26443V1013,953125,682SH DFND1125,68200
DUN & BRADSTREET CORPCOM26483E10051,853363,857SH DFND1358,78705,070
DUN & BRADSTREET CORPCOM26483E1001,56410,977SH DFND1 210,97700
DUNKIN' BRANDS GROUP INCCOM26550410057,970786,364SH DFND1775,051011,313
DURECT CORPORATIONCOM2666051041,7951,632,111SH DFND11,632,11100
DWS MUNICIPAL INCOME TRUSTCOM23336810937635,853SH DFND1 235,85300
DWS STRATEGIC MUNICIPAL INCOCOM23342Q10127425,917SH DFND1 225,91700
DXC TECHNOLOGY COCOM23355L106373,1763,996,910SH DFND13,982,227014,683
DXC TECHNOLOGY COCOM23355L1063904,179SH DFND1 24,17900
DXP ENTERPRISES INCCOM NEW2333774076,926172,868SH DFND1172,86800
DYCOM INDUSTRIES INCCOM26747510125,533301,810SH DFND1297,59304,217
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582017,364593,871SH DFND1593,87100
DYNEX CAPITAL INCCOM NEW26817Q5063,885609,068SH DFND1608,6300438
EAGLE BANCORP INCCOM26894810617,169339,319SH DFND1339,31900
EAGLE BULK SHIPPING INCSHS NEWY2187A1433,689656,543SH DFND1656,54300
EAGLE MATERIALS INCCOM26969P10835,799419,985SH DFND1413,53506,450
EAGLE MATERIALS INCCOM26969P1082613,069SH DFND1 23,06900
EAGLE PHARMACEUTICALS INCCOM2697961088,204118,347SH DFND1118,34700
EAGLE PHARMACEUTICALS INCCOM26979610865948SH DFND1 294800
EARTHSTONE ENERGY INC - ACL A27032D3041,942207,103SH DFND1207,10300
EAST WEST BANCORP INCCOM27579R10499,7991,654,042SH DFND11,634,476019,566
EAST WEST BANCORP INCCOM27579R10431530SH DFND1 253000
EASTERLY GOVERNMENT PROPERTICOM27616P10314,178731,984SH DFND1731,98400
EASTERN CO/THECOM2763171041,56955,258SH DFND155,25800
EASTGROUP PROPERTIES INCCOM27727610141,239431,286SH DFND1431,28600
EASTMAN CHEMICAL COCOM277432100198,3492,075,415SH DFND12,068,17607,239
EASTMAN KODAK COCOM NEW277461406971313,500SH DFND1313,50000
EATON CORP PLCSHSG29183103447,4605,168,732SH DFND15,144,483024,249
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10147642,414SH DFND1 242,41400
EATON VANCE CAL MUNI BONDCOM27828A1001,403140,868SH DFND1 2140,86800
EATON VANCE CORPCOM NON VTG27826510366,1121,258,600SH DFND11,242,658015,942
EATON VANCE NEW YORK MUNICIPCOM27827Y10961255,367SH DFND1 255,36700
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10637132,502SH DFND1 232,50200
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10429224,975SH DFND1 224,97500
EATON VANCE TAX-ADVANTAGED BCOM SH BEN INT27829M1031,191135,505SH DFND1 2135,50500
EBAY INCCOM278642103384,01511,651,423SH DFND111,555,501095,922
EBAY INCCOM2786421031,26038,172SH DFND1 238,17200
EBIX INCCOM NEW27871520619,433245,522SH DFND1245,52200
ECHO GLOBAL LOGISTICS INCCOM27875T1018,476273,885SH DFND1273,88500
ECHOSTAR CORP-ACL A27876810622,508485,410SH DFND1485,41000
ECHOSTAR CORP-ACL A2787681061172,531SH DFND1 22,53100
ECLIPSE RESOURCES CORPCOM27890G1001,101925,732SH DFND1925,73200
ECLIPSE RESOURCES CORPCOM27890G1004740,050SH DFND1 240,05000
ECOLAB INCCOM278865100436,3172,788,866SH DFND12,775,747013,119
ECO-STIM ENERGY SOLUTIONS INCOM27888D1011245,860SH DFND145,86000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF920,68620,645,000PRN DFND1 220,645,00000
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA54,0924,000,000PRN DFND1 24,000,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075618,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM279870109193235,810SH DFND1235,81000
EDGEWATER TECHNOLOGY INCCOM28035810218837,499SH DFND137,49900
EDGEWELL PERSONAL CARE COCOM28035Q10227,033584,759SH DFND1577,46207,297
EDGEWELL PERSONAL CARE COCOM28035Q1021,62835,216SH DFND1 235,21600
EDISON INTERNATIONALCOM281020107266,3013,942,272SH DFND13,925,579016,693
EDITAS MEDICINE INCCOM28106W10314,440453,820SH DFND1453,82000
EDUCATIONAL DEVELOPMENT CORPCOM28147910556849,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108476,2332,740,246SH DFND12,729,518010,728
EGAIN CORPCOM NEW28225C8061,505185,837SH DFND1185,83700
EHEALTH INCCOM28238P1095,126181,398SH DFND1181,39800
EHI CAR SERVICES - SPON ADRSPON ADS CL A26853A1002203SH DFND120300
EHI CAR SERVICES - SPON ADRSPON ADS CL A26853A10014813,053SH DFND1 213,05300
EIDOS THERAPEUTICS INCCOM28249H10431231,362SH DFND131,36200
EIGER BIOPHARMACEUTICALS INCCOM28249U10593177,656SH DFND177,65600
EKSO BIONICS HOLDINGS INCCOM NEW282644202891380,818SH DFND1380,81800
EL PASO ELECTRIC COCOM NEW28367785422,842399,337SH DFND1399,33700
EL POLLO LOCO HOLDINGS INCCOM2686031072,841226,387SH DFND1226,38700
ELBIT SYSTEMS LTDORDM3760D1013,85130,685SH DFND130,68500
ELDORADO RESORTS INCCOM28470R10232,305664,726SH DFND1655,96108,765
ELECTRO SCIENTIFIC INDS INCCOM28522910011,217642,845SH DFND1642,84500
ELECTROCORE INCCOM28531P10346233,054SH DFND133,05400
ELECTROMED INCCOM28540910812018,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109414,8093,449,765SH DFND13,419,206030,559
ELECTRONICS FOR IMAGINGCOM28608210216,351479,807SH DFND1479,80700
ELEVATE CREDIT INCCOM28621V1011,321163,935SH DFND1163,93500
ELF BEAUTY INCCOM26856L1032,680210,567SH DFND1210,56700
ELI LILLY & COCOM5324571081,314,83012,274,254SH DFND112,222,905051,349
ELI LILLY & COCOM5324571083283,059SH DFND1 23,05900
ELLIE MAE INCCOM28849P10031,223329,461SH DFND1329,46100
ELLIE MAE INCCOM28849P10031332SH DFND1 233200
ELLINGTON FINANCIAL LLCCOM28852230319011,926SH DFND1 211,92600
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810765257,789SH DFND157,78900
ELOXX PHARMACEUTICALS INCCOM29014R1033,686216,352SH DFND1216,35200
EMAGIN CORPORATIONCOM NEW29076N2069865,621SH DFND165,62100
EMC INS GROUP INCCOM2686641092,09684,827SH DFND184,82700
EMCOR GROUP INCCOM29084Q10059,523792,488SH DFND1784,63807,850
EMCORE CORPCOM NEW290846203894188,384SH DFND1188,38400
EMERALD EXPOSITIONS EVENTS ICOM29103B1004,104249,052SH DFND1249,05200
EMERGENT BIOSOLUTIONS INCCOM29089Q10530,775467,497SH DFND1467,3110186
EMERGENT BIOSOLUTIONS INCCOM29089Q10521333SH DFND1 233300
EMERSON ELECTRIC COCOM291011104538,0177,039,445SH DFND17,003,813035,632
EMERSON RADIO CORPCOM NEW2910872037048,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540017733,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230550854,673SH DFND154,67300
EMPIRE STATE REALTY TRUST-ACL A29210410621,1721,274,668SH DFND11,274,66800
EMPLOYERS HOLDINGS INCCOM29221810414,369317,202SH DFND1317,20200
ENANTA PHARMACEUTICALS INCCOM29251M10615,551181,970SH DFND1181,97000
ENBRIDGE INCCOM29250N10540,1701,253,651SH DFND11,252,9870664
ENCANA CORPCOM2925051049,303715,771SH DFND1715,751020
ENCOMPASS HEALTH CORPCOM29261A10075,271965,632SH DFND1951,580014,052
ENCORE CAPITAL GROUP INCCOM29255410210,271286,521SH DFND1286,0640457
ENCORE WIRE CORPCOM29256210510,990219,370SH DFND1219,37000
ENDO INTERNATIONAL PLCSHSG3040110641,0152,437,043SH DFND12,437,04300
ENDO INTERNATIONAL PLCSHSG3040110688352,502SH DFND1 252,50200
ENDOCYTE INCCOM29269A10211,907670,451SH DFND1670,45100
ENDOLOGIX INCCOM29266S1061,592833,807SH DFND1833,80700
ENDOLOGIX INCCOM29266S1065328,123SH DFND1 228,12300
ENDURANCE INTERNATIONAL GROUCOM29272B1057,602863,895SH DFND1863,89500
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104182,399SH DFND1002,399
ENEL AMERICAS SA-ADRSPONSORED ADR29274F1041,110143,640SH DFND1 2143,64000
ENEL CHILE SA-ADRSPONSORED ADR29278D10571,402SH DFND1001,402
ENEL CHILE SA-ADRSPONSORED ADR29278D10536071,910SH DFND1 271,91000
ENERGEN CORPCOM29265N10866,701774,068SH DFND1763,002011,066
ENERGEN CORPCOM29265N1081611,874SH DFND1 21,87400
ENERGIZER HOLDINGS INCCOM29272W10933,438570,136SH DFND1562,07308,063
ENERGOUS CORPCOM29272C1032,156213,075SH DFND1213,07500
ENERGY FOCUS INCCOM NEW29268T3008943,479SH DFND143,47900
ENERGY FUELS INCCOM NEW292671708788241,356SH DFND1241,35600
ENERGY RECOVERY INCCOM29270J1003,261364,466SH DFND1364,46600
ENERGY XXI GULF COAST INCCOM29276K1012,880344,561SH DFND1344,56100
ENERPLUS CORPCOM29276610223418,990SH DFND118,7380252
ENERPLUS CORPCOM292766102715,768SH DFND1,25,76800
ENERSYSCOM29275Y10238,762444,884SH DFND1439,20005,684
ENGILITY HOLDINGS INCCOM29286C1076,817189,415SH DFND1187,08702,328
ENGILITY HOLDINGS INCCOM29286C107892,500SH DFND1 22,50000
ENGLOBAL CORPCOM2933061066967,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R1081,21932,387SH DFND130,82001,567
ENNIS INCCOM2933891025,674277,502SH DFND1274,73902,763
ENOVA INTERNATIONAL INCCOM29357K10314,472502,518SH DFND1501,25301,265
ENPHASE ENERGY INCCOM29355A1073,959816,298SH DFND1816,29800
ENPRO INDUSTRIES INCCOM29355X10714,790202,809SH DFND1202,80900
ENSCO PLC-CL ASHS CLASS AG3157S10625,0152,963,888SH DFND12,904,889058,999
ENSERVCO CORPCOM29358Y1027798,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10119,530515,035SH DFND1515,03500
ENSTAR GROUP LTDSHSG3075P10132,365155,231SH DFND1155,23100
ENSYNC INCCOM29359T10238149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1082,34588,331SH DFND188,33100
ENTEGRIS INCCOM29362U10442,5341,469,240SH DFND11,469,24000
ENTEGRIS INCCOM29362U1041294,465SH DFND1 24,46500
ENTERCOM COMMUNICATIONS-CL ACL A29363910010,5431,334,676SH DFND11,334,67600
ENTERGY CORPCOM29364G103186,8712,307,523SH DFND12,297,92709,596
ENTERPRISE BANCORP INCCOM2936681093,05488,822SH DFND188,82200
ENTERPRISE FINANCIAL SERVICECOM29371210512,804241,360SH DFND1241,36000
ENTERPRISE PRODUCTS PARTNERSCOM2937921072719,454SH DFND19,45400
ENTRAVISION COMMUNICATIONS-ACL A29382R1073,606735,965SH DFND1735,96500
ENTRAVISION COMMUNICATIONS-ACL A29382R10727556,260SH DFND1 256,26000
ENV 1.75 12/15/19NOTE 1.750%12/129404KAA46,5866,000,000PRN DFND1 26,000,00000
ENVESTNET INCCOM29404K10626,863440,739SH DFND1440,73900
ENVIROSTAR INCCOM29414M10099925,662SH DFND125,66200
ENVISION HEALTHCARE CORPCOM29414D10072,4251,585,780SH DFND11,579,57406,206
ENVISION HEALTHCARE CORPCOM29414D1001393,057SH DFND1 23,05700
ENZO BIOCHEM INCCOM2941001021,604389,514SH DFND1389,51400
ENZO BIOCHEM INCCOM29410010234383,305SH DFND1 283,30500
EOG RESOURCES INCCOM26875P101803,3876,310,971SH DFND16,280,797030,174
EP ENERGY CORP-CL ACL A268785102968414,046SH DFND1414,04600
EPAM SYSTEMS INCCOM29414B10464,851470,959SH DFND1470,95900
EPIZYME INCCOM29428V1045,743541,821SH DFND1541,82100
EPLUS INCCOM29426810713,869149,612SH DFND1149,61200
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20821,313760,908PRN DFND1 2760,90800
EPR PROPERTIESCOM SH BEN INT26884U10943,949642,440SH DFND1632,408010,032
EQT CORPCOM26884L109139,1413,151,922SH DFND13,138,396013,526
EQUIFAX INCCOM294429105184,5361,416,071SH DFND11,409,90206,169
EQUINIX INCCOM PAR $0.00129444U700392,103907,621SH DFND1903,54704,074
EQUINIX INCCOM PAR $0.00129444U700273632SH DFND1 263200
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10268324,253SH DFND122,48801,765
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10271125,242SH DFND1 225,24200
EQUITY BANCSHARES INC - CL ACOM CL A29460X1095,644143,774SH DFND1143,77400
EQUITY COMMONWEALTHCOM SH BEN INT29462810256,0641,747,108SH DFND11,747,10800
EQUITY COMMONWEALTHCOM SH BEN INT29462810252016,217SH DFND1 216,21700
EQUITY LIFESTYLE PROPERTIESCOM29472R10896,7751,003,374SH DFND11,003,37400
EQUITY RESIDENTIALSH BEN INT29476L107369,6115,586,626SH DFND15,567,757018,869
ERA GROUP INCCOM26885G1092,214179,349SH DFND1179,34900
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,383270,896SH DFND1266,14304,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10230,303237,617SH DFND1237,61700
ERIE INDEMNITY COMPANY-CL ACL A29530P1021911,500SH DFND1 21,50000
EROS INTERNATIONAL PLCSHS NEWG3788M1141,293107,374SH DFND1107,0950279
ESCALADE INCCOM2960561041,02980,101SH DFND180,10100
ESCO TECHNOLOGIES INCCOM29631510417,081251,015SH DFND1251,01500
ESPERION THERAPEUTICS INCCOM29664W10511,314255,007SH DFND1255,00700
ESPEY MFG & ELECTRONICS CORPCOM2966501042207,373SH DFND17,37300
ESQUIRE FINANCIAL HOLDINGS ICOM29667J10169727,947SH DFND127,94700
ESSA BANCORP INCCOM29667D1041,13169,597SH DFND169,59700
ESSENDANT INCCOM2966891025,207406,164SH DFND1405,5290635
ESSENT GROUP LTDCOMG3198U10254,7921,238,241SH DFND11,238,24100
ESSENTIAL PROPERTIES REALTYCOM29670E1073,473244,818SH DFND1244,81800
ESSEX PROPERTY TRUST INCCOM297178105244,311991,830SH DFND1988,44603,384
ESTEE LAUDER COMPANIES-CL ACL A518439104400,3872,760,359SH DFND12,748,575011,784
ESTERLINE TECHNOLOGIES CORPCOM29742510024,692271,493SH DFND1267,91403,579
ETHAN ALLEN INTERIORS INCCOM2976021045,602270,003SH DFND1270,00300
ETRADE FINANCIAL CORPCOM NEW269246401176,7783,380,202SH DFND13,366,475013,727
ETRADE FINANCIAL CORPCOM NEW2692464011,07720,570SH DFND1 220,57000
ETSY INCCOM29786A10671,5801,393,162SH DFND11,393,16200
ETSY INCCOM29786A106581,133SH DFND1 21,13300
EURONET WORLDWIDE INCCOM29873610952,225521,104SH DFND1521,10400
EVANS BANCORP INCCOM NEW29911Q2081,81038,568SH DFND138,56800
EVELO BIOSCIENCES INCCOM29973410362851,601SH DFND151,60100
EVERBRIDGE INCCOM29978A10415,874275,416SH DFND1275,41600
EVERBRIDGE INCCOM29978A1043005,205SH DFND1 25,20500
EVERCORE INC - ACLASS A29977A10542,691424,584SH DFND1418,58505,999
EVERCORE INC - ACLASS A29977A1056005,970SH DFND1 25,97000
EVEREST RE GROUP LTDCOMG3223R108123,138539,895SH DFND1537,80202,093
EVERGY INCCOM30034W106181,6023,312,907SH DFND13,298,987013,920
EVERI HOLDINGS INCCOM30034T1036,041658,877SH DFND1658,87700
EVERSOURCE ENERGYCOM30040W108235,2193,835,716SH DFND13,819,480016,236
EVERSOURCE ENERGYCOM30040W10826433SH DFND1 243300
EVERSPIN TECHNOLOGIES INCCOM30041T10448062,510SH DFND162,51000
EVERTEC INCCOM30040P10320,355844,635SH DFND1842,82501,810
EVERTEC INCCOM30040P103291,215SH DFND1 21,21500
EVINE LIVE INCCL A300487105430374,408SH DFND1374,40800
EVO PAYMENTS INC-CLASS ACL A COM26927E1043,472145,295SH DFND1145,29500
EVOFEM BIOSCIENCES INCCOM30048L10413834,225SH DFND134,22500
EVOKE PHARMA INCCOM30049G1046823,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B10118,990668,697SH DFND1668,69700
EVOLUS INCCOM30052C1071,72692,715SH DFND192,71500
EVOLUTION PETROLEUM CORPCOM30049A1072,915263,809SH DFND1263,80900
EVOLVING SYSTEMS INCCOM NEW30049R2099339,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T10511,278634,326SH DFND1634,32600
EW SCRIPPS CO/THE-ACL A NEW8110544028,489514,532SH DFND1514,53200
EXACT SCIENCES CORPCOM30063P10589,0771,128,712SH DFND11,128,4680244
EXANTAS CAPITAL CORPCOM NEW30068N1053,363306,371SH DFND1306,37100
EXANTAS CAPITAL CORPCOM NEW30068N1051,404127,957SH DFND1 2127,95700
EXELA TECHNOLOGIES INCCOM30162V1023,598504,632SH DFND1504,63200
EXELIXIS INCCOM30161Q10449,6032,799,273SH DFND12,758,482040,791
EXELON CORPCOM30161N101516,12611,843,652SH DFND111,793,357050,295
EXELON CORPCOM30161N101451,047SH DFND1 21,04700
EXLSERVICE HOLDINGS INCCOM30208110423,580356,198SH DFND1356,19800
EXONE CO/THECOM30210410472176,148SH DFND176,14800
EXP WORLD HOLDINGS INCCOM30212W1005,123278,601SH DFND1278,60100
EXPEDIA GROUP INCCOM NEW30212P303189,3601,454,003SH DFND11,441,287012,716
EXPEDITORS INTL WASH INCCOM302130109184,3302,510,868SH DFND12,501,84909,019
EXPEDITORS INTL WASH INCCOM30213010934470SH DFND1 247000
EXPONENT INCCOM30214U10231,363585,144SH DFND1585,14400
EXPONENT INCCOM30214U1023716,930SH DFND1 26,93000
EXPRESS INCCOM30219E10311,6741,055,527SH DFND11,055,52700
EXPRESS SCRIPTS HOLDING COCOM30219G108651,2116,867,095SH DFND16,811,628055,467
EXPRESS SCRIPTS HOLDING COCOM30219G1082802,951SH DFND1 22,95100
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20040,1151,982,951SH DFND11,982,95100
EXTERRAN CORPCOM30227H1068,321313,663SH DFND1313,66300
EXTRA SPACE STORAGE INCCOM30225T102155,7091,800,098SH DFND11,793,61706,481
EXTRA SPACE STORAGE INCCOM30225T10229341SH DFND1 234100
EXTRACTION OIL & GAS INCCOM30227M10514,3901,274,581SH DFND11,274,58100
EXTREME NETWORKS INCCOM30226D1066,8921,257,829SH DFND11,257,82900
EXXON MOBIL CORPCOM30231G1024,124,09248,602,488SH DFND148,377,2470225,241
EYEPOINT PHARMACEUTICALS INCCOM30233G1001,117313,015SH DFND1313,01500
EZCORP INC-CL ACL A NON VTG3023011065,698532,553SH DFND1532,55300
EZCORP INC-CL ACL A NON VTG302301106191,815SH DFND1 21,81500
F5 NETWORKS INCCOM315616102203,6651,022,685SH DFND11,019,56903,116
FABRINETSHSG3323L10016,486356,379SH DFND1356,37900
FACEBOOK INC-ACL A30303M1024,853,81829,569,123SH DFND129,327,5660241,557
FACTSET RESEARCH SYSTEMS INCCOM30307510590,010402,355SH DFND1397,17605,179
FACTSET RESEARCH SYSTEMS INCCOM3030751054542,031SH DFND1 22,03100
FAIR ISAAC CORPCOM30325010462,789274,730SH DFND1270,79403,936
FAMOUS DAVE'S OF AMERICACOM30706810620932,050SH DFND132,05000
FANG HOLDINGS LTD - ADRADR30711Y102944367,232SH DFND1364,55002,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10359722,099SH DFND122,09900
FAR POINT ACQUISITION CORP-ACOM CL A30734W10985388,800SH DFND1 288,80000
FARMER BROS COCOM3076751083,204121,394SH DFND1121,39400
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,52782,827SH DFND182,82700
FARMERS NATL BANC CORPCOM3096271074,153271,449SH DFND1271,44900
FARMLAND PARTNERS INCCOM31154R1092,591386,774SH DFND1386,77400
FARO TECHNOLOGIES INCCOM31164210211,078172,167SH DFND1172,16700
FASTENAL COCOM311900104228,2173,940,094SH DFND13,911,396028,698
FATE THERAPEUTICS INCCOM31189P1028,393515,252SH DFND1515,25200
FB FINANCIAL CORPCOM30257X1046,433164,198SH DFND1164,19800
FBL FINANCIAL GROUP INC-CL ACL A30239F1067,735102,798SH DFND1102,79800
FCB FINANCIAL HOLDINGS-CL ACL A30255G10320,771438,223SH DFND1438,22300
FCB FINANCIAL HOLDINGS-CL ACL A30255G1031,42230,000SH DFND1 230,00000
FEDERAL AGRIC MTG CORP-CL CCL C3131483068,149112,907SH DFND1112,90700
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206141,2811,118,801SH DFND11,115,03603,765
FEDERAL SIGNAL CORPCOM31385510815,623583,385SH DFND1583,38500
FEDERATED INVESTORS INC-CL BCL B31421110328,2901,171,243SH DFND11,157,871013,372
FEDEX CORPCOM31428X106615,2992,560,985SH DFND12,548,520012,465
FEDNAT HOLDING COCOM31431B1094,103161,041SH DFND1161,04100
FENNEC PHARMACEUTICALS INCCOM31447P10027934,048SH DFND134,04800
FERRO CORPCOM31540510019,075821,533SH DFND1821,53300
FERROGLOBE PLCSHSG338561081,109135,851SH DFND1135,85100
FGL HOLDINGSORD SHSG3402M10213,5451,513,476SH DFND11,513,47600
FGL HOLDINGSORD SHSG3402M10280590,000SH DFND1 290,00000
FIBROCELL SCIENCE INCCOM PAR3157214072912,643SH DFND112,64300
FIBROGEN INCCOM31572Q80850,373829,193SH DFND1829,19300
FIBROGEN INCCOM31572Q80835579SH DFND1 257900
FIDELITY D&D BANCORP INCCOM31609R1001,71824,912SH DFND124,91200
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303111,5752,837,176SH DFND12,837,17600
FIDELITY NATIONAL INFO SERVCOM31620M106454,1444,171,484SH DFND14,153,996017,488
FIDELITY NATIONAL INFO SERVCOM31620M106108997SH DFND1 299700
FIDELITY SOUTHERN CORPCOM3163941056,735271,799SH DFND1271,79900
FIESTA RESTAURANT GROUPCOM31660B1017,184268,577SH DFND1268,57700
FIFTH THIRD BANCORPCOM316773100248,0878,901,000SH DFND18,865,159035,841
FIFTH THIRD BANCORPCOM316773100160SH DFND1 26000
FINANCIAL INSTITUTIONS INCCOM3175854045,644179,770SH DFND1179,77000
FINISAR CORPORATIONCOM NEW31787A50723,1031,212,776SH DFND11,212,77600
FINJAN HOLDINGS INCCOM NEW31788H30332274,735SH DFND174,73500
FINJAN HOLDINGS INCCOM NEW31788H303441102,365SH DFND1 2102,36500
FIREEYE INCCOM31816Q10131,0901,828,826SH DFND11,828,82600
FIRST AMERICAN FINANCIALCOM31847R10283,9721,627,681SH DFND11,612,605015,076
FIRST BANCORP INC/MECOM31866P1022,74294,684SH DFND194,68400
FIRST BANCORP PUERTO RICOCOM NEW31867270625,2702,777,013SH DFND12,777,01300
FIRST BANCORP/NCCOM31891010613,058322,350SH DFND1322,35000
FIRST BANCSHARES INC/MSCOM3189161034,506115,407SH DFND1115,40700
FIRST BANK/HAMILTON NJCOM31931U1022,033154,662SH DFND1154,66200
FIRST BUSEY CORPCOM NEW31938320414,730474,412SH DFND1473,8960516
FIRST BUSINESS FINANCIAL SERCOM3193901001,58968,574SH DFND168,57400
FIRST CAPITAL INCCOM31942S10452413,686SH DFND113,68600
FIRST CHOICE BANCORPCOM31948P1041,80366,563SH DFND166,56300
FIRST CITIZENS BCSHS -CL ACL A31946M10339,90788,236SH DFND188,23600
FIRST COMMONWEALTH FINL CORPCOM31982910720,2431,254,225SH DFND11,254,22500
FIRST COMMUNITY BANKSHARESCOM31983A1034,963146,506SH DFND1146,50600
FIRST COMMUNITY CORPCOM3198351041,90578,752SH DFND178,75200
FIRST CONNECTICUT BANCORPCOM3198501034,140140,118SH DFND1140,11800
FIRST CONNECTICUT BANCORPCOM3198501031314,437SH DFND1 24,43700
FIRST DATA CORP- CLASS ACOM CL A32008D106109,3664,472,281SH DFND14,472,28100
FIRST DEFIANCE FINL CORPCOM32006W1067,001232,533SH DFND1232,53300
FIRST FINANCIAL BANCORPCOM32020910930,9551,042,283SH DFND11,042,28300
FIRST FINANCIAL CORP/INDIANACOM3202181006,497129,438SH DFND1129,43800
FIRST FINANCIAL NORTHWESTCOM32022K1021,31779,539SH DFND179,53900
FIRST FINL BANKSHARES INCCOM32020R10945,531770,407SH DFND1770,40700
FIRST FOUNDATION INCCOM32026V1045,574356,857SH DFND1356,85700
FIRST GUARANTY BANCSHARES INCOM32043P10653820,949SH DFND120,94900
FIRST HAWAIIAN INCCOM32051X10825,958955,755SH DFND1955,75500
FIRST HORIZON NATIONAL CORPCOM32051710551,9653,010,767SH DFND12,966,877043,890
FIRST HORIZON NATIONAL CORPCOM320517105402,365SH DFND1 22,36500
FIRST INDUSTRIAL REALTY TRCOM32054K10349,0101,560,840SH DFND11,543,845016,995
FIRST INTERNET BANCORPCOM3205571012,91295,634SH DFND195,63400
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20116,931377,939SH DFND1377,93900
FIRST MERCHANTS CORPCOM32081710923,244516,652SH DFND1516,65200
FIRST MID-ILLINOIS BNCSHSCOM3208661064,861120,546SH DFND1120,54600
FIRST MIDWEST BANCORP INC/ILCOM32086710428,6601,077,855SH DFND11,077,85500
FIRST NORTHWEST BANCORPCOM3358341071,13673,790SH DFND173,79000
FIRST OF LONG ISLAND CORPCOM3207341065,373247,054SH DFND1247,05400
FIRST REPUBLIC BANK/CACOM33616C100127,8341,332,644SH DFND11,332,64400
FIRST SAVINGS FINANCIAL GRPCOM33621E1094406,451SH DFND16,45100
FIRST SOLAR INCCOM33643310740,560837,686SH DFND1827,506010,180
FIRST SOLAR INCCOM33643310731643SH DFND1 264300
FIRST TRUST HIGH INCOME LONGCOM33738E1093,916265,515SH DFND1 2265,51500
FIRST TRUST NEW OPPORTUNITIECOM33739M10018919,712SH DFND1 219,71200
FIRST UNITED CORPCOM33741H1071,06956,913SH DFND156,91300
FIRST US BANCSHARES INCCOM33744V10312811,875SH DFND111,87500
FIRSTCASH INCCOM33767D10536,382443,695SH DFND1443,5140181
FIRSTENERGY CORPCOM337932107222,9846,010,354SH DFND15,982,278028,076
FIRSTSERVICE CORPSUB VTG SH33767E1032,24726,605SH DFND126,60500
FIRSTSERVICE CORPSUB VTG SH33767E1034004,737SH DFND1 24,73700
FISERV INCCOM337738108473,0535,751,857SH DFND15,711,925039,932
FITBIT INC - ACL A33812L10211,3712,125,573SH DFND12,125,57300
FIVE BELOWCOM33829M10176,003584,369SH DFND1576,84407,525
FIVE BELOWCOM33829M1012131,644SH DFND1 21,64400
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10642345,000SH DFND1 245,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1045,165371,100SH DFND1371,10000
FIVE STAR SENIOR LIVING INCCOM33832D106248288,827SH DFND1288,82700
FIVE9 INCCOM33830710125,860591,905SH DFND1591,90500
FIVE9 INCCOM3383071011583,626SH DFND1 23,62600
FLAGSTAR BANCORP INCCOM PAR .0013379307059,029286,913SH DFND1286,91300
FLEETCOR TECHNOLOGIES INCCOM339041105236,6851,040,897SH DFND11,036,36804,529
FLEX LTDORDY2573F1025,049388,350SH DFND1388,35000
FLEX PHARMA INCCOM33938A1052656,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1067,046376,619SH DFND1376,61900
FLEXSTEEL INDSCOM3393821033,592120,807SH DFND1120,80700
FLEXSTEEL INDSCOM3393821032036,853SH DFND1 26,85300
FLIR SYSTEMS INCCOM302445101125,2262,040,362SH DFND12,033,29007,072
FLOOR & DECOR HOLDINGS INC-ACL A33975010114,404477,456SH DFND1477,45600
FLOTEK INDUSTRIES INCCOM3433891021,297540,634SH DFND1540,63400
FLOWERS FOODS INCCOM34349810135,0481,878,249SH DFND11,853,114025,135
FLOWSERVE CORPCOM34354P10590,6771,661,050SH DFND11,654,04607,004
FLUENT INCCOM34380C102887412,633SH DFND1412,63300
FLUIDIGM CORPCOM34385P1082,393319,508SH DFND1319,50800
FLUOR CORPCOM343412102104,5111,801,969SH DFND11,794,76407,205
FLUSHING FINANCIAL CORPCOM3438731057,410303,722SH DFND1303,72200
FLY LEASING LTD-ADRSPONSORED ADR34407D10983259,075SH DFND1 259,07500
FMC CORPCOM NEW302491303136,8981,573,382SH DFND11,566,48406,898
FNB CORPCOM30252010139,9983,144,559SH DFND13,096,758047,801
FOAMIX PHARMACEUTICALS LTDSHSM4613510511419,970SH DFND119,97000
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P10010,906229,804SH DFND1229,80400
FONAR CORPCOM NEW3444374051,50060,257SH DFND160,25700
FONAR CORPCOM NEW3444374052259,046SH DFND1 29,04600
FOOT LOCKER INCCOM34484910489,4171,755,914SH DFND11,749,37906,535
FOOT LOCKER INCCOM34484910477115,143SH DFND1 215,14300
FORD MOTOR COCOM PAR $0.01345370860446,85848,392,909SH DFND148,174,7150218,194
FORESCOUT TECHNOLOGIES INCCOM34553D1019,828260,291SH DFND1260,29100
FOREST CITY REALTY TRUST- ACOM CL A34560510975,3513,003,240SH DFND13,003,24000
FOREST CITY REALTY TRUST- ACOM CL A3456051091385,531SH DFND1 25,53100
FORESTAR GROUP INCCOM3462321012,257106,491SH DFND1106,49100
FORMFACTOR INCCOM34637510810,830787,687SH DFND1787,68700
FORRESTER RESEARCH INCCOM3465631095,929129,186SH DFND1129,18600
FORTERRA INCCOM34960W1061,355181,649SH DFND1181,64900
FORTINET INCCOM34959E109144,0421,562,047SH DFND11,542,637019,410
FORTINET INCCOM34959E1091942,107SH DFND1 22,10700
FORTIS INCCOM34955310714,263441,281SH DFND1439,65101,630
FORTIVE CORPCOM34959J108323,0413,843,765SH DFND13,827,772015,993
FORTRESS BIOTECH INCCOM34960Q109538336,733SH DFND1336,73300
FORTUNE BRANDS HOME & SECURICOM34964C10693,0941,781,327SH DFND11,774,03007,297
FORTUNE BRANDS HOME & SECURICOM34964C1064017,676SH DFND1 27,67600
FORTY SEVEN INCCOM34983P10464743,430SH DFND143,43000
FORUM ENERGY TECHNOLOGIES INCOM34984V1007,804754,061SH DFND1754,06100
FORWARD AIR CORPCOM34985310122,407312,520SH DFND1312,52000
FORWARD AIR CORPCOM34985310129418SH DFND1 241800
FORWARD INDUSTRIES INCCOM NEW3498623002818,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10616,924726,988SH DFND1726,98800
FOSTER (LB) CO-ACOM3500601092,082101,323SH DFND1101,32300
FOUNDATION BUILDING MATERIALCOM3503921061,612129,334SH DFND1129,33400
FOUR CORNERS PROPERTY TRUSTCOM35086T10917,262671,964SH DFND1671,2350729
FOX FACTORY HOLDING CORPCOM35138V10227,616394,234SH DFND1394,23400
FRANCESCAS HOLDINGS CORPCOM3517931041,236333,190SH DFND1333,19000
FRANKLIN COVEY COCOM3534691092,513106,278SH DFND1106,27800
FRANKLIN ELECTRIC CO INCCOM35351410220,911442,579SH DFND1442,57900
FRANKLIN FINANCIAL NETWORKCOM35352P1044,592117,453SH DFND1117,45300
FRANKLIN RESOURCES INCCOM354613101121,3683,998,211SH DFND13,982,548015,663
FRANKLIN RESOURCES INCCOM35461310194030,925SH DFND1 230,92500
FRANKLIN STREET PROPERTIES CCOM35471R10610,7181,341,429SH DFND11,341,42900
FRANK'S INTERNATIONAL NVCOMN334621075,659651,964SH DFND1651,2030761
FRED'S INC-CLASS ACL A356108100431211,377SH DFND1211,37700
FREEPORT-MCMORAN INCCL B35671D857280,05420,151,484SH DFND120,074,711076,773
FREEPORT-MCMORAN INCCL B35671D8572,203158,274SH DFND1 2158,27400
FREIGHTCAR AMERICA INCCOM3570231001,883117,235SH DFND1117,23500
FREQUENCY ELECTRONICS INCCOM35801010626225,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR35802910653910,487SH DFND19,5270960
FRESH DEL MONTE PRODUCE INCORDG3673810511,049326,034SH DFND1326,03400
FRESHPET INCCOM3580391059,691264,066SH DFND1264,06600
FRIEDMAN INDUSTRIESCOM35843510526828,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G1075,581514,420SH DFND1514,42000
FRONTDOOR INCCOM35905A1095,690135,511SH DFND1135,51100
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3066,6001,016,999SH DFND11,016,99900
FRONTLINE LTDSHS NEWG3682E1921,454250,426SH DFND1250,42600
FRP HOLDINGS INCCOM30292L1074,88078,592SH DFND178,59200
FS BANCORP INCCOM30263Y1041,64729,569SH DFND129,56900
FS INVESTMENT CORPCOM30263510711115,781SH DFND1 215,78100
FTD COS INCCOM30281V10826299,818SH DFND199,81800
FTE NETWORKS INCCOM PAR30283R40223920,485SH DFND120,48500
FTI CONSULTING INCCOM30294110926,649364,114SH DFND1364,11400
FTS INTERNATIONAL INCCOM30283W1043,129265,445SH DFND1265,44500
FUEL TECH INCCOM359523107164126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502898839,545SH DFND1839,54500
FULL HOUSE RESORTS INCCOM3596781099934,413SH DFND134,41300
FULTON FINANCIAL CORPCOM36027110037,4292,248,012SH DFND12,224,224023,788
FUNKO INC-CLASS ACOM CL A3610081052,733115,395SH DFND1115,39500
FUSION CONNECT INCCOM36116X102540210,187SH DFND1210,18700
FUTUREFUEL CORPCOM36116M1068,639465,982SH DFND1465,98200
G1 THERAPEUTICS INCCOM3621LQ10913,227252,965SH DFND1252,96500
GABELLI GLOBAL SMALL & MCOM36249W10470657,934SH DFND1 257,93400
GABELLI HEALTHCARE&WELLNESSSHS36246K1031,01592,075SH DFND1 292,07500
GAIA INCCL A36269P1042,191142,280SH DFND1142,28000
GAIN CAPITAL HOLDINGS INCCOM36268W1001,543237,458SH DFND1237,45800
GALAPAGOS NV-SPON ADRSPON ADR36315X1016455,742SH DFND15,74200
GALECTIN THERAPEUTICS INCCOM NEW3632252021,272211,765SH DFND1211,76500
GALMED PHARMACEUTICALS LTDSHSM4723810615911,746SH DFND111,74600
GAMCO INVESTORS INC-ACL A COM36143810488337,716SH DFND137,71600
GAMESTOP CORP-CLASS ACL A36467W10915,064986,523SH DFND1986,52300
GAMESTOP CORP-CLASS ACL A36467W1091379,035SH DFND1 29,03500
GAMING AND LEISURE PROPERTIECOM36467J108102,5162,908,264SH DFND12,908,26400
GAMING AND LEISURE PROPERTIECOM36467J10891425,939SH DFND1 225,93900
GANNETT CO INCCOM36473H10410,9741,096,338SH DFND11,095,6840654
GANNETT CO INCCOM36473H104333,368SH DFND1 23,36800
GAP INC/THECOM364760108121,7094,223,773SH DFND14,211,002012,771
GAP INC/THECOM36476010882828,723SH DFND1 228,72300
GARDNER DENVER HOLDINGS INCCOM36555P10727,213960,245SH DFND1960,24500
GARMIN LTDSHSH2906T109158,1572,260,498SH DFND12,253,38307,115
GARRETT MOTION INCCOM36650510513,643780,681SH DFND1776,87703,804
GARTNER INCCOM366651107164,9981,043,158SH DFND11,038,49204,666
GASLOG LTDSHSG375851092,405121,807SH DFND1121,80700
GATES INDUSTRIAL CORP PLCORD SHSG391081088,797451,142SH DFND1451,14200
GATX CORPCOM36144810332,126371,024SH DFND1365,93505,089
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30550,085982,068SH DFND1982,06800
GCP APPLIED TECHNOLOGIESCOM36164Y10119,040717,160SH DFND1717,16000
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L1084,734135,581SH DFND1135,58100
GEMPHIRE THERAPEUTICS INCCOM36870A10812360,168SH DFND160,16800
GENCO SHIPPING & TRADING LTDSHSY2685T1312,316165,475SH DFND1165,47500
GENCO SHIPPING & TRADING LTDSHSY2685T13155639,728SH DFND1 239,72800
GENCOR INDUSTRIES INCCOM36867810884770,352SH DFND170,35200
GENERAC HOLDINGS INCCOM36873610439,945708,126SH DFND1708,12600
GENERAC HOLDINGS INCCOM3687361042454,357SH DFND1 24,35700
GENERAL AMERICAN INVESTORSCOM3688021044,847131,037SH DFND1 2131,03700
GENERAL DYNAMICS CORPCOM369550108678,0373,318,242SH DFND13,303,973014,269
GENERAL ELECTRIC COCOM3696041031,079,01295,768,252SH DFND195,304,8610463,391
GENERAL ELECTRIC COCOM36960410321719,307SH DFND1 219,30700
GENERAL FINANCE CORPCOM3698221012,468154,764SH DFND1154,76400
GENERAL MILLS INCCOM370334104289,4276,756,832SH DFND16,724,236032,596
GENERAL MOLY INCCOM37037310297263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100506,91315,084,083SH DFND115,016,854067,229
GENERAL MOTORS COCOM37045V1002507,452SH DFND1 27,45200
GENESCO INCCOM3715321028,953190,102SH DFND1190,10200
GENESCO INCCOM3715321022675,670SH DFND1 25,67000
GENESEE & WYOMING INC-CL ACL A37155910552,622578,331SH DFND1570,31108,020
GENESIS HEALTHCARE INCCL A COM37185X106607450,328SH DFND1450,32800
GENIE ENERGY LTD-BCL B37228420849892,286SH DFND192,28600
GENMARK DIAGNOSTICS INCCOM3723091044,152564,905SH DFND1564,90500
GENOCEA BIOSCIENCES INCCOM372427104169217,344SH DFND1217,34400
GENOMIC HEALTH INCCOM37244C10117,994256,266SH DFND1256,26600
GENOMIC HEALTH INCCOM37244C1015367,646SH DFND1 27,64600
GENPACT LTDSHSG3922B10739,6171,294,263SH DFND11,294,26300
GENTEX CORPCOM37190110977,8713,628,659SH DFND13,590,740037,919
GENTEX CORPCOM37190110940418,834SH DFND1 218,83400
GENTHERM INCCOM37253A10317,986395,740SH DFND1395,660080
GENUINE PARTS COCOM372460105178,7841,801,997SH DFND11,793,63208,365
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10620,3964,891,195SH DFND14,820,571070,624
GEO GROUP INC/THECOM36162J10630,3551,206,506SH DFND11,190,064016,442
GEO GROUP INC/THECOM36162J10638115,153SH DFND1 215,15300
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,506109,945SH DFND1109,94500
GERMAN AMERICAN BANCORPCOM3738651048,124230,298SH DFND1230,29800
GERON CORPCOM3741631033,1961,816,421SH DFND11,816,2250196
GETTY REALTY CORPCOM3742971099,527333,582SH DFND1333,58200
GEVO INCCOM PAR3743964068421,445SH DFND121,44500
GIBRALTAR INDUSTRIES INCCOM37468910715,477339,426SH DFND1339,42600
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1225971,200,000SH DFND1 21,200,00000
G-III APPAREL GROUP LTDCOM36237H10121,791452,207SH DFND1452,20700
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411819723,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOM3759161035,446180,289SH DFND1179,23501,054
GILDAN ACTIVEWEAR INCCOM37591610369222,747SH DFND1,222,74700
GILEAD SCIENCES INCCOM3755581031,235,25316,027,903SH DFND115,896,1120131,791
GILEAD SCIENCES INCCOM3755581032503,247SH DFND1 23,24700
GLACIER BANCORP INCCOM37637Q10537,397867,894SH DFND1867,89400
GLADSTONE COMMERCIAL CORPCOM3765361086,703350,049SH DFND1350,04900
GLADSTONE LAND CORPCOM3765491011,762142,796SH DFND1142,79600
GLATFELTERCOM3773161048,239431,158SH DFND1431,15800
GLAUKOS CORPCOM37732210220,529316,330SH DFND1316,33000
GLAUKOS CORPCOM3773221022614,029SH DFND1 24,02900
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W10515,100375,921SH DFND1373,94501,976
GLEN BURNIE BANCORPCOM37740710122818,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10820,382536,383SH DFND1536,38300
GLOBAL BRASS & COPPER HOLDINCOM37953G10310,788292,363SH DFND1292,36300
GLOBAL CORD BLOOD CORPSHSG3934210314520,751SH DFND1 220,75100
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1021,262447,774SH DFND1447,77400
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1026523,270SH DFND1 223,27000
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,16683,983SH DFND183,98300
GLOBAL MEDICAL REIT INCCOM NEW37954A2041,539163,477SH DFND1163,47700
GLOBAL NET LEASE INCCOM NEW37937820115,249731,372SH DFND1731,37200
GLOBAL PAYMENTS INCCOM37940X102234,0921,841,197SH DFND11,833,09208,105
GLOBAL SELF STORAGE INCCOM37955N10631374,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310245442,908SH DFND142,90800
GLOBALSCAPE INCCOM37940G10911729,423SH DFND129,42300
GLOBALSTAR INCCOM3789734081,5723,094,873SH DFND13,094,87300
GLOBALSTAR INCCOM378973408139274,890SH DFND1 2274,89000
GLOBUS MEDICAL INC - ACL A37957720843,594768,053SH DFND1758,15709,896
GLOWPOINT INCCOM NEW37988720156340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010611,0271,480,165SH DFND11,480,16500
GLU MOBILE INCCOM3798901061172SH DFND1 217200
GLYCOMIMETICS INCCOM38000Q1025,106354,611SH DFND1354,61100
GMS INCCOM36251C1037,105306,261SH DFND1306,26100
GMS INCCOM36251C1031215,256SH DFND1 25,25600
GNC HOLDINGS INC-CL ACOM CL A36191G1072,930707,853SH DFND1706,9800873
GODADDY INC - CLASS ACL A380237107141,2111,694,325SH DFND11,694,32500
GOGO INCCOM38046C1093,367648,757SH DFND1648,75700
GOLAR LNG LTDSHSG9456A1009,863354,820SH DFND1354,5170303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10282957,902SH DFND157,90200
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T10641,845SH DFND1001,845
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T106510210,888SH DFND1 2210,88800
GOLD RESOURCE CORPCOM38068T1052,808546,428SH DFND1546,42800
GOLDEN ENTERTAINMENT INCCOM3810131014,576190,613SH DFND1190,61300
GOLDEN MINERALS COCOM38111910648236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG396372051,161117,802SH DFND1117,80200
GOLDFIELD CORPCOM381370105630148,441SH DFND1148,44100
GOLDMAN SACHS GROUP INCCOM38141G104867,8873,878,479SH DFND13,860,489017,990
GOLDMAN SACHS GROUP INCCOM38141G1043041,358SH DFND1 21,35800
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087926456,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084378756,057SH DFND156,05700
GOODYEAR TIRE & RUBBER COCOM38255010176,8103,289,448SH DFND13,277,327012,121
GOOSEHEAD INSURANCE INC -ACOM CL A38267D1093,23995,647SH DFND195,64700
GOPRO INC-CLASS ACL A38268T1039,3301,295,926SH DFND11,295,92600
GOPRO INC-CLASS ACL A38268T1031,522211,417SH DFND1 2211,41700
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1141,8261,722,875SH DFND1 21,722,87500
GORMAN-RUPP COCOM3830821047,263199,013SH DFND1199,01300
GOVERNMENT PROPERTIES INCOMECOM SHS BEN INT38376A10311,7841,043,804SH DFND11,043,80400
GP STRATEGIES CORPCOM36225V1042,235132,696SH DFND1132,69600
GPRO 3.5 04/15/22NOTE 3.500% 4/138268TAB94,7355,000,000PRN DFND1 25,000,00000
GRACO INCCOM38410910475,5251,629,820SH DFND11,607,253022,567
GRACO INCCOM3841091041443,113SH DFND1 23,11300
GRAFTECH INTERNATIONAL LTDCOM38431350811,975613,812SH DFND1613,81200
GRAHAM CORPCOM3845561062,37284,235SH DFND184,23500
GRAHAM HOLDINGS CO-CLASS BCOM38463710423,97941,394SH DFND140,8020592
GRAMERCY PROPERTY TRUSTCOM NEW38500230842,7061,556,374SH DFND11,556,37400
GRAN TIERRA ENERGY INCCOM38500T1014812,768SH DFND1 212,76800
GRAND CANYON EDUCATION INCCOM38526M10661,670546,726SH DFND1546,72600
GRANITE CONSTRUCTION INCCOM38732810720,009437,848SH DFND1431,67406,174
GRANITE POINT MORTGAGE TRUSTCOM38741L1078,066418,403SH DFND1418,40300
GRAPHIC PACKAGING HOLDING COCOM38868910138,9012,776,691SH DFND12,776,69100
GRAY TELEVISION INCCOM38937510613,362763,591SH DFND1763,59100
GREAT AJAX CORPCOM38983D3001,880138,180SH DFND1138,18000
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209390120,123SH DFND1120,12300
GREAT LAKES DREDGE & DOCK COCOM3906071093,411550,281SH DFND1550,28100
GREAT SOUTHERN BANCORP INCCOM3909051079,581173,099SH DFND1173,09900
GREAT WESTERN BANCORP INCCOM39141610424,700585,456SH DFND1585,45600
GREEN BANCORP INCCOM39260X1006,712303,748SH DFND1302,71301,035
GREEN BRICK PARTNERS INCCOM3927091012,704267,758SH DFND1267,75800
GREEN DOT CORP-CLASS ACL A39304D10245,355510,646SH DFND1510,64600
GREEN DOT CORP-CLASS ACL A39304D1025786,515SH DFND1 26,51500
GREEN PLAINS INCCOM3932221047,608442,382SH DFND1441,9610421
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110619713,251SH DFND113,25100
GREENBRIER COMPANIES INCCOM39365710120,480340,774SH DFND1340,6550119
GREENE COUNTY BANCORP INCCOM39435710752116,251SH DFND116,25100
GREENHILL & CO INCCOM3952591045,177196,487SH DFND1196,1020385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1093,729300,771SH DFND1300,77100
GREENSKY INC-CLASS ACL A39572G1005,545308,069SH DFND1308,06900
GREIF INC-CL ACL A39762410713,192245,848SH DFND1242,14503,703
GREIF INC-CL BCL B3976242063,85066,794SH DFND166,0400754
GRIFFIN INDUSTRIAL REALTY INCOM39823110051413,193SH DFND113,19300
GRIFFON CORPCOM3984331025,214322,894SH DFND1322,89400
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,610122,157SH DFND1120,52401,633
GROUP 1 AUTOMOTIVE INCCOM39890510913,148202,595SH DFND1202,59500
GROUP 1 AUTOMOTIVE INCCOM3989051091502,319SH DFND1 22,31900
GROUPON INCCOM39947310716,6654,420,632SH DFND14,420,63200
GROUPON INCCOM39947310717446,334SH DFND1 246,33400
GRUBHUB INCCOM400110102109,850792,461SH DFND1792,46100
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011022394,198SH DFND14,19800
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021,02417,982SH DFND1 217,98200
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001,09342,992SH DFND142,99200
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG95,2935,000,000PRN DFND1 25,000,00000
GSE SYSTEMS INCCOM36227K10612033,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10664493,432SH DFND193,43200
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC53,8354,000,000PRN DFND1 24,000,00000
GTT COMMUNICATIONS INCCOM36239310015,702361,803SH DFND1361,80300
GTX INCCOM NEW40052B207403256,744SH DFND1256,74400
GTY TECHNOLOGY HOLDINGS IN-ACL AG4182A10246045,430SH DFND145,43000
GUARANTY BANCORPCOM NEW40075T6077,990269,040SH DFND1269,04000
GUARANTY BANCSHARES INCCOM4007641062,86594,802SH DFND194,80200
GUESS INCCOM40161710512,912571,359SH DFND1571,35900
GUIDEWIRE SOFTWARE INCCOM40171V10070,130694,296SH DFND1694,29600
GULF ISLAND FABRICATION INCCOM40230710293393,851SH DFND193,85100
GULF RESOURCES INCCOM PAR $0.000540251W3091818,051SH DFND118,05100
GULFMARK OFFSHORE INCCOM4026295051,16131,144SH DFND131,14400
GULFPORT ENERGY CORPCOM NEW40263530418,3971,767,305SH DFND11,746,004021,301
GULFPORT ENERGY CORPCOM NEW40263530416716,069SH DFND1 216,06900
GW PHARMACEUTICALS -ADRADS36197T1033,21718,628SH DFND118,62800
H&E EQUIPMENT SERVICES INCCOM40403010812,438329,222SH DFND1329,22200
H&R BLOCK INCCOM09367110574,6692,904,518SH DFND12,893,324011,194
H.B. FULLER CO.COM35969410625,039484,606SH DFND1484,60600
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1033,638228,089SH DFND1228,08900
HACKETT GROUP INC/THECOM4046091095,365266,293SH DFND1266,29300
HAEMONETICS CORP/MASSCOM40502410068,902601,351SH DFND1593,58607,765
HAIN CELESTIAL GROUP INCCOM40521710025,026922,806SH DFND1910,731012,075
HALCON RESOURCES CORPCOM PAR NEW40537Q6056,4121,434,571SH DFND11,434,57100
HALCON RESOURCES CORP-CW20*W EXP 09/09/20240537Q118115,200SH DFND1 215,20000
HALLADOR ENERGY COCOM40609P1051,103177,449SH DFND1177,44900
HALLADOR ENERGY COCOM40609P105426,769SH DFND1 26,76900
HALLIBURTON COCOM406216101374,9529,271,606SH DFND19,224,874046,732
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,218110,757SH DFND1110,75700
HALOZYME THERAPEUTICS INCCOM40637H10926,2301,443,631SH DFND11,443,63100
HALOZYME THERAPEUTICS INCCOM40637H1094273SH DFND1 227300
HAMILTON BEACH BRAND-ACOM CL A40701T1041,58972,436SH DFND172,43600
HAMILTON LANE INC-CLASS ACL A4074971068,088182,669SH DFND1182,66900
HANCOCK WHITNEY CORPCOM41012010950,0611,052,814SH DFND11,040,624012,190
HANESBRANDS INCCOM41034510281,5454,432,909SH DFND14,413,021019,888
HANESBRANDS INCCOM41034510228215,354SH DFND1 215,35400
HANMI FINANCIAL CORPORATIONCOM NEW4104952049,110365,870SH DFND1365,87000
HANNON ARMSTRONG SUSTAINABLECOM41068X10011,178520,662SH DFND1520,66200
HANOVER INSURANCE GROUP INC/COM41086710548,627394,158SH DFND1388,41905,739
HARBORONE BANCORP INCCOM41165F1015,067265,048SH DFND1265,04800
HARLEY-DAVIDSON INCCOM412822108103,5662,290,068SH DFND12,281,53408,534
HARMONIC INCCOM4131601024,851882,027SH DFND1882,02700
HARRIS CORPCOM413875105249,1871,475,399SH DFND11,468,96006,439
HARRIS CORPCOM41387510578464SH DFND1 246400
HARSCO CORPCOM41586410722,562790,286SH DFND1789,3010985
HARTE-HANKS INCCOM41619620218025,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104212,7844,267,263SH DFND14,248,199019,064
HARTFORD FINANCIAL SVCS GRPCOM416515104951,910SH DFND1 21,91000
HARVARD BIOSCIENCE INCCOM4169061051,755334,453SH DFND1334,45300
HASBRO INCCOM418056107171,8071,637,078SH DFND11,624,812012,266
HAVERTY FURNITURECOM4195961015,348242,012SH DFND1242,01200
HAVERTY FURNITURECOM4195961011808,158SH DFND1 28,15800
HAWAIIAN ELECTRIC INDSCOM41987010036,0831,013,856SH DFND1999,170014,686
HAWAIIAN HOLDINGS INCCOM41987910121,325531,811SH DFND1531,81100
HAWKINS INCCOM4202611094,13099,662SH DFND199,66200
HAWTHORN BANCSHARES INCCOM4204761031,15750,877SH DFND150,87700
HAYMAKER ACQUISITION CO-CW22*W EXP 10/27/202420870115240200,000SH DFND1 2200,00000
HAYNES INTERNATIONAL INCCOM NEW4208772014,528127,559SH DFND1127,55900
HC2 HOLDINGS INCCOM4041391072,194358,612SH DFND1358,61200
HCA HEALTHCARE INCCOM40412C101430,7613,102,623SH DFND13,088,794013,829
HCA HEALTHCARE INCCOM40412C1012731,967SH DFND1 21,96700
HCI GROUP INCCOM40416E1033,19573,049SH DFND172,969080
HCP INCCOM40414L109182,1546,931,558SH DFND16,907,088024,470
HD SUPPLY HOLDINGS INCCOM40416M10579,6931,863,575SH DFND11,863,57500
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,61117,130SH DFND116,5880542
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K10610,741174,235SH DFND1173,8090426
HEALTHCARE REALTY TRUST INCCOM42194610446,3191,583,019SH DFND11,566,109016,910
HEALTHCARE SERVICES GROUPCOM42190610831,575777,333SH DFND1767,37109,962
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50149,7291,864,622SH DFND11,864,62200
HEALTHEQUITY INCCOM42226A10753,255564,090SH DFND1556,77607,314
HEALTHEQUITY INCCOM42226A1073063,242SH DFND1 23,24200
HEALTHSTREAM INCCOM42222N1039,936320,415SH DFND1320,41500
HEARTLAND EXPRESS INCCOM42234710410,807547,765SH DFND1547,76500
HEARTLAND FINANCIAL USA INCCOM42234Q10218,002310,117SH DFND1310,11700
HEAT BIOLOGICS INCCOM NEW42237K300245122,984SH DFND1122,98400
HECLA MINING COCOM42270410612,8254,596,782SH DFND14,596,78200
HEICO CORPCOM42280610935,553383,911SH DFND1383,91100
HEICO CORP-CLASS ACL A42280620845,516602,872SH DFND1602,87200
HEIDRICK & STRUGGLES INTLCOM42281910210,411307,579SH DFND1307,1890390
HELEN OF TROY LTDCOMG4388N10645,738349,415SH DFND1345,85903,556
HELIOS AND MATHESON ANALYTICCOM PAR42327L309171,170,461SH DFND11,170,46100
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V5041,218124,504SH DFND1124,50400
HELIX ENERGY SOLUTIONS GROUPCOM42330P10713,4551,361,934SH DFND11,361,93400
HELMERICH & PAYNECOM42345210195,2721,387,879SH DFND11,381,58106,298
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,473177,292SH DFND1177,29200
HEMISPHERX BIOPHARMA INCCOM NEW42366C3011774,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510018213,164SH DFND113,16400
HENNESSY CAPITAL ACQUIS-CW24*W EXP 06/15/20242588L113375250,000SH DFND1 2250,00000
HENNESSY CAPITAL ACQUISITIONCOM42588L1058,916875,000SH DFND1 2875,00000
HENRY SCHEIN INCCOM806407102164,9801,943,772SH DFND11,928,673015,099
HERBALIFE NUTRITION LTDCOM SHSG4412G10158,9151,080,019SH DFND11,080,01900
HERC HOLDINGS INCCOM42704L10412,151237,343SH DFND1237,34300
HERITAGE COMMERCE CORPCOM4269271095,993401,677SH DFND1401,67700
HERITAGE FINANCIAL CORPCOM42722X10612,013341,771SH DFND1341,77100
HERITAGE INSURANCE HOLDINGSCOM42727J1023,407229,935SH DFND1229,93500
HERITAGE INSURANCE HOLDINGSCOM42727J102251,748SH DFND1 21,74800
HERITAGE-CRYSTAL CLEAN INCCOM42726M1063,343156,596SH DFND1156,59600
HERMAN MILLER INCCOM60054410031,473819,611SH DFND1811,57708,034
HERMAN MILLER INCCOM6005441002827,369SH DFND1 27,36900
HERON THERAPEUTICS INCCOM42774610222,940724,821SH DFND1724,82100
HERSHA HOSPITALITY TRUSTPR SHS BEN INT42782550010,497463,047SH DFND1463,04700
HERSHEY CO/THECOM427866108197,5761,940,221SH DFND11,932,76007,461
HERTZ GLOBAL HOLDINGS INCCOM42806J1068,840541,389SH DFND1541,38900
HESKA CORPCOM RESTRC NEW42805E3067,97270,356SH DFND170,35600
HESS CORPCOM42809H107222,6473,116,448SH DFND13,103,550012,898
HEWLETT PACKARD ENTERPRISECOM42824C109282,72817,367,493SH DFND117,292,091075,402
HEWLETT PACKARD ENTERPRISECOM42824C10969242,472SH DFND1 242,47200
HEXCEL CORPCOM42829110852,796787,426SH DFND1787,42600
HFF INC-CLASS ACL A40418F10816,722393,648SH DFND1393,64800
HIBBETT SPORTS INCCOM4285671013,666195,011SH DFND1195,01100
HIGHPOINT RESOURCES CORPCOM43114K1084,9421,012,882SH DFND11,012,88200
HIGHPOWER INTERNATIONAL INCCOM43113X1014115,239SH DFND115,23900
HIGHWOODS PROPERTIES INCCOM43128410857,1631,209,551SH DFND11,195,591013,960
HILLENBRAND INCCOM43157110834,302655,882SH DFND1655,88200
HILL-ROM HOLDINGS INCCOM43147510258,604620,806SH DFND1611,63809,168
HILL-ROM HOLDINGS INCCOM43147510210111SH DFND1 211100
HILLTOP HOLDINGS INCCOM43274810115,439765,486SH DFND1765,48600
HILTON GRAND VACATIONS INCCOM43283X10527,731837,801SH DFND1837,80100
HILTON WORLDWIDE HOLDINGS INCOM43300A203276,9603,435,306SH DFND13,420,028015,278
HILTON WORLDWIDE HOLDINGS INCOM43300A2032382,955SH DFND1 22,95500
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10647580,923SH DFND180,92300
HINGHAM INSTITUTION FOR SVGSCOM4333231023,57816,279SH DFND116,27900
HMS HOLDINGS CORPCOM40425J10135,8191,091,740SH DFND11,091,74000
HNI CORPCOM40425110018,942428,183SH DFND1421,52306,660
HOLLYFRONTIER CORPCOM436106108189,6572,717,008SH DFND12,707,89009,118
HOLLYFRONTIER CORPCOM4361061084816,895SH DFND1 26,89500
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,04448,865SH DFND148,86500
HOLLYSYS AUTOMATION TECHNOLOSHSG456671053165SH DFND1 216500
HOLOGIC INCCOM436440101147,3063,600,811SH DFND13,573,975026,836
HOLOGIC INCCOM43644010156213,730SH DFND1 213,73000
HOME BANCORP INCCOM43689E1073,07070,625SH DFND170,62500
HOME BANCSHARES INCCOM43689320037,5081,712,726SH DFND11,691,045021,681
HOME DEPOT INCCOM4370761022,645,89612,798,827SH DFND112,738,256060,571
HOMESTREET INCCOM43785V1027,537284,449SH DFND1284,44900
HOMETRUST BANCSHARES INCCOM4378721045,109175,274SH DFND1175,27400
HOMOLOGY MEDICINES INCCOM4380831072,538111,061SH DFND1111,06100
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830877425,752SH DFND123,04902,703
HONEYWELL INTERNATIONAL INCCOM4385161061,489,0008,965,408SH DFND18,927,360038,048
HOOKER FURNITURE CORPCOM4390381004,078120,669SH DFND1120,66900
HOPE BANCORP INCCOM43940T10921,2951,316,959SH DFND11,316,95900
HOPFED BANCORP INCCOM43973410438622,075SH DFND122,07500
HORACE MANN EDUCATORSCOM44032710417,953399,864SH DFND1399,86400
HORIZON BANCORP INC/INCOM4404071049,904501,501SH DFND1501,50100
HORIZON GLOBAL CORPCOM44052W1041,093153,400SH DFND1153,40000
HORIZON PHARMA PLCSHSG4617B10534,7951,777,115SH DFND11,777,11500
HORIZON TECHNOLOGY FINANCE CCOM44045A10213812,178SH DFND112,17800
HORMEL FOODS CORPCOM440452100143,5603,650,053SH DFND13,635,322014,731
HORNBECK OFFSHORE SERVICESCOM4405431061,211206,107SH DFND1206,10700
HORTONWORKS INCCOM44089410316,914741,557SH DFND1741,55700
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10264,8742,249,465SH DFND12,225,988023,477
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M102321,114SH DFND1 21,11400
HOST HOTELS & RESORTS INCCOM44107P104236,36311,218,967SH DFND111,177,653041,314
HOSTESS BRANDS INCCL A44109J10610,885983,303SH DFND1983,30300
HOUGHTON MIFFLIN HARCOURT COCOM44157R1097,8721,124,594SH DFND11,124,59400
HOULIHAN LOKEY INCCL A44159310016,131359,042SH DFND1359,04200
HOULIHAN LOKEY INCCL A4415931002655,905SH DFND1 25,90500
HOUSTON AMERICAN ENERGY CORPCOM44183U10029135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10973194,970SH DFND194,97000
HOVNANIAN ENTERPRISES-ACL A4424872031,8551,159,613SH DFND11,142,898016,715
HOWARD BANCORP INCCOM4424961051,794101,363SH DFND1101,36300
HOWARD HUGHES CORP/THECOM44267D10743,012346,264SH DFND1346,26400
HP INCCOM40434L105510,91019,861,102SH DFND119,771,462089,640
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040618,283415,628SH DFND1412,85702,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104956189,493SH DFND1189,49300
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10611,284351,186SH DFND1350,4980688
HUB GROUP INC-CL ACL A44332010616,000350,898SH DFND1350,89800
HUBBELL INCCOM44351060765,673491,680SH DFND1484,28307,397
HUBBELL INCCOM44351060769524SH DFND1 252400
HUBSPOT INCCOM44357310052,344346,769SH DFND1346,76900
HUBSPOT INCCOM4435731002441,623SH DFND1 21,62300
HUDBAY MINERALS INCCOM4436281026011,872SH DFND111,87200
HUDBAY MINERALS INCCOM44362810232263,700SH DFND1,263,70000
HUDSON GLOBAL INCCOM443787106161101,412SH DFND1101,41200
HUDSON LTD-CLASS ACOM CL AG464081032,642117,127SH DFND1117,12700
HUDSON PACIFIC PROPERTIES INCOM44409710960,2451,841,230SH DFND11,841,23000
HUDSON TECHNOLOGIES INCCOM444144109314245,824SH DFND1245,82400
HUMANA INCCOM444859102552,9641,636,666SH DFND11,629,30807,358
HUMANA INCCOM4448591023831,134SH DFND1 21,13400
HUNT (JB) TRANSPRT SVCS INCCOM445658107138,3311,165,029SH DFND11,155,36609,663
HUNT COMPANIES FINANCE TRUSTCOM44558T10031483,765SH DFND183,76500
HUNTER MARITIME ACQUISITIO-W*W EXP 11/17/202Y37828129153664,850SH DFND1 2664,85000
HUNTINGTON BANCSHARES INCCOM446150104205,75713,816,741SH DFND113,759,765056,976
HUNTINGTON INGALLS INDUSTRIECOM446413106154,734605,241SH DFND1603,02202,219
HUNTSMAN CORPCOM44701110794,3253,464,025SH DFND13,462,37201,653
HUNTSMAN CORPCOM4470111071,27746,923SH DFND1 246,92300
HURCO COMPANIES INCCOM4473241044,05489,898SH DFND189,89800
HURCO COMPANIES INCCOM447324104651,459SH DFND1 21,45900
HURON CONSULTING GROUP INCCOM44746210211,847239,827SH DFND1239,82700
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L10350015,546SH DFND115,54600
HUTTIG BUILDING PRODUCTS INCCOM448451104479113,703SH DFND1113,70300
HYATT HOTELS CORP - CL ACOM CL A44857910232,378406,815SH DFND1406,81500
HYDROGENICS CORPCOM NEW4488832078912,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721057,074114,982SH DFND1114,98200
I3 VERTICALS INC-CLASS ACOM CL A46571Y1071,12749,069SH DFND149,06900
IAC/INTERACTIVECORPCOM44919P508149,660691,091SH DFND1690,9410150
IAMGOLD CORPCOM45091310810127,602SH DFND127,60200
IBERIABANK CORPCOM45082810854,570670,811SH DFND1670,81100
IBERIABANK CORPCOM45082810848600SH DFND1 260000
IBIO INCCOM NEW4510332032934,266SH DFND134,26600
ICAD INCCOM NEW44934S20621273,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001018,850125,155SH DFND1125,15500
ICF INTERNATIONAL INCCOM44925C10315,814209,601SH DFND1209,60100
ICHOR HOLDINGS LTDSHSG4740B1055,208255,091SH DFND1255,09100
ICICI BANK LTD-SPON ADRADR45104G10410812,743SH DFND19,77102,972
ICON PLCSHSG4705A1005,96238,782SH DFND138,78200
ICONIX BRAND GROUP INCCOM451055107116376,124SH DFND1376,12400
ICU MEDICAL INCCOM44930G10744,457157,234SH DFND1154,99502,239
ICU MEDICAL INCCOM44930G107129459SH DFND1 245900
ID SYSTEMS INCCOM44948910339356,581SH DFND156,58100
IDACORP INCCOM45110710650,574509,673SH DFND1502,86906,804
IDEAL POWER INCCOM4516221044165,278SH DFND165,27800
IDENTIV INCCOM NEW45170X20542471,264SH DFND171,26400
IDERA PHARMACEUTICALS INCCOM PAR45168K4051,978222,109SH DFND1222,10900
IDEX CORPCOM45167R104117,185778,300SH DFND1767,947010,353
IDEXX LABORATORIES INCCOM45168D104269,4541,081,268SH DFND11,072,72808,540
IDT CORP-CLASS BCL B NEW448947507726136,065SH DFND1136,06500
IDTI 0.875 11/15/22NOTE 0.875%11/1458118AC016,53011,000,000PRN DFND1 211,000,00000
IEC ELECTRONICS CORPCOM44949L10515329,162SH DFND129,16200
IES HOLDINGS INCCOM44951W1061,82093,374SH DFND193,37400
IFF 6 09/15/21UNIT 09/15/20214595063091,08220,000PRN DFND1 220,00000
IFRESH INCCOM4495381075725,786SH DFND125,78600
IHS MARKIT LTDSHSG47567105244,6084,541,571SH DFND14,523,293018,278
II-VI INCCOM90210410828,890610,796SH DFND1610,79600
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10886447,786SH DFND147,78600
ILLINOIS TOOL WORKSCOM452308109520,7873,697,494SH DFND13,680,686016,808
ILLUMINA INCCOM452327109616,9941,684,300SH DFND11,669,598014,702
IMAX CORPCOM45245E1094,091158,601SH DFND1158,60100
IMMERSION CORPORATIONCOM4525211074,750449,392SH DFND1449,39200
IMMERSION CORPORATIONCOM45252110768765,047SH DFND1 265,04700
IMMUNE DESIGN CORPCOM45252L1031,214351,915SH DFND1351,2410674
IMMUNOGEN INCCOM45253H10115,3481,620,786SH DFND11,619,9340852
IMMUNOMEDICS INCCOM45290710834,3591,649,527SH DFND11,649,52700
IMMUNOMEDICS INCCOM452907108321,579SH DFND1 21,57900
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P508885118,263SH DFND1118,26300
IMPERIAL OIL LTDCOM4530384086,651207,404SH DFND1207,0790325
IMPERIAL OIL LTDCOM45303840878424,228SH DFND1,224,22800
IMPERVA INCCOM45321L10016,251349,879SH DFND1349,87900
IMPINJ INCCOM4532041094,626186,383SH DFND1186,38300
IMPRIMIS PHARMACEUTICALS INCCOM NEW45323A20119168,853SH DFND168,85300
INCYTE CORPCOM45337C102150,3012,179,791SH DFND12,160,679019,112
INCYTE CORPCOM45337C10298814,305SH DFND1 214,30500
INDEPENDENCE CONTRACT DRILLICOM4534153091,394282,358SH DFND1282,35800
INDEPENDENCE CONTRACT DRILLICOM453415309234,793SH DFND1 24,79300
INDEPENDENCE HOLDING COCOM NEW4534403072,59872,394SH DFND172,39400
INDEPENDENCE REALTY TRUST INCOM45378A10611,2931,072,547SH DFND11,072,54700
INDEPENDENT BANK CORP - MICHCOM NEW4538386095,425229,405SH DFND1229,40500
INDEPENDENT BANK CORP/MACOM45383610824,563297,378SH DFND1297,37800
INDEPENDENT BANK GROUP INCCOM45384B10615,879239,512SH DFND1239,51200
INDIA FUND INCCOM4540891031,98989,887SH DFND1 289,88700
INDUSTREA ACQUISITION-CW24*W EXP 08/01/20245579J112693700,000SH DFND1 2700,00000
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT4562371065,992260,422SH DFND1260,42200
INDUSTRIAL SVCS OF AMERICACOM4563141033415,157SH DFND115,15700
INFINERA CORPCOM45667G10311,6641,597,895SH DFND11,597,89500
INFINITY PHARMACEUTICALS INCCOM45665G303959354,047SH DFND1353,7210326
INFLARX NVCOMN448211012,75380,227SH DFND180,22700
INFN 2.125 09/01/24NOTE 2.125% 9/045667GAC74,0374,000,000PRN DFND1 24,000,00000
INFORMATION SERVICES GROUPCOM45675Y1041,206252,437SH DFND1252,43700
INFOSYS LTD-SP ADRSPONSORED ADR4567881084,019401,550SH DFND1396,10205,448
INFRAREIT INCCOM45685L1009,624455,065SH DFND1455,06500
INFRASTRUCTURE AND ENERGY ALCOM45686J1041,01396,524SH DFND196,52400
INFUSYSTEM HOLDINGS INCCOM45685K10215146,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710329722,923SH DFND119,89503,028
INGERSOLL-RAND PLCSHSG47791101303,9492,976,790SH DFND12,963,652013,138
INGEVITY CORPCOM45688C10741,821410,496SH DFND1410,431065
INGLES MARKETS INC-CLASS ACL A4570301048,780256,370SH DFND1256,37000
INGLES MARKETS INC-CLASS ACL A45703010421628SH DFND1 262800
INGREDION INCCOM45718710279,263755,643SH DFND1745,85209,791
INGREDION INCCOM4571871029288,849SH DFND1 28,84900
INNERWORKINGS INCCOM45773Y1053,897492,115SH DFND1492,11500
INNODATA INCCOM NEW45764220510672,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1089,395211,621SH DFND1211,2970324
INNOSPEC INCCOM45768S10520,092261,791SH DFND1261,79100
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F105920134,816SH DFND1134,81600
INNOVATIVE SOLUTIONS & SUPPCOM45769N10514256,144SH DFND156,14400
INNOVIVA INCCOM45781M10111,837776,738SH DFND1775,29801,440
INOGEN INCCOM45780L10445,717187,273SH DFND1184,67902,594
INOGEN INCCOM45780L1044151,704SH DFND1 21,70400
INOVALON HOLDINGS INC - ACOM CL A45781D1017,218718,209SH DFND1718,20900
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,887879,129SH DFND1879,12900
INPHI CORPCOM45772F10716,351430,527SH DFND1430,52700
INSEEGO CORPCOM45782B1041,373356,762SH DFND1356,76200
INSEEGO CORPCOM45782B1048622,419SH DFND1 222,41900
INSIGHT ENTERPRISES INCCOM45765U10324,545453,789SH DFND1453,78900
INSIGHT ENTERPRISES INCCOM45765U103581,089SH DFND1 21,08900
INSIGNIA SYSTEMS INCCOM45765Y1056135,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930716,407811,463SH DFND1811,46300
INSPERITY INCCOM45778Q10765,514555,444SH DFND1554,6760768
INSPERITY INCCOM45778Q1075895,000SH DFND1 25,00000
INSPIRE MEDICAL SYSTEMS INCCOM4577301093,41181,063SH DFND181,06300
INSPIRED ENTERTAINMENT INCCOM45782N10852085,251SH DFND185,25100
INSTALLED BUILDING PRODUCTSCOM45780R1018,188209,973SH DFND1209,97300
INSTEEL INDUSTRIES INCCOM45774W1086,993194,901SH DFND1194,90100
INSTEEL INDUSTRIES INCCOM45774W108421,196SH DFND1 21,19600
INSTRUCTURE INCCOM45781U10310,842306,287SH DFND1306,28700
INSULET CORPCOM45784P10158,463551,807SH DFND1551,80700
INSYS THERAPEUTICS INCCOM NEW45824V2093,147312,250SH DFND1311,9320318
INTEC PHARMA LTDSHSM536441069717,341SH DFND117,34100
INTEGER HOLDINGS CORPCOM45826H10927,094326,634SH DFND1325,8790755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520845,568691,794SH DFND1682,26109,533
INTEGRATED DEVICE TECH INCCOM45811810665,5931,395,314SH DFND11,377,847017,467
INTEGRATED DEVICE TECH INCCOM4581181061402,983SH DFND1 22,98300
INTEL CORPCOM4581401003,052,47064,652,558SH DFND164,188,8420463,716
INTEL CORPCOM4581401001,47731,249SH DFND1 231,24900
INTELLIA THERAPEUTICS INCCOM45826J1059,779341,708SH DFND1341,70800
INTELLICHECK INCCOM NEW45817G2012811,261SH DFND111,26100
INTELSAT SACOML5140P1017,542251,405SH DFND1251,40500
INTER PARFUMS INCCOM45833410912,736197,614SH DFND1197,61400
INTERACTIVE BROKERS GRO-CL ACOM45841N10736,924667,595SH DFND1656,904010,691
INTERCEPT PHARMACEUTICALS INCOM45845P10830,048237,799SH DFND1237,783016
INTERCEPT PHARMACEUTICALS INCOM45845P108328SH DFND1 22800
INTERCONTINENTAL EXCHANGE INCOM45866F104460,8226,166,529SH DFND16,137,148029,381
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P7075989,524SH DFND18,5800944
INTERDIGITAL INCCOM45867G10129,268365,861SH DFND1360,89704,964
INTERFACE INCCOM45866530415,985684,600SH DFND1684,60000
INTERFACE INCCOM45866530443818,796SH DFND1 218,79600
INTERMOLECULAR INCCOM45882D1098169,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A4092,028160,625SH DFND1160,2820343
INTERNATIONAL BANCSHARES CRPCOM45904410333,598746,637SH DFND1739,21107,426
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1084,705238,228SH DFND1238,22800
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1081135,765SH DFND1 25,76500
INTERNATIONAL MONEY EXP-CW22*W EXP 01/19/20246005L119435223,300SH DFND1 2223,30000
INTERNATIONAL MONEY EXPRESSCOM46005L10131526,247SH DFND126,24700
INTERNATIONAL PAPER COCOM460146103249,4365,083,554SH DFND15,061,109022,445
INTERNATIONAL SEAWAYS INCCOMY410531025,686284,063SH DFND1284,06300
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X204209135,723SH DFND1135,72300
INTERPUBLIC GROUP OF COS INCCOM460690100124,0765,433,843SH DFND15,413,378020,465
INTERSECT ENT INCCOM46071F1038,983312,468SH DFND1312,46800
INTERSECTIONS INCCOM46098130112167,353SH DFND167,35300
INTERXION HOLDING NVSHSN472791092784,132SH DFND14,13200
INTEST CORPCOM46114710028036,180SH DFND136,18000
INTEVAC INCCOM461148108711136,793SH DFND1136,79300
INTL BUSINESS MACHINES CORPCOM4592001011,774,62711,756,848SH DFND111,707,315049,533
INTL BUSINESS MACHINES CORPCOM459200101119791SH DFND1 279100
INTL FCSTONE INCCOM46116V10512,405256,731SH DFND1256,73100
INTL FLAVORS & FRAGRANCESCOM459506101163,1181,174,545SH DFND11,169,68504,860
INTL SPEEDWAY CORP-CL ACL A46033520111,270257,320SH DFND1254,01903,301
INTRA-CELLULAR THERAPIES INCCOM46116X10110,825498,873SH DFND1498,87300
INTREPID POTASH INCCOM46121Y1023,466965,596SH DFND1965,59600
INTREXON CORPCOM46122T10213,195766,317SH DFND1766,31700
INTRICON CORPCOM46121H1095,01089,155SH DFND189,15500
INTRICON CORPCOM46121H10921389SH DFND1 238900
INTUIT INCCOM461202103815,0393,590,050SH DFND13,563,941026,109
INTUITIVE SURGICAL INCCOM NEW46120E602832,3861,452,771SH DFND11,441,500011,271
INUVO INCCOM NEW46122W20466106,848SH DFND1106,84800
INVACARE CORPCOM4612031014,829331,939SH DFND1331,93900
INVESCO LTDSHSG491BT108117,7355,155,234SH DFND15,134,183021,051
INVESCO LTDSHSG491BT10825911,332SH DFND1 211,33200
INVESCO MORTGAGE CAPITALCOM46131B10017,7841,124,197SH DFND11,118,34905,848
INVESCO MUNICIPAL OPPORTUNICOM46132C10755348,344SH DFND1 248,34400
INVESTAR HOLDING CORPCOM46134L1051,93171,953SH DFND171,95300
INVESTMENT TECHNOLOGY GROUPCOM46145F1056,956321,189SH DFND1321,18900
INVESTMENT TECHNOLOGY GROUPCOM46145F105592,768SH DFND1 22,76800
INVESTORS BANCORP INCCOM46146L10135,3802,883,473SH DFND12,883,47300
INVESTORS BANCORP INCCOM46146L10149040,000SH DFND1 240,00000
INVESTORS REAL ESTATE TRUSTSH BEN INT4617301037,0391,177,221SH DFND11,177,22100
INVESTORS TITLE COCOM4618041062,20613,140SH DFND113,14000
INVH 3 07/01/19NOTE 3.000% 7/085571WAB523,72019,014,000PRN DFND1 219,014,00000
INVITAE CORPCOM46185L10310,160607,296SH DFND1607,29600
INVITAE CORPCOM46185L103623,720SH DFND1 23,72000
INVITATION HOMES INCCOM46187W10775,4013,293,174SH DFND13,293,17400
INVIVO THERAPEUTICS HOLDINGSCOM PAR46186M4072010,036SH DFND110,03600
INVUITY INCCOM NEW46187J205974131,742SH DFND1131,74200
ION GEOPHYSICAL CORPCOM NEW4620442071,561100,422SH DFND1100,42200
ION GEOPHYSICAL CORPCOM NEW46204420724015,435SH DFND1 215,43500
IONIS PHARMACEUTICALS INCCOM46222210064,9531,259,281SH DFND11,259,0810200
IOVANCE BIOTHERAPEUTICS INCCOM4622601009,882878,484SH DFND1878,48400
IPASS INCCOM NEW46261V3069647,435SH DFND147,43500
IPG PHOTONICS CORPCOM44980X10982,518529,552SH DFND1527,70601,846
IQIYI INC-ADRSPONSORED ADS46267X1082,32685,938SH DFND185,93800
IQVIA HOLDINGS INCCOM46266C105254,4411,964,882SH DFND11,956,57808,304
IQVIA HOLDINGS INCCOM46266C105113877SH DFND1 287700
IRADIMED CORPCOM46266A1091,63944,132SH DFND144,13200
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40960,01678,688PRN DFND1 278,68800
IRHYTHM TECHNOLOGIES INCCOM45005610622,387236,503SH DFND1236,50300
IRHYTHM TECHNOLOGIES INCCOM45005610690956SH DFND1 295600
IRIDEX CORPCOM46268410124638,849SH DFND138,84900
IRIDIUM COMMUNICATIONS INCCOM46269C10222,5551,002,473SH DFND11,002,47300
IROBOT CORPCOM46272610034,246311,562SH DFND1311,56200
IRON MOUNTAIN INCCOM46284V101125,6003,644,963SH DFND13,630,017014,946
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10828,8761,564,301SH DFND11,564,30100
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8033,181106,261PRN DFND1106,26100
ISHARES 20 YEAR TREASURY BO20 YR TR BD ETF4642874326495,537PRN DFND1 25,53700
ISHARES CHINA LARGE-CAP ETFCHINA LG-CAP ETF46428718448311,284PRN DFND1 211,28400
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10313,814266,793PRN DFND1266,79300
ISHARES CORE S&P 500 ETFCORE S&P500 ETF4642872007472,556PRN DFND12,55600
ISHARES CURRENCY HEDGED MSCICUR HD EURZN ETF46434V6396,762228,000PRN DFND1228,00000
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822412915,100PRN DFND115,10000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254647,380PRN DFND17,38000
ISHARES IBOXX HIGH YLD CORPIBOXX HI YD ETF46428851317204PRN DFND120400
ISHARES IBOXX HIGH YLD CORPIBOXX HI YD ETF4642885134,97357,533PRN DFND1 257,53300
ISHARES MSCI EAFE ETFMSCI EAFE ETF4642874655,97587,895PRN DFND187,89500
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723411,397265,553PRN DFND1265,55300
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF4642872342,69162,703PRN DFND1 262,70300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59818,565571,789PRN DFND1571,78900
ISHARES MSCI MEXICO ETFMSCI MEXICO ETF46428682287517,093PRN DFND1 217,09300
ISHARES MSCI SOUTH AFRICA ETMSCI STH AFR ETF46428678088416,487PRN DFND1 216,48700
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77222,151587,584PRN DFND1587,58400
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876228365,175PRN DFND15,17500
ISORAY INCCOM46489V104139269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414068987,360SH DFND17,36000
ISSUER DIRECT CORPCOM NEW46520M20454935,897SH DFND135,89700
ISTAR INCCOM45031U1017,545675,496SH DFND1675,49600
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD4655621062,639240,407SH DFND1237,89902,508
ITERIS INCCOM46564T1071,374255,405SH DFND1255,40500
ITRON INCCOM46574110622,922357,043SH DFND1357,04300
ITT INCCOM45073V10850,519824,680SH DFND1812,850011,830
ITURAN LOCATION AND CONTROLSHSM6158M10475021,812SH DFND121,81200
ITURAN LOCATION AND CONTROLSHSM6158M104571,680SH DFND1 21,68000
IVY HIGH INCOME OPPORTUNITYCOM4658931051,474103,397SH DFND1 2103,39700
IZEA WORLDWIDE INCCOM46604H1053924,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210923,786157,643SH DFND1157,64300
J ALEXANDER'S HOLDINGSCOM46609J1061,413118,816SH DFND1118,81600
J. JILL INCCOM46620W102897145,237SH DFND1145,23700
J.C. PENNEY CO INCCOM7081601065,0013,012,656SH DFND13,012,65600
J2 GLOBAL INCCOM48123V10243,271522,290SH DFND1515,07307,217
J2 GLOBAL INCCOM48123V10265791SH DFND1 279100
JABIL INCCOM46631310341,6871,539,433SH DFND11,518,454020,979
JABIL INCCOM4663131031666,152SH DFND1 26,15200
JACK HENRY & ASSOCIATES INCCOM426281101159,402996,292SH DFND1985,871010,421
JACK IN THE BOX INCCOM46636710926,462315,665SH DFND1311,98303,682
JACOBS ENGINEERING GROUP INCCOM469814107121,6151,592,534SH DFND11,586,42706,107
JAGGED PEAK ENERGY INCCOM47009K1078,203593,189SH DFND1593,18900
JAGGED PEAK ENERGY INCCOM47009K1074354SH DFND1 235400
JAGUAR HEALTH INCCOM NEW47010C3002529,930SH DFND129,93000
JAKKS PACIFIC INCCOM47012E106317124,489SH DFND1122,95101,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10713,012305,306SH DFND1305,30600
JANUS HENDERSON GROUP PLCORD SHSG4474Y21437,1661,378,571SH DFND11,355,669022,902
JAPAN SMALLER CAPITALIZATIONCOM47109U1041,937175,024SH DFND1 2175,02400
JASON INDUSTRIES INCCOM47117210628083,305SH DFND183,30500
JAZZ PHARMACEUTICALS PLCSHS USDG5087110595,425567,951SH DFND1567,95100
JAZZ PHARMACEUTICALS PLCSHS USDG508711054082,430SH DFND1 22,43000
JBG SMITH PROPERTIESCOM46590V10045,3141,230,357SH DFND11,215,745014,612
JD.COM INC-ADRSPON ADR CL A47215P10650,2581,936,223SH DFND11,891,562044,661
JEFFERIES FINANCIAL GROUP INCOM47233W10982,3673,757,748SH DFND13,742,889014,859
JELD-WEN HOLDING INCCOM47580P10316,868684,031SH DFND1684,03100
JERNIGAN CAPITAL INCCOM4764051053,039157,558SH DFND1157,55800
JETBLUE AIRWAYS CORPCOM47714310168,9403,560,990SH DFND13,518,749042,241
JM SMUCKER CO/THECOM NEW832696405144,3511,409,391SH DFND11,403,11206,279
JM SMUCKER CO/THECOM NEW8326964051671,631SH DFND1 21,63100
JOHN B. SANFILIPPO & SON INCCOM8004221076,53291,521SH DFND191,1840337
JOHN BEAN TECHNOLOGIES CORPCOM47783910436,873309,083SH DFND1309,08300
JOHN HANCOCK TAX-ADVANTAGEDTAX ADV GLB SH41013P74924833,538SH DFND1 233,53800
JOHNSON & JOHNSONCOM4781601044,637,33433,623,523SH DFND133,480,8930142,630
JOHNSON CONTROLS INTERNATIONSHSG51502105369,03410,565,280SH DFND110,516,426048,854
JOHNSON OUTDOORS INC-ACL A47916710810,642114,446SH DFND1114,44600
JOINT CORP/THECOM47973J10247855,935SH DFND155,93500
JOINT CORP/THECOM47973J102859,955SH DFND1 29,95500
JONES ENERGY INC - ACL A NEW48019R30611719,657SH DFND119,65700
JONES LANG LASALLE INCCOM48020Q10762,232431,484SH DFND1425,33506,149
JOUNCE THERAPEUTICS INCCOM481116101880135,511SH DFND1135,2760235
JOUNCE THERAPEUTICS INCCOM481116101345,272SH DFND1 25,27200
JPMORGAN CHASE & COCOM46625H1004,365,01738,759,505SH DFND138,582,7770176,728
JUNIPER NETWORKS INCCOM48203R104167,0535,581,819SH DFND15,563,153018,666
JUNIPER NETWORKS INCCOM48203R1046204SH DFND1 220400
JUST ENERGY GROUP INCCOM48213W10114636,931SH DFND136,93100
JUST ENERGY GROUP INCCOM48213W101097SH DFND1,29700
K12 INCCOM48273U10212,290694,383SH DFND1694,0570326
K12 INCCOM48273U10234019,210SH DFND1 219,21000
K2M GROUP HOLDINGS INCCOM48273J10711,972437,423SH DFND1437,42300
K2M GROUP HOLDINGS INCCOM48273J1071385,069SH DFND1 25,06900
KADANT INCCOM48282T10411,641107,941SH DFND1107,94100
KADMON HOLDINGS INCCOM48283N1063,3551,004,750SH DFND11,004,75000
KAISER ALUMINUM CORPCOM PAR $0.0148300770419,246176,479SH DFND1176,47900
KALA PHARMACEUTICALS INCCOM4831191031,100111,451SH DFND1111,45100
KALVISTA PHARMACEUTICALS INCCOM4834971031,06748,284SH DFND148,28400
KALVISTA PHARMACEUTICALS INCCOM48349710335215,961SH DFND1 215,96100
KAMADA LTDSHSM6240T10913121,224SH DFND121,22400
KAMAN CORPCOM48354810319,172287,093SH DFND1287,09300
KANDI TECHNOLOGIES GROUP INCCOM48370910121945,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302136,7641,209,648SH DFND11,204,41405,234
KAPSTONE PAPER AND PACKAGINGCOM48562P10329,061857,018SH DFND1857,01800
KAR AUCTION SERVICES INCCOM48238T109112,9131,891,670SH DFND11,891,67000
KARYOPHARM THERAPEUTICS INCCOM48576U1069,052531,569SH DFND1531,56900
KB HOMECOM48666K10925,6181,071,442SH DFND11,058,477012,965
KB HOMECOM48666K1091,31154,870SH DFND1 254,87000
KBR INCCOM48242W10633,5501,587,794SH DFND11,568,287019,507
KEANE GROUP INCCOM48669A1085,788467,954SH DFND1467,95400
KEARNY FINANCIAL CORP/MDCOM48716P10815,4421,114,976SH DFND11,114,97600
KELLOGG COCOM487836108220,3153,152,314SH DFND13,138,673013,641
KELLY SERVICES INC -ACL A48815220810,084419,654SH DFND1419,65400
KEMET CORPCOM NEW4883602079,698522,856SH DFND1522,85600
KEMPER CORPCOM48840110050,317625,456SH DFND1617,23908,217
KEMPHARM INCCOM48844510734672,272SH DFND172,27200
KENNAMETAL INCCOM48917010034,778798,408SH DFND1787,381011,027
KENNEDY-WILSON HOLDINGS INCCOM48939810726,2741,222,086SH DFND11,222,08600
KERYX BIOPHARMACEUTICALSCOM4925151013,8251,125,202SH DFND11,125,20200
KEURIG DR PEPPER INCCOM49271V10033,0441,426,171SH DFND11,426,17100
KEWAUNEE SCIENTIFIC CPCOM4928541042648,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J1031,07493,944SH DFND193,94400
KEY TRONIC CORPCOM49314410926935,271SH DFND135,27100
KEYCORPCOM493267108248,47212,516,893SH DFND112,461,141055,752
KEYSIGHT TECHNOLOGIES INCOM49338L103119,6741,806,755SH DFND11,781,449025,306
KEYW HOLDING CORP/THECOM4937231004,199484,885SH DFND1484,88500
KEZAR LIFE SCIENCES INCCOM49372L10054825,605SH DFND125,60500
KFORCE INCCOM49373210115,028399,700SH DFND1399,70000
KFORCE INCCOM4937321012586,865SH DFND1 26,86500
KILROY REALTY CORPCOM49427F10883,7531,168,274SH DFND11,154,682013,592
KIMBALL ELECTRONICS INCCOM49428J1097,219367,420SH DFND1367,42000
KIMBALL INTERNATIONAL-BCL B49427410311,528688,256SH DFND1688,25600
KIMBERLY-CLARK CORPCOM494368103433,9483,826,403SH DFND13,808,590017,813
KIMCO REALTY CORPCOM49446R109110,3856,604,044SH DFND16,582,454021,590
KINDER MORGAN INCCOM49456B101384,63721,738,836SH DFND121,638,3840100,452
KINDER MORGAN INCCOM49456B10127415,491SH DFND1 215,49100
KINDRED BIOSCIENCES INCCOM4945771094,665334,411SH DFND1334,41100
KINGOLD JEWELRY INCCOM NEW49579A2042626,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,56282,256SH DFND182,25600
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1012,47697,123SH DFND197,12300
KINROSS GOLD CORPCOM4969024042,485920,337SH DFND1919,7270610
KINSALE CAPITAL GROUP INCCOM49714P10813,575212,581SH DFND1212,58100
KIRBY CORPCOM49726610641,893509,349SH DFND1502,07207,277
KIRKLAND LAKE GOLD LTDCOM49741E10025313,383SH DFND113,38300
KIRKLAND'S INCCOM4974981051,447143,461SH DFND1143,46100
KITE REALTY GROUP TRUSTCOM NEW49803T30017,3121,039,812SH DFND11,039,81200
KKR & CO INC -ACL A48251W10494,5203,466,090SH DFND13,466,09000
KKR REAL ESTATE FINANCE TRUSCOM48251K1005,473271,384SH DFND1271,38400
KKR REAL ESTATE FINANCE TRUSCOM48251K100211,083SH DFND1 21,08300
KLA-TENCOR CORPCOM482480100227,6692,241,672SH DFND12,226,030015,642
KLA-TENCOR CORPCOM4824801007787,653SH DFND1 27,65300
KLX ENERGY SERVICES HOLDINGCOM48253L1069,744304,427SH DFND1304,364063
KLX ENERGY SERVICES HOLDINGCOM48253L1061284,000SH DFND1 24,00000
KLX INCCOM48253910333,719537,105SH DFND1531,70305,402
KLX INCCOM48253910362710,000SH DFND1 210,00000
KMG CHEMICALS INCCOM4825641019,496125,683SH DFND1125,68300
KMG CHEMICALS INCCOM4825641011371,817SH DFND1 21,81700
KNIGHT-SWIFT TRANSPORTATIONCL A49904910443,1171,251,234SH DFND11,233,926017,308
KNOLL INCCOM NEW49890420011,996511,577SH DFND1510,5970980
KNOLL INCCOM NEW49890420028512,193SH DFND1 212,19300
KNOWLES CORPCOM49926D10914,477871,062SH DFND1871,06200
KOHLS CORPCOM500255104205,5292,760,074SH DFND12,750,46009,614
KOHLS CORPCOM500255104971,312SH DFND1 21,31200
KONA GRILL INCCOM50047H20111952,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230360213,231SH DFND111,69101,540
KOPIN CORPCOM5006001011,488615,055SH DFND1615,05500
KOPPERS HOLDINGS INCCOM50060P1066,368204,437SH DFND1204,43700
KORN/FERRY INTERNATIONALCOM NEW50064320031,985649,590SH DFND1649,59000
KORN/FERRY INTERNATIONALCOM NEW5006432001,24725,327SH DFND1 225,32700
KORNIT DIGITAL LTDSHSM6372Q11362228,426SH DFND128,42600
KOSMOS ENERGY LTDSHSG5315B10720,3272,174,015SH DFND12,174,01500
KOSMOS ENERGY LTDSHSG5315B107404,308SH DFND1 24,30800
KRAFT HEINZ CO/THECOM500754106415,7147,557,068SH DFND17,466,227090,841
KRAFT HEINZ CO/THECOM500754106971,777SH DFND1 21,77700
KRATON CORPCOM50077C10620,920443,702SH DFND1443,70200
KRATOS DEFENSE & SECURITYCOM NEW50077B20713,788932,944SH DFND1932,94400
KROGER COCOM501044101323,57311,134,068SH DFND111,093,150040,918
KRONOS WORLDWIDE INCCOM50105F1053,627223,241SH DFND1221,91701,324
KRONOS WORLDWIDE INCCOM50105F105804,976SH DFND1 24,97600
KRYSTAL BIOTECH INCCOM50114710264136,466SH DFND136,46600
KULICKE & SOFFA INDUSTRIESCOM50124210112,671531,517SH DFND1531,51700
KULICKE & SOFFA INDUSTRIESCOM50124210150821,338SH DFND1 221,33800
KURA ONCOLOGY INCCOM50127T1095,439310,805SH DFND1310,80500
KVH INDUSTRIES INCCOM4827381011,780135,897SH DFND1135,89700
L BRANDS INCCOM50179710487,1922,882,036SH DFND12,869,678012,358
L3 TECHNOLOGIES INCCOM502413107200,435944,479SH DFND1940,46604,013
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596044,430220,114SH DFND1220,11400
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409225,2931,299,561SH DFND11,294,34005,221
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409116673SH DFND1 267300
LADDER CAPITAL CORP-REITCL A50574310418,8131,110,601SH DFND11,110,60100
LADENBURG THALMANN FINANCIALCOM50575Q1022,401889,463SH DFND1889,46300
LAKELAND BANCORP INCCOM5116371008,873491,580SH DFND1491,58000
LAKELAND FINANCIAL CORPCOM51165610012,735273,989SH DFND1273,98900
LAKELAND INDUSTRIES INCCOM51179510650437,914SH DFND137,91400
LAM RESEARCH CORPCOM512807108321,5122,122,879SH DFND12,107,055015,824
LAM RESEARCH CORPCOM5128071082431,604SH DFND1 21,60400
LAMAR ADVERTISING CO-ACL A51281610966,579855,776SH DFND1844,351011,425
LAMB WESTON HOLDINGS INCCOM51327210490,7871,363,178SH DFND11,343,075020,103
LANCASTER COLONY CORPCOM51384710333,309223,238SH DFND1220,60502,633
LANDCADIA HOLDINGS INC-CW23*W EXP 06/01/20251476W1152319,500SH DFND1 219,50000
LANDEC CORPCOM5147661043,793263,469SH DFND1263,46900
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10816712,077SH DFND112,07700
LANDS' END INCCOM51509F1052,902165,389SH DFND1165,2620127
LANDSTAR SYSTEM INCCOM51509810152,060426,724SH DFND1421,17705,547
LANDSTAR SYSTEM INCCOM51509810132269SH DFND1 226900
LANNETT CO INCCOM5160121011,328279,624SH DFND1279,4840140
LANTHEUS HOLDINGS INCCOM5165441035,561372,004SH DFND1372,00400
LANTRONIX INCCOM NEW51654820322755,826SH DFND155,82600
LANTRONIX INCCOM NEW5165482036516,157SH DFND1 216,15700
LAREDO PETROLEUM INCCOM51680610611,6281,423,294SH DFND11,423,29400
LAREDO PETROLEUM INCCOM51680610614017,250SH DFND1 217,25000
LAS VEGAS SANDS CORPCOM517834107185,2483,124,331SH DFND13,124,33100
LAS VEGAS SANDS CORPCOM5178341072083,520SH DFND1 23,52000
LASALLE HOTEL PROPERTIESCOM SH BEN INT51794210847,9621,386,610SH DFND11,371,310015,300
LATTICE SEMICONDUCTOR CORPCOM51841510412,0781,509,771SH DFND11,509,77100
LATTICE SEMICONDUCTOR CORPCOM518415104141,819SH DFND1 21,81900
LAUREATE EDUCATION INC-ACL A51861320310,281665,877SH DFND1665,87700
LAWSON PRODUCTS INCCOM5207761051,91156,378SH DFND156,37800
LAZARD LTD-CL ASHS AG5405010262,5911,299,431SH DFND11,298,6210810
LAZARD LTD-CL ASHS AG5405010266913,920SH DFND1 213,92000
LA-Z-BOY INCCOM50533610721,071666,835SH DFND1666,83500
LCI INDUSTRIESCOM50189K10320,131243,135SH DFND1243,13500
LCNB CORPORATIONCOM50181P1001,85399,401SH DFND199,40100
LCNB CORPORATIONCOM50181P100211,127SH DFND1 21,12700
LEAF GROUP LTDCOM52177G1021,449144,913SH DFND1143,27601,637
LEAF GROUP LTDCOM52177G102343,465SH DFND1 23,46500
LEAP THERAPEUTICS INCCOM52187K10129638,117SH DFND138,11700
LEAR CORPCOM NEW521865204103,478714,059SH DFND1714,05900
LEAR CORPCOM NEW5218652047475,152SH DFND1 25,15200
LEE ENTERPRISESCOM523768109841317,665SH DFND1317,66500
LEE ENTERPRISESCOM52376810918068,257SH DFND1 268,25700
LEGACY ACQUISITION CORP-CW22*W EXP 11/30/202524643111287700,000SH DFND1 2700,00000
LEGACY RESERVES INCCOM52470610819540,309SH DFND140,30900
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10621,671508,719SH DFND1508,71900
LEGG MASON INCCOM52490110524,696790,781SH DFND1779,237011,544
LEGG MASON INCCOM52490110566921,450SH DFND1 221,45000
LEGGETT & PLATT INCCOM52466010786,0481,968,039SH DFND11,961,07006,969
LEIDOS HOLDINGS INCCOM52532710295,1931,377,364SH DFND11,356,165021,199
LEIDOS HOLDINGS INCCOM52532710230446SH DFND1 244600
LEMAITRE VASCULAR INCCOM5255582016,999180,668SH DFND1180,66800
LENDINGCLUB CORPCOM52603A10914,1853,655,971SH DFND13,655,97100
LENDINGTREE INCCOM52603B10726,068113,290SH DFND1112,28601,004
LENNAR CORP - B SHSCL B5260573022,00852,157SH DFND150,69201,465
LENNAR CORP - B SHSCL B5260573021,86748,500SH DFND1 248,50000
LENNAR CORP-ACL A526057104166,2803,567,999SH DFND13,553,052014,947
LENNAR CORP-ACL A5260571043988,544SH DFND1 28,54400
LENNOX INTERNATIONAL INCCOM52610710769,383317,928SH DFND1313,03604,892
LEO HOLDINGS CORPUNIT 99/99/9999G5463L1213,587350,000SH DFND1 2350,00000
LEXICON PHARMACEUTICALS INCCOM NEW5288723025,883551,421SH DFND1551,42100
LEXINGTON REALTY TRUSTCOM52904310117,7562,139,392SH DFND12,139,39200
LGI HOMES INCCOM50187T1069,211194,170SH DFND1194,17000
LGIH 4.25 11/15/19NOTE 4.250%11/150187TAB218,8378,561,000PRN DFND1 28,561,00000
LHC GROUP INCCOM50187A10731,418305,066SH DFND1305,06600
LIBBEY INCCOM5298981081,290147,452SH DFND1147,45200
LIBERTY BROADBAND-ACOM SER A53030710721,131250,580SH DFND1250,58000
LIBERTY BROADBAND-CCOM SER C530307305109,0941,294,784SH DFND11,294,78400
LIBERTY EXPEDIA HOLD-ASER A COM53046P10927,332581,055SH DFND1579,48901,566
LIBERTY GLOBAL PLC- CSHS CL CG5480U120121,4344,315,828SH DFND14,289,670026,158
LIBERTY GLOBAL PLC- CSHS CL CG5480U1201073,820SH DFND1 23,82000
LIBERTY GLOBAL PLC-ASHS CL AG5480U10455,9691,935,964SH DFND11,926,17709,787
LIBERTY LATIN AMERIC-CL ACOM CL AG9001E1029,643462,763SH DFND1462,76300
LIBERTY LATIN AMERIC-CL CCOM CL CG9001E12824,3671,181,182SH DFND11,181,18200
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297062,882105,647SH DFND1105,64700
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP53122988810,236375,660SH DFND1375,66000
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298709,103255,852SH DFND1255,85200
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985473,3711,974,195SH DFND11,974,19500
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940943,020990,779SH DFND1990,77900
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960780,0931,844,580SH DFND11,844,58000
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM5312296071623,731SH DFND1 23,73100
LIBERTY OILFIELD SERVICES -ACOM CL A53115L1049,893458,680SH DFND1458,68000
LIBERTY PROPERTY TRUSTSH BEN INT53117210477,4801,834,784SH DFND11,814,822019,962
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510213,889935,315SH DFND1933,88201,433
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510232822,150SH DFND1 222,15000
LIFE STORAGE INCCOM53223X10755,854586,953SH DFND1580,65906,294
LIFE STORAGE INCCOM53223X10754574SH DFND1 257400
LIFEPOINT HEALTH INCCOM53219L10925,622397,866SH DFND1392,64505,221
LIFEPOINT HEALTH INCCOM53219L1091382,158SH DFND1 22,15800
LIFETIME BRANDS INCCOM53222Q1031,239113,694SH DFND1113,69400
LIFEVANTAGE CORPCOM NEW53222K2051,01492,291SH DFND192,29100
LIFEWAY FOODS INCCOM53191410910138,028SH DFND138,02800
LIGAND PHARMACEUTICALSCOM NEW53220K50462,498227,691SH DFND1227,69100
LIGHTBRIDGE CORPCOM NEW53224K2033032,587SH DFND132,58700
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780517988,989SH DFND188,98900
LILIS ENERGY INCCOM NEW5324032011,846376,890SH DFND1376,89000
LIMELIGHT NETWORKS INCCOM53261M1045,9631,187,993SH DFND11,187,99300
LIMONEIRA COCOM5327461043,914149,907SH DFND1149,90700
LINCOLN EDUCATIONAL SERVICESCOM533535100251111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010668,043728,208SH DFND1718,90809,300
LINCOLN NATIONAL CORPCOM534187109182,0072,695,120SH DFND12,683,443011,677
LINCOLN NATIONAL CORPCOM5341871094156,140SH DFND1 26,14000
LINDBLAD EXPEDITIONS HOLDINGCOM5352191094,063273,275SH DFND1273,27500
LINDSAY CORPCOM53555510610,975109,496SH DFND1109,49600
LINTA 3.5 01/15/31DEB 3.500% 1/1530715AN115,16422,000,000PRN DFND1 222,000,00000
LIONS GATE ENTERTAINMENT-ACL A VTG53591940115,065617,711SH DFND1617,71100
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950021,516923,465SH DFND1923,46500
LIPOCINE INCCOM53630X104144104,428SH DFND1104,42800
LIQTECH INTERNATIONAL INCCOM53632A102609367,413SH DFND1367,41300
LIQUIDIA TECHNOLOGIES INCCOM53635D20290132,866SH DFND132,86600
LIQUIDITY SERVICES INCCOM53635B1071,544243,229SH DFND1243,22900
LITHIA MOTORS INC-CL ACL A53679710318,704229,050SH DFND1229,05000
LITTELFUSE INCCOM53700810446,953237,270SH DFND1233,88603,384
LITTELFUSE INCCOM53700810430155SH DFND1 215500
LIVANOVA PLCSHSG5509L10169,242558,539SH DFND1551,97806,561
LIVE NATION ENTERTAINMENT INCOM53803410966,1301,215,020SH DFND11,196,390018,630
LIVE OAK BANCSHARES INCCOM53803X1057,855293,106SH DFND1293,10600
LIVE VENTURES INCCOM NEW53814230813014,842SH DFND114,84200
LIVEPERSON INCCOM53814610116,117621,104SH DFND1621,10400
LIVEXLIVE MEDIA INCCOM NEW53839L208593151,479SH DFND1151,47900
LKQ CORPCOM501889208124,5633,940,385SH DFND13,924,087016,298
LKQ CORPCOM5018892083009,496SH DFND1 29,49600
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR539439109616202,778SH DFND1192,221010,557
LLOYDS BANKING GROUP PLC-ADRSPONSORED ADR5394391099230,539SH DFND1 230,53900
LMRK 0 PERP S-C7% CNV PFD UNT C51508J4052,07990,208PRN DFND1 290,20800
LOCKHEED MARTIN CORPCOM539830109942,8892,731,049SH DFND12,718,355012,694
LOEWS CORPCOM540424108202,2384,032,592SH DFND14,018,345014,247
LOEWS CORPCOM540424108981,962SH DFND1 21,96200
LOGITECH INTERNATIONAL-REGSHSH504302325,328119,154SH DFND1119,15400
LOGMEIN INCCOM54142L10946,886526,226SH DFND1519,22706,999
LOGMEIN INCCOM54142L1091031,158SH DFND1 21,15800
LONESTAR RESOURCES US I-CL ACL A VTG54240F1031,210155,401SH DFND1155,40100
LONESTAR RESOURCES US I-CL ACL A VTG54240F1033450SH DFND1 245000
LORAL SPACE & COMMUNICATIONSCOM5438811066,476142,661SH DFND1142,66100
LOUISIANA-PACIFIC CORPCOM54634710562,2382,349,492SH DFND12,330,216019,276
LOUISIANA-PACIFIC CORPCOM546347105