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

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

FORM 13F INFORMATION TABLE

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

<
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACL A68243Q1064,057331,760SH DFND1330,33501,425
1ST CONSTITUTION BANCORPCOM31986N1021,44772,627SH DFND172,62700
1ST SOURCE CORPCOM3369011038,986222,774SH DFND1222,77400
21VIANET GROUP INC-ADRSPONSORED ADR90138A10334439,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1032,9041,166,476SH DFND11,166,47600
2U INCCOM90214J10128,308569,368SH DFND1569,36800
3D SYSTEMS CORPCOM NEW88554D20511,8071,160,981SH DFND11,160,98100
3M COCOM88579Y1011,410,5847,416,248SH DFND17,384,157032,091
3PEA INTERNATIONAL INCCOM88579C10918151,607SH DFND151,60700
51JOB INC-ADRSP ADR REP COM3168271044,42571,217SH DFND170,9890228
58.COM INC-ADRSPON ADR REP A31680Q1049,502176,531SH DFND1176,2930238
58.COM INC-ADRSPON ADR REP A31680Q1041783,285SH DFND1 23,28500
8X8 INCCOM28291410018,3791,018,836SH DFND11,018,83600
8X8 INCCOM28291410023513,074SH DFND1 213,07400
A H BELO CORP-ACOM CL A001282102347103,115SH DFND1103,11500
A10 NETWORKS INCCOM0021211013,303529,439SH DFND1529,43900
AAC HOLDINGS INCCOM000307108154110,394SH DFND1110,39400
AAON INCCOM PAR $0.00400036020616,689476,025SH DFND1476,02500
AAR CORPCOM00036110516,963454,302SH DFND1454,30200
AARON'S INCCOM PAR $0.5000253530036,380865,183SH DFND1850,989014,194
AARON'S INCCOM PAR $0.5000253530051412,245SH DFND1 212,24500
ABB LTD-SPON ADRSPONSORED ADR00037520452927,840SH DFND123,93803,902
ABB LTD-SPON ADRSPONSORED ADR0003752041,14060,000SH DFND1 260,00000
ABBOTT LABORATORIESCOM0028241001,598,27022,133,985SH DFND122,037,145096,840
ABBVIE INCCOM00287Y1091,617,92317,582,150SH DFND117,499,773082,377
ABBVIE INCCOM00287Y10934377SH DFND1 237700
ABEONA THERAPEUTICS INCCOM00289Y1072,436341,206SH DFND1341,20600
ABERCROMBIE & FITCH CO-CL ACL A00289620715,100753,137SH DFND1752,7340403
ABERCROMBIE & FITCH CO-CL ACL A00289620732416,167SH DFND1 216,16700
ABERDEEN ASIA-PAC INCOME FDCOM00300910719149,432SH DFND1 249,43200
ABERDEEN EM MRKT EQTY INCCOM00301W10514923,551SH DFND1 223,55100
ABERDEEN GLBL DYN DIVIDCOM00302M10681295,517SH DFND1 295,51700
ABERDEEN JAPAN EQUITY FUND ICOM00306J10915023,139SH DFND1 223,13900
ABERDEEN TTL DYN DIVIDCOM SH BEN INT00326L1002,152298,557SH DFND1 2298,55700
ABIOMED INCCOM003654100196,716606,207SH DFND1603,76402,443
ABIOMED INCCOM003654100208641SH DFND1 264100
ABM INDUSTRIES INCCOM00095710022,490700,426SH DFND1700,42600
ABRAXAS PETROLEUM CORPCOM0038301062,1081,934,314SH DFND11,934,31400
AC IMMUNE SASHSH0026310549352,234SH DFND152,23400
ACACIA COMMUNICATIONS INCCOM00401C10812,236322,007SH DFND1322,00700
ACACIA COMMUNICATIONS INCCOM00401C1081534,039SH DFND1 24,03900
ACACIA RESEARCH CORPACACIA TCH COM0038813071,658556,383SH DFND1556,38300
ACADIA HEALTHCARE CO INCCOM00404A10923,808926,057SH DFND1907,795018,262
ACADIA PHARMACEUTICALS INCCOM00422510820,1301,244,939SH DFND11,244,93900
ACADIA REALTY TRUSTCOM SH BEN INT00423910925,6711,080,435SH DFND11,080,43500
ACASTI PHARMA INCCL A NEW00430K4024048,665SH DFND148,66500
ACCELERATE DIAGNOSTICS INCCOM00430H1023,540307,860SH DFND1307,6660194
ACCELERON PHARMA INCCOM00434H10819,748453,463SH DFND1453,46300
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,189,0948,446,035SH DFND18,410,883035,152
ACCENTURE PLC-CL ASHS CLASS AG1151C10177548SH DFND1 254800
ACCESS NATIONAL CORPCOM0043371013,775176,991SH DFND1176,99100
ACCO BRANDS CORPCOM00081T1088,0691,190,204SH DFND11,190,20400
ACCO BRANDS CORPCOM00081T108873128,857SH DFND1 2128,85700
ACCURAY INCCOM0043971053,293965,927SH DFND1965,92700
ACCURAY INCCOM0043971058926,163SH DFND1 226,16300
ACELRX PHARMACEUTICALS INCCOM00444T1001,104478,349SH DFND1478,34900
ACER THERAPEUTICS INCCOM00444P10871935,736SH DFND135,73600
ACETO CORPCOM004446100267318,513SH DFND1318,51300
ACHAOGEN INCCOM004449104428348,271SH DFND1348,27100
ACHILLION PHARMACEUTICALSCOM00448Q2012,4591,547,004SH DFND11,547,00400
ACI WORLDWIDE INCCOM00449810136,3161,312,504SH DFND11,288,504024,000
ACLARIS THERAPEUTICS INCCOM00461U1052,808380,007SH DFND1380,00700
ACM RESEARCH INC-CLASS ACOM CL A00108J10983977,179SH DFND177,17900
ACNB CORPCOM0008681092,26457,707SH DFND157,70700
ACORDA THERAPEUTICS INCCOM00484M1068,205526,660SH DFND1526,66000
ACORDA THERAPEUTICS INCCOM00484M10619112,317SH DFND1 212,31700
ACTINIUM PHARMACEUTICALS INCCOM00507W107167432,407SH DFND1432,40700
ACTIVISION BLIZZARD INCCOM00507V109423,4959,110,800SH DFND19,033,718077,082
ACTIVISION BLIZZARD INCCOM00507V1092465,302SH DFND1 25,30200
ACTUANT CORP-ACL A NEW00508X20313,418639,281SH DFND1639,28100
ACTUANT CORP-ACL A NEW00508X203562,707SH DFND1 22,70700
ACUITY BRANDS INCCOM00508Y10256,738493,854SH DFND1485,56308,291
ACUSHNET HOLDINGS CORPCOM0050981087,845372,359SH DFND1372,35900
ACUSHNET HOLDINGS CORPCOM00509810819945SH DFND1 294500
ADAMAS PHARMACEUTICALS INCCOM00548A1061,988232,900SH DFND1232,90000
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208677301,330SH DFND1301,33000
ADAMS DIVERSIFIED EQUITYCOM0062121043,336264,366SH DFND1 2264,36600
ADAMS NATURAL RESOURCES FUNDCOM00548F1052,294157,478SH DFND1 2157,47800
ADAMS RESOURCES & ENERGY INCCOM NEW00635130896524,934SH DFND124,93400
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10722539,248SH DFND139,24800
ADDUS HOMECARE CORPCOM0067391067,470110,049SH DFND1110,04900
ADDUS HOMECARE CORPCOM0067391061201,770SH DFND1 21,77000
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061611,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D1011,126256,051SH DFND1256,05100
ADIAL PHARMACEUTICALS INCCOM00688A1066913,581SH DFND113,58100
ADIENT PLC ORD SHSG0084W10113,172874,667SH DFND1856,544018,123
ADIENT PLC ORD SHSG0084W101312,104SH DFND1 22,10400
ADMA BIOLOGICS INCCOM000899104661276,930SH DFND1276,93000
ADOBE INCCOM00724F1011,485,7966,578,431SH DFND16,529,346049,085
ADOBE INCCOM00724F1012321,029SH DFND1 21,02900
ADOMANI INCCOM00726A1001762,890SH DFND162,89000
ADT INCCOM00090Q1036,6801,111,536SH DFND11,111,53600
ADTALEM GLOBAL EDUCATION INCCOM00737L10329,603625,608SH DFND1613,452012,156
ADTRAN INCCOM00738A1066,034561,918SH DFND1561,91800
ADURO BIOTECH INCCOM00739L1011,656627,397SH DFND1627,39700
ADVANCE AUTO PARTS INCCOM00751Y106156,363994,692SH DFND1990,87103,821
ADVANCED DISPOSAL SERVICES ICOM00790X10118,324765,425SH DFND1765,42500
ADVANCED DRAINAGE SYSTEMS INCOM00790R10411,483473,551SH DFND1473,55100
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,531239,909SH DFND1239,90900
ADVANCED ENERGY INDUSTRIESCOM00797310018,671434,929SH DFND1434,92900
ADVANCED MICRO DEVICESCOM007903107240,88513,069,235SH DFND112,975,646093,589
ADVANSIX INCCOM00773T1017,699316,320SH DFND1316,32000
ADVANSIX INCCOM00773T101492,028SH DFND1 22,02800
ADVAXIS INCCOM NEW00762420847251,866SH DFND1251,86600
ADVERUM BIOTECHNOLOGIES INCCOM00773U1082,200698,600SH DFND1698,60000
AECOMCOM00766T10043,2231,631,090SH DFND11,598,758032,332
AEGION CORPCOM00770F1046,067371,812SH DFND1371,81200
AEGION CORPCOM00770F104362,221SH DFND1 22,22100
AEGLEA BIOTHERAPEUTICS INCCOM00773J1031,217162,597SH DFND1162,59700
AEGON N.V.-NY REG SHRNY REGISTRY SHS0079241037716,577SH DFND113,13703,440
AEHR TEST SYSTEMSCOM00760J10813898,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2023659,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510619,721500,228SH DFND1500,22800
AERIE PHARMACEUTICALS INCCOM00771V10815,735435,883SH DFND1435,88300
AEROHIVE NETWORKS INCCOM0077861061,288395,142SH DFND1395,14200
AEROJET ROCKETDYNE HOLDINGSCOM00780010526,858762,387SH DFND1762,38700
AEROVIRONMENT INCCOM00807310816,166237,914SH DFND1237,91400
AES CORPCOM00130H105136,9349,484,866SH DFND19,450,153034,713
AETHLON MEDICAL INCCOM NEW00808Y20810262,035SH DFND162,03500
AEVI GENOMIC MEDICINE INCCOM00835P105117167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210869,654716,044SH DFND1713,28302,761
AFFILIATED MANAGERS GROUPCOM0082521089529,780SH DFND1 29,78000
AFFIMED NVCOMN0104510820566,074SH DFND166,07400
AFLAC INCCOM001055102471,55510,367,524SH DFND110,325,583041,941
AG MORTGAGE INVESTMENT TRUSTCOM0012281054,553285,832SH DFND1285,83200
AG MORTGAGE INVESTMENT TRUSTCOM00122810547729,966SH DFND1 229,96600
AGCO CORPCOM00108410268,9911,239,289SH DFND11,225,682013,607
AGENUS INCCOM NEW00847G7052,5281,062,200SH DFND11,062,20000
AGEX THERAPEUTICS INCCOM00848H108366122,517SH DFND1122,51700
AGILE THERAPEUTICS INCCOM00847L100132230,496SH DFND1230,49600
AGILENT TECHNOLOGIES INCCOM00846U101284,5254,224,920SH DFND14,207,312017,608
AGILENT TECHNOLOGIES INCCOM00846U1016149,115SH DFND1 29,11500
AGILYSYS INCCOM00847J1052,807195,797SH DFND1195,79700
AGILYSYS INCCOM00847J105443,097SH DFND1 23,09700
AGIOS PHARMACEUTICALS INCCOM00847X10425,202546,568SH DFND1546,56800
AGNC INVESTMENT CORPCOM00123Q104127,1157,240,959SH DFND17,234,18406,775
AGNICO EAGLE MINES LTDCOMSTK0084741087,760193,860SH DFND1193,86000
AGREE REALTY CORPCOM00849210021,044355,955SH DFND1355,95500
AGROFRESH SOLUTIONS INCCOM00856G1091,157305,477SH DFND1305,47700
AIMMUNE THERAPEUTICS INCCOM00900T10711,295472,225SH DFND1472,22500
AIR LEASE CORPCL A00912X30231,4961,042,569SH DFND11,042,56900
AIR LEASE CORPCL A00912X3021896,269SH DFND1 26,26900
AIR PRODUCTS & CHEMICALS INCCOM009158106421,1792,636,556SH DFND12,624,570011,986
AIR TRANSPORT SERVICES GROUPCOM00922R10515,111662,506SH DFND1662,50600
AIRCASTLE LTDCOMG0129K10410,037582,246SH DFND1582,24600
AIRGAIN INCCOM00938A10433433,784SH DFND133,78400
AIRMEDIA GROUP INC-ADRSPONSORED ADS009411109520,876SH DFND120,87600
AJRD 2.25 12/15/23NOTE 2.250%12/1007800AB13,0562,081,000PRN DFND1 22,081,00000
AK STEEL HOLDING CORPCOM0015471087,3133,250,537SH DFND13,250,53700
AKAMAI TECHNOLOGIES INCCOM00971T101131,1252,150,566SH DFND12,142,03008,536
AKCEA THERAPEUTICS INCCOM00972L1076,782225,034SH DFND1225,03400
AKEBIA THERAPEUTICS INCCOM00972D1055,5931,011,544SH DFND11,010,51501,029
AKERS BIOSCIENCES INCCOM NEW00973E3008979,604SH DFND179,60400
AKORN INCCOM0097281063,4951,031,121SH DFND11,031,12100
AKORN INCCOM009728106344101,658SH DFND1 2101,65800
AKOUSTIS TECHNOLOGIES INCCOM00973N102854171,869SH DFND1171,86900
ALAMO GROUP INCCOM0113111077,918102,417SH DFND1102,41700
ALARM.COM HOLDINGS INCCOM01164210520,030386,171SH DFND1386,17100
ALARM.COM HOLDINGS INCCOM0116421053747,218SH DFND1 27,21800
ALASKA AIR GROUP INCCOM011659109112,9421,858,086SH DFND11,851,22306,863
ALASKA COMM SYSTEMS GROUPCOM01167P101520361,214SH DFND1361,21400
ALBANY INTL CORP-CL ACL A01234810818,754300,404SH DFND1300,40400
ALBEMARLE CORPCOM012653101104,4951,358,277SH DFND11,352,71005,567
ALBIREO PHARMA INCCOM01345P1062,39097,434SH DFND197,43400
ALCOA CORPCOM01387210650,8231,912,090SH DFND11,912,09000
ALDER BIOPHARMACEUTICALS INCCOM0143391056,646648,440SH DFND1648,44000
ALDEYRA THERAPEUTICS INCCOM01438T1062,036245,392SH DFND1245,39200
ALEXANDER & BALDWIN INCCOM01449110414,133768,971SH DFND1754,981013,990
ALEXANDER'S INCCOM01475210910,76935,340SH DFND135,34000
ALEXANDRIA REAL ESTATE EQUITCOM015271109194,9571,694,216SH DFND11,688,58005,636
ALEXION PHARMACEUTICALS INCCOM015351109260,5682,681,411SH DFND12,659,225022,186
ALEXION PHARMACEUTICALS INCCOM01535110948498SH DFND1 249800
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102333,4762,450,597SH DFND12,449,8770720
ALICO INCCOM0162301041,01334,364SH DFND134,36400
ALIGN TECHNOLOGY INCCOM016255101221,1011,057,392SH DFND11,049,65307,739
ALIMERA SCIENCES INCCOM016259103103144,795SH DFND1144,79500
ALITHYA GROUP INC-CLASS ACL A SUB VTG01643B10610544,693SH DFND144,69300
ALJ REGIONAL HOLDINGS INCCOM0016271083224,901SH DFND124,90100
ALKERMES PLCSHSG0176710545,6021,546,255SH DFND11,546,1310124
ALLAKOS INCCOM01671P1006,431123,041SH DFND1123,04100
ALLEGHANY CORPCOM01717510092,294148,165SH DFND1145,09603,069
ALLEGHENY TECHNOLOGIES INCCOM01741R10228,9271,328,777SH DFND11,302,769026,008
ALLEGIANCE BANCSHARES INCCOM01748H1074,939152,593SH DFND1152,59300
ALLEGIANT TRAVEL COCOM01748X10214,682146,504SH DFND1146,50400
ALLEGION PLCORD SHSG0176J109101,2511,272,372SH DFND11,267,39004,982
ALLEGION PLCORD SHSG0176J1091381,742SH DFND1 21,74200
ALLENA PHARMACEUTICALS INCCOM01811910739472,314SH DFND172,31400
ALLERGAN PLCSHSG0177J108533,5933,999,536SH DFND13,982,446017,090
ALLERGAN PLCSHSG0177J1081741,303SH DFND1 21,30300
ALLETE INCCOM NEW01852230050,263659,457SH DFND1648,816010,641
ALLIANCE DATA SYSTEMS CORPCOM018581108100,390669,986SH DFND1667,53102,455
ALLIANCE DATA SYSTEMS CORPCOM0185811081731,155SH DFND1 21,15500
ALLIANCE MMA INCCOM018626101531,107SH DFND131,10700
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,55789,801SH DFND189,80100
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10888751,188SH DFND1 251,18800
ALLIANCEBERNSTEIN GL HI INCCOM01879R10614013,384SH DFND1 213,38400
ALLIANT ENERGY CORPCOM018802108144,4433,424,034SH DFND13,411,668012,366
ALLIED MOTION TECHNOLOGIESCOM0193301093,73583,588SH DFND183,58800
ALLIED MOTION TECHNOLOGIESCOM0193301091703,818SH DFND1 23,81800
ALLIQUA BIOMEDICAL INCCOM PAR0196213093720,266SH DFND120,26600
ALLISON TRANSMISSION HOLDINGCOM01973R10173,2291,667,721SH DFND11,667,72100
ALLISON TRANSMISSION HOLDINGCOM01973R10151111,638SH DFND1 211,63800
ALLOGENE THERAPEUTICS INCCOM0197701068,592319,068SH DFND1319,06800
ALLOT LTDSHSM0854Q10511018,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10824,2342,513,987SH DFND12,473,077040,910
ALLSTATE CORPCOM020002101389,7314,724,401SH DFND14,706,348018,053
ALLSTATE CORPCOM0200021017378,921SH DFND1 28,92100
ALLY FINANCIAL INCCOM02005N10091,4844,039,902SH DFND14,039,90200
ALNYLAM PHARMACEUTICALS INCCOM02043Q10766,708915,533SH DFND1915,4090124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1042,410236,590SH DFND1236,59000
ALPHABET INC-CL ACAP STK CL A02079K3053,990,1733,825,248SH DFND13,796,108029,140
ALPHABET INC-CL CCAP STK CL C02079K1074,078,1403,944,925SH DFND13,913,416031,509
ALPHATEC HOLDINGS INCCOM NEW02081G20110747,147SH DFND147,14700
ALPINE IMMUNE SCIENCES INCCOM02083G10013737,340SH DFND137,34000
ALTA MESA RESOURCES INC-ACL A02133L1091,2391,239,611SH DFND11,239,61100
ALTABA INCCOM02134610192916,037SH DFND116,03700
ALTABA INCCOM0213461012,58944,700SH DFND1 244,70000
ALTAIR ENGINEERING INC - ACOM CL A0213691038,561310,410SH DFND1310,41000
ALTAIR ENGINEERING INC - ACOM CL A0213691035193SH DFND1 219300
ALTERYX INC - CLASS ACOM CL A02156B10318,603312,827SH DFND1312,82700
ALTERYX INC - CLASS ACOM CL A02156B1031402,368SH DFND1 22,36800
ALTICE USA INC- ACL A02156K10314,147856,408SH DFND1856,40800
ALTICE USA INC- ACL A02156K10366040,000SH DFND1 240,00000
ALTIMMUNE INCCOM NEW02155H2003316,112SH DFND116,088024
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,944130,913SH DFND1130,91300
ALTRA INDUSTRIAL MOTION CORPCOM02208R10616,813668,547SH DFND1668,54700
ALTRA INDUSTRIAL MOTION CORPCOM02208R1061475,880SH DFND1 25,88000
ALTRIA GROUP INCCOM02209S1031,228,98724,923,413SH DFND124,824,925098,488
ALTRIA GROUP INCCOM02209S1032485,027SH DFND1 25,02700
ALTUS MIDSTREAM CO -ACL A02215L1009512,314SH DFND112,31400
AMAG PHARMACEUTICALS INCCOM00163U1066,604434,805SH DFND1434,6780127
AMALGAMATED BK OF NEW YORK-ACLASS A0226631081,972101,150SH DFND1101,15000
AMARIN CORP PLC -ADRSPONS ADR NEW0231112062,967218,014SH DFND1218,01400
A-MARK PRECIOUS METALS INCCOM00181T10722519,162SH DFND119,16200
AMAZON.COM INCCOM0231351067,587,1285,060,767SH DFND15,017,858042,909
AMAZON.COM INCCOM023135106588392SH DFND1 239200
AMBAC FINANCIAL GROUP INCCOM NEW0231398848,576497,472SH DFND1497,47200
AMBARELLA INCSHSG037AX1014,622132,140SH DFND1132,096044
AMBER ROAD INCCOM02318Y1082,036247,392SH DFND1247,39200
AMBEV SA-ADRSPONSORED ADR02319V10319449,643SH DFND149,64300
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1046,827556,016SH DFND1556,01600
AMC NETWORKS INC-ACL A00164V10328,189513,663SH DFND1504,34209,321
AMC NETWORKS INC-ACL A00164V10354989SH DFND1 298900
AMDOCS LTDSHSG0260210329,976511,712SH DFND1511,71200
AMDOCS LTDSHSG0260210336617SH DFND1 261700
AMEDISYS INCCOM02343610849,921426,275SH DFND1426,27500
AMEDISYS INCCOM0234361084363,724SH DFND1 23,72400
AMER NATL BNKSHS/DANVILLE VACOM0277451082,00668,457SH DFND168,45700
AMERCOCOM02358610032,21498,234SH DFND198,23400
AMEREN CORPORATIONCOM023608102220,7073,389,046SH DFND13,376,242012,804
AMERESCO INC-CL ACL A02361E1082,759195,727SH DFND1195,72700
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10721939,141SH DFND139,14100
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10717030,297SH DFND1 230,29700
AMERICAN AIRLINES GROUP INCCOM02376R102177,2485,527,432SH DFND15,484,285043,147
AMERICAN AIRLINES GROUP INCCOM02376R1021143,561SH DFND1 23,56100
AMERICAN ASSETS TRUST INCCOM02401310421,660539,217SH DFND1539,21700
AMERICAN AXLE & MFG HOLDINGSCOM02406110317,8111,604,617SH DFND11,604,61700
AMERICAN CAMPUS COMMUNITIESCOM02483510072,6061,754,211SH DFND11,725,856028,355
AMERICAN EAGLE OUTFITTERSCOM02553E10636,0171,863,312SH DFND11,827,681035,631
AMERICAN EAGLE OUTFITTERSCOM02553E1065278SH DFND1 227800
AMERICAN ELECTRIC POWERCOM025537101443,2925,942,257SH DFND15,916,196026,061
AMERICAN ELECTRIC TECHNOLOGICOM025576109911,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620626,641953,517SH DFND1953,51700
AMERICAN EXPRESS COCOM025816109807,2458,484,930SH DFND18,447,150037,780
AMERICAN EXPRESS COCOM0258161091131,191SH DFND1 21,19100
AMERICAN FINANCE TRUST INCCOM CLASS A02607T1095,171388,254SH DFND1388,25400
AMERICAN FINANCIAL GROUP INCCOM02593210475,925839,208SH DFND1824,628014,580
AMERICAN HOMES 4 RENT- ACL A02665T30669,4483,498,653SH DFND13,498,65300
AMERICAN INTERNATIONAL GROUPCOM NEW026874784406,57410,336,635SH DFND110,290,267046,368
AMERICAN INTERNATIONAL GROUPCOM NEW026874784822,095SH DFND1 22,09500
AMERICAN NATIONAL INSURANCECOM02859110514,265112,117SH DFND1112,11700
AMERICAN OUTDOOR BRANDS CORPCOM02874P1037,839609,599SH DFND1609,59900
AMERICAN PUBLIC EDUCATIONCOM02913V1035,651198,587SH DFND1198,58700
AMERICAN PUBLIC EDUCATIONCOM02913V103582,066SH DFND1 22,06600
AMERICAN RENAL ASSOCIATES HOCOM0292271052,233193,901SH DFND1193,90100
AMERICAN RENAL ASSOCIATES HOCOM02922710513311,608SH DFND1 211,60800
AMERICAN RIVER BANKSHRS (CA)COM02932610515811,472SH DFND111,47200
AMERICAN SOFTWARE INC-CL ACL A0296831093,295315,380SH DFND1315,38000
AMERICAN STATES WATER COCOM02989910126,345392,979SH DFND1392,97900
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112071,385124,221SH DFND1124,22100
AMERICAN TOWER CORPCOM03027X100827,9665,244,004SH DFND15,220,377023,627
AMERICAN VANGUARD CORPCOM0303711084,449292,913SH DFND1292,91300
AMERICAN WATER WORKS CO INCCOM030420103214,0702,362,440SH DFND12,352,97409,466
AMERICAN WOODMARK CORPCOM0305061099,548171,481SH DFND1171,48100
AMERICA'S CAR-MART INCCOM03062T1055,06969,973SH DFND169,97300
AMERICOLD REALTY TRUSTCOM03064D10824,437956,820SH DFND1956,82000
AMERIGAS PARTNERS-LPUNIT L P INT03097510692236,470SH DFND1 236,47000
AMERIPRISE FINANCIAL INCCOM03076C106202,3761,942,218SH DFND11,934,47407,744
AMERIPRISE FINANCIAL INCCOM03076C1069589,188SH DFND1 29,18800
AMERIS BANCORPCOM03076K10814,986473,221SH DFND1473,22100
AMERISAFE INCCOM03071H10012,607222,393SH DFND1222,39300
AMERISERV FINANCIAL INCCOM03074A1025914,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105145,1411,954,420SH DFND11,945,13909,281
AMERISOURCEBERGEN CORPCOM03073E10532441SH DFND1 244100
AMES NATIONAL CORPCOM0310011001,70967,249SH DFND167,24900
AMETEK INCCOM031100100200,4982,966,822SH DFND12,954,656012,166
AMGEN INCCOM0311621001,719,4568,846,141SH DFND18,781,187064,954
AMGEN INCCOM0311621007944,083SH DFND1 24,08300
AMICUS THERAPEUTICS INCCOM03152W10920,9192,183,679SH DFND12,183,67900
AMKOR TECHNOLOGY INCCOM03165210012,9871,979,861SH DFND11,979,86100
AMN HEALTHCARE SERVICES INCCOM00174410127,749489,762SH DFND1489,76200
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10512,041889,980SH DFND1889,98000
AMPCO-PITTSBURGH CORPCOM03203710315851,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R1038,341419,182SH DFND1419,18200
AMPHASTAR PHARMACEUTICALS INCOM03209R1031216,119SH DFND1 26,11900
AMPHENOL CORP-CL ACL A032095101346,9564,289,174SH DFND14,273,380015,794
AMPHENOL CORP-CL ACL A03209510137461SH DFND1 246100
AMPIO PHARMACEUTICALS INCCOM03209T109340863,711SH DFND1863,71100
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3011572,911SH DFND172,91100
AMTECH SYSTEMS INCCOM PAR $0.01N03233250433974,914SH DFND174,91400
AMYRIS INCCOM NEW03236M2001,363408,253SH DFND1408,25300
ANADARKO PETROLEUM CORPCOM032511107256,7675,868,396SH DFND15,841,417026,979
ANADARKO PETROLEUM CORPCOM03251110716370SH DFND1 237000
ANALOG DEVICES INCCOM032654105424,3534,950,995SH DFND14,913,346037,649
ANAPLAN INCCOM03272L1085,615211,600SH DFND1211,60000
ANAPTYSBIO INCCOM03272410616,187253,758SH DFND1253,75800
ANAVEX LIFE SCIENCES CORPCOM NEW032797300455291,948SH DFND1291,94800
ANDERSONS INC/THECOM0341641038,964299,930SH DFND1299,93000
ANGI HOMESERVICES INC- ACOM CL A00183L1027,196447,798SH DFND1447,79800
ANGIODYNAMICS INCCOM03475V10113,381664,744SH DFND1664,74400
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820612999SH DFND100999
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820659147,103SH DFND1 247,10300
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,00915,341SH DFND115,34100
ANI PHARMACEUTICALS INCCOM00182C1034,27995,056SH DFND195,05600
ANI PHARMACEUTICALS INCCOM00182C1031082,403SH DFND1 22,40300
ANIKA THERAPEUTICS INCCOM0352551085,990178,234SH DFND1178,1120122
ANIXA BIOSCIENCES INCCOM03528H10939199,405SH DFND199,40500
ANIXTER INTERNATIONAL INCCOM03529010519,558360,126SH DFND1359,7960330
ANNALY CAPITAL MANAGEMENT INCOM035710409182,53418,578,022SH DFND118,570,89707,125
ANSYS INCCOM03662Q105156,1261,094,169SH DFND11,089,78904,380
ANTARES PHARMA INCCOM0366421064,3271,590,909SH DFND11,590,90900
ANTARES PHARMA INCCOM0366421065118,813SH DFND1 218,81300
ANTERO RESOURCES CORPCOM03674X10624,6302,624,491SH DFND12,624,49100
ANTHEM INCCOM036752103888,1453,387,625SH DFND13,373,837013,788
ANWORTH MORTGAGE ASSET CORPCOM0373471014,6821,158,950SH DFND11,158,95000
ANWORTH MORTGAGE ASSET CORPCOM03734710171,941SH DFND1 21,94100
AON PLCSHS CL AG0408V102417,9052,880,464SH DFND12,867,840012,624
APACHE CORPCOM037411105127,5254,866,739SH DFND14,846,431020,308
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R7622268,918SH DFND18,91800
APARTMENT INVT & MGMT CO -ACL A03748R101119,3652,722,787SH DFND12,714,62908,158
APELLIS PHARMACEUTICALS INCCOM03753U1065,564421,849SH DFND1421,84900
APERGY CORPCOM03755L10420,582760,049SH DFND1743,645016,404
APOGEE ENTERPRISES INCCOM0375981099,405315,077SH DFND1315,07700
APOGEE ENTERPRISES INCCOM03759810941113,780SH DFND1 213,78000
APOLLO COMMERCIAL REAL ESTATCOM03762U10520,4031,224,702SH DFND11,216,17908,523
APOLLO ENDOSURGERY INCCOM03767D10821562,325SH DFND162,32500
APOLLO INVESTMENT CORPCOM NEW03761U502078SH DFND10078
APOLLO INVESTMENT CORPCOM NEW03761U50214611,788SH DFND1 211,78800
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2073,641183,445SH DFND1183,44500
APPFOLIO INC - ACOM CL A03783C1008,703146,975SH DFND1146,7450230
APPFOLIO INC - ACOM CL A03783C100851,450SH DFND1 21,45000
APPIAN CORPCL A03782L1015,180193,954SH DFND1193,95400
APPLE HOSPITALITY REIT INCCOM NEW03784Y20050,6443,551,509SH DFND13,551,50900
APPLE HOSPITALITY REIT INCCOM NEW03784Y200191,398SH DFND1 21,39800
APPLE INCCOM0378331009,198,16258,411,556SH DFND157,966,0710445,485
APPLE INCCOM0378331004502,856SH DFND1 22,85600
APPLIED DNA SCIENCES INCCOM NEW03815U20158147,307SH DFND1147,30700
APPLIED GENETIC TECHNOLOGIESCOM03820J10020582,686SH DFND182,68600
APPLIED INDUSTRIAL TECH INCCOM03820C10522,016408,160SH DFND1408,16000
APPLIED INDUSTRIAL TECH INCCOM03820C1051272,362SH DFND1 22,36200
APPLIED MATERIALS INCCOM038222105459,06814,043,938SH DFND113,944,859099,079
APPLIED MATERIALS INCCOM03822210538511,781SH DFND1 211,78100
APPLIED OPTOELECTRONICS INCCOM03823U1023,190206,746SH DFND1206,650096
APPLIED OPTOELECTRONICS INCCOM03823U102301,993SH DFND1 21,99300
APPROACH RESOURCES INCCOM03834A103463531,253SH DFND1531,25300
APPTIO INC - CLASS ACL A03835C10815,111398,082SH DFND1398,08200
APRICUS BIOSCIENCES INCCOM NEW81577F10943228,416SH DFND1228,41600
APTARGROUP INCCOM03833610358,083617,453SH DFND1604,455012,998
APTEVO THERAPEUTICS INCCOM03835L108145114,442SH DFND1114,349093
APTINYX INCCOM03836N1031,777107,464SH DFND1107,46400
APTIV PLCSHSG6095L109203,7633,315,449SH DFND13,301,639013,810
APTOSE BIOSCIENCES INCCOM NEW03835T2003317,740SH DFND117,74000
AQUA AMERICA INCCOM03836W10360,2171,761,248SH DFND11,724,427036,821
AQUA METALS INCCOM03837J101403221,923SH DFND1221,92300
AQUABOUNTY TECHNOLOGIESCOM NEW03842K2006933,782SH DFND133,78200
AQUANTIA CORPCOM03842Q1082,177248,342SH DFND1248,34200
AQUAVENTURE HOLDINGS LTDSHSG0443N1072,399127,050SH DFND1127,05000
AQUESTIVE THERAPEUTICS INCCOM03843E10427844,208SH DFND144,20800
AQUINOX PHARMACEUTICALS INCCOM03842B101368170,483SH DFND1170,48300
ARADIGM CORPCOM PAR0385054002063,010SH DFND163,01000
ARAMARKCOM03852U10671,9722,485,935SH DFND12,485,93500
ARAMARKCOM03852U1061715,914SH DFND1 25,91400
ARATANA THERAPEUTICS INCCOM03874P1013,226526,329SH DFND1526,32900
ARAVIVE INCCOM03890D10810529,959SH DFND129,95900
ARBOR REALTY TRUST INCCOM0389231087,549749,698SH DFND1749,69800
ARBUTUS BIOPHARMA CORPCOM03879J100903235,932SH DFND1235,93200
ARC DOCUMENT SOLUTIONS INCCOM00191G103511249,287SH DFND1249,28700
ARC DOCUMENT SOLUTIONS INCCOM00191G103241117,667SH DFND1 2117,66700
ARC GROUP WORLDWIDE INCCOM00213H1053535,276SH DFND135,27600
ARCA BIOPHARMA INCCOM PAR00211Y4071648,679SH DFND148,67900
ARCBEST CORPCOM03937C10510,364302,525SH DFND1302,52500
ARCBEST CORPCOM03937C1051193,481SH DFND1 23,48100
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20331115,075SH DFND114,4330642
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20325212,218SH DFND1 212,21800
ARCH CAPITAL GROUP LTDORDG0450A105116,4954,362,522SH DFND14,362,52200
ARCH CAPITAL GROUP LTDORDG0450A1051174,394SH DFND1 24,39400
ARCH COAL INC - ACL A03938040719,996240,953SH DFND1240,95300
ARCH COAL INC - ACL A0393804075276,351SH DFND1 26,35100
ARCHER-DANIELS-MIDLAND COCOM039483102332,3748,125,400SH DFND18,096,015029,385
ARCHER-DANIELS-MIDLAND COCOM0394831021353,309SH DFND1 23,30900
ARCHROCK INCCOM03957W10610,6301,419,306SH DFND11,417,09402,212
ARCONIC INCCOM03965L10092,7125,508,767SH DFND15,486,225022,542
ARCONIC INCCOM03965L10071142,225SH DFND1 242,22500
ARCOSA INCCOM03965310012,784461,705SH DFND1461,70500
ARCUS BIOSCIENCES INCCOM03969F1091,951181,172SH DFND1181,17200
ARDAGH GROUP SACL AL0223L10152046,977SH DFND146,97700
ARDAGH GROUP SACL AL0223L101676,051SH DFND1 26,05100
ARDELYX INCCOM0396971071,193666,529SH DFND1666,52900
ARDELYX INCCOM0396971072413,800SH DFND1 213,80000
ARDMORE SHIPPING CORPCOMY0207T100548117,534SH DFND1117,53400
ARENA PHARMACEUTICALS INCCOM NEW04004760722,018565,289SH DFND1565,28900
ARES COMMERCIAL REAL ESTATECOM04013V1083,811292,277SH DFND1292,27700
ARES COMMERCIAL REAL ESTATECOM04013V10819514,962SH DFND1 214,96200
ARGAN INCCOM04010E1097,052186,369SH DFND1186,36900
ARGENX SE - ADRSPONSORED ADR04016X1011,40514,630SH DFND114,63000
ARGO GROUP INTERNATIONALCOMG0464B10723,386347,750SH DFND1347,75000
ARI 5.375 10/15/23NOTE 5.375%10/103762UAC92,3942,500,000PRN DFND1 22,500,00000
ARISTA NETWORKS INCCOM040413106143,006679,899SH DFND1677,17102,728
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,298317,427SH DFND1311,71005,717
ARLO TECHNOLOGIES INCCOM04206A1018,106812,241SH DFND1812,24100
ARMADA HOFFLER PROPERTIES INCOM04208T1086,936493,322SH DFND1493,32200
ARMOUR RESIDENTIAL REIT INCCOM NEW0423155078,965437,352SH DFND1437,35200
ARMSTRONG FLOORING INCCOM04238R1062,978251,546SH DFND1251,54600
ARMSTRONG WORLD INDUSTRIESCOM04247X10226,164449,491SH DFND1449,49100
AROTECH CORPCOM NEW042682203399152,556SH DFND1152,55600
ARQULE INCCOM04269E1073,2881,187,121SH DFND11,187,12100
ARRAY BIOPHARMA INCCOM04269X10535,5492,494,726SH DFND12,494,72600
ARRIS INTERNATIONAL PLCSHSG0551A10355,9721,830,947SH DFND11,797,129033,818
ARROW ELECTRONICS INCCOM04273510063,269918,201SH DFND1900,177018,024
ARROW FINANCIAL CORPCOM0427441024,252132,820SH DFND1132,82000
ARROWHEAD PHARMACEUTICALS INCOM04280A10012,238985,405SH DFND1985,40500
ARROWHEAD PHARMACEUTICALS INCOM04280A10013711,053SH DFND1 211,05300
ARSANIS INCCOM04287310915366,139SH DFND166,13900
ARTESIAN RESOURCES CORP-CL ACL A0431132084,636132,956SH DFND1132,95600
ARTHUR J GALLAGHER & COCOM363576109187,5732,549,309SH DFND12,539,68309,626
ARTISAN PARTNERS ASSET MA -ACL A04316A10814,793669,083SH DFND1667,78901,294
ARTISAN PARTNERS ASSET MA -ACL A04316A10825611,581SH DFND1 211,58100
ARVINAS INCCOM04335A10584665,837SH DFND165,83700
ASBURY AUTOMOTIVE GROUPCOM04343610413,699205,507SH DFND1205,50700
ASCENA RETAIL GROUP INCCOM04351G1015,0412,008,390SH DFND12,008,39000
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1011,92630,743SH DFND130,74300
ASCENT CAPITAL GROUP INC-ACOM SER A0436321082668,922SH DFND168,92200
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W1004812,805SH DFND17,98004,825
ASGN INCCOM00191U10230,854566,133SH DFND1555,274010,859
ASGN INCCOM00191U1021282,364SH DFND1 22,36400
ASHFORD HOSPITALITY TRUSTCOM SHS0441031094,8531,213,331SH DFND11,206,88706,444
ASHFORD HOSPITALITY TRUSTCOM SHS04410310911528,883SH DFND1 228,88300
ASHFORD INCCOM04410410754810,562SH DFND110,56200
ASHLAND GLOBAL HOLDINGS INCCOM04418610443,605614,506SH DFND1601,576012,930
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN070592108,26553,112SH DFND149,85303,259
ASPEN AEROGELS INCCOM04523Y10520294,870SH DFND194,87000
ASPEN GROUP INCCOM NEW04530L2039417,228SH DFND117,22800
ASPEN INSURANCE HOLDINGS LTDSHSG0538410525,605609,796SH DFND1597,443012,353
ASPEN TECHNOLOGY INCCOM04532710357,580700,666SH DFND1700,66600
ASRT 2.5 09/01/21NOTE 2.500% 9/0249908AA25,9248,801,000PRN DFND1 28,801,00000
ASSEMBLY BIOSCIENCES INCCOM0453961085,158228,069SH DFND1228,06900
ASSERTIO THERAPEUTICS INCCOM04545L1072,443676,911SH DFND1676,91100
ASSOCIATED BANC-CORPCOM04548710532,2351,628,897SH DFND11,594,592034,305
ASSOCIATED CAPITAL GROUP - ACL A0455281061,30737,110SH DFND137,11000
ASSURANT INCCOM04621X10863,569711,913SH DFND1709,18102,732
ASSURED GUARANTY LTDCOMG0585R10642,3821,107,182SH DFND11,107,18200
ASTA FUNDING INCCOM04622010916839,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM0462241017,760257,060SH DFND1257,06000
ASTEC INDUSTRIES INCCOM0462241011715,679SH DFND1 25,67900
ASTERIAS BIOTHERAPEUTICSCOM SER A04624N10778126,959SH DFND1126,95900
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531082,24859,214SH DFND157,26201,952
ASTRONICS CORPCOM04643310811,087364,134SH DFND1364,13400
ASTRONOVA INCCOM04638F10888046,934SH DFND146,93400
ASTROTECH CORPCOM NEW0464842004910,359SH DFND110,35900
ASURE SOFTWARE INCCOM04649U102671132,250SH DFND1132,25000
AT HOME GROUP INCCOM04650Y1006,255335,228SH DFND1335,22800
AT&T INCCOM00206R1022,643,14992,763,348SH DFND192,367,5820395,766
AT&T INCCOM00206R10284129,486SH DFND1 229,48600
ATARA BIOTHERAPEUTICS INCCOM04651310717,303498,078SH DFND1498,07800
ATHENAHEALTH INCCOM04685W10352,717399,590SH DFND1399,59000
ATHENE HOLDING LTD-CLASS ACL AG0684D10751,4831,293,529SH DFND11,293,52900
ATHENEX INCCOM04685N1036,213489,666SH DFND1489,66600
ATHERSYS INCCOM04744L1061,9971,386,956SH DFND11,386,95600
ATKORE INTERNATIONAL GROUP ICOM04764910813,812696,185SH DFND1696,18500
ATKORE INTERNATIONAL GROUP ICOM04764910835017,685SH DFND1 217,68500
ATLANTIC CAPITAL BANCSHARESCOM0482692034,855296,627SH DFND1294,34602,281
ATLANTIC POWER CORPCOM NEW04878Q8631,292595,415SH DFND1583,815011,600
ATLANTIC POWER CORPCOM NEW04878Q8636530,040SH DFND1 230,04000
ATLANTICA YIELD PLCSHSG0751N1031,62983,159SH DFND180,58502,574
ATLANTICUS HOLDINGS CORPCOM04914Y10226071,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420511,811279,969SH DFND1279,96900
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711552464,817SH DFND164,81700
ATLASSIAN CORP PLC-CLASS ACL AG0624210426,153293,925SH DFND1293,92500
ATLASSIAN CORP PLC-CLASS ACL AG062421045636,330SH DFND1 26,33000
ATMOS ENERGY CORPCOM049560105104,5731,128,552SH DFND11,104,384024,168
ATMOS ENERGY CORPCOM04956010537400SH DFND1 240000
ATN INTERNATIONAL INCCOM00215F1079,336130,524SH DFND1130,52400
ATOMERA INCCOM04965B10019768,982SH DFND168,98200
ATOSSA GENETICS INCCOM PAR04962H5061615,769SH DFND115,76900
ATRICURE INCCOM04963C20912,159397,364SH DFND1397,36400
ATRION CORPORATIONCOM04990410513,28117,922SH DFND117,92200
ATTUNITY LTDSHS NEWM1533212138519,613SH DFND119,61300
ATTUNITY LTDSHS NEWM1533212144422,595SH DFND1 222,59500
ATYR PHARMA INCCOM00212010352106,008SH DFND1106,00800
AUBURN NATL BANCORPORATIONCOM05047310742313,377SH DFND113,37700
AUDENTES THERAPEUTICS INCCOM05070R1048,409394,455SH DFND1394,45500
AUDIOCODES LTDORDM1534210420320,574SH DFND120,57400
AUDIOCODES LTDORDM1534210424725,071SH DFND1 225,07100
AURINIA PHARMACEUTICALS INCCOM05156V10244364,985SH DFND164,98500
AURIS MEDICAL HOLDING AGCOMH0381L104818,206SH DFND118,20600
AURORA CANNABIS INCCOMSTK05156X108515107,728SH DFND1107,72800
AUTODESK INCCOM052769106368,3582,869,088SH DFND12,847,327021,761
AUTODESK INCCOM052769106113884SH DFND1 288400
AUTOHOME INC-ADRSP ADR RP CL A05278C1079,164117,931SH DFND1117,93100
AUTOHOME INC-ADRSP ADR RP CL A05278C10714186SH DFND1 218600
AUTOLIV INCCOM05280010950,400718,219SH DFND1718,21900
AUTOLUS THERAPEUTICS PLCSPON ADS05280R1003229,811SH DFND19,81100
AUTOMATIC DATA PROCESSINGCOM053015103819,4856,258,530SH DFND16,213,900044,630
AUTOMATIC DATA PROCESSINGCOM05301510335274SH DFND1 227400
AUTONATION INCCOM05329W10224,488685,960SH DFND1674,052011,908
AUTONATION INCCOM05329W1021032,888SH DFND1 22,88800
AUTOWEB INCCOM05335B10023577,300SH DFND177,30000
AUTOZONE INCCOM053332102295,830353,459SH DFND1352,13701,322
AUTOZONE INCCOM053332102352421SH DFND1 242100
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M1049536,999SH DFND136,99900
AVALARA INCCOM05338G1062,68986,341SH DFND186,34100
AVALON HOLDINGS CORP-ACL A05343P1092710,368SH DFND110,36800
AVALONBAY COMMUNITIES INCCOM053484101399,2972,297,292SH DFND12,290,04707,245
AVANGRID INCCOM05351W10325,808515,242SH DFND1515,24200
AVANOS MEDICAL INCCOM05350V10622,831509,752SH DFND1499,93809,814
AVAYA HOLDINGS CORPCOM05351X10115,6241,073,122SH DFND11,073,12200
AVAYA HOLDINGS CORPCOM05351X10134423,633SH DFND1 223,63300
AVEO PHARMACEUTICALS INCCOM0535881092,2311,394,576SH DFND11,394,57600
AVERY DENNISON CORPCOM053611109103,1431,150,187SH DFND11,145,44204,745
AVIAT NETWORKS INCCOM NEW05366Y20134626,118SH DFND126,11800
AVID BIOSERVICES INCCOM05368M1062,163527,772SH DFND1527,77200
AVID TECHNOLOGY INCCOM05367P1001,584333,558SH DFND1333,55800
AVIS BUDGET GROUP INCCOM05377410516,845749,363SH DFND1735,919013,444
AVISTA CORPCOM05379B10729,190687,166SH DFND1687,16600
AVNET INCCOM05380710349,0261,358,081SH DFND11,335,064023,017
AVNET INCCOM0538071031,18932,944SH DFND1 232,94400
AVON PRODUCTS INCCOM0543031024,8553,194,216SH DFND13,192,68101,535
AVROBIO INCCOM05455M1001,43586,217SH DFND186,21700
AVX CORPCOM0024441078,057528,377SH DFND1527,8280549
AWARE INC/MASSCOM05453N10012835,720SH DFND135,72000
AXA EQUITABLE HOLDINGS INCCOM05456110520,9191,259,641SH DFND11,259,64100
AXA EQUITABLE HOLDINGS INCCOM0545611051026,154SH DFND1 26,15400
AXALTA COATING SYSTEMS LTDCOMG0750C10847,0502,010,459SH DFND12,010,45900
AXCELIS TECHNOLOGIES INCCOM NEW0545402086,682375,416SH DFND1375,41600
AXIS CAPITAL HOLDINGS LTDSHSG0692U10942,481822,654SH DFND1822,65400
AXOGEN INCCOM05463X1067,830383,278SH DFND1382,4760802
AXON ENTERPRISE INCCOM05464C10128,927661,195SH DFND1661,149046
AXONICS MODULATION TECHNOLOGCOM05465P1011,13575,145SH DFND175,14500
AXOS FINANCIAL INCCOM05465C10015,098599,618SH DFND1599,61800
AXOVANT SCIENCES LTDCOMG0750W1049495,087SH DFND195,08700
AXSOME THERAPEUTICS INCCOM05464T10426594,205SH DFND194,20500
AXT INCCOM00246W1031,712393,732SH DFND1393,73200
AYTU BIOSCIENCE INCCOM PAR0547547004354,580SH DFND154,58000
AZZ INCCOM00247410410,839268,566SH DFND1268,56600
AZZ INCCOM00247410424615SH DFND1 261500
B COMMUNICATIONS LTDSHSM156291049015,531SH DFND115,53100
B&G FOODS INCCOM05508R10620,250700,455SH DFND1699,5800875
B. RILEY FINANCIAL INCCOM05580M1082,782195,917SH DFND1195,91700
B2GOLD CORPCOMSTK11777Q209303103,798SH DFND1103,79800
B2GOLD CORPCOMSTK11777Q20925085,551SH DFND1 285,55100
BABCOCK & WILCOX ENTERPRCOM05614L1004961,271,989SH DFND11,271,98900
BABCOCK & WILCOX ENTERPRCOM05614L1001950,000SH DFND1 250,00000
BADGER METER INCCOM05652510816,649338,333SH DFND1338,33300
BAIDU INC - SPON ADRSPON ADR REP A056752108110,038697,588SH DFND1684,084013,504
BAKER HUGHES A GE COCL A05722G100129,2836,024,741SH DFND15,997,712027,029
BALCHEM CORPCOM05766520028,166359,495SH DFND1359,49500
BALL CORPCOM058498106202,7554,417,275SH DFND14,399,497017,778
BALLANTYNE STRONG INCCOM0585161057565,729SH DFND165,72900
BALLARD POWER SYSTEMS INCCOM058586108331136,518SH DFND1136,51800
BANC OF CALIFORNIA INCCOM05990K1065,700428,293SH DFND1428,29300
BANCFIRST CORPCOM05945F10315,919319,022SH DFND1319,02200
BANCO BILBAO VIZCAYA-SP ADRSPONSORED ADR05946K10115228,892SH DFND121,15807,734
BANCO SANTANDER MEXICO -ADRSPONSORED ADS B05969B1033620SH DFND100620
BANCO SANTANDER MEXICO -ADRSPONSORED ADS B05969B10345373,687SH DFND1 273,68700
BANCO SANTANDER SA-SPON ADRADR05964H10535378,933SH DFND168,072010,861
BANCORP INC/THECOM05969A1054,746596,285SH DFND1596,28500
BANCORP INC/THECOM05969A10538548,442SH DFND1 248,44200
BANCORPSOUTH BANKCOM05971J10225,594979,129SH DFND1960,361018,768
BANCROFT FUND LTDCOM0596951061,29169,313SH DFND1 269,31300
BANDWIDTH INC-CLASS ACOM CL A05988J1031,65740,684SH DFND140,68400
BANDWIDTH INC-CLASS ACOM CL A05988J1038212SH DFND1 221200
BANK OF AMERICA CORPCOM0605051042,820,838114,676,989SH DFND1114,179,8190497,170
BANK OF AMERICA CORPCOM06050510443017,486SH DFND1 217,48600
BANK OF AMERICA CORP-CW19*W EXP 01/16/2010605051464,065317,640SH DFND1 2317,64000
BANK OF COMMERCE HOLDINGSCOM06424J1032,096191,241SH DFND1191,24100
BANK OF HAWAII CORPCOM06254010930,169448,147SH DFND1439,50708,640
BANK OF MARIN BANCORP/CACOM0634251026,126148,546SH DFND1148,54600
BANK OF MONTREALCOM06367110169010,560SH DFND19,8610699
BANK OF MONTREALCOMSTK06367110147,672729,083SH DFND1729,08300
BANK OF N.T. BUTTERFIELD&SONSHS NEWG0772R2085,944189,610SH DFND1189,61000
BANK OF NEW YORK MELLON CORPCOM064058100503,65410,721,353SH DFND110,673,158048,195
BANK OF NEW YORK MELLON CORPCOM06405810021461SH DFND1 246100
BANK OF NOVA SCOTIACOM06414910768113,675SH DFND113,0140661
BANK OF SOUTH CAROLINA CORPCOM06506610220511,294SH DFND111,29400
BANK OZKCOM06417N10330,4511,333,823SH DFND11,308,811025,012
BANK7 CORPCOM06652N10715811,859SH DFND111,85900
BANKFINANCIAL CORPCOM06643P1042,386159,617SH DFND1159,61700
BANKUNITED INCCOM06652K10333,7241,126,412SH DFND11,126,41200
BANKWELL FINANCIAL GROUP INCCOM06654A1031,93767,477SH DFND167,47700
BANNER CORPORATIONCOM NEW06652V20819,591366,324SH DFND1366,32400
BAOZUN INC-SPN ADRSPONSORED ADR06684L1032,89999,776SH DFND199,2290547
BAR HARBOR BANKSHARESCOM0668491003,518156,863SH DFND1156,86300
BARCLAYS PLC-SPONS ADRADR06738E20467189,092SH DFND186,30302,789
BARCLAYS PLC-SPONS ADRADR06738E204822109,080SH DFND1 2109,08000
BARNES & NOBLE EDUCATION INCCOM06777U1011,489371,439SH DFND1371,2560183
BARNES & NOBLE EDUCATION INCCOM06777U10118646,568SH DFND1 246,56800
BARNES & NOBLE INCCOM0677741094,598648,581SH DFND1648,2900291
BARNES GROUP INCCOM06780610927,282508,810SH DFND1508,81000
BARNWELL INDUSTRIES INCCOM0682211001814,145SH DFND114,14500
BARRETT BUSINESS SVCS INCCOM0684631086,899120,508SH DFND1119,9680540
BARRETT BUSINESS SVCS INCCOM0684631081763,079SH DFND1 23,07900
BARRICK GOLD CORPCOM0679011082,79367,627SH DFND166,8210806
BARRICK GOLD CORPCOMSTK06790110816,2591,202,455SH DFND11,202,45500
BASIC ENERGY SERVICES INCCOM NEW06985P209821213,859SH DFND1213,85900
BASSETT FURNITURE INDSCOM0702031042,450122,260SH DFND1122,26000
BAUSCH HEALTH COS INCCOMSTK0717341074,740258,186SH DFND1258,18600
BAXTER INTERNATIONAL INCCOM071813109423,2956,442,461SH DFND16,414,900027,561
BAXTER INTERNATIONAL INCCOM0718131091141,743SH DFND1 21,74300
BAYCOM CORPCOM07272M1071,51765,722SH DFND165,72200
BAYTEX ENERGY CORPCOMSTK07317Q1054927,826SH DFND127,82600
BB&T CORPCOM054937107398,6559,220,118SH DFND19,177,777042,341
BBX CAPITAL CORPCL A05491N1044,154725,052SH DFND1725,05200
BCB BANCORP INCCOM0552981031,353129,287SH DFND1129,28700
BCE INCCOM NEW05534B7602125,380SH DFND14,12201,258
BCE INCCOMSTK05534B76020,104482,340SH DFND1482,34000
BEACON ROOFING SUPPLY INCCOM07368510924,140761,064SH DFND1761,06400
BEASLEY BROADCAST GRP INC -ACL A07401410118248,751SH DFND148,75100
BEAZER HOMES USA INCCOM NEW07556Q8813,215339,180SH DFND1339,18000
BECTON DICKINSON AND COCOM075887109721,5823,208,583SH DFND13,193,923014,660
BED BATH & BEYOND INCCOM07589610019,2581,701,312SH DFND11,672,749028,563
BED BATH & BEYOND INCCOM075896100706,252SH DFND1 26,25200
BEIGENE LTD-ADRSPONSORED ADR07725L10218,629134,057SH DFND1133,9350122
BEL FUSE INC-CL BCL B0773473001,83599,643SH DFND199,64300
BEL FUSE INC-CL BCL B077347300904,889SH DFND1 24,88900
BELDEN INCCOM07745410621,433513,137SH DFND1504,79708,340
BELDEN INCCOM07745410635860SH DFND1 286000
BELLEROPHON THERAPEUTICS INCCOM078771102186232,890SH DFND1232,89000
BELLICUM PHARMACEUTICALS INCCOM0794811071,487509,310SH DFND1509,31000
BELMOND LTD-CLASS ACL AG1154H10723,656945,132SH DFND1945,13200
BEMIS COMPANYCOM08143710541,559905,431SH DFND1886,597018,834
BENCHMARK ELECTRONICS INCCOM08160H10112,330582,172SH DFND1582,17200
BENCHMARK ELECTRONICS INCCOM08160H10136617,311SH DFND1 217,31100
BENEFICIAL BANCORP INCCOM08171T10212,281859,454SH DFND1859,45400
BENEFITFOCUS INCCOM08180D10612,600275,611SH DFND1275,61100
BENEFITFOCUS INCCOM08180D10646310,139SH DFND1 210,13900
BERKSHIRE HATHAWAY INC-CL BCL B NEW0846707024,755,59223,330,983SH DFND123,226,5250104,458
BERKSHIRE HILLS BANCORP INCCOM08468010711,731434,982SH DFND1434,98200
BERRY GLOBAL GROUP INCCOM08579W10358,2721,226,007SH DFND11,226,00700
BERRY PETROLEUM CORPCOM08579X1012,002228,827SH DFND1228,82700
BEST BUY CO INCCOM086516101191,9433,629,746SH DFND13,616,074013,672
BEST BUY CO INCCOM0865161013276,182SH DFND1 26,18200
BEYONDSPRING INCSHSG1083010029816,411SH DFND116,41100
BG STAFFING INCCOM05544A1091,76185,308SH DFND184,4660842
BGC PARTNERS INC-CL ACL A05541T10114,5392,812,235SH DFND12,810,95901,276
BHP GROUP LTD-SPON ADRSPONSORED ADS08860610894019,478SH DFND117,84501,633
BHP GROUP LTD-SPON ADRSPONSORED ADS0886061081162,418SH DFND1 22,41800
BHP GROUP PLC-ADRSPONSORED ADS05545E2091,31131,305SH DFND130,5520753
BIG 5 SPORTING GOODS CORPCOM08915P101579223,725SH DFND1223,72500
BIG LOTS INCCOM08930210312,150420,125SH DFND1411,78808,337
BIGLARI HOLDINGS INC-ACOM STK CL A08986R4086551,115SH DFND11,11500
BIGLARI HOLDINGS INC-BCOM STK CL B08986R3091,22710,810SH DFND110,81000
BIOCRYST PHARMACEUTICALS INCCOM09058V1039,9081,227,763SH DFND11,227,76300
BIODELIVERY SCIENCES INTLCOM09060J1061,915517,620SH DFND1517,62000
BIOGEN INCCOM09062X103814,8692,712,508SH DFND12,692,043020,465
BIOGEN INCCOM09062X1033211,069SH DFND1 21,06900
BIOHAVEN PHARMACEUTICAL HOLDCOMG1119610513,077353,647SH DFND1353,64700
BIOLASE INCCOM NEW0909112074445,244SH DFND145,24400
BIOLIFE SOLUTIONS INCCOM NEW09062W2041,00583,588SH DFND183,58800
BIOLINERX LTD-SPONS ADRSPONSORED ADS09071M1062557,628SH DFND157,62800
BIOMARIN PHARMACEUTICAL INCCOM09061G101139,8441,643,507SH DFND11,635,04008,467
BIO-PATH HOLDINGS INCCOM NEW09057N300952,458SH DFND152,45800
BIOPHARMX CORPCOM09072X10172671,686SH DFND1671,68600
BIO-RAD LABORATORIES-ACL A09057220749,705214,045SH DFND1209,87804,167
BIO-RAD LABORATORIES-ACL A09057220733143SH DFND1 214300
BIOSCRIP INCCOM09069N1085,2571,472,760SH DFND11,472,76000
BIOSPECIFICS TECHNOLOGIESCOM0909311064,04266,703SH DFND166,70300
BIOSPECIFICS TECHNOLOGIESCOM090931106791,314SH DFND1 21,31400
BIO-TECHNE CORPCOM09073M10460,275416,496SH DFND1408,58107,915
BIOTELEMETRY INCCOM09067210622,176371,345SH DFND1370,7670578
BIOTELEMETRY INCCOM0906721063145,273SH DFND1 25,27300
BIOTIME INCCOM09066L1051,1201,227,540SH DFND11,227,54000
BJ'S RESTAURANTS INCCOM09180C10612,139240,044SH DFND1240,04400
BJ'S WHOLESALE CLUB HOLDINGSCOM05550J10116,121727,494SH DFND1727,49400
BK TECHNOLOGIES INCCOM09180A10029578,830SH DFND178,83000
BLACK BOX CORPCOM0918261079992,498SH DFND192,49800
BLACK HILLS CORPCOM09211310936,602583,033SH DFND1571,864011,169
BLACK KNIGHT INCCOM09215C10558,6901,302,490SH DFND11,302,49000
BLACK RIDGE ACQUISITION-CW*W EXP 07/10/20209216T1158312,772,658SH DFND1 22,772,65800
BLACKBAUD INCCOM09227Q10034,594549,986SH DFND1539,936010,050
BLACKBAUD INCCOM09227Q10037604SH DFND1 260400
BLACKBERRY LTDCOM09228F103578,026SH DFND13,77304,253
BLACKBERRY LTDCOM09228F1031,396196,390SH DFND1 2196,39000
BLACKBERRY LTDCOMSTK09228F1032,982422,810SH DFND1422,81000
BLACKLINE INCCOM09239B10917,315422,848SH DFND1422,84800
BLACKROCK CAPITAL INVESTMENTCOM09253310815328,927SH DFND1 228,92700
BLACKROCK ENHANCED GLOBAL DICOM0925011051,297138,464SH DFND1 2138,46400
BLACKROCK ENHANCED INTERNATICOM BENE INTER09252410729759,727SH DFND1 259,72700
BLACKROCK INCCOM09247X101566,1501,443,990SH DFND11,437,16206,828
BLACKROCK MUNIHOLDINGS CA QUCOM09254L10732126,051SH DFND1 226,05100
BLACKROCK MUNIHOLDINGS NJ QUCOM09254X10145436,152SH DFND1 236,15200
BLACKROCK MUNIYIELD CA QUALICOM09254N1031,335105,687SH DFND1 2105,68700
BLACKROCK MUNIYIELD NJ FUNDCOM09254Y1091,326102,436SH DFND1 2102,43600
BLACKROCK NEW YORK MUN IICOM09249R10229423,743SH DFND1 223,74300
BLACKROCK NEW YORK MUNI INCSH BEN INT09248L10617714,528SH DFND1 214,52800
BLACKROCK RESOURCES & COMMODSHS09257A10858983,549SH DFND1 283,54900
BLACKSTONE MORTGAGE TRU-CL ACOM CL A09257W10051,9761,625,430SH DFND11,625,43000
BLINK CHARGING COCOM09354A1008449,331SH DFND149,33100
BLOOM ENERGY CORP- ACOM CL A0937121071,457146,006SH DFND1146,00600
BLOOMIN' BRANDS INCCOM09423510818,4931,033,721SH DFND11,033,72100
BLUCORA INCCOM09522910018,118680,115SH DFND1679,4080707
BLUE APRON HOLDINGS INC-ACL A09523Q101556545,215SH DFND1545,21500
BLUE BIRD CORPCOM0953061063,148173,090SH DFND1173,09000
BLUE CAPITAL REINSURANCE HOLCOMG1190F10713123,939SH DFND123,93900
BLUE HILLS BANCORP INCCOM0955731016,639311,140SH DFND1311,14000
BLUEBIRD BIO INCCOM09609G10054,813552,559SH DFND1552,55900
BLUEGREEN VACATIONS CORPCOM09629F1081,06282,197SH DFND182,19700
BLUEKNIGHT ENERGY PARTNERS LCOM UNIT09625U1096052,800SH DFND152,80000
BLUELINX HOLDINGS INCCOM NEW09624H2082,29692,937SH DFND192,93700
BLUEPRINT MEDICINES CORPCOM09627Y10926,559492,662SH DFND1492,66200
BLUEROCK RESIDENTIAL GROWTHCOM CL A09627J1022,678296,958SH DFND1296,95800
BMC STOCK HOLDINGS INCCOM05591B10912,104781,945SH DFND1781,94500
BOEING CO/THECOM0970231052,015,1816,260,007SH DFND16,232,326027,681
BOEING CO/THECOM0970231056752,096SH DFND1 22,09600
BOINGO WIRELESS INCCOM09739C10210,074489,743SH DFND1489,74300
BOISE CASCADE COCOM09739D10010,228428,855SH DFND1428,85500
BOISE CASCADE COCOM09739D1002038,544SH DFND1 28,54400
BOJANGLES' INCCOM0974881003,451214,636SH DFND1214,63600
BOK FINANCIAL CORPORATIONCOM NEW05561Q20126,877366,530SH DFND1366,53000
BONANZA CREEK ENERGY INCCOM NEW0977934003,974192,290SH DFND1192,29000
BOOKING HOLDINGS INCCOM09857L1081,057,693615,130SH DFND1610,45704,673
BOOKING HOLDINGS INCCOM09857L108303176SH DFND1 217600
BOOT BARN HOLDINGS INCCOM0994061004,930289,519SH DFND1289,51900
BOOZ ALLEN HAMILTON HOLDINGSCL A09950210666,7781,481,657SH DFND11,481,65700
BORGWARNER INCCOM099724106110,5033,185,534SH DFND13,174,618010,916
BORGWARNER INCCOM0997241061684,844SH DFND1 24,84400
BOSTON BEER COMPANY INC-ACL A10055710728,902120,005SH DFND1118,22601,779
BOSTON OMAHA CORP-CL ACOM1010441052,14791,757SH DFND191,75700
BOSTON PRIVATE FINL HOLDINGCOM10111910510,188963,909SH DFND1963,90900
BOSTON PROPERTIES INCCOM101121101273,8942,437,060SH DFND12,428,96508,095
BOSTON SCIENTIFIC CORPCOM101137107599,03016,982,002SH DFND116,909,472072,530
BOTTOMLINE TECHNOLOGIES (DE)COM10138810620,765432,615SH DFND1432,61500
BOTTOMLINE TECHNOLOGIES (DE)COM1013881061112,323SH DFND1 22,32300
BOULDER GROWTH & INCOME FUNDCOM1015071011,379132,291SH DFND1 2132,29100
BOX INC - CLASS ACL A10316T10426,7411,584,234SH DFND11,584,23400
BOX INC - CLASS ACL A10316T1041046,174SH DFND1 26,17400
BOXLIGHT CORP - CLASS ACOM CL A1031971094537,515SH DFND137,51500
BOYD GAMING CORPCOM10330410117,876860,292SH DFND1843,594016,698
BOYD GAMING CORPCOM10330410121410,312SH DFND1 210,31200
BP PLC-SPONS ADRSPONSORED ADR0556221043,61495,330SH DFND195,33000
BRADY CORPORATION - CL ACL A10467410627,740638,293SH DFND1638,29300
BRADY CORPORATION - CL ACL A1046741061,36231,353SH DFND1 231,35300
BRAEMAR HOTELS & RESORTS INCCOM10482B1013,713415,893SH DFND1415,89300
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E201373105,273SH DFND1105,27300
BRANDYWINE REALTY TRUSTSH BEN INT NEW10536820329,3352,279,404SH DFND12,279,40400
BRANDYWINEGLOBAL GLOBAL INCOCOM10537L10452650,702SH DFND1 250,70200
BRIDGE BANCORP INCCOM1080351065,720224,439SH DFND1224,43900
BRIDGEPOINT EDUCATION INCCOM10807M1051,311187,120SH DFND1187,12000
BRIDGEPOINT EDUCATION INCCOM10807M105699,884SH DFND1 29,88400
BRIDGEWATER BANCSHARES INCCOM ACCD INV1086211031,464138,829SH DFND1138,82900
BRIGGS & STRATTONCOM1090431095,951455,022SH DFND1455,02200
BRIGHT HORIZONS FAMILY SOLUTCOM10919410061,726553,845SH DFND1553,84500
BRIGHTCOVECOM10921T1012,576365,943SH DFND1365,94300
BRIGHTCOVECOM10921T10135250,000SH DFND1 250,00000
BRIGHTHOUSE FINANCIAL INCCOM10922N10353,4311,755,585SH DFND11,748,95806,627
BRIGHTSPHERE INVESTMENT GROUSHSG1644T1093,004281,349SH DFND1278,75802,591
BRIGHTSPHERE INVESTMENT GROUSHSG1644T10995989,825SH DFND1 289,82500
BRIGHTVIEW HOLDINGS INCCOM10948C1072,604255,083SH DFND1255,08300
BRINKER INTERNATIONAL INCCOM10964110020,535466,930SH DFND1458,27408,656
BRINK'S CO/THECOM10969610435,004541,449SH DFND1530,975010,474
BRISTOL-MYERS SQUIBB COCOM1101221081,052,51620,283,071SH DFND120,194,181088,890
BRISTOL-MYERS SQUIBB COCOM1101221081,72933,268SH DFND1 233,26800
BRISTOW GROUP INCCOM110394103903371,709SH DFND1371,70900
BRITISH AMERICAN TOB-SP ADRSPONSORED ADR1104481071,51249,102SH DFND149,10200
BRIXMOR PROPERTY GROUP INCCOM11120U10569,6964,744,481SH DFND14,744,48100
BROADCOM INCCOM11135F1011,297,5155,111,460SH DFND15,069,586041,874
BROADCOM INCCOM11135F10194372SH DFND1 237200
BROADRIDGE FINANCIAL SOLUTIOCOM11133T103169,3421,762,038SH DFND11,755,64406,394
BROADWIND ENERGY INCCOM NEW11161T20710984,042SH DFND184,04200
BROOKDALE SENIOR LIVING INCCOM11246310413,3931,999,066SH DFND11,999,06600
BROOKFIELD ASSET MANAGE-CL ACL A LTD VT SH1125851043238,440SH DFND16,58501,855
BROOKFIELD PROPERTY PARTNERSUNIT LTD PARTNG162491072,761172,215SH DFND1171,7450470
BROOKFIELD PROPERTY REIT I-ACL A11282X1036,181385,508SH DFND1385,50800
BROOKFIELD REAL ASSETS INCOMSHS BEN INT11283010470637,025SH DFND1 237,02500
BROOKLINE BANCORP INCCOM11373M10713,014941,698SH DFND1941,69800
BROOKS AUTOMATION INCCOM11434010220,847796,306SH DFND1796,30600
BROWN & BROWN INCCOM11523610167,1372,436,055SH DFND12,387,519048,536
BROWN-FORMAN CORP-CLASS ACL A1156371006,014126,843SH DFND1126,84300
BROWN-FORMAN CORP-CLASS BCL B115637209127,9862,694,317SH DFND12,685,60108,716
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W20062124,000SH DFND124,00000
BRT APARTMENTS CORPCOM0556453032,971259,746SH DFND1259,74600
BRUKER CORPCOM11679410838,1451,281,347SH DFND11,281,34700
BRUKER CORPCOM11679410846515,620SH DFND1 215,62000
BRUNSWICK CORPCOM11704310939,677854,197SH DFND1836,249017,948
BRUNSWICK CORPCOM117043109731,587SH DFND1 21,58700
BRYN MAWR BANK CORPCOM1176651097,755225,456SH DFND1225,45600
BSB BANCORP INC/MACOM05573H1082,44186,997SH DFND186,99700
BSB BANCORP INC/MACOM05573H1081485,300SH DFND1 25,30000
BSQUARE CORPCOM NEW11776U3007951,409SH DFND151,40900
BT GROUP PLC-SPON ADRADR05577E10172347,609SH DFND147,0310578
BUCKLE INC/THECOM1184401066,373329,558SH DFND1329,55800
BUILD-A-BEAR WORKSHOP INCCOM12007610433384,534SH DFND184,53400
BUILDERS FIRSTSOURCE INCCOM12008R10713,9731,280,824SH DFND11,280,82400
BUNGE LTDCOMG1696210567,8821,271,178SH DFND11,271,17800
BUNGE LTDCOMG169621051,87035,000SH DFND1 235,00000
BURLINGTON STORES INCCOM122017106113,122695,872SH DFND1695,87200
BUSINESS FIRST BANCSHARESCOM12326C1052,667110,079SH DFND1110,07900
BWX TECHNOLOGIES INCCOM05605H10034,905913,031SH DFND1913,03100
BYLINE BANCORP INCCOM1244111092,869172,240SH DFND1172,24000
C & F FINANCIAL CORPCOM12466Q1041,56429,395SH DFND129,39500
C&J ENERGY SERVICES INCCOM12674R1008,994666,272SH DFND1666,27200
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209174,4632,077,841SH DFND12,070,57907,262
CABLE ONE INCCOM12685J10538,84547,367SH DFND146,34101,026
CABLE ONE INCCOM12685J105125153SH DFND1 215300
CABOT CORPCOM12705510125,924603,740SH DFND1591,319012,421
CABOT CORPCOM1270551012676,236SH DFND1 26,23600
CABOT MICROELECTRONICS CORPCOM12709P10332,404339,853SH DFND1339,85300
CABOT MICROELECTRONICS CORPCOM12709P1037187,532SH DFND1 27,53200
CABOT OIL & GAS CORPCOM127097103126,1595,654,486SH DFND15,631,886022,600
CACI INTERNATIONAL INC -CL ACL A12719030443,707303,462SH DFND1298,32005,142
CACI INTERNATIONAL INC -CL ACL A12719030432229SH DFND1 222900
CACTUS INC - ACL A12720310710,680389,641SH DFND1389,64100
CADENCE BANCORPCL A12739A10021,2001,263,456SH DFND11,263,45600
CADENCE DESIGN SYS INCCOM127387108196,8724,534,249SH DFND14,506,191028,058
CADENCE DESIGN SYS INCCOM127387108541,251SH DFND1 21,25100
CADIZ INCCOM NEW1275372072,712263,319SH DFND1263,31900
CAE INCCOM12476510826714,545SH DFND112,23902,306
CAE INCCOMSTK1247651084,115225,735SH DFND1225,73500
CAESARS ENTERTAINMENT CORPCOM12768610338,0725,607,102SH DFND15,607,10200
CAESARS ENTERTAINMENT CORPCOM12768610347570,000SH DFND1 270,00000
CAESARSTONE LTDORD SHSM205981041,397102,911SH DFND1102,91100
CAI INTERNATIONAL INCCOM12477X1064,226181,928SH DFND1181,92800
CALADRIUS BIOSCIENCES INCCOM NEW12805820316546,538SH DFND146,53800
CALAMP CORPCOM1281261095,198399,586SH DFND1399,58600
CALAMP CORPCOM12812610913910,694SH DFND1 210,69400
CALAVO GROWERS INCCOM12824610513,169180,500SH DFND1180,50000
CALERES INCCOM12950010412,833461,157SH DFND1461,15700
CALERES INCCOM1295001041063,823SH DFND1 23,82300
CALIFORNIA RESOURCES CORPCOM NEW13057Q2068,316488,053SH DFND1488,037016
CALIFORNIA WATER SERVICE GRPCOM13078810224,971523,951SH DFND1523,95100
CALITHERA BIOSCIENCES INCCOM13089P1011,398348,667SH DFND1348,66700
CALIX INCCOM13100M5098,560878,013SH DFND1878,01300
CALIX INCCOM13100M5091,020104,687SH DFND1 2104,68700
CALLAWAY GOLF COMPANYCOM13119310414,432943,292SH DFND1943,29200
CALLON PETROLEUM COCOM13123X10215,7852,432,225SH DFND12,385,109047,116
CAL-MAINE FOODS INCCOM NEW12803020214,704347,632SH DFND1347,3220310
CALUMET SPECIALTY PRODUCTSUT LTD PARTNER13147610310949,624SH DFND149,62400
CALYXT INCCOM13173L10795892,508SH DFND192,50800
CAMBREX CORPCOM13201110713,272351,499SH DFND1351,49900
CAMBREX CORPCOM132011107571,512SH DFND1 21,51200
CAMBRIDGE BANCORPCOM1321521093,35540,312SH DFND140,31200
CAMDEN NATIONAL CORPCOM1330341086,422178,557SH DFND1178,55700
CAMDEN PROPERTY TRUSTSH BEN INT133131102112,6651,280,202SH DFND11,260,939019,263
CAMDEN PROPERTY TRUSTSH BEN INT13313110236413SH DFND1 241300
CAMECO CORPCOMSTK13321L1083,649324,407SH DFND1324,40700
CAMPBELL SOUP COCOM13442910985,1592,585,673SH DFND12,575,175010,498
CAMPING WORLD HOLDINGS INC-ACL A13462K1093,768328,511SH DFND1328,51100
CAMTEK LTDORDM2079110512718,904SH DFND118,90400
CAN IMPERIAL BK OF COMMERCECOM1360691016068,136SH DFND17,7790357
CANADIAN NATL RAILWAY COCOM1363751021,10414,905SH DFND114,1690736
CANADIAN NATURAL RESOURCESCOM13638510128211,718SH DFND111,71800
CANADIAN PACIFIC RAILWAY LTDCOM13645T1004002,254SH DFND12,1000154
CANADIAN SOLAR INCCOM13663510983258,025SH DFND158,02500
CANCER GENETICS INCCOM13739U10453221,803SH DFND1221,80300
CANNAE HOLDINGS INCCOM13765N10713,234773,057SH DFND1773,05700
CANON INC-SPONS ADRSPONSORED ADR13800630979128,661SH DFND126,23802,423
CANOPY GROWTH CORPCOMSTK13803510079129,528SH DFND129,52800
CANTEL MEDICAL CORPCOM13809810830,251406,336SH DFND1398,82507,511
CAPITAL BANCORP INC/MDCOM13973710024721,684SH DFND121,68400
CAPITAL CITY BANK GROUP INCCOM1396741053,054131,621SH DFND1131,62100
CAPITAL ONE FINANCIAL CORPCOM14040H105472,9706,267,836SH DFND16,243,010024,826
CAPITAL ONE FINANCIAL CORPCOM14040H1055987,923SH DFND1 27,92300
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY1108210719392,437SH DFND192,43700
CAPITAL PRODUCT PARTNERS LPCOM UNIT LPY11082107391187,137SH DFND1 2187,13700
CAPITAL SENIOR LIVING CORPCOM1404751041,962288,634SH DFND1288,63400
CAPITAL SOUTHWEST CORPCOM14050110722211,586SH DFND111,58600
CAPITOL FEDERAL FINANCIAL INCOM14057J10120,7051,621,395SH DFND11,621,39500
CAPRI HOLDINGS LTDCOMG1890L10788,9852,350,050SH DFND12,342,17607,874
CAPRI HOLDINGS LTDCOMG1890L10745311,934SH DFND1 211,93400
CAPRICOR THERAPEUTICS INCCOM14070B10148118,686SH DFND1118,68600
CAPSTAR FINANCIAL HOLDINGS ICOM14070T10293863,728SH DFND163,72800
CAPSTEAD MORTGAGE CORPCOM NO PAR14067E5066,563984,100SH DFND1984,10000
CAPSTONE TURBINE CORPCOM NEW14067D409229382,557SH DFND1382,55700
CARA THERAPEUTICS INCCOM1407551094,787368,306SH DFND1368,30600
CARBO CERAMICS INCCOM140781105773222,243SH DFND1222,24300
CARBON BLACK INCCOM14081R1033,328248,041SH DFND1248,04100
CARBONITE INCCOM1413371059,225365,202SH DFND1365,20200
CARDINAL HEALTH INCCOM14149Y108185,0844,155,095SH DFND14,138,285016,810
CARDINAL HEALTH INCCOM14149Y10837836SH DFND1 283600
CARDIOVASCULAR SYSTEMS INCCOM14161910611,114390,130SH DFND1390,13000
CARDLYTICS INCCOM14161W10586680,016SH DFND180,01600
CARDTRONICS PLC - ASHS CL AG1991C10511,285434,060SH DFND1434,06000
CARE.COM INCCOM1416331075,647292,482SH DFND1292,48200
CARE.COM INCCOM141633107924,779SH DFND1 24,77900
CAREDX INCCOM14167L10310,047399,668SH DFND1399,66800
CAREER EDUCATION CORPCOM1416651099,173803,253SH DFND1803,25300
CARETRUST REIT INCCOM14174T10717,780963,183SH DFND1963,18300
CARGURUS INCCOM CL A14178810927,586817,868SH DFND1817,86800
CARGURUS INCCOM CL A1417881092096,199SH DFND1 26,19900
CARLISLE COS INCCOM14233910058,874585,700SH DFND1573,384012,316
CARLYLE GROUP/THECOM UTS LTD PTN14309L1021,40489,204SH DFND189,20400
CARMAX INCCOM143130102137,1812,190,864SH DFND12,181,71109,153
CARNIVAL CORPUNIT 99/99/9999143658300231,7594,710,218SH DFND14,687,858022,360
CARNIVAL CORPUNIT 99/99/999914365830038777SH DFND1 277700
CARNIVAL PLC-ADRADR14365C10351010,484SH DFND110,0840400
CARNIVAL PLC-ADRADR14365C10358812,074SH DFND1 212,07400
CAROLINA FINANCIAL CORPCOM1438731076,853231,619SH DFND1231,61900
CARPENTER TECHNOLOGYCOM14428510317,747498,395SH DFND1488,59309,802
CARPENTER TECHNOLOGYCOM1442851032326,537SH DFND1 26,53700
CARRIAGE SERVICES INCCOM1439051072,616168,808SH DFND1168,80800
CARRIZO OIL & GAS INCCOM14457710310,761953,179SH DFND1953,17900
CARROLS RESTAURANT GROUP INCCOM14574X1043,857392,064SH DFND1392,06400
CARS.COM INCCOM14575E10515,079701,350SH DFND1687,974013,376
CARS.COM INCCOM14575E1051436,665SH DFND1 26,66500
CARTER'S INCCOM14622910935,170430,909SH DFND1421,42209,487
CARVANA COCL A14686910210,973335,480SH DFND1335,48000
CAS MEDICAL SYSTEMS INCCOM PAR1247692094729,885SH DFND129,88500
CASA SYSTEMS INCCOM14713L1025,079386,842SH DFND1386,84200
CASELLA WASTE SYSTEMS INC-ACL A14744810413,112460,255SH DFND1460,25500
CASEY'S GENERAL STORES INCCOM14752810349,733388,122SH DFND1380,55107,571
CASI PHARMACEUTICALS INCCOM14757U1092,351584,970SH DFND1584,97000
CASS INFORMATION SYSTEMS INCCOM14808P1098,483160,299SH DFND1160,29900
CASTLE BRANDS INCCOM148435100726854,698SH DFND1854,69800
CASTLIGHT HEALTH INC-BCL B14862Q1001,730797,543SH DFND1797,54300
CASTLIGHT HEALTH INC-BCL B14862Q1006530,327SH DFND1 230,32700
CATABASIS PHARMACEUTICALS INCOM NEW14875P20612629,046SH DFND129,04600
CATALENT INCCOM14880610244,3641,422,860SH DFND11,392,779030,081
CATALYST BIOSCIENCES INCCOM NEW14888D2081,137144,175SH DFND1144,17500
CATALYST PHARMACEUTICALS INCCOM14888U1012,0421,063,768SH DFND11,063,76800
CATASYS INCCOM PAR14904950426528,315SH DFND128,31500
CATCHMARK TIMBER TRUST INC-ACL A14912Y2023,615509,290SH DFND1509,29000
CATERPILLAR INCCOM149123101890,3847,020,503SH DFND16,987,832032,671
CATERPILLAR INCCOM1491231012742,162SH DFND1 22,16200
CATHAY GENERAL BANCORPCOM14915010436,1171,077,167SH DFND11,061,287015,880
CATO CORP-CLASS ACL A1492051063,639255,065SH DFND1255,06500
CATO CORP-CLASS ACL A149205106876,116SH DFND1 26,11600
CAVCO INDUSTRIES INCCOM14956810713,395102,745SH DFND1102,74500
CB FINANCIAL SERVICES INCCOM12479G1011,26451,018SH DFND151,01800
CBIZ INCCOM12480510211,119564,454SH DFND1564,45400
CBIZ INCCOM12480510219987SH DFND1 298700
CBL & ASSOCIATES PROPERTIESCOM1248301004,3432,262,312SH DFND12,258,05204,260
CBL & ASSOCIATES PROPERTIESCOM1248301005428,497SH DFND1 228,49700
CBOE GLOBAL MARKETS INCCOM12503M108138,5721,419,004SH DFND11,413,12305,881
CBRE CLARION GL R/E INCOME FCOM12504G1001,187192,798SH DFND1 2192,79800
CBRE GROUP INC - ACL A12504L109161,6634,044,749SH DFND14,028,133016,616
CBS CORP-CLASS B NON VOTINGCL B124857202189,4154,340,120SH DFND14,322,263017,857
CBS CORP-CLASS B NON VOTINGCL B1248572021,42032,500SH DFND1 232,50000
CBTX INCCOM12481V1046,608224,766SH DFND1224,76600
CDK GLOBAL INCCOM12508E10161,2501,280,021SH DFND11,253,035026,986
CDK GLOBAL INCCOM12508E1011703,560SH DFND1 23,56000
CDW CORP/DECOM12514G108129,4451,598,078SH DFND11,598,07800
CECO ENVIRONMENTAL CORPCOM1251411012,073307,172SH DFND1307,17200
CEDAR REALTY TRUST INCCOM NEW1506022092,981949,529SH DFND1949,52900
CELANESE CORPCOM150870103163,7561,823,172SH DFND11,816,16107,011
CELCUITY INCCOM15102K10084035,035SH DFND135,03500
CELESTICA INCCOMSTK15101Q108485,518SH DFND15,51800
CELESTICA INCCOMSTK15101Q10816318,678SH DFND1 218,67800
CELGENE CORPCOM151020104635,5029,931,692SH DFND19,861,559070,133
CELGENE CORPCOM15102010467710,575SH DFND1 210,57500
CELLDEX THERAPEUTICS INCCOM15117B1032211,119,913SH DFND11,119,6370276
CELLULAR BIOMEDICINE GROUP ICOM NEW15117P1022,226126,067SH DFND1126,06700
CEL-SCI CORPCOM PAR NEW150837607328114,469SH DFND1114,46900
CELSION CORPCOM PAR NEW15117N5037754,718SH DFND154,71800
CELSIUS HOLDINGS INCCOM NEW15118V207607175,212SH DFND1175,21200
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW151290889102,168SH DFND1002,168
CEMEX SAB-SPONS ADR PART CERSPON ADR NEW15129088918337,990SH DFND1 237,99000
CEMTREX INCCOM PAR $.00115130G3032035,054SH DFND135,05400
CENOVUS ENERGY INCCOMSTK15135U1095,968855,309SH DFND1855,30900
CENTENE CORPCOM15135B101331,9692,883,859SH DFND12,873,096010,763
CENTENNIAL RESOURCE DEVELO-ACL A15136A10221,9581,992,598SH DFND11,992,59800
CENTENNIAL RESOURCE DEVELO-ACL A15136A1029885SH DFND1 288500
CENTERPOINT ENERGY INCCOM15189T107200,9937,131,126SH DFND17,102,250028,876
CENTERSTATE BANK CORPCOM15201P10918,569882,603SH DFND1882,60300
CENTRAL EUROPEAN MEDIA ENT-ACL A NEWG200452022,8891,039,354SH DFND11,039,35400
CENTRAL GARDEN & PET COCOM1535271061,62947,314SH DFND147,31400
CENTRAL GARDEN AND PET CO-ACL A NON-VTG15352720517,271552,672SH DFND1552,596076
CENTRAL PACIFIC FINANCIAL COCOM NEW1547604097,758318,635SH DFND1318,63500
CENTRAL SECURITIES CORPCOM1551231022,45498,848SH DFND1 298,84800
CENTRAL VALLEY COMM BANCORPCOM1556851002,177115,407SH DFND1115,40700
CENTRIC BRANDS INCCOM15644G10432795,510SH DFND195,51000
CENTRUS ENERGY CORP-CLASS ACL A15643U1043722,164SH DFND122,16400
CENTURY ALUMINUM COMPANYCOM1564311084,092559,915SH DFND1559,1400775
CENTURY ALUMINUM COMPANYCOM156431108202,846SH DFND1 22,84600
CENTURY BANCORP INC -CL ACL A NON VTG1564321061,98429,306SH DFND129,30600
CENTURY CASINOS INCCOM1564921002,060278,783SH DFND1278,78300
CENTURY COMMUNITIES INCCOM1565043004,991289,221SH DFND1289,22100
CENTURYLINK INCCOM156700106201,52313,305,449SH DFND113,254,379051,070
CERAGON NETWORKS LTDORDM2201310213736,506SH DFND136,50600
CERECOR INCCOM15671L10930694,990SH DFND194,99000
CERIDIAN HCM HOLDING INCCOM15677J10811,361329,421SH DFND1329,42100
CERNER CORPCOM156782104247,9974,736,412SH DFND14,703,646032,766
CERNER CORPCOM15678210459611,381SH DFND1 211,38100
CERUS CORPCOM1570851017,6561,510,199SH DFND11,510,19900
CERUS CORPCOM157085101295,893SH DFND1 25,89300
CESCA THERAPEUTICS INCCOM NEW157131202418,295SH DFND118,29500
CEVA INCCOM1572101055,432245,934SH DFND1245,93400
CF INDUSTRIES HOLDINGS INCCOM125269100174,6104,018,359SH DFND14,005,662012,697
CF INDUSTRIES HOLDINGS INCCOM1252691001583,642SH DFND1 23,64200
CGI GROUP INC - CLASS ACL A SUB VTG39945C1092073,393SH DFND12,9740419
CGI GROUP INC - CLASS ACOMSTK39945C10916,568272,549SH DFND1272,54900
CGI GROUP INC - CLASS ACOMSTK39945C109891,461SH DFND1 21,46100
CHAMPIONS ONCOLOGY INCCOM NEW15870P30731440,319SH DFND140,31900
CHANGYOU.COM LTD-ADRADS REP CL A15911M10725213,818SH DFND113,81800
CHANGYOU.COM LTD-ADRADS REP CL A15911M1071,61688,409SH DFND1 288,40900
CHANNELADVISOR CORPCOM1591791003,076271,091SH DFND1271,09100
CHAPARRAL ENERGY INC-CLASS ACOM CL A15942R2081,124228,582SH DFND1228,58200
CHARAH SOLUTIONS INCCOM15957P10542350,767SH DFND150,76700
CHARLES & COLVARD LTDCOM1597651064149,187SH DFND149,18700
CHARLES RIVER LABORATORIESCOM15986410751,665456,487SH DFND1446,54109,946
CHARLES RIVER LABORATORIESCOM1598641071171,042SH DFND1 21,04200
CHART INDUSTRIES INCCOM PAR $0.0116115Q30822,837351,182SH DFND1351,18200
CHARTER COMMUNICATIONS INC-ACL A16119P108630,9802,218,112SH DFND12,198,005020,107
CHASE CORPCOM16150R1048,11981,154SH DFND181,15400
CHASERG TECHNOLOGY ACQUISITIUNIT 09/30/202316166A2022,482250,000SH DFND1 2250,00000
CHATHAM LODGING TRUSTCOM16208T10210,998622,074SH DFND1622,07400
CHECK POINT SOFTWARE TECHORDM2246510458,866574,266SH DFND1566,91907,347
CHECK POINT SOFTWARE TECHORDM224651041191,163SH DFND1 21,16300
CHECKPOINT THERAPEUTICS INCCOM16282810710356,959SH DFND156,95900
CHEESECAKE FACTORY INC/THECOM16307210122,404514,917SH DFND1506,28708,630
CHEESECAKE FACTORY INC/THECOM16307210133771SH DFND1 277100
CHEETAH MOBILE INC - ADRADR16307510445173,923SH DFND1 273,92300
CHEFS' WAREHOUSE INC/THECOM1630861018,065252,217SH DFND1252,21700
CHEGG INCCOM16309210933,1101,165,047SH DFND11,165,04700
CHEGG INCCOM1630921091936,822SH DFND1 26,82200
CHEMBIO DIAGNOSTICS INCCOM NEW16357220944378,318SH DFND178,31800
CHEMED CORPCOM16359R10350,963179,904SH DFND1176,59103,313
CHEMICAL FINANCIAL CORPCOM16373110229,988819,146SH DFND1804,362014,784
CHEMICAL FINANCIAL CORPCOM163731102852,343SH DFND1 22,34300
CHEMOCENTRYX INCCOM16383L1063,545325,021SH DFND1324,3140707
CHEMOCENTRYX INCCOM16383L106978,896SH DFND1 28,89600
CHEMOURS CO/THECOM16385110848,5401,721,196SH DFND11,685,365035,831
CHEMOURS CO/THECOM16385110836612,974SH DFND1 212,97400
CHEMUNG FINANCIAL CORPCOM1640241011,24730,202SH DFND130,20200
CHENIERE ENERGY INCCOM NEW16411R208119,7412,024,362SH DFND12,024,36200
CHEROKEE INCCOM16444H1023671,633SH DFND171,63300
CHERRY HILL MORTGAGE INVESTMCOM1646511014,658265,611SH DFND1265,61100
CHESAPEAKE ENERGY CORPCOM16516710718,4448,783,118SH DFND18,594,0560189,062
CHESAPEAKE ENERGY CORPCOM165167107913434,844SH DFND1 2434,84400
CHESAPEAKE LODGING TRUSTSH BEN INT16524010223,268955,576SH DFND1955,57600
CHESAPEAKE UTILITIES CORPCOM16530310813,983171,997SH DFND1171,99700
CHEVRON CORPCOM1667641002,635,63524,266,556SH DFND124,162,7500103,806
CHF SOLUTIONS INCCOM NEW12542Q7061328,458SH DFND128,45800
CHIASMA INCCOM16706W10213644,047SH DFND144,04700
CHICO'S FAS INCCOM1686151027,3221,302,885SH DFND11,302,5850300
CHILDREN'S PLACE INC/THECOM16890510717,774197,300SH DFND1197,30000
CHILDREN'S PLACE INC/THECOM16890510710121SH DFND1 212100
CHIMERA INVESTMENT CORPCOM NEW16934Q20846,0712,574,725SH DFND12,569,20905,516
CHIMERIX INCCOM16934W1061,658645,273SH DFND1645,27300
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1053213,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151041,85324,416SH DFND124,41600
CHINA COMMERCIAL CREDIT INCCOM16955B106311,141SH DFND111,14100
CHINA HGS REAL ESTATE INCCOM16948W1001313,939SH DFND113,93900
CHINA INTERNET NATIONWIDE FISHSG2120A1011011,616SH DFND111,61600
CHINA NATURAL RESOURCES INCCOMG2110U1091811,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1074626,293SH DFND126,29300
CHINA YUCHAI INTL LTDCOMG210821051,00981,179SH DFND1 281,17900
CHIPOTLE MEXICAN GRILL INCCOM169656105133,373309,442SH DFND1308,16001,282
CHIPOTLE MEXICAN GRILL INCCOM169656105232538SH DFND1 253800
CHOICE HOTELS INTL INCCOM16990510622,425313,296SH DFND1313,267029
CHRISTOPHER & BANKS CORPCOM17104610593200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW1710774071,189346,723SH DFND1346,72300
CHUBB LTDCOMH1467J104726,1215,631,484SH DFND15,607,163024,321
CHURCH & DWIGHT CO INCCOM171340102223,4703,403,820SH DFND13,390,914012,906
CHURCHILL DOWNS INCCOM17148410836,670150,324SH DFND1147,85302,471
CHURCHILL DOWNS INCCOM17148410825106SH DFND1 210600
CHUY'S HOLDINGS INCCOM1716041013,343188,447SH DFND1188,44700
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910476730,543SH DFND1 230,54300
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601422118,567SH DFND1110,34108,226
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40713717,566SH DFND116,7660800
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40758975,273SH DFND1 275,27300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10211314,122SH DFND112,84301,279
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A1022,010249,181SH DFND1 2249,18100
CIDARA THERAPEUTICS INCCOM17175710714662,280SH DFND162,28000
CIENA CORPCOM NEW17177930960,0051,769,554SH DFND11,740,194029,360
CIGNA CORPCOM125523100936,3244,938,744SH DFND14,918,053020,691
CIGNA CORPCOM12552310081429SH DFND1 242900
CIM COMMERCIAL TRUST CORPCOM1255251051,38591,289SH DFND191,28900
CIMAREX ENERGY COCOM17179810178,6671,278,191SH DFND11,273,17905,012
CIMPRESS NVSHS EURON2014610110,28199,413SH DFND199,41300
CINCINNATI BELL INCCOM NEW1718715024,239544,863SH DFND1544,86300
CINCINNATI BELL INCCOM NEW171871502015SH DFND1 21500
CINCINNATI FINANCIAL CORPCOM172062101172,2452,228,263SH DFND12,220,03008,233
CINEDIGM CORP - ACOM NEW1724062091629,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10241,2941,153,475SH DFND11,131,477021,998
CINTAS CORPCOM172908105195,8451,167,801SH DFND11,158,23509,566
CINTAS CORPCOM172908105127761SH DFND1 276100
CIRCOR INTERNATIONAL INCCOM17273K1094,156195,136SH DFND1195,13600
CIRRUS LOGIC INCCOM17275510027,036814,830SH DFND1802,446012,384
CISCO SYSTEMS INCCOM17275R1022,789,37464,471,651SH DFND164,014,0190457,632
CISCO SYSTEMS INCCOM17275R1021,49134,427SH DFND1 234,42700
CISION LTDSHSG1992S1098,282707,945SH DFND1707,94500
CIT GROUP INCCOM NEW12558180147,5551,243,400SH DFND11,243,40000
CIT GROUP INCCOM NEW125581801762,000SH DFND1 22,00000
CITI TRENDS INCCOM17306X1023,176155,777SH DFND1155,77700
CITI TRENDS INCCOM17306X10262530,672SH DFND1 230,67200
CITIGROUP INCCOM NEW1729674241,561,20130,039,886SH DFND129,908,7290131,157
CITIZENS & NORTHERN CORPCOM1729221062,719102,909SH DFND1102,90900
CITIZENS COMMUNITY BANCORP ICOM17490310421119,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105186,8966,297,207SH DFND16,272,682024,525
CITIZENS FINANCIAL GROUPCOM1746101051525,118SH DFND1 25,11800
CITIZENS FIRST CORPCOM17462Q10731614,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510229013,960SH DFND113,96000
CITIZENS INCCL A1747401003,619481,328SH DFND1481,32800
CITRIX SYSTEMS INCCOM177376100203,2311,986,493SH DFND11,973,445013,048
CITY HOLDING COCOM17783510513,220195,596SH DFND1195,59600
CITY OFFICE REIT INCCOM1785871014,088398,904SH DFND1398,90400
CITY OFFICE REIT INCCOM178587101191,938SH DFND1 21,93800
CIVISTA BANCSHARES INCCOM NO PAR1788671072,388137,119SH DFND1137,11900
CIVITAS SOLUTIONS INCCOM17887R1023,091176,580SH DFND1176,58000
CIVITAS SOLUTIONS INCCOM17887R1021317,534SH DFND1 27,53400
CLARUS CORPCOM18270P1092,414238,574SH DFND1238,57400
CLEAN ENERGY FUELS CORPCOM1844991012,7681,609,843SH DFND11,609,84300
CLEAN HARBORS INCCOM18449610724,807502,684SH DFND1492,145010,539
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1091,906367,351SH DFND1365,83001,521
CLEARBRIDGE ENERGY MIDSTREAMCOM18469P10031740,646SH DFND1 240,64600
CLEARFIELD INCCOM18482P1031,110111,925SH DFND1111,92500
CLEARONE INCCOM18506U1044738,214SH DFND138,21400
CLEARSIDE BIOMEDICAL INCCOM185063104324303,512SH DFND1303,51200
CLEARSIGN COMBUSTION CORPCOM185064102154151,477SH DFND1151,47700
CLEARWATER PAPER CORPCOM18538R1034,208172,674SH DFND1172,67400
CLEARWAY ENERGY INC-ACL A18539C10510,197602,686SH DFND1602,1750511
CLEARWAY ENERGY INC-CCL C18539C20413,978810,360SH DFND1804,94305,417
CLEMENTIA PHARMACEUTICALS INCOM18557510747740,638SH DFND140,63800
CLEVELAND BIOLABS INCCOM NEW1858602021616,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910124,2123,148,509SH DFND13,147,33801,171
CLIPPER REALTY INCCOM18885T3061,586121,373SH DFND1121,37300
CLOROX COMPANYCOM189054109292,3471,899,544SH DFND11,892,55306,991
CLOUD PEAK ENERGY INCCOM18911Q102284777,682SH DFND1777,68200
CLOUDERA INCCOM18914U10013,2801,200,808SH DFND11,200,80800
CLOUDERA INCCOM18914U100141,278SH DFND1 21,27800
CLOVIS ONCOLOGY INCCOM18946410010,273572,004SH DFND1571,9030101
CM FINANCE INCCOM12574Q1036310,178SH DFND110,17800
CME GROUP INCCOM CL A12572Q105885,7764,715,269SH DFND14,695,619019,650
CMS ENERGY CORPCOM125896100185,2373,737,438SH DFND13,722,588014,850
CNA FINANCIAL CORPCOM12611710011,680264,556SH DFND1264,55600
CNB FINANCIAL CORP/PACOM1261281073,351146,032SH DFND1146,03200
CNO FINANCIAL GROUP INCCOM12621E10326,0711,752,094SH DFND11,718,028034,066
CNO FINANCIAL GROUP INCCOM12621E103211,446SH DFND1 21,44600
CNOOC LTD-SPON ADRSPONSORED ADR1261321094512,959SH DFND12,95900
CNP 7 09/01/21 S-BDEP RP PFD CV B15189T50317,612350,000PRN DFND1 2350,00000
CNX RESOURCES CORPCOM12653C10822,8371,999,815SH DFND11,957,686042,129
COASTAL FINANCIAL CORP/WACOM NEW19046P20938725,438SH DFND125,43800
COCA-COLA CO/THECOM1912161002,200,72646,561,672SH DFND146,352,6840208,988
COCA-COLA CONSOLIDATED INCCOM19109810210,59359,721SH DFND159,72100
COCA-COLA EUROPEAN PARTNERSSHSG2583910436,317795,866SH DFND1795,2660600
COCA-COLA EUROPEAN PARTNERSSHSG258391041483,239SH DFND1 23,23900
CODEXIS INCCOM1920051069,131546,825SH DFND1544,39402,431
CODEXIS INCCOM19200510632719,638SH DFND1 219,63800
CO-DIAGNOSTICS INCCOM1897631057048,285SH DFND148,28500
CODORUS VALLEY BANCORP INCCOM1920251041,64577,426SH DFND177,42600
COEUR MINING INCCOM NEW1921085049,3882,100,322SH DFND12,100,32200
COFFEE HOLDING CO INCCOM1921761057822,341SH DFND122,34100
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30221,135467,491SH DFND1467,49100
COGNEX CORPCOM19242210376,6071,982,117SH DFND11,946,504035,613
COGNIZANT TECH SOLUTIONS-ACL A192446102457,1737,215,023SH DFND17,157,405057,618
COGNIZANT TECH SOLUTIONS-ACL A1924461021251,979SH DFND1 21,97900
COHBAR INCCOM19249J109844271,648SH DFND1271,64800
COHEN & STEERS INCCOM19247A1008,286241,434SH DFND1241,43400
COHERENT INCCOM19247910327,834263,309SH DFND1258,26405,045
COHERENT INCCOM1924791031181,120SH DFND1 21,12000
COHERUS BIOSCIENCES INCCOM19249H1035,705630,475SH DFND1630,47500
COHU INCCOM1925761067,319455,453SH DFND1455,45300
COLFAX CORPCOM19401410618,325876,805SH DFND1876,80500
COLFAX CORPCOM1940141061,28561,515SH DFND1 261,51500
COLGATE-PALMOLIVE COCOM194162103626,20010,540,277SH DFND110,493,605046,672
COLLECTORS UNIVERSECOM NEW19421R20062254,803SH DFND154,80300
COLLEGIUM PHARMACEUTICAL INCCOM19459J1045,450317,449SH DFND1316,41901,030
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931071,73531,459SH DFND131,45900
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931071362,475SH DFND1 22,47500
COLONY CAPITAL INCCL A COM19626G10822,3844,783,039SH DFND14,782,4750564
COLONY CREDIT REAL ESTATE INCOM CL A19625T10114,279904,317SH DFND1904,31700
COLUMBIA BANKING SYSTEM INCCOM19723610230,314835,332SH DFND1835,33200
COLUMBIA FINANCIAL INCCOM1976411039,608628,447SH DFND1628,44700
COLUMBIA PROPERTY TRUST INCCOM NEW19828720329,4451,521,738SH DFND11,521,73800
COLUMBIA SPORTSWEAR COCOM19851610629,519351,041SH DFND1351,04100
COLUMBUS MCKINNON CORP/NYCOM1993331057,411245,917SH DFND1245,91700
COMCAST CORP-CLASS ACL A20030N1012,165,12763,690,016SH DFND163,228,9450461,071
COMCAST CORP-CLASS ACL A20030N1013239,487SH DFND1 29,48700
COMERICA INCCOM200340107152,3422,221,559SH DFND12,213,08408,475
COMERICA INCCOM2003401076189,001SH DFND1 29,00100
COMFORT SYSTEMS USA INCCOM19990810417,832408,253SH DFND1408,25300
COMFORT SYSTEMS USA INCCOM199908104932,150SH DFND1 22,15000
COMMERCE BANCSHARES INCCOM20052510361,2421,086,439SH DFND11,065,897020,542
COMMERCIAL METALS COCOM20172310319,7121,230,523SH DFND11,206,182024,341
COMMERCIAL VEHICLE GROUP INCCOM2026081051,927338,139SH DFND1338,13900
COMMERCIAL VEHICLE GROUP INCCOM20260810513022,867SH DFND1 222,86700
COMMSCOPE HOLDING CO INCCOM20337X10934,0692,079,924SH DFND12,079,92400
COMMSCOPE HOLDING CO INCCOM20337X10920312,402SH DFND1 212,40200
COMMUNICATIONS SYSTEMS INCCOM2039001055326,344SH DFND126,34400
COMMUNITY BANK SYSTEM INCCOM20360710632,320554,374SH DFND1554,37400
COMMUNITY BANKERS TRUST CORPCOM2036121062,108292,053SH DFND1292,05300
COMMUNITY FINANCIAL CORP/THECOM20368X1011,19340,826SH DFND140,82600
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,2531,153,879SH DFND11,153,87900
COMMUNITY HEALTHCARE TRUST ICOM20369C1065,585193,745SH DFND1193,74500
COMMUNITY TRUST BANCORP INCCOM2041491088,233207,875SH DFND1207,87500
COMMVAULT SYSTEMS INCCOM20416610229,140493,161SH DFND1485,11508,046
COMMVAULT SYSTEMS INCCOM2041661021442,444SH DFND1 22,44400
COMPASS MINERALS INTERNATIONCOM20451N10115,055361,138SH DFND1354,14006,998
COMPUGEN LTDORDM257221055525,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061033,327132,584SH DFND1132,1110473
COMPUTER TASK GROUP INCCOM20547710230574,797SH DFND174,79700
COMSCORE INCCOM20564W1055,473379,294SH DFND1379,29400
COMSTOCK MINING INCCOM NEW205750201756,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM20576830238585,053SH DFND185,05300
COMTECH TELECOMMUNICATIONSCOM NEW2058262097,496308,006SH DFND1307,957049
COMTECH TELECOMMUNICATIONSCOM NEW205826209773,182SH DFND1 23,18200
CONAGRA BRANDS INCCOM205887102145,9816,845,346SH DFND16,818,893026,453
CONAGRA BRANDS INCCOM205887102713,333SH DFND1 23,33300
CONATUS PHARMACEUTICALS INCCOM20600T108360208,346SH DFND1207,3650981
CONCERT PHARMACEUTICALS INCCOM2060221052,602207,397SH DFND1207,39700
CONCHO RESOURCES INCCOM20605P101261,4592,548,154SH DFND12,537,658010,496
CONCRETE PUMPING HOLDIN-CW24*W EXP 08/01/2022067041161,6522,118,966SH DFND1 22,118,96600
CONDUENT INCCOM20678710322,6692,132,564SH DFND12,132,56400
CONFORMIS INCCOM20717E101104291,785SH DFND1291,78500
CONIFER HOLDINGS INCCOM20731J1025716,566SH DFND116,56600
CONMED CORPCOM20741010119,052296,766SH DFND1296,76600
CONNECTICUT WATER SVC INCCOM2077971019,671144,631SH DFND1144,63100
CONNECTICUT WATER SVC INCCOM2077971011352,020SH DFND1 22,02000
CONNECTONE BANCORP INCCOM20786W1076,423347,755SH DFND1347,75500
CONN'S INCCOM2082421075,605297,233SH DFND1297,23300
CONN'S INCCOM2082421073181SH DFND1 218100
CONOCOPHILLIPSCOM20825C104939,96215,101,806SH DFND115,040,578061,228
CONOCOPHILLIPSCOM20825C1043926,299SH DFND1 26,29900
CONS TOMOKA LAND CO-FLORIDACOM2102261062,44346,541SH DFND146,54100
CONSOL COAL RESOURCES LPCOM UNIT20855T10061137,242SH DFND1 237,24200
CONSOL ENERGY INCCOM20854L1089,236291,272SH DFND1291,27200
CONSOL ENERGY INCCOM20854L10827856SH DFND1 285600
CONSOLIDATED COMMUNICATIONSCOM2090341077,886798,187SH DFND1798,18700
CONSOLIDATED EDISON INCCOM209115104340,4744,460,033SH DFND14,443,707016,326
CONSOLIDATED WATER CO-ORD SHORDG2377310761352,653SH DFND152,65300
CONSTELLATION ALPHA CAP-CW22*W EXP 03/23/202G2379F11658554,272SH DFND1 2554,27200
CONSTELLATION BRANDS INC-ACL A21036P108310,8791,936,880SH DFND11,928,17208,708
CONSTELLATION BRANDS INC-ACL A21036P10830190SH DFND1 219000
CONSTELLATION PHARMACEUTICALCOM2103731065513,735SH DFND113,73500
CONSTRUCTION PARTNERS INC-ACOM CL A21044C10762370,571SH DFND170,57100
CONSUMER PORTFOLIO SERVICESCOM210502100334111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM210751103767160,947SH DFND1160,94700
CONTANGO OIL & GASCOM NEW21075N204550169,257SH DFND1169,25700
CONTINENTAL BUILDING PRODUCTCOM2111711039,768383,832SH DFND1383,83200
CONTINENTAL BUILDING PRODUCTCOM21117110332012,600SH DFND1 212,60000
CONTINENTAL RESOURCES INC/OKCOM21201510130,562761,022SH DFND1761,02200
CONTINENTAL RESOURCES INC/OKCOM2120151013298,190SH DFND1 28,19000
CONTRAFECT CORPCOM212326102578377,908SH DFND1377,90800
CONTRAVIR PHARMACEUTICALS INCOM NEW21234W2021762,817SH DFND162,81700
CONTROL4 CORPCOM21240D1075,397306,660SH DFND1306,66000
CONTURA ENERGY INCCOM21241B1002,79542,518SH DFND142,51800
CONTURA ENERGY INCCOM21241B10084812,909SH DFND1 212,90900
CONVERGEONE HOLDINGS INCCOM CL A2124811053,575288,795SH DFND1288,79500
CONVERGEONE HOLDINGS INCCOM CL A21248110513110,648SH DFND1 210,64800
COOL HOLDINGS INCCOM21640C1052814,861SH DFND114,86100
COOPER COS INC/THECOM NEW216648402183,414721,796SH DFND1719,22002,576
COOPER TIRE & RUBBERCOM21683110717,092528,682SH DFND1528,68200
COOPER-STANDARD HOLDINGCOM21676P10312,438200,236SH DFND1200,23600
COOPER-STANDARD HOLDINGCOM21676P1032473,991SH DFND1 23,99100
COPA HOLDINGS SA-CLASS ACL AP310761056,66884,718SH DFND184,4750243
COPART INCCOM217204106149,5013,133,656SH DFND13,122,862010,794
CORBUS PHARMACEUTICALS HOLDICOM21833P1033,169542,722SH DFND1542,72200
CORCEPT THERAPEUTICS INCCOM21835210215,6981,175,034SH DFND11,175,03400
CORE LABORATORIES N.V.COMN2271710719,835332,479SH DFND1323,33109,148
CORE MOLDING TECHNOLOGIES INCOM21868310029241,150SH DFND141,15000
CORECIVIC INCCOM21871N10127,2331,527,411SH DFND11,502,854024,557
CORECIVIC INCCOM21871N10149827,948SH DFND1 227,94800
CORELOGIC INCCOM21871D10327,820832,461SH DFND1814,595017,866
CORELOGIC INCCOM21871D10345413,609SH DFND1 213,60900
CORE-MARK HOLDING CO INCCOM21868110415,816680,290SH DFND1680,29000
CORE-MARK HOLDING CO INCCOM21868110413577SH DFND1 257700
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5024,360131,827SH DFND1130,67901,148
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U50218562SH DFND1 256200
COREPOINT LODGING INCCOM21872L1046,675544,944SH DFND1544,94400
COREPOINT LODGING INCCOM21872L104443,629SH DFND1 23,62900
CORESITE REALTY CORPCOM21870Q10530,143345,559SH DFND1337,96507,594
CORINDUS VASCULAR ROBOTICS ICOM218730109502598,124SH DFND1598,12400
CORMEDIX INCCOM21900C100886687,593SH DFND1687,59300
CORNERSTONE ONDEMAND INCCOM21925Y10330,335601,546SH DFND1601,54600
CORNERSTONE ONDEMAND INCCOM21925Y1034418,748SH DFND1 28,74800
CORNING INCCOM219350105325,20910,778,841SH DFND110,735,133043,708
CORNING INCCOM219350105146SH DFND1 24600
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10828,3891,349,969SH DFND11,327,469022,500
CORREVIO PHARMA CORPCOM22026V1058433,798SH DFND133,79800
CORVEL CORPCOM22100610911,401184,726SH DFND1184,72600
CORVEL CORPCOM2210061091,00616,307SH DFND1 216,30700
CORVUS PHARMACEUTICALS INCCOM221015100559152,361SH DFND1152,36100
COSAN LTD-CLASS A SHARESSHS AG2534310772482,352SH DFND1 282,35200
COSTAMARE INCSHSY1771G102745169,853SH DFND1168,9890864
COSTAMARE INCSHSY1771G102317,088SH DFND1 27,08800
COSTAR GROUP INCCOM22160N109112,783334,570SH DFND1334,57000
COSTAR GROUP INCCOM22160N109246732SH DFND1 273200
COSTCO WHOLESALE CORPCOM22160K1051,227,5116,034,947SH DFND15,991,160043,787
COSTCO WHOLESALE CORPCOM22160K1052461,208SH DFND1 21,20800
COTY INC-CL ACOM CL A22207020340,1186,126,184SH DFND16,102,564023,620
COUNTY BANCORP INCCOM22190710882247,347SH DFND147,34700
COUPA SOFTWARE INCCOM22266L10637,349594,169SH DFND1593,16301,006
COUPA SOFTWARE INCCOM22266L1062443,884SH DFND1 23,88400
COUSINS PROPERTIES INCCOM22279510643,9905,568,415SH DFND15,481,548086,867
COUSINS PROPERTIES INCCOM222795106354,505SH DFND1 24,50500
COVANTA HOLDING CORPCOM22282E10216,6861,243,392SH DFND11,242,5110881
COVENANT TRANSPORT GRP-CL ACL A22284P1052,703140,828SH DFND1140,82800
COVENANT TRANSPORT GRP-CL ACL A22284P1051326,892SH DFND1 26,89200
COVIA HOLDINGS CORPCOM22305A1031,130330,598SH DFND1330,59800
COWEN INCCL A NEW2236226064,295322,029SH DFND1322,02900
COWEN INCCL A NEW22362260613910,440SH DFND1 210,44000
CPI AEROSTRUCTURES INCCOM NEW12591930836958,040SH DFND158,04000
CPI CARD GROUP INCCOM NEW12634H2004620,190SH DFND120,0190171
CRA INTERNATIONAL INCCOM12618T1053,84690,409SH DFND190,40900
CRA INTERNATIONAL INCCOM12618T10537891SH DFND1 289100
CRACKER BARREL OLD COUNTRYCOM22410J10651,245319,693SH DFND1314,57205,121
CRAFT BREW ALLIANCE INCCOM2241221011,809126,479SH DFND1126,47900
CRANE COCOM22439910535,654493,972SH DFND1482,673011,299
CRAWFORD & CO -CL BCL B2246331071,460162,272SH DFND1162,27200
CRAY INCCOM NEW22522330411,128515,429SH DFND1515,42900
CREDICORP LTDCOMG2519Y10832,173146,101SH DFND1145,9250176
CREDIT ACCEPTANCE CORPCOM22531010152,931138,652SH DFND1138,65200
CREDIT SUISSE ASSET MGMT INCCOM22491610616158,426SH DFND1 258,42600
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110840036,893SH DFND135,58901,304
CREE INCCOM22544710149,5741,158,960SH DFND11,137,737021,223
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610640233,114SH DFND133,11400
CRH PLC-SPONSORED ADRADR12626K20359122,444SH DFND121,4620982
CRINETICS PHARMACEUTICALS INCOM22663K1072,26875,653SH DFND175,65300
CRISPR THERAPEUTICS AGNAMEN AKTH1718210899934,973SH DFND134,97300
CRITEO SA-SPON ADRSPONS ADS22671810497943,105SH DFND143,10500
CRITEO SA-SPON ADRSPONS ADS22671810423610,401SH DFND1 210,40100
CROCS INCCOM22704610925,572984,324SH DFND1984,32400
CROCS INCCOM2270461091,06140,876SH DFND1 240,87600
CROSS COUNTRY HEALTHCARE INCCOM2274831042,752375,501SH DFND1375,50100
CROSS COUNTRY HEALTHCARE INCCOM227483104608,294SH DFND1 28,29400
CROWN CASTLE INTL CORPCOM22822V101534,4364,929,209SH DFND14,907,343021,866
CROWN CRAFTS INCCOM2283091006011,112SH DFND111,11200
CROWN HOLDINGS INCCOM22836810650,8711,224,664SH DFND11,224,66400
CRYOLIFE INCCOM22890310010,408366,746SH DFND1366,74600
CRYOPORT INCCOM PAR $0.0012290503073,337302,544SH DFND1302,54400
CSG SYSTEMS INTL INCCOM12634910916,978534,426SH DFND1534,42600
CSI COMPRESSCO LPCOM UNIT12637A1039039,094SH DFND139,09400
CSS INDUSTRIES INCCOM12590610750656,455SH DFND156,45500
CSW INDUSTRIALS INCCOM1264021068,845182,940SH DFND1182,94000
CSX CORPCOM126408103644,15810,386,221SH DFND110,302,808083,413
CSX CORPCOM12640810336581SH DFND1 258100
CTI BIOPHARMA CORPCOM NEW12648L601464632,727SH DFND1632,72700
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB217,55917,713,000PRN DFND1 217,713,00000
CTRIP.COM INTERNATIONAL-ADRAMERICAN DEP SHS22943F10028,4571,057,250SH DFND11,033,592023,658
CTS CORPCOM1265011059,076350,578SH DFND1350,57800
CUBESMART COM22966310966,6422,322,854SH DFND12,322,85400
CUBIC CORPCOM22966910616,084299,293SH DFND1299,29300
CUE BIOPHARMA INCCOM22978P106615130,961SH DFND1130,96100
CUI GLOBAL INCCOM NEW126576206149121,210SH DFND1121,21000
CULLEN/FROST BANKERS INCCOM22989910953,761611,344SH DFND1598,112013,232
CULP INCCOM2302151051,85498,119SH DFND198,11900
CUMBERLAND PHARMACEUTICALSCOM23077010930648,610SH DFND148,61000
CUMMINS INCCOM231021106332,9512,494,802SH DFND12,486,57908,223
CUMMINS INCCOM2310211061341,005SH DFND1 21,00500
CURIS INCCOM NEW231269200150218,803SH DFND1218,80300
CURO GROUP HOLDINGS CORPCOM23131L1072,902305,873SH DFND1305,87300
CURO GROUP HOLDINGS CORPCOM23131L10711412,111SH DFND1 212,11100
CURTISS-WRIGHT CORPCOM23156110146,563455,971SH DFND1446,91509,056
CURTISS-WRIGHT CORPCOM231561101100984SH DFND1 298400
CUSHMAN & WAKEFIELD PLCSHSG2717B1082,355162,774SH DFND1162,77400
CUSTOMERS BANCORP INCCOM23204G1005,467300,429SH DFND1300,42900
CUTERA INCCOM2321091082,495146,623SH DFND1146,62300
CVB FINANCIAL CORPCOM12660010524,8551,228,653SH DFND11,228,65300
CVD EQUIPMENT CORPCOM12660110314340,414SH DFND140,41400
CVR ENERGY INCCOM12662P10814,059407,752SH DFND1406,9000852
CVR ENERGY INCCOM12662P1081173,418SH DFND1 23,41800
CVR REFINING LPCOMUNIT REP LT12663P10716916,223SH DFND1 216,22300
CVS HEALTH CORPCOM1266501001,075,72216,447,403SH DFND116,377,411069,992
CVS HEALTH CORPCOM12665010097514,889SH DFND1 214,88900
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1082,44733,013SH DFND133,01300
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1081,03513,961SH DFND1 213,96100
CYBEROPTICS CORPCOM23251710286849,288SH DFND149,28800
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4051321,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D1034,923625,627SH DFND1625,62700
CYPRESS SEMICONDUCTOR CORPCOM23280610950,2923,953,810SH DFND13,876,457077,353
CYRUSONE INCCOM23283R10057,8681,094,343SH DFND11,072,443021,900
CYTOKINETICS INCCOM NEW23282W6053,700585,543SH DFND1585,54300
CYTOMX THERAPEUTICS INCCOM23284F1058,560566,901SH DFND1566,90100
CYTORI THERAPEUTICS INCCOM PAR23283K402416,632SH DFND116,63200
CYTOSORBENTS CORPCOM NEW23283X2062,436301,498SH DFND1301,49800
CYTRX CORPCOM PAR23282860883186,584SH DFND1186,58400
DAILY JOURNAL CORPCOM2339121042,3299,956SH DFND19,95600
DAKTRONICS INCCOM2342641093,124422,218SH DFND1422,21800
DANA INCCOM23582520521,9121,607,664SH DFND11,577,732029,932
DANA INCCOM2358252051339,824SH DFND1 29,82400
DANAHER CORPCOM235851102774,7437,527,142SH DFND17,494,346032,796
DARDEN RESTAURANTS INCCOM237194105181,9951,825,305SH DFND11,817,94307,362
DARDEN RESTAURANTS INCCOM23719410536366SH DFND1 236600
DARE BIOSCIENCE INCCOM23666P10173105,470SH DFND1105,47000
DARLING INGREDIENTS INCCOM23726610133,1791,724,485SH DFND11,724,48500
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20664746,542SH DFND146,54200
DASEKE INCCOM23753F1072,001544,014SH DFND1544,01400
DASEKE INC-CW20*W EXP 02/27/20223753F1153552,222,892SH DFND1 22,222,89200
DATA I/O CORPCOM23769010220440,918SH DFND140,91800
DAVE & BUSTER'S ENTERTAINMENCOM23833710919,754443,319SH DFND1443,31900
DAVE & BUSTER'S ENTERTAINMENCOM23833710931699SH DFND1 269900
DAVIDSTEA INCCOM2386611021613,680SH DFND113,68000
DAVITA INCCOM23918K10881,7411,591,406SH DFND11,584,79406,612
DAVITA INCCOM23918K1081352,632SH DFND1 22,63200
DAWSON GEOPHYSICAL COCOM239360100674199,675SH DFND1199,67500
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10115524,180SH DFND124,18000
DEAN FOODS COCOM NEW2423702033,499918,586SH DFND1918,58600
DECIPHERA PHARMACEUTICALS INCOM24344T1013,503166,904SH DFND1166,90400
DECKERS OUTDOOR CORPCOM24353710760,550473,236SH DFND1467,21006,026
DECKERS OUTDOOR CORPCOM2435371075624,396SH DFND1 24,39600
DEERE & COCOM244199105544,2293,655,571SH DFND13,638,602016,969
DEL FRISCO'S RESTAURANT GROUCOM2450771022,571359,688SH DFND1359,68800
DEL TACO RESTAURANTS INCCOM2454961043,836384,048SH DFND1384,04800
DELAWARE ENHANCED GLOBAL DIVCOM24606010731536,295SH DFND1 236,29500
DELEK US HOLDINGS INCCOM24665A10332,097987,307SH DFND1987,30700
DELEK US HOLDINGS INCCOM24665A103331,038SH DFND1 21,03800
DELL TECHNOLOGIES -CCL C24703L20288,3951,807,232SH DFND11,806,4090823
DELL TECHNOLOGIES -CCL C24703L2024679,571SH DFND1 29,57100
DELPHI TECHNOLOGIES PLCSHSG2709G1079,052632,134SH DFND1613,272018,862
DELTA AIR LINES INCCOM NEW247361702386,5677,755,295SH DFND17,719,826035,469
DELTA AIR LINES INCCOM NEW247361702911,832SH DFND1 21,83200
DELTA APPAREL INCCOM24736810351329,802SH DFND129,80200
DELTA APPAREL INCCOM2473681031005,830SH DFND1 25,83000
DELUXE CORPCOM24801910122,335581,037SH DFND1571,45509,582
DELUXE CORPCOM24801910157615,009SH DFND1 215,00900
DENALI THERAPEUTICS INCCOM24823R10514,669710,022SH DFND1710,02200
DENBURY RESOURCES INCCOM NEW2479162088,1404,760,704SH DFND14,760,70400
DENBURY RESOURCES INCCOM NEW2479162086035,281SH DFND1 235,28100
DENNY'S CORPCOM24869P10412,611778,007SH DFND1778,00700
DENNY'S CORPCOM24869P104311,944SH DFND1 21,94400
DENTSPLY SIRONA INCCOM24906P109111,0872,990,492SH DFND12,978,827011,665
DENTSPLY SIRONA INCCOM24906P1092687,206SH DFND1 27,20600
DERMIRA INCCOM24983L1042,821392,484SH DFND1392,48400
DESCARTES SYSTEMS GRP/THECOM2499061081,61561,314SH DFND161,31400
DESTINATION MATERNITY CORPCOM25065D10026894,509SH DFND194,50900
DESTINATION XL GROUP INCCOM25065K104531245,099SH DFND1245,09900
DEVON ENERGY CORPCOM25179M103147,5126,555,452SH DFND16,530,356025,096
DEVON ENERGY CORPCOM25179M103582,581SH DFND1 22,58100
DEXCOM INCCOM252131107124,6231,040,846SH DFND11,040,84600
DEXCOM INCCOM2521311071531,285SH DFND1 21,28500
DFB HEALTHCARE ACQUISIT - WA*W EXP 04/11/20223291E117127148,633SH DFND1 2148,63300
DFB HEALTHCARE ACQUISITIONSCOM23291E1094,324449,999SH DFND1 2449,99900
DHI GROUP INCCOM23331S100658433,396SH DFND1433,39600
DHI GROUP INCCOM23331S10010468,587SH DFND1 268,58700
DHT HOLDINGS INCSHS NEWY2065G1211,256320,562SH DFND1320,56200
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2053,49224,630SH DFND124,63000
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,07640,656SH DFND140,65600
DIAMOND OFFSHORE DRILLINGCOM25271C1026,439682,114SH DFND1668,789013,325
DIAMONDBACK ENERGY INCCOM25278X109188,7972,040,175SH DFND12,032,09008,085
DIAMONDROCK HOSPITALITY COCOM25278430127,6633,046,592SH DFND13,046,59200
DICERNA PHARMACEUTICALS INCCOM2530311085,932554,957SH DFND1554,95700
DICK'S SPORTING GOODS INCCOM25339310242,1731,351,714SH DFND11,336,451015,263
DICK'S SPORTING GOODS INCCOM2533931023029,684SH DFND1 29,68400
DIEBOLD NIXDORF INCCOM2536511032,093840,604SH DFND1840,4040200
DIGI INTERNATIONAL INCCOM2537981023,099307,169SH DFND1307,16900
DIGIMARC CORPCOM25381B1011,824125,836SH DFND1125,83600
DIGIRAD CORPCOM2538271093664,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P2089836,648SH DFND136,64800
DIGITAL REALTY TRUST INCCOM253868103345,8923,250,993SH DFND13,240,042010,951
DIGITAL TURBINE INCCOM NEW25400W102625341,791SH DFND1341,79100
DILLARDS INC-CL ACL A25406710110,654176,659SH DFND1172,83603,823
DILLARDS INC-CL ACL A25406710140670SH DFND1 267000
DIME COMMUNITY BANCSHARESCOM2539221086,237367,339SH DFND1367,33900
DINE BRANDS GLOBAL INCCOM25442310612,436184,680SH DFND1184,68000
DIODES INCCOM25454310114,773457,937SH DFND1457,93700
DIPLOMAT PHARMACY INCCOM25456K1018,059598,753SH DFND1598,75300
DISCOVER FINANCIAL SERVICESCOM254709108270,9234,601,161SH DFND14,582,186018,975
DISCOVER FINANCIAL SERVICESCOM2547091084858,239SH DFND1 28,23900
DISCOVERY INC - ACOM SER A25470F10467,7132,740,274SH DFND12,731,87308,401
DISCOVERY INC - ACOM SER A25470F104331,360SH DFND1 21,36000
DISCOVERY INC-CCOM SER C25470F302114,8324,983,517SH DFND14,964,106019,411
DISCOVERY INC-CCOM SER C25470F302311,383SH DFND1 21,38300
DISH NETWORK CORP-ACL A25470M10980,8193,241,777SH DFND13,229,762012,015
DISH NETWORK CORP-ACL A25470M10976430,617SH DFND1 230,61700
DIVERSICARE HEALTHCARE SERVICOM2551041013213,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1056668,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2042,905304,843SH DFND1 2304,84300
DIXIE GROUP INCCL A2555191004564,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1035,473155,853SH DFND1155,85300
DNB FINANCIAL CORPCOM2332371062007,427SH DFND17,42700
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2001825,401SH DFND125,40100
DOCUSIGN INCCOM25616310616,970423,417SH DFND1423,41700
DOLBY LABORATORIES INC-CL ACOM25659T10741,809676,094SH DFND1676,09400
DOLLAR GENERAL CORPCOM256677105406,5123,767,235SH DFND13,753,456013,779
DOLLAR TREE INCCOM256746108287,9733,193,798SH DFND13,170,133023,665
DOLLAR TREE INCCOM2567461081041,154SH DFND1 21,15400
DOMINION ENERGY INCCOM25746U109646,0979,056,270SH DFND19,016,176040,094
DOMINION ENERGY MIDSTREAM PACOM UT REP LTD25745410845125,000SH DFND1 225,00000
DOMINO'S PIZZA INCCOM25754A201103,402417,221SH DFND1408,61708,604
DOMINO'S PIZZA INCCOM25754A201151611SH DFND1 261100
DOMO INC - CLASS BCOM CL B2575541051,977100,745SH DFND1100,74500
DOMTAR CORPCOM NEW25755920341,8781,192,106SH DFND11,177,995014,111
DOMTAR CORPCOM NEW2575592031,26536,027SH DFND1 236,02700
DONALDSON CO INCCOM25765110956,8191,309,517SH DFND11,283,051026,466
DONEGAL GROUP INC-CL ACL A2577012012,118155,259SH DFND1155,25900
DONNELLEY FINANCIAL SOLUTIONCOM25787G1005,444388,039SH DFND1388,03900
DONNELLEY FINANCIAL SOLUTIONCOM25787G100352,503SH DFND1 22,50300
DORCHESTER MINERALS LPCOM UNIT25820R10535224,044SH DFND124,04400
DORCHESTER MINERALS LPCOM UNIT25820R10540327,544SH DFND1 227,54400
DORIAN LPG LTDSHS USDY2106R1101,816311,513SH DFND1311,51300
DORMAN PRODUCTS INCCOM25827810030,352337,180SH DFND1337,18000
DOUGLAS DYNAMICS INCCOM25960R1058,579239,055SH DFND1238,4260629
DOUGLAS EMMETT INCCOM25960P10969,4042,033,537SH DFND12,000,131033,406
DOUGLAS EMMETT INCCOM25960P109341,019SH DFND1 21,01900
DOVA PHARMACEUTICALS INCCOM25985T1021,184156,232SH DFND1156,23200
DOVER CORPCOM260003108135,1571,908,312SH DFND11,899,83708,475
DOVER CORPCOM26000310833469SH DFND1 246900
DOVER DOWNS GAMING & ENTERTACOM260095104431155,826SH DFND1155,82600
DOVER MOTORSPORTS INCCOM2601741076132,679SH DFND132,67900
DOWDUPONT INCCOM26078J1001,459,67527,342,875SH DFND127,221,4000121,475
DOWDUPONT INCCOM26078J1004,31280,646SH DFND1 280,64600
DPW HOLDINGS INCCOM26140E10528279,402SH DFND1279,40200
DR HORTON INCCOM23331A109161,6714,672,358SH DFND14,654,411017,947
DR HORTON INCCOM23331A10977522,361SH DFND1 222,36100
DR. REDDY'S LABORATORIES-ADRADR2561352032065,895SH DFND14,64201,253
DREYFUS STRATEGIC MUNICIPALSCOM26193210728339,420SH DFND1 239,42000
DRIL-QUIP INCCOM26203710411,830393,972SH DFND1386,57107,401
DRIL-QUIP INCCOM262037104822,754SH DFND1 22,75400
DRIVE SHACK INCCOM2620771002,355600,991SH DFND1600,99100
DROPBOX INC-CLASS ACL A26210C10414,401704,904SH DFND1704,90400
DSP GROUP INCCOM23332B1062,105188,011SH DFND1188,01100
DSW INC-CLASS ACL A23334L10222,449908,878SH DFND1908,87800
DSW INC-CLASS ACL A23334L10244818,151SH DFND1 218,15100
DTE ENERGY COMPANYCOM233331107258,1742,344,758SH DFND12,334,92309,835
DTF TAX-FREE INCOME INCCOM23334J10734828,159SH DFND1 228,15900
DUCOMMUN INCCOM2641471093,989109,848SH DFND1109,84800
DUKE ENERGY CORPCOM NEW26441C204771,0798,951,045SH DFND18,913,217037,828
DUKE REALTY CORPCOM NEW264411505156,3396,044,402SH DFND16,025,621018,781
DULUTH HOLDINGS INC - CL BCOM CL B26443V1013,099122,842SH DFND1122,84200
DUN & BRADSTREET CORPCOM26483E10054,920384,762SH DFND1377,02207,740
DUN & BRADSTREET CORPCOM26483E1001531,077SH DFND1 21,07700
DUNKIN' BRANDS GROUP INCCOM26550410053,789838,893SH DFND1821,802017,091
DUNKIN' BRANDS GROUP INCCOM265504100791,239SH DFND1 21,23900
DURECT CORPORATIONCOM2666051048211,700,377SH DFND11,700,37700
DWS MUNICIPAL INCOME TRUSTCOM23336810931830,945SH DFND1 230,94500
DXC TECHNOLOGY COCOM23355L106234,5474,417,654SH DFND14,402,695014,959
DXC TECHNOLOGY COCOM23355L1061,87135,203SH DFND1 235,20300
DXP ENTERPRISES INCCOM NEW2333774075,054181,556SH DFND1181,55600
DYCOM INDUSTRIES INCCOM26747510118,050334,030SH DFND1327,55406,476
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582015,956650,953SH DFND1650,95300
DYNEX CAPITAL INCCOM NEW26817Q5063,751655,872SH DFND1655,4340438
DYNEX CAPITAL INCCOM NEW26817Q506183,223SH DFND1 23,22300
E TRADE FINANCIAL CORPCOM NEW269246401150,0203,424,703SH DFND13,410,955013,748
EAGLE BANCORP INCCOM26894810617,498359,231SH DFND1359,23100
EAGLE BULK SHIPPING INCSHS NEWY2187A1433,468752,393SH DFND1752,39300
EAGLE MATERIALS INCCOM26969P10826,761438,494SH DFND1428,79209,702
EAGLE MATERIALS INCCOM26969P1082894,744SH DFND1 24,74400
EAGLE PHARMACEUTICALS INCCOM2697961085,293131,395SH DFND1131,39500
EAGLE PHARMACEUTICALS INCCOM26979610826648SH DFND1 264800
EARTHSTONE ENERGY INC - ACL A27032D304973215,269SH DFND1215,26900
EARTHSTONE ENERGY INC - ACL A27032D30412728,316SH DFND1 228,31600
EAST WEST BANCORP INCCOM27579R10475,7481,741,094SH DFND11,711,136029,958
EAST WEST BANCORP INCCOM27579R1044299,876SH DFND1 29,87600
EASTERLY GOVERNMENT PROPERTICOM27616P10312,492796,710SH DFND1796,71000
EASTERN CO/THECOM2763171041,39857,821SH DFND157,82100
EASTGROUP PROPERTIES INCCOM27727610144,071480,444SH DFND1480,44400
EASTMAN CHEMICAL COCOM277432100163,6392,241,449SH DFND12,234,10907,340
EASTMAN CHEMICAL COCOM2774321001441,971SH DFND1 21,97100
EASTMAN KODAK COCOM NEW277461406822322,441SH DFND1322,44100
EATON CORP PLCSHSG29183103374,0455,455,807SH DFND15,431,043024,764
EATON CORP PLCSHSG291831031201,762SH DFND1 21,76200
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10149945,106SH DFND1 245,10600
EATON VANCE CAL MUNI BONDCOM27828A10051952,457SH DFND1 252,45700
EATON VANCE CORPCOM NON VTG27826510345,3981,291,189SH DFND11,267,077024,112
EATON VANCE CORPCOM NON VTG27826510354115,401SH DFND1 215,40100
EATON VANCE NATIONAL MUNICIPCOM SHS27829L10549326,732SH DFND1 226,73200
EATON VANCE NJ MUNICIPAL INCSH BEN INT27826V10627424,550SH DFND1 224,55000
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10434429,959SH DFND1 229,95900
EATON VANCE TAX-ADVANTAGED BCOM SH BEN INT27829M103973114,295SH DFND1 2114,29500
EBAY INCCOM278642103348,39012,432,295SH DFND112,338,196094,099
EBAY INCCOM2786421031,65158,829SH DFND1 258,82900
EBIX INCCOM NEW27871520611,305265,628SH DFND1265,62800
ECHO GLOBAL LOGISTICS INCCOM27875T1016,395314,562SH DFND1314,56200
ECHOSTAR CORP-ACL A27876810618,434502,026SH DFND1502,02600
ECLIPSE RESOURCES CORPCOM27890G1001,013965,519SH DFND1965,51900
ECOLAB INCCOM278865100451,5653,070,398SH DFND13,056,981013,417
ECOPETROL SA-SPONSORED ADRSPONSORED ADS279158109734,609SH DFND14,60900
ECOPETROL SA-SPONSORED ADRSPONSORED ADS2791581091449,071SH DFND1 29,07100
ECO-STIM ENERGY SOLUTIONS INCOM27888D101245,860SH DFND145,86000
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF912,31213,645,000PRN DFND1 213,645,00000
ECPG 3.25 03/15/22NOTE 3.250% 3/1292554AK81,6342,000,000PRN DFND1 22,000,00000
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA53,1894,000,000PRN DFND1 24,000,00000
EDAP TMS SA -ADRSPONSORED ADR2683111073418,494SH DFND118,49400
EDGE THERAPEUTICS INCCOM27987010975235,810SH DFND1235,81000
EDGEWELL PERSONAL CARE COCOM28035Q10223,844638,418SH DFND1627,236011,182
EDGEWELL PERSONAL CARE COCOM28035Q10297526,109SH DFND1 226,10900
EDISON INTERNATIONALCOM281020107241,5824,262,828SH DFND14,245,751017,077
EDITAS MEDICINE INCCOM28106W10311,491505,115SH DFND1505,11500
EDUCATIONAL DEVELOPMENT CORPCOM28147910542349,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108449,9762,942,494SH DFND12,931,537010,957
EGAIN CORPCOM NEW28225C8061,276194,253SH DFND1194,25300
EGAIN CORPCOM NEW28225C806284,360SH DFND1 24,36000
EHEALTH INCCOM28238P1097,984207,817SH DFND1207,81700
EHI CAR SERVICES - SPON ADRSPON ADS CL A26853A1002203SH DFND120300
EHI CAR SERVICES - SPON ADRSPON ADS CL A26853A10013713,053SH DFND1 213,05300
EIDOS THERAPEUTICS INCCOM28249H1041,10180,021SH DFND180,02100
EIGER BIOPHARMACEUTICALS INCCOM28249U1051,064104,792SH DFND1104,79200
EKSO BIONICS HOLDINGS INCCOM NEW282644202472380,818SH DFND1380,81800
EL PASO ELECTRIC COCOM NEW28367785421,255424,013SH DFND1424,01300
EL PASO ELECTRIC COCOM NEW283677854571,145SH DFND1 21,14500
EL POLLO LOCO HOLDINGS INCCOM2686031073,894256,739SH DFND1256,73900
ELANCO ANIMAL HEALTH INCCOM28414H10318,592589,684SH DFND1589,68400
ELASTIC NVORD SHSN145061045,73980,289SH DFND180,28900
ELBIT SYSTEMS LTDORDM3760D1013,46930,433SH DFND130,43300
ELDORADO RESORTS INCCOM28470R10226,233724,471SH DFND1711,020013,451
ELDORADO RESORTS INCCOM28470R102621,737SH DFND1 21,73700
ELECTRO SCIENTIFIC INDS INCCOM28522910010,984366,650SH DFND1366,65000
ELECTRO SCIENTIFIC INDS INCCOM2852291001785,950SH DFND1 25,95000
ELECTROCORE INCCOM28531P10328545,632SH DFND145,63200
ELECTROMED INCCOM2854091089418,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109284,3963,610,967SH DFND13,580,422030,545
ELECTRONIC ARTS INCCOM2855121092232,828SH DFND1 22,82800
ELECTRONICS FOR IMAGINGCOM28608210213,041525,886SH DFND1525,88600
ELEVATE CREDIT INCCOM28621V101778173,812SH DFND1173,81200
ELF BEAUTY INCCOM26856L1031,940224,087SH DFND1224,08700
ELI LILLY & COCOM5324571081,513,50713,098,711SH DFND113,046,921051,790
ELI LILLY & COCOM5324571081,0759,291SH DFND1 29,29100
ELLIE MAE INCCOM28849P10022,839363,515SH DFND1363,51500
ELLINGTON FINANCIAL LLCCOM28852230320213,236SH DFND1 213,23600
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810759057,701SH DFND157,70100
ELOXX PHARMACEUTICALS INCCOM29014R1032,858237,986SH DFND1237,98600
EMAGIN CORPORATIONCOM NEW29076N2066765,621SH DFND165,62100
EMC INS GROUP INCCOM2686641093,829120,228SH DFND1120,22800
EMCOR GROUP INCCOM29084Q10053,622898,344SH DFND1886,442011,902
EMCOR GROUP INCCOM29084Q1001232,071SH DFND1 22,07100
EMCORE CORPCOM NEW290846203802191,027SH DFND1191,02700
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,442279,003SH DFND1279,00300
EMERGENT BIOSOLUTIONS INCCOM29089Q10530,723518,274SH DFND1518,0880186
EMERGENT BIOSOLUTIONS INCCOM29089Q1052093,542SH DFND1 23,54200
EMERSON ELECTRIC COCOM291011104441,1157,394,814SH DFND17,358,563036,251
EMERSON RADIO CORPCOM NEW2910872036948,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540010833,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230556355,670SH DFND155,67000
EMPIRE STATE REALTY TRUST-ACL A29210410619,6341,379,817SH DFND11,379,81700
EMPLOYERS HOLDINGS INCCOM29221810414,655349,180SH DFND1349,18000
ENANTA PHARMACEUTICALS INCCOM29251M10614,012197,829SH DFND1197,82900
ENANTA PHARMACEUTICALS INCCOM29251M10661873SH DFND1 287300
ENBRIDGE INCCOM29250N1051,05235,938SH DFND135,93800
ENBRIDGE INCCOMSTK29250N10551,7881,658,789SH DFND11,658,78900
ENCANA CORPCOMSTK2925051044,674815,794SH DFND1815,79400
ENCOMPASS HEALTH CORPCOM29261A10062,7221,016,569SH DFND1995,408021,161
ENCOMPASS HEALTH CORPCOM29261A10035582SH DFND1 258200
ENCORE CAPITAL GROUP INCCOM2925541027,343312,505SH DFND1312,0480457
ENCORE WIRE CORPCOM29256210511,983238,805SH DFND1238,80500
ENDO INTERNATIONAL PLCSHSG3040110617,8542,445,832SH DFND12,445,83200
ENDO INTERNATIONAL PLCSHSG30401106415,693SH DFND1 25,69300
ENDOLOGIX INCCOM29266S1067401,034,378SH DFND11,034,37800
ENDOLOGIX INCCOM29266S1061724,903SH DFND1 224,90300
ENDRA LIFE SCIENCES INCCOM29273B1047147,760SH DFND147,76000
ENDURANCE INTERNATIONAL GROUCOM29272B1056,191931,069SH DFND1931,06900
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104212,399SH DFND1002,399
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10448053,832SH DFND1 253,83200
ENEL CHILE SA-ADRSPONSORED ADR29278D10561,402SH DFND1001,402
ENEL CHILE SA-ADRSPONSORED ADR29278D1051,199242,338SH DFND1 2242,33800
ENERGIZER HOLDINGS INCCOM29272W10926,556588,180SH DFND1575,852012,328
ENERGOUS CORPCOM29272C1031,301224,776SH DFND1224,77600
ENERGY FOCUS INCCOM NEW29268T3002643,479SH DFND143,47900
ENERGY FUELS INCCOM NEW292671708841296,936SH DFND1296,93600
ENERGY RECOVERY INCCOM29270J1002,597386,026SH DFND1386,02600
ENERPLUS CORPCOMSTK29276610217222,156SH DFND122,15600
ENERPLUS CORPCOMSTK292766102151,968SH DFND1 21,96800
ENERSYSCOM29275Y10236,351468,385SH DFND1459,66308,722
ENERSYSCOM29275Y1023814,914SH DFND1 24,91400
ENGILITY HOLDINGS INCCOM29286C1075,730201,344SH DFND1199,01602,328
ENGLOBAL CORPCOM2933061063867,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R1081,14936,491SH DFND136,49100
ENNIS INCCOM2933891025,437282,456SH DFND1279,69302,763
ENOVA INTERNATIONAL INCCOM29357K10311,389585,282SH DFND1584,01701,265
ENOVA INTERNATIONAL INCCOM29357K1031417,249SH DFND1 27,24900
ENPHASE ENERGY INCCOM29355A1074,238896,172SH DFND1896,17200
ENPRO INDUSTRIES INCCOM29355X10713,300221,314SH DFND1221,31400
ENSCO PLC-CL ASHS CLASS AG3157S10611,1233,124,707SH DFND13,034,272090,435
ENSERVCO CORPCOM29358Y1023698,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10122,041568,228SH DFND1568,22800
ENSIGN GROUP INC/THECOM29358P1011794,629SH DFND1 24,62900
ENSTAR GROUP LTDSHSG3075P10126,799159,932SH DFND1159,93200
ENSYNC INCCOM29359T10226149,026SH DFND1149,02600
ENTEGRA FINANCIAL CORPCOM29363J1081,89091,096SH DFND191,09600
ENTEGRIS INCCOM29362U10444,3121,588,547SH DFND11,588,54700
ENTEGRIS INCCOM29362U104953,434SH DFND1 23,43400
ENTERCOM COMMUNICATIONS-CL ACL A2936391007,3501,287,331SH DFND11,287,33100
ENTERGY CORPCOM29364G103212,7512,475,894SH DFND12,466,07009,824
ENTERPRISE BANCORP INCCOM2936681093,07995,768SH DFND195,76800
ENTERPRISE FINANCIAL SERVICECOM2937121059,952264,480SH DFND1264,48000
ENTERPRISE PRODUCTS PARTNERSCOM29379210742317,220SH DFND117,22000
ENTRAVISION COMMUNICATIONS-ACL A29382R1071,838631,693SH DFND1631,69300
ENTRAVISION COMMUNICATIONS-ACL A29382R10712844,222SH DFND1 244,22200
ENV 1.75 12/15/19NOTE 1.750%12/129404KAA48,0888,000,000PRN DFND1 28,000,00000
ENVESTNET INCCOM29404K10623,460476,928SH DFND1476,92800
ENZO BIOCHEM INCCOM2941001021,142411,138SH DFND1411,13800
EOG RESOURCES INCCOM26875P101591,6506,797,378SH DFND16,766,485030,893
EOG RESOURCES INCCOM26875P101336SH DFND1 23600
EP ENERGY CORP-CL ACL A268785102301430,867SH DFND1430,86700
EPAM SYSTEMS INCCOM29414B10458,628505,375SH DFND1505,37500
EPAM SYSTEMS INCCOM29414B10417150SH DFND1 215000
EPIZYME INCCOM29428V1044,091664,278SH DFND1664,27800
EPLUS INCCOM29426810711,009154,689SH DFND1154,68900
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20820,290760,908PRN DFND1 2760,90800
EPR PROPERTIESCOM SH BEN INT26884U10947,400740,290SH DFND1724,907015,383
EQT CORPCOM26884L10946,1162,441,302SH DFND12,388,655052,647
EQUIFAX INCCOM294429105142,0981,528,538SH DFND11,522,21806,320
EQUILLIUM INCCOM29446K10614317,608SH DFND117,60800
EQUINIX INCCOM PAR $0.00129444U700342,497973,282SH DFND1969,06804,214
EQUINIX INCCOM PAR $0.00129444U7003499SH DFND1 29900
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10246622,059SH DFND122,05900
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10269532,860SH DFND1 232,86000
EQUITRANS MIDSTREAM CORPCOM29460010136,3561,816,003SH DFND11,773,434042,569
EQUITY BANCSHARES INC - CL ACOM CL A29460X1095,614159,263SH DFND1159,26300
EQUITY COMMONWEALTHCOM SH BEN INT29462810249,4771,648,701SH DFND11,648,70100
EQUITY LIFESTYLE PROPERTIESCOM29472R108105,4371,085,533SH DFND11,085,53300
EQUITY RESIDENTIALSH BEN INT29476L107401,3426,088,423SH DFND16,069,112019,311
ERA GROUP INCCOM26885G1091,611184,372SH DFND1184,37200
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,383268,719SH DFND1263,96604,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10233,809253,618SH DFND1253,61800
ERIE INDEMNITY COMPANY-CL ACL A29530P1021991,500SH DFND1 21,50000
EROS INTERNATIONAL PLCSHS NEWG3788M1141,035124,861SH DFND1124,5820279
ESCALADE INCCOM29605610496984,668SH DFND184,66800
ESCO TECHNOLOGIES INCCOM29631510418,004273,006SH DFND1273,00600
ESPERION THERAPEUTICS INCCOM29664W10512,668275,410SH DFND1275,41000
ESQUIRE FINANCIAL HOLDINGS ICOM29667J10169532,037SH DFND132,03700
ESSA BANCORP INCCOM29667D1041,16274,486SH DFND174,48600
ESSENDANT INCCOM2966891025,347425,076SH DFND1424,4410635
ESSENT GROUP LTDCOMG3198U10245,9091,343,164SH DFND11,343,16400
ESSENTIAL PROPERTIES REALTYCOM29670E1075,263380,292SH DFND1380,29200
ESSEX PROPERTY TRUST INCCOM297178105265,0011,082,222SH DFND11,078,75903,463
ESTEE LAUDER COMPANIES-CL ACL A518439104359,0102,764,521SH DFND12,752,695011,826
ESTERLINE TECHNOLOGIES CORPCOM29742510037,314307,241SH DFND1301,74405,497
ESTERLINE TECHNOLOGIES CORPCOM2974251001591,310SH DFND1 21,31000
ETHAN ALLEN INTERIORS INCCOM2976021044,946281,207SH DFND1281,20700
ETSY INCCOM29786A10671,1641,496,001SH DFND11,496,00100
ETSY INCCOM29786A1061112,336SH DFND1 22,33600
EURONET WORLDWIDE INCCOM29873610952,534513,133SH DFND1513,13300
EURONET WORLDWIDE INCCOM29873610936357SH DFND1 235700
EVANS BANCORP INCCOM NEW29911Q2081,35441,661SH DFND141,66100
EVELO BIOSCIENCES INCCOM2997341031,17390,197SH DFND190,19700
EVENTBRITE INC-CLASS ACOM CL A29975E1093,040109,348SH DFND1109,34800
EVERBRIDGE INCCOM29978A10416,879297,392SH DFND1297,39200
EVERBRIDGE INCCOM29978A1042774,885SH DFND1 24,88500
EVERCORE INC - ACLASS A29977A10531,207436,100SH DFND1427,25608,844
EVERCORE INC - ACLASS A29977A1056729,403SH DFND1 29,40300
EVEREST RE GROUP LTDCOMG3223R108134,440618,301SH DFND1616,17002,131
EVERGY INCCOM30034W106199,8003,525,405SH DFND13,511,596013,809
EVERI HOLDINGS INCCOM30034T1033,576694,372SH DFND1694,37200
EVERQUOTE INC - CLASS ACOM CL A30041R1087016,851SH DFND116,85100
EVERSOURCE ENERGYCOM30040W108271,4614,180,918SH DFND14,164,309016,609
EVERSPIN TECHNOLOGIES INCCOM30041T10435062,510SH DFND162,51000
EVERTEC INCCOM30040P10323,688825,382SH DFND1823,94101,441
EVERTEC INCCOM30040P103341,215SH DFND1 21,21500
EVI INDUSTRIES INCCOM26929N10268920,686SH DFND120,68600
EVINE LIVE INCCL A300487105149374,408SH DFND1374,40800
EVO PAYMENTS INC-CLASS ACL A COM26927E1045,987242,716SH DFND1242,71600
EVOFEM BIOSCIENCES INCCOM30048L10430873,650SH DFND173,65000
EVOKE PHARMA INCCOM30049G1045723,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B10114,744739,060SH DFND1739,06000
EVOLUS INCCOM30052C1071,508126,785SH DFND1126,78500
EVOLUTION PETROLEUM CORPCOM30049A1071,990291,904SH DFND1291,90400
EVOLVING SYSTEMS INCCOM NEW30049R2094739,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T1056,488675,935SH DFND1675,93500
EW SCRIPPS CO/THE-ACL A NEW8110544028,877564,351SH DFND1564,35100
EXACT SCIENCES CORPCOM30063P10575,5831,197,840SH DFND11,197,5960244
EXANTAS CAPITAL CORPCOM NEW30068N1053,331332,524SH DFND1332,52400
EXANTAS CAPITAL CORPCOM NEW30068N1051,203120,100SH DFND1 2120,10000
EXELA TECHNOLOGIES INCCOM30162V1022,331599,477SH DFND1599,47700
EXELIXIS INCCOM30161Q10459,1953,009,454SH DFND12,947,008062,446
EXELON CORPCOM30161N101578,05812,839,080SH DFND112,787,590051,490
EXLSERVICE HOLDINGS INCCOM30208110419,986379,825SH DFND1379,82500
EXONE CO/THECOM30210410450676,536SH DFND176,53600
EXP WORLD HOLDINGS INCCOM30212W1002,077293,392SH DFND1293,39200
EXPEDIA GROUP INCCOM NEW30212P303175,2221,558,162SH DFND11,545,397012,765
EXPEDITORS INTL WASH INCCOM302130109178,4822,625,188SH DFND12,616,05509,133
EXPONENT INCCOM30214U10232,348637,912SH DFND1637,91200
EXPONENT INCCOM30214U10254510,762SH DFND1 210,76200
EXPRESS INCCOM30219E1035,5401,084,261SH DFND11,084,26100
EXPRESS INCCOM30219E103255,024SH DFND1 25,02400
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20031,1982,012,832SH DFND12,012,83200
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P2001248,042SH DFND1 28,04200
EXTERRAN CORPCOM30227H1065,882332,334SH DFND1332,33400
EXTRA SPACE STORAGE INCCOM30225T102176,1811,950,053SH DFND11,943,42206,631
EXTRACTION OIL & GAS INCCOM30227M1055,0141,168,815SH DFND11,168,81500
EXTREME NETWORKS INCCOM30226D1067,9931,310,401SH DFND11,310,40100
EXXON MOBIL CORPCOM30231G1023,552,91552,192,582SH DFND151,962,3550230,227
EXXON MOBIL CORPCOM30231G1022183,210SH DFND1 23,21000
EYEPOINT PHARMACEUTICALS INCCOM30233G100789417,597SH DFND1417,59700
EZCORP INC-CL ACL A NON VTG3023011064,505582,796SH DFND1582,79600
F5 NETWORKS INCCOM315616102177,0501,094,078SH DFND11,090,90003,178
F5 NETWORKS INCCOM315616102102634SH DFND1 263400
FABRINETSHSG3323L10021,825425,370SH DFND1425,37000
FACEBOOK INC-CLASS ACL A30303M1024,157,89831,772,199SH DFND131,539,8080232,391
FACTSET RESEARCH SYSTEMS INCCOM30307510583,804418,750SH DFND1410,88307,867
FACTSET RESEARCH SYSTEMS INCCOM3030751054572,287SH DFND1 22,28700
FAIR ISAAC CORPCOM30325010455,039294,328SH DFND1288,34005,988
FALCON MINERALS CORPCL A COM30607B1093,288386,834SH DFND1386,83400
FAMOUS DAVE'S OF AMERICACOM30706810614732,050SH DFND132,05000
FANG HOLDINGS LTD - ADRADR30711Y102153107,677SH DFND1104,99502,682
FANG HOLDINGS LTD - ADRADR30711Y10275,360SH DFND1 25,36000
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10372232,936SH DFND132,93600
FAR POINT ACQUISITION CORP-ACOM CL A30734W10985688,800SH DFND1 288,80000
FARMER BROS COCOM3076751083,035130,095SH DFND1130,09500
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,38487,938SH DFND187,93800
FARMERS NATL BANC CORPCOM3096271073,625284,594SH DFND1284,59400
FARMLAND PARTNERS INCCOM31154R1091,810398,767SH DFND1398,76700
FARO TECHNOLOGIES INCCOM3116421027,689189,202SH DFND1189,20200
FASTENAL COCOM311900104217,4784,165,575SH DFND14,136,628028,947
FATE THERAPEUTICS INCCOM31189P1029,008702,179SH DFND1702,17900
FB FINANCIAL CORPCOM30257X1046,146175,514SH DFND1175,51400
FBL FINANCIAL GROUP INC-CL ACL A30239F1067,463113,693SH DFND1113,69300
FCB FINANCIAL HOLDINGS-CL ACL A30255G10326789SH DFND178900
FCB FINANCIAL HOLDINGS-CL ACL A30255G1031,00730,000SH DFND1 230,00000
FEDERAL AGRIC MTG CORP-CL CCL C3131483067,502124,136SH DFND1124,13600
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206144,1101,222,569SH DFND11,218,69803,871
FEDERAL SIGNAL CORPCOM31385510812,857646,086SH DFND1646,08600
FEDERATED INVESTORS INC-CL BCL B31421110334,6601,299,905SH DFND11,279,708020,197
FEDEX CORPCOM31428X106442,1182,746,042SH DFND12,733,335012,707
FEDEX CORPCOM31428X10631195SH DFND1 219500
FEDNAT HOLDING COCOM31431B1093,152158,272SH DFND1158,27200
FENNEC PHARMACEUTICALS INCCOM31447P10025139,489SH DFND139,48900
FERRO CORPCOM31540510013,767877,998SH DFND1877,99800
FERROGLOBE PLCSHSG33856108185116,590SH DFND1116,59000
FERROGLOBE PLCSHSG338561086943,517SH DFND1 243,51700
FGL HOLDINGSORD SHSG3402M10211,5861,739,751SH DFND11,739,75100
FGL HOLDINGSORD SHSG3402M10259990,000SH DFND1 290,00000
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810212870SH DFND100870
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810215610,817SH DFND1 210,81700
FIBROCELL SCIENCE INCCOM PAR3157214071812,643SH DFND112,64300
FIBROGEN INCCOM31572Q80840,731880,102SH DFND1880,10200
FIDELITY D&D BANCORP INCCOM31609R1001,68126,197SH DFND126,19700
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30392,0742,930,366SH DFND12,930,36600
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303030SH DFND1 23000
FIDELITY NATIONAL INFO SERVCOM31620M106462,7754,520,153SH DFND14,502,348017,805
FIDELITY SOUTHERN CORPCOM3163941056,902265,261SH DFND1265,26100
FIESTA RESTAURANT GROUPCOM31660B1014,138266,832SH DFND1266,83200
FIFTH THIRD BANCORPCOM316773100222,5979,475,156SH DFND19,439,093036,063
FIFTH THIRD BANCORPCOM31677310018791SH DFND1 279100
FINANCIAL INSTITUTIONS INCCOM3175854044,880189,895SH DFND1189,89500
FINANCIAL INSTITUTIONS INCCOM317585404803,130SH DFND1 23,13000
FINISAR CORPORATIONCOM NEW31787A50728,7931,333,053SH DFND11,333,05300
FINISAR CORPORATIONCOM NEW31787A5071828,459SH DFND1 28,45900
FINJAN HOLDINGS INCCOM NEW31788H303295117,713SH DFND1117,71300
FINJAN HOLDINGS INCCOM NEW31788H30320180,273SH DFND1 280,27300
FIREEYE INCCOM31816Q10132,5682,009,184SH DFND12,009,18400
FIREEYE INCCOM31816Q1011217,519SH DFND1 27,51900
FIRST AMERICAN FINANCIALCOM31847R10278,4881,758,263SH DFND11,735,132023,131
FIRST BANCORP INC/MECOM31866P1022,650100,781SH DFND1100,78100
FIRST BANCORP PUERTO RICOCOM NEW31867270624,9322,899,178SH DFND12,899,17800
FIRST BANCORP/NCCOM31891010611,520352,731SH DFND1352,73100
FIRST BANCSHARES INC/MSCOM3189161033,826126,494SH DFND1126,49400
FIRST BANK/HAMILTON NJCOM31931U1021,963161,967SH DFND1161,96700
FIRST BUSEY CORPCOM NEW31938320412,448507,284SH DFND1506,7680516
FIRST BUSINESS FINANCIAL SERCOM3193901001,40271,873SH DFND171,87300
FIRST CAPITAL INCCOM31942S10454313,686SH DFND113,68600
FIRST CHOICE BANCORPCOM31948P1041,64572,822SH DFND172,82200
FIRST CITIZENS BCSHS -CL ACL A31946M10335,00492,838SH DFND192,83800
FIRST COMMONWEALTH FINL CORPCOM31982910713,9851,157,779SH DFND11,157,77900
FIRST COMMUNITY BANKSHARESCOM31983A1034,864154,541SH DFND1154,54100
FIRST COMMUNITY CORPCOM3198351041,59381,993SH DFND181,99300
FIRST DATA CORP- CLASS ACOM CL A32008D10679,4954,704,460SH DFND14,704,46000
FIRST DEFIANCE FINL CORPCOM32006W1065,977243,882SH DFND1243,88200
FIRST FINANCIAL BANCORPCOM32020910925,7401,085,173SH DFND11,085,17300
FIRST FINANCIAL CORP/INDIANACOM3202181005,325132,631SH DFND1132,63100
FIRST FINANCIAL NORTHWESTCOM32022K1021,28483,040SH DFND183,04000
FIRST FINL BANKSHARES INCCOM32020R10947,459822,663SH DFND1822,66300
FIRST FOUNDATION INCCOM32026V1045,421421,579SH DFND1421,57900
FIRST GUARANTY BANCSHARES INCOM32043P10655824,060SH DFND124,06000
FIRST HAWAIIAN INCCOM32051X10822,271989,405SH DFND1989,40500
FIRST HORIZON NATIONAL CORPCOM32051710543,0403,270,571SH DFND13,203,547067,024
FIRST INDUSTRIAL REALTY TRCOM32054K10349,1281,702,290SH DFND11,676,154026,136
FIRST INTERNET BANCORPCOM3205571012,207108,017SH DFND1108,01700
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20116,476450,659SH DFND1450,65900
FIRST MERCHANTS CORPCOM32081710919,566570,956SH DFND1570,95600
FIRST MID-ILLINOIS BNCSHSCOM3208661064,133129,497SH DFND1129,49700
FIRST MIDWEST BANCORP INC/ILCOM32086710423,7191,197,340SH DFND11,197,34000
FIRST MIDWEST BANCORP INC/ILCOM3208671047370SH DFND1 237000
FIRST NORTHWEST BANCORPCOM3358341071,15677,965SH DFND177,96500
FIRST OF LONG ISLAND CORPCOM3207341065,361268,758SH DFND1268,75800
FIRST REPUBLIC BANK/CACOM33616C100181,9132,097,055SH DFND12,088,47208,583
FIRST REPUBLIC BANK/CACOM33616C10021250SH DFND1 225000
FIRST SAVINGS FINANCIAL GRPCOM33621E1093817,342SH DFND17,34200
FIRST SOLAR INCCOM33643310735,293831,316SH DFND1815,700015,616
FIRST TRUST ABERDEEN EMG OPPCOM33731K10258548,082SH DFND1 248,08200
FIRST TRUST HIGH INCOME LONGCOM33738E1092,922220,076SH DFND1 2220,07600
FIRST TRUST MLP AND ENERGY ICOM33739B1041,311133,859SH DFND1 2133,85900
FIRST UNITED CORPCOM33741H10795560,041SH DFND160,04100
FIRST US BANCSHARES INCCOM33744V1039411,875SH DFND111,87500
FIRSTCASH INCCOM33767D10535,731493,866SH DFND1493,6850181
FIRSTCASH INCCOM33767D1051171,629SH DFND1 21,62900
FIRSTENERGY CORPCOM337932107239,6456,393,048SH DFND16,364,408028,640
FIRSTSERVICE CORPSUB VTG SH33767E1032,05229,969SH DFND129,96900
FIRSTSERVICE CORPSUB VTG SH33767E1031892,764SH DFND1 22,76400
FISERV INCCOM337738108456,4996,220,865SH DFND16,181,239039,626
FISERV INCCOM33773810836499SH DFND1 249900
FITBIT INC - ACL A33812L10212,9422,604,047SH DFND12,604,04700
FIVE BELOWCOM33829M10164,844633,742SH DFND1622,209011,533
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10634750,000SH DFND1 250,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1043,810409,701SH DFND1409,70100
FIVE STAR SENIOR LIVING INCCOM33832D106134288,827SH DFND1288,82700
FIVE9 INCCOM33830710128,521652,377SH DFND1652,37700
FIVE9 INCCOM338307101571,304SH DFND1 21,30400
FLAGSTAR BANCORP INCCOM PAR .0013379307058,319315,115SH DFND1315,11500
FLDM 2.75 02/01/34NOTE 2.750% 2/034385PAD0811710,000PRN DFND1 2710,00000
FLEETCOR TECHNOLOGIES INCCOM339041105203,7581,099,152SH DFND11,094,50404,648
FLEX LTDORDY2573F1025,302700,162SH DFND1700,16200
FLEX PHARMA INCCOM33938A1051856,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1064,351384,433SH DFND1384,43300
FLEXSHOPPER INCCOM NEW33939J3034660,932SH DFND160,93200
FLEXSTEEL INDSCOM3393821032,705122,554SH DFND1122,55400
FLEXSTEEL INDSCOM33938210325611,633SH DFND1 211,63300
FLIR SYSTEMS INCCOM30244510194,0342,162,798SH DFND12,155,54707,251
FLOOR & DECOR HOLDINGS INC-ACL A33975010113,197509,542SH DFND1509,54200
FLOTEK INDUSTRIES INCCOM343389102617566,382SH DFND1566,38200
FLOWERS FOODS INCCOM34349810135,6711,931,348SH DFND11,893,004038,344
FLOWSERVE CORPCOM34354P10568,1491,795,400SH DFND11,788,24107,159
FLUENT INCCOM34380C1021,547429,741SH DFND1429,74100
FLUIDIGM CORPCOM34385P1083,896452,057SH DFND1452,05700
FLUOR CORPCOM34341210262,1011,931,812SH DFND11,924,43907,373
FLUOR CORPCOM34341210232510,116SH DFND1 210,11600
FLUSHING FINANCIAL CORPCOM3438731056,958323,193SH DFND1323,19300
FLY LEASING LTD-ADRSPONSORED ADR34407D10920919,799SH DFND1 219,79900
FMC CORPCOM NEW302491303125,6301,701,688SH DFND11,694,63007,058
FNB CORPCOM30252010133,2933,383,528SH DFND13,312,383071,145
FNSR 0.5 12/15/36NOTE 0.500%12/131787AAP64,4484,687,000PRN DFND1 24,687,00000
FOAMIX PHARMACEUTICALS LTDSHSM461351057119,970SH DFND119,97000
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P1005,836221,676SH DFND1221,67600
FONAR CORPCOM NEW3444374051,27462,982SH DFND162,98200
FONAR CORPCOM NEW3444374051075,287SH DFND1 25,28700
FOOT LOCKER INCCOM344849104100,1611,884,588SH DFND11,878,02106,567
FOOT LOCKER INCCOM3448491042154,051SH DFND1 24,05100
FORD MOTOR COCOM PAR $0.01345370860399,88752,343,847SH DFND152,121,4590222,388
FORESCOUT TECHNOLOGIES INCCOM34553D1017,390284,358SH DFND1284,35800
FORESTAR GROUP INCCOM3462321011,593115,042SH DFND1115,04200
FORMFACTOR INCCOM34637510811,808838,107SH DFND1838,10700
FORRESTER RESEARCH INCCOM3465631096,140137,374SH DFND1137,37400
FORTERRA INCCOM34960W106718190,968SH DFND1190,96800
FORTINET INCCOM34959E109164,8452,343,821SH DFND12,336,23107,590
FORTINET INCCOM34959E1095327,563SH DFND1 27,56300
FORTIS INCCOM34955310733510,070SH DFND18,44001,630
FORTIS INCCOMSTK34955310719,455564,759SH DFND1564,75900
FORTIVE CORPCOM34959J108247,1963,660,262SH DFND13,644,624015,638
FORTRESS BIOTECH INCCOM34960Q109326379,972SH DFND1379,97200
FORTUNA SILVER MINES INCCOMSTK349915108328,792SH DFND18,79200
FORTUNA SILVER MINES INCCOMSTK34991510815141,300SH DFND1 241,30000
FORTUNE BRANDS HOME & SECURICOM34964C10672,6881,916,601SH DFND11,909,18907,412
FORTUNE BRANDS HOME & SECURICOM34964C1061463,862SH DFND1 23,86200
FORTY SEVEN INCCOM34983P1041,38588,165SH DFND188,16500
FORUM ENERGY TECHNOLOGIES INCOM34984V1003,300799,256SH DFND1799,25600
FORWARD AIR CORPCOM34985310118,080329,627SH DFND1329,62700
FORWARD INDUSTRIES INCCOM NEW3498623002418,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10612,756810,938SH DFND1810,93800
FOSSIL GROUP INCCOM34988V10628217,942SH DFND1 217,94200
FOSTER (LB) CO-ACOM3500601091,698106,845SH DFND1106,84500
FOUNDATION BUILDING MATERIALCOM3503921061,232148,277SH DFND1148,27700
FOUR CORNERS PROPERTY TRUSTCOM35086T10918,665712,421SH DFND1711,6920729
FOX FACTORY HOLDING CORPCOM35138V10224,727420,033SH DFND1420,03300
FOX FACTORY HOLDING CORPCOM35138V1022734,650SH DFND1 24,65000
FRANCESCAS HOLDINGS CORPCOM351793104334344,230SH DFND1344,23000
FRANKLIN COVEY COCOM3534691092,495111,776SH DFND1111,77600
FRANKLIN ELECTRIC CO INCCOM35351410221,029490,437SH DFND1490,43700
FRANKLIN FINANCIAL NETWORKCOM35352P1043,301125,218SH DFND1125,21800
FRANKLIN RESOURCES INCCOM354613101122,8074,147,420SH DFND14,131,822015,598
FRANKLIN RESOURCES INCCOM3546131011103,740SH DFND1 23,74000
FRANKLIN STREET PROPERTIES CCOM35471R1068,8341,417,999SH DFND11,417,99900
FRANK'S INTERNATIONAL NVCOMN334621074,286821,180SH DFND1820,4190761
FRED'S INC-CLASS ACL A356108100402212,870SH DFND1212,87000
FREEPORT-MCMORAN INCCL B35671D857216,51421,032,827SH DFND120,954,346078,481
FREEPORT-MCMORAN INCCL B35671D8572,440236,676SH DFND1 2236,67600
FREIGHTCAR AMERICA INCCOM357023100827123,639SH DFND1123,63900
FREQUENCY ELECTRONICS INCCOM35801010626825,327SH DFND125,32700
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR35802910638311,854SH DFND110,8940960
FRESH DEL MONTE PRODUCE INCORDG367381059,255327,395SH DFND1327,39500
FRESH DEL MONTE PRODUCE INCORDG367381051073,799SH DFND1 23,79900
FRESHPET INCCOM3580391059,154284,670SH DFND1284,67000
FRIEDMAN INDUSTRIESCOM35843510520028,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G1075,951681,675SH DFND1681,67500
FRONTDOOR INCCOM35905A10917,797668,812SH DFND1668,81200
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3062,5141,056,341SH DFND11,056,34100
FRONTLINE LTDSHS NEWG3682E1921,620293,066SH DFND1293,06600
FRP HOLDINGS INCCOM30292L1073,77081,948SH DFND181,94800
FS BANCORP INCCOM30263Y1041,57936,824SH DFND136,82400
FS KKR CAPITAL CORPCOM30263510744585,956SH DFND1 285,95600
FTD COS INCCOM30281V108148100,322SH DFND1100,32200
FTE NETWORKS INCCOM PAR30283R4024720,485SH DFND120,48500
FTI CONSULTING INCCOM30294110926,569398,702SH DFND1398,70200
FTS INTERNATIONAL INCCOM30283W1042,610367,174SH DFND1367,17400
FUEL TECH INCCOM359523107150126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H502497904,084SH DFND1904,08400
FULL HOUSE RESORTS INCCOM3596781096934,413SH DFND134,41300
FULTON FINANCIAL CORPCOM36027110036,4852,356,948SH DFND12,320,511036,437
FUNKO INC-CLASS ACOM CL A3610081051,583120,447SH DFND1120,44700
FUSION CONNECT INCCOM36116X102366217,950SH DFND1217,95000
FUTUREFUEL CORPCOM36116M1067,729487,363SH DFND1487,36300
G1 THERAPEUTICS INCCOM3621LQ1095,344279,063SH DFND1279,06300
GABELLI GLOBAL SMALL & MCOM36249W10461062,268SH DFND1 262,26800
GAIA INCCL A36269P1041,586153,122SH DFND1153,12200
GAIN CAPITAL HOLDINGS INCCOM36268W1001,727280,453SH DFND1280,45300
GALAPAGOS NV-SPON ADRSPON ADR36315X1015265,742SH DFND15,74200
GALECTIN THERAPEUTICS INCCOM NEW363225202779227,175SH DFND1227,17500
GALMED PHARMACEUTICALS LTDSHSM472381068011,746SH DFND111,74600
GAMCO GLOBAL GOLD NATURAL RECOM SH BEN INT36465A1091,198324,043SH DFND1 2324,04300
GAMCO INVESTORS INC-ACL A COM36143810469741,271SH DFND141,27100
GAMCO NATURAL RESOURCES GOLDSH BEN INT36465E101561113,366SH DFND1 2113,36600
GAMESTOP CORP-CLASS ACL A36467W10913,4181,063,239SH DFND11,063,23900
GAMESTOP CORP-CLASS ACL A36467W109282,269SH DFND1 22,26900
GAMING AND LEISURE PROPERTIECOM36467J10895,8372,966,180SH DFND12,966,18000
GAMING AND LEISURE PROPERTIECOM36467J10876623,729SH DFND1 223,72900
GANNETT CO INCCOM36473H10410,1261,187,165SH DFND11,186,5110654
GANNETT CO INCCOM36473H104283,368SH DFND1 23,36800
GAP INC/THECOM36476010889,9823,497,991SH DFND13,485,141012,850
GAP INC/THECOM364760108973,799SH DFND1 23,79900
GARDNER DENVER HOLDINGS INCCOM36555P10724,3421,190,326SH DFND11,190,32600
GARMIN LTDSHSH2906T109141,9272,244,073SH DFND12,236,81507,258
GARRETT MOTION INCCOM3665051056,717544,340SH DFND1544,34000
GARTNER INCCOM366651107148,7861,165,951SH DFND11,161,17404,777
GASLOG LTDSHSG375851092,352142,921SH DFND1142,92100
GATES INDUSTRIAL CORP PLCORD SHSG391081086,062457,904SH DFND1457,90400
GATX CORPCOM36144810328,332400,121SH DFND1392,34607,775
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30542,8121,040,138SH DFND11,040,13800
GCP APPLIED TECHNOLOGIESCOM36164Y10118,526754,634SH DFND1754,63400
GDS HOLDINGS LTD - ADRSPONSORED ADR36165L1083,347145,753SH DFND1145,75300
GEMPHIRE THERAPEUTICS INCCOM36870A1084660,168SH DFND160,16800
GENCO SHIPPING & TRADING LTDSHSY2685T1311,100139,473SH DFND1138,5030970
GENCOR INDUSTRIES INCCOM36867810882575,237SH DFND175,23700
GENERAC HOLDINGS INCCOM36873610438,334771,320SH DFND1771,32000
GENERAC HOLDINGS INCCOM3687361042164,357SH DFND1 24,35700
GENERAL AMERICAN INVESTORSCOM3688021043,673129,168SH DFND1 2129,16800
GENERAL DYNAMICS CORPCOM369550108551,0443,511,304SH DFND13,496,713014,591
GENERAL DYNAMICS CORPCOM36955010836232SH DFND1 223200
GENERAL ELECTRIC COCOM369604103770,795102,006,138SH DFND1101,536,8280469,310
GENERAL ELECTRIC COCOM36960410312416,492SH DFND1 216,49200
GENERAL FINANCE CORPCOM3698221011,734171,543SH DFND1171,54300
GENERAL MILLS INCCOM370334104281,0367,230,663SH DFND17,197,351033,312
GENERAL MOLY INCCOM37037310259263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100544,71516,309,521SH DFND116,240,723068,798
GENESCO INCCOM37153210210,955247,297SH DFND1247,29700
GENESCO INCCOM3715321022756,209SH DFND1 26,20900
GENESEE & WYOMING INC-CL ACL A37155910542,078568,480SH DFND1556,406012,074
GENESIS HEALTHCARE INCCL A COM37185X106561475,444SH DFND1475,44400
GENIE ENERGY LTD-BCL B37228420855692,286SH DFND192,28600
GENIE ENERGY LTD-BCL B37228420821135,080SH DFND1 235,08000
GENMARK DIAGNOSTICS INCCOM3723091042,890594,807SH DFND1594,80700
GENOCEA BIOSCIENCES INCCOM37242710462217,344SH DFND1217,34400
GENOMIC HEALTH INCCOM37244C10119,685305,621SH DFND1305,62100
GENOMIC HEALTH INCCOM37244C1011,21718,907SH DFND1 218,90700
GENPACT LTDSHSG3922B10736,7081,360,061SH DFND11,360,06100
GENTEX CORPCOM37190110979,6243,939,860SH DFND13,884,049055,811
GENTEX CORPCOM37190110922211,011SH DFND1 211,01100
GENTHERM INCCOM37253A10316,232406,020SH DFND1405,940080
GENUINE PARTS COCOM372460105188,4341,965,765SH DFND11,957,22708,538
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10624,8105,324,141SH DFND15,217,4970106,644
GEO GROUP INC/THECOM36162J10626,0931,324,550SH DFND11,299,348025,202
GEO GROUP INC/THECOM36162J10684242,767SH DFND1 242,76700
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,184114,862SH DFND1114,86200
GERMAN AMERICAN BANCORPCOM3738651046,838246,268SH DFND1246,26800
GERON CORPCOM3741631031,8921,892,556SH DFND11,892,3600196
GETTY REALTY CORPCOM37429710910,590360,111SH DFND1360,11100
GEVO INCCOM PAR3743964064221,445SH DFND121,44500
GIBRALTAR INDUSTRIES INCCOM37468910712,795359,538SH DFND1359,53800
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1222901,200,000SH DFND1 21,200,00000
G-III APPAREL GROUP LTDCOM36237H10113,378479,680SH DFND1479,68000
G-III APPAREL GROUP LTDCOM36237H10133111,878SH DFND1 211,87800
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411821123,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161035,747190,700SH DFND1190,70000
GILDAN ACTIVEWEAR INCCOMSTK37591610330810,147SH DFND1 210,14700
GILEAD SCIENCES INCCOM3755581031,052,46816,853,239SH DFND116,720,6440132,595
GILEAD SCIENCES INCCOM37555810386413,826SH DFND1 213,82600
GLACIER BANCORP INCCOM37637Q10538,122962,210SH DFND1962,21000
GLACIER BANCORP INCCOM37637Q10531805SH DFND1 280500
GLADSTONE COMMERCIAL CORPCOM3765361086,570366,675SH DFND1366,67500
GLADSTONE LAND CORPCOM3765491011,858161,915SH DFND1161,91500
GLATFELTERCOM3773161044,594470,758SH DFND1470,75800
GLAUKOS CORPCOM37732210220,033356,666SH DFND1356,66600
GLAUKOS CORPCOM3773221024808,560SH DFND1 28,56000
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W10516,216424,397SH DFND1422,42101,976
GLEN BURNIE BANCORPCOM37740710119418,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10825,439619,730SH DFND1619,73000
GLOBAL BRASS & COPPER HOLDINCOM37953G1037,778309,278SH DFND1309,27800
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102998447,774SH DFND1447,77400
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1053,18687,944SH DFND187,94400
GLOBAL MEDICAL REIT INCCOM NEW37954A2041,790201,450SH DFND1201,45000
GLOBAL NET LEASE INCCOM NEW37937820113,643774,325SH DFND1774,32500
GLOBAL PAYMENTS INCCOM37940X102202,7561,969,663SH DFND11,961,37008,293
GLOBAL SELF STORAGE INCCOM37955N10629374,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310248547,907SH DFND147,90700
GLOBALSCAPE INCCOM37940G10913129,423SH DFND129,42300
GLOBALSTAR INCCOM3789734082,9084,546,346SH DFND14,546,34600
GLOBALSTAR INCCOM378973408223350,000SH DFND1 2350,00000
GLOBUS MEDICAL INC - ACL A37957720834,963807,842SH DFND1792,112015,730
GLOWPOINT INCCOM NEW37988720142340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010613,1841,633,764SH DFND11,629,95403,810
GLU MOBILE INCCOM37989010640550,197SH DFND1 250,19700
GLYCOMIMETICS INCCOM38000Q1023,901412,003SH DFND1412,00300
GMS INCCOM36251C1035,332358,869SH DFND1358,86900
GNC HOLDINGS INC-CL ACOM CL A36191G1072,037859,660SH DFND1858,7870873
GODADDY INC - CLASS ACL A380237107115,4661,760,737SH DFND11,760,73700
GOGO INCCOM38046C1091,996667,641SH DFND1667,64100
GOLAR LNG LTDSHSG9456A1008,733401,339SH DFND1401,0360303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10256652,477SH DFND152,47700
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C102928,526SH DFND1 28,52600
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T10661,845SH DFND1001,845
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T106640181,949SH DFND1 2181,94900
GOLD RESOURCE CORPCOM38068T1052,346586,707SH DFND1586,70700
GOLDEN ENTERTAINMENT INCCOM3810131013,383211,174SH DFND1211,17400
GOLDEN MINERALS COCOM38111910651236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205716116,311SH DFND1116,31100
GOLDFIELD CORPCOM381370105337149,274SH DFND1149,27400
GOLDMAN SACHS GROUP INCCOM38141G104714,4774,284,975SH DFND14,266,843018,132
GOLDMAN SACHS GROUP INCCOM38141G1041,0966,562SH DFND1 26,56200
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087914256,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084383161,593SH DFND161,59300
GOODYEAR TIRE & RUBBER COCOM38255010171,6473,515,759SH DFND13,503,546012,213
GOOSEHEAD INSURANCE INC -ACOM CL A38267D1092,849108,381SH DFND1108,38100
GOPRO INC-CLASS ACL A38268T1035,7311,351,718SH DFND11,351,71800
GOPRO INC-CLASS ACL A38268T1031,763416,029SH DFND1 2416,02900
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1141,6071,847,875SH DFND1 21,847,87500
GORMAN-RUPP COCOM3830821046,878212,231SH DFND1212,23100
GP STRATEGIES CORPCOM36225V1041,744138,380SH DFND1138,38000
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC16,8867,000,000PRN DFND1 27,000,00000
GPRO 3.5 04/15/22NOTE 3.500% 4/138268TAB92,0462,500,000PRN DFND1 22,500,00000
GRACO INCCOM38410910471,7741,715,046SH DFND11,680,618034,428
GRACO INCCOM384109104882,117SH DFND1 22,11700
GRAF INDUSTRIAL CORP-CW25*W EXP 12/31/202384278115140350,000SH DFND1 2350,00000
GRAFTECH INTERNATIONAL LTDCOM3843135088,708761,247SH DFND1760,4350812
GRAHAM CORPCOM3845561062,01788,339SH DFND188,33900
GRAHAM CORPCOM38455610618800SH DFND1 280000
GRAHAM HOLDINGS CO-CLASS BCOM38463710427,43942,835SH DFND141,9380897
GRAND CANYON EDUCATION INCCOM38526M10648,988509,556SH DFND1509,55600
GRAND CANYON EDUCATION INCCOM38526M10633344SH DFND1 234400
GRANITE CONSTRUCTION INCCOM38732810719,552485,411SH DFND1475,70709,704
GRANITE POINT MORTGAGE TRUSTCOM38741L1077,957441,345SH DFND1441,34500
GRAPHIC PACKAGING HOLDING COCOM38868910131,2442,936,526SH DFND12,936,52600
GRAY TELEVISION INCCOM38937510611,906807,761SH DFND1807,76100
GRAY TELEVISION INCCOM3893751061238,382SH DFND1 28,38200
GREAT AJAX CORPCOM38983D3001,797149,161SH DFND1149,16100
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209406120,123SH DFND1120,12300
GREAT LAKES DREDGE & DOCK COCOM3906071094,464674,435SH DFND1674,43500
GREAT LAKES DREDGE & DOCK COCOM39060710962394,255SH DFND1 294,25500
GREAT SOUTHERN BANCORP INCCOM3909051078,260179,457SH DFND1179,45700
GREAT WESTERN BANCORP INCCOM39141610419,442622,174SH DFND1622,17400
GREEN BANCORP INCCOM39260X1001,59493,026SH DFND193,02600
GREEN BRICK PARTNERS INCCOM3927091012,089288,553SH DFND1288,55300
GREEN DOT CORP-CLASS ACL A39304D10241,433521,050SH DFND1521,05000
GREEN DOT CORP-CLASS ACL A39304D1023153,962SH DFND1 23,96200
GREEN PLAINS INCCOM3932221045,855446,654SH DFND1446,2330421
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110617913,251SH DFND113,25100
GREENBRIER COMPANIES INCCOM39365710113,321336,900SH DFND1336,7810119
GREENE COUNTY BANCORP INCCOM39435710755917,977SH DFND117,97700
GREENHILL & CO INCCOM3952591044,704192,791SH DFND1192,4060385
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1092,739317,804SH DFND1317,80400
GREENSKY INC-CLASS ACL A39572G1002,911304,208SH DFND1304,20800
GREIF INC-CL ACL A3976241079,618259,200SH DFND1253,64605,554
GREIF INC-CL BCL B3976242063,10469,930SH DFND169,1760754
GRIFFIN INDUSTRIAL REALTY INCOM39823110042313,283SH DFND113,28300
GRIFFON CORPCOM3984331023,813364,885SH DFND1364,88500
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,245122,324SH DFND1121,26601,058
GRITSTONE ONCOLOGY INCCOM39868T1051,36888,578SH DFND188,57800
GROUP 1 AUTOMOTIVE INCCOM39890510910,760204,109SH DFND1204,10900
GROUPON INCCOM39947310715,2364,761,429SH DFND14,761,42900
GROUPON INCCOM39947310710131,646SH DFND1 231,64600
GRUBHUB INCCOM40011010264,549840,976SH DFND1840,97600
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021594,198SH DFND14,19800
GRUPO AEROPORTUARIO CEN-ADRSPON ADR40050110262816,522SH DFND1 216,52200
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B40050610120256SH DFND100256
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B4005061013574,379SH DFND1 24,37900
GRUPO FINANCIERO GALICIA-ADRSP ADR 10 SH B3999091001,19743,422SH DFND143,42200
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J2063250SH DFND100250
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J20613911,114SH DFND1 211,11400
GSE SYSTEMS INCCOM36227K1067033,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10648093,432SH DFND193,43200
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC53,9434,530,000PRN DFND1 24,530,00000
GTT COMMUNICATIONS INCCOM3623931009,263391,508SH DFND1391,50800
GTX INCCOM NEW40052B207175225,353SH DFND1225,35300
GTY TECHNOLOGY HOLDINGS IN-ACL AG4182A10244644,905SH DFND144,90500
GUARANTY BANCSHARES INCCOM4007641062,94798,832SH DFND198,83200
GUARDANT HEALTH INCCOM40131M1098,278220,229SH DFND1220,22900
GUESS INCCOM40161710512,570605,215SH DFND1605,21500
GUIDEWIRE SOFTWARE INCCOM40171V10059,992747,756SH DFND1747,75600
GULF ISLAND FABRICATION INCCOM40230710264789,651SH DFND189,65100
GULF RESOURCES INCCOM PAR $0.000540251W3091418,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530413,0201,987,852SH DFND11,987,85200
GW PHARMACEUTICALS -ADRADS36197T1031,80118,502SH DFND118,50200
H&E EQUIPMENT SERVICES INCCOM4040301087,508367,691SH DFND1367,69100
H&R BLOCK INCCOM09367110582,3293,249,746SH DFND13,238,310011,436
H&R BLOCK INCCOM0936711051034,064SH DFND1 24,06400
H.B. FULLER CO.COM35969410622,732532,754SH DFND1532,75400
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,522240,227SH DFND1240,22700
HACKETT GROUP INC/THECOM4046091094,482280,003SH DFND1280,00300
HAEMONETICS CORP/MASSCOM40502410062,862628,314SH DFND1616,833011,481
HAEMONETICS CORP/MASSCOM40502410038381SH DFND1 238100
HAIN CELESTIAL GROUP INCCOM40521710015,084951,102SH DFND1932,585018,517
HAIN CELESTIAL GROUP INCCOM405217100251,623SH DFND1 21,62300
HALCON RESOURCES CORPCOM PAR NEW40537Q6052,5611,506,581SH DFND11,506,58100
HALLADOR ENERGY COCOM40609P105946186,678SH DFND1186,67800
HALLADOR ENERGY COCOM40609P105346,769SH DFND1 26,76900
HALLIBURTON COCOM406216101264,0679,954,863SH DFND19,907,296047,567
HALLIBURTON COCOM40621610110378SH DFND1 237800
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,248116,798SH DFND1116,79800
HALOZYME THERAPEUTICS INCCOM40637H10922,2471,520,657SH DFND11,520,65700
HAMILTON BEACH BRAND-ACOM CL A40701T1041,78376,028SH DFND176,02800
HAMILTON LANE INC-CLASS ACL A4074971067,290197,054SH DFND1197,05400
HANCOCK WHITNEY CORPCOM41012010938,9801,124,982SH DFND11,106,718018,264
HANCOCK WHITNEY CORPCOM410120109371,074SH DFND1 21,07400
HANESBRANDS INCCOM41034510259,8114,781,511SH DFND14,761,187020,324
HANESBRANDS INCCOM410345102332,664SH DFND1 22,66400
HANGER INCCOM NEW41043F2086,024317,931SH DFND1317,93100
HANGER INCCOM NEW41043F20822912,111SH DFND1 212,11100
HANMI FINANCIAL CORPORATIONCOM NEW4104952047,414376,391SH DFND1376,39100
HANNON ARMSTRONG SUSTAINABLECOM41068X10012,052632,694SH DFND1632,69400
HANNON ARMSTRONG SUSTAINABLECOM41068X100442,330SH DFND1 22,33000
HANOVER INSURANCE GROUP INC/COM41086710549,527424,142SH DFND1415,38208,760
HARBORONE BANCORP INCCOM41165F1014,348273,645SH DFND1273,64500
HARLEY-DAVIDSON INCCOM41282210882,6562,426,211SH DFND12,417,67608,535
HARLEY-DAVIDSON INCCOM4128221088244SH DFND1 224400
HARMONIC INCCOM4131601024,543962,522SH DFND1962,52200
HARMONIC INCCOM41316010214631,066SH DFND1 231,06600
HARRIS CORPCOM413875105206,4241,535,717SH DFND11,529,13206,585
HARSCO CORPCOM41586410716,712841,498SH DFND1840,5130985
HARTE-HANKS INCCOM4161962026125,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104205,0084,620,236SH DFND14,600,733019,503
HARTFORD FINANCIAL SVCS GRPCOM4165151041122,538SH DFND1 22,53800
HARVARD BIOSCIENCE INCCOM4169061051,121352,825SH DFND1352,82500
HASBRO INCCOM418056107141,7221,746,932SH DFND11,734,614012,318
HAVERTY FURNITURECOM4195961014,732251,989SH DFND1251,98900
HAWAIIAN ELECTRIC INDSCOM41987010039,5491,080,009SH DFND11,057,478022,531
HAWAIIAN HOLDINGS INCCOM41987910114,663555,221SH DFND1555,22100
HAWAIIAN HOLDINGS INCCOM41987910110395SH DFND1 239500
HAWKINS INCCOM4202611094,441108,465SH DFND1108,46500
HAWTHORN BANCSHARES INCCOM4204761031,06950,877SH DFND150,87700
HAYMAKER ACQUISITION CO-CW22*W EXP 10/27/2024208701159111,098,750SH DFND1 21,098,75000
HAYNES INTERNATIONAL INCCOM NEW4208772013,665138,845SH DFND1138,84500
HC2 HOLDINGS INCCOM404139107994376,741SH DFND1376,74100
HCA HEALTHCARE INCCOM40412C101424,1893,414,676SH DFND13,400,606014,070
HCI GROUP INCCOM40416E1033,95177,767SH DFND177,687080
HCP INCCOM40414L109216,2367,752,843SH DFND17,727,419025,424
HD SUPPLY HOLDINGS INCCOM40416M10571,5811,908,932SH DFND11,908,93200
HDFC BANK LTD-ADRADR REPS 3 SHS40415F1011,76817,076SH DFND116,8480228
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1065,994224,253SH DFND1223,8270426
HEALTHCARE REALTY TRUST INCCOM42194610448,2951,698,171SH DFND11,672,257025,914
HEALTHCARE SERVICES GROUPCOM42190610834,300853,660SH DFND1838,389015,271
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50150,3281,988,502SH DFND11,988,50200
HEALTHEQUITY INCCOM42226A10737,136622,576SH DFND1611,344011,232
HEALTHEQUITY INCCOM42226A1072854,783SH DFND1 24,78300
HEALTHSTREAM INCCOM42222N1038,144337,240SH DFND1337,24000
HEARTLAND EXPRESS INCCOM42234710410,905595,921SH DFND1595,92100
HEARTLAND FINANCIAL USA INCCOM42234Q10214,720334,929SH DFND1334,92900
HEAT BIOLOGICS INCCOM NEW42237K300120122,984SH DFND1122,98400
HECLA MINING COCOM42270410611,7584,982,338SH DFND14,982,33800
HEICO CORPCOM42280610933,051426,578SH DFND1426,57800
HEICO CORP-CLASS ACL A42280620839,341624,462SH DFND1624,46200
HEIDRICK & STRUGGLES INTLCOM42281910210,406333,636SH DFND1333,2460390
HEIDRICK & STRUGGLES INTLCOM42281910250116,074SH DFND1 216,07400
HELEN OF TROY LTDCOMG4388N10648,126366,870SH DFND1361,40705,463
HELIOS AND MATHESON ANALYTICCOM PAR42327L3091036,481,167SH DFND16,481,16700
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V5041,686184,087SH DFND1184,08700
HELIX ENERGY SOLUTIONS GROUPCOM42330P1077,8931,459,059SH DFND11,459,05900
HELMERICH & PAYNECOM42345210172,0281,504,996SH DFND11,498,56506,431
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,294189,002SH DFND1189,00200
HEMISPHERX BIOPHARMA INCCOM NEW42366C3011374,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510013113,164SH DFND113,16400
HENRY SCHEIN INCCOM806407102165,0382,105,314SH DFND12,090,155015,159
HERBALIFE NUTRITION LTDCOM SHSG4412G10166,8341,133,745SH DFND11,133,74500
HERBALIFE NUTRITION LTDCOM SHSG4412G101861,472SH DFND1 21,47200
HERC HOLDINGS INCCOM42704L1046,544251,817SH DFND1251,81700
HERC HOLDINGS INCCOM42704L10464925,000SH DFND1 225,00000
HERITAGE COMMERCE CORPCOM4269271094,941435,771SH DFND1435,77100
HERITAGE FINANCIAL CORPCOM42722X10611,380382,935SH DFND1382,93500
HERITAGE INSURANCE HOLDINGSCOM42727J1023,573242,752SH DFND1242,75200
HERITAGE INSURANCE HOLDINGSCOM42727J1021339,086SH DFND1 29,08600
HERITAGE-CRYSTAL CLEAN INCCOM42726M1063,922170,490SH DFND1170,49000
HERITAGE-CRYSTAL CLEAN INCCOM42726M106298SH DFND1 29800
HERMAN MILLER INCCOM60054410026,268868,383SH DFND1856,118012,265
HERMAN MILLER INCCOM60054410058519,355SH DFND1 219,35500
HERON THERAPEUTICS INCCOM42774610219,487751,250SH DFND1751,25000
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255008,620491,475SH DFND1491,47500
HERSHEY CO/THECOM427866108234,3172,189,376SH DFND12,181,72607,650
HERTZ GLOBAL HOLDINGS INCCOM42806J1067,794571,025SH DFND1571,02500
HESKA CORPCOM RESTRC NEW42805E3067,98492,734SH DFND192,73400
HESS CORPCOM42809H107131,1463,244,017SH DFND13,230,974013,043
HEWLETT PACKARD ENTERPRISECOM42824C109234,53717,781,202SH DFND117,706,617074,585
HEWLETT PACKARD ENTERPRISECOM42824C10917012,917SH DFND1 212,91700
HEXCEL CORPCOM42829110847,343825,656SH DFND1825,65600
HEXINDAI INC-ADRADR4282951095823,354SH DFND123,35400
HFF INC-CLASS ACL A40418F10814,252429,811SH DFND1428,05801,753
HFF INC-CLASS ACL A40418F1081043,159SH DFND1 23,15900
HIBBETT SPORTS INCCOM4285671014,048283,136SH DFND1283,13600
HIBBETT SPORTS INCCOM42856710147933,563SH DFND1 233,56300
HIGHPOINT RESOURCES CORPCOM43114K1082,9081,168,149SH DFND11,168,14900
HIGHPOWER INTERNATIONAL INCCOM43113X1013315,239SH DFND115,23900
HIGHWOODS PROPERTIES INCCOM43128410850,5501,306,549SH DFND11,285,135021,414
HILL INTERNATIONAL INCCOM431466101397129,013SH DFND1129,01300
HILLENBRAND INCCOM43157110827,147715,721SH DFND1715,72100
HILLENBRAND INCCOM431571108842,234SH DFND1 22,23400
HILL-ROM HOLDINGS INCCOM43147510257,353647,698SH DFND1633,585014,113
HILLTOP HOLDINGS INCCOM43274810114,302802,187SH DFND1802,18700
HILTON GRAND VACATIONS INCCOM43283X10523,232880,344SH DFND1880,34400
HILTON WORLDWIDE HOLDINGS INCOM43300A203261,7583,652,295SH DFND13,636,751015,544
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10626677,740SH DFND177,74000
HINGHAM INSTITUTION FOR SVGSCOM4333231023,35316,961SH DFND116,96100
HISTOGENICS CORPCOM43358V10925291,743SH DFND1291,74300
HMS HOLDINGS CORPCOM40425J10131,5711,122,331SH DFND11,122,33100
HMS HOLDINGS CORPCOM40425J10185630,434SH DFND1 230,43400
HNI CORPCOM40425110016,913477,392SH DFND1467,57009,822
HNI CORPCOM4042511001905,378SH DFND1 25,37800
HOLLYFRONTIER CORPCOM436106108135,9512,663,124SH DFND12,653,95509,169
HOLLYFRONTIER CORPCOM4361061084448,688SH DFND1 28,68800
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710584648,319SH DFND148,31900
HOLLYSYS AUTOMATION TECHNOLOSHSG45667105281,626SH DFND1 21,62600
HOLOGIC INCCOM436440101155,7323,795,236SH DFND13,781,116014,120
HOLOGIC INCCOM43644010141410,093SH DFND1 210,09300
HOME BANCORP INCCOM43689E1072,64974,855SH DFND174,85500
HOME BANCSHARES INCCOM43689320030,3881,859,740SH DFND11,826,820032,920
HOME DEPOT INCCOM4370761022,275,76113,269,099SH DFND113,207,946061,153
HOME DEPOT INCCOM4370761023201,864SH DFND1 21,86400
HOMESTREET INCCOM43785V1026,449303,797SH DFND1303,79700
HOMETRUST BANCSHARES INCCOM4378721045,059193,270SH DFND1193,27000
HOMOLOGY MEDICINES INCCOM4380831073,421153,033SH DFND1153,03300
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830883731,673SH DFND128,97002,703
HONEYWELL INTERNATIONAL INCCOM4385161061,245,5669,444,396SH DFND19,405,595038,801
HOOKER FURNITURE CORPCOM4390381003,453131,102SH DFND1131,10200
HOPE BANCORP INCCOM43940T10916,6751,406,017SH DFND11,406,01700
HOPE BANCORP INCCOM43940T109564,788SH DFND1 24,78800
HOPFED BANCORP INCCOM43973410429322,075SH DFND122,07500
HORACE MANN EDUCATORSCOM44032710416,344436,422SH DFND1436,42200
HORIZON BANCORP INC/INCOM4404071047,999506,969SH DFND1506,96900
HORIZON GLOBAL CORPCOM44052W104219153,488SH DFND1153,48800
HORIZON PHARMA PLCSHSG4617B10537,8181,935,457SH DFND11,935,45700
HORIZON TECHNOLOGY FINANCE CCOM44045A10213712,178SH DFND112,17800
HORMEL FOODS CORPCOM440452100181,0554,248,495SH DFND14,233,405015,090
HORNBECK OFFSHORE SERVICESCOM440543106301209,267SH DFND1209,26700
HORTONWORKS INCCOM44089410312,090838,426SH DFND1838,42600
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10258,0032,428,951SH DFND12,393,622035,329
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M1029382SH DFND1 238200
HOST HOTELS & RESORTS INCCOM44107P104200,92412,069,873SH DFND112,027,665042,208
HOST HOTELS & RESORTS INCCOM44107P1041277,654SH DFND1 27,65400
HOSTESS BRANDS INCCL A44109J10612,5301,145,342SH DFND11,145,34200
HOUGHTON MIFFLIN HARCOURT COCOM44157R10910,6251,199,214SH DFND11,199,21400
HOUGHTON MIFFLIN HARCOURT COCOM44157R10918921,356SH DFND1 221,35600
HOULIHAN LOKEY INCCL A44159310014,983407,172SH DFND1407,17200
HOULIHAN LOKEY INCCL A4415931003499,508SH DFND1 29,50800
HOUSTON AMERICAN ENERGY CORPCOM44183U10025135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10948094,970SH DFND194,97000
HOVNANIAN ENTERPRISES-ACL A4424872038361,223,803SH DFND11,207,088016,715
HOWARD BANCORP INCCOM4424961051,645115,090SH DFND1115,09000
HOWARD HUGHES CORP/THECOM44267D10736,286371,710SH DFND1371,71000
HP INCCOM40434L105413,60420,244,974SH DFND120,153,470091,504
HP INCCOM40434L105331,643SH DFND1 21,64300
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040620,524499,248SH DFND1496,47702,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104553217,965SH DFND1217,96500
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10610,080353,867SH DFND1353,1790688
HUB GROUP INC-CL ACL A44332010613,894374,824SH DFND1374,82400
HUB GROUP INC-CL ACL A443320106411,123SH DFND1 21,12300
HUBBELL INCCOM44351060752,107524,539SH DFND1513,226011,313
HUBBELL INCCOM44351060775763SH DFND1 276300
HUBSPOT INCCOM44357310047,864380,689SH DFND1380,68900
HUBSPOT INCCOM4435731002361,881SH DFND1 21,88100
HUDBAY MINERALS INCCOMSTK44362810213528,641SH DFND128,64100
HUDBAY MINERALS INCCOMSTK4436281028417,900SH DFND1 217,90000
HUDSON GLOBAL INCCOM443787106136101,412SH DFND1101,41200
HUDSON LTD-CLASS ACOM CL AG464081032,362137,745SH DFND1137,74500
HUDSON PACIFIC PROPERTIES INCOM44409710956,4891,943,883SH DFND11,943,88300
HUDSON TECHNOLOGIES INCCOM444144109219246,811SH DFND1246,81100
HUMANA INCCOM444859102505,8271,768,790SH DFND11,761,55107,239
HUMANA INCCOM4448591021,3714,786SH DFND1 24,78600
HUNT (JB) TRANSPRT SVCS INCCOM445658107115,1431,239,550SH DFND11,229,83709,713
HUNT COMPANIES FINANCE TRUSTCOM44558T10023983,765SH DFND183,76500
HUNTER MARITIME ACQUISITIO-W*W EXP 11/17/202Y3782812935595,650SH DFND1 2595,65000
HUNTINGTON BANCSHARES INCCOM446150104172,86314,526,595SH DFND114,470,556056,039
HUNTINGTON INGALLS INDUSTRIECOM446413106118,455623,420SH DFND1621,16902,251
HUNTSMAN CORPCOM44701110772,1433,739,923SH DFND13,738,27001,653
HUNTSMAN CORPCOM44701110739420,442SH DFND1 220,44200
HURCO COMPANIES INCCOM4473241043,34493,691SH DFND193,69100
HURCO COMPANIES INCCOM4473241041373,858SH DFND1 23,85800
HURON CONSULTING GROUP INCCOM44746210213,216257,580SH DFND1257,58000
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1032,636114,934SH DFND1114,93400
HUTTIG BUILDING PRODUCTS INCCOM448451104204113,703SH DFND1113,70300
HYATT HOTELS CORP - CL ACOM CL A44857910230,150446,014SH DFND1446,01400
HYDROGENICS CORPCOM NEW4488832076112,364SH DFND112,36400
HYSTER-YALE MATERIALSCL A4491721058,322134,313SH DFND1134,31300
I3 VERTICALS INC-CLASS ACOM CL A46571Y1071,91979,656SH DFND179,65600
IAC/INTERACTIVECORPCOM44919P508133,985732,502SH DFND1732,3520150
IAMGOLD CORPCOMSTK45091310820255,151SH DFND155,15100
IAMGOLD CORPCOMSTK450913108017SH DFND1 21700
IBERIABANK CORPCOM45082810846,345720,988SH DFND1720,98800
IBIO INCCOM NEW4510332032534,266SH DFND134,26600
ICAD INCCOM NEW44934S20627073,148SH DFND173,14800
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001017,146125,194SH DFND1125,19400
ICF INTERNATIONAL INCCOM44925C10314,060217,053SH DFND1217,05300
ICHOR HOLDINGS LTDSHSG4740B1054,294263,466SH DFND1263,46600
ICICI BANK LTD-SPON ADRADR45104G10412912,574SH DFND19,60202,972
ICON PLCSHSG4705A1005,15939,933SH DFND139,93300
ICON PLCSHSG4705A1001431,111SH DFND1 21,11100
ICONIX BRAND GROUP INCCOM45105510731376,124SH DFND1376,12400
ICU MEDICAL INCCOM44930G10738,476167,558SH DFND1164,12403,434
ID SYSTEMS INCCOM44948910331656,581SH DFND156,58100
IDACORP INCCOM45110710650,931547,294SH DFND1536,866010,428
IDCC 1.5 03/01/20NOTE 1.500% 3/0458660AD92,1012,000,000PRN DFND1 22,000,00000
IDEAL POWER INCCOM4516221041665,278SH DFND165,27800
IDEANOMICS INCCOM45166V1064940,987SH DFND140,98700
IDENTIV INCCOM NEW45170X20525671,264SH DFND171,26400
IDERA PHARMACEUTICALS INCCOM PAR45168K405638230,577SH DFND1230,57700
IDEX CORPCOM45167R104100,922799,850SH DFND1783,982015,868
IDEXX LABORATORIES INCCOM45168D104215,9591,162,909SH DFND11,154,33308,576
IDT CORP-CLASS BCL B NEW448947507984158,968SH DFND1158,96800
IDTI 0.875 11/15/22NOTE 0.875%11/1458118AC017,01211,000,000PRN DFND1 211,000,00000
IEC ELECTRONICS CORPCOM44949L10516629,162SH DFND129,16200
IES HOLDINGS INCCOM44951W1061,49496,089SH DFND196,08900
IFRESH INCCOM4495381072225,786SH DFND125,78600
IHS MARKIT LTDSHSG47567105235,4974,917,673SH DFND14,898,873018,800
II-VI INCCOM90210410822,071679,945SH DFND1679,94500
II-VI INCCOM9021041082076,400SH DFND1 26,40000
IKANG HEALTHCARE GROUP-ADRSPONSORED ADR45174L10896347,261SH DFND147,26100
ILLINOIS TOOL WORKSCOM452308109496,4003,925,119SH DFND13,908,119017,000
ILLUMINA INCCOM452327109554,9991,853,763SH DFND11,838,939014,824
ILLUMINA INCCOM452327109174583SH DFND1 258300
IMAX CORPCOM45245E1093,498185,975SH DFND1185,97500
IMMERSION CORPORATIONCOM4525211074,164464,834SH DFND1464,83400
IMMERSION CORPORATIONCOM45252110714316,025SH DFND1 216,02500
IMMUNE DESIGN CORPCOM45252L103478367,840SH DFND1367,1660674
IMMUNOGEN INCCOM45253H1018,2451,717,770SH DFND11,716,9180852
IMMUNOMEDICS INCCOM45290710826,6921,870,567SH DFND11,870,56700
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P508463122,543SH DFND1122,54300
IMPERIAL OIL LTDCOMSTK4530384085,702226,888SH DFND1226,88800
IMPERIAL OIL LTDCOMSTK4530384081,23448,709SH DFND1 248,70900
IMPERVA INCCOM45321L10021,057378,119SH DFND1378,11900
IMPINJ INCCOM4532041092,633181,005SH DFND1181,00500
INCYTE CORPCOM45337C102149,0012,347,186SH DFND12,327,919019,267
INCYTE CORPCOM45337C10285313,420SH DFND1 213,42000
INDEPENDENCE CONTRACT DRILLICOM4534153091,293414,608SH DFND1414,60800
INDEPENDENCE HOLDING COCOM NEW4534403072,61374,258SH DFND174,25800
INDEPENDENCE REALTY TRUST INCOM45378A10610,6571,160,910SH DFND11,160,91000
INDEPENDENT BANK CORP - MICHCOM NEW4538386095,713271,815SH DFND1271,81500
INDEPENDENT BANK CORP/MACOM45383610822,454319,369SH DFND1319,36900
INDEPENDENT BANK GROUP INCCOM45384B10618,367401,298SH DFND1401,29800
INDIA FUND INCCOM4540891031,89793,755SH DFND1 293,75500
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT45623710619,8541,009,382SH DFND11,009,38200
INDUSTRIAL SVCS OF AMERICACOM4563141031615,157SH DFND115,15700
INDUSTRIAS BACHOCO SAB SP ADSPON ADR B45646310849912,633SH DFND1 212,63300
INFINERA CORPCOM45667G1036,9161,733,407SH DFND11,733,40700
INFINITY PHARMACEUTICALS INCCOM45665G303417354,047SH DFND1353,7210326
INFLARX NVCOMN448211012446,723SH DFND16,72300
INFORMATION SERVICES GROUPCOM45675Y1041,132267,073SH DFND1267,07300
INFOSYS LTD-SP ADRSPONSORED ADR4567881082,550274,041SH DFND1268,59305,448
INFRAREIT INCCOM45685L1008,991427,778SH DFND1427,77800
INFRAREIT INCCOM45685L10063030,000SH DFND1 230,00000
INFRASTRUCTURE AND ENERGY ALCOM45686J104853104,229SH DFND1104,22900
INFUSYSTEM HOLDINGS INCCOM45685K10216046,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710336334,137SH DFND131,10903,028
INGERSOLL-RAND PLCSHSG47791101298,4843,277,339SH DFND13,263,894013,445
INGEVITY CORPCOM45688C10737,077443,029SH DFND1442,964065
INGLES MARKETS INC-CLASS ACL A4570301047,287267,709SH DFND1267,70900
INGLES MARKETS INC-CLASS ACL A457030104903,328SH DFND1 23,32800
INGREDION INCCOM45718710271,809786,113SH DFND1771,289014,824
INGREDION INCCOM4571871025976,532SH DFND1 26,53200
INNERWORKINGS INCCOM45773Y1051,921513,780SH DFND1513,78000
INNODATA INCCOM NEW45764220510872,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1085,435221,595SH DFND1221,59500
INNOPHOS HOLDINGS INCCOM45774N108552,255SH DFND1 22,25500
INNOSPEC INCCOM45768S10517,391281,594SH DFND1281,59400
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F105389168,422SH DFND1168,42200
INNOVATIVE SOLUTIONS & SUPPCOM45769N10512356,144SH DFND156,14400
INNOVIVA INCCOM45781M10113,957799,879SH DFND1798,43901,440
INOGEN INCCOM45780L10425,474205,160SH DFND1201,27903,881
INOVALON HOLDINGS INC - ACOM CL A45781D10111,468808,771SH DFND1808,77100
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,0161,004,095SH DFND11,004,09500
INPHI CORPCOM45772F10714,652455,751SH DFND1455,75100
INSEEGO CORPCOM45782B1041,631393,227SH DFND1393,22700
INSIGHT ENTERPRISES INCCOM45765U10319,391475,857SH DFND1475,85700
INSIGHT ENTERPRISES INCCOM45765U10330750SH DFND1 275000
INSIGNIA SYSTEMS INCCOM45765Y1055235,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930711,368866,489SH DFND1866,48900
INSPERITY INCCOM45778Q10754,218580,744SH DFND1572,10608,638
INSPERITY INCCOM45778Q10799310,639SH DFND1 210,63900
INSPIRE MEDICAL SYSTEMS INCCOM4577301095,673134,286SH DFND1134,28600
INSPIRED ENTERTAINMENT INCCOM45782N10840985,251SH DFND185,25100
INSTALLED BUILDING PRODUCTSCOM45780R1017,960236,291SH DFND1236,29100
INSTEEL INDUSTRIES INCCOM45774W1085,001205,996SH DFND1204,66101,335
INSTRUCTURE INCCOM45781U10312,601335,944SH DFND1335,94400
INSULET CORPCOM45784P10146,567587,079SH DFND1587,07900
INSYS THERAPEUTICS INCCOM NEW45824V2091,121320,314SH DFND1319,9960318
INTEC PHARMA LTDSHSM5364410613017,341SH DFND117,34100
INTEGER HOLDINGS CORPCOM45826H10926,785351,243SH DFND1350,4880755
INTEGER HOLDINGS CORPCOM45826H10929393SH DFND1 239300
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520832,987731,431SH DFND1716,802014,629
INTEGRATED DEVICE TECH INCCOM45811810672,7111,501,379SH DFND11,474,688026,691
INTEGRATED DEVICE TECH INCCOM4581181061583,270SH DFND1 23,27000
INTEL CORPCOM4581401003,101,91466,194,279SH DFND165,731,5360462,743
INTEL CORPCOM458140100661,415SH DFND1 21,41500
INTELLIA THERAPEUTICS INCCOM45826J1054,906359,479SH DFND1359,47900
INTELLICHECK INCCOM NEW45817G2012411,261SH DFND111,26100
INTELLIPHARMACEUTICS INTERNACOM45817330943180,877SH DFND1180,87700
INTELSAT SACOML5140P1016,681312,346SH DFND1312,34600
INTER PARFUMS INCCOM45833410913,620207,730SH DFND1207,73000
INTERACTIVE BROKERS GRO-CL ACOM CL A45841N10736,347665,096SH DFND1649,008016,088
INTERCEPT PHARMACEUTICALS INCOM45845P10826,193259,886SH DFND1259,870016
INTERCONTINENTAL EXCHANGE INCOM45866F104496,7636,607,483SH DFND16,577,629029,854
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P80675413,812SH DFND112,8680944
INTERCONTINENTAL HOTELS-ADRSPONSORED ADR45857P80628524SH DFND1 252400
INTERDIGITAL INCCOM45867G10125,903389,939SH DFND1382,67507,264
INTERFACE INCCOM4586653049,948698,134SH DFND1698,13400
INTERFACE INCCOM45866530415310,760SH DFND1 210,76000
INTERMOLECULAR INCCOM45882D1097069,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A409867209,103SH DFND1208,7600343
INTERNATIONAL BANCSHARES CRPCOM45904410327,244791,996SH DFND1780,632011,364
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1083,699252,872SH DFND1252,87200
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10833022,620SH DFND1 222,62000
INTERNATIONAL MONEY EXPRESSCOM46005L10186071,914SH DFND171,91400
INTERNATIONAL PAPER COCOM460146103220,2455,463,639SH DFND15,440,914022,725
INTERNATIONAL PAPER COCOM4601461031904,708SH DFND1 24,70800
INTERNATIONAL SEAWAYS INCCOMY410531024,903291,185SH DFND1291,18500
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X204108135,723SH DFND1135,72300
INTERPUBLIC GROUP OF COS INCCOM460690100121,7945,911,388SH DFND15,890,443020,945
INTERPUBLIC GROUP OF COS INCCOM460690100311,530SH DFND1 21,53000
INTERSECT ENT INCCOM46071F1039,625341,570SH DFND1341,57000
INTERSECTIONS INCCOM46098130124867,353SH DFND167,35300
INTERXION HOLDING NVSHSN472791093736,904SH DFND16,90400
INTEST CORPCOM46114710022136,180SH DFND136,18000
INTEVAC INCCOM461148108713136,349SH DFND1136,34900
INTL BUSINESS MACHINES CORPCOM4592001011,426,53112,569,101SH DFND112,519,627049,474
INTL BUSINESS MACHINES CORPCOM4592001014624,065SH DFND1 24,06500
INTL FCSTONE INCCOM46116V1059,988273,071SH DFND1273,07100
INTL FLAVORS & FRAGRANCESCOM459506101174,9801,305,387SH DFND11,299,91705,470
INTL SPEEDWAY CORP-CL ACL A46033520112,343281,426SH DFND1276,37905,047
INTRA-CELLULAR THERAPIES INCCOM46116X1015,973524,461SH DFND1524,46100
INTREPID POTASH INCCOM46121Y1022,6541,020,818SH DFND11,020,81800
INTREXON CORPCOM46122T1025,342816,855SH DFND1816,85500
INTREXON CORPCOM46122T102416,293SH DFND1 26,29300
INTRICON CORPCOM46121H1092,25485,455SH DFND185,45500
INTUIT INCCOM461202103728,8253,708,242SH DFND13,681,834026,408
INTUIT INCCOM461202103150764SH DFND1 276400
INTUITIVE SURGICAL INCCOM NEW46120E602686,1311,435,257SH DFND11,423,846011,411
INTUITIVE SURGICAL INCCOM NEW46120E602163342SH DFND1 234200
INUVO INCCOM NEW46122W204114106,848SH DFND1106,84800
INVACARE CORPCOM4612031011,496347,920SH DFND1347,92000
INVESCO DYNAMIC CREDIT OPPCOM46132R1044,410429,418SH DFND1 2429,41800
INVESCO LTDSHSG491BT10897,8155,852,643SH DFND15,831,083021,560
INVESCO LTDSHSG491BT10853331,864SH DFND1 231,86400
INVESCO MORTGAGE CAPITALCOM46131B10017,3441,197,813SH DFND11,197,81300
INVESCO MORTGAGE CAPITALCOM46131B1001198,239SH DFND1 28,23900
INVESCO SENIOR INCOME TRUSTCOM46131H1075614,548SH DFND1 214,54800
INVESTAR HOLDING CORPCOM46134L1051,94778,519SH DFND178,51900
INVESTMENT TECHNOLOGY GROUPCOM46145F10510,323341,390SH DFND1341,39000
INVESTORS BANCORP INCCOM46146L10131,0632,986,884SH DFND12,986,88400
INVESTORS BANCORP INCCOM46146L10144843,144SH DFND1 243,14400
INVESTORS REAL ESTATE TRUSTSH BEN INT4617305096,194126,235SH DFND1126,23500
INVESTORS TITLE COCOM4618041062,66115,063SH DFND115,06300
INVH 3 07/01/19NOTE 3.000% 7/085571WAB517,26015,514,000PRN DFND1 215,514,00000
INVH 3.5 01/15/22NOTE 3.500% 1/119625XAB82,0492,000,000PRN DFND1 22,000,00000
INVITAE CORPCOM46185L1037,675694,019SH DFND1694,01900
INVITATION HOMES INCCOM46187W10772,6293,619,090SH DFND13,619,09000
INVIVO THERAPEUTICS HOLDINGSCOM PAR46186M4071510,036SH DFND110,03600
ION GEOPHYSICAL CORPCOM NEW462044207523101,013SH DFND1101,01300
IONIS PHARMACEUTICALS INCCOM46222210072,5131,341,344SH DFND11,341,1440200
IONIS PHARMACEUTICALS INCCOM462222100489SH DFND1 28900
IOVANCE BIOTHERAPEUTICS INCCOM46226010011,9001,344,702SH DFND11,344,70200
IPG PHOTONICS CORPCOM44980X10962,654553,872SH DFND1551,99701,875
IQIYI INC-ADRSPONSORED ADS46267X1081,727116,168SH DFND1116,16800
IQVIA HOLDINGS INCCOM46266C105247,0872,130,570SH DFND12,122,26608,304
IRADIMED CORPCOM46266A1091,12045,822SH DFND145,82200
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40943,11368,688PRN DFND1 268,68800
IRHYTHM TECHNOLOGIES INCCOM45005610617,667254,288SH DFND1254,28800
IRHYTHM TECHNOLOGIES INCCOM4500561068122SH DFND1 212200
IRIDEX CORPCOM46268410118238,849SH DFND138,84900
IRIDIUM COMMUNICATIONS INCCOM46269C10220,0041,084,230SH DFND11,084,23000
IROBOT CORPCOM46272610025,701306,916SH DFND1306,91600
IROBOT CORPCOM46272610034407SH DFND1 240700
IRON MOUNTAIN INCCOM46284V101126,6833,915,200SH DFND13,899,913015,287
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10817,1841,658,754SH DFND11,658,75400
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V80395437,000PRN DFND137,00000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10310,585224,516PRN DFND1224,51600
ISHARES CORE S&P 500 ETFCORE S&P500 ETF4642872005722,273PRN DFND157200
ISHARES GLOBAL CLEAN ENERGYGL CLEAN ENE ETF46428822410112,250PRN DFND112,25000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254187,380PRN DFND17,38000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723410,372265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59819,083572,389PRN DFND1572,38900
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77220,125636,475PRN DFND1636,47500
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876227175,175PRN DFND15,17500
ISORAY INCCOM46489V10480269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414069157,728SH DFND17,72800
ISSUER DIRECT CORPCOM NEW46520M20440735,897SH DFND135,89700
ISTAR INCCOM45031U1016,477706,431SH DFND1706,43100
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD46556210635438,802SH DFND135,04003,762
ITERIS INCCOM46564T107998267,638SH DFND1267,63800
ITRON INCCOM46574110618,482390,825SH DFND1390,82500
ITT INCCOM45073V10841,988869,862SH DFND1851,734018,128
ITURAN LOCATION AND CONTROLSHSM6158M10469021,539SH DFND121,53900
ITURAN LOCATION AND CONTROLSHSM6158M104571,795SH DFND1 21,79500
IVY HIGH INCOME OPPORTUNITYCOM4658931051,342110,647SH DFND1 2110,64700
IZEA WORLDWIDE INCCOM46604H1052424,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210924,761171,253SH DFND1171,25300
J ALEXANDER'S HOLDINGSCOM46609J1061,027124,875SH DFND1124,87500
J. JILL INCCOM46620W102817153,468SH DFND1153,46800
J.C. PENNEY CO INCCOM7081601063,3073,180,439SH DFND13,180,43900
J2 GLOBAL INCCOM48123V10239,174564,630SH DFND1554,038010,592
J2 GLOBAL INCCOM48123V1021402,022SH DFND1 22,02200
JABIL INCCOM46631310338,4101,549,455SH DFND11,519,404030,051
JACK HENRY & ASSOCIATES INCCOM426281101176,2811,395,069SH DFND11,391,01804,051
JACK IN THE BOX INCCOM46636710925,286325,737SH DFND1320,41505,322
JACOBS ENGINEERING GROUP INCCOM469814107100,6001,723,590SH DFND11,717,32306,267
JAGGED PEAK ENERGY INCCOM47009K1076,050663,390SH DFND1663,39000
JAGUAR HEALTH INCCOM NEW47010C300629,930SH DFND129,93000
JAKKS PACIFIC INCCOM47012E106182124,489SH DFND1122,95101,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10712,045329,646SH DFND1329,64600
JANUS HENDERSON GROUP PLCORD SHSG4474Y21429,9811,446,996SH DFND11,412,283034,713
JAPAN SMALLER CAPITALIZATIONCOM47109U1042,400289,198SH DFND1 2289,19800
JASON INDUSTRIES INCCOM47117210611483,305SH DFND183,30500
JAZZ 1.875 08/15/21NOTE 1.875% 8/1472145AB715,98016,500,000PRN DFND1 216,500,00000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110577,835628,295SH DFND1628,29500
JAZZ PHARMACEUTICALS PLCSHS USDG508711054623,735SH DFND1 23,73500
JBG SMITH PROPERTIESCOM46590V10048,1381,382,879SH DFND11,360,360022,519
JD.COM INC-ADRSPON ADR CL A47215P10640,3591,938,331SH DFND11,893,938044,393
JEFFERIES FINANCIAL GROUP INCOM47233W10962,9963,635,435SH DFND13,620,703014,732
JEFFERIES FINANCIAL GROUP INCOM47233W10913788SH DFND1 278800
JELD-WEN HOLDING INCCOM47580P10310,285723,818SH DFND1723,81800
JERNIGAN CAPITAL INCCOM4764051053,546178,914SH DFND1178,91400
JETBLUE AIRWAYS CORPCOM47714310159,1183,681,112SH DFND13,618,043063,069
JM SMUCKER CO/THECOM NEW832696405147,5891,581,238SH DFND11,574,82506,413
JM SMUCKER CO/THECOM NEW83269640590969SH DFND1 296900
JOHN B. SANFILIPPO & SON INCCOM8004221075,48998,627SH DFND198,2900337
JOHN BEAN TECHNOLOGIES CORPCOM47783910423,615328,857SH DFND1328,85700
JOHN HANCOCK HEDGED EQUITY &COM47804L10259545,553SH DFND1 245,55300
JOHN HANCOCK TAX-ADVANTAGEDTAX ADV GLB SH41013P74959591,357SH DFND1 291,35700
JOHNSON & JOHNSONCOM4781601044,684,99336,361,935SH DFND136,217,8760144,059
JOHNSON & JOHNSONCOM4781601043792,939SH DFND1 22,93900
JOHNSON CONTROLS INTERNATIONSHSG51502105337,62011,407,924SH DFND111,358,026049,898
JOHNSON CONTROLS INTERNATIONSHSG51502105351,214SH DFND1 21,21400
JOHNSON OUTDOORS INC-ACL A4791671086,900117,476SH DFND1117,47600
JOINT CORP/THECOM47973J10246555,935SH DFND155,93500
JOINT CORP/THECOM47973J102435,270SH DFND1 25,27000
JONES LANG LASALLE INCCOM48020Q10757,537454,778SH DFND1445,35509,423
JOUNCE THERAPEUTICS INCCOM481116101543161,421SH DFND1161,1860235
JPMORGAN CHASE & COCOM46625H1003,954,97540,584,886SH DFND140,406,0590178,827
JPMORGAN CHASE & COCOM46625H1004174,278SH DFND1 24,27800
JUNIPER NETWORKS INCCOM48203R104161,9576,026,296SH DFND16,007,205019,091
JUST ENERGY GROUP INCCOMSTK48213W1011,504333,961SH DFND1333,96100
K12 INCCOM48273U10214,085568,177SH DFND1567,8510326
KADANT INCCOM48282T1049,720119,324SH DFND1119,32400
KADMON HOLDINGS INCCOM48283N1062,2891,100,657SH DFND11,100,65700
KAISER ALUMINUM CORPCOM PAR $0.0148300770416,654186,526SH DFND1186,52600
KALA PHARMACEUTICALS INCCOM483119103977199,935SH DFND1199,93500
KALVISTA PHARMACEUTICALS INCCOM4834971031,47174,497SH DFND174,49700
KALVISTA PHARMACEUTICALS INCCOM4834971031859,384SH DFND1 29,38400
KAMADA LTDSHSM6240T10910421,224SH DFND121,22400
KAMAN CORPCOM48354810317,455311,202SH DFND1311,20200
KANDI TECHNOLOGIES GROUP INCCOM48370910116445,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302124,2401,303,947SH DFND11,298,61705,330
KAR AUCTION SERVICES INCCOM48238T10990,5571,897,686SH DFND11,897,68600
KAR AUCTION SERVICES INCCOM48238T10933694SH DFND1 269400
KARYOPHARM THERAPEUTICS INCCOM48576U1065,227557,927SH DFND1557,92700
KB HOMECOM48666K10921,5171,126,593SH DFND11,107,347019,246
KBR INCCOM48242W10624,5971,620,410SH DFND11,590,743029,667
KEANE GROUP INCCOM48669A1084,017491,097SH DFND1491,09700
KEARNY FINANCIAL CORP/MDCOM48716P10814,3881,122,367SH DFND11,122,36700
KELLOGG COCOM487836108200,1783,517,033SH DFND13,503,080013,953
KELLY SERVICES INC -ACL A4881522089,005439,728SH DFND1439,72800
KEMET CORPCOM NEW48836020710,460596,374SH DFND1596,37400
KEMPER CORPCOM48840110045,169680,471SH DFND1667,877012,594
KEMPHARM INCCOM488445107304171,047SH DFND1171,04700
KENNAMETAL INCCOM48917010029,878897,794SH DFND1880,805016,989
KENNEDY-WILSON HOLDINGS INCCOM48939810724,9641,373,963SH DFND11,373,96300
KEURIG DR PEPPER INCCOM49271V10038,5511,503,573SH DFND11,503,57300
KEWAUNEE SCIENTIFIC CPCOM4928541042798,408SH DFND18,40800
KEY ENERGY SERVICES INCCOM49309J10320398,509SH DFND198,50900
KEY TRONIC CORPCOM49314410919935,271SH DFND135,27100
KEYCORPCOM493267108195,76713,269,023SH DFND113,212,950056,073
KEYCORPCOM49326710822215,065SH DFND1 215,06500
KEYSIGHT TECHNOLOGIES INCOM49338L103165,9942,678,128SH DFND12,668,30409,824
KEYW HOLDING CORP/THECOM4937231003,817570,596SH DFND1570,59600
KEZAR LIFE SCIENCES INCCOM49372L1001,36958,046SH DFND158,04600
KFORCE INCCOM49373210113,405433,544SH DFND1433,54400
KFORCE INCCOM493732101802,590SH DFND1 22,59000
KILROY REALTY CORPCOM49427F10879,7401,268,134SH DFND11,247,287020,847
KIMBALL ELECTRONICS INCCOM49428J1095,918382,098SH DFND1382,09800
KIMBALL INTERNATIONAL-BCL B49427410310,095711,483SH DFND1711,48300
KIMBERLY-CLARK CORPCOM494368103470,3904,135,213SH DFND14,117,062018,151
KIMCO REALTY CORPCOM49446R109104,4387,138,547SH DFND17,116,460022,087
KINDER MORGAN INCCOM49456B101360,96223,513,119SH DFND123,410,4240102,695
KINDRED BIOSCIENCES INCCOM4945771093,719339,644SH DFND1339,64400
KINGOLD JEWELRY INCCOM NEW49579A2042026,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,55087,637SH DFND187,63700
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1012,71796,751SH DFND196,75100
KINROSS GOLD CORPCOM NO PAR4969024044513,962SH DFND113,3520610
KINROSS GOLD CORPCOMSTK4969024043,3681,053,314SH DFND11,053,31400
KINSALE CAPITAL GROUP INCCOM49714P10812,438223,869SH DFND1223,86900
KIRBY CORPCOM49726610636,989549,133SH DFND1537,984011,149
KIRKLAND LAKE GOLD LTDCOMSTK49741E1001,45255,700SH DFND1 255,70000
KIRKLAND LAKE GOLD LTDCOMSTK49741E10048418,583SH DFND118,58300
KIRKLAND'S INCCOM4974981051,752183,942SH DFND1183,94200
KITE REALTY GROUP TRUSTCOM NEW49803T30016,1441,145,816SH DFND11,145,81600
KKR & CO INC -ACL A48251W10471,5773,646,338SH DFND13,646,33800
KKR REAL ESTATE FINANCE TRUSCOM48251K1005,764301,001SH DFND1301,00100
KKR REAL ESTATE FINANCE TRUSCOM48251K10031816,628SH DFND1 216,62800
KLA-TENCOR CORPCOM482480100212,0252,371,598SH DFND12,356,130015,468
KLA-TENCOR CORPCOM4824801002562,869SH DFND1 22,86900
KLX ENERGY SERVICES HOLDINGCOM48253L1065,984255,209SH DFND1255,146063
KLX ENERGY SERVICES HOLDINGCOM48253L106934,000SH DFND1 24,00000
KNIGHT-SWIFT TRANSPORTATIONCL A49904910432,9541,315,378SH DFND11,289,373026,005
KNOLL INCCOM NEW4989042009,099552,153SH DFND1551,1730980
KNOLL INCCOM NEW49890420093556,751SH DFND1 256,75100
KNOWLES CORPCOM49926D10912,297923,917SH DFND1923,91700
KODIAK SCIENCES INCCOM50015M10945864,561SH DFND164,56100
KOHLS CORPCOM500255104194,6932,936,154SH DFND12,926,42709,727
KOHLS CORPCOM5002551042073,130SH DFND1 23,13000
KONA GRILL INCCOM50047H2015452,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230347013,405SH DFND111,86501,540
KOPIN CORPCOM500600101635636,382SH DFND1636,38200
KOPPERS HOLDINGS INCCOM50060P1063,666215,181SH DFND1215,18100
KOREA FUND INCCOM NEW50063420940014,317SH DFND1 214,31700
KORN FERRYCOM NEW50064320026,471669,487SH DFND1669,48700
KORN FERRYCOM NEW5006432003107,850SH DFND1 27,85000
KORNIT DIGITAL LTDSHSM6372Q11352728,174SH DFND128,17400
KOSMOS ENERGY LTDCOM5006881069,3612,300,244SH DFND12,300,24400
KOSMOS ENERGY LTDCOM50068810613834,010SH DFND1 234,01000
KRAFT HEINZ CO/THECOM500754106365,8928,513,579SH DFND18,422,416091,163
KRAFT HEINZ CO/THECOM5007541061122,625SH DFND1 22,62500
KRATON CORPCOM50077C10611,445524,076SH DFND1524,07600
KRATON CORPCOM50077C1061878,598SH DFND1 28,59800
KRATOS DEFENSE & SECURITYCOM NEW50077B20714,029995,734SH DFND1995,73400
KROGER COCOM501044101329,73312,008,444SH DFND111,966,518041,926
KRONOS WORLDWIDE INCCOM50105F1052,749238,703SH DFND1237,37901,324
KRONOS WORLDWIDE INCCOM50105F105151,378SH DFND1 21,37800
KRYSTAL BIOTECH INCCOM5011471021,25960,603SH DFND160,60300
KULICKE & SOFFA INDUSTRIESCOM50124210110,847535,170SH DFND1535,17000
KULICKE & SOFFA INDUSTRIESCOM50124210126813,269SH DFND1 213,26900
KURA ONCOLOGY INCCOM50127T1094,970354,010SH DFND1354,01000
KVH INDUSTRIES INCCOM4827381011,473143,197SH DFND1143,19700
L BRANDS INCCOM50179710476,3562,976,565SH DFND12,963,935012,630
L BRANDS INCCOM50179710417695SH DFND1 269500
L3 TECHNOLOGIES INCCOM502413107178,6021,030,239SH DFND11,026,11404,125
L3 TECHNOLOGIES INCCOM502413107153882SH DFND1 288200
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596042,145227,484SH DFND1227,48400
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409178,0021,410,999SH DFND11,405,71005,289
LABORATORY CRP OF AMER HLDGSCOM NEW50540R4091381,094SH DFND1 21,09400
LADDER CAPITAL CORP-REITCL A50574310419,6601,270,896SH DFND11,270,89600
LADDER CAPITAL CORP-REITCL A50574310477850,337SH DFND1 250,33700
LADENBURG THALMANN FINANCIALCOM50575Q1022,275976,609SH DFND1976,60900
LADENBURG THALMANN FINANCIALCOM50575Q1028536,638SH DFND1 236,63800
LAKELAND BANCORP INCCOM5116371007,867531,252SH DFND1531,25200
LAKELAND FINANCIAL CORPCOM51165610011,915296,711SH DFND1296,71100
LAKELAND INDUSTRIES INCCOM51179510639537,914SH DFND137,91400
LAM RESEARCH CORPCOM512807108342,5122,518,170SH DFND12,502,453015,717
LAM RESEARCH CORPCOM5128071082081,531SH DFND1 21,53100
LAMAR ADVERTISING CO-ACL A51281610964,023925,468SH DFND1907,870017,598
LAMB WESTON HOLDINGS INCCOM513272104157,8132,148,706SH DFND12,140,69708,009
LAMB WESTON HOLDINGS INCCOM5132721042813,828SH DFND1 23,82800
LANCASTER COLONY CORPCOM51384710342,464240,102SH DFND1236,06304,039
LANCASTER COLONY CORPCOM51384710398557SH DFND1 255700
LANDEC CORPCOM5147661043,292278,111SH DFND1278,11100
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10813912,077SH DFND112,07700
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J1088780SH DFND1 278000
LANDS' END INCCOM51509F1052,434171,339SH DFND1171,2120127
LANDSTAR SYSTEM INCCOM51509810143,491454,603SH DFND1446,09408,509
LANDSTAR SYSTEM INCCOM5150981011691,771SH DFND1 21,77100
LANNETT CO INCCOM5160121011,619326,530SH DFND1326,3900140
LANTHEUS HOLDINGS INCCOM5165441036,712428,939SH DFND1428,93900
LANTRONIX INCCOM NEW51654820316455,826SH DFND155,82600
LAREDO PETROLEUM INCCOM5168061065,7211,580,585SH DFND11,580,58500
LAS VEGAS SANDS CORPCOM517834107167,1623,211,880SH DFND13,211,88000
LAS VEGAS SANDS CORPCOM5178341071923,700SH