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 A68243Q1065,977327,872SH DFND1326,44701,425
1-800-FLOWERS.COM INC-CL ACL A68243Q10623913,111SH DFND1 213,11100
1ST CONSTITUTION BANCORPCOM31986N1021,35476,237SH DFND176,23700
1ST SOURCE CORPCOM33690110310,433232,323SH DFND1232,32300
21VIANET GROUP INC-ADRSPONSORED ADS A90138A10331639,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1032,2061,290,535SH DFND11,290,53500
2U INCCOM90214J10142,348597,727SH DFND1597,72700
3D SYSTEMS CORPCOM NEW88554D20513,7271,275,826SH DFND11,275,82600
3M COCOM88579Y1011,750,7738,436,780SH DFND18,406,777030,003
3PEA INTERNATIONAL INCCOM88579C1091,546194,509SH DFND1194,50900
51JOB INC-ADRSPONSORED ADS3168271045,86975,711SH DFND175,4830228
58.COM INC-ADRSPON ADR REP A31680Q10412,646193,911SH DFND1193,6730238
8X8 INCCOM28291410022,9421,135,766SH DFND11,135,76600
A H BELO CORP-ACOM CL A001282102380102,236SH DFND1102,23600
A10 NETWORKS INCCOM0021211014,342612,504SH DFND1612,50400
A10 NETWORKS INCCOM00212110111316,036SH DFND1 216,03600
AAC HOLDINGS INCCOM000307108223121,220SH DFND1121,22000
AAON INCCOM PAR $0.00400036020623,740514,091SH DFND1514,09100
AAR CORPCOM00036110516,013492,572SH DFND1492,57200
AAR CORPCOM0003611052878,836SH DFND1 28,83600
AARON'S INCCOM PAR $0.5000253530047,415901,440SH DFND1888,853012,587
ABB LTD-SPON ADRSPONSORED ADR0003752041,79295,000SH DFND1 295,00000
ABB LTD-SPON ADRSPONSORED ADR00037520434718,398SH DFND114,49603,902
ABBOTT LABORATORIESCOM0028241001,911,14023,945,879SH DFND123,854,369091,510
ABBVIE INCCOM00287Y1091,721,19121,388,744SH DFND121,312,369076,375
ABBVIE INCCOM00287Y1091,29216,044SH DFND1 216,04400
ABEONA THERAPEUTICS INCCOM00289Y1072,791379,319SH DFND1379,31900
ABERCROMBIE & FITCH CO-CL ACL A00289620722,112806,723SH DFND1806,3200403
ABERCROMBIE & FITCH CO-CL ACL A00289620748017,534SH DFND1 217,53400
ABERDEEN ASIA-PAC INCOME FDCOM003009107559132,260SH DFND1 2132,26000
ABERDEEN EM MRKT EQTY INCCOM00301W10514520,015SH DFND1 220,01500
ABERDEEN GLBL DYN DIVIDCOM00302M1061,023108,055SH DFND1 2108,05500
ABERDEEN JAPAN EQUITY FUND ICOM00306J10936051,793SH DFND1 251,79300
ABERDEEN TTL DYN DIVIDCOM SH BEN INT00326L10043152,324SH DFND1 252,32400
ABIOMED INCCOM003654100179,358629,112SH DFND1626,80402,308
ABIOMED INCCOM00365410037133SH DFND1 213300
ABM INDUSTRIES INCCOM00095710027,280750,501SH DFND1750,50100
ABRAXAS PETROLEUM CORPCOM0038301062,6042,083,280SH DFND12,083,28000
AC IMMUNE SASHSH0026310526853,164SH DFND153,16400
ACACIA COMMUNICATIONS INCCOM00401C10820,293353,845SH DFND1353,84500
ACACIA COMMUNICATIONS INCCOM00401C1083576,234SH DFND1 26,23400
ACACIA RESEARCH CORPACACIA TCH COM0038813071,854568,929SH DFND1568,92900
ACADIA HEALTHCARE CO INCCOM00404A10928,669978,140SH DFND1961,583016,557
ACADIA PHARMACEUTICALS INCCOM00422510838,1711,421,663SH DFND11,421,66300
ACADIA REALTY TRUSTCOM SH BEN INT00423910932,6511,197,355SH DFND11,197,35500
ACASTI PHARMA INCCL A NEW00430K4024948,665SH DFND148,66500
ACCELERATE DIAGNOSTICS INCCOM00430H1026,971331,642SH DFND1331,4480194
ACCELERON PHARMA INCCOM00434H10825,207541,282SH DFND1541,28200
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,671,4779,508,145SH DFND19,474,927033,218
ACCO BRANDS CORPCOM00081T10810,6431,243,352SH DFND11,243,35200
ACCO BRANDS CORPCOM00081T1081,163135,978SH DFND1 2135,97800
ACCURAY INCCOM0043971055,0841,065,901SH DFND11,065,90100
ACELRX PHARMACEUTICALS INCCOM00444T1002,159620,557SH DFND1620,55700
ACER THERAPEUTICS INCCOM00444P10886835,736SH DFND135,73600
ACHAOGEN INCCOM004449104171375,779SH DFND1375,77900
ACHIEVE LIFE SCIENCES INCCOM NEW00446820311435,389SH DFND135,38900
ACHILLION PHARMACEUTICALSCOM00448Q2015,1741,748,069SH DFND11,748,06900
ACI WORLDWIDE INCCOM00449810147,2391,437,147SH DFND11,415,392021,755
ACLARIS THERAPEUTICS INCCOM00461U1052,778463,775SH DFND1463,77500
ACLARIS THERAPEUTICS INCCOM00461U105193,318SH DFND1 23,31800
ACM RESEARCH INC-CLASS ACOM CL A00108J1091,33186,308SH DFND186,30800
ACNB CORPCOM0008681092,26061,088SH DFND161,08800
ACORDA THERAPEUTICS INCCOM00484M1067,521565,917SH DFND1565,91700
ACORDA THERAPEUTICS INCCOM00484M106856,449SH DFND1 26,44900
ACTINIUM PHARMACEUTICALS INCCOM00507W107207432,407SH DFND1432,40700
ACTIVISION BLIZZARD INCCOM00507V109452,3689,953,481SH DFND19,882,129071,352
ACTIVISION BLIZZARD INCCOM00507V1091272,792SH DFND1 22,79200
ACTUANT CORP-ACL A NEW00508X20316,947695,441SH DFND1695,44100
ACTUANT CORP-ACL A NEW00508X203261,104SH DFND1 21,10400
ACUITY BRANDS INCCOM00508Y10256,639472,289SH DFND1464,81707,472
ACUITY BRANDS INCCOM00508Y10239328SH DFND1 232800
ACUSHNET HOLDINGS CORPCOM0050981089,441407,996SH DFND1407,99600
ADAMAS PHARMACEUTICALS INCCOM00548A1061,719241,793SH DFND1241,79300
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208645305,835SH DFND1305,83500
ADAMS DIVERSIFIED EQUITYCOM0062121041,615111,852SH DFND1 2111,85200
ADAMS NATURAL RESOURCES FUNDCOM00548F1055,537330,218SH DFND1 2330,21800
ADAMS RESOURCES & ENERGY INCCOM NEW0063513081,02426,223SH DFND126,22300
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10727564,000SH DFND164,00000
ADDUS HOMECARE CORPCOM0067391067,589119,356SH DFND1119,35600
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061611,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D1011,736287,088SH DFND1287,08800
ADIAL PHARMACEUTICALS INCCOM00688A10626777,985SH DFND177,98500
ADIENT PLC ORD SHSG0084W10112,061930,704SH DFND1914,261016,443
ADMA BIOLOGICS INCCOM0008991041,221322,183SH DFND1322,18300
ADOBE INCCOM00724F1011,679,0086,311,496SH DFND16,265,933045,563
ADOMANI INCCOM00726A1002667,360SH DFND167,36000
ADT INCCOM00090Q1037,7381,211,073SH DFND11,208,42402,649
ADTALEM GLOBAL EDUCATION INCCOM00737L10330,944668,055SH DFND1657,234010,821
ADTRAN INCCOM00738A1068,442616,216SH DFND1616,21600
ADTRAN INCCOM00738A10616412,029SH DFND1 212,02900
ADURO BIOTECH INCCOM00739L1012,881724,049SH DFND1724,04900
ADVANCE AUTO PARTS INCCOM00751Y106192,8871,132,863SH DFND11,129,32403,539
ADVANCED DISPOSAL SERVICES ICOM00790X10124,107860,973SH DFND1860,97300
ADVANCED DRAINAGE SYSTEMS INCOM00790R10413,018505,162SH DFND1505,16200
ADVANCED EMISSIONS SOLUTIONSCOM00770C1012,920252,639SH DFND1252,63900
ADVANCED ENERGY INDUSTRIESCOM00797310023,162466,237SH DFND1466,23700
ADVANCED MICRO DEVICESCOM007903107358,09514,053,977SH DFND113,967,298086,679
ADVANSIX INCCOM00773T1019,944348,058SH DFND1348,05800
ADVAXIS INCCOM NEW0076243079516,229SH DFND116,22900
ADVERUM BIOTECHNOLOGIES INCCOM00773U1084,153792,621SH DFND1792,62100
AECOMCOM00766T10050,5961,705,320SH DFND11,676,144029,176
AECOMCOM00766T10032510,954SH DFND1 210,95400
AEGION CORPCOM00770F1047,173408,278SH DFND1408,27800
AEGION CORPCOM00770F104331,907SH DFND1 21,90700
AEGLEA BIOTHERAPEUTICS INCCOM00773J1031,937240,736SH DFND1240,73600
AEGON N.V.-NY REG SHRNY REGISTRY SHS0079241038417,654SH DFND114,21403,440
AEHR TEST SYSTEMSCOM00760J10813598,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2024959,740SH DFND159,74000
AERCAP HOLDINGS NVSHSN0098510623,406505,347SH DFND1505,34700
AERIE PHARMACEUTICALS INCCOM00771V10822,536474,448SH DFND1474,44800
AEROHIVE NETWORKS INCCOM0077861062,014444,771SH DFND1444,77100
AEROJET ROCKETDYNE HOLDINGSCOM00780010529,103819,116SH DFND1819,11600
AEROJET ROCKETDYNE HOLDINGSCOM00780010531876SH DFND1 287600
AEROVIRONMENT INCCOM00807310817,768259,737SH DFND1259,73700
AERPIO PHARMACEUTICALS INCCOM00810B105103114,900SH DFND1114,90000
AES CORPCOM00130H105176,5009,778,366SH DFND19,745,659032,707
AES CORPCOM00130H10532317,907SH DFND1 217,90700
AETHLON MEDICAL INCCOM NEW00808Y208120126,809SH DFND1126,80900
AEVI GENOMIC MEDICINE INCCOM00835P10532167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210886,455808,577SH DFND1806,00602,571
AFFILIATED MANAGERS GROUPCOM0082521081,27611,913SH DFND1 211,91300
AFFIMED NVCOMN0104510827766,074SH DFND166,07400
AFLAC INCCOM001055102605,12812,119,986SH DFND112,080,894039,092
AG MORTGAGE INVESTMENT TRUSTCOM0012281056,400380,049SH DFND1380,04900
AG MORTGAGE INVESTMENT TRUSTCOM00122810567139,861SH DFND1 239,86100
AGCO CORPCOM00108410284,3451,212,734SH DFND11,200,696012,038
AGCO CORPCOM0010841023805,474SH DFND1 25,47400
AGENUS INCCOM NEW00847G7053,5221,186,006SH DFND11,186,00600
AGEX THERAPEUTICS INCCOM00848H108517127,687SH DFND1127,68700
AGILE THERAPEUTICS INCCOM00847L100424281,210SH DFND1281,21000
AGILENT TECHNOLOGIES INCCOM00846U101376,4294,690,879SH DFND14,674,295016,584
AGILENT TECHNOLOGIES INCCOM00846U1013384,212SH DFND1 24,21200
AGILYSYS INCCOM00847J1055,088240,350SH DFND1240,35000
AGILYSYS INCCOM00847J10566031,197SH DFND1 231,19700
AGIOS PHARMACEUTICALS INCCOM00847X10436,217537,035SH DFND1537,03500
AGNC INVESTMENT CORPCOM00123Q104117,4226,502,742SH DFND16,502,0210721
AGNICO EAGLE MINES LTDCOMSTK0084741089,590222,396SH DFND1222,39600
AGREE REALTY CORPCOM00849210028,154406,033SH DFND1406,03300
AGROFRESH SOLUTIONS INCCOM00856G1091,064318,622SH DFND1318,62200
AILERON THERAPEUTICS INCCOM00887A1059347,945SH DFND147,94500
AIMMUNE THERAPEUTICS INCCOM00900T10711,041494,010SH DFND1494,01000
AIR LEASE CORPCL A00912X30236,4591,061,400SH DFND11,061,40000
AIR LEASE CORPCL A00912X302391,152SH DFND1 21,15200
AIR PRODUCTS & CHEMICALS INCCOM009158106524,6172,751,989SH DFND12,740,665011,324
AIR TRANSPORT SERVICES GROUPCOM00922R10516,736726,074SH DFND1726,07400
AIRCASTLE LTDCOMG0129K10412,395612,421SH DFND1612,42100
AIRGAIN INCCOM00938A10456944,398SH DFND144,39800
AIRGAIN INCCOM00938A104816,344SH DFND1 26,34400
AIRMEDIA GROUP INC-ADRSPONSORED ADS009411109820,876SH DFND120,87600
AK STEEL HOLDING CORPCOM0015471089,6773,519,261SH DFND13,519,26100
AKAMAI TECHNOLOGIES INCCOM00971T101162,8162,274,430SH DFND12,266,37008,060
AKCEA THERAPEUTICS INCCOM00972L1076,821240,797SH DFND1240,79700
AKEBIA THERAPEUTICS INCCOM00972D10510,3131,259,314SH DFND11,258,28501,029
AKEBIA THERAPEUTICS INCCOM00972D105405,005SH DFND1 25,00500
AKERS BIOSCIENCES INCCOM NEW00973E3007779,604SH DFND179,60400
AKORN INCCOM0097281064,0861,160,869SH DFND11,160,86900
AKORN INCCOM009728106236,550SH DFND1 26,55000
AKOUSTIS TECHNOLOGIES INCCOM00973N1021,143196,817SH DFND1196,81700
ALAMO GROUP INCCOM01131110711,156111,636SH DFND1111,63600
ALARM.COM HOLDINGS INCCOM01164210528,889445,145SH DFND1445,14500
ALARM.COM HOLDINGS INCCOM01164210557884SH DFND1 288400
ALASKA AIR GROUP INCCOM011659109108,3171,932,159SH DFND11,925,67906,480
ALASKA AIR GROUP INCCOM01165910935637SH DFND1 263700
ALASKA COMM SYSTEMS GROUPCOM01167P101708369,045SH DFND1369,04500
ALBANY INTL CORP-CL ACL A01234810823,610329,799SH DFND1329,79900
ALBEMARLE CORPCOM012653101118,0511,442,586SH DFND11,437,36405,222
ALBEMARLE CORPCOM0126531011571,921SH DFND1 21,92100
ALBIREO PHARMA INCCOM01345P1063,501108,716SH DFND1108,71600
ALCOA CORPCOM01387210655,6971,977,910SH DFND11,977,91000
ALCOA CORPCOM0138721061856,603SH DFND1 26,60300
ALDER BIOPHARMACEUTICALS INCCOM01433910511,850868,135SH DFND1868,13500
ALDEYRA THERAPEUTICS INCCOM01438T1062,478274,448SH DFND1274,44800
ALECTOR INCCOM0144421072,473132,154SH DFND1132,15400
ALEXANDER & BALDWIN INCCOM01449110421,294837,064SH DFND1824,399012,665
ALEXANDER'S INCCOM01475210914,73139,162SH DFND139,16200
ALEXANDRIA REAL ESTATE EQUITCOM015271109272,9791,917,535SH DFND11,911,96605,569
ALEXION PHARMACEUTICALS INCCOM015351109388,3012,877,930SH DFND12,857,406020,524
ALEXION PHARMACEUTICALS INCCOM0153511091292SH DFND1 29200
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102484,7532,675,813SH DFND12,675,0930720
ALICO INCCOM01623010493234,265SH DFND134,26500
ALIGN TECHNOLOGY INCCOM016255101335,0931,180,339SH DFND11,173,18607,153
ALIMERA SCIENCES INCCOM016259103155146,741SH DFND1146,74100
ALITHYA GROUP INC-CLASS ACL A SUB VTG01643B10614044,693SH DFND144,69300
ALJ REGIONAL HOLDINGS INCCOM0016271083924,901SH DFND124,90100
ALKALINE WATER CO INC/THECOM NEW01643A207753315,458SH DFND1315,45800
ALKERMES PLCSHSG0176710559,0581,619,608SH DFND11,619,4840124
ALLAKOS INCCOM01671P1006,722165,979SH DFND1165,97900
ALLEGHANY CORPCOM01717510094,541154,484SH DFND1151,77902,705
ALLEGHANY CORPCOM0171751004167SH DFND1 26700
ALLEGHENY TECHNOLOGIES INCCOM01741R10236,8611,441,601SH DFND11,418,093023,508
ALLEGIANCE BANCSHARES INCCOM01748H1075,439161,306SH DFND1161,30600
ALLEGIANT TRAVEL COCOM01748X10220,862161,141SH DFND1161,14100
ALLEGION PLCORD SHSG0176J109121,0451,336,683SH DFND11,332,01804,665
ALLENA PHARMACEUTICALS INCCOM01811910754277,245SH DFND177,24500
ALLERGAN PLCSHSG0177J108605,6954,143,444SH DFND14,127,533015,911
ALLERGAN PLCSHSG0177J1081901,303SH DFND1 21,30300
ALLETE INCCOM NEW01852230057,403698,083SH DFND1688,45609,627
ALLIANCE DATA SYSTEMS CORPCOM018581108113,550650,052SH DFND1647,33102,721
ALLIANCE DATA SYSTEMS CORPCOM018581108158905SH DFND1 290500
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,84690,701SH DFND190,70100
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10866932,877SH DFND1 232,87700
ALLIANT ENERGY CORPCOM018802108167,9593,569,492SH DFND13,557,830011,662
ALLIED MOTION TECHNOLOGIESCOM0193301093,16291,998SH DFND191,99800
ALLIED MOTION TECHNOLOGIESCOM01933010916482SH DFND1 248200
ALLIQUA BIOMEDICAL INCCOM PAR0196213095920,266SH DFND120,26600
ALLISON TRANSMISSION HOLDINGCOM01973R10182,7581,837,205SH DFND11,837,20500
ALLISON TRANSMISSION HOLDINGCOM01973R10153611,934SH DFND1 211,93400
ALLOGENE THERAPEUTICS INCCOM0197701068,987310,889SH DFND1310,88900
ALLOT LTDSHSM0854Q10514418,186SH DFND118,18600
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10824,6272,581,456SH DFND12,549,364032,092
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10811011,549SH DFND1 211,54900
ALLSTATE CORPCOM020002101455,6134,845,383SH DFND14,828,990016,393
ALLY FINANCIAL INCCOM02005N100129,8634,727,032SH DFND14,727,03200
ALLY FINANCIAL INCCOM02005N10032611,888SH DFND1 211,88800
ALNYLAM PHARMACEUTICALS INCCOM02043Q10793,9661,006,222SH DFND11,006,0980124
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1042,787242,148SH DFND1242,14800
ALPHABET INC-CL ACAP STK CL A02079K3054,701,4264,001,924SH DFND13,974,921027,003
ALPHABET INC-CL CCAP STK CL C02079K1074,669,3843,987,216SH DFND13,958,109029,107
ALPHATEC HOLDINGS INCCOM NEW02081G201301113,852SH DFND1113,85200
ALPINE IMMUNE SCIENCES INCCOM02083G10025637,436SH DFND137,43600
ALTA MESA RESOURCES INC-ACL A02133L1093581,349,341SH DFND11,349,34100
ALTABA INCCOM0213461013,31344,700SH DFND1 244,70000
ALTABA INCCOM0213461011,35718,311SH DFND118,31100
ALTAIR ENGINEERING INC - ACOM CL A02136910312,732345,909SH DFND1345,90900
ALTERYX INC - CLASS ACOM CL A02156B10332,633389,091SH DFND1389,09100
ALTERYX INC - CLASS ACOM CL A02156B1031321,582SH DFND1 21,58200
ALTICE USA INC- ACL A02156K10320,492956,505SH DFND1956,50500
ALTIMMUNE INCCOM NEW02155H20014249,174SH DFND149,150024
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1043,254137,508SH DFND1137,50800
ALTRA INDUSTRIAL MOTION CORPCOM02208R10623,482756,276SH DFND1756,27600
ALTRIA GROUP INCCOM02209S1031,547,73926,986,124SH DFND126,893,566092,558
ALTRIA GROUP INCCOM02209S1034527,876SH DFND1 27,87600
ALTUS MIDSTREAM CO -ACL A02215L1002,806475,660SH DFND1475,66000
AMAG PHARMACEUTICALS INCCOM00163U1066,119475,087SH DFND1474,9600127
AMALGAMATED BK OF NEW YORK-ACLASS A0226631081,732110,685SH DFND1110,68500
AMARIN CORP PLC -ADRSPONS ADR NEW0231112064,845233,415SH DFND1233,41500
A-MARK PRECIOUS METALS INCCOM00181T10722819,162SH DFND119,16200
AMAZON.COM INCCOM0231351069,506,5895,348,606SH DFND15,308,772039,834
AMBAC FINANCIAL GROUP INCCOM NEW02313988410,020553,016SH DFND1553,01600
AMBARELLA INCSHSG037AX1016,392147,983SH DFND1147,939044
AMBER ROAD INCCOM02318Y1082,373273,768SH DFND1273,76800
AMBER ROAD INCCOM02318Y108303,537SH DFND1 23,53700
AMBEV SA-ADRSPONSORED ADR02319V10321349,643SH DFND149,64300
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1049,511640,527SH DFND1640,52700
AMC NETWORKS INC-ACL A00164V10331,794560,153SH DFND1551,77508,378
AMC NETWORKS INC-ACL A00164V1031081,903SH DFND1 21,90300
AMDOCS LTDSHSG0260210339,916737,514SH DFND1737,51400
AMDOCS LTDSHSG0260210333617SH DFND1 261700
AMEDISYS INCCOM02343610854,801444,604SH DFND1439,14805,456
AMEDISYS INCCOM02343610842345SH DFND1 234500
AMER NATL BNKSHS/DANVILLE VACOM0277451082,52272,234SH DFND172,23400
AMERCOCOM02358610034,06291,748SH DFND191,74800
AMEREN CORPORATIONCOM023608102284,5323,874,747SH DFND13,862,668012,079
AMERESCO INC-CL ACL A02361E1083,462213,984SH DFND1213,98400
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10738455,977SH DFND1 255,97700
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10726839,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102182,5985,756,809SH DFND15,718,005038,804
AMERICAN AIRLINES GROUP INCCOM02376R102441,391SH DFND1 21,39100
AMERICAN ASSETS TRUST INCCOM02401310429,550644,369SH DFND1644,36900
AMERICAN AXLE & MFG HOLDINGSCOM02406110323,1771,619,683SH DFND11,619,68300
AMERICAN CAMPUS COMMUNITIESCOM02483510095,2772,002,478SH DFND11,976,809025,669
AMERICAN EAGLE OUTFITTERSCOM02553E10647,5992,147,023SH DFND12,114,864032,159
AMERICAN ELECTRIC POWERCOM025537101533,8866,386,755SH DFND16,362,182024,573
AMERICAN ELECTRIC TECHNOLOGICOM025576109911,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620627,5611,020,047SH DFND11,020,04700
AMERICAN EXPRESS COCOM025816109947,0168,681,448SH DFND18,646,234035,214
AMERICAN FINANCE TRUST INCCOM CLASS A02607T1095,121474,214SH DFND1474,21400
AMERICAN FINANCIAL GROUP INCCOM02593210480,067832,771SH DFND1819,556013,215
AMERICAN HOMES 4 RENT- ACL A02665T30682,4133,627,341SH DFND13,627,34100
AMERICAN INTERNATIONAL GROUPCOM NEW026874784463,04810,774,873SH DFND110,731,939042,934
AMERICAN INTERNATIONAL GROUPCOM NEW026874784902,095SH DFND1 22,09500
AMERICAN NATIONAL INSURANCECOM02859110514,342118,712SH DFND1118,71200
AMERICAN NATIONAL INSURANCECOM0285911052732,263SH DFND1 22,26300
AMERICAN OUTDOOR BRANDS CORPCOM02874P1036,457691,363SH DFND1691,36300
AMERICAN PUBLIC EDUCATIONCOM02913V1036,605219,312SH DFND1219,31200
AMERICAN PUBLIC EDUCATIONCOM02913V103732,447SH DFND1 22,44700
AMERICAN RENAL ASSOCIATES HOCOM0292271051,232200,662SH DFND1200,66200
AMERICAN RIVER BANKSHRS (CA)COM02932610515111,670SH DFND111,67000
AMERICAN SOFTWARE INC-CL ACL A0296831094,014335,901SH DFND1335,90100
AMERICAN STATES WATER COCOM02989910130,587429,003SH DFND1429,00300
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112071,911148,653SH DFND1148,65300
AMERICAN SUPERCONDUCTOR CORPSHS NEW03011120740731,719SH DFND1 231,71900
AMERICAN TOWER CORPCOM03027X1001,111,4365,650,830SH DFND15,628,507022,323
AMERICAN VANGUARD CORPCOM0303711085,424315,013SH DFND1315,01300
AMERICAN WATER WORKS CO INCCOM030420103277,6292,667,253SH DFND12,658,32808,925
AMERICAN WOODMARK CORPCOM03050610914,862179,868SH DFND1179,86800
AMERICA'S CAR-MART INCCOM03062T1057,28079,709SH DFND179,70900
AMERICOLD REALTY TRUSTCOM03064D10859,2531,942,114SH DFND11,942,11400
AMERIGAS PARTNERS-LPUNIT L P INT0309751061,37744,611SH DFND1 244,61100
AMERIPRISE FINANCIAL INCCOM03076C106279,8482,188,039SH DFND12,180,90807,131
AMERIPRISE FINANCIAL INCCOM03076C1061,43611,215SH DFND1 211,21500
AMERIS BANCORPCOM03076K10817,523510,156SH DFND1510,15600
AMERISAFE INCCOM03071H10014,220239,395SH DFND1239,39500
AMERISERV FINANCIAL INCCOM03074A1025914,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105164,7282,075,302SH DFND12,066,52808,774
AMERISOURCEBERGEN CORPCOM03073E10543547SH DFND1 254700
AMES NATIONAL CORPCOM0310011001,94771,045SH DFND171,04500
AMETEK INCCOM031100100256,4213,096,087SH DFND13,084,872011,215
AMGEN INCCOM0311621001,830,0329,646,008SH DFND19,587,272058,736
AMGEN INCCOM0311621001,0155,346SH DFND1 25,34600
AMICUS THERAPEUTICS INCCOM03152W10937,0492,724,207SH DFND12,724,20700
AMKOR TECHNOLOGY INCCOM03165210018,0202,110,173SH DFND12,110,17300
AMN HEALTHCARE SERVICES INCCOM00174410124,978530,450SH DFND1530,45000
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L10513,512953,580SH DFND1953,58000
AMPCO-PITTSBURGH CORPCOM03203710316851,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R1039,082444,578SH DFND1444,57800
AMPHENOL CORP-CL ACL A032095101391,1034,148,416SH DFND14,133,697014,719
AMPIO PHARMACEUTICALS INCCOM03209T109533949,286SH DFND1949,28600
AMPLIPHI BIOSCIENCES CORPCOM PAR03211P3012172,911SH DFND172,91100
AMTECH SYSTEMS INCCOM PAR $0.01N03233250439974,914SH DFND174,91400
AMYRIS INCCOM NEW03236M200981469,597SH DFND1469,59700
ANADARKO PETROLEUM CORPCOM032511107278,8866,144,281SH DFND16,119,065025,216
ANALOG DEVICES INCCOM032654105554,4475,275,878SH DFND15,241,213034,665
ANAPLAN INCCOM03272L1087,742196,706SH DFND1196,70600
ANAPTYSBIO INCCOM03272410620,182276,278SH DFND1276,27800
ANAVEX LIFE SCIENCES CORPCOM NEW0327973001,002328,848SH DFND1328,84800
ANDERSONS INC/THECOM03416410311,027342,149SH DFND1342,14900
ANDINA ACQUISITION CORP-CW24*W EXP 07/31/202G0441512454300,000SH DFND1 2300,00000
ANGI HOMESERVICES INC- ACOM CL A00183L1027,733500,885SH DFND1500,88500
ANGIODYNAMICS INCCOM03475V10115,724687,873SH DFND1687,87300
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820620715,833SH DFND1 215,83300
ANGLOGOLD ASHANTI-SPON ADRSPONSORED ADR03512820613999SH DFND100999
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,17113,954SH DFND113,95400
ANI PHARMACEUTICALS INCCOM00182C1037,261102,945SH DFND1102,94500
ANI PHARMACEUTICALS INCCOM00182C1032123,016SH DFND1 23,01600
ANIKA THERAPEUTICS INCCOM0352551085,726189,363SH DFND1189,2410122
ANIKA THERAPEUTICS INCCOM0352551082508,291SH DFND1 28,29100
ANIXA BIOSCIENCES INCCOM03528H109463102,487SH DFND1102,48700
ANIXTER INTERNATIONAL INCCOM03529010521,194377,724SH DFND1377,3940330
ANIXTER INTERNATIONAL INCCOM03529010536656SH DFND1 265600
ANNALY CAPITAL MANAGEMENT INCOM035710409167,87316,772,577SH DFND116,765,45207,125
ANSYS INCCOM03662Q105243,6001,335,323SH DFND11,331,18704,136
ANTARES PHARMA INCCOM0366421065,2581,735,406SH DFND11,735,40600
ANTERO RESOURCES CORPCOM03674X10630,1053,409,490SH DFND13,409,49000
ANTERO RESOURCES CORPCOM03674X10621324,174SH DFND1 224,17400
ANTHEM INCCOM0367521031,039,6093,628,374SH DFND13,615,451012,923
ANWORTH MORTGAGE ASSET CORPCOM0373471015,2561,301,102SH DFND11,301,10200
ANWORTH MORTGAGE ASSET CORPCOM0373471015012,563SH DFND1 212,56300
AON PLCSHS CL AG0408V102518,5873,043,868SH DFND13,032,017011,851
AON PLCSHS CL AG0408V1027644,481SH DFND1 24,48100
APACHE CORPCOM037411105177,8845,141,462SH DFND15,122,510018,952
APARTMENT INVT & MGMT CO 6.875PFD CL A 6.875%03748R7622218,668SH DFND18,66800
APARTMENT INVT & MGMT CO -ACL A03748R754147,1292,928,148SH DFND12,920,41607,732
APARTMENT INVT & MGMT CO -ACL A03748R754018SH DFND1 21800
APELLIS PHARMACEUTICALS INCCOM03753U1069,504487,432SH DFND1487,43200
APERGY CORPCOM03755L10433,310811,276SH DFND1796,384014,892
APOGEE ENTERPRISES INCCOM03759810912,339329,136SH DFND1329,13600
APOGEE ENTERPRISES INCCOM0375981091975,262SH DFND1 25,26200
APOLLO COMMERCIAL REAL ESTATCOM03762U10523,8621,311,139SH DFND11,311,13900
APOLLO ENDOSURGERY INCCOM03767D10823362,325SH DFND162,32500
APOLLO INVESTMENT CORPCOM NEW03761U50252734,848SH DFND1 234,84800
APOLLO INVESTMENT CORPCOM NEW03761U502178SH DFND10078
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2073,470189,445SH DFND1189,44500
APPFOLIO INC - ACOM CL A03783C10013,016163,938SH DFND1163,7080230
APPIAN CORPCL A03782L1017,964231,327SH DFND1231,32700
APPLE HOSPITALITY REIT INCCOM NEW03784Y20060,8263,731,692SH DFND13,731,69200
APPLE INCCOM03783310011,580,10361,063,812SH DFND160,654,0530409,759
APPLIED DNA SCIENCES INCCOM NEW03815U201143201,251SH DFND1201,25100
APPLIED GENETIC TECHNOLOGIESCOM03820J10034682,686SH DFND182,68600
APPLIED INDUSTRIAL TECH INCCOM03820C10526,647448,082SH DFND1448,08200
APPLIED INDUSTRIAL TECH INCCOM03820C1055429,121SH DFND1 29,12100
APPLIED MATERIALS INCCOM038222105524,68613,243,383SH DFND113,154,864088,519
APPLIED OPTOELECTRONICS INCCOM03823U1022,663218,357SH DFND1218,261096
APPROACH RESOURCES INCCOM03834A103191542,111SH DFND1542,11100
APTARGROUP INCCOM03833610373,184687,890SH DFND1676,103011,787
APTEVO THERAPEUTICS INCCOM03835L108102114,442SH DFND1114,349093
APTINYX INCCOM03836N103495122,361SH DFND1122,36100
APTIV PLCSHSG6095L109277,0553,491,776SH DFND13,478,936012,840
APTOSE BIOSCIENCES INCCOM NEW03835T2003517,740SH DFND117,74000
APYX MEDICAL CORPCOM03837C1061,348213,640SH DFND1213,64000
AQUA AMERICA INCCOM03836W10367,7391,858,945SH DFND11,825,576033,369
AQUA METALS INCCOM03837J101882287,521SH DFND1287,52100
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20012657,538SH DFND157,53800
AQUANTIA CORPCOM03842Q1082,467272,349SH DFND1272,34900
AQUAVENTURE HOLDINGS LTDSHSG0443N1072,818145,680SH DFND1145,68000
AQUESTIVE THERAPEUTICS INCCOM03843E10452075,333SH DFND175,33300
AQUINOX PHARMACEUTICALS INCCOM03842B101459170,663SH DFND1170,66300
ARAMARKCOM03852U10674,5752,525,484SH DFND12,525,48400
ARAMARKCOM03852U10618624SH DFND1 262400
ARATANA THERAPEUTICS INCCOM03874P1012,059572,084SH DFND1572,08400
ARAVIVE INCCOM03890D10821230,229SH DFND130,22900
ARBOR REALTY TRUST INCCOM03892310810,672822,852SH DFND1822,85200
ARBUTUS BIOPHARMA CORPCOM03879J100941262,990SH DFND1262,99000
ARC DOCUMENT SOLUTIONS INCCOM00191G103555249,287SH DFND1249,28700
ARC DOCUMENT SOLUTIONS INCCOM00191G10319587,869SH DFND1 287,86900
ARC GROUP WORLDWIDE INCCOM00213H1053235,276SH DFND135,27600
ARCA BIOPHARMA INCCOM PAR00211Y4071848,679SH DFND148,67900
ARCADIA BIOSCIENCES INCCOM NEW0390142049613,740SH DFND113,74000
ARCBEST CORPCOM03937C10510,216331,818SH DFND1331,0510767
ARCBEST CORPCOM03937C1051825,940SH DFND1 25,94000
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L2031788,774SH DFND18,1320642
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L203723,568SH DFND1 23,56800
ARCH CAPITAL GROUP LTDORDG0450A105136,6414,229,496SH DFND14,229,49600
ARCH CAPITAL GROUP LTDORDG0450A1051534,738SH DFND1 24,73800
ARCH COAL INC - ACL A03938040723,256254,814SH DFND1254,81400
ARCH COAL INC - ACL A0393804071,29714,219SH DFND1 214,21900
ARCHER-DANIELS-MIDLAND COCOM039483102347,3208,066,545SH DFND18,038,888027,657
ARCHER-DANIELS-MIDLAND COCOM0394831021132,627SH DFND1 22,62700
ARCHROCK INCCOM03957W10616,8291,720,807SH DFND11,718,59502,212
ARCIMOTO INCCOM03958710038580,414SH DFND180,41400
ARCONIC INCCOM03965L100116,2186,092,101SH DFND16,068,231023,870
ARCONIC INCCOM03965L1001,43375,000SH DFND1 275,00000
ARCOSA INCCOM03965310015,032492,055SH DFND1492,05500
ARCUS BIOSCIENCES INCCOM03969F1092,535202,995SH DFND1202,99500
ARDAGH GROUP SACL AL0223L10163148,539SH DFND148,53900
ARDELYX INCCOM0396971071,819649,656SH DFND1649,65600
ARDMORE SHIPPING CORPCOMY0207T100790128,286SH DFND1128,28600
ARENA PHARMACEUTICALS INCCOM NEW04004760727,276608,453SH DFND1608,45300
ARES COMMERCIAL REAL ESTATECOM04013V1084,844318,921SH DFND1318,92100
ARES MANAGEMENT CORP - ACL A COM STK03990B10112,774550,404SH DFND1550,40400
ARGAN INCCOM04010E1099,052181,233SH DFND1181,23300
ARGENX SE - ADRSPONSORED ADR04016X1011,83314,690SH DFND114,69000
ARGO GROUP INTERNATIONALCOMG0464B10726,787379,106SH DFND1379,10600
ARI 5.375 10/15/23NOTE 5.375%10/103762UAC92,4382,500,000PRN DFND1 22,500,00000
ARISTA NETWORKS INCCOM040413106228,116726,702SH DFND1724,12202,580
ARISTA NETWORKS INCCOM040413106166530SH DFND1 253000
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562052,990375,658SH DFND1369,94105,717
ARLO TECHNOLOGIES INCCOM04206A1013,521852,553SH DFND1852,55300
ARMADA HOFFLER PROPERTIES INCOM04208T1089,013578,184SH DFND1578,18400
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550711,866607,623SH DFND1607,62300
ARMSTRONG FLOORING INCCOM04238R1063,859283,757SH DFND1283,75700
ARMSTRONG WORLD INDUSTRIESCOM04247X10237,539472,673SH DFND1472,67300
AROTECH CORPCOM NEW042682203446152,556SH DFND1152,55600
ARQULE INCCOM04269E1076,4881,354,555SH DFND11,354,55500
ARRAY BIOPHARMA INCCOM04269X10566,9802,747,361SH DFND12,747,36100
ARRAY BIOPHARMA INCCOM04269X10532613,400SH DFND1 213,40000
ARRIS INTERNATIONAL PLCSHSG0551A10359,5751,884,703SH DFND11,854,061030,642
ARROW ELECTRONICS INCCOM04273510075,005974,073SH DFND1958,167015,906
ARROW ELECTRONICS INCCOM04273510041540SH DFND1 254000
ARROW FINANCIAL CORPCOM0427441024,569138,943SH DFND1138,94300
ARROWHEAD PHARMACEUTICALS INCOM04280A10021,3351,162,703SH DFND11,161,48401,219
ARTESIAN RESOURCES CORP-CL ACL A0431132085,055135,643SH DFND1135,64300
ARTHUR J GALLAGHER & COCOM363576109204,5872,624,033SH DFND12,614,94409,089
ARTISAN PARTNERS ASSET MA -ACL A04316A10817,997715,031SH DFND1713,73701,294
ART'S-WAY MANUFACTURING COCOM0431681036632,042SH DFND132,04200
ARVINAS INCCOM04335A1051,722116,734SH DFND1116,73400
ASBURY AUTOMOTIVE GROUPCOM04343610415,350221,316SH DFND1221,31600
ASCENA RETAIL GROUP INCCOM04351G1012,3722,196,750SH DFND12,196,75000
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1013,65731,073SH DFND131,07300
ASCENT CAPITAL GROUP INC-ACOM SER A0436321085168,922SH DFND168,92200
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W1005512,805SH DFND17,98004,825
ASGN INCCOM00191U10238,438605,425SH DFND1595,56309,862
ASHFORD HOSPITALITY TRUSTCOM SHS0441031096,2021,305,767SH DFND11,299,32306,444
ASHFORD HOSPITALITY TRUSTCOM SHS044103109255,444SH DFND1 25,44400
ASHFORD INCCOM04410410760010,817SH DFND110,81700
ASHLAND GLOBAL HOLDINGS INCCOM04418610449,546634,161SH DFND1622,459011,702
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921010,05453,465SH DFND150,35203,113
ASPEN AEROGELS INCCOM04523Y10524194,870SH DFND194,87000
ASPEN GROUP INCCOM NEW04530L2039117,228SH DFND117,22800
ASPEN TECHNOLOGY INCCOM04532710376,974736,919SH DFND1736,91900
ASRT 2.5 09/01/21NOTE 2.500% 9/0249908AA28,28310,801,000PRN DFND1 210,801,00000
ASSEMBLY BIOSCIENCES INCCOM0453961085,030255,494SH DFND1255,49400
ASSERTIO THERAPEUTICS INCCOM04545L1073,857760,943SH DFND1760,94300
ASSERTIO THERAPEUTICS INCCOM04545L10719137,699SH DFND1 237,69900
ASSOCIATED BANC-CORPCOM04548710539,3491,843,050SH DFND11,812,268030,782
ASSOCIATED CAPITAL GROUP - ACL A0455281061,51638,329SH DFND138,32900
ASSURANT INCCOM04621X10883,582882,163SH DFND1879,11603,047
ASSURED GUARANTY LTDCOMG0585R10650,3761,133,851SH DFND11,133,85100
ASTA FUNDING INCCOM04622010918439,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM04622410110,315273,188SH DFND1273,18800
ASTEC INDUSTRIES INCCOM0462241012917,723SH DFND1 27,72300
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531082,22154,940SH DFND152,98801,952
ASTRONICS CORPCOM04643310812,917394,799SH DFND1394,79900
ASTRONOVA INCCOM04638F10896947,541SH DFND147,54100
ASTROTECH CORPCOM NEW04648420010328,550SH DFND128,55000
ASURE SOFTWARE INCCOM04649U102847138,629SH DFND1138,62900
AT HOME GROUP INCCOM04650Y1006,883385,435SH DFND1385,43500
AT&T INCCOM00206R1023,103,80299,135,832SH DFND198,761,8230374,009
AT&T INCCOM00206R1021,34943,036SH DFND1 243,03600
ATARA BIOTHERAPEUTICS INCCOM04651310721,699545,911SH DFND1545,91100
ATHENE HOLDING LTD-CLASS ACL AG0684D10758,5111,435,215SH DFND11,435,21500
ATHENEX INCCOM04685N1036,559535,503SH DFND1535,50300
ATHERSYS INCCOM04744L1062,1481,432,194SH DFND11,432,19400
ATKORE INTERNATIONAL GROUP ICOM04764910815,851736,268SH DFND1736,26800
ATKORE INTERNATIONAL GROUP ICOM0476491081,09951,082SH DFND1 251,08200
ATLANTIC CAPITAL BANCSHARESCOM0482692035,775323,945SH DFND1323,0920853
ATLANTIC POWER CORPCOM NEW04878Q8631,459579,031SH DFND1567,431011,600
ATLANTIC POWER CORPCOM NEW04878Q863599238,014SH DFND1 2238,01400
ATLANTICA YIELD PLCSHSG0751N1031,62583,512SH DFND180,93802,574
ATLANTICA YIELD PLCSHSG0751N103713,672SH DFND1 23,67200
ATLANTICUS HOLDINGS CORPCOM04914Y10224371,490SH DFND171,49000
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420515,068298,037SH DFND1298,03700
ATLAS FINANCIAL HOLDINGS INCSHS NEWG0620711515964,817SH DFND164,81700
ATLASSIAN CORP PLC-CLASS ACL AG0624210436,190322,004SH DFND1322,00400
ATLASSIAN CORP PLC-CLASS ACL AG062421046505,787SH DFND1 25,78700
ATMOS ENERGY CORPCOM049560105176,0351,713,078SH DFND11,707,30505,773
ATN INTERNATIONAL INCCOM00215F1077,794138,227SH DFND1138,22700
ATOMERA INCCOM04965B10018668,982SH DFND168,98200
ATOSSA GENETICS INCCOM PAR04962H50616647,372SH DFND147,37200
ATRICURE INCCOM04963C20911,556431,390SH DFND1431,39000
ATRION CORPORATIONCOM04990410517,12119,485SH DFND119,48500
ATTUNITY LTDSHS NEWM1533212145919,613SH DFND119,61300
ATYR PHARMA INCCOM00212010358106,008SH DFND1106,00800
AUBURN NATL BANCORPORATIONCOM05047310758214,773SH DFND114,77300
AUDENTES THERAPEUTICS INCCOM05070R10417,130439,030SH DFND1439,03000
AUDIOCODES LTDORDM1534210449936,082SH DFND1 236,08200
AUDIOCODES LTDORDM1534210428420,574SH DFND120,57400
AUDIOEYE INCCOM NEW05073420125228,064SH DFND128,06400
AURINIA PHARMACEUTICALS INCCOM05156V10242264,985SH DFND164,98500
AURIS MEDICAL HOLDING LTDCOMG070251023191,689SH DFND191,68900
AURORA CANNABIS INCCOMSTK05156X1081,071122,661SH DFND1122,66100
AUTODESK INCCOM052769106479,1993,080,678SH DFND13,060,564020,114
AUTODESK INCCOM052769106216SH DFND1 21600
AUTOHOME INC-ADRSP ADR RP CL A05278C10713,323127,608SH DFND1127,60800
AUTOLIV INCCOM05280010953,781732,120SH DFND1732,12000
AUTOLUS THERAPEUTICS PLCSPON ADS05280R1003089,811SH DFND19,81100
AUTOMATIC DATA PROCESSINGCOM0530151031,091,6076,843,333SH DFND16,802,224041,109
AUTONATION INCCOM05329W10220,860584,012SH DFND1573,227010,785
AUTONATION INCCOM05329W102872,436SH DFND1 22,43600
AUTOWEB INCCOM05335B10029277,300SH DFND177,30000
AUTOZONE INCCOM053332102472,187461,370SH DFND1460,13801,232
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M1045336,999SH DFND136,99900
AVALARA INCCOM05338G1069,130163,660SH DFND1163,66000
AVALON HOLDINGS CORP-ACL A05343P1092610,368SH DFND110,36800
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BROWN & BROWN INCCOM11523610180,8942,739,800SH DFND12,696,317043,483
BROWN-FORMAN CORP-CLASS ACL A1156371007,009136,978SH DFND1136,97800
BROWN-FORMAN CORP-CLASS BCL B115637209162,6953,087,363SH DFND13,079,15208,211
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W20066524,000SH DFND124,00000
BRT APARTMENTS CORPCOM0556453033,698266,465SH DFND1266,46500
BRUKER CORPCOM11679410855,2111,436,301SH DFND11,436,30100
BRUNSWICK CORPCOM11704310944,528884,731SH DFND1868,430016,301
BRYN MAWR BANK CORPCOM1176651098,675240,125SH DFND1240,12500
BSQUARE CORPCOM NEW11776U30010051,409SH DFND151,40900
BT GROUP PLC-SPON ADRADR05577E10120513,886SH DFND113,3080578
BUCKLE INC/THECOM1184401066,837365,244SH DFND1365,24400
BUILD-A-BEAR WORKSHOP INCCOM12007610458796,345SH DFND196,34500
BUILDERS FIRSTSOURCE INCCOM12008R10718,3541,375,870SH DFND11,375,87000
BUNGE LTDCOMG1696210570,7441,334,195SH DFND11,334,19500
BUNGE LTDCOMG169621052,38845,000SH DFND1 245,00000
BURLINGTON STORES INCCOM122017106108,112690,536SH DFND1690,53600
BUSINESS FIRST BANCSHARESCOM12326C1052,861116,597SH DFND1116,59700
BWX TECHNOLOGIES INCCOM05605H10049,550999,396SH DFND1999,39600
BYLINE BANCORP INCCOM1244111093,497189,256SH DFND1189,25600
C & F FINANCIAL CORPCOM12466Q1041,54830,609SH DFND130,60900
C&J ENERGY SERVICES INCCOM12674R10010,929704,242SH DFND1704,24200
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209174,3332,006,780SH DFND11,999,96706,813
C.H. ROBINSON WORLDWIDE INCCOM NEW12541W20941480SH DFND1 248000
CABLE ONE INCCOM12685J10563,71264,919SH DFND163,9900929
CABOT CORPCOM12705510125,835620,599SH DFND1609,450011,149
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CABOT MICROELECTRONICS CORPCOM12709P10341,035366,517SH DFND1366,51700
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CABOT OIL & GAS CORPCOM127097103156,3926,002,441SH DFND15,981,534020,907
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CACI INTERNATIONAL INC -CL ACL A12719030459,364326,144SH DFND1321,48704,657
CACTUS INC - ACL A12720310717,521492,185SH DFND1492,18500
CADENCE BANCORPCL A12739A10025,6441,382,468SH DFND11,382,46800
CADENCE DESIGN SYS INCCOM127387108322,7905,089,372SH DFND15,063,621025,751
CADIZ INCCOM NEW1275372072,590267,579SH DFND1267,57900
CAE INCCOMSTK1247651085,732257,834SH DFND1257,83400
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CAI INTERNATIONAL INCCOM12477X1064,627199,478SH DFND1199,47800
CALADRIUS BIOSCIENCES INCCOM NEW12805820316846,538SH DFND146,53800
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CALAMP CORPCOM12812610932525,845SH DFND1 225,84500
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CAMBREX CORPCOM13201110714,988385,814SH DFND1385,81400
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CANOPY GROWTH CORPCOMSTK1380351001,44133,305SH DFND133,30500
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CAPITAL BANCORP INC/MDCOM13973710029325,249SH DFND125,24900
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CAPITAL SENIOR LIVING CORPCOM1404751041,215304,710SH DFND1304,71000
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CASELLA WASTE SYSTEMS INC-ACL A14744810419,048535,675SH DFND1535,67500
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CASI PHARMACEUTICALS INCCOM14757U1091,786622,336SH DFND1622,33600
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CHIMERA INVESTMENT CORPCOM NEW16934Q20853,3852,826,209SH DFND12,820,69305,516
CHIMERIX INCCOM16934W1061,486707,707SH DFND1707,70700
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1054213,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151042,35625,823SH DFND125,82300
CHINA HGS REAL ESTATE INCCOM16948W1001413,939SH DFND113,93900
CHINA INTERNET NATIONWIDE FISHSG2120A1014411,616SH DFND111,61600
CHINA NATURAL RESOURCES INCCOMG2110U1091811,233SH DFND111,23300
CHINA XD PLASTICS CO LTDCOM16948F1076426,293SH DFND126,29300
CHINA YUCHAI INTL LTDCOMG2108210557336,207SH DFND1 236,20700
CHIPOTLE MEXICAN GRILL INCCOM169656105240,376339,009SH DFND1337,80701,202
CHIPOTLE MEXICAN GRILL INCCOM1696561053956SH DFND1 25600
CHOICE HOTELS INTL INCCOM16990510626,359339,075SH DFND1339,046029
CHRISTOPHER & BANKS CORPCOM17104610568200,064SH DFND1200,06400
CHROMADEX CORPCOM NEW1710774071,590379,635SH DFND1379,63500
CHUBB LTDCOMH1467J104839,1196,001,118SH DFND15,978,315022,803
CHURCH & DWIGHT CO INCCOM171340102262,9753,697,882SH DFND13,685,739012,143
CHURCH & DWIGHT CO INCCOM17134010212178SH DFND1 217800
CHURCHILL DOWNS INCCOM17148410842,948475,836SH DFND1469,19606,640
CHURCHILL DOWNS INCCOM17148410874822SH DFND1 282200
CHUY'S HOLDINGS INCCOM1716041014,864213,643SH DFND1213,64300
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910455418,830SH DFND1 218,83000
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD204409601403113,069SH DFND1104,84308,226
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40721022,717SH DFND1 222,71700
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40715516,731SH DFND115,9310800
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10238036,000SH DFND1 236,00000
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10214513,772SH DFND112,49301,279
CIDARA THERAPEUTICS INCCOM17175710716562,280SH DFND162,28000
CIENA CORPCOM NEW17177930973,2831,962,601SH DFND11,935,660026,941
CIENA CORPCOM NEW1717793091353,637SH DFND1 23,63700
CIGNA CORPCOM125523100812,4835,061,335SH DFND15,041,835019,500
CIGNA CORPCOM12552310038241SH DFND1 224100
CIM COMMERCIAL TRUST CORPCOM1255251051,68592,129SH DFND192,12900
CIMAREX ENERGY COCOM171798101100,3741,438,438SH DFND11,433,42805,010
CIMAREX ENERGY COCOM17179810164926SH DFND1 292600
CIMPRESS NVSHS EURON201461018,744109,131SH DFND1109,13100
CINCINNATI BELL INCCOM NEW1718715025,471573,569SH DFND1573,56900
CINCINNATI FINANCIAL CORPCOM172062101207,1932,415,701SH DFND12,407,91907,782
CINEDIGM CORP - ACOM NEW1724062095529,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10248,6011,215,277SH DFND11,195,326019,951
CINTAS CORPCOM172908105248,5041,231,665SH DFND11,223,04508,620
CIRCOR INTERNATIONAL INCCOM17273K1096,947213,103SH DFND1213,10300
CIRRUS LOGIC INCCOM17275510036,023856,275SH DFND1845,197011,078
CISCO SYSTEMS INCCOM17275R1023,333,63461,837,880SH DFND161,424,2390413,641
CISION LTDSHSG1992S10911,692849,139SH DFND1849,13900
CIT GROUP INCCOM NEW12558180152,8321,102,178SH DFND11,102,17800
CIT GROUP INCCOM NEW125581801601,266SH DFND1 21,26600
CITI TRENDS INCCOM17306X1023,151163,205SH DFND1163,20500
CITI TRENDS INCCOM17306X10281041,975SH DFND1 241,97500
CITIGROUP INCCOM NEW1729674241,957,44831,518,011SH DFND131,398,7380119,273
CITIZENS & NORTHERN CORPCOM1729221062,713108,378SH DFND1108,37800
CITIZENS COMMUNITY BANCORP ICOM17490310423219,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105214,4066,608,765SH DFND16,586,032022,733
CITIZENS FIRST CORPCOM17462Q10736614,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510231413,960SH DFND113,96000
CITIZENS INCCL A1747401003,348501,957SH DFND1501,95700
CITRIX SYSTEMS INCCOM177376100190,4451,912,743SH DFND11,900,970011,773
CITRIX SYSTEMS INCCOM17737610038386SH DFND1 238600
CITY HOLDING COCOM17783510516,163212,153SH DFND1212,15300
CITY OFFICE REIT INCCOM1785871014,939436,730SH DFND1436,73000
CIVISTA BANCSHARES INCCOM NO PAR1788671073,236148,279SH DFND1148,27900
CLARUS CORPCOM18270P1093,534275,932SH DFND1275,93200
CLEAN ENERGY FUELS CORPCOM1844991015,4841,774,810SH DFND11,774,81000
CLEAN HARBORS INCCOM18449610737,465523,776SH DFND1514,25609,520
CLEAR CHANNEL OUTDOOR-CL ACL A18451C1092,043382,008SH DFND1380,48701,521
CLEARBRIDGE ENERGY MIDSTREAMCOM18469P10050552,605SH DFND1 252,60500
CLEARFIELD INCCOM18482P1031,779121,026SH DFND1121,02600
CLEARONE INCCOM18506U104213105,899SH DFND1105,89900
CLEARSIDE BIOMEDICAL INCCOM185063104441319,590SH DFND1319,59000
CLEARSIGN COMBUSTION CORPCOM185064102136151,477SH DFND1151,47700
CLEARWATER PAPER CORPCOM18538R1033,681189,007SH DFND1189,00700
CLEARWAY ENERGY INC-ACL A18539C1058,675596,678SH DFND1596,1670511
CLEARWAY ENERGY INC-CCL C18539C20413,899919,878SH DFND1919,4830395
CLEMENTIA PHARMACEUTICALS INCOM1855751071,07141,041SH DFND141,04100
CLEVELAND BIOLABS INCCOM NEW1858602022716,688SH DFND116,68800
CLEVELAND-CLIFFS INCCOM18589910133,5533,358,668SH DFND13,357,49701,171
CLIPPER REALTY INCCOM18885T3061,771132,337SH DFND1132,33700
CLOROX COMPANYCOM189054109326,8882,040,309SH DFND12,033,68006,629
CLOUDERA INCCOM18914U10026,3882,412,139SH DFND12,412,13900
CLOVIS ONCOLOGY INCCOM18946410015,363619,011SH DFND1618,9100101
CM FINANCE INCCOM12574Q1037510,178SH DFND110,17800
CME GROUP INCCOM CL A12572Q105955,2215,808,964SH DFND15,790,399018,565
CME GROUP INCCOM CL A12572Q10535213SH DFND1 221300
CMS ENERGY CORPCOM125896100230,2264,152,145SH DFND14,138,149013,996
CNA FINANCIAL CORPCOM12611710013,222305,009SH DFND1305,00900
CNB FINANCIAL CORP/PACOM1261281073,843152,078SH DFND1152,07800
CNO FINANCIAL GROUP INCCOM12621E10330,5701,889,417SH DFND11,859,312030,105
CNO FINANCIAL GROUP INCCOM12621E103211,302SH DFND1 21,30200
CNOOC LTD-SPON ADRSPONSORED ADR1261321096823,676SH DFND13,67600
CNP 7 09/01/21 S-BDEP RP PFD CV B15189T5037,946150,000PRN DFND1 2150,00000
CNX RESOURCES CORPCOM12653C10822,0742,049,648SH DFND12,012,497037,151
COASTAL FINANCIAL CORP/WACOM NEW19046P20953731,617SH DFND131,61700
COCA-COLA CO/THECOM1912161002,264,72848,412,412SH DFND148,214,2100198,202
COCA-COLA CONSOLIDATED INCCOM19109810217,69261,469SH DFND161,46900
COCA-COLA EUROPEAN PARTNERSSHSG2583910437,947737,421SH DFND1736,8210600
COCA-COLA EUROPEAN PARTNERSSHSG258391041873,620SH DFND1 23,62000
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L1912411081852,805SH DFND1 22,80500
COCA-COLA FEMSA SAB-SP ADRSPON ADR REP L19124110821329SH DFND100329
CODEXIS INCCOM19200510612,109589,846SH DFND1588,9730873
CO-DIAGNOSTICS INCCOM1897631055148,285SH DFND148,28500
CODORUS VALLEY BANCORP INCCOM1920251041,70980,062SH DFND180,06200
COEUR MINING INCCOM NEW1921085049,4652,319,905SH DFND12,319,90500
COFFEE HOLDING CO INCCOM19217610524044,422SH DFND144,42200
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30228,100517,989SH DFND1517,98900
COGNEX CORPCOM192422103100,0391,968,281SH DFND11,936,324031,957
COGNIZANT TECH SOLUTIONS-ACL A192446102536,3807,417,521SH DFND17,364,667052,854
COHBAR INCCOM19249J109918281,818SH DFND1281,81800
COHEN & STEERS INCCOM19247A10011,345268,407SH DFND1268,40700
COHERENT INCCOM19247910336,862260,107SH DFND1255,55004,557
COHERUS BIOSCIENCES INCCOM19249H1039,506696,985SH DFND1696,98500
COHU INCCOM1925761067,215489,211SH DFND1489,21100
COLFAX CORPCOM19401410627,729934,285SH DFND1916,485017,800
COLGATE-PALMOLIVE COCOM194162103870,68112,719,358SH DFND112,675,596043,762
COLLECTORS UNIVERSECOM NEW19421R2001,03358,992SH DFND158,99200
COLLECTORS UNIVERSECOM NEW19421R200331,921SH DFND1 21,92100
COLLEGIUM PHARMACEUTICAL INCCOM19459J1045,497363,136SH DFND1362,10601,030
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931072,12531,819SH DFND131,81900
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931072333,502SH DFND1 23,50200
COLONY CAPITAL INCCL A COM19626G10826,8975,055,879SH DFND15,055,3150564
COLONY CREDIT REAL ESTATE INCOM CL A19625T10115,622997,620SH DFND1997,62000
COLUMBIA BANKING SYSTEM INCCOM19723610229,536903,531SH DFND1903,53100
COLUMBIA FINANCIAL INCCOM19764110310,562674,032SH DFND1674,03200
COLUMBIA PROPERTY TRUST INCCOM NEW19828720337,0691,646,793SH DFND11,646,79300
COLUMBIA SPORTSWEAR COCOM19851610637,017355,321SH DFND1355,32100
COLUMBUS MCKINNON CORP/NYCOM1993331059,246269,176SH DFND1269,17600
COMCAST CORP-CLASS ACL A20030N1012,559,93964,130,347SH DFND163,705,9600424,387
COMERICA INCCOM200340107167,6532,290,487SH DFND12,282,63607,851
COMERICA INCCOM20034010739541SH DFND1 254100
COMFORT SYSTEMS USA INCCOM19990810423,481448,207SH DFND1448,20700
COMMERCE BANCSHARES INCCOM20052510367,8651,168,878SH DFND11,150,391018,487
COMMERCIAL METALS COCOM20172310323,3811,368,947SH DFND11,346,918022,029
COMMERCIAL VEHICLE GROUP INCCOM2026081052,788363,578SH DFND1363,57800
COMMERCIAL VEHICLE GROUP INCCOM20260810524131,460SH DFND1 231,46000
COMMSCOPE HOLDING CO INCCOM20337X10947,4312,184,285SH DFND12,184,28500
COMMSCOPE HOLDING CO INCCOM20337X10935016,136SH DFND1 216,13600
COMMUNICATIONS SYSTEMS INCCOM2039001056926,144SH DFND126,14400
COMMUNITY BANK SYSTEM INCCOM20360710635,840599,639SH DFND1599,63900
COMMUNITY BANKERS TRUST CORPCOM2036121062,189299,045SH DFND1299,04500
COMMUNITY FINANCIAL CORP/THECOM20368X1011,21342,790SH DFND142,79000
COMMUNITY HEALTH SYSTEMS INCCOM2036681084,5401,217,243SH DFND11,217,24300
COMMUNITY HEALTH SYSTEMS INCCOM20366810811831,719SH DFND1 231,71900
COMMUNITY HEALTHCARE TRUST ICOM20369C1067,606211,931SH DFND1211,93100
COMMUNITY TRUST BANCORP INCCOM2041491089,100221,644SH DFND1221,64400
COMMVAULT SYSTEMS INCCOM20416610235,051541,425SH DFND1534,20407,221
COMMVAULT SYSTEMS INCCOM2041661026009,282SH DFND1 29,28200
COMPASS MINERALS INTERNATIONCOM20451N10121,362392,901SH DFND1386,55606,345
COMPUGEN LTDORDM2572210510625,643SH DFND125,64300
COMPUTER PROGRAMS & SYSTEMSCOM2053061034,529152,556SH DFND1152,0830473
COMPUTER PROGRAMS & SYSTEMSCOM2053061032217,464SH DFND1 27,46400
COMPUTER TASK GROUP INCCOM20547710232174,797SH DFND174,79700
COMSCORE INCCOM20564W1058,192404,557SH DFND1404,55700
COMSTOCK MINING INCCOM NEW2057502011156,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM205768302841121,486SH DFND1121,48600
COMTECH TELECOMMUNICATIONSCOM NEW2058262097,972343,332SH DFND1343,283049
COMTECH TELECOMMUNICATIONSCOM NEW20582620939817,164SH DFND1 217,16400
CONAGRA BRANDS INCCOM205887102200,6057,243,467SH DFND17,218,487024,980
CONAGRA BRANDS INCCOM205887102873,157SH DFND1 23,15700
CONATUS PHARMACEUTICALS INCCOM20600T108258239,083SH DFND1238,1020981
CONCERT PHARMACEUTICALS INCCOM2060221052,740227,088SH DFND1227,08800
CONCHO RESOURCES INCCOM20605P101301,1212,718,631SH DFND12,708,72609,905
CONDUENT INCCOM20678710326,9401,947,973SH DFND11,947,97300
CONDUENT INCCOM206787103473,450SH DFND1 23,45000
CONFORMIS INCCOM20717E1011,689586,674SH DFND1586,67400
CONIFER HOLDINGS INCCOM20731J1027416,566SH DFND116,56600
CONMED CORPCOM20741010127,513330,771SH DFND1330,77100
CONNECTICUT WATER SVC INCCOM20779710110,406151,583SH DFND1151,58300
CONNECTICUT WATER SVC INCCOM2077971011382,020SH DFND1 22,02000
CONNECTONE BANCORP INCCOM20786W1077,395375,407SH DFND1375,40700
CONN'S INCCOM2082421077,262317,714SH DFND1317,71400
CONOCOPHILLIPSCOM20825C1041,031,81015,487,845SH DFND115,430,942056,903
CONOCOPHILLIPSCOM20825C1043695,533SH DFND1 25,53300
CONS TOMOKA LAND CO-FLORIDACOM2102261062,93649,731SH DFND149,73100
CONSOL COAL RESOURCES LPCOM UNIT20855T10039222,186SH DFND1 222,18600
CONSOL ENERGY INCCOM20854L10811,681341,378SH DFND1341,37800
CONSOL ENERGY INCCOM20854L1081674,883SH DFND1 24,88300
CONSOLIDATED COMMUNICATIONSCOM2090341079,185841,889SH DFND1841,88900
CONSOLIDATED EDISON INCCOM209115104392,5694,636,507SH DFND14,620,653015,854
CONSOLIDATED WATER CO-ORD SHORDG2377310778160,715SH DFND160,71500
CONSTELLATION ALPHA CAP-CW22*W EXP 03/23/202G2379F11666554,272SH DFND1 2554,27200
CONSTELLATION BRANDS INC-ACL A21036P108367,2582,098,728SH DFND12,090,50408,224
CONSTELLATION PHARMACEUTICALCOM2103731061,21389,587SH DFND189,58700
CONSTRUCTION PARTNERS INC-ACOM CL A21044C1071,02280,059SH DFND180,05900
CONSUMER PORTFOLIO SERVICESCOM210502100388111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM2107511031,507171,309SH DFND1171,30900
CONTANGO OIL & GASCOM NEW21075N204561178,208SH DFND1178,20800
CONTINENTAL BUILDING PRODUCTCOM21117110310,253413,622SH DFND1413,62200
CONTINENTAL BUILDING PRODUCTCOM21117110362925,388SH DFND1 225,38800
CONTINENTAL RESOURCES INC/OKCOM21201510136,448814,803SH DFND1814,80300
CONTINENTAL RESOURCES INC/OKCOM2120151013247,240SH DFND1 27,24000
CONTRAFECT CORPCOM212326102150377,908SH DFND1377,90800
CONTRAVIR PHARMACEUTICALS INCOM NEW21234W2021462,817SH DFND162,81700
CONTROL4 CORPCOM21240D1075,509325,438SH DFND1325,43800
CONTROL4 CORPCOM21240D10731918,856SH DFND1 218,85600
CONTURA ENERGY INCCOM21241B1002,18737,769SH DFND137,76900
CONTURA ENERGY INCCOM21241B1001,31822,757SH DFND1 222,75700
COOL HOLDINGS INCCOM21640C1058624,819SH DFND124,81900
COOPER COS INC/THECOM NEW216648402215,961730,384SH DFND1727,94802,436
COOPER TIRE & RUBBERCOM21683110717,338580,065SH DFND1580,06500
COOPER-STANDARD HOLDINGCOM21676P1039,939211,669SH DFND1211,66900
COOPER-STANDARD HOLDINGCOM21676P10351210,908SH DFND1 210,90800
COPA HOLDINGS SA-CLASS ACL AP310761056,93286,000SH DFND185,7570243
COPART INCCOM217204106172,9232,858,974SH DFND12,849,05809,916
CORBUS PHARMACEUTICALS HOLDICOM21833P1034,391631,874SH DFND1631,87400
CORCEPT THERAPEUTICS INCCOM21835210214,7871,259,569SH DFND11,259,56900
CORE LABORATORIES N.V.COMN2271710722,978333,354SH DFND1325,05508,299
CORE MOLDING TECHNOLOGIES INCOM21868310030341,150SH DFND141,15000
CORECIVIC INCCOM21871N10132,2261,656,894SH DFND11,634,667022,227
CORECIVIC INCCOM21871N1011,81493,308SH DFND1 293,30800
CORELOGIC INCCOM21871D10334,067914,306SH DFND1898,108016,198
CORELOGIC INCCOM21871D10350713,609SH DFND1 213,60900
CORE-MARK HOLDING CO INCCOM21868110426,906724,656SH DFND1724,65600
CORE-MARK HOLDING CO INCCOM21868110411320SH DFND1 232000
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5025,155140,279SH DFND1139,13101,148
COREPOINT LODGING INCCOM21872L1046,718601,512SH DFND1601,51200
CORESITE REALTY CORPCOM21870Q10538,554360,254SH DFND1353,37806,876
CORINDUS VASCULAR ROBOTICS ICOM2187301091,310753,247SH DFND1753,24700
CORMEDIX INCCOM21900C3081,490157,773SH DFND1157,77300
CORNERSTONE ONDEMAND INCCOM21925Y10336,120659,368SH DFND1659,36800
CORNERSTONE ONDEMAND INCCOM21925Y1032073,783SH DFND1 23,78300
CORNING INCCOM219350105367,23111,113,883SH DFND111,073,278040,605
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10840,5141,484,050SH DFND11,463,395020,655
CORREVIO PHARMA CORPCOM22026V10510633,798SH DFND133,79800
CORVEL CORPCOM22100610913,246203,039SH DFND1203,03900
CORVEL CORPCOM2210061091,40921,607SH DFND1 221,60700
CORVUS PHARMACEUTICALS INCCOM221015100654162,891SH DFND1162,89100
COSAN LTD-CLASS A SHARESSHS AG2534310786975,061SH DFND1 275,06100
COSTAMARE INCSHSY1771G1021,054202,706SH DFND1201,8420864
COSTAR GROUP INCCOM22160N109164,235352,399SH DFND1352,39900
COSTAR GROUP INCCOM22160N109444953SH DFND1 295300
COSTCO WHOLESALE CORPCOM22160K1051,396,0875,776,325SH DFND15,735,661040,664
COTY INC-CL ACOM CL A22207020374,2286,465,963SH DFND16,443,706022,257
COUNTY BANCORP INCCOM22190710887049,450SH DFND149,45000
COUPA SOFTWARE INCCOM22266L10660,387663,749SH DFND1663,4580291
COUPA SOFTWARE INCCOM22266L1061711,881SH DFND1 21,88100
COUSINS PROPERTIES INCCOM22279510665,0336,732,239SH DFND16,653,488078,751
COUSINS PROPERTIES INCCOM22279510616216,842SH DFND1 216,84200
COVANTA HOLDING CORPCOM22282E10223,9041,380,981SH DFND11,380,1000881
COVENANT TRANSPORT GRP-CL ACL A22284P1052,821148,633SH DFND1148,63300
COVETRUS INCCOM22304C10028,814905,128SH DFND1887,217017,911
COVIA HOLDINGS CORPCOM22305A1031,937346,549SH DFND1346,54900
COWEN INCCL A NEW2236226064,827333,141SH DFND1333,14100
COWEN INCCL A NEW2236226061409,693SH DFND1 29,69300
CPI AEROSTRUCTURES INCCOM NEW12591930838959,926SH DFND159,92600
CPI CARD GROUP INCCOM NEW12634H2006920,190SH DFND120,0190171
CRA INTERNATIONAL INCCOM12618T1054,96898,307SH DFND198,30700
CRACKER BARREL OLD COUNTRYCOM22410J10654,933339,058SH DFND1334,40704,651
CRAFT BREW ALLIANCE INCCOM2241221011,955139,849SH DFND1139,84900
CRANE COCOM22439910543,595515,190SH DFND1504,828010,362
CRAWFORD & CO -CL BCL B2246331071,118122,490SH DFND1122,49000
CRAY INCCOM NEW22522330414,257547,329SH DFND1547,32900
CREDICORP LTDCOMG2519Y10837,939159,127SH DFND1158,9510176
CREDICORP LTDCOMSTKG2519Y1081,5576,502SH DFND16,50200
CREDIT ACCEPTANCE CORPCOM22531010176,215168,441SH DFND1168,44100
CREDIT SUISSE ASSET MGMT INCCOM2249161069129,644SH DFND1 229,64400
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110838132,788SH DFND131,48401,304
CREE INCCOM22544710172,4521,266,209SH DFND11,246,875019,334
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610638933,564SH DFND133,56400
CRH PLC-SPONSORED ADRADR12626K20366221,363SH DFND120,3810982
CRINETICS PHARMACEUTICALS INCOM22663K1072,05290,192SH DFND190,19200
CRISPR THERAPEUTICS AGNAMEN AKTH171821081,37838,588SH DFND138,58800
CRITEO SA-SPON ADRSPONS ADS22671810487043,465SH DFND143,46500
CRITEO SA-SPON ADRSPONS ADS22671810481640,745SH DFND1 240,74500
CROCS INCCOM22704610926,0841,013,004SH DFND11,013,00400
CROSS COUNTRY HEALTHCARE INCCOM2274831042,978423,660SH DFND1423,66000
CROWN CASTLE INTL CORPCOM22822V101675,5225,286,893SH DFND15,266,249020,644
CROWN CRAFTS INCCOM2283091006011,684SH DFND111,68400
CROWN HOLDINGS INCCOM22836810671,1741,305,377SH DFND11,305,37700
CRYOLIFE INCCOM22890310011,540395,612SH DFND1395,61200
CRYOPORT INCCOM PAR $0.0012290503074,761368,500SH DFND1368,50000
CSG SYSTEMS INTL INCCOM12634910923,107546,285SH DFND1546,28500
CSI COMPRESSCO LPCOM UNIT12637A10311239,634SH DFND139,63400
CSS INDUSTRIES INCCOM12590610733856,455SH DFND156,45500
CSW INDUSTRIALS INCCOM12640210610,946191,064SH DFND1191,06400
CSX CORPCOM126408103823,44811,024,807SH DFND110,950,260074,547
CTI BIOPHARMA CORPCOM NEW12648L601612631,113SH DFND1631,11300
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB218,03717,713,000PRN DFND1 217,713,00000
CTRIP.COM INTERNATIONAL-ADRSPONSORED ADS22943F10049,4771,138,462SH DFND11,117,029021,433
CTRP 1 07/01/20NOTE 1.000% 7/022943FAF75,0845,000,000PRN DFND1 25,000,00000
CTRP 1.25 09/15/22NOTE 1.250% 9/122943FAM27,1017,000,000PRN DFND1 27,000,00000
CTS CORPCOM12650110511,368387,082SH DFND1387,08200
CUBESMART COM22966310982,7712,583,389SH DFND12,583,38900
CUBIC CORPCOM22966910619,516347,025SH DFND1347,02500
CUE BIOPHARMA INCCOM22978P1061,130146,185SH DFND1146,18500
CUI GLOBAL INCCOM NEW126576206143121,210SH DFND1121,21000
CULLEN/FROST BANKERS INCCOM22989910962,260641,395SH DFND1629,596011,799
CULP INCCOM2302151052,155112,070SH DFND1112,07000
CUMBERLAND PHARMACEUTICALSCOM23077010928248,610SH DFND148,61000
CUMMINS INCCOM231021106380,3072,412,571SH DFND12,404,94207,629
CUMMINS INCCOM2310211068955,672SH DFND1 25,67200
CURIS INCCOM NEW231269200434218,128SH DFND1218,12800
CURO GROUP HOLDINGS CORPCOM23131L1073,210320,107SH DFND1320,10700
CURO GROUP HOLDINGS CORPCOM23131L107333,361SH DFND1 23,36100
CURTISS-WRIGHT CORPCOM23156110151,869457,641SH DFND1449,62608,015
CUSHMAN & WAKEFIELD PLCSHSG2717B1084,498252,717SH DFND1252,71700
CUSTOMERS BANCORP INCCOM23204G1006,320345,199SH DFND1345,19900
CUTERA INCCOM2321091083,120176,712SH DFND1176,71200
CVB FINANCIAL CORPCOM12660010528,2431,341,716SH DFND11,341,71600
CVD EQUIPMENT CORPCOM12660110315840,414SH DFND140,41400
CVR ENERGY INCCOM12662P10812,186295,793SH DFND1294,9410852
CVS HEALTH CORPCOM126650100945,92917,567,862SH DFND117,501,602066,260
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1084,07834,257SH DFND134,25700
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1088316,984SH DFND1 26,98400
CYBEROPTICS CORPCOM23251710286450,536SH DFND150,53600
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4052021,692SH DFND121,69200
CYMABAY THERAPEUTICS INCCOM23257D10310,268773,256SH DFND1773,25600
CYMABAY THERAPEUTICS INCCOM23257D103372,824SH DFND1 22,82400
CYPRESS SEMICONDUCTOR CORPCOM23280610961,1814,100,670SH DFND14,030,061070,609
CYRUSONE INCCOM23283R10061,2341,167,714SH DFND11,147,436020,278
CYTOKINETICS INCCOM NEW23282W6055,429671,135SH DFND1671,13500
CYTOMX THERAPEUTICS INCCOM23284F1056,415596,814SH DFND1596,81400
CYTORI THERAPEUTICS INCCOM PAR23283K402416,632SH DFND116,63200
CYTOSORBENTS CORPCOM NEW23283X2062,440322,385SH DFND1322,38500
CYTRX CORPCOM PAR232828608118186,584SH DFND1186,58400
DAILY JOURNAL CORPCOM2339121042,18710,215SH DFND110,21500
DAKTRONICS INCCOM2342641093,434461,040SH DFND1461,04000
DANA INCCOM23582520531,7021,787,055SH DFND11,760,205026,850
DANAHER CORPCOM2358511021,069,7108,117,863SH DFND18,086,370031,493
DARDEN RESTAURANTS INCCOM237194105229,4441,891,840SH DFND11,884,88406,956
DARE BIOSCIENCE INCCOM23666P101147105,470SH DFND1105,47000
DARLING INGREDIENTS INCCOM23726610140,5061,870,985SH DFND11,870,98500
DASAN ZHONE SOLUTIONS INCCOM NEW23305L20654350,807SH DFND150,80700
DASEKE INCCOM23753F1073,177624,230SH DFND1624,23000
DASEKE INC-CW20*W EXP 02/27/20223753F1157202,222,892SH DFND1 22,222,89200
DATA I/O CORPCOM23769010222740,918SH DFND140,91800
DAVE & BUSTER'S ENTERTAINMENCOM23833710923,466470,554SH DFND1470,55400
DAVIDSTEA INCCOM2386611021813,680SH DFND113,68000
DAVITA INCCOM23918K10892,5661,708,105SH DFND11,701,86006,245
DAVITA INCCOM23918K1082835,230SH DFND1 25,23000
DAWSON GEOPHYSICAL COCOM239360100596203,728SH DFND1203,72800
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10118824,420SH DFND124,42000
DEAN FOODS COCOM NEW2423702033,2251,064,406SH DFND11,064,40600
DECIPHERA PHARMACEUTICALS INCOM24344T1014,218181,746SH DFND1181,74600
DECKERS OUTDOOR CORPCOM24353710780,405547,012SH DFND1541,55605,456
DECKERS OUTDOOR CORPCOM2435371071,1047,514SH DFND1 27,51400
DEERE & COCOM244199105629,9573,948,845SH DFND13,933,009015,836
DEL FRISCO'S RESTAURANT GROUCOM2450771022,620408,770SH DFND1408,77000
DEL FRISCO'S RESTAURANT GROUCOM24507710238460,000SH DFND1 260,00000
DEL TACO RESTAURANTS INCCOM2454961044,338431,217SH DFND1431,21700
DELAWARE ENHANCED GLOBAL DIVCOM2460601071,508155,956SH DFND1 2155,95600
DELEK LOGISTICS PARTNERS LPCOM UNT RP INT24664T10340312,451SH DFND1 212,45100
DELEK US HOLDINGS INCCOM24665A10338,3211,052,211SH DFND11,052,21100
DELL TECHNOLOGIES -CCL C24703L202116,0691,978,852SH DFND11,977,82601,026
DELL TECHNOLOGIES -CCL C24703L202671,154SH DFND1 21,15400
DELPHI TECHNOLOGIES PLCSHSG2709G10713,239687,417SH DFND1670,875016,542
DELTA AIR LINES INCCOM NEW247361702412,8968,005,815SH DFND17,972,539033,276
DELTA AIR LINES INCCOM NEW247361702851,651SH DFND1 21,65100
DELTA APPAREL INCCOM24736810366229,802SH DFND129,80200
DELUXE CORPCOM24801910127,150620,999SH DFND1612,81908,180
DELUXE CORPCOM24801910158513,387SH DFND1 213,38700
DENALI THERAPEUTICS INCCOM24823R10517,927772,088SH DFND1772,08800
DENALI THERAPEUTICS INCCOM24823R105411,799SH DFND1 21,79900
DENBURY RESOURCES INCCOM NEW24791620810,6555,197,595SH DFND15,197,59500
DENBURY RESOURCES INCCOM NEW247916208235115,111SH DFND1 2115,11100
DENNY'S CORPCOM24869P10415,499844,662SH DFND1844,66200
DENTSPLY SIRONA INCCOM24906P109172,7953,489,923SH DFND13,478,933010,990
DERMIRA INCCOM24983L1046,162454,772SH DFND1454,77200
DESCARTES SYSTEMS GRP/THECOM2499061082,25962,154SH DFND162,15400
DESTINATION MATERNITY CORPCOM25065D10020694,509SH DFND194,50900
DESTINATION XL GROUP INCCOM25065K104600245,099SH DFND1245,09900
DEUTSCHE BANK AG-REGISTEREDNAMEN AKTD181908982,030250,000SH DFND1 2250,00000
DEUTSCHE BANK AG-REGISTEREDNAMEN AKTD18190898121,600SH DFND1001,600
DEVON ENERGY CORPCOM25179M103205,8866,534,538SH DFND16,512,339022,199
DEXCOM INCCOM252131107131,5291,105,033SH DFND11,105,03300
DEXCOM INCCOM2521311071881,584SH DFND1 21,58400
DFB HEALTHCARE ACQUISIT - WA*W EXP 04/11/20223291E117306266,867SH DFND1 2266,86700
DHI GROUP INCCOM23331S100871358,526SH DFND1358,52600
DHI GROUP INCCOM23331S10015764,627SH DFND1 264,62700
DHT HOLDINGS INCSHS NEWY2065G1211,652370,493SH DFND1370,49300
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2054,14625,344SH DFND125,34400
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,21844,418SH DFND144,41800
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20796692SH DFND1 269200
DIAMOND OFFSHORE DRILLINGCOM25271C1027,704734,449SH DFND1734,44900
DIAMOND S SHIPPING INCCOMY2067610544642,941SH DFND1 242,94100
DIAMOND S SHIPPING INCCOMY20676105959,175SH DFND19,17500
DIAMONDBACK ENERGY INCCOM25278X109225,1712,221,557SH DFND12,213,92707,630
DIAMONDROCK HOSPITALITY COCOM25278430135,4553,273,810SH DFND13,273,81000
DICERNA PHARMACEUTICALS INCCOM2530311089,570653,279SH DFND1653,27900
DICK'S SPORTING GOODS INCCOM25339310245,9751,249,006SH DFND11,235,216013,790
DICK'S SPORTING GOODS INCCOM253393102772,114SH DFND1 22,11400
DIEBOLD NIXDORF INCCOM2536511039,870891,662SH DFND1891,4620200
DIFFUSION PHARMACEUTICALS INCOM PAR2537483053710,060SH DFND110,06000
DIGI INTERNATIONAL INCCOM2537981024,524357,140SH DFND1357,14000
DIGIMARC CORPCOM25381B1014,429141,165SH DFND1141,16500
DIGIRAD CORPCOM2538271095864,454SH DFND164,45400
DIGITAL ALLY INCCOM NEW25382P20827373,408SH DFND173,40800
DIGITAL REALTY TRUST INCCOM253868103418,0243,517,867SH DFND13,507,465010,402
DIGITAL TURBINE INCCOM NEW25400W1021,766504,692SH DFND1504,69200
DILLARDS INC-CL ACL A25406710113,380185,784SH DFND1182,32303,461
DIME COMMUNITY BANCSHARESCOM2539221087,441397,298SH DFND1397,29800
DINE BRANDS GLOBAL INCCOM25442310617,998197,156SH DFND1197,15600
DIODES INCCOM25454310117,488503,989SH DFND1503,98900
DIODES INCCOM254543101581,689SH DFND1 21,68900
DIPLOMAT PHARMACY INCCOM25456K1013,797653,680SH DFND1653,68000
DISCOVER FINANCIAL SERVICESCOM254709108349,4174,916,988SH DFND14,899,406017,582
DISCOVER FINANCIAL SERVICESCOM2547091082333,284SH DFND1 23,28400
DISCOVERY INC - ACOM SER A25470F10472,0682,671,047SH DFND12,663,14907,898
DISCOVERY INC-CCOM SER C25470F302130,1075,126,746SH DFND15,108,376018,370
DISH NETWORK CORP-ACL A25470M109107,5343,398,783SH DFND13,387,453011,330
DISH NETWORK CORP-ACL A25470M109983,117SH DFND1 23,11700
DIVERSICARE HEALTHCARE SERVICOM2551041015513,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1056168,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2043,436302,549SH DFND1 2302,54900
DIXIE GROUP INCCL A2555191006064,152SH DFND164,15200
DMC GLOBAL INCCOM23291C1038,622173,703SH DFND1173,70300
DNB FINANCIAL CORPCOM2332371062967,844SH DFND17,84400
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2007053,936SH DFND153,93600
DOCUSIGN INCCOM25616310623,724457,647SH DFND1457,64700
DOLBY LABORATORIES INC-CL ACOM CL A25659T10752,066826,845SH DFND1826,84500
DOLLAR GENERAL CORPCOM256677105435,0863,653,408SH DFND13,640,427012,981
DOLLAR TREE INCCOM256746108357,4513,408,796SH DFND13,386,940021,856
DOLLAR TREE INCCOM2567461081211,154SH DFND1 21,15400
DOMINION ENERGY INCCOM25746U109805,27110,507,020SH DFND110,466,865040,155
DOMINION ENERGY INCCOM25746U10951673SH DFND1 267300
DOMINO'S PIZZA INCCOM25754A201112,975438,026SH DFND1430,34407,682
DOMO INC - CLASS BCOM CL B2575541056,044149,867SH DFND1149,86700
DOMTAR CORPCOM NEW25755920358,7421,183,137SH DFND11,170,265012,872
DOMTAR CORPCOM NEW2575592031,10522,270SH DFND1 222,27000
DONALDSON CO INCCOM25765110968,7751,373,855SH DFND11,349,900023,955
DONEGAL GROUP INC-CL ACL A2577012012,094155,760SH DFND1155,76000
DONNELLEY FINANCIAL SOLUTIONCOM25787G1006,417431,292SH DFND1431,29200
DORCHESTER MINERALS LPCOM UNIT25820R10550227,544SH DFND1 227,54400
DORCHESTER MINERALS LPCOM UNIT25820R10543924,044SH DFND124,04400
DORIAN LPG LTDSHS USDY2106R1102,275354,452SH DFND1354,45200
DORMAN PRODUCTS INCCOM25827810032,281366,461SH DFND1366,46100
DOUGLAS DYNAMICS INCCOM25960R10510,061264,301SH DFND1263,6720629
DOUGLAS EMMETT INCCOM25960P10987,9982,177,094SH DFND12,146,812030,282
DOVA PHARMACEUTICALS INCCOM25985T1021,462164,546SH DFND1164,54600
DOVER CORPCOM260003108191,8222,048,679SH DFND12,040,71707,962
DOVER MOTORSPORTS INCCOM2601741076632,679SH DFND132,67900
DOWDUPONT INCCOM26078J1001,578,96529,669,756SH DFND129,557,1930112,563
DOWDUPONT INCCOM26078J1004,50484,500SH DFND1 284,50000
DPW HOLDINGS INCCOM NEW26140E501413,968SH DFND113,96800
DR HORTON INCCOM23331A109200,0284,842,373SH DFND14,825,593016,780
DR HORTON INCCOM23331A109972,361SH DFND1 22,36100
DRIL-QUIP INCCOM26203710418,720408,298SH DFND1408,29800
DRIL-QUIP INCCOM2620371041192,596SH DFND1 22,59600
DRIVE SHACK INCCOM2620771002,918649,915SH DFND1649,91500
DROPBOX INC-CLASS ACL A26210C10417,421799,136SH DFND1799,13600
DSP GROUP INCCOM23332B1062,683190,721SH DFND1190,72100
DSP GROUP INCCOM23332B106423,031SH DFND1 23,03100
DSW INC-CLASS ACL A23334L10221,639973,882SH DFND1973,88200
DSW INC-CLASS ACL A23334L102361,649SH DFND1 21,64900
DTE ENERGY COMPANYCOM233331107329,5672,646,457SH DFND12,637,17409,283
DTF TAX-FREE INCOME INCCOM23334J10736727,765SH DFND1 227,76500
DUCOMMUN INCCOM2641471095,394123,948SH DFND1123,94800
DUKE ENERGY CORPCOM NEW26441C204907,45110,099,152SH DFND110,062,791036,361
DUKE REALTY CORPCOM NEW264411505193,3086,330,232SH DFND16,312,478017,754
DULUTH HOLDINGS INC - CL BCOM CL B26443V1013,045127,733SH DFND1127,73300
DUNKIN' BRANDS GROUP INCCOM26550410069,207921,540SH DFND1906,062015,478
DURECT CORPORATIONCOM2666051041,0941,749,188SH DFND11,749,18800
DWS MUNICIPAL INCOME TRUSTCOM23336810933230,183SH DFND1 230,18300
DXC TECHNOLOGY COCOM23355L106279,5114,352,970SH DFND14,339,446013,524
DXC TECHNOLOGY COCOM23355L1061,04616,277SH DFND1 216,27700
DXP ENTERPRISES INCCOM NEW2333774077,628196,015SH DFND1196,01500
DYCOM INDUSTRIES INCCOM26747510116,331355,495SH DFND1349,60605,889
DYCOM INDUSTRIES INCCOM267475101711,556SH DFND1 21,55600
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582015,055691,595SH DFND1691,59500
DYNEX CAPITAL INCCOM NEW26817Q5064,702772,238SH DFND1771,8000438
DYNEX CAPITAL INCCOM NEW26817Q506193,223SH DFND1 23,22300
E TRADE FINANCIAL CORPCOM NEW269246401164,5633,550,312SH DFND13,537,726012,586
EAGLE BANCORP INCCOM26894810619,776393,956SH DFND1393,95600
EAGLE BANCORP INCCOM26894810638768SH DFND1 276800
EAGLE BULK SHIPPING INCSHS NEWY2187A1433,931845,473SH DFND1845,47300
EAGLE MATERIALS INCCOM26969P10837,977450,506SH DFND1441,90908,597
EAGLE PHARMACEUTICALS INCCOM2697961087,639151,309SH DFND1151,30900
EARTHSTONE ENERGY INC - ACL A27032D3041,625229,558SH DFND1229,55800
EAST WEST BANCORP INCCOM27579R10478,0991,627,703SH DFND11,600,624027,079
EAST WEST BANCORP INCCOM27579R104881,849SH DFND1 21,84900
EASTERLY GOVERNMENT PROPERTICOM27616P10316,008888,887SH DFND1888,88700
EASTERN COCOMSTK2763171042,2092,080,930SH DFND12,080,93000
EASTERN CO/THECOM2763171041,65560,148SH DFND160,14800
EASTGROUP PROPERTIES INCCOM27727610162,358558,567SH DFND1558,56700
EASTMAN CHEMICAL COCOM277432100176,9072,334,753SH DFND12,327,85006,903
EASTMAN CHEMICAL COCOM2774321002463,247SH DFND1 23,24700
EASTMAN KODAK COCOM NEW277461406977330,403SH DFND1330,40300
EATON CORP PLCSHSG29183103450,0715,594,444SH DFND15,571,479022,965
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10152743,995SH DFND1 243,99500
EATON VANCE CAL MUNI BONDCOM27828A10054051,265SH DFND1 251,26500
EATON VANCE CORPCOM NON VTG27826510358,9911,464,655SH DFND11,443,085021,570
EATON VANCE MUNICIPAL INCOMESH BEN INT27826U10830124,741SH DFND1 224,74100
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10436429,559SH DFND1 229,55900
EATON VANCE TAX-MGD B/W STRCOM SH BEN INT27829M10356260,747SH DFND1 260,74700
EBAY INCCOM278642103455,25212,279,159SH DFND112,196,467082,692
EBAY INCCOM2786421031303,517SH DFND1 23,51700
EBIX INCCOM NEW27871520614,224288,128SH DFND1288,12800
ECHO GLOBAL LOGISTICS INCCOM27875T1018,378338,098SH DFND1338,09800
ECHOSTAR CORP-ACL A27876810619,241527,876SH DFND1527,87600
ECHOSTAR CORP-ACL A27876810640311,078SH DFND1 211,07800
ECOLAB INCCOM278865100598,9603,398,347SH DFND13,385,746012,601
ECOPETROL SA-SPONSORED ADRSPONSORED ADS27915810942019,614SH DFND1 219,61400
ECOPETROL SA-SPONSORED ADRSPONSORED ADS279158109984,609SH DFND14,60900
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF914,28115,000,000PRN DFND1 215,000,00000
ECPG 3.25 03/15/22NOTE 3.250% 3/1292554AK84,3034,875,000PRN DFND1 24,875,00000
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA53,5744,000,000PRN DFND1 24,000,00000
EDAP TMS SA -ADRSPONSORED ADR2683111075518,494SH DFND118,49400
EDGEWELL PERSONAL CARE COCOM28035Q10233,215756,780SH DFND1746,643010,137
EDGEWELL PERSONAL CARE COCOM28035Q1021,17626,804SH DFND1 226,80400
EDISON INTERNATIONALCOM281020107279,7414,525,730SH DFND14,509,642016,088
EDITAS MEDICINE INCCOM28106W10313,290543,598SH DFND1543,59800
EDUCATIONAL DEVELOPMENT CORPCOM28147910537549,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108560,8022,935,764SH DFND12,925,505010,259
EGAIN CORPCOM NEW28225C8062,344224,338SH DFND1224,33800
EHEALTH INCCOM28238P10915,384246,779SH DFND1246,77900
EIDOS THERAPEUTICS INCCOM28249H1042,937125,263SH DFND1125,26300
EIGER BIOPHARMACEUTICALS INCCOM28249U1051,718122,908SH DFND1122,90800
EKSO BIONICS HOLDINGS INCCOM NEW282644202955380,818SH DFND1380,81800
EL PASO ELECTRIC COCOM NEW28367785427,403465,895SH DFND1465,89500
EL POLLO LOCO HOLDINGS INCCOM2686031073,706284,882SH DFND1284,88200
ELANCO ANIMAL HEALTH INCCOM28414H103103,8433,240,322SH DFND13,240,32200
ELASTIC NVORD SHSN145061045,68271,153SH DFND171,15300
ELBIT SYSTEMS LTDORDM3760D1013,97230,793SH DFND130,79300
ELDORADO RESORTS INCCOM28470R10236,846789,173SH DFND1776,990012,183
ELECTROCORE INCCOM28531P103761108,852SH DFND1108,85200
ELECTROMED INCCOM2854091089518,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109387,4313,819,294SH DFND13,791,279028,015
ELECTRONICS FOR IMAGINGCOM28608210215,450574,381SH DFND1574,38100
ELEMENT SOLUTIONS INCCOM28618M10623,7612,352,599SH DFND12,352,59900
ELEVATE CREDIT INCCOM28621V101853196,752SH DFND1196,75200
ELEVATE CREDIT INCCOM28621V10116036,946SH DFND1 236,94600
ELF BEAUTY INCCOM26856L1032,692253,995SH DFND1253,99500
ELI LILLY & COCOM5324571081,590,00512,271,496SH DFND112,226,475045,021
ELLIE MAE INCCOM28849P10038,952394,697SH DFND1394,69700
ELLINGTON FINANCIAL INCCOM28852N10926414,777SH DFND1 214,77700
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810766856,199SH DFND156,19900
ELOXX PHARMACEUTICALS INCCOM29014R1032,879246,520SH DFND1246,52000
EMAGIN CORPORATIONCOM NEW29076N2065465,621SH DFND165,62100
EMC INS GROUP INCCOM2686641093,940123,608SH DFND1123,60800
EMCOR GROUP INCCOM29084Q10070,039958,397SH DFND1947,908010,489
EMCOR GROUP INCCOM29084Q1001121,534SH DFND1 21,53400
EMCORE CORPCOM NEW290846203684187,590SH DFND1187,59000
EMERALD EXPOSITIONS EVENTS ICOM29103B1004,048318,803SH DFND1318,80300
EMERGENT BIOSOLUTIONS INCCOM29089Q10527,427542,901SH DFND1542,7150186
EMERGENT BIOSOLUTIONS INCCOM29089Q10534683SH DFND1 268300
EMERSON ELECTRIC COCOM291011104522,5187,643,108SH DFND17,609,327033,781
EMERSON RADIO CORPCOM NEW2910872036248,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540012133,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230558858,515SH DFND158,51500
EMPIRE STATE REALTY TRUST-ACL A29210410622,3181,412,554SH DFND11,412,55400
EMPLOYERS HOLDINGS INCCOM29221810415,076375,877SH DFND1375,87700
ENANTA PHARMACEUTICALS INCCOM29251M10620,292212,443SH DFND1212,44300
ENBRIDGE INCCOMSTK29250N10572,1131,972,134SH DFND11,972,13400
ENBRIDGE INCCOM29250N1051,25737,244SH DFND137,24400
ENCANA CORPCOMSTK29250510410,0661,401,204SH DFND11,401,20400
ENCOMPASS HEALTH CORPCOM29261A10063,9121,094,386SH DFND11,075,217019,169
ENCOMPASS HEALTH CORPCOM29261A10035613SH DFND1 261300
ENCORE CAPITAL GROUP INCCOM2925541028,828324,221SH DFND1324,22100
ENCORE WIRE CORPCOM29256210515,054263,103SH DFND1263,10300
ENCORE WIRE CORPCOM2925621051,07818,840SH DFND1 218,84000
ENDO INTERNATIONAL PLCSHSG3040110621,3642,660,645SH DFND12,660,64500
ENDO INTERNATIONAL PLCSHSG30401106435,398SH DFND1 25,39800
ENDOLOGIX INCCOM NEW29266S304734111,058SH DFND1111,05800
ENDRA LIFE SCIENCES INCCOM29273B1048451,104SH DFND151,10400
ENDURANCE INTERNATIONAL GROUCOM29272B1057,3081,008,016SH DFND11,008,01600
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10427030,239SH DFND1 230,23900
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104212,399SH DFND1002,399
ENEL CHILE SA-ADRSPONSORED ADR29278D105661127,780SH DFND1 2127,78000
ENEL CHILE SA-ADRSPONSORED ADR29278D10571,402SH DFND1001,402
ENERGIZER HOLDINGS INCCOM29272W10928,647637,606SH DFND1625,695011,911
ENERGOUS CORPCOM29272C1031,525240,563SH DFND1240,56300
ENERGY FOCUS INCCOM NEW29268T3005343,479SH DFND143,47900
ENERGY FUELS INCCOM NEW2926717081,136342,982SH DFND1342,98200
ENERGY RECOVERY INCCOM29270J1003,560407,814SH DFND1407,81400
ENERPLUS CORPCOMSTK29276610238646,106SH DFND146,10600
ENERPLUS CORPCOMSTK29276610214317,168SH DFND1 217,16800
ENERSYSCOM29275Y10233,776518,367SH DFND1510,30408,063
ENERSYSCOM29275Y1022894,438SH DFND1 24,43800
ENGLOBAL CORPCOM2933061063467,699SH DFND167,69900
ENI SPA-SPONSORED ADRSPONSORED ADR26874R1081,28136,379SH DFND136,37900
ENNIS INCCOM2933891026,349305,849SH DFND1303,08602,763
ENOVA INTERNATIONAL INCCOM29357K10313,814605,371SH DFND1604,10601,265
ENOVA INTERNATIONAL INCCOM29357K103883,883SH DFND1 23,88300
ENPHASE ENERGY INCCOM29355A1079,5441,034,120SH DFND11,034,12000
ENPRO INDUSTRIES INCCOM29355X10715,090234,139SH DFND1234,13900
ENR 7 1/2 01/15/22 S-A7.5 MCNV PFD A29272W2082,91830,000PRN DFND1 230,00000
ENSCO PLC-CL ASHS CLASS AG3157S10612,8813,277,832SH DFND13,196,016081,816
ENSERVCO CORPCOM29358Y1025298,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10131,967624,494SH DFND1624,49400
ENSTAR GROUP LTDSHSG3075P10130,506175,322SH DFND1175,32200
ENTEGRA FINANCIAL CORPCOM29363J1082,332103,906SH DFND1103,90600
ENTEGRIS INCCOM29362U10460,2421,687,932SH DFND11,687,93200
ENTERCOM COMMUNICATIONS-CL ACL A2936391007,3361,397,355SH DFND11,397,35500
ENTERGY CORPCOM29364G103268,5082,812,317SH DFND12,802,62609,691
ENTERPRISE BANCORP INCCOM2936681092,86399,680SH DFND199,68000
ENTERPRISE FINANCIAL SERVICECOM29371210511,794289,283SH DFND1289,28300
ENTERPRISE PRODUCTS PARTNERSCOM29379210750117,220SH DFND117,22000
ENTRAVISION COMMUNICATIONS-ACL A29382R1072,279703,537SH DFND1703,53700
ENV 1.75 12/15/19NOTE 1.750%12/129404KAA411,13510,000,000PRN DFND1 210,000,00000
ENVESTNET INCCOM29404K10634,936534,278SH DFND1534,27800
ENZO BIOCHEM INCCOM2941001021,161425,306SH DFND1425,30600
EOG RESOURCES INCCOM26875P101684,0617,201,154SH DFND17,172,013029,141
EP ENERGY CORP-CL ACL A268785102114439,007SH DFND1439,00700
EPAM SYSTEMS INCCOM29414B10490,275533,762SH DFND1533,76200
EPIZYME INCCOM29428V10410,159819,955SH DFND1819,95500
EPLUS INCCOM29426810715,075170,266SH DFND1170,26600
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20823,960760,908PRN DFND1 2760,90800
EPR PROPERTIESCOM SH BEN INT26884U10963,114820,729SH DFND1806,697014,032
EQT CORPCOM26884L10953,8832,598,043SH DFND12,550,331047,712
EQUIFAX INCCOM294429105192,9751,631,424SH DFND11,625,46405,960
EQUILLIUM INCCOM29446K10616020,019SH DFND120,01900
EQUINIX INCCOM29444U700479,9221,061,067SH DFND11,056,95304,114
EQUINIX INCCOM29444U700190421SH DFND1 242100
EQUINOR ASA-SPON ADRSPONSORED ADR29446M1021,41864,550SH DFND1 264,55000
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10254724,926SH DFND124,92600
EQUITRANS MIDSTREAM CORPCOM29460010142,6211,956,942SH DFND11,918,362038,580
EQUITY BANCSHARES INC - CL ACOM CL A29460X1095,051175,406SH DFND1175,40600
EQUITY COMMONWEALTHCOM SH BEN INT29462810258,7341,796,720SH DFND11,796,72000
EQUITY LIFESTYLE PROPERTIESCOM29472R108139,3821,218,683SH DFND11,218,68300
EQUITY RESIDENTIALSH BEN INT29476L107476,5066,335,389SH DFND16,317,115018,274
ERA GROUP INCCOM26885G1092,473214,312SH DFND1214,31200
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,498272,149SH DFND1267,39604,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10255,676311,877SH DFND1311,87700
ERIE INDEMNITY COMPANY-CL ACL A29530P1021,0866,084SH DFND1 26,08400
EROS INTERNATIONAL PLCSHS NEWG3788M1141,233134,906SH DFND1134,6270279
ESCALADE INCCOM2960561041,00089,582SH DFND189,58200
ESCO TECHNOLOGIES INCCOM29631510420,206301,449SH DFND1301,44900
ESPERION THERAPEUTICS INCCOM29664W10511,832294,714SH DFND1294,71400
ESQUIRE FINANCIAL HOLDINGS ICOM29667J10179334,858SH DFND134,85800
ESSA BANCORP INCCOM29667D1041,20478,188SH DFND178,18800
ESSENT GROUP LTDCOMG3198U10269,7371,602,880SH DFND11,602,88000
ESSENTIAL PROPERTIES REALTYCOM29670E1079,126467,525SH DFND1467,52500
ESSEX PROPERTY TRUST INCCOM297178105330,2301,143,305SH DFND11,140,06003,245
ESTEE LAUDER COMPANIES-CL ACL A518439104511,2943,093,797SH DFND13,082,720011,077
ETHAN ALLEN INTERIORS INCCOM2976021045,718298,911SH DFND1298,91100
ETSY INCCOM29786A106106,6681,586,852SH DFND11,586,85200
ETSY INCCOM29786A1062323,452SH DFND1 23,45200
EURONET WORLDWIDE INCCOM29873610977,871546,121SH DFND1546,12100
EURONET WORLDWIDE INCCOM2987361092,15315,100SH DFND1 215,10000
EVANS BANCORP INCCOM NEW29911Q2081,54143,233SH DFND143,23300
EVELO BIOSCIENCES INCCOM299734103819102,462SH DFND1102,46200
EVENTBRITE INC-CLASS ACOM CL A29975E1091,78993,354SH DFND193,35400
EVERBRIDGE INCCOM29978A10426,730356,363SH DFND1356,36300
EVERBRIDGE INCCOM29978A1044736,310SH DFND1 26,31000
EVERCORE INC - ACLASS A29977A10546,817514,475SH DFND1506,32808,147
EVERCORE INC - ACLASS A29977A1058579,426SH DFND1 29,42600
EVEREST RE GROUP LTDCOMG3223R108131,006607,415SH DFND1605,40602,009
EVERGY INCCOM30034W106209,4103,613,665SH DFND13,601,092012,573
EVERI HOLDINGS INCCOM30034T1038,587816,294SH DFND1816,29400
EVERI HOLDINGS INCCOM30034T10314213,566SH DFND1 213,56600
EVERQUOTE INC - CLASS ACOM CL A30041R10824432,902SH DFND132,90200
EVERSOURCE ENERGYCOM30040W108330,9754,672,742SH DFND14,657,090015,652
EVERSPIN TECHNOLOGIES INCCOM30041T10462982,191SH DFND182,19100
EVERTEC INCCOM30040P10324,562883,231SH DFND1881,79001,441
EVI INDUSTRIES INCCOM26929N1021,68244,115SH DFND144,11500
EVINE LIVE INCCL A300487105175374,408SH DFND1374,40800
EVO PAYMENTS INC-CLASS ACL A COM26927E1048,450290,900SH DFND1290,90000
EVOFEM BIOSCIENCES INCCOM30048L10426074,451SH DFND174,45100
EVOKE PHARMA INCCOM30049G1043423,048SH DFND123,04800
EVOLENT HEALTH INC - ACL A30050B1019,822780,801SH DFND1780,80100
EVOLUS INCCOM30052C1073,058135,512SH DFND1135,51200
EVOLUTION PETROLEUM CORPCOM30049A1072,143317,532SH DFND1317,53200
EVOLVING SYSTEMS INCCOM NEW30049R2094739,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T1059,820780,620SH DFND1780,62000
EW SCRIPPS CO/THE-ACL A NEW81105440213,108624,210SH DFND1624,21000
EXACT SCIENCES CORPCOM30063P105110,7291,278,331SH DFND11,278,0870244
EXANTAS CAPITAL CORPCOM NEW30068N1053,862363,392SH DFND1363,39200
EXANTAS CAPITAL CORPCOM NEW30068N10538636,347SH DFND1 236,34700
EXELA TECHNOLOGIES INCCOM30162V1022,051614,183SH DFND1614,18300
EXELIXIS INCCOM30161Q10475,0553,153,596SH DFND13,096,802056,794
EXELON CORPCOM30161N101703,10514,049,216SH DFND114,000,525048,691
EXLSERVICE HOLDINGS INCCOM30208110425,398423,163SH DFND1423,16300
EXONE CO/THECOM30210410478292,129SH DFND192,12900
EXP WORLD HOLDINGS INCCOM30212W1003,260299,986SH DFND1299,98600
EXPEDIA GROUP INCCOM NEW30212P303194,7711,639,637SH DFND11,628,007011,630
EXPEDITORS INTL WASH INCCOM302130109192,2852,536,911SH DFND12,528,34708,564
EXPONENT INCCOM30214U10239,309681,045SH DFND1681,04500
EXPONENT INCCOM30214U10259510,325SH DFND1 210,32500
EXPRESS INCCOM30219E1033,459808,267SH DFND1808,26700
EXPRESS INCCOM30219E10327464,237SH DFND1 264,23700
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20042,1602,348,769SH DFND12,348,76900
EXTERRAN CORPCOM30227H1066,108362,548SH DFND1362,54800
EXTRA SPACE STORAGE INCCOM30225T102221,2212,173,843SH DFND12,167,55506,288
EXTRACTION OIL & GAS INCCOM30227M1055,5451,311,001SH DFND11,311,00100
EXTREME NETWORKS INCCOM30226D10610,5581,409,645SH DFND11,409,64500
EXXON MOBIL CORPCOM30231G1024,587,17856,860,401SH DFND156,642,8620217,539
EYENOVIA INCCOM30234E10441869,821SH DFND169,82100
EYEPOINT PHARMACEUTICALS INCCOM30233G100775433,283SH DFND1433,28300
EZCORP INC-CL ACL A NON VTG3023011065,939637,275SH DFND1637,27500
F5 NETWORKS INCCOM315616102163,5551,042,892SH DFND11,039,95702,935
F5 NETWORKS INCCOM31561610242269SH DFND1 226900
FABRINETSHSG3323L10024,028458,901SH DFND1458,90100
FACEBOOK INC-CLASS ACL A30303M1025,151,59030,962,815SH DFND130,749,1550213,660
FACTSET RESEARCH SYSTEMS INCCOM303075105132,704534,132SH DFND1527,00807,124
FACTSET RESEARCH SYSTEMS INCCOM3030751051356SH DFND1 25600
FAIR ISAAC CORPCOM30325010483,916308,937SH DFND1303,49205,445
FALCON MINERALS CORPCL A COM30607B1093,343378,233SH DFND1378,23300
FAMOUS DAVE'S OF AMERICACOM30706810618232,050SH DFND132,05000
FANG HOLDINGS LTD - ADRADR30711Y102145107,677SH DFND1104,99502,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A10387833,446SH DFND133,44600
FARMER BROS COCOM3076751082,768138,357SH DFND1138,35700
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,325110,494SH DFND1110,49400
FARMERS NATL BANC CORPCOM3096271074,053293,938SH DFND1293,93800
FARMLAND PARTNERS INCCOM31154R1092,655414,984SH DFND1414,98400
FARO TECHNOLOGIES INCCOM3116421029,257210,827SH DFND1210,82700
FASTENAL COCOM311900104305,7484,761,282SH DFND14,734,601026,681
FATE THERAPEUTICS INCCOM31189P10213,895790,871SH DFND1790,87100
FB FINANCIAL CORPCOM30257X1046,496204,558SH DFND1204,55800
FBL FINANCIAL GROUP INC-CL ACL A30239F1068,016127,811SH DFND1127,81100
FBL FINANCIAL GROUP INC-CL ACL A30239F10633530SH DFND1 253000
FEDERAL AGRIC MTG CORP-CL CCL C3131483069,734134,403SH DFND1134,40300
FEDERAL AGRIC MTG CORP-CL CCL C3131483061211,678SH DFND1 21,67800
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206179,2781,302,306SH DFND11,298,63003,676
FEDERAL SIGNAL CORPCOM31385510817,976691,670SH DFND1691,67000
FEDERATED INVESTORS INC-CL BCL B31421110335,0221,194,897SH DFND11,176,552018,345
FEDERATED INVESTORS INC-CL BCL B31421110327942SH DFND1 294200
FEDEX CORPCOM31428X106522,7192,887,361SH DFND12,875,502011,859
FEDNAT HOLDING COCOM31431B1092,181135,998SH DFND1135,99800
FEDNAT HOLDING COCOM31431B10942426,442SH DFND1 226,44200
FENNEC PHARMACEUTICALS INCCOM31447P10022346,059SH DFND146,05900
FERRELLGAS PARTNERS-LPUNIT LTD PART3152931004131,823SH DFND1 231,82300
FERRO CORPCOM31540510018,130957,778SH DFND1957,77800
FERROGLOBE PLCSHSG33856108241117,850SH DFND1117,85000
FGL HOLDINGSORD SHSG3402M10214,8361,885,170SH DFND11,885,17000
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810269947,112SH DFND1 247,11200
FIAT CHRYSLER AUTOMOBILES NVSHSN3173810212870SH DFND100870
FIBROCELL SCIENCE INCCOM3157214072412,643SH DFND112,64300
FIBROGEN INCCOM31572Q80851,930955,478SH DFND1955,47800
FIBROGEN INCCOM31572Q808551,013SH DFND1 21,01300
FIDELITY D&D BANCORP INCCOM31609R1001,64327,804SH DFND127,80400
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303105,8102,897,025SH DFND12,897,02500
FIDELITY NATIONAL INFO SERVCOM31620M106545,2404,828,666SH DFND14,812,080016,586
FIDELITY SOUTHERN CORPCOM3163941058,071294,696SH DFND1294,69600
FIESTA RESTAURANT GROUPCOM31660B1013,795289,547SH DFND1289,54700
FIESTA RESTAURANT GROUPCOM31660B101382,917SH DFND1 22,91700
FIFTH THIRD BANCORPCOM316773100296,31511,768,036SH DFND111,728,326039,710
FIFTH THIRD BANCORPCOM316773100411,631SH DFND1 21,63100
FINANCIAL INSTITUTIONS INCCOM3175854045,566204,819SH DFND1204,81900
FINISAR CORPORATIONCOM NEW31787A50733,2341,434,393SH DFND11,434,39300
FINISAR CORPORATIONCOM NEW31787A50725210,881SH DFND1 210,88100
FINJAN HOLDINGS INCCOM NEW31788H303346118,269SH DFND1118,26900
FINJAN HOLDINGS INCCOM NEW31788H3037224,856SH DFND1 224,85600
FIREEYE INCCOM31816Q10139,6622,362,297SH DFND12,362,29700
FIRST AMERICAN FINANCIALCOM31847R10292,7561,801,093SH DFND11,780,213020,880
FIRST BANCORP INC/MECOM31866P1022,611104,788SH DFND1104,78800
FIRST BANCORP PUERTO RICOCOM NEW31867270634,2942,992,515SH DFND12,992,51500
FIRST BANCORP/NCCOM31891010612,945372,412SH DFND1372,41200
FIRST BANCSHARES INC/MSCOM3189161034,494145,456SH DFND1145,45600
FIRST BANK/HAMILTON NJCOM31931U1022,065179,177SH DFND1179,17700
FIRST BUSEY CORPCOM NEW31938320413,974572,730SH DFND1572,2140516
FIRST BUSINESS FINANCIAL SERCOM3193901001,50875,333SH DFND175,33300
FIRST CAPITAL INCCOM31942S10470713,741SH DFND113,74100
FIRST CHOICE BANCORPCOM31948P1042,04094,930SH DFND194,93000
FIRST CITIZENS BCSHS -CL ACL A31946M10339,25796,408SH DFND196,40800
FIRST COMMONWEALTH FINL CORPCOM31982910715,1821,204,987SH DFND11,204,98700
FIRST COMMUNITY BANKSHARESCOM31983A1035,723172,711SH DFND1172,71100
FIRST COMMUNITY CORPCOM3198351041,62685,289SH DFND185,28900
FIRST DATA CORP- CLASS ACOM CL A32008D106133,3575,080,528SH DFND15,080,52800
FIRST DEFIANCE FINL CORPCOM32006W1067,768270,301SH DFND1270,30100
FIRST FINANCIAL BANCORPCOM32020910928,3831,179,716SH DFND11,179,71600
FIRST FINANCIAL CORP/INDIANACOM3202181006,130145,968SH DFND1145,96800
FIRST FINANCIAL NORTHWESTCOM32022K1021,36186,473SH DFND186,47300
FIRST FINL BANKSHARES INCCOM32020R10952,762913,154SH DFND1900,452012,702
FIRST FOUNDATION INCCOM32026V1046,400471,649SH DFND1471,64900
FIRST GUARANTY BANCSHARES INCOM32043P10653526,105SH DFND126,10500
FIRST HAWAIIAN INCCOM32051X10829,0291,114,394SH DFND11,114,39400
FIRST HORIZON NATIONAL CORPCOM32051710548,6133,477,385SH DFND13,417,778059,607
FIRST INDUSTRIAL REALTY TRCOM32054K10366,0991,869,332SH DFND11,845,627023,705
FIRST INTERNET BANCORPCOM3205571012,294118,711SH DFND1118,71100
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20119,334485,538SH DFND1485,53800
FIRST MAJESTIC SILVER CORPCOMSTK32076V10311016,859SH DFND116,85900
FIRST MERCHANTS CORPCOM32081710924,504664,975SH DFND1664,97500
FIRST MID-ILLINOIS BNCSHSCOM3208661064,436133,156SH DFND1133,15600
FIRST MIDWEST BANCORP INC/ILCOM32086710426,1581,278,519SH DFND11,278,51900
FIRST NORTHWEST BANCORPCOM3358341071,26881,474SH DFND181,47400
FIRST OF LONG ISLAND CORPCOM3207341066,576299,896SH DFND1299,89600
FIRST REPUBLIC BANK/CACOM33616C100234,0932,334,230SH DFND12,326,09308,137
FIRST SAVINGS FINANCIAL GRPCOM33621E1094418,173SH DFND18,17300
FIRST SOLAR INCCOM33643310746,539880,772SH DFND1866,626014,146
FIRST TRUST ABERDEEN EMG OPPCOM33731K10263847,470SH DFND1 247,47000
FIRST TRUST HIGH INCOME LONGCOM33738E1092,374162,530SH DFND1 2162,53000
FIRST TRUST MLP AND ENERGY ICOM33739B10469860,735SH DFND1 260,73500
FIRST TRUST NEW OPPORTUNITIECOM33739M10015917,219SH DFND1 217,21900
FIRST UNITED CORPCOM33741H1071,08863,067SH DFND163,06700
FIRST US BANCSHARES INCCOM33744V10311811,875SH DFND111,87500
FIRSTCASH INCCOM33767D10545,586527,011SH DFND1526,7390272
FIRSTENERGY CORPCOM337932107291,7567,023,910SH DFND16,995,865028,045
FIRSTSERVICE CORPSUB VTG SH33767E1032,70130,329SH DFND130,32900
FIRSTSERVICE CORPSUB VTG SH33767E1033954,445SH DFND1 24,44500
FISERV INCCOM337738108518,5325,883,187SH DFND15,847,222035,965
FITBIT INC - ACL A33812L10214,7442,490,690SH DFND12,490,69000
FITBIT INC - ACL A33812L102602101,829SH DFND1 2101,82900
FIVE BELOWCOM33829M10184,471679,848SH DFND1669,404010,444
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10649068,000SH DFND1 268,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1045,740428,389SH DFND1428,38900
FIVE STAR SENIOR LIVING INCCOM33832D106281288,827SH DFND1288,82700
FIVE9 INCCOM33830710137,322706,468SH DFND1706,46800
FIVE9 INCCOM338307101601,142SH DFND1 21,14200
FLAGSTAR BANCORP INCCOM PAR .00133793070510,957332,862SH DFND1332,86200
FLEETCOR TECHNOLOGIES INCCOM339041105280,9171,141,321SH DFND11,137,08104,240
FLEX LTDORDY2573F1026,759680,173SH DFND1680,17300
FLEX PHARMA INCCOM33938A1052156,938SH DFND156,93800
FLEXION THERAPEUTICS INCCOM33938J1065,081407,174SH DFND1407,17400
FLEXSHOPPER INCCOM NEW33939J3034960,932SH DFND160,93200
FLEXSTEEL INDSCOM3393821032,838122,422SH DFND1122,42200
FLEXSTEEL INDSCOM33938210329712,836SH DFND1 212,83600
FLIR SYSTEMS INCCOM302445101102,5172,157,879SH DFND12,151,18906,690
FLIR SYSTEMS INCCOM30244510141868SH DFND1 286800
FLOOR & DECOR HOLDINGS INC-ACL A33975010123,199562,824SH DFND1562,82400
FLOTEK INDUSTRIES INCCOM3433891021,951602,397SH DFND1602,39700
FLOWERS FOODS INCCOM34349810143,4952,040,128SH DFND12,005,377034,751
FLOWSERVE CORPCOM34354P10585,1581,889,677SH DFND11,882,90906,768
FLUENT INCCOM34380C1022,559455,354SH DFND1455,35400
FLUENT INCCOM34380C10215728,047SH DFND1 228,04700
FLUIDIGM CORPCOM34385P1087,711580,238SH DFND1580,23800
FLUIDIGM CORPCOM34385P10878258,863SH DFND1 258,86300
FLUOR CORPCOM34341210274,1572,018,625SH DFND12,011,73306,892
FLUSHING FINANCIAL CORPCOM3438731057,487341,449SH DFND1341,44900
FMC CORPCOM NEW302491303139,5601,820,011SH DFND11,813,36106,650
FMC CORPCOM NEW30249130340530SH DFND1 253000
FNB CORPCOM30252010136,9463,485,504SH DFND13,420,683064,821
FNCB BANCORP INCCOM30257810959877,740SH DFND177,74000
FOAMIX PHARMACEUTICALS LTDSHSM461351057419,970SH DFND119,97000
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P10010,575296,742SH DFND1296,74200
FONAR CORPCOM NEW3444374051,34165,549SH DFND165,54900
FONAR CORPCOM NEW344437405773,769SH DFND1 23,76900
FOOT LOCKER INCCOM344849104115,2641,903,945SH DFND11,897,82506,120
FOOT LOCKER INCCOM34484910419315SH DFND1 231500
FORD MOTOR COCOM345370860473,87454,001,974SH DFND153,791,4120210,562
FORESCOUT TECHNOLOGIES INCCOM34553D10113,368318,992SH DFND1318,99200
FORESCOUT TECHNOLOGIES INCCOM34553D1012014,810SH DFND1 24,81000
FORESTAR GROUP INCCOM3462321012,033117,617SH DFND1117,61700
FORMFACTOR INCCOM34637510814,647910,361SH DFND1910,36100
FORRESTER RESEARCH INCCOM3465631097,345151,928SH DFND1151,92800
FORRESTER RESEARCH INCCOM3465631091112,314SH DFND1 22,31400
FORTERRA INCCOM34960W106851201,893SH DFND1201,89300
FORTINET INCCOM34959E109216,5712,582,708SH DFND12,575,54607,162
FORTINET INCCOM34959E1093273,901SH DFND1 23,90100
FORTIS INCCOMSTK34955310716,340442,919SH DFND1442,91900
FORTIS INCCOM3495531073449,301SH DFND17,67101,630
FORTIVE CORPCOM34959J108340,3024,063,781SH DFND14,049,006014,775
FORTIVE CORPCOM34959J1086297,500SH DFND1 27,50000
FORTRESS BIOTECH INCCOM34960Q109885497,635SH DFND1497,63500
FORTUNE BRANDS HOME & SECURICOM34964C10696,4212,028,850SH DFND12,021,90906,941
FORTY SEVEN INCCOM34983P1042,164133,923SH DFND1133,92300
FORUM ENERGY TECHNOLOGIES INCOM34984V1004,907960,368SH DFND1960,36800
FORWARD AIR CORPCOM34985310122,662350,103SH DFND1350,10300
FORWARD INDUSTRIES INCCOM NEW3498623002718,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V10610,243746,630SH DFND1746,63000
FOSTER (LB) CO-ACOM3500601092,132113,329SH DFND1113,32900
FOSTER (LB) CO-ACOM35006010929515,725SH DFND1 215,72500
FOUNDATION BUILDING MATERIALCOM3503921061,785181,447SH DFND1181,44700
FOUR CORNERS PROPERTY TRUSTCOM35086T10923,372789,609SH DFND1788,8800729
FOX CORP - CLASS ACL A COM35137L105174,5834,763,740SH DFND14,731,346032,394
FOX CORP - CLASS BCL B COM35137L20480,6632,252,828SH DFND12,233,436019,392
FOX FACTORY HOLDING CORPCOM35138V10231,876456,096SH DFND1456,09600
FRANCESCAS HOLDINGS CORPCOM351793104256379,584SH DFND1379,58400
FRANKLIN COVEY COCOM3534691092,920115,437SH DFND1115,43700
FRANKLIN ELECTRIC CO INCCOM35351410226,742523,431SH DFND1523,43100
FRANKLIN FINANCIAL NETWORKCOM35352P1044,129142,340SH DFND1142,34000
FRANKLIN RESOURCES INCCOM354613101134,8204,075,807SH DFND14,061,215014,592
FRANKLIN STREET PROPERTIES CCOM35471R10611,3111,573,217SH DFND11,573,21700
FRANK'S INTERNATIONAL NVCOMN334621076,061976,037SH DFND1975,2760761
FRED'S INC-CLASS ACL A356108100569230,763SH DFND1230,76300
FREEPORT-MCMORAN INCCL B35671D857274,04821,295,310SH DFND121,221,225074,085
FREEPORT-MCMORAN INCCL B35671D85777259,959SH DFND1 259,95900
FREIGHTCAR AMERICA INCCOM357023100793128,780SH DFND1128,78000
FREQUENCY ELECTRONICS INCCOM35801010630325,616SH DFND125,61600
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR35802910644410,979SH DFND110,0190960
FRESH DEL MONTE PRODUCE INCORDG367381059,499351,426SH DFND1351,42600
FRESH DEL MONTE PRODUCE INCORDG367381051073,985SH DFND1 23,98500
FRESHPET INCCOM35803910514,620345,718SH DFND1345,71800
FRESHPET INCCOM358039105511,214SH DFND1 21,21400
FRIEDMAN INDUSTRIESCOM35843510521828,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G1076,764729,757SH DFND1729,75700
FRONTDOOR INCCOM35905A10927,995813,336SH DFND1813,33600
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3062,3851,198,665SH DFND11,198,66500
FRONTLINE LTDSHS NEWG3682E1922,153333,378SH DFND1333,37800
FRP HOLDINGS INCCOM30292L1074,12286,662SH DFND186,66200
FS BANCORP INCCOM30263Y1041,94838,605SH DFND138,60500
FS KKR CAPITAL CORPCOM30263510757595,155SH DFND1 295,15500
FTD COS INCCOM30281V10855108,511SH DFND1108,51100
FTE NETWORKS INCCOM PAR30283R4023620,485SH DFND120,48500
FTI CONSULTING INCCOM30294110935,914467,516SH DFND1467,51600
FTS INTERNATIONAL INCCOM30283W1043,910391,094SH DFND1391,09400
FUEL TECH INCCOM359523107211126,541SH DFND1126,54100
FUELCELL ENERGY INCCOM NEW35952H5023031,230,709SH DFND11,230,70900
FULL HOUSE RESORTS INCCOM3596781096934,413SH DFND134,41300
FULTON FINANCIAL CORPCOM36027110037,8072,442,314SH DFND12,410,493031,821
FULTON FINANCIAL CORPCOM360271100312,029SH DFND1 22,02900
FUNKO INC-CLASS ACOM CL A3610081052,856131,518SH DFND1131,51800
FUSION CONNECT INCCOM36116X102302231,201SH DFND1231,20100
FUTUREFUEL CORPCOM36116M1066,883513,713SH DFND1513,71300
G1 THERAPEUTICS INCCOM3621LQ1095,183312,230SH DFND1312,23000
GABELLI GLOBAL SMALL & MCOM36249W10455647,306SH DFND1 247,30600
GAIA INCCL A36269P1041,467160,348SH DFND1160,34800
GAIN CAPITAL HOLDINGS INCCOM36268W1001,846293,979SH DFND1293,97900
GALAPAGOS NV-SPON ADRSPON ADR36315X1016765,742SH DFND15,74200
GALECTIN THERAPEUTICS INCCOM NEW3632252021,429279,748SH DFND1279,74800
GALMED PHARMACEUTICALS LTDSHSM4723810614217,397SH DFND117,39700
GAMCO GLOBAL GOLD NATURAL RECOM SH BEN INT36465A109542124,997SH DFND1 2124,99700
GAMCO INVESTORS INC-ACL A COM36143810491644,695SH DFND144,69500
GAMCO NATURAL RESOURCES GOLDSH BEN INT36465E101643113,890SH DFND1 2113,89000
GAMESTOP CORP-CLASS ACL A36467W10911,7801,159,460SH DFND11,159,46000
GAMESTOP CORP-CLASS ACL A36467W109575,696SH DFND1 25,69600
GAMING AND LEISURE PROPERTIECOM36467J108112,2512,910,343SH DFND12,910,34300
GAMING AND LEISURE PROPERTIECOM36467J1081,09828,479SH DFND1 228,47900
GANNETT CO INCCOM36473H10414,0771,335,610SH DFND11,334,9560654
GAP INC/THECOM36476010884,9053,248,387SH DFND13,236,185012,202
GAP INC/THECOM364760108993,799SH DFND1 23,79900
GARDNER DENVER HOLDINGS INCCOM36555P10736,9551,328,863SH DFND11,328,86300
GARMIN LTDSHSH2906T109179,4612,081,205SH DFND12,074,98106,224
GARMIN LTDSHSH2906T1094865,639SH DFND1 25,63900
GARRETT MOTION INCCOM3665051058,750594,061SH DFND1594,06100
GARTNER INCCOM366651107181,1621,196,574SH DFND11,192,13104,443
GASLOG LTDSHSG375851092,784159,485SH DFND1159,48500
GATES INDUSTRIAL CORP PLCORD SHSG391081087,169499,942SH DFND1499,94200
GATX CORPCOM36144810332,869430,393SH DFND1423,53806,855
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30560,5691,089,190SH DFND11,089,19000
GCP APPLIED TECHNOLOGIESCOM36164Y10124,522828,455SH DFND1828,45500
GDS HOLDINGS LTD - ADRSPONSORED ADS36165L1085,597157,665SH DFND1157,66500
GEMPHIRE THERAPEUTICS INCCOM36870A1086960,168SH DFND160,16800
GENCO SHIPPING & TRADING LTDSHSY2685T1311,274170,840SH DFND1169,8700970
GENCOR INDUSTRIES INCCOM36867810898079,310SH DFND179,31000
GENERAC HOLDINGS INCCOM36873610442,036820,547SH DFND1820,54700
GENERAC HOLDINGS INCCOM3687361042645,158SH DFND1 25,15800
GENERAL AMERICAN INVESTORSCOM3688021044,796144,005SH DFND1 2144,00500
GENERAL DYNAMICS CORPCOM369550108586,0643,468,552SH DFND13,455,173013,379
GENERAL ELECTRIC COCOM3696041031,084,205108,741,522SH DFND1108,298,2610443,261
GENERAL ELECTRIC COCOM36960410329429,503SH DFND1 229,50300
GENERAL FINANCE CORPCOM3698221011,673179,387SH DFND1179,38700
GENERAL MILLS INCCOM370334104395,3637,652,039SH DFND17,620,511031,528
GENERAL MOLY INCCOM37037310257263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100635,38617,142,786SH DFND117,078,059064,727
GENERAL MOTORS COCOM37045V1002526,796SH DFND1 26,79600
GENESCO INCCOM37153210211,365249,511SH DFND1249,51100
GENESEE & WYOMING INC-CL ACL A37155910550,675581,538SH DFND1570,996010,542
GENESIS HEALTHCARE INCCL A COM37185X106719499,755SH DFND1499,75500
GENIE ENERGY LTD-BCL B3722842081,133133,382SH DFND1133,38200
GENMARK DIAGNOSTICS INCCOM3723091044,674659,282SH DFND1659,28200
GENMARK DIAGNOSTICS INCCOM37230910419427,445SH DFND1 227,44500
GENOCEA BIOSCIENCES INCCOM372427104128217,344SH DFND1217,34400
GENOMIC HEALTH INCCOM37244C10125,619365,736SH DFND1365,73600
GENOMIC HEALTH INCCOM37244C1011,75325,028SH DFND1 225,02800
GENPACT LTDSHSG3922B10757,2521,627,084SH DFND11,627,08400
GENTEX CORPCOM37190110978,6143,801,487SH DFND13,751,336050,151
GENTEX CORPCOM37190110934116,524SH DFND1 216,52400
GENTHERM INCCOM37253A10315,851430,046SH DFND1429,966080
GENUINE PARTS COCOM372460105223,1751,995,657SH DFND11,987,60408,053
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10622,1585,785,558SH DFND15,688,805096,753
GEO GROUP INC/THECOM36162J10627,6011,437,570SH DFND11,414,957022,613
GEO GROUP INC/THECOM36162J10691047,418SH DFND1 247,41800
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,489115,072SH DFND1115,07200
GERMAN AMERICAN BANCORPCOM3738651048,638293,826SH DFND1293,82600
GERON CORPCOM3741631033,6312,187,560SH DFND12,187,3640196
GETTY REALTY CORPCOM37429710913,330416,182SH DFND1416,18200
GEVO INCCOM PAR3743964064621,445SH DFND121,44500
GIBRALTAR INDUSTRIES INCCOM37468910715,997393,942SH DFND1393,94200
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1227052,485,200SH DFND1 22,485,20000
GIGCAPITAL INC - RTSRIGHT 03/06/202037518N114221341,300SH DFND1 2341,30000
G-III APPAREL GROUP LTDCOM36237H10121,190530,299SH DFND1530,29900
G-III APPAREL GROUP LTDCOM36237H101621,556SH DFND1 21,55600
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411819323,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161037,765217,461SH DFND1217,46100
GILDAN ACTIVEWEAR INCCOM3759161032607,239SH DFND16,18501,054
GILDAN ACTIVEWEAR INCCOMSTK375916103147SH DFND1 24700
GILEAD SCIENCES INCCOM3755581031,143,37817,614,111SH DFND117,493,0150121,096
GILEAD SCIENCES INCCOM3755581034396,754SH DFND1 26,75400
GLACIER BANCORP INCCOM37637Q10541,3591,032,169SH DFND11,032,16900
GLADSTONE COMMERCIAL CORPCOM3765361088,036386,938SH DFND1386,93800
GLADSTONE LAND CORPCOM3765491012,282180,438SH DFND1180,43800
GLATFELTERCOM3773161047,254513,785SH DFND1513,78500
GLAUKOS CORPCOM37732210229,968382,401SH DFND1382,40100
GLAUKOS CORPCOM3773221024726,026SH DFND1 26,02600
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W10512,265293,493SH DFND1291,51701,976
GLEN BURNIE BANCORPCOM37740710119718,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10835,870677,697SH DFND1677,69700
GLOBAL BRASS & COPPER HOLDINCOM37953G10311,228326,023SH DFND1326,02300
GLOBAL BRASS & COPPER HOLDINCOM37953G103802,342SH DFND1 22,34200
GLOBAL EAGLE ENTERTAINMENT ICOM37951D1021,2761,800,000SH DFND1 21,800,00000
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102317447,774SH DFND1447,77400
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,79491,988SH DFND191,98800
GLOBAL MEDICAL REIT INCCOM NEW37954A2042,856290,906SH DFND1290,90600
GLOBAL NET LEASE INCCOM NEW37937820118,278967,136SH DFND1967,13600
GLOBAL PAYMENTS INCCOM37940X102284,5682,088,293SH DFND12,080,51107,782
GLOBAL SELF STORAGE INCCOM37955N10628874,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310250951,886SH DFND151,88600
GLOBALSCAPE INCCOM37940G10921934,660SH DFND134,66000
GLOBALSTAR INCCOM3789734082,1735,053,887SH DFND15,053,88700
GLOBALSTAR INCCOM378973408165385,000SH DFND1 2385,00000
GLOBUS MEDICAL INC - ACL A37957720843,002870,316SH DFND1856,060014,256
GLOWPOINT INCCOM NEW37988720146340,724SH DFND1340,72400
GLU MOBILE INCCOM37989010620,4281,867,353SH DFND11,863,54303,810
GLU MOBILE INCCOM37989010676870,255SH DFND1 270,25500
GLYCOMIMETICS INCCOM38000Q1025,545445,076SH DFND1445,07600
GMS INCCOM36251C1035,913391,130SH DFND1391,13000
GNC HOLDINGS INC-CL ACOM CL A36191G1072,513920,719SH DFND1919,8460873
GODADDY INC - CLASS ACL A380237107138,6191,844,924SH DFND11,844,92400
GOGO INCCOM38046C1093,154702,662SH DFND1702,66200
GOLAR LNG LTDSHSG9456A1009,504450,674SH DFND1450,3710303
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10268453,047SH DFND153,04700
GOLD RESOURCE CORPCOM38068T1052,720692,114SH DFND1692,11400
GOLDCORP INCCOMSTK3809564099,216812,199SH DFND1812,19900
GOLDCORP INCCOM38095640926323,019SH DFND1 223,01900
GOLDCORP INCCOM380956409958,377SH DFND17,6750702
GOLDEN ENTERTAINMENT INCCOM3810131013,508247,783SH DFND1247,78300
GOLDEN MINERALS COCOM38111910663236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205564118,441SH DFND1118,44100
GOLDFIELD CORPCOM381370105322145,817SH DFND1145,81700
GOLDMAN SACHS GROUP INCCOM38141G104853,0414,451,428SH DFND14,434,516016,912
GOLDMAN SACHS GROUP INCCOM38141G104110574SH DFND1 257400
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087913756,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR38241084391467,214SH DFND167,21400
GOODYEAR TIRE & RUBBER COCOM38255010148,9282,697,394SH DFND12,653,906043,488
GOODYEAR TIRE & RUBBER COCOM382550101362,033SH DFND1 22,03300
GOOSEHEAD INSURANCE INC -ACOM CL A38267D1093,949141,657SH DFND1141,65700
GOPRO INC-CLASS ACL A38268T1038,8591,362,983SH DFND11,362,98300
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1142,4021,847,875SH DFND1 21,847,87500
GORMAN-RUPP COCOM3830821047,904232,889SH DFND1232,88900
GOSSAMER BIO INCCOM38341P1024,507207,997SH DFND1207,99700
GP STRATEGIES CORPCOM36225V1041,840151,453SH DFND1151,45300
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC17,0487,000,000PRN DFND1 27,000,00000
GRACO INCCOM38410910490,1871,815,434SH DFND11,784,473030,961
GRAF INDUSTRIAL CORP-CW25*W EXP 12/31/202384278115165500,000SH DFND1 2500,00000
GRAFTECH INTERNATIONAL LTDCOM38431350812,198953,792SH DFND1952,9800812
GRAHAM CORPCOM3845561061,80091,698SH DFND191,69800
GRAHAM HOLDINGS CO-CLASS BCOM38463710430,55344,723SH DFND143,9080815
GRAND CANYON EDUCATION INCCOM38526M10658,369509,737SH DFND1509,73700
GRANITE CONSTRUCTION INCCOM38732810723,004533,140SH DFND1524,39508,745
GRANITE POINT MORTGAGE TRUSTCOM38741L10710,453562,924SH DFND1562,92400
GRAPHIC PACKAGING HOLDING COCOM38868910137,6112,977,926SH DFND12,977,92600
GRAVITY CO LTD-SPONSORED ADRSPONSORED ADS NE38911N2062744,254SH DFND14,25400
GRAY TELEVISION INCCOM38937510618,790879,707SH DFND1879,70700
GRAY TELEVISION INCCOM38937510633815,829SH DFND1 215,82900
GREAT AJAX CORPCOM38983D3002,128154,903SH DFND1154,90300
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209510120,123SH DFND1120,12300
GREAT LAKES DREDGE & DOCK COCOM3906071096,450723,934SH DFND1723,93400
GREAT LAKES DREDGE & DOCK COCOM3906071091,684189,097SH DFND1 2189,09700
GREAT SOUTHERN BANCORP INCCOM39090510710,099194,592SH DFND1194,59200
GREAT WESTERN BANCORP INCCOM39141610420,568651,115SH DFND1651,11500
GREEN BRICK PARTNERS INCCOM3927091012,590296,038SH DFND1296,03800
GREEN DOT CORP-CLASS ACL A39304D10233,141546,437SH DFND1537,51708,920
GREEN DOT CORP-CLASS ACL A39304D1022504,138SH DFND1 24,13800
GREEN PLAINS INCCOM3932221048,125487,161SH DFND1486,7400421
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110620913,251SH DFND113,25100
GREENBRIER COMPANIES INCCOM39365710111,783365,622SH DFND1365,5030119
GREENBRIER COMPANIES INCCOM39365710140212,498SH DFND1 212,49800
GREENE COUNTY BANCORP INCCOM39435710756318,552SH DFND118,55200
GREENHILL & CO INCCOM3952591044,323201,019SH DFND1200,6340385
GREENHILL & CO INCCOM395259104261,216SH DFND1 21,21600
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1093,734343,562SH DFND1343,56200
GREENSKY INC-CLASS ACL A39572G1004,226326,596SH DFND1326,59600
GREIF INC-CL ACL A39762410712,080292,858SH DFND1287,74105,117
GREIF INC-CL ACL A39762410742910,415SH DFND1 210,41500
GREIF INC-CL BCL B3976242063,45370,633SH DFND170,2150418
GRIFFIN INDUSTRIAL REALTY INCOM39823110048013,786SH DFND113,78600
GRIFFON CORPCOM3984331027,667414,920SH DFND1414,92000
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,727135,612SH DFND1134,55401,058
GRITSTONE ONCOLOGY INCCOM39868T1051,382103,946SH DFND1103,94600
GROUP 1 AUTOMOTIVE INCCOM39890510914,090217,789SH DFND1217,78900
GROUPON INCCOM39947310718,4755,204,503SH DFND15,204,50300
GRUBHUB INCCOM40011010261,178881,345SH DFND1881,34500
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021,52633,865SH DFND1 233,86500
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021894,198SH DFND14,19800
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B4005061017818,788SH DFND1 28,78800
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B40050610122256SH DFND100256
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E2022551,577SH DFND1 21,57700
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E20222142SH DFND100142
GRUPO FINANCIERO GALICIA-ADRSPONSORED ADR3999091001,11443,662SH DFND143,66200
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J20691883,013SH DFND1 283,01300
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J2062250SH DFND100250
GS ACQUISITION HOLDINGS- ACOM CL A36255F1021,002100,000SH DFND1 2100,00000
GSE SYSTEMS INCCOM36227K1069333,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U10674395,723SH DFND195,72300
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC55,4865,530,000PRN DFND1 25,530,00000
GTT COMMUNICATIONS INCCOM36239310014,634421,756SH DFND1421,75600
GTX INCCOM NEW40052B207280234,155SH DFND1234,15500
GTY GOVTECH INCCOM36240910440145,655SH DFND145,65500
GUARANTY BANCSHARES INCCOM4007641062,979101,965SH DFND1101,96500
GUARDANT HEALTH INCCOM40131M10916,692217,630SH DFND1217,63000
GUESS INCCOM40161710512,980662,284SH DFND1662,28400
GUIDEWIRE SOFTWARE INCCOM40171V10075,988782,101SH DFND1782,10100
GULF ISLAND FABRICATION INCCOM40230710284592,199SH DFND192,19900
GULF RESOURCES INCCOM PAR40251W3091918,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW40263530416,8722,103,796SH DFND12,103,79600
GW PHARMACEUTICALS -ADRADS36197T1033,37620,032SH DFND120,03200
H&E EQUIPMENT SERVICES INCCOM4040301089,829391,454SH DFND1391,45400
H&R BLOCK INCCOM09367110584,6933,542,997SH DFND13,532,183010,814
H.B. FULLER CO.COM35969410627,929574,213SH DFND1574,21300
H.B. FULLER CO.COM35969410638791SH DFND1 279100
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,861264,451SH DFND1264,45100
HACKETT GROUP INC/THECOM4046091095,077321,342SH DFND1321,34200
HAEMONETICS CORP/MASSCOM40502410057,861661,428SH DFND1651,088010,340
HAEMONETICS CORP/MASSCOM40502410034394SH DFND1 239400
HAIN CELESTIAL GROUP INCCOM40521710023,2401,005,213SH DFND1988,460016,753
HALCON RESOURCES CORPCOM PAR NEW40537Q6052,1001,555,703SH DFND11,555,70300
HALLADOR ENERGY COCOM40609P1051,022194,399SH DFND1194,39900
HALLIBURTON COCOM406216101305,76610,457,026SH DFND110,412,290044,736
HALLIBURTON COCOM40621610131410,736SH DFND1 210,73600
HALLMARK FINL SERVICES INCCOM NEW40624Q2031,265121,693SH DFND1121,69300
HALOZYME THERAPEUTICS INCCOM40637H10926,5381,648,355SH DFND11,648,35500
HAMILTON BEACH BRAND-ACOM CL A40701T1041,67578,094SH DFND178,09400
HAMILTON LANE INC-CLASS ACL A4074971069,529218,668SH DFND1218,66800
HANCOCK WHITNEY CORPCOM41012010949,3291,221,025SH DFND11,204,975016,050
HANESBRANDS INCCOM41034510290,1855,052,573SH DFND15,033,308019,265
HANGER INCCOM NEW41043F2085,290277,742SH DFND1277,74200
HANMI FINANCIAL CORPORATIONCOM NEW4104952048,534401,260SH DFND1401,26000
HANNON ARMSTRONG SUSTAINABLECOM41068X10017,756692,550SH DFND1692,55000
HANOVER INSURANCE GROUP INC/COM41086710548,645426,081SH DFND1418,48107,600
HARBORONE BANCORP INCCOM41165F1015,282307,140SH DFND1307,14000
HARLEY-DAVIDSON INCCOM41282210890,3752,538,226SH DFND12,529,49808,728
HARLEY-DAVIDSON INCCOM412822108265SH DFND1 26500
HARMONIC INCCOM4131601025,7971,069,623SH DFND11,069,62300
HARPOON THERAPEUTICS INCCOM41358P10611011,709SH DFND111,70900
HARRIS CORPCOM413875105249,6271,565,877SH DFND11,559,63406,243
HARROW HEALTH INCCOM415858109915183,882SH DFND1183,88200
HARSCO CORPCOM41586410718,543919,793SH DFND1918,8080985
HARTE-HANKS INCCOM4161962029025,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104243,9054,914,284SH DFND14,895,833018,451
HARTFORD FINANCIAL SVCS GRPCOM4165151041262,538SH DFND1 22,53800
HARVARD BIOSCIENCE INCCOM4169061051,591369,328SH DFND1369,32800
HASBRO INCCOM418056107140,1621,651,374SH DFND11,640,045011,329
HASBRO INCCOM41805610741491SH DFND1 249100
HAVERTY FURNITURECOM4195961016,529298,411SH DFND1298,41100
HAVERTY FURNITURECOM41959610164629,555SH DFND1 229,55500
HAWAIIAN ELECTRIC INDSCOM41987010047,6641,169,108SH DFND11,148,703020,405
HAWAIIAN HOLDINGS INCCOM41987910115,659596,539SH DFND1596,53900
HAWKINS INCCOM4202611094,327117,505SH DFND1117,50500
HAWTHORN BANCSHARES INCCOM4204761031,17150,390SH DFND150,39000
HAYNES INTERNATIONAL INCCOM NEW4208772014,844147,573SH DFND1147,57300
HC2 HOLDINGS INCCOM4041391071,024418,042SH DFND1418,04200
HCA HEALTHCARE INCCOM40412C101479,0693,680,913SH DFND13,667,726013,187
HCA HEALTHCARE INCCOM40412C1013282,521SH DFND1 22,52100
HCI GROUP INCCOM40416E1033,63285,010SH DFND184,930080
HCI GROUP INCCOM40416E103841,968SH DFND1 21,96800
HCP INCCOM40414L109261,7018,372,593SH DFND18,348,596023,997
HD SUPPLY HOLDINGS INCCOM40416M10583,8101,934,599SH DFND11,934,59900
HDFC BANK LTD-ADRSPONSORED ADS40415F1011,97917,076SH DFND116,8480228
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1067,060263,269SH DFND1262,8430426
HEALTHCARE REALTY TRUST INCCOM42194610460,0861,871,274SH DFND11,847,802023,472
HEALTHCARE SERVICES GROUPCOM42190610829,665899,227SH DFND1885,418013,809
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50160,0592,100,727SH DFND12,100,72700
HEALTHEQUITY INCCOM42226A10749,526669,454SH DFND1659,287010,167
HEALTHSTREAM INCCOM42222N10310,455372,610SH DFND1372,61000
HEARTLAND EXPRESS INCCOM42234710412,262636,014SH DFND1636,01400
HEARTLAND FINANCIAL USA INCCOM42234Q10215,441362,041SH DFND1362,04100
HEAT BIOLOGICS INCCOM NEW42237K300230181,516SH DFND1181,51600
HECLA MINING COCOM42270410612,7035,523,326SH DFND15,523,32600
HECLA MINING COCOM422704106177,758SH DFND1 27,75800
HEICO CORPCOM42280610944,167465,554SH DFND1465,55400
HEICO CORP-CLASS ACL A42280620859,573708,700SH DFND1708,70000
HEIDRICK & STRUGGLES INTLCOM42281910213,329347,758SH DFND1347,3680390
HEIDRICK & STRUGGLES INTLCOM42281910285622,350SH DFND1 222,35000
HELEN OF TROY LTDCOMG4388N10645,891395,750SH DFND1390,95604,794
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V5041,334200,373SH DFND1200,37300
HELIX ENERGY SOLUTIONS GROUPCOM42330P10712,6821,603,362SH DFND11,603,36200
HELMERICH & PAYNECOM42345210188,1761,589,885SH DFND11,583,76606,119
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,716192,680SH DFND1192,68000
HEMISPHERX BIOPHARMA INCCOM NEW42366C3011174,832SH DFND174,83200
HENNESSY ADVISORS INCCOM42588510012113,164SH DFND113,16400
HENNESSY CAPITAL ACQUISITIONUNIT 99/99/999942589C20383482,816SH DFND1 282,81600
HENRY SCHEIN INCCOM806407102132,2172,203,224SH DFND12,189,318013,906
HENRY SCHEIN INCCOM80640710229491SH DFND1 249100
HERBALIFE NUTRITION LTDCOM SHSG4412G10174,0251,396,968SH DFND11,396,96800
HERBALIFE NUTRITION LTDCOM SHSG4412G1012715,125SH DFND1 25,12500
HERC HOLDINGS INCCOM42704L10410,718274,970SH DFND1274,97000
HERITAGE COMMERCE CORPCOM4269271095,791478,674SH DFND1478,67400
HERITAGE FINANCIAL CORPCOM42722X10612,751423,062SH DFND1423,06200
HERITAGE INSURANCE HOLDINGSCOM42727J1023,846263,461SH DFND1263,46100
HERITAGE-CRYSTAL CLEAN INCCOM42726M1064,884177,937SH DFND1177,93700
HERMAN MILLER INCCOM60054410032,139913,586SH DFND1902,555011,031
HERMAN MILLER INCCOM60054410063518,051SH DFND1 218,05100
HERON THERAPEUTICS INCCOM42774610219,924815,228SH DFND1815,22800
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255009,037527,277SH DFND1527,27700
HERSHEY CO/THECOM427866108235,0952,050,735SH DFND12,043,56907,166
HERTZ GLOBAL HOLDINGS INCCOM42806J10610,734617,995SH DFND1617,99500
HERTZ GLOBAL HOLDINGS INCCOM42806J1064286SH DFND1 228600
HESKA CORPCOM RESTRC NEW42805E3067,65489,923SH DFND189,92300
HESS CORPCOM42809H107213,8423,556,737SH DFND13,544,168012,569
HEWLETT PACKARD ENTERPRISECOM42824C109310,16320,122,824SH DFND120,054,832067,992
HEWLETT PACKARD ENTERPRISECOM42824C10967944,026SH DFND1 244,02600
HEXCEL CORPCOM42829110859,863865,576SH DFND1864,04801,528
HEXINDAI INC-ADRADR4282951098124,464SH DFND124,46400
HFF INC-CLASS ACL A40418F10822,628473,903SH DFND1472,15001,753
HIBBETT SPORTS INCCOM4285671015,504241,337SH DFND1241,33700
HIBBETT SPORTS INCCOM4285671011657,274SH DFND1 27,27400
HIGHPOINT RESOURCES CORPCOM43114K1082,7621,249,941SH DFND11,249,94100
HIGHPOWER INTERNATIONAL INCCOM43113X1014415,239SH DFND115,23900
HIGHWOODS PROPERTIES INCCOM43128410865,0891,391,391SH DFND11,371,991019,400
HILL INTERNATIONAL INCCOM431466101376129,013SH DFND1129,01300
HILLENBRAND INCCOM43157110832,395780,046SH DFND1780,04600
HILLENBRAND INCCOM4315711083398,174SH DFND1 28,17400
HILL-ROM HOLDINGS INCCOM43147510271,324673,764SH DFND1661,078012,686
HILLTOP HOLDINGS INCCOM43274810115,515850,166SH DFND1850,16600
HILTON GRAND VACATIONS INCCOM43283X10529,126944,125SH DFND1944,12500
HILTON WORLDWIDE HOLDINGS INCOM43300A203319,5993,852,549SH DFND13,838,088014,461
HILTON WORLDWIDE HOLDINGS INCOM43300A2032332,804SH DFND1 22,80400
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10623974,976SH DFND174,97600
HINGHAM INSTITUTION FOR SVGSCOM4333231022,98817,374SH DFND117,37400
HISTOGENICS CORPCOM43358V10933291,743SH DFND1291,74300
HMS HOLDINGS CORPCOM40425J10136,3221,226,703SH DFND11,226,70300
HNI CORPCOM40425110018,495509,669SH DFND1500,76908,900
HOLLYFRONTIER CORPCOM436106108139,2622,830,336SH DFND12,821,76408,572
HOLLYFRONTIER CORPCOM43610610874415,113SH DFND1 215,11300
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,33363,674SH DFND163,67400
HOLOGIC INCCOM436440101198,7154,112,377SH DFND14,099,153013,224
HOME BANCORP INCCOM43689E1072,56577,154SH DFND177,15400
HOME BANCSHARES INCCOM43689320034,9881,991,353SH DFND11,962,283029,070
HOME DEPOT INCCOM4370761022,965,12615,472,926SH DFND115,415,201057,725
HOMESTREET INCCOM43785V1029,010341,946SH DFND1341,94600
HOMETRUST BANCSHARES INCCOM4378721045,131203,627SH DFND1203,62700
HOMOLOGY MEDICINES INCCOM4380831074,668168,368SH DFND1168,36800
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830889532,954SH DFND130,25102,703
HONEYWELL INTERNATIONAL INCCOM4385161061,461,0579,209,245SH DFND19,173,243036,002
HOOKER FURNITURE CORPCOM4390381003,981138,118SH DFND1138,11800
HOPE BANCORP INCCOM43940T10919,6061,498,964SH DFND11,498,96400
HOPFED BANCORP INCCOM43973410491146,264SH DFND146,26400
HORACE MANN EDUCATORSCOM44032710416,751475,758SH DFND1475,75800
HORIZON BANCORP INC/INCOM4404071048,471526,480SH DFND1526,48000
HORIZON GLOBAL CORPCOM44052W104294151,749SH DFND1151,74900
HORIZON PHARMA PLCSHSG4617B10559,2532,241,886SH DFND12,241,88600
HORIZON PHARMA PLCSHSG4617B105411,561SH DFND1 21,56100
HORIZON TECHNOLOGY FINANCE CCOM44045A10214312,178SH DFND112,17800
HORMEL FOODS CORPCOM440452100181,2544,056,291SH DFND14,042,028014,263
HORNBECK OFFSHORE SERVICESCOM440543106254204,926SH DFND1204,92600
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10263,2932,405,699SH DFND12,373,594032,105
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10235613,534SH DFND1 213,53400
HOST HOTELS & RESORTS INCCOM44107P104244,86312,973,768SH DFND112,933,883039,885
HOSTESS BRANDS INCCL A44109J10615,2481,219,873SH DFND11,219,87300
HOSTESS BRANDS INCCL A44109J106221,830SH DFND1 21,83000
HOUGHTON MIFFLIN HARCOURT COCOM44157R1099,4851,304,710SH DFND11,304,71000
HOULIHAN LOKEY INCCL A44159310020,382444,538SH DFND1444,53800
HOULIHAN LOKEY INCCL A4415931001934,220SH DFND1 24,22000
HOUSTON AMERICAN ENERGY CORPCOM44183U10029135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10960194,970SH DFND194,97000
HOVNANIAN ENTERPRISES-ACL A NEW44248740156051,119SH DFND150,6900429
HOWARD BANCORP INCCOM4424961051,773119,719SH DFND1119,71900
HOWARD HUGHES CORP/THECOM44267D10742,610387,370SH DFND1387,37000
HP INCCOM40434L105403,01020,769,535SH DFND120,685,246084,289
HP INCCOM40434L105894,628SH DFND1 24,62800
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040619,611483,287SH DFND1480,51602,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104596238,453SH DFND1238,45300
HUAMI CORP - ADRSPONSORED ADS44331K10313610,415SH DFND1 210,41500
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10615,700374,538SH DFND1373,8500688
HUB GROUP INC-CL ACL A44332010617,062417,693SH DFND1417,69300
HUBBELL INCCOM44351060769,850592,053SH DFND1581,826010,227
HUBBELL INCCOM44351060790763SH DFND1 276300
HUBSPOT INCCOM44357310077,646467,160SH DFND1467,16000
HUBSPOT INCCOM4435731006734,051SH DFND1 24,05100
HUDBAY MINERALS INCCOMSTK44362810267093,800SH DFND1 293,80000
HUDBAY MINERALS INCCOMSTK44362810220428,641SH DFND128,64100
HUDSON GLOBAL INCCOM443787106154101,412SH DFND1101,41200
HUDSON LTD-CLASS ACOM CL AG464081032,175158,213SH DFND1158,21300
HUDSON PACIFIC PROPERTIES INCOM44409710970,7312,054,939SH DFND12,054,93900
HUDSON TECHNOLOGIES INCCOM444144109510264,718SH DFND1264,71800
HUMANA INCCOM444859102470,3291,771,475SH DFND11,764,73206,743
HUMANA INCCOM4448591029433,547SH DFND1 23,54700
HUNT (JB) TRANSPRT SVCS INCCOM445658107124,4221,230,560SH DFND11,221,64708,913
HUNT (JB) TRANSPRT SVCS INCCOM44565810741414SH DFND1 241400
HUNT COMPANIES FINANCE TRUSTCOM44558T10029283,765SH DFND183,76500
HUNTER MARITIME ACQUISITIO-W*W EXP 11/17/202Y37828129117251,879SH DFND1 2251,87900
HUNTINGTON BANCSHARES INCCOM446150104196,75415,543,392SH DFND115,491,301052,091
HUNTINGTON INGALLS INDUSTRIECOM446413106122,384591,710SH DFND1589,65902,051
HUNTSMAN CORPCOM44701110780,1033,561,755SH DFND13,560,10201,653
HUNTSMAN CORPCOM44701110752323,271SH DFND1 223,27100
HURCO COMPANIES INCCOM4473241044,106101,824SH DFND1101,82400
HURCO COMPANIES INCCOM44732410427686SH DFND1 268600
HURON CONSULTING GROUP INCCOM44746210213,140278,273SH DFND1278,27300
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1033,695121,644SH DFND1121,64400
HUTTIG BUILDING PRODUCTS INCCOM448451104314113,703SH DFND1113,70300
HYATT HOTELS CORP - CL ACOM CL A44857910231,380432,416SH DFND1432,41600
HYDROGENICS CORPCOM NEW4488832079812,364SH DFND112,36400
HYRECAR INCCOM44916T10713827,600SH DFND127,60000
HYSTER-YALE MATERIALSCL A4491721058,912142,919SH DFND1142,91900
I3 VERTICALS INC-CLASS ACOM CL A46571Y1072,32396,734SH DFND196,73400
IAC/INTERACTIVECORPCOM44919P508168,678803,400SH DFND1803,2500150
IAMGOLD CORPCOMSTK45091310815745,413SH DFND145,41300
IBERIABANK CORPCOM45082810854,206755,909SH DFND1755,90900
IBIO INCCOM NEW4510332032934,266SH DFND134,26600
ICAD INCCOM NEW44934S20649195,002SH DFND195,00200
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001019,398129,634SH DFND1129,63400
ICF INTERNATIONAL INCCOM44925C10317,790233,834SH DFND1233,83400
ICHOR HOLDINGS LTDSHSG4740B1056,214275,239SH DFND1275,23900
ICICI BANK LTD-SPON ADRADR45104G10414412,574SH DFND19,60202,972
ICON PLCSHSG4705A1005,61741,133SH DFND141,13300
ICON PLCSHSG4705A1002671,957SH DFND1 21,95700
ICONIX BRAND GROUP INCCOM NEW4510553057737,614SH DFND137,61400
ICU MEDICAL INCCOM44930G10742,165176,181SH DFND1173,07603,105
ICU MEDICAL INCCOM44930G10730126SH DFND1 212600
ID SYSTEMS INCCOM44948910335559,880SH DFND159,88000
IDACORP INCCOM45110710658,961592,342SH DFND1582,90509,437
IDACORP INCCOM45110710647475SH DFND1 247500
IDEAL POWER INCCOM4516221042265,278SH DFND165,27800
IDEANOMICS INCCOM45166V106211109,229SH DFND1109,22900
IDENTIV INCCOM NEW45170X20536171,726SH DFND171,72600
IDERA PHARMACEUTICALS INCCOM PAR45168K405649254,653SH DFND1254,65300
IDEX CORPCOM45167R104114,895757,739SH DFND1743,561014,178
IDEX CORPCOM45167R10401SH DFND1 2100
IDEXX LABORATORIES INCCOM45168D104307,6371,377,665SH DFND11,369,76607,899
IDT CORP-CLASS BCL B NEW4489475071,041156,828SH DFND1156,82800
IDTI 0.875 11/15/22NOTE 0.875%11/1458118AC017,23111,000,000PRN DFND1 211,000,00000
IEC ELECTRONICS CORPCOM44949L10536953,954SH DFND153,95400
IES HOLDINGS INCCOM44951W1061,77599,894SH DFND199,89400
IFRESH INCCOM4495381075446,551SH DFND146,55100
IHS MARKIT LTDSHSG47567105315,1305,804,041SH DFND15,786,094017,947
II-VI INCCOM90210410827,662742,813SH DFND1742,81300
II-VI INCCOM9021041082476,654SH DFND1 26,65400
ILLINOIS TOOL WORKSCOM452308109625,1644,359,374SH DFND14,343,469015,905
ILLUMINA INCCOM452327109599,8781,934,381SH DFND11,920,675013,706
ILMN 0 06/15/19NOTE 6/1452327AF618,35315,000,000PRN DFND1 215,000,00000
IMAX CORPCOM45245E1094,794211,406SH DFND1211,40600
IMMERSION CORPORATIONCOM4525211073,341396,389SH DFND1396,38900
IMMUNE DESIGN CORPCOM45252L1032,467421,833SH DFND1421,1590674
IMMUNOGEN INCCOM45253H1015,0531,864,609SH DFND11,863,7570852
IMMUNOMEDICS INCCOM45290710839,2672,044,131SH DFND12,044,13100
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P508501127,830SH DFND1127,83000
IMPERIAL OIL LTDCOMSTK4530384086,959256,207SH DFND1256,20700
IMPERIAL OIL LTDCOMSTK4530384081104,032SH DFND1 24,03200
IMPINJ INCCOM4532041093,072183,383SH DFND1183,38300
INCYTE CORPCOM45337C102214,6392,499,880SH DFND12,482,018017,862
INCYTE CORPCOM45337C1026998,133SH DFND1 28,13300
INDEPENDENCE CONTRACT DRILLICOM4534153091,193430,791SH DFND1430,79100
INDEPENDENCE HOLDING COCOM NEW4534403072,68076,041SH DFND176,04100
INDEPENDENCE REALTY TRUST INCOM45378A10614,3391,328,959SH DFND11,328,95900
INDEPENDENT BANK CORP - MICHCOM NEW4538386096,378296,687SH DFND1296,68700
INDEPENDENT BANK CORP/MACOM45383610834,583426,898SH DFND1426,89800
INDEPENDENT BANK GROUP INCCOM45384B10622,229433,414SH DFND1433,41400
INDIA FUND INCCOM4540891031,84486,260SH DFND1 286,26000
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT45623710617,197852,651SH DFND1852,65100
INDUSTRIAL SVCS OF AMERICACOM4563141031815,157SH DFND115,15700
INDUSTRIAS BACHOCO SAB SP ADSPON ADR B4564631084559,875SH DFND1 29,87500
INFINERA CORPCOM45667G1038,0331,850,999SH DFND11,850,99900
INFINITY PHARMACEUTICALS INCCOM45665G303665354,047SH DFND1353,7210326
INFLARX NVCOMN4482110150413,353SH DFND113,35300
INFORMATION SERVICES GROUPCOM45675Y1041,044280,131SH DFND1280,13100
INFOSYS LTD-SP ADRSPONSORED ADR4567881082,925274,041SH DFND1268,59305,448
INFRAREIT INCCOM45685L1009,646459,997SH DFND1459,99700
INFRASTRUCTURE AND ENERGY ALCOM45686J104584111,488SH DFND1111,48800
INFUSYSTEM HOLDINGS INCCOM45685K10223346,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710341734,388SH DFND131,36003,028
INGERSOLL-RAND PLCSHSG47791101370,2033,435,311SH DFND13,422,784012,527
INGEVITY CORPCOM45688C10753,452506,129SH DFND1498,26807,861
INGEVITY CORPCOM45688C107104991SH DFND1 299100
INGLES MARKETS INC-CLASS ACL A4570301047,704278,956SH DFND1278,95600
INGLES MARKETS INC-CLASS ACL A4570301041344,872SH DFND1 24,87200
INGREDION INCCOM45718710275,170794,369SH DFND1781,681012,688
INGREDION INCCOM4571871026236,588SH DFND1 26,58800
INNERWORKINGS INCCOM45773Y1051,940536,112SH DFND1536,11200
INNERWORKINGS INCCOM45773Y10551,572SH DFND1 21,57200
INNODATA INCCOM NEW4576422059172,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1087,492248,575SH DFND1248,57500
INNOSPEC INCCOM45768S10524,966299,540SH DFND1299,54000
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F105342177,258SH DFND1177,25800
INNOVATIVE SOLUTIONS & SUPPCOM45769N10516856,144SH DFND156,14400
INNOVIVA INCCOM45781M10112,133864,838SH DFND1864,83800
INOGEN INCCOM45780L10421,273223,062SH DFND1219,48203,580
INOGEN INCCOM45780L1041191,250SH DFND1 21,25000
INOVALON HOLDINGS INC - ACOM CL A45781D10111,146896,713SH DFND1896,71300
INOVIO PHARMACEUTICALS INCCOM NEW45773H2014,2191,131,213SH DFND11,131,21300
INPHI CORPCOM45772F10721,688495,848SH DFND1495,84800
INSEEGO CORPCOM45782B1042,012426,430SH DFND1426,43000
INSIGHT ENTERPRISES INCCOM45765U10328,399515,794SH DFND1515,79400
INSIGNIA SYSTEMS INCCOM45765Y1054735,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930727,836957,552SH DFND1957,55200
INSPERITY INCCOM45778Q10781,846661,865SH DFND1654,41607,449
INSPERITY INCCOM45778Q1074513,648SH DFND1 23,64800
INSPIRE MEDICAL SYSTEMS INCCOM4577301098,927157,230SH DFND1157,23000
INSPIRED ENTERTAINMENT INCCOM45782N10856885,251SH DFND185,25100
INSTALLED BUILDING PRODUCTSCOM45780R10112,288253,381SH DFND1253,38100
INSTEEL INDUSTRIES INCCOM45774W1084,742226,715SH DFND1225,38001,335
INSTRUCTURE INCCOM45781U10317,397369,224SH DFND1369,22400
INSULET CORPCOM45784P10158,073610,726SH DFND1610,72600
INSYS THERAPEUTICS INCCOM NEW45824V2091,552336,136SH DFND1335,8180318
INTEC PHARMA LTDSHSM5364410612717,341SH DFND117,34100
INTEGER HOLDINGS CORPCOM45826H10929,473390,792SH DFND1390,0370755
INTEGER HOLDINGS CORPCOM45826H10929396SH DFND1 239600
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520842,911770,132SH DFND1756,890013,242
INTEL CORPCOM4581401003,466,52264,647,304SH DFND164,225,2940422,010
INTEL CORPCOM4581401001703,168SH DFND1 23,16800
INTELLIA THERAPEUTICS INCCOM45826J1056,872402,359SH DFND1402,35900
INTELLICHECK INCCOM NEW45817G2014212,181SH DFND112,18100
INTELLIGENT SYSTEMS CORPCOM45816D1001,27439,909SH DFND139,90900
INTELSAT SACOML5140P1017,457476,218SH DFND1476,21800
INTER PARFUMS INCCOM45833410917,426229,692SH DFND1229,69200
INTER PARFUMS INCCOM4583341092373,125SH DFND1 23,12500
INTERACTIVE BROKERS GRO-CL ACOM CL A45841N10737,382718,895SH DFND1704,281014,614
INTERCEPT PHARMACEUTICALS INCOM45845P10831,058277,658SH DFND1277,642016
INTERCONTINENTAL EXCHANGE INCOM45866F104557,0487,329,388SH DFND17,301,316028,072
INTERCONTINENTAL HOTELS-ADRSPONSORED ADS45857P80678812,912SH DFND112,0160896
INTERDIGITAL INCCOM45867G10127,045409,907SH DFND1403,53606,371
INTERFACE INCCOM45866530411,319738,877SH DFND1738,87700
INTERMOLECULAR INCCOM45882D1097969,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A4091,167235,357SH DFND1235,0140343
INTERNATIONAL BANCSHARES CRPCOM45904410332,224847,344SH DFND1837,143010,201
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1083,427263,850SH DFND1263,85000
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A108765,910SH DFND1 25,91000
INTERNATIONAL MONEY EXPRESSCOM46005L10199185,031SH DFND185,03100
INTERNATIONAL PAPER COCOM460146103271,4875,874,009SH DFND15,852,750021,259
INTERNATIONAL PAPER COCOM4601461031723,737SH DFND1 23,73700
INTERNATIONAL SEAWAYS INCCOMY410531025,394314,704SH DFND1314,70400
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X204245307,237SH DFND1307,23700
INTERPUBLIC GROUP OF COS INCCOM460690100118,6285,648,254SH DFND15,628,446019,808
INTERPUBLIC GROUP OF COS INCCOM460690100391,873SH DFND1 21,87300
INTERSECT ENT INCCOM46071F10311,994373,072SH DFND1373,07200
INTERXION HOLDING NVSHSN4727910990613,586SH DFND113,58600
INTEST CORPCOM46114710026739,775SH DFND139,77500
INTEVAC INCCOM461148108896146,265SH DFND1146,26500
INTL BUSINESS MACHINES CORPCOM4592001011,670,09211,855,602SH DFND111,809,820045,782
INTL FCSTONE INCCOM46116V10511,080285,874SH DFND1285,87400
INTL FLAVORS & FRAGRANCESCOM459506101177,8671,383,410SH DFND11,378,24705,163
INTL SPEEDWAY CORP-CL ACL A46033520113,241303,485SH DFND1299,03204,453
INTRA-CELLULAR THERAPIES INCCOM46116X1017,461612,614SH DFND1612,61400
INTREPID POTASH INCCOM46121Y1024,2381,118,452SH DFND11,118,45200
INTREXON CORPCOM46122T1024,711895,779SH DFND1895,77900
INTRICON CORPCOM46121H1092,24689,575SH DFND189,57500
INTUIT INCCOM4612021031,067,9154,091,436SH DFND14,067,042024,394
INTUITIVE SURGICAL INCCOM NEW46120E602982,1071,723,887SH DFND11,713,319010,568
INUVO INCCOM NEW46122W204132106,848SH DFND1106,84800
INVACARE CORPCOM4612031013,195381,794SH DFND1381,79400
INVESCO DYNAMIC CREDIT OPPCOM46132R10457853,311SH DFND1 253,31100
INVESCO LTDSHSG491BT108134,3916,945,341SH DFND16,925,733019,608
INVESCO MORTGAGE CAPITALCOM46131B10022,8271,444,761SH DFND11,444,76100
INVESCO MORTGAGE CAPITALCOM46131B1001127,124SH DFND1 27,12400
INVESTAR HOLDING CORPCOM46134L1051,87282,474SH DFND182,47400
INVESTORS BANCORP INCCOM46146L10138,1773,221,749SH DFND13,221,74900
INVESTORS REAL ESTATE TRUSTSH BEN INT4617305098,588143,354SH DFND1143,35400
INVESTORS TITLE COCOM4618041062,47715,693SH DFND115,69300
INVH 3.5 01/15/22NOTE 3.500% 1/119625XAB82,2862,000,000PRN DFND1 22,000,00000
INVITAE CORPCOM46185L10321,671925,359SH DFND1925,35900
INVITAE CORPCOM46185L1031245,313SH DFND1 25,31300
INVITATION HOMES INCCOM46187W107108,6524,468,335SH DFND14,468,33500
INVIVO THERAPEUTICS HOLDINGSCOM PAR46186M4071510,036SH DFND110,03600
ION GEOPHYSICAL CORPCOM NEW4620442071,794124,279SH DFND1124,27900
IONIS PHARMACEUTICALS INCCOM462222100114,4351,409,820SH DFND11,409,6200200
IONIS PHARMACEUTICALS INCCOM4622221005767,102SH DFND1 27,10200
IONS 1 11/15/21NOTE 1.000%11/1464337AJ36,7595,000,000PRN DFND1 25,000,00000
IOVANCE BIOTHERAPEUTICS INCCOM46226010014,0121,473,408SH DFND11,473,40800
IPG PHOTONICS CORPCOM44980X10982,601545,112SH DFND1543,36001,752
IQIYI INC-ADRSPONSORED ADS46267X10811,073464,792SH DFND1464,79200
IQVIA HOLDINGS INCCOM46266C105337,3682,349,164SH DFND12,341,35007,814
IQVIA HOLDINGS INCCOM46266C1052091,455SH DFND1 21,45500
IRADIMED CORPCOM46266A1091,44351,400SH DFND151,40000
IRDM 6 3/4 PERP S-BPERP PFD CNV B46269C40956,61663,188PRN DFND1 263,18800
IRHYTHM TECHNOLOGIES INCCOM45005610621,008280,258SH DFND1279,9990259
IRIDEX CORPCOM46268410117738,849SH DFND138,84900
IRIDIUM COMMUNICATIONS INCCOM46269C10231,3871,187,125SH DFND11,187,12500
IROBOT CORPCOM46272610039,423334,978SH DFND1334,97800
IROBOT CORPCOM4627261001521,300SH DFND1 21,30000
IRON MOUNTAIN INCCOM46284V101148,2924,188,810SH DFND14,174,379014,431
IRON MOUNTAIN INCCOM46284V10136510,311SH DFND1 210,31100
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10826,0481,925,239SH DFND11,925,23900
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10822616,740SH DFND1 216,74000
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8031,06837,000PRN DFND137,00000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10312,677245,163PRN DFND1245,16300
ISHARES CORE S&P 500 ETFCORE S&P500 ETF4642872001,0183,580PRN DFND13,58000
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254507,380PRN DFND17,38000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723411,397265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59820,606584,589PRN DFND1584,58900
ISHARES MSCI KLD 400 SOCIALMSCI KLD400 SOC4642885708,71982,661PRN DFND182,66100
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77222,009636,475PRN DFND1636,47500
ISHARES RUSSELL 1000 ETFRUS 1000 ETF4642876228145,175PRN DFND15,17500
ISORAY INCCOM46489V10498269,778SH DFND1269,77800
ISRAEL CHEMICALS LTDCOMSTKM5920A10912,1212,336,883SH DFND12,336,88300
ISRAEL CHEMICALS LTDSHSM5920A10914627,890SH DFND127,89000
ISRAMCO INCCOM NEW4651414068987,954SH DFND17,95400
ISSUER DIRECT CORPCOM NEW46520M20444435,897SH DFND135,89700
ISTAR INCCOM45031U1016,405760,724SH DFND1760,72400
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD46556210634138,802SH DFND135,04003,762
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD465562106637,255SH DFND1 27,25500
ITERIS INCCOM46564T1071,155277,179SH DFND1277,17900
ITRON INCCOM46574110619,843425,361SH DFND1425,36100
ITT INCCOM45073V10852,265901,129SH DFND1884,759016,370
ITURAN LOCATION AND CONTROLSHSM6158M10474821,929SH DFND121,92900
IVY HIGH INCOME OPPORTUNITYCOM4658931051,487110,021SH DFND1 2110,02100
IZEA WORLDWIDE INCCOM46604H1052824,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210929,578186,216SH DFND1186,21600
J ALEXANDER'S HOLDINGSCOM46609J1061,274129,835SH DFND1129,83500
J. JILL INCCOM46620W102958174,572SH DFND1174,57200
J.C. PENNEY CO INCCOM7081601065,5033,693,302SH DFND13,693,30200
J2 GLOBAL INCCOM48123V10254,999635,101SH DFND1625,52209,579
J2 GLOBAL INCCOM48123V1021752,022SH DFND1 22,02200
JABIL INCCOM46631310342,3781,593,766SH DFND11,567,094026,672
JABIL INCCOM466313103652,480SH DFND1 22,48000
JACK HENRY & ASSOCIATES INCCOM426281101165,8431,197,161SH DFND11,193,35003,811
JACK IN THE BOX INCCOM46636710927,651341,118SH DFND1336,29604,822
JACOBS ENGINEERING GROUP INCCOM469814107128,8281,716,314SH DFND11,710,52705,787
JAGGED PEAK ENERGY INCCOM47009K1077,709736,328SH DFND1736,32800
JAGUAR HEALTH INCCOM NEW47010C300829,930SH DFND129,93000
JAKKS PACIFIC INCCOM47012E106125124,489SH DFND1122,95101,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10714,343357,860SH DFND1357,86000
JANUS HENDERSON GROUP PLCORD SHSG4474Y21437,3801,496,415SH DFND11,465,325031,090
JAPAN SMALLER CAPITALIZATIONCOM47109U1042,536289,198SH DFND1 2289,19800
JASON INDUSTRIES INCCOM47117210611884,439SH DFND184,43900
JAZZ PHARMACEUTICALS PLCSHS USDG50871105100,262701,849SH DFND1701,84900
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,96413,745SH DFND1 213,74500
JBG SMITH PROPERTIESCOM46590V10061,2251,480,673SH DFND11,460,005020,668
JBG SMITH PROPERTIESCOM46590V100571,394SH DFND1 21,39400
JD.COM INC-ADRSPON ADR CL A47215P10661,9782,066,376SH DFND12,026,170040,206
JEFFERIES FINANCIAL GROUP INCOM47233W10968,2743,640,105SH DFND13,627,119012,986
JELD-WEN HOLDING INCCOM47580P10313,799781,419SH DFND1781,41900
JERNIGAN CAPITAL INCCOM4764051054,538215,703SH DFND1215,70300
JETBLUE AIRWAYS CORPCOM47714310160,4953,697,762SH DFND13,640,349057,413
JETBLUE AIRWAYS CORPCOM477143101372,284SH DFND1 22,28400
JM SMUCKER CO/THECOM NEW832696405187,7541,614,387SH DFND11,608,31906,068
JM SMUCKER CO/THECOM NEW832696405112969SH DFND1 296900
JOHN B. SANFILIPPO & SON INCCOM8004221077,676106,807SH DFND1106,4700337
JOHN BEAN TECHNOLOGIES CORPCOM47783910433,263361,992SH DFND1361,99200
JOHN HANCOCK TAX-ADVANTAGEDTAX ADV GLB SH41013P749982143,171SH DFND1 2143,17100
JOHNSON & JOHNSONCOM4781601045,001,85935,840,332SH DFND135,705,3410134,991
JOHNSON CONTROLS INTERNATIONSHSG51502105440,02311,932,305SH DFND111,885,772046,533
JOHNSON OUTDOORS INC-ACL A4791671089,065127,043SH DFND1127,04300
JOINT CORP/THECOM47973J1021,17674,689SH DFND174,68900
JONES LANG LASALLE INCCOM48020Q10775,072487,282SH DFND1478,73708,545
JONES LANG LASALLE INCCOM48020Q107144940SH DFND1 294000
JOUNCE THERAPEUTICS INCCOM4811161011,240200,156SH DFND1199,9210235
JPMORGAN CHASE & COCOM46625H1004,277,47042,325,472SH DFND142,159,2620166,210
JPMORGAN CHASE & COCOM46625H1003253,220SH DFND1 23,22000
JUNIPER NETWORKS INCCOM48203R104160,6386,069,999SH DFND16,051,818018,181
JUNIPER NETWORKS INCCOM48203R104411,550SH DFND1 21,55000
JUST ENERGY GROUP INCCOMSTK48213W1014814,385SH DFND114,38500
K12 INCCOM48273U10220,492600,433SH DFND1600,1070326
KADANT INCCOM48282T10411,249127,891SH DFND1127,89100
KADMON HOLDINGS INCCOM48283N1063,6851,395,889SH DFND11,395,88900
KAISER ALUMINUM CORPCOM PAR $0.0148300770421,089201,372SH DFND1201,37200
KALA PHARMACEUTICALS INCCOM4831191032,126257,086SH DFND1257,08600
KALVISTA PHARMACEUTICALS INCCOM4834971032,37883,095SH DFND183,09500
KAMADA LTDSHSM6240T10912121,224SH DFND121,22400
KAMAN CORPCOM48354810320,016342,510SH DFND1342,51000
KANDI TECHNOLOGIES GROUP INCCOM48370910125445,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302174,4831,506,892SH DFND11,501,90704,985
KAR AUCTION SERVICES INCCOM48238T10999,3461,936,197SH DFND11,934,83601,361
KARYOPHARM THERAPEUTICS INCCOM48576U1063,426586,659SH DFND1586,65900
KB HOMECOM48666K10929,2311,209,400SH DFND11,193,539015,861
KBR INCCOM48242W10633,6621,763,345SH DFND11,736,430026,915
KEANE GROUP INCCOM48669A1085,623516,433SH DFND1516,43300
KEARNY FINANCIAL CORP/MDCOM48716P10815,1541,177,522SH DFND11,177,52200
KELLOGG COCOM487836108197,5183,448,467SH DFND13,435,395013,072
KELLY SERVICES INC -ACL A48815220810,391471,054SH DFND1471,05400
KEMET CORPCOM NEW48836020711,293665,501SH DFND1665,50100
KEMPER CORPCOM48840110051,951682,309SH DFND1670,907011,402
KEMPHARM INCCOM488445107285171,047SH DFND1171,04700
KENNAMETAL INCCOM48917010035,040953,490SH DFND1938,095015,395
KENNEDY-WILSON HOLDINGS INCCOM48939810732,1261,501,948SH DFND11,501,94800
KEURIG DR PEPPER INCCOM49271V10045,2431,617,572SH DFND11,617,57200
KEY ENERGY SERVICES INCCOM49309J103423104,217SH DFND1104,21700
KEY TRONIC CORPCOM49314410921735,271SH DFND135,27100
KEYCORPCOM493267108224,94914,307,262SH DFND114,255,599051,663
KEYCORPCOM4932671081,38187,727SH DFND1 287,72700
KEYSIGHT TECHNOLOGIES INCOM49338L103256,2282,942,975SH DFND12,933,70409,271
KEYW HOLDING CORP/THECOM4937231005,306615,546SH DFND1615,54600
KEZAR LIFE SCIENCES INCCOM49372L1001,66393,776SH DFND193,77600
KFORCE INCCOM49373210115,947454,093SH DFND1454,09300
KILROY REALTY CORPCOM49427F108102,9851,355,781SH DFND11,336,895018,886
KIMBALL ELECTRONICS INCCOM49428J1096,377411,698SH DFND1411,69800
KIMBALL INTERNATIONAL-BCL B49427410310,706757,173SH DFND1757,17300
KIMBALL INTERNATIONAL-BCL B494274103211,533SH DFND1 21,53300
KIMBERLY-CLARK CORPCOM494368103623,4965,038,088SH DFND15,021,080017,008
KIMCO REALTY CORPCOM49446R109140,5577,608,100SH DFND17,587,282020,818
KINDER MORGAN INCCOM49456B101504,14725,242,544SH DFND125,143,203099,341
KINDRED BIOSCIENCES INCCOM4945771093,630395,943SH DFND1395,94300
KINGOLD JEWELRY INCCOM NEW49579A2042226,949SH DFND126,94900
KINGSTONE COS INCCOM4967191051,37893,508SH DFND193,50800
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1012,710150,096SH DFND1150,09600
KINROSS GOLD CORPCOMSTK4969024043,9961,170,627SH DFND11,170,62700
KINROSS GOLD CORPCOM4969024045716,787SH DFND116,1770610
KINSALE CAPITAL GROUP INCCOM49714P10816,841245,606SH DFND1245,60600
KIRBY CORPCOM49726610642,620567,435SH DFND1557,343010,092
KIRKLAND LAKE GOLD LTDCOMSTK49741E1001,52050,000SH DFND1 250,00000
KIRKLAND LAKE GOLD LTDCOMSTK49741E10092929,593SH DFND129,59300
KIRKLAND'S INCCOM4974981051,330189,224SH DFND1189,22400
KIRKLAND'S INCCOM497498105497,067SH DFND1 27,06700
KITE REALTY GROUP TRUSTCOM NEW49803T30020,0141,251,707SH DFND11,251,70700
KKR & CO INC -ACL A48251W10490,8983,873,244SH DFND13,873,24400
KKR REAL ESTATE FINANCE TRUSCOM48251K1006,356317,517SH DFND1317,51700
KLA-TENCOR CORPCOM482480100330,8722,772,738SH DFND12,757,907014,831
KLA-TENCOR CORPCOM48248010059502SH DFND1 250200
KLX ENERGY SERVICES HOLDINGCOM48253L1066,753268,632SH DFND1268,569063
KLX ENERGY SERVICES HOLDINGCOM48253L1061004,000SH DFND1 24,00000
KNIGHT-SWIFT TRANSPORTATIONCL A49904910444,3591,358,534SH DFND11,335,203023,331
KNOLL INCCOM NEW49890420011,129588,552SH DFND1587,5720980
KNOLL INCCOM NEW49890420075039,664SH DFND1 239,66400
KNOWLES CORPCOM49926D10917,9091,015,830SH DFND11,015,83000
KODIAK SCIENCES INCCOM50015M10949876,405SH DFND176,40500
KOHLS CORPCOM500255104201,0632,927,746SH DFND12,918,52009,226
KOHLS CORPCOM5002551042583,752SH DFND1 23,75200
KONA GRILL INCCOM50047H2014752,010SH DFND152,01000
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230362615,322SH DFND113,78201,540
KOPIN CORPCOM500600101918685,083SH DFND1685,08300
KOPPERS HOLDINGS INCCOM50060P1066,350244,424SH DFND1244,42400
KOREA FUND INCCOM NEW50063420958820,117SH DFND1 220,11700
KORN FERRYCOM NEW50064320031,616706,047SH DFND1706,04700
KORN FERRYCOM NEW5006432004429,886SH DFND1 29,88600
KORNIT DIGITAL LTDSHSM6372Q11367928,534SH DFND128,53400
KOSMOS ENERGY LTDCOM50068810615,0862,421,569SH DFND12,421,56900
KRAFT HEINZ CO/THECOM500754106291,7438,948,321SH DFND18,864,621083,700
KRAFT HEINZ CO/THECOM50075410657917,740SH DFND1 217,74000
KRATON CORPCOM50077C10617,171533,614SH DFND1533,61400
KRATOS DEFENSE & SECURITYCOM NEW50077B20717,3131,107,740SH DFND11,107,74000
KROGER COCOM501044101312,54612,724,571SH DFND112,685,078039,493
KROGER COCOM501044101421,708SH DFND1 21,70800
KRONOS WORLDWIDE INCCOM50105F1054,207300,104SH DFND1298,78001,324
KRYSTAL BIOTECH INCCOM5011471022,35871,698SH DFND171,69800
KULICKE & SOFFA INDUSTRIESCOM50124210112,163550,123SH DFND1550,12300
KURA ONCOLOGY INCCOM50127T1096,201373,784SH DFND1373,78400
KVH INDUSTRIES INCCOM4827381011,555152,667SH DFND1152,66700
L BRANDS INCCOM50179710490,2183,258,073SH DFND13,246,136011,937
L3 TECHNOLOGIES INCCOM502413107225,1981,093,167SH DFND11,089,25103,916
L3 TECHNOLOGIES INCCOM502413107182882SH DFND1 288200
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596041,673260,273SH DFND1260,27300
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409219,1191,434,750SH DFND11,429,88104,869
LABORATORY CRP OF AMER HLDGSCOM NEW50540R40994618SH DFND1 261800
LADDER CAPITAL CORP-REITCL A50574310422,7111,334,418SH DFND11,334,41800
LADENBURG THALMANN FINANCIALCOM50575Q1022,9881,056,044SH DFND11,056,04400
LADENBURG THALMANN FINANCIALCOM50575Q102340120,395SH DFND1 2120,39500
LAKELAND BANCORP INCCOM5116371008,879594,722SH DFND1594,72200
LAKELAND FINANCIAL CORPCOM51165610014,484320,311SH DFND1320,31100
LAKELAND INDUSTRIES INCCOM51179510644537,914SH DFND137,91400
LAM RESEARCH CORPCOM512807108428,0422,393,694SH DFND12,379,396014,298
LAM RESEARCH CORPCOM51280710892516SH DFND1 251600
LAMAR ADVERTISING CO-ACL A51281610977,136973,208SH DFND1957,256015,952
LAMB WESTON HOLDINGS INCCOM513272104163,7192,188,250SH DFND12,180,68307,567
LAMB WESTON HOLDINGS INCCOM5132721041041,400SH DFND1 21,40000
LANCASTER COLONY CORPCOM51384710340,912261,106SH DFND1257,45103,655
LANDEC CORPCOM5147661044,095333,524SH DFND1333,52400
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10820412,077SH DFND112,07700
LANDS' END INCCOM51509F1052,946177,364SH DFND1177,2370127
LANDSTAR SYSTEM INCCOM51509810151,518470,966SH DFND1463,45307,513
LANNETT CO INCCOM5160121012,990379,930SH DFND1379,7900140
LANNETT CO INCCOM516012101597,580SH DFND1 27,58000
LANTHEUS HOLDINGS INCCOM51654410311,344463,403SH DFND1463,40300
LANTHEUS HOLDINGS INCCOM51654410329311,974SH DFND1 211,97400
LANTRONIX INCCOM NEW51654820317156,680SH DFND156,68000
LAREDO PETROLEUM INCCOM5168061065,3141,719,743SH DFND11,719,74300
LAS VEGAS SANDS CORPCOM517834107235,6543,859,422SH DFND13,859,42200
LAS VEGAS SANDS CORPCOM51783410721351SH DFND1 235100
LATTICE SEMICONDUCTOR CORPCOM51841510420,2051,693,634SH DFND11,693,63400
LATTICE SEMICONDUCTOR CORPCOM51841510455446,438SH DFND1 246,43800
LAUREATE EDUCATION INC-ACL A51861320314,078940,444SH DFND1940,44400
LAUREATE EDUCATION INC-ACL A518613203261,782SH DFND1 21,78200
LAWSON PRODUCTS INCCOM5207761052,02264,481SH DFND164,48100
LAZARD LTD-CL ASHS AG5405010248,5771,340,830SH DFND11,340,0200810
LAZARD LTD-CL ASHS AG540501021,29135,745SH DFND1 235,74500
LA-Z-BOY INCCOM50533610724,421740,281SH DFND1740,28100
LCI INDUSTRIESCOM50189K10321,759283,250SH DFND1283,25000
LCNB CORPORATIONCOM50181P1001,833106,885SH DFND1106,88500
LEAF GROUP LTDCOM52177G1021,309163,259SH DFND1162,17401,085
LEAP THERAPEUTICS INCCOM52187K101200107,013SH DFND1107,01300
LEAR CORPCOM NEW52186520495,214702,120SH DFND1702,12000
LEAR CORPCOM NEW5218652041,0147,477SH DFND1 27,47700
LEE ENTERPRISESCOM5237681091,283388,847SH DFND1388,84700
LEGACY ACQUISITION CORP-CL ACOM CL A5246431032,008200,000SH DFND1 2200,00000
LEGACY ACQUISITION CORP-CW22*W EXP 11/30/202524643111210700,000SH DFND1 2700,00000
LEGACY HOUSING CORPCOM52472M10134529,012SH DFND129,01200
LEGACY RESERVES INCCOM524706108392799,050SH DFND1799,05000
LEGACYTEXAS FINANCIAL GROUPCOM52471Y10621,129565,106SH DFND1565,10600
LEGG MASON INCCOM52490110523,989876,492SH DFND1860,480016,012
LEGG MASON INCCOM5249011051646,006SH DFND1 26,00600
LEGGETT & PLATT INCCOM52466010784,9232,014,807SH DFND12,008,03406,773
LEIDOS HOLDINGS INCCOM52532710295,5121,491,309SH DFND11,463,084028,225
LEMAITRE VASCULAR INCCOM5255582016,803219,481SH DFND1219,48100
LENDINGCLUB CORPCOM52603A10914,4684,682,221SH DFND14,682,22100
LENDINGTREE INCCOM52603B10740,699115,768SH DFND1114,37401,394
LENNAR CORP - B SHSCL B5260573022,32759,496SH DFND158,03101,465
LENNAR CORP - B SHSCL B5260573021,89748,500SH DFND1 248,50000
LENNAR CORP-ACL A526057104197,4304,028,817SH DFND14,014,697014,120
LENNAR CORP-ACL A5260571044018,179SH DFND1 28,17900
LENNOX INTERNATIONAL INCCOM526107107107,310406,123SH DFND1399,40806,715
LEO HOLDINGS CORPUNIT 99/99/9999G5463L1213,626350,000SH DFND1 2350,00000
LEVEL BRANDS INCCOM NEW52730Q20917339,175SH DFND139,17500
LEVEL ONE BANCORP INCCOM52730D20858825,321SH DFND125,32100
LEXICON PHARMACEUTICALS INCCOM NEW5288723023,464623,120SH DFND1623,12000
LEXINFINTECH HOLDINGS L-ADRADR52887710342340,374SH DFND140,37400
LEXINFINTECH HOLDINGS L-ADRADR528877103777,401SH DFND1 27,40100
LEXINGTON REALTY TRUSTCOM52904310123,9112,639,256SH DFND12,639,25600
LGI HOMES INCCOM50187T10613,966231,848SH DFND1231,84800
LHC GROUP INCCOM50187A10739,506356,361SH DFND1356,36100
LIBBEY INCCOM529898108456160,763SH DFND1160,76300
LIBERTY ALL-STAR GROWTH FDCOM52990010211420,592SH DFND1 220,59200
LIBERTY BROADBAND-ACOM SER A53030710723,080251,856SH DFND1251,85600
LIBERTY BROADBAND-CCOM SER C530307305134,9141,471,401SH DFND11,471,40100
LIBERTY EXPEDIA HOLD-ASER A COM53046P10928,703670,632SH DFND1669,06601,566
LIBERTY EXPEDIA HOLD-ASER A COM53046P1091,37832,200SH DFND1 232,20000
LIBERTY GLOBAL PLC- CSHS CL CG5480U120116,8104,828,502SH DFND14,806,145022,357
LIBERTY GLOBAL PLC-ASHS CL AG5480U10450,5882,031,142SH DFND12,022,45908,683
LIBERTY LATIN AMERIC-CL ACOM CL AG9001E1029,625497,687SH DFND1497,68700
LIBERTY LATIN AMERIC-CL CCOM CL CG9001E12828,0641,442,887SH DFND11,442,88700
LIBERTY MEDIA CORP-BRAVES ACOM A BRAVES GRP5312297063,117111,583SH DFND1111,58300
LIBERTY MEDIA CORP-BRAVES CCOM C BRAVES GRP53122988813,306479,155SH DFND1479,15500
LIBERTY MEDIA CORP-LIBERTY-ACOM SER A FRMLA5312298708,746256,949SH DFND1256,94900
LIBERTY MEDIA CORP-LIBERTY-CCOM SER C FRMLA53122985477,1092,201,434SH DFND12,201,43400
LIBERTY MEDIA COR-SIRIUSXM ACOM A SIRIUSXM53122940941,2811,081,762SH DFND11,081,76200
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM53122960776,6682,006,416SH DFND12,006,41600
LIBERTY MEDIA COR-SIRIUSXM CCOM C SIRIUSXM5312296071644,309SH DFND1 24,30900
LIBERTY OILFIELD SERVICES -ACOM CL A53115L1047,230469,804SH DFND1469,80400
LIBERTY PROPERTY TRUSTSH BEN INT531172104102,3172,114,210SH DFND12,086,495027,715
LIBERTY TRIPADVISOR HDG-ACOM SER A53146510217,5081,233,876SH DFND11,232,44301,433
LIBERTY TRIPADVISOR HDG-ACOM SER A5314651021,13580,005SH DFND1 280,00500
LIFE STORAGE INCCOM53223X10766,304681,654SH DFND1672,91808,736
LIFETIME BRANDS INCCOM53222Q1031,166123,443SH DFND1123,44300
LIFEVANTAGE CORPCOM NEW53222K2051,600111,987SH DFND1111,98700
LIFEVANTAGE CORPCOM NEW53222K2051309,125SH DFND1 29,12500
LIFEWAY FOODS INCCOM5319141099238,028SH DFND138,02800
LIGAND PHARMACEUTICALSCOM NEW53220K50432,652259,748SH DFND1255,91903,829
LIGHTBRIDGE CORPCOM NEW53224K2031732,587SH DFND132,58700
LIGHTPATH TECHNOLOGIES INC-ACL A NEW53225780513388,989SH DFND188,98900
LILIS ENERGY INCCOM NEW532403201523447,639SH DFND1447,63900
LIMELIGHT NETWORKS INCCOM53261M1044,3791,355,882SH DFND11,355,88200
LIMESTONE BANCORP INCCOM53262L10531821,316SH DFND121,31600
LIMONEIRA COCOM5327461044,244180,394SH DFND1180,39400
LINCOLN EDUCATIONAL SERVICESCOM533535100344111,083SH DFND1111,08300
LINCOLN ELECTRIC HOLDINGSCOM53390010663,665759,093SH DFND1746,742012,351
LINCOLN NATIONAL CORPCOM534187109172,1452,937,872SH DFND12,927,209010,663
LINCOLN NATIONAL CORPCOM53418710968311,651SH DFND1 211,65100
LINDBLAD EXPEDITIONS HOLDINGCOM5352191095,239343,568SH DFND1343,56800
LINDE PLCCOMG5494J1031,246,5507,094,668SH DFND17,067,127027,541
LINDE PLCCOMSTKG5494J1037,01244,200SH DFND144,20000
LINDSAY CORPCOM53555510611,997123,957SH DFND1123,95700
LINTA 3.5 01/15/31DEB 3.500% 1/1530715AN111,25115,000,000PRN DFND1 215,000,00000
LIONS GATE ENTERTAINMENT-ACL A VTG53591940110,335660,814SH DFND1660,81400
LIONS GATE ENTERTAINMENT-BCL B NON VTG53591950013,811914,638SH DFND1914,2180420
LIPOCINE INCCOM53630X104409177,263SH DFND1177,26300
LIQTECH INTERNATIONAL INCCOM53632A201925430,262SH DFND1430,26200
LIQUIDIA TECHNO