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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
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Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1-800-FLOWERS.COM INC-CL ACL A68243Q1066,484343,465SH DFND1342,04001,425
1-800-FLOWERS.COM INC-CL ACL A68243Q1061,13760,235SH DFND1 260,23500
1ST CONSTITUTION BANCORPCOM31986N1021,57085,021SH DFND185,02100
1ST SOURCE CORPCOM33690110311,351244,644SH DFND1244,64400
21VIANET GROUP INC-ADRSPONSORED ADS A90138A10331039,828SH DFND139,82800
22ND CENTURY GROUP INCCOM90137F1032,8971,386,536SH DFND11,386,53600
2U INCCOM90214J10123,570626,210SH DFND1626,21000
3D SYSTEMS CORPCOM NEW88554D20512,6101,385,738SH DFND11,385,73800
3M COCOM88579Y1011,524,4868,804,909SH DFND18,775,828029,081
3M COCOM88579Y1014042,333SH DFND1 22,33300
51JOB INC-ADRSPONSORED ADS3168271045,94279,065SH DFND178,8370228
58.COM INC-ADRSPON ADR REP A31680Q10412,934209,401SH DFND1209,1630238
8X8 INCCOM28291410028,0631,164,453SH DFND11,164,45300
8X8 INCCOM282914100451,906SH DFND1 21,90600
A H BELO CORP-ACOM CL A001282102377102,236SH DFND1102,23600
A10 NETWORKS INCCOM0021211014,643680,815SH DFND1680,81500
AAC HOLDINGS INCCOM0003071086070,218SH DFND170,21800
AAON INCCOM PAR $0.00400036020629,868595,227SH DFND1595,22700
AAR CORPCOM00036110520,642561,085SH DFND1561,08500
AARON'S INCCOM PAR $0.5000253530058,469952,113SH DFND1939,723012,390
ABB LTD-SPON ADRSPONSORED ADR00037520445022,504SH DFND118,60203,902
ABBOTT LABORATORIESCOM0028241002,025,81824,128,702SH DFND124,039,747088,955
ABBVIE INCCOM00287Y1091,611,59922,197,229SH DFND122,123,134074,095
ABBVIE INCCOM00287Y1091,81524,966SH DFND1 224,96600
ABEONA THERAPEUTICS INCCOM00289Y1072,008420,139SH DFND1420,13900
ABERCROMBIE & FITCH CO-CL ACL A00289620713,158820,350SH DFND1819,9470403
ABERCROMBIE & FITCH CO-CL ACL A002896207342,143SH DFND1 22,14300
ABERDEEN ASIA-PAC INCOME FDCOM0030091071,069255,755SH DFND1 2255,75500
ABERDEEN AUSTRALIA EQUITY FDCOM00301110328351,666SH DFND1 251,66600
ABERDEEN GLBL DYN DIVIDCOM00302M1061,265131,268SH DFND1 2131,26800
ABERDEEN JAPAN EQUITY FUND ICOM00306J10936251,793SH DFND1 251,79300
ABERDEEN TTL DYN DIVIDCOM SH BEN INT00326L10031137,336SH DFND1 237,33600
ABIOMED INCCOM003654100170,953657,394SH DFND1655,14802,246
ABIOMED INCCOM00365410074285SH DFND1 228500
ABM INDUSTRIES INCCOM00095710033,769844,247SH DFND1844,24700
ABRAXAS PETROLEUM CORPCOM0038301062,3332,265,598SH DFND12,265,59800
AC IMMUNE SASHSH0026310529653,412SH DFND153,41200
ACACIA COMMUNICATIONS INCCOM00401C10820,071425,604SH DFND1425,60400
ACACIA RESEARCH CORPACACIA TCH COM0038813071,793605,810SH DFND1601,72804,082
ACADIA HEALTHCARE CO INCCOM00404A10934,868997,663SH DFND1981,425016,238
ACADIA PHARMACEUTICALS INCCOM00422510839,7691,487,832SH DFND11,487,83200
ACADIA REALTY TRUSTCOM SH BEN INT00423910935,8691,310,543SH DFND11,310,54300
ACASTI PHARMA INCCL A NEW00430K4026861,235SH DFND161,23500
ACCELERATE DIAGNOSTICS INCCOM00430H1028,229359,667SH DFND1359,4730194
ACCELERON PHARMA INCCOM00434H10824,599598,818SH DFND1598,81800
ACCENTURE PLC-CL ASHS CLASS AG1151C1011,838,6449,963,062SH DFND19,930,873032,189
ACCENTURE PLC-CL ASHS CLASS AG1151C10120111SH DFND1 211100
ACCO BRANDS CORPCOM00081T10810,1611,291,216SH DFND11,291,21600
ACCO BRANDS CORPCOM00081T10820526,073SH DFND1 226,07300
ACCURAY INCCOM0043971054,5001,162,797SH DFND11,162,79700
ACELRX PHARMACEUTICALS INCCOM00444T1002,504990,044SH DFND1990,04400
ACER THERAPEUTICS INCCOM00444P10825465,246SH DFND165,24600
ACHIEVE LIFE SCIENCES INCCOM NEW0044682036835,389SH DFND135,38900
ACHILLION PHARMACEUTICALSCOM00448Q2014,9851,860,151SH DFND11,860,15100
ACI WORLDWIDE INCCOM00449810150,2701,463,892SH DFND11,443,649020,243
ACLARIS THERAPEUTICS INCCOM00461U1051,064486,085SH DFND1486,08500
ACM RESEARCH INC-CLASS ACOM CL A00108J10984654,245SH DFND154,24500
ACME UNITED CORPCOM00481610450922,544SH DFND122,54400
ACNB CORPCOM0008681092,93874,261SH DFND174,26100
ACOR 1.75 06/15/21NOTE 1.750% 6/100484MAA42,5423,000,000PRN DFND1 23,000,00000
ACORDA THERAPEUTICS INCCOM00484M1064,817628,132SH DFND1628,13200
ACORDA THERAPEUTICS INCCOM00484M106729,475SH DFND1 29,47500
ACTINIUM PHARMACEUTICALS INCCOM00507W107144588,211SH DFND1588,21100
ACTIVISION BLIZZARD INCCOM00507V109500,46610,621,434SH DFND110,552,391069,043
ACTIVISION BLIZZARD INCCOM00507V10922469SH DFND1 246900
ACTUANT CORP-ACL A NEW00508X20318,095729,381SH DFND1729,38100
ACUITY BRANDS INCCOM00508Y10265,754477,037SH DFND1469,73107,306
ACUITY BRANDS INCCOM00508Y102538SH DFND1 23800
ACUSHNET HOLDINGS CORPCOM00509810811,436435,521SH DFND1435,52100
ADAMAS PHARMACEUTICALS INCCOM00548A1061,642264,869SH DFND1264,86900
ADAMIS PHARMACEUTICALS CORPCOM NEW00547W208438337,162SH DFND1337,16200
ADAMS DIVERSIFIED EQUITYCOM0062121041,666107,840SH DFND1 2107,84000
ADAMS NATURAL RESOURCES FUNDCOM00548F1055,544335,217SH DFND1 2335,21700
ADAMS RESOURCES & ENERGY INCCOM NEW00635130857916,916SH DFND116,91600
ADAMS RESOURCES & ENERGY INCCOM NEW00635130824727SH DFND1 272700
ADAPTIMMUNE THERAPEUTICS-ADRSPONDS ADR00653A10725764,000SH DFND164,00000
ADDUS HOMECARE CORPCOM00673910610,180135,827SH DFND1135,82700
ADDVANTAGE TECHNOLOGIES GRPCOM NEW0067433061811,928SH DFND111,92800
ADESTO TECHNOLOGIES CORPCOM00687D1012,728334,759SH DFND1334,75900
ADIAL PHARMACEUTICALS INCCOM00688A10613177,985SH DFND177,98500
ADIENT PLC ORD SHSG0084W10126,5801,095,195SH DFND11,079,124016,071
ADMA BIOLOGICS INCCOM0008991041,693437,560SH DFND1437,56000
ADOBE INCCOM00724F1011,918,0566,520,608SH DFND16,476,934043,674
ADOMANI INCCOM00726A1001760,487SH DFND160,48700
ADT INCCOM00090Q1037,6791,254,766SH DFND11,252,11702,649
ADTALEM GLOBAL EDUCATION INCCOM00737L10331,319695,224SH DFND1684,866010,358
ADTRAN INCCOM00738A1069,930651,164SH DFND1651,16400
ADURO BIOTECH INCCOM00739L1011,171760,674SH DFND1760,67400
ADVANCE AUTO PARTS INCCOM00751Y106172,0191,117,737SH DFND11,114,29703,440
ADVANCE AUTO PARTS INCCOM00751Y10626169SH DFND1 216900
ADVANCED DISPOSAL SERVICES ICOM00790X10128,251885,334SH DFND1885,33400
ADVANCED DISPOSAL SERVICES ICOM00790X1012,54379,700SH DFND1 279,70000
ADVANCED DRAINAGE SYSTEMS INCOM00790R10417,525534,487SH DFND1534,48700
ADVANCED EMISSIONS SOLUTIONSCOM00770C1013,195252,783SH DFND1252,78300
ADVANCED ENERGY INDUSTRIESCOM00797310028,166500,551SH DFND1500,55100
ADVANCED MICRO DEVICESCOM007903107425,40014,029,680SH DFND113,942,499087,181
ADVANSIX INCCOM00773T1018,587351,524SH DFND1351,52400
ADVANSIX INCCOM00773T1012178,896SH DFND1 28,89600
ADVAXIS INCCOM NEW00762430710248,963SH DFND148,96300
ADVERUM BIOTECHNOLOGIES INCCOM00773U1089,624809,480SH DFND1809,48000
AECOMCOM00766T10064,8451,713,222SH DFND11,684,416028,806
AEGION CORPCOM00770F1047,826425,348SH DFND1425,34800
AEGLEA BIOTHERAPEUTICS INCCOM00773J1032,048299,081SH DFND1299,08100
AEGON N.V.-NY REG SHRNY REGISTRY SHS00792410317435,300SH DFND131,86003,440
AEHR TEST SYSTEMSCOM00760J10816198,097SH DFND198,09700
AEMETIS INCCOM NEW00770K2025161,019SH DFND161,01900
AERCAP HOLDINGS NVSHSN0098510628,059541,749SH DFND1541,74900
AERIE PHARMACEUTICALS INCCOM00771V10815,720531,988SH DFND1531,98800
AERIE PHARMACEUTICALS INCCOM00771V108461,588SH DFND1 21,58800
AEROHIVE NETWORKS INCCOM0077861062,316522,802SH DFND1522,80200
AEROHIVE NETWORKS INCCOM00778610611125,000SH DFND1 225,00000
AEROJET ROCKETDYNE HOLDINGSCOM00780010541,487926,687SH DFND1926,68700
AEROVIRONMENT INCCOM00807310815,905280,167SH DFND1280,16700
AERPIO PHARMACEUTICALS INCCOM00810B105104114,900SH DFND1114,90000
AES CORPCOM00130H105169,97910,158,797SH DFND110,127,274031,523
AES CORPCOM00130H105251,547SH DFND1 21,54700
AETERNA ZENTARIS INCCOM0079754027023,853SH DFND123,85300
AETHLON MEDICAL INCCOM NEW00808Y20846126,809SH DFND1126,80900
AEVI GENOMIC MEDICINE INCCOM00835P10526167,547SH DFND1167,54700
AFFILIATED MANAGERS GROUPCOM00825210872,084783,601SH DFND1781,14602,455
AFFILIATED MANAGERS GROUPCOM00825210894910,308SH DFND1 210,30800
AFFIMED NVCOMN010451081,435500,070SH DFND1500,07000
AFFIMED NVCOMN01045108806280,999SH DFND1 2280,99900
AFLAC INCCOM001055102677,61012,378,058SH DFND112,340,427037,631
AFLAC INCCOM0010551026123SH DFND1 212300
AG MORTGAGE INVESTMENT TRUSTCOM0012281056,983439,202SH DFND1439,20200
AGCO CORPCOM00108410289,3801,152,251SH DFND11,140,442011,809
AGENUS INCCOM NEW00847G7053,9491,316,536SH DFND11,316,53600
AGEX THERAPEUTICS INCCOM00848H108710193,544SH DFND1193,54400
AGILE THERAPEUTICS INCCOM00847L100410281,210SH DFND1281,21000
AGILENT TECHNOLOGIES INCCOM00846U101363,2234,871,926SH DFND14,855,941015,985
AGILENT TECHNOLOGIES INCCOM00846U1011,33617,905SH DFND1 217,90500
AGILYSYS INCCOM00847J1055,671264,174SH DFND1264,17400
AGILYSYS INCCOM00847J10551924,174SH DFND1 224,17400
AGIOS PHARMACEUTICALS INCCOM00847X10428,928579,957SH DFND1579,95700
AGNC INVESTMENT CORPCOM00123Q104109,3576,482,945SH DFND16,482,2240721
AGNICO EAGLE MINES LTDCOMSTK00847410812,949254,322SH DFND1254,32200
AGNICO EAGLE MINES LTDCOM0084741084498,780SH DFND18,5150265
AGREE REALTY CORPCOM00849210030,344473,755SH DFND1473,75500
AGROFRESH SOLUTIONS INCCOM00856G109307203,516SH DFND1200,47303,043
AILERON THERAPEUTICS INCCOM00887A1053955,002SH DFND155,00200
AIMMUNE THERAPEUTICS INCCOM00900T10711,379546,547SH DFND1546,54700
AIR LEASE CORPCL A00912X30245,9201,110,797SH DFND11,110,79700
AIR PRODUCTS & CHEMICALS INCCOM009158106687,3623,039,698SH DFND13,028,994010,704
AIR TRANSPORT SERVICES GROUPCOM00922R10518,926775,688SH DFND1775,68800
AIRCASTLE LTDCOMG0129K10413,734646,046SH DFND1646,04600
AIRGAIN INCCOM00938A1041,502106,199SH DFND1106,19900
AK STEEL HOLDING CORPCOM0015471089,1473,859,724SH DFND13,859,72400
AKAMAI TECHNOLOGIES INCCOM00971T101190,6602,383,161SH DFND12,375,35607,805
AKAMAI TECHNOLOGIES INCCOM00971T101891,116SH DFND1 21,11600
AKCEA THERAPEUTICS INCCOM00972L1075,776246,320SH DFND1246,32000
AKEBIA THERAPEUTICS INCCOM00972D1057,2551,499,093SH DFND11,498,06401,029
AKERNA CORP*W EXP 01/30/20200973W110429148,200SH DFND1 2148,20000
AKERS BIOSCIENCES INCCOM NEW00973E3003579,604SH DFND179,60400
AKORN INCCOM0097281066,6631,293,930SH DFND11,293,93000
AKOUSTIS TECHNOLOGIES INCCOM00973N1022,085325,830SH DFND1325,83000
ALAMO GROUP INCCOM01131110711,968119,773SH DFND1119,77300
ALAMOS GOLD INC-CLASS ACOM CL A01153210832854,381SH DFND1 254,38100
ALARM.COM HOLDINGS INCCOM01164210526,881502,463SH DFND1502,46300
ALASKA AIR GROUP INCCOM011659109118,7771,860,668SH DFND11,854,74505,923
ALASKA COMM SYSTEMS GROUPCOM01167P101641374,956SH DFND1374,95600
ALBANY INTL CORP-CL ACL A01234810829,915360,814SH DFND1360,81400
ALBEMARLE CORPCOM012653101111,1101,580,648SH DFND11,575,56705,081
ALBEMARLE CORPCOM0126531012012,855SH DFND1 22,85500
ALBIREO PHARMA INCCOM01345P1064,084126,679SH DFND1126,67900
ALCOA CORPCOM01387210646,6801,994,061SH DFND11,993,2490812
ALCOA CORPCOM01387210691939,259SH DFND1 239,25900
ALCON INCORD SHSH013011285568,972SH DFND18,6170355
ALDER BIOPHARMACEUTICALS INCCOM01433910511,114944,344SH DFND1944,34400
ALDEYRA THERAPEUTICS INCCOM01438T1061,822303,789SH DFND1303,78900
ALECTOR INCCOM0144421072,501131,666SH DFND1131,66600
ALEXANDER & BALDWIN INCCOM01449110419,981865,011SH DFND1851,153013,858
ALEXANDER'S INCCOM01475210915,31241,351SH DFND141,35100
ALEXANDRIA REAL ESTATE EQUITCOM015271109227,4131,614,639SH DFND11,609,25905,380
ALEXION PHARMACEUTICALS INCCOM015351109389,1852,976,885SH DFND12,957,024019,861
ALIBABA GROUP HOLDING-SP ADRSPONSORED ADS01609W102525,1663,119,477SH DFND13,118,7570720
ALICO INCCOM0162301041,23840,834SH DFND140,83400
ALIGN TECHNOLOGY INCCOM016255101336,9981,233,094SH DFND11,226,19306,901
ALIGN TECHNOLOGY INCCOM01625510187319SH DFND1 231900
ALIMERA SCIENCES INCCOM016259103130146,741SH DFND1146,74100
ALITHYA GROUP INC-CLASS ACL A SUB VTG01643B10611744,693SH DFND144,69300
ALJ REGIONAL HOLDINGS INCCOM0016271083824,901SH DFND124,90100
ALKALINE WATER CO INC/THECOM NEW01643A207682312,904SH DFND1312,90400
ALKERMES PLCSHSG0176710539,3401,746,453SH DFND11,746,3290124
ALKERMES PLCSHSG0176710571131,588SH DFND1 231,58800
ALLAKOS INCCOM01671P1007,688177,440SH DFND1177,44000
ALLEGHANY CORPCOM017175100106,534156,520SH DFND1153,87602,644
ALLEGHENY TECHNOLOGIES INCCOM01741R10239,3371,561,003SH DFND11,537,435023,568
ALLEGIANCE BANCSHARES INCCOM01748H1076,571197,109SH DFND1197,10900
ALLEGIANT TRAVEL COCOM01748X10224,874173,344SH DFND1173,34400
ALLEGIANT TRAVEL COCOM01748X10238266SH DFND1 226600
ALLEGION PLCORD SHSG0176J109153,2631,388,713SH DFND11,384,21104,502
ALLENA PHARMACEUTICALS INCCOM01811910717041,962SH DFND141,96200
ALLERGAN PLCSHSG0177J108699,9374,186,995SH DFND14,171,817015,178
ALLERGAN PLCSHSG0177J1084,15724,830SH DFND1 224,83000
ALLETE INCCOM NEW01852230062,037745,550SH DFND1736,10009,450
ALLIANCE DATA SYSTEMS CORPCOM01858110899,266709,512SH DFND1706,88202,630
ALLIANCE DATA SYSTEMS CORPCOM0185811084673,337SH DFND1 23,33700
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R1081,54490,941SH DFND190,94100
ALLIANCE RESOURCE PARTNERSUT LTD PART01877R10851230,185SH DFND1 230,18500
ALLIANT ENERGY CORPCOM018802108181,4843,703,591SH DFND13,692,366011,225
ALLIED MOTION TECHNOLOGIESCOM0193301093,69597,513SH DFND197,51300
ALLISON TRANSMISSION HOLDINGCOM01973R10189,4471,923,687SH DFND11,923,68700
ALLISON TRANSMISSION HOLDINGCOM01973R1011,46331,567SH DFND1 231,56700
ALLOGENE THERAPEUTICS INCCOM01977010611,102413,514SH DFND1413,51400
ALLOT LTDSHSM0854Q10515321,262SH DFND121,26200
ALLSCRIPTS HEALTHCARE SOLUTICOM01988P10831,0222,667,436SH DFND12,636,970030,466
ALLSTATE CORPCOM020002101492,8354,853,074SH DFND14,837,177015,897
ALLSTATE CORPCOM02000210138374SH DFND1 237400
ALLY FINANCIAL INCCOM02005N100149,8584,838,646SH DFND14,838,64600
ALLY FINANCIAL INCCOM02005N100601,964SH DFND1 21,96400
ALNYLAM PHARMACEUTICALS INCCOM02043Q10776,8411,059,680SH DFND11,059,5560124
ALNYLAM PHARMACEUTICALS INCCOM02043Q10737515SH DFND1 251500
ALPHA & OMEGA SEMICONDUCTORSHSG6331P1042,308247,182SH DFND1247,18200
ALPHABET INC-CL ACAP STK CL A02079K3054,739,3404,384,066SH DFND14,358,046026,020
ALPHABET INC-CL ACAP STK CL A02079K3053533SH DFND1 23300
ALPHABET INC-CL CCAP STK CL C02079K1074,437,9324,113,365SH DFND14,085,377027,988
ALPHATEC HOLDINGS INCCOM NEW02081G2011,206265,674SH DFND1265,67400
ALPINE IMMUNE SCIENCES INCCOM02083G10015737,436SH DFND137,43600
ALTA MESA RESOURCES INC-ACL A02133L1092201,512,373SH DFND11,512,37300
ALTABA INCCOM0213461011,06315,332SH DFND115,33200
ALTAIR ENGINEERING INC - ACOM CL A02136910316,558409,956SH DFND1409,95600
ALTERITY THERAPEUTICS-ADRSPONSORED ADR02155X1061612,128SH DFND112,12800
ALTERYX INC - CLASS ACOM CL A02156B10353,978494,672SH DFND1494,67200
ALTICE USA INC- ACL A02156K10336,7681,511,025SH DFND11,511,02500
ALTIMMUNE INCCOM NEW02155H20020184,818SH DFND184,794024
ALTISOURCE PORTFOLIO SOLREG SHSL0175J1042,318117,930SH DFND1117,93000
ALTISOURCE PORTFOLIO SOLREG SHSL0175J104472,407SH DFND1 22,40700
ALTRA INDUSTRIAL MOTION CORPCOM02208R10629,707827,975SH DFND1827,97500
ALTRIA GROUP INCCOM02209S1031,153,27024,391,076SH DFND124,301,783089,293
ALTRIA GROUP INCCOM02209S10381617,236SH DFND1 217,23600
ALTUS MIDSTREAM CO -ACL A02215L1002,707727,887SH DFND1727,88700
AMAG PHARMACEUTICALS INCCOM00163U1064,492449,659SH DFND1449,5320127
AMAG PHARMACEUTICALS INCCOM00163U106697,007SH DFND1 27,00700
AMALGAMATED BK OF NEW YORK-ACLASS A0226631082,261129,572SH DFND1129,57200
AMARIN CORP PLC -ADRSPONS ADR NEW0231112064,859250,614SH DFND1250,61400
A-MARK PRECIOUS METALS INCCOM00181T10725019,162SH DFND119,16200
AMAZON.COM INCCOM02313510610,462,9465,535,669SH DFND15,497,148038,521
AMBAC FINANCIAL GROUP INCCOM NEW0231398849,918588,620SH DFND1588,62000
AMBARELLA INCSHSG037AX1017,666173,719SH DFND1173,71900
AMBER ROAD INCCOM02318Y1084,165318,946SH DFND1318,94600
AMBEV SA-ADRSPONSORED ADR02319V103547117,328SH DFND1117,32800
AMBEV SA-ADRSPONSORED ADR02319V10314430,923SH DFND1 230,92300
AMC ENTERTAINMENT HLDS-CL ACL A COM00165C1046,038647,233SH DFND1647,23300
AMC NETWORKS INC-ACL A00164V10326,097478,949SH DFND1470,65208,297
AMC NETWORKS INC-ACL A00164V10347870SH DFND1 287000
AMCOR PLCORDG0250X107230,01320,047,256SH DFND119,969,853077,403
AMDOCS LTDSHSG0260210384,6831,363,405SH DFND11,363,40500
AMEDISYS INCCOM02343610851,733426,102SH DFND1420,76305,339
AMEDISYS INCCOM02343610827230SH DFND1 223000
AMER NATL BNKSHS/DANVILLE VACOM0277451084,442114,652SH DFND1114,65200
AMERANT BANCORP INCCL A0235761011,994101,199SH DFND1101,19900
AMERCOCOM02358610038,092100,687SH DFND1100,68700
AMEREN CORPORATIONCOM023608102305,0804,067,872SH DFND14,056,161011,711
AMEREN CORPORATIONCOM02360810215210SH DFND1 221000
AMERESCO INC-CL ACL A02361E1083,575242,758SH DFND1242,75800
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10735950,559SH DFND1 250,55900
AMERICA FIRST MULTIFAMILY INBEN UNIT CTF02364V10727839,141SH DFND139,14100
AMERICAN AIRLINES GROUP INCCOM02376R102192,0695,897,602SH DFND15,860,608036,994
AMERICAN ASSETS TRUST INCCOM02401310442,283897,366SH DFND1897,36600
AMERICAN ASSETS TRUST INCCOM024013104481,027SH DFND1 21,02700
AMERICAN AXLE & MFG HOLDINGSCOM02406110317,1151,341,379SH DFND11,341,37900
AMERICAN CAMPUS COMMUNITIESCOM02483510095,7532,074,373SH DFND12,049,242025,131
AMERICAN CAMPUS COMMUNITIESCOM02483510036791SH DFND1 279100
AMERICAN EAGLE OUTFITTERSCOM02553E10636,5422,162,281SH DFND12,131,562030,719
AMERICAN EAGLE OUTFITTERSCOM02553E106362,178SH DFND1 22,17800
AMERICAN ELECTRIC POWERCOM025537101581,8006,622,839SH DFND16,599,052023,787
AMERICAN ELECTRIC POWERCOM025537101116SH DFND1 21600
AMERICAN ELECTRIC TECHNOLOGICOM025576109811,601SH DFND111,60100
AMERICAN EQUITY INVT LIFE HLCOM02567620629,9831,103,965SH DFND11,103,96500
AMERICAN EXPRESS COCOM0258161091,097,8808,911,188SH DFND18,877,435033,753
AMERICAN FINANCE TRUST INCCOM CLASS A02607T10910,774988,513SH DFND1988,51300
AMERICAN FINANCIAL GROUP INCCOM02593210488,666865,737SH DFND1852,765012,972
AMERICAN HOMES 4 RENT- ACL A02665T30691,1363,748,927SH DFND13,748,92700
AMERICAN HOMES 4 RENT- ACL A02665T306291,223SH DFND1 21,22300
AMERICAN INTERNATIONAL GROUPCOM NEW026874784596,42511,215,722SH DFND111,174,214041,508
AMERICAN INTERNATIONAL GROUPCOM NEW02687478424468SH DFND1 246800
AMERICAN NATIONAL INSURANCECOM02859110513,328114,434SH DFND1114,43400
AMERICAN NATIONAL INSURANCECOM0285911055544,764SH DFND1 24,76400
AMERICAN OUTDOOR BRANDS CORPCOM02874P1036,604732,965SH DFND1732,96500
AMERICAN OUTDOOR BRANDS CORPCOM02874P1039810,950SH DFND1 210,95000
AMERICAN PUBLIC EDUCATIONCOM02913V1037,171242,445SH DFND1242,44500
AMERICAN PUBLIC EDUCATIONCOM02913V103632,156SH DFND1 22,15600
AMERICAN REALTY INVESTORS INCOM02917410918413,499SH DFND113,49900
AMERICAN RENAL ASSOCIATES HOCOM0292271051,717230,912SH DFND1230,91200
AMERICAN RENAL ASSOCIATES HOCOM029227105466,245SH DFND1 26,24500
AMERICAN RIVER BANKSHRS (CA)COM02932610514311,670SH DFND111,67000
AMERICAN SOFTWARE INC-CL ACL A0296831094,749361,184SH DFND1361,18400
AMERICAN STATES WATER COCOM02989910134,477458,238SH DFND1458,23800
AMERICAN SUPERCONDUCTOR CORPSHS NEW0301112072,314249,438SH DFND1249,43800
AMERICAN TOWER CORPCOM03027X1001,217,2665,964,536SH DFND15,942,865021,671
AMERICAN VANGUARD CORPCOM0303711085,122332,433SH DFND1332,43300
AMERICAN WATER WORKS CO INCCOM030420103327,6392,828,945SH DFND12,820,33108,614
AMERICAN WOODMARK CORPCOM03050610916,857199,209SH DFND1199,20900
AMERICA'S CAR-MART INCCOM03062T1057,21083,763SH DFND183,76300
AMERICAS SILVER CORPCOM NEW03063L70516872,030SH DFND172,03000
AMERICOLD REALTY TRUSTCOM03064D10862,9411,941,438SH DFND11,941,43800
AMERIPRISE FINANCIAL INCCOM03076C106330,9852,283,453SH DFND12,276,62606,827
AMERIPRISE FINANCIAL INCCOM03076C1061,1988,257SH DFND1 28,25700
AMERIS BANCORPCOM03076K10831,876813,387SH DFND1813,38700
AMERISAFE INCCOM03071H10016,473258,334SH DFND1258,33400
AMERISERV FINANCIAL INCCOM03074A1026114,728SH DFND114,72800
AMERISOURCEBERGEN CORPCOM03073E105190,8032,241,772SH DFND12,233,31108,461
AMES NATIONAL CORPCOM0310011002,28484,306SH DFND184,30600
AMETEK INCCOM031100100289,4593,192,128SH DFND13,181,258010,870
AMETEK INCCOM03110010029324SH DFND1 232400
AMGEN INCCOM0311621001,799,5489,778,384SH DFND19,722,777055,607
AMGEN INCCOM0311621001,1736,369SH DFND1 26,36900
AMICUS THERAPEUTICS INCCOM03152W10939,6423,176,491SH DFND13,176,49100
AMKOR TECHNOLOGY INCCOM03165210015,8932,130,547SH DFND12,130,54700
AMN HEALTHCARE SERVICES INCCOM00174410130,876569,156SH DFND1569,15600
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L1057,4951,045,427SH DFND11,045,42700
AMPCO-PITTSBURGH CORPCOM03203710320551,041SH DFND151,04100
AMPHASTAR PHARMACEUTICALS INCOM03209R10310,221484,212SH DFND1484,21200
AMPHENOL CORP-CL ACL A032095101416,3604,346,768SH DFND14,332,508014,260
AMPHENOL CORP-CL ACL A032095101773SH DFND1 27300
AMPIO PHARMACEUTICALS INCCOM03209T109224580,080SH DFND1580,08000
AMTECH SYSTEMS INCCOM PAR $0.01N03233250441274,914SH DFND174,91400
AMYRIS INCCOM NEW03236M2002,094588,461SH DFND1588,46100
ANADARKO PETROLEUM CORPCOM032511107453,6266,441,337SH DFND16,417,372023,965
ANADARKO PETROLEUM CORPCOM0325111073,24345,962SH DFND1 245,96200
ANALOG DEVICES INCCOM032654105569,1245,051,487SH DFND15,017,892033,595
ANAPLAN INCCOM03272L10817,323343,246SH DFND1343,24600
ANAPTYSBIO INCCOM03272410617,696313,656SH DFND1313,65600
ANAVEX LIFE SCIENCES CORPCOM NEW0327973001,859551,763SH DFND1551,76300
ANDERSONS INC/THECOM03416410310,430382,919SH DFND1382,91900
ANDINA ACQUISITION CORP-CW24*W EXP 07/31/202G0441512460300,000SH DFND1 2300,00000
ANGI HOMESERVICES INC- ACOM CL A00183L1026,751518,918SH DFND1518,91800
ANGIODYNAMICS INCCOM03475V10112,194619,333SH DFND1619,33300
ANHEUSER-BUSCH INBEV-SPN ADRSPONSORED ADR03524A1081,29914,683SH DFND114,68300
ANI PHARMACEUTICALS INCCOM00182C1039,469115,204SH DFND1115,20400
ANI PHARMACEUTICALS INCCOM00182C10366809SH DFND1 280900
ANIKA THERAPEUTICS INCCOM0352551088,883218,686SH DFND1218,5640122
ANIXA BIOSCIENCES INCCOM03528H109372102,487SH DFND1102,48700
ANIXTER INTERNATIONAL INCCOM03529010524,521410,670SH DFND1410,67000
ANNALY CAPITAL MANAGEMENT INCOM035710409149,46716,339,376SH DFND116,332,25107,125
ANSYS INCCOM03662Q105284,2671,389,977SH DFND11,385,97704,000
ANSYS INCCOM03662Q10525124SH DFND1 212400
ANTARES PHARMA INCCOM0366421066,4101,948,338SH DFND11,948,33800
ANTERO MIDSTREAM CORPCOM03676B10226,1332,280,384SH DFND12,280,38400
ANTERO RESOURCES CORPCOM03674X10620,4643,700,579SH DFND13,700,57900
ANTHEM INCCOM0367521031,015,3573,603,745SH DFND13,591,234012,511
ANTHEM INCCOM03675210329106SH DFND1 210600
ANWORTH MORTGAGE ASSET CORPCOM0373471015,5261,458,191SH DFND11,458,19100
AON PLCSHS CL AG0408V102606,8803,150,746SH DFND13,139,264011,482
AON PLCSHS CL AG0408V1023841,994SH DFND1 21,99400
APACHE CORPCOM037411105155,1885,366,204SH DFND15,348,177018,027
APARTMENT INVT & MGMT CO -ACL A03748R754166,4063,322,763SH DFND13,315,62607,137
APELLIS PHARMACEUTICALS INCCOM03753U10614,646577,997SH DFND1577,99700
APERGY CORPCOM03755L10427,608823,159SH DFND1808,990014,169
APEX GLOBAL BRANDS INCCOM03755M1022971,633SH DFND171,63300
APHRIA INCCOM03765K104766109,000SH DFND1 2109,00000
APOGEE ENTERPRISES INCCOM03759810915,138348,494SH DFND1348,49400
APOLLO COMMERCIAL REAL ESTATCOM03762U10532,1151,746,369SH DFND11,746,36900
APOLLO ENDOSURGERY INCCOM03767D10820262,325SH DFND162,32500
APOLLO MEDICAL HOLDINGS INCCOM NEW03763A2073,700221,439SH DFND1221,43900
APPFOLIO INC - ACOM CL A03783C10017,839174,434SH DFND1174,2040230
APPFOLIO INC - ACOM CL A03783C1004174,086SH DFND1 24,08600
APPIAN CORPCL A03782L10113,888385,048SH DFND1385,04800
APPLE HOSPITALITY REIT INCCOM NEW03784Y20061,6373,886,320SH DFND13,886,32000
APPLE INCCOM03783310012,201,83961,746,681SH DFND161,360,6290386,052
APPLE INCCOM0378331001684SH DFND1 28400
APPLIED DNA SCIENCES INCCOM NEW03815U201100201,251SH DFND1201,25100
APPLIED GENETIC TECHNOLOGIESCOM03820J10032986,933SH DFND186,93300
APPLIED INDUSTRIAL TECH INCCOM03820C10532,243524,029SH DFND1524,02900
APPLIED INDUSTRIAL TECH INCCOM03820C10578812,813SH DFND1 212,81300
APPLIED MATERIALS INCCOM038222105607,38313,537,680SH DFND113,453,442084,238
APPLIED OPTOELECTRONICS INCCOM03823U1022,565249,530SH DFND1249,434096
APPROACH RESOURCES INCCOM03834A103124429,384SH DFND1429,38400
APTARGROUP INCCOM03833610386,949699,387SH DFND1687,817011,570
APTEVO THERAPEUTICS INCCOM03835L108127144,370SH DFND1144,277093
APTINYX INCCOM03836N10327281,726SH DFND181,72600
APTIV PLCSHSG6095L109298,0433,693,624SH DFND13,681,333012,291
APTOSE BIOSCIENCES INCCOM NEW03835T2008432,455SH DFND132,45500
APYX MEDICAL CORPCOM03837C1062,538377,827SH DFND1377,82700
AQUA AMERICA INCCOM03836W10393,8772,269,224SH DFND12,229,723039,501
AQUA METALS INCCOM03837J101574344,215SH DFND1344,21500
AQUABOUNTY TECHNOLOGIESCOM NEW03842K20017657,538SH DFND157,53800
AQUANTIA CORPCOM03842Q1084,388336,802SH DFND1336,80200
AQUAVENTURE HOLDINGS LTDSHSG0443N1073,154157,974SH DFND1157,97400
AQUESTIVE THERAPEUTICS INCCOM03843E10413933,201SH DFND133,20100
AQUINOX PHARMACEUTICALS INCCOM03842B101402170,711SH DFND1170,71100
ARAMARKCOM03852U10695,1022,639,131SH DFND12,639,13100
ARATANA THERAPEUTICS INCCOM03874P1013,220624,146SH DFND1624,14600
ARAVIVE INCCOM03890D10818130,301SH DFND130,30100
ARBOR REALTY TRUST INCCOM0389231087,369608,048SH DFND1608,04800
ARBUTUS BIOPHARMA CORPCOM03879J10015976,695SH DFND176,69500
ARC DOCUMENT SOLUTIONS INCCOM00191G103508249,287SH DFND1249,28700
ARC GROUP WORLDWIDE INCCOM00213H1051535,276SH DFND135,27600
ARCADIA BIOSCIENCES INCCOM NEW0390142044213,740SH DFND113,74000
ARCBEST CORPCOM03937C1059,811349,023SH DFND1348,2560767
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L20319510,863SH DFND110,2210642
ARCELORMITTAL-NY REGISTEREDNY REGISTRY SH03938L2031307,245SH DFND1 27,24500
ARCH CAPITAL GROUP LTDORDG0450A105167,2284,507,550SH DFND14,507,55000
ARCH CAPITAL GROUP LTDORDG0450A1051544,170SH DFND1 24,17000
ARCH COAL INC - ACL A03938040724,622261,358SH DFND1261,35800
ARCH COAL INC - ACL A0393804071,38914,749SH DFND1 214,74900
ARCHER-DANIELS-MIDLAND COCOM039483102333,5978,190,277SH DFND18,163,552026,725
ARCHER-DANIELS-MIDLAND COCOM03948310235878SH DFND1 287800
ARCHROCK INCCOM03957W10621,7962,056,251SH DFND12,056,25100
ARCHROCK INCCOM03957W106323,096SH DFND1 23,09600
ARCIMOTO INCCOM03958710026080,414SH DFND180,41400
ARCONIC INCCOM03965L100158,1086,133,679SH DFND16,113,331020,348
ARCOSA INCCOM03965310022,897608,496SH DFND1608,0570439
ARCTURUS THERAPEUTICS HOLDINCOM03969T10912713,473SH DFND113,47300
ARCUS BIOSCIENCES INCCOM03969F1091,831230,355SH DFND1230,35500
ARDAGH GROUP SACL AL0223L10195454,516SH DFND154,51600
ARDELYX INCCOM0396971071,659616,920SH DFND1616,92000
ARDMORE SHIPPING CORPCOMY0207T1001,305160,239SH DFND1160,23900
ARENA PHARMACEUTICALS INCCOM NEW04004760739,013665,424SH DFND1665,42400
ARES COMMERCIAL REAL ESTATECOM04013V1085,261354,101SH DFND1354,10100
ARES MANAGEMENT CORP - ACL A COM STK03990B10121,153808,311SH DFND1808,31100
ARGAN INCCOM04010E1097,405182,580SH DFND1182,58000
ARGENX SE - ADRSPONSORED ADR04016X1012,08214,706SH DFND114,70600
ARGO GROUP INTERNATIONALCOMG0464B10730,550412,562SH DFND1412,56200
ARI 5.375 10/15/23NOTE 5.375%10/103762UAC97,4687,500,000PRN DFND1 27,500,00000
ARISTA NETWORKS INCCOM040413106199,172768,479SH DFND1765,96402,515
ARLINGTON ASSET INVESTMENT-ACL A NEW0413562053,444500,717SH DFND1495,00005,717
ARLO TECHNOLOGIES INCCOM04206A1013,662913,281SH DFND1913,28100
ARMADA HOFFLER PROPERTIES INCOM04208T10811,057668,140SH DFND1668,14000
ARMADA HOFFLER PROPERTIES INCOM04208T10814901SH DFND1 290100
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550713,325714,904SH DFND1714,90400
ARMSTRONG FLOORING INCCOM04238R1062,965301,068SH DFND1301,06800
ARMSTRONG FLOORING INCCOM04238R10662063,012SH DFND1 263,01200
ARMSTRONG WORLD INDUSTRIESCOM04247X10247,776491,528SH DFND1491,52800
AROTECH CORPCOM NEW042682203303152,556SH DFND1152,55600
ARQULE INCCOM04269E10716,1281,464,883SH DFND11,464,88300
ARRAY BIOPHARMA INCCOM04269X105138,6652,992,995SH DFND12,992,99500
ARRAY BIOPHARMA INCCOM04269X10557412,399SH DFND1 212,39900
ARROW ELECTRONICS INCCOM04273510068,580962,854SH DFND1947,344015,510
ARROW ELECTRONICS INCCOM04273510024348SH DFND1 234800
ARROW FINANCIAL CORPCOM0427441025,934170,872SH DFND1170,87200
ARROWHEAD PHARMACEUTICALS INCOM04280A10033,9071,279,529SH DFND11,278,31001,219
ARROWHEAD PHARMACEUTICALS INCOM04280A100863,257SH DFND1 23,25700
ARTESIAN RESOURCES CORP-CL ACL A0431132084,840130,223SH DFND1130,22300
ARTHUR J GALLAGHER & COCOM363576109237,3942,714,875SH DFND12,706,05008,825
ARTISAN PARTNERS ASSET MA -ACL A04316A10823,888868,059SH DFND1866,76501,294
ARTISAN PARTNERS ASSET MA -ACL A04316A10863823,207SH DFND1 223,20700
ART'S-WAY MANUFACTURING COCOM0431681036432,042SH DFND132,04200
ARVINAS INCCOM04335A1053,850175,081SH DFND1175,08100
ASA GOLD AND PRECIOUS METALSSHSG3156P10325522,352SH DFND1 222,35200
ASBURY AUTOMOTIVE GROUPCOM04343610420,208239,611SH DFND1239,61100
ASCENA RETAIL GROUP INCCOM04351G1011,4142,318,167SH DFND12,318,16700
ASCENDIS PHARMA A/S - ADRSPONSORED ADR04351P1013,76432,691SH DFND132,69100
ASCENT CAPITAL GROUP INC-ACOM SER A0436321087670,643SH DFND170,64300
ASE TECHNOLOGY HOLDING -ADRSPONSORED ADS00215W1007519,023SH DFND114,19804,825
ASGN INCCOM00191U10239,553652,701SH DFND1643,03609,665
ASHFORD HOSPITALITY TRUSTCOM SHS0441031094,3631,469,137SH DFND11,462,69306,444
ASHFORD INCCOM0441041072588,117SH DFND18,11700
ASHLAND GLOBAL HOLDINGS INCCOM04418610452,452655,900SH DFND1644,416011,484
ASML HOLDING NV-NY REG SHSN Y REGISTRY SHSN0705921011,22253,973SH DFND150,91603,057
ASPEN AEROGELS INCCOM04523Y1051,075150,885SH DFND1150,88500
ASPEN GROUP INCCOM NEW04530L20311831,249SH DFND131,24900
ASPEN TECHNOLOGY INCCOM04532710392,687744,108SH DFND1744,10800
ASRT 2.5 09/01/21NOTE 2.500% 9/0249908AA25,7258,000,000PRN DFND1 28,000,00000
ASSEMBLY BIOSCIENCES INCCOM0453961083,888288,255SH DFND1288,25500
ASSERTIO THERAPEUTICS INCCOM04545L1072,996868,643SH DFND1868,64300
ASSOCIATED BANC-CORPCOM04548710538,1721,805,693SH DFND11,775,689030,004
ASSOCIATED BANC-CORPCOM045487105211,006SH DFND1 21,00600
ASSOCIATED CAPITAL GROUP - ACL A0455281061,42137,995SH DFND137,99500
ASSURANT INCCOM04621X10897,332916,466SH DFND1913,52002,946
ASSURED GUARANTY LTDCOMG0585R10646,5511,106,263SH DFND11,106,26300
ASTA FUNDING INCCOM04622010927739,457SH DFND139,45700
ASTEC INDUSTRIES INCCOM0462241019,556293,494SH DFND1293,49400
ASTEC INDUSTRIES INCCOM046224101631,958SH DFND1 21,95800
ASTRAZENECA PLC-SPONS ADRSPONSORED ADR0463531082,05249,715SH DFND147,76301,952
ASTRONICS CORPCOM04643310817,407432,796SH DFND1432,79600
ASTRONICS CORPCOM04643310873318,234SH DFND1 218,23400
ASTRONOVA INCCOM04638F1082,22786,195SH DFND186,19500
ASTROTECH CORPCOM NEW0464842007128,550SH DFND128,55000
ASURE SOFTWARE INCCOM04649U10274891,005SH DFND191,00500
AT HOME GROUP INCCOM04650Y1002,821423,688SH DFND1423,68800
AT&T INCCOM00206R1023,429,961102,525,952SH DFND1102,161,2430364,709
AT&T INCCOM00206R1023029,035SH DFND1 29,03500
ATARA BIOTHERAPEUTICS INCCOM04651310712,005596,983SH DFND1596,98300
ATHENE HOLDING LTD-CLASS ACL AG0684D10758,2471,353,913SH DFND11,353,91300
ATHENEX INCCOM04685N10314,906752,853SH DFND1752,85300
ATHERSYS INCCOM04744L1062,6691,588,941SH DFND11,588,94100
ATKORE INTERNATIONAL GROUP ICOM04764910820,214781,387SH DFND1781,38700
ATKORE INTERNATIONAL GROUP ICOM0476491081,37453,132SH DFND1 253,13200
ATLANTIC CAPITAL BANCSHARESCOM0482692035,721334,186SH DFND1333,3330853
ATLANTIC POWER CORPCOM NEW04878Q8631,539636,321SH DFND1624,721011,600
ATLANTIC POWER CORPCOM NEW04878Q86319379,864SH DFND1 279,86400
ATLANTIC UNION BANKSHARES COCOM04911A10734,365972,708SH DFND1972,70800
ATLANTICA YIELD PLCSHSG0751N1031,94985,980SH DFND183,40602,574
ATLANTICUS HOLDINGS CORPCOM04914Y10229171,887SH DFND171,88700
ATLAS AIR WORLDWIDE HOLDINGSCOM NEW04916420514,448323,670SH DFND1323,67000
ATLAS FINANCIAL HOLDINGS INCSHS NEWG062071154764,817SH DFND164,81700
ATLASSIAN CORP PLC-CLASS ACL AG0624210445,183345,331SH DFND1345,33100
ATLASSIAN CORP PLC-CLASS ACL AG062421045694,354SH DFND1 24,35400
ATMOS ENERGY CORPCOM049560105189,2861,796,057SH DFND11,790,12605,931
ATN INTERNATIONAL INCCOM00215F1078,674150,262SH DFND1150,26200
ATOMERA INCCOM04965B10039077,700SH DFND177,70000
ATOSSA GENETICS INCCOM PAR04962H50622989,903SH DFND189,90300
ATRICURE INCCOM04963C20914,586488,836SH DFND1488,83600
ATRION CORPORATIONCOM04990410518,04121,157SH DFND121,15700
AUBURN NATL BANCORPORATIONCOM0504731072758,213SH DFND18,21300
AUDENTES THERAPEUTICS INCCOM05070R10419,436513,384SH DFND1513,38400
AUDIOCODES LTDORDM1534210431820,574SH DFND120,57400
AUDIOCODES LTDORDM1534210420813,445SH DFND1 213,44500
AUDIOEYE INCCOM NEW05073420123529,792SH DFND129,79200
AURINIA PHARMACEUTICALS INCCOM05156V10242764,985SH DFND164,98500
AURORA CANNABIS INCCOMSTK05156X1081,089144,003SH DFND1144,00300
AURORA CANNABIS INCCOM05156X1088410,747SH DFND110,74700
AUTODESK INCCOM052769106474,7462,919,779SH DFND12,900,303019,476
AUTOHOME INC-ADRSP ADR RP CL A05278C10711,565135,928SH DFND1135,92800
AUTOHOME INC-ADRSP ADR RP CL A05278C10734407SH DFND1 240700
AUTOLIV INCCOM05280010953,877764,697SH DFND1764,69700
AUTOLUS THERAPEUTICS PLCSPON ADS05280R10018211,332SH DFND111,33200
AUTOMATIC DATA PROCESSINGCOM0530151031,180,9047,152,279SH DFND17,112,624039,655
AUTOMATIC DATA PROCESSINGCOM053015103535SH DFND1 23500
AUTONATION INCCOM05329W10226,372628,819SH DFND1618,366010,453
AUTOWEB INCCOM05335B10027477,300SH DFND177,30000
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AUTOZONE INCCOM05333210288SH DFND1 2800
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BRIXMOR PROPERTY GROUP INCCOM11120U10596,9835,424,136SH DFND15,366,771057,365
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BROADCOM INCCOM11135F1012380SH DFND1 28000
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BROADWIND ENERGY INCCOM NEW11161T20718684,042SH DFND184,04200
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BROOKFIELD PROPERTY PARTNERSUNIT LTD PARTNG162491075,822308,225SH DFND1308,22500
BROOKFIELD PROPERTY REIT I-ACL A11282X1035,347283,060SH DFND1283,06000
BROOKLINE BANCORP INCCOM11373M10716,4721,071,024SH DFND11,071,02400
BROOKS AUTOMATION INCCOM11434010236,018929,504SH DFND1929,50400
BROWN & BROWN INCCOM11523610194,9292,828,654SH DFND12,785,791042,863
BROWN-FORMAN CORP-CLASS ACL A1156371008,526155,022SH DFND1155,02200
BROWN-FORMAN CORP-CLASS BCL B115637209169,1223,056,224SH DFND13,048,24707,977
BRP INC/CA- SUB VOTINGCOM SUN VTG05577W20085724,000SH DFND124,00000
BRT APARTMENTS CORPCOM0556453033,612255,673SH DFND1255,67300
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BRUNSWICK CORPCOM11704310941,734909,450SH DFND1893,509015,941
BRUNSWICK CORPCOM1170431092,15146,878SH DFND1 246,87800
BRYN MAWR BANK CORPCOM1176651099,588256,920SH DFND1256,92000
BSQUARE CORPCOM NEW11776U3005951,409SH DFND151,40900
BT GROUP PLC-SPON ADRADR05577E10124619,280SH DFND118,7020578
BUCKEYE PARTNERS LPUNIT LTD PARTN11823010153513,039SH DFND1 213,03900
BUCKLE INC/THECOM1184401066,778391,604SH DFND1391,60400
BUILD-A-BEAR WORKSHOP INCCOM12007610453896,345SH DFND196,34500
BUILDERS FIRSTSOURCE INCCOM12008R10725,0841,487,787SH DFND11,487,78700
BUILDERS FIRSTSOURCE INCCOM12008R107331,996SH DFND1 21,99600
BUNGE LTDCOMG1696210581,8811,470,768SH DFND11,470,76800
BURLINGTON STORES INCCOM122017106114,717674,706SH DFND1674,70600
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BUSINESS FIRST BANCSHARESCOM12326C1053,642143,113SH DFND1143,11300
BWX TECHNOLOGIES INCCOM05605H10049,841956,658SH DFND1956,65800
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C.H. ROBINSON WORLDWIDE INCCOM NEW12541W209177,8682,109,925SH DFND12,103,38106,544
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CABOT CORPCOM12705510129,432616,894SH DFND1606,192010,702
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CABOT OIL & GAS CORPCOM127097103142,4146,213,543SH DFND16,193,244020,299
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CACI INTERNATIONAL INC -CL ACL A12719030457,233279,745SH DFND1275,19104,554
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CADENCE DESIGN SYS INCCOM127387108371,7795,257,024SH DFND15,232,141024,883
CADENCE DESIGN SYS INCCOM1273871081,10715,642SH DFND1 215,64200
CADIZ INCCOM NEW1275372072,783247,402SH DFND1247,40200
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CALIFORNIA RESOURCES CORPCOM NEW13057Q20613,756699,027SH DFND1699,02700
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CAROLINA FINANCIAL CORPCOM1438731079,348266,401SH DFND1266,40100
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CARTER BANK & TRUSTCOM1461021084,227214,050SH DFND1214,05000
CARTER'S INCCOM14622910947,993492,042SH DFND1483,76508,277
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CASELLA WASTE SYSTEMS INC-ACL A14744810422,949579,084SH DFND1579,08400
CASEY'S GENERAL STORES INCCOM14752810365,763421,588SH DFND1414,88106,707
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CATCHMARK TIMBER TRUST INC-ACL A14912Y2026,289601,837SH DFND1601,83700
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CENTRAL GARDEN & PET COCOM1535271062188,104SH DFND18,10400
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CENTURY COMMUNITIES INCCOM1565043008,966337,322SH DFND1337,32200
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CHARLES RIVER LABORATORIESCOM15986410769,647490,820SH DFND1481,89408,926
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CHECK POINT SOFTWARE TECHORDM22465104115,426997,514SH DFND1991,29606,218
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CHEESECAKE FACTORY INC/THECOM16307210124,960570,922SH DFND1563,30807,614
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CHEETAH MOBILE INC - ADRADR16307510432792,280SH DFND1 292,28000
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CHERRY HILL MORTGAGE INVESTMCOM1646511013,475217,247SH DFND1217,24700
CHERRY HILL MORTGAGE INVESTMCOM16465110148130,087SH DFND1 230,08700
CHESAPEAKE ENERGY CORPCOM16516710722,94411,766,370SH DFND111,574,9610191,409
CHESAPEAKE ENERGY CORPCOM165167107833427,344SH DFND1 2427,34400
CHESAPEAKE LODGING TRUSTSH BEN INT16524010227,486967,165SH DFND1967,16500
CHESAPEAKE UTILITIES CORPCOM16530310819,177201,823SH DFND1201,82300
CHEVRON CORPCOM1667641003,255,10626,197,851SH DFND126,106,929090,922
CHEVRON CORPCOM16676410036297SH DFND1 229700
CHIASMA INCCOM16706W1022,322310,945SH DFND1310,94500
CHICO'S FAS INCCOM1686151025,0711,504,776SH DFND11,504,4760300
CHILDREN'S PLACE INC/THECOM16890510719,855208,172SH DFND1208,17200
CHIMERA INVESTMENT CORPCOM NEW16934Q20850,3172,644,755SH DFND12,639,23905,516
CHIMERIX INCCOM16934W1063,445797,601SH DFND1797,60100
CHINA AUTOMOTIVE SYSTEMS INCCOM16936R1053013,333SH DFND113,33300
CHINA BIOLOGIC PRODUCTS HOLDCOMG215151042,66727,987SH DFND127,98700
CHINA CERAMICS CO LTDSHS NEWG2113X134910,848SH DFND110,84800
CHINA HGS REAL ESTATE INCCOM16948W1001113,939SH DFND113,93900
CHINA INTERNET NATIONWIDE FISHSG2120A1012411,616SH DFND111,61600
CHINA JO-JO DRUGSTORES INCCOM NEW16949A206116105,303SH DFND1105,30300
CHINA NATURAL RESOURCES INCCOMG2110U1091911,233SH DFND111,23300
CHINA RECYCLING ENERGY CORPCOM NEW1689132001332,325SH DFND132,32500
CHINA XD PLASTICS CO LTDCOM16948F1075526,293SH DFND126,29300
CHINA YUCHAI INTL LTDCOMG2108210555036,749SH DFND1 236,74900
CHIPOTLE MEXICAN GRILL INCCOM169656105271,911371,639SH DFND1370,47601,163
CHOICE HOTELS INTL INCCOM16990510630,270347,893SH DFND1347,864029
CHROMADEX CORPCOM NEW1710774071,943417,955SH DFND1417,95500
CHUBB LTDCOMH1467J104918,8976,248,710SH DFND16,226,685022,025
CHUNGHWA TELECOM LT-SPON ADRSPON ADR NEW1117133Q50243111,508SH DFND110,05401,454
CHURCH & DWIGHT CO INCCOM171340102285,0893,908,201SH DFND13,896,462011,739
CHURCHILL DOWNS INCCOM17148410854,706475,420SH DFND1468,94306,477
CHUY'S HOLDINGS INCCOM1716041015,246228,911SH DFND1228,91100
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR20442910457220,248SH DFND1 220,24800
CIA CERVECERIAS UNI-SPON ADRSPONSORED ADR204429104169SH DFND16900
CIA ENERGETICA DE-SPON ADRSP ADR N-V PFD20440960134690,859SH DFND182,63308,226
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B40718914,938SH DFND114,1380800
CIA PARANAENSE ENER-SP ADR PSPON ADR PFD20441B407493,883SH DFND1 23,88300
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10230825,339SH DFND1 225,33900
CIA SANEAMENTO BASICO DE-ADRSPONSORED ADR20441A10216113,263SH DFND111,98401,279
CIDARA THERAPEUTICS INCCOM17175710711266,975SH DFND166,97500
CIENA CORPCOM NEW17177930979,9151,942,993SH DFND11,916,788026,205
CIENA CORPCOM NEW17177930962715,249SH DFND1 215,24900
CIGNA CORPCOM125523100825,2875,247,366SH DFND15,228,517018,849
CIGNA CORPCOM125523100642SH DFND1 24200
CIM COMMERCIAL TRUST CORPCOM1255251052,322112,639SH DFND1112,63900
CIMAREX ENERGY COCOM17179810192,0521,554,058SH DFND11,549,19404,864
CIMAREX ENERGY COCOM1717981011342,275SH DFND1 22,27500
CIMPRESS NVSHS EURON2014610111,438125,851SH DFND1125,85100
CINCINNATI BELL INCCOM NEW1718715023,089624,222SH DFND1624,22200
CINCINNATI FINANCIAL CORPCOM172062101260,7922,519,383SH DFND12,511,85707,526
CINEDIGM CORP - ACOM NEW1724062093929,345SH DFND129,34500
CINEMARK HOLDINGS INCCOM17243V10243,8251,214,465SH DFND11,194,956019,509
CINEMARK HOLDINGS INCCOM17243V102371,047SH DFND1 21,04700
CINER RESOURCES LPCOM UNIT LTD17246410994148,540SH DFND1 248,54000
CINTAS CORPCOM172908105305,8591,291,099SH DFND11,282,78708,312
CIRCOR INTERNATIONAL INCCOM17273K10911,206243,610SH DFND1243,61000
CIRCOR INTERNATIONAL INCCOM17273K10969015,000SH DFND1 215,00000
CIRRUS LOGIC INCCOM17275510038,383878,340SH DFND1867,701010,639
CISCO SYSTEMS INCCOM17275R1023,239,35759,276,615SH DFND158,888,1190388,496
CISCO SYSTEMS INCCOM17275R102991,823SH DFND1 21,82300
CISION LTDSHSG1992S10911,9381,017,811SH DFND11,017,81100
CIT GROUP INCCOM NEW12558180152,5431,000,849SH DFND11,000,84900
CITI TRENDS INCCOM17306X1022,478169,495SH DFND1169,49500
CITI TRENDS INCCOM17306X10223716,229SH DFND1 216,22900
CITIGROUP INCCOM NEW1729674242,216,69831,711,214SH DFND131,597,6270113,587
CITIGROUP INCCOM NEW17296742438547SH DFND1 254700
CITIZENS & NORTHERN CORPCOM1729221063,525133,894SH DFND1133,89400
CITIZENS COMMUNITY BANCORP ICOM17490310421019,448SH DFND119,44800
CITIZENS FINANCIAL GROUPCOM174610105238,1606,746,242SH DFND16,724,401021,841
CITIZENS FINANCIAL GROUPCOM174610105371,062SH DFND1 21,06200
CITIZENS FIRST CORPCOM17462Q10737914,760SH DFND114,76000
CITIZENS HOLDING COMPANYCOM17471510228713,960SH DFND113,96000
CITIZENS INCCL A1747401004,365598,000SH DFND1598,00000
CITRIX SYSTEMS INCCOM177376100190,9861,947,565SH DFND11,936,190011,375
CITRIX SYSTEMS INCCOM1773761001,92419,610SH DFND1 219,61000
CITY HOLDING COCOM17783510517,199225,544SH DFND1225,54400
CITY OFFICE REIT INCCOM1785871015,906492,624SH DFND1492,62400
CIVISTA BANCSHARES INCCOM NO PAR1788671074,198187,018SH DFND1187,01800
CLARIVATE ANALYTICS PLC-CW23*W EXP 11/09/201G2181011710,5482,220,650SH DFND1 22,220,65000
CLARUS CORPCOM18270P1094,402304,907SH DFND1304,90700
CLARUS CORPCOM18270P1095349SH DFND1 234900
CLEAN ENERGY FUELS CORPCOM1844991015,1341,922,966SH DFND11,922,96600
CLEAN HARBORS INCCOM18449610738,303538,728SH DFND1529,42009,308
CLEAR CHANNEL OUTDOOR HOLDINCOM18453H1062,410510,677SH DFND1509,15601,521
CLEARBRIDGE ENERGY MIDSTREAMCOM18469P100959104,317SH DFND1 2104,31700
CLEARFIELD INCCOM18482P1031,732130,784SH DFND1130,78400
CLEARONE INCCOM18506U104236105,899SH DFND1105,89900
CLEARSIDE BIOMEDICAL INCCOM185063104239245,988SH DFND1245,98800
CLEARSIGN COMBUSTION CORPCOM185064102174151,477SH DFND1151,47700
CLEARWATER PAPER CORPCOM18538R1033,700200,149SH DFND1200,14900
CLEARWAY ENERGY INC-ACL A18539C1059,273573,174SH DFND1572,6630511
CLEARWAY ENERGY INC-CCL C18539C20417,1271,015,847SH DFND11,015,4520395
CLEVELAND BIOLABS INCCOM NEW1858602022517,598SH DFND117,59800
CLEVELAND-CLIFFS INCCOM18589910136,8873,457,146SH DFND13,455,97501,171
CLIPPER REALTY INCCOM18885T3061,766157,999SH DFND1157,99900
CLOROX COMPANYCOM189054109348,3922,278,665SH DFND12,272,29006,375
CLOUDERA INCCOM18914U10014,7632,806,702SH DFND12,806,70200
CLOUGH GLBL OPPORTUNITIES FDSH BEN INT18914E10624225,897SH DFND1 225,89700
CLOVIS ONCOLOGY INCCOM18946410010,306693,100SH DFND1692,9990101
CM FINANCE INCCOM12574Q1037710,178SH DFND110,17800
CME GROUP INCCOM12572Q1051,018,8535,253,139SH DFND15,235,153017,986
CMS ENERGY CORPCOM125896100252,1914,361,998SH DFND14,348,477013,521
CNA FINANCIAL CORPCOM12611710013,083277,954SH DFND1276,64701,307
CNB FINANCIAL CORP/PACOM1261281075,383190,640SH DFND1190,64000
CNO FINANCIAL GROUP INCCOM12621E10332,8941,972,100SH DFND11,942,815029,285
CNOOC LTD-SPON ADRSPONSORED ADR1261321097574,448SH DFND14,44800
CNX RESOURCES CORPCOM12653C10818,1242,479,480SH DFND12,443,698035,782
COASTAL FINANCIAL CORP/WACOM NEW19046P20963340,971SH DFND140,97100
COCA-COLA CO/THECOM1912161002,496,95149,119,119SH DFND148,927,6800191,439
COCA-COLA CO/THECOM1912161007148SH DFND1 214800
COCA-COLA CONSOLIDATED INCCOM19109810228,41594,955SH DFND194,95500
COCA-COLA CONSOLIDATED INCCOM1910981023941,319SH DFND1 21,31900
COCA-COLA EUROPEAN PARTNERSSHSG2583910447,444843,843SH DFND1843,2430600
COCA-COLA EUROPEAN PARTNERSSHSG2583910427495SH DFND1 249500
CODA OCTOPUS GROUP INCCOM NEW19188U20666651,071SH DFND151,07100
CODEXIS INCCOM19200510611,912646,380SH DFND1645,5070873
CO-DIAGNOSTICS INCCOM1897631053948,285SH DFND148,28500
CODORUS VALLEY BANCORP INCCOM1920251042,318100,790SH DFND1100,79000
COEUR MINING INCCOM NEW19210850411,0882,554,905SH DFND12,554,90500
COFFEE HOLDING CO INCCOM19217610518144,422SH DFND144,42200
COGENT COMMUNICATIONS HOLDINCOM NEW19239V30238,538649,226SH DFND1649,22600
COGNEX CORPCOM19242210396,7232,017,182SH DFND11,985,810031,372
COGNIZANT TECH SOLUTIONS-ACL A192446102494,0577,808,017SH DFND17,757,562050,455
COGNIZANT TECH SOLUTIONS-ACL A1924461021021,620SH DFND1 21,62000
COHBAR INCCOM19249J109329191,471SH DFND1191,47100
COHEN & STEERS INCCOM19247A10020,370396,002SH DFND1396,00200
COHEN & STEERS INCCOM19247A1003747,278SH DFND1 27,27800
COHERENT INCCOM19247910337,065271,799SH DFND1267,37004,429
COHERUS BIOSCIENCES INCCOM19249H10317,480790,963SH DFND1790,96300
COHU INCCOM1925761068,064522,670SH DFND1522,67000
COLFAX CORPCOM19401410627,796991,656SH DFND1973,266018,390
COLFAX CORPCOM194014106351,282SH DFND1 21,28200
COLGATE-PALMOLIVE COCOM194162103946,09913,216,017SH DFND113,173,832042,185
COLLECTORS UNIVERSECOM NEW19421R2002,222104,151SH DFND1104,15100
COLLECTORS UNIVERSECOM NEW19421R2001,17154,904SH DFND1 254,90400
COLLEGIUM PHARMACEUTICAL INCCOM19459J1045,297402,884SH DFND1401,85401,030
COLLIERS INTERNATIONAL GROUPSUB VTG SHS1946931072,28131,915SH DFND131,91500
COLONY BANKCORPCOM19623P1011,06162,634SH DFND162,63400
COLONY CAPITAL INCCL A COM19626G10825,3925,078,474SH DFND15,070,40908,065
COLONY CREDIT REAL ESTATE INCOM CL A19625T10116,1561,042,366SH DFND11,042,36600
COLUMBIA BANKING SYSTEM INCCOM19723610235,138971,223SH DFND1971,22300
COLUMBIA FINANCIAL INCCOM19764110310,935724,237SH DFND1724,23700
COLUMBIA PROPERTY TRUST INCCOM NEW19828720334,3931,658,312SH DFND11,658,31200
COLUMBIA SPORTSWEAR COCOM19851610635,399353,432SH DFND1353,43200
COLUMBUS MCKINNON CORP/NYCOM19933310512,113288,619SH DFND1288,61900
COMCAST CORP-CLASS ACL A20030N1012,748,95865,120,837SH DFND164,710,1000410,737
COMCAST CORP-CLASS ACL A20030N1013237,647SH DFND1 27,64700
COMERICA INCCOM200340107171,5042,364,891SH DFND12,357,49807,393
COMERICA INCCOM2003401073635,010SH DFND1 25,01000
COMFORT SYSTEMS USA INCCOM19990810424,966489,644SH DFND1489,64400
COMFORT SYSTEMS USA INCCOM1999081041011,986SH DFND1 21,98600
COMMERCE BANCSHARES INCCOM20052510371,0041,190,156SH DFND11,172,147018,009
COMMERCIAL METALS COCOM20172310326,1831,466,838SH DFND11,445,252021,586
COMMERCIAL VEHICLE GROUP INCCOM2026081053,185397,148SH DFND1397,14800
COMMERCIAL VEHICLE GROUP INCCOM20260810548961,036SH DFND1 261,03600
COMMSCOPE HOLDING CO INCCOM20337X10934,7442,210,165SH DFND12,210,16500
COMMSCOPE HOLDING CO INCCOM20337X10918811,954SH DFND1 211,95400
COMMUNICATIONS SYSTEMS INCCOM2039001057826,144SH DFND126,14400
COMMUNITY BANK SYSTEM INCCOM20360710642,495645,438SH DFND1645,43800
COMMUNITY BANKERS TRUST CORPCOM2036121062,701318,895SH DFND1318,89500
COMMUNITY FINANCIAL CORP/THECOM20368X1011,85354,937SH DFND154,93700
COMMUNITY HEALTH SYSTEMS INCCOM2036681083,4661,298,187SH DFND11,298,18700
COMMUNITY HEALTH SYSTEMS INCCOM20366810821078,920SH DFND1 278,92000
COMMUNITY HEALTHCARE TRUST ICOM20369C1069,046229,555SH DFND1229,55500
COMMUNITY TRUST BANCORP INCCOM20414910810,007236,644SH DFND1236,64400
COMMVAULT SYSTEMS INCCOM20416610227,616556,567SH DFND1549,54307,024
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q10446824,535SH DFND1 224,53500
COMPASS MINERALS INTERNATIONCOM20451N10123,495427,578SH DFND1421,14906,429
COMPUGEN LTDORDM2572210516944,192SH DFND144,19200
COMPUTER PROGRAMS & SYSTEMSCOM2053061034,640166,996SH DFND1166,5230473
COMPUTER PROGRAMS & SYSTEMSCOM20530610363022,687SH DFND1 222,68700
COMPUTER TASK GROUP INCCOM20547710229974,797SH DFND174,79700
COMPX INTERNATIONAL INCCL A20563P10117010,077SH DFND110,07700
COMSCORE INCCOM20564W1053,315642,486SH DFND1642,48600
COMSTOCK MINING INCCOM NEW2057502011056,140SH DFND156,14000
COMSTOCK RESOURCES INCCOM2057683021,073192,750SH DFND1192,75000
COMTECH TELECOMMUNICATIONSCOM NEW20582620910,092359,035SH DFND1358,986049
CONAGRA BRANDS INCCOM205887102182,6816,900,505SH DFND16,876,375024,130
CONATUS PHARMACEUTICALS INCCOM20600T10862239,083SH DFND1238,1020981
CONCERT PHARMACEUTICALS INCCOM2060221052,944245,367SH DFND1245,36700
CONCHO RESOURCES INCCOM20605P101293,4532,849,050SH DFND12,839,47909,571
CONCHO RESOURCES INCCOM20605P101882SH DFND1 28200
CONCRETE PUMPING HOLDINGS INCOM2067041081,578308,383SH DFND1308,38300
CONDUENT INCCOM20678710320,9532,184,897SH DFND12,184,89700
CONDUENT INCCOM20678710317818,664SH DFND1 218,66400
CONFORMIS INCCOM20717E1014,101940,700SH DFND1940,70000
CONFORMIS INCCOM20717E10128665,723SH DFND1 265,72300
CONIFER HOLDINGS INCCOM20731J1026616,566SH DFND116,56600
CONMED CORPCOM20741010131,906372,866SH DFND1372,86600
CONNECTICUT WATER SVC INCCOM20779710111,273161,699SH DFND1161,69900
CONNECTONE BANCORP INCCOM20786W1079,583422,947SH DFND1422,94700
CONN'S INCCOM2082421075,378301,851SH DFND1301,85100
CONOCOPHILLIPSCOM20825C104967,23315,883,746SH DFND115,829,802053,944
CONOCOPHILLIPSCOM20825C1045178,482SH DFND1 28,48200
CONS TOMOKA LAND CO-FLORIDACOM2102261064,01967,321SH DFND167,32100
CONSOL COAL RESOURCES LPCOM UNIT20855T10029917,988SH DFND1 217,98800
CONSOL ENERGY INCCOM20854L1089,603360,890SH DFND1360,89000
CONSOL ENERGY INCCOM20854L1081294,883SH DFND1 24,88300
CONSOLIDATED COMMUNICATIONSCOM2090341074,451902,951SH DFND1902,95100
CONSOLIDATED EDISON INCCOM209115104433,4174,951,257SH DFND14,935,642015,615
CONSOLIDATED WATER CO-ORD SHORDG2377310798669,151SH DFND169,15100
CONSTELLATION BRANDS INC-ACL A21036P108422,2722,148,295SH DFND12,140,31707,978
CONSTELLATION BRANDS INC-ACL A21036P10866336SH DFND1 233600
CONSTELLATION PHARMACEUTICALCOM2103731061,292105,234SH DFND1105,23400
CONSTRUCTION PARTNERS INC-ACOM CL A21044C1072,225148,143SH DFND1148,14300
CONSUMER PORTFOLIO SERVICESCOM210502100422111,189SH DFND1111,18900
CONTAINER STORE GROUP INC/THCOM2107511031,377188,204SH DFND1188,20400
CONTANGO OIL & GASCOM NEW21075N204309178,058SH DFND1178,05800
CONTINENTAL BUILDING PRODUCTCOM21117110312,300462,937SH DFND1462,93700
CONTINENTAL BUILDING PRODUCTCOM2111711032368,910SH DFND1 28,91000
CONTINENTAL RESOURCES INC/OKCOM21201510135,708849,043SH DFND1849,04300
CONTINENTAL RESOURCES INC/OKCOM212015101461,096SH DFND1 21,09600
CONTRAFECT CORPCOM212326102269528,015SH DFND1528,01500
CONTROL4 CORPCOM21240D1078,267348,099SH DFND1348,09900
CONTURA ENERGY INCCOM21241B1006,501125,268SH DFND1125,26800
CONTURA ENERGY INCCOM21241B100601,162SH DFND1 21,16200
COOL HOLDINGS INCCOM21640C1055735,532SH DFND135,53200
COOPER COS INC/THECOM NEW216648402242,462720,943SH DFND1718,58502,358
COOPER COS INC/THECOM NEW21664840237111SH DFND1 211100
COOPER TIRE & RUBBERCOM21683110719,636622,395SH DFND1622,39500
COOPER-STANDARD HOLDINGCOM21676P1039,391204,959SH DFND1204,95900
COPA HOLDINGS SA-CLASS ACL AP310761058,87690,975SH DFND190,97500
COPART INCCOM217204106226,6743,037,867SH DFND13,028,26609,601
COPART INCCOM2172041062243,009SH DFND1 23,00900
CORBUS PHARMACEUTICALS HOLDICOM21833P1034,821695,675SH DFND1695,67500
CORCEPT THERAPEUTICS INCCOM21835210215,4361,384,472SH DFND11,384,47200
CORE LABORATORIES N.V.COMN2271710717,824341,059SH DFND1332,94008,119
CORE MOLDING TECHNOLOGIES INCOM21868310030741,150SH DFND141,15000
CORECIVIC INCCOM21871N10140,6191,956,630SH DFND11,934,834021,796
CORECIVIC INCCOM21871N10193545,070SH DFND1 245,07000
CORELOGIC INCCOM21871D10340,290963,200SH DFND1947,233015,967
CORE-MARK HOLDING CO INCCOM21868110429,948754,002SH DFND1754,00200
CORENERGY INFRASTRUCTURE TRUCOM NEW21870U5026,104153,923SH DFND1152,77501,148
COREPOINT LODGING INCCOM21872L1048,423679,863SH DFND1674,98604,877
CORESITE REALTY CORPCOM21870Q10543,148374,654SH DFND1367,89906,755
CORINDUS VASCULAR ROBOTICS ICOM2187301093,7801,268,603SH DFND11,268,60300
CORMEDIX INCCOM21900C3082,628293,000SH DFND1293,00000
CORNERSTONE BUILDING BRANDSCOM21925D1092,992513,295SH DFND1513,29500
CORNERSTONE ONDEMAND INCCOM21925Y10344,570769,384SH DFND1769,38400
CORNERSTONE ONDEMAND INCCOM21925Y10353925SH DFND1 292500
CORNING INCCOM219350105370,39511,165,889SH DFND111,126,678039,211
CORNING INCCOM21935010523712SH DFND1 271200
CORPORATE OFFICE PROPERTIESSH BEN INT22002T10841,7871,584,650SH DFND11,564,164020,486
CORREVIO PHARMA CORPCOM22026V1059845,429SH DFND145,42900
CORTEVA INCCOM22052L104315,00610,670,456SH DFND110,634,327036,129
CORTEVA INCCOM22052L10490430,577SH DFND1 230,57700
CORTEXYME INCCOM22053A1072,29453,976SH DFND153,97600
CORVEL CORPCOM22100610918,017207,075SH DFND1207,07500
CORVEL CORPCOM2210061091,59318,318SH DFND1 218,31800
CORVUS PHARMACEUTICALS INCCOM221015100429114,794SH DFND1114,79400
COSAN LTD-CLASS A SHARESSHS AG2534310749737,208SH DFND1 237,20800
COSTAMARE INCSHSY1771G1021,154225,092SH DFND1224,2280864
COSTAR GROUP INCCOM22160N109211,167381,391SH DFND1381,39100
COSTAR GROUP INCCOM22160N1097811,411SH DFND1 21,41100
COSTCO WHOLESALE CORPCOM22160K1051,574,5535,969,246SH DFND15,929,675039,571
COTY INC-CL ACOM CL A22207020357,6874,312,402SH DFND14,297,977014,425
COUNTERPATH CORPCOM PAR22228P3022617,127SH DFND117,12700
COUNTY BANCORP INCCOM22190710873442,990SH DFND142,99000
COUPA SOFTWARE INCCOM22266L10678,991623,897SH DFND1623,6060291
COUPA SOFTWARE INCCOM22266L10661486SH DFND1 248600
COUSINS PROPERTIES INCCOM NEW22279550273,7812,039,842SH DFND12,013,238026,604
COVANTA HOLDING CORPCOM22282E10226,1101,457,873SH DFND11,456,9920881
COVENANT TRANSPORT GRP-CL ACL A22284P1052,361160,541SH DFND1160,54100
COVENANT TRANSPORT GRP-CL ACL A22284P10519213,112SH DFND1 213,11200
COVETRUS INCCOM22304C10026,8131,096,225SH DFND11,078,639017,586
COVIA HOLDINGS CORPCOM22305A103836426,699SH DFND1426,69900
COWEN INC - ACL A NEW2236226066,371370,647SH DFND1369,49901,148
CPI AEROSTRUCTURES INCCOM NEW12591930858669,739SH DFND169,73900
CPI CARD GROUP INCCOM NEW12634H2005120,190SH DFND120,0190171
CRA INTERNATIONAL INCCOM12618T1054,009104,610SH DFND1104,61000
CRA INTERNATIONAL INCCOM12618T105571,497SH DFND1 21,49700
CRACKER BARREL OLD COUNTRYCOM22410J10662,327364,409SH DFND1359,85904,550
CRAFT BREW ALLIANCE INCCOM2241221012,064147,550SH DFND1147,55000
CRANE COCOM22439910544,384531,936SH DFND1521,771010,165
CRAWFORD & CO -CL BCL B22463310782388,469SH DFND188,46900
CRAWFORD & COMPANY -CL ACL A2246332061,638155,632SH DFND1155,63200
CRAWFORD & COMPANY -CL ACL A224633206333,200SH DFND1 23,20000
CRAY INCCOM NEW22522330420,657593,252SH DFND1593,25200
CREDICORP LTDCOMG2519Y10838,855170,716SH DFND1170,5400176
CREDIT ACCEPTANCE CORPCOM22531010182,455170,164SH DFND1170,16400
CREDIT SUISSE ASSET MGMT INCCOM2249161069229,644SH DFND1 229,64400
CREDIT SUISSE GROUP-SPON ADRSPONSORED ADR22540110867956,785SH DFND155,48101,304
CREE INCCOM22544710165,9681,174,230SH DFND11,154,961019,269
CRESUD S.A.-SPONS ADRSPONSORED ADR22640610635333,684SH DFND133,68400
CRH PLC-SPONSORED ADRADR12626K2031,94959,518SH DFND158,5360982
CRINETICS PHARMACEUTICALS INCOM22663K1072,988119,535SH DFND1119,53500
CRISPR THERAPEUTICS AGNAMEN AKTH171821081,82238,700SH DFND138,70000
CRITEO SA-SPON ADRSPONS ADS2267181041,12765,489SH DFND1 265,48900
CRITEO SA-SPON ADRSPONS ADS22671810474943,561SH DFND143,56100
CROCS INCCOM22704610920,2801,026,854SH DFND11,026,85400
CRONOS GROUP INCCOMSTK22717L10161739,810SH DFND139,81000
CROSS COUNTRY HEALTHCARE INCCOM2274831044,254453,546SH DFND1453,54600
CROWN CASTLE INTL CORPCOM22822V101718,5975,520,282SH DFND15,500,315019,967
CROWN CRAFTS INCCOM2283091005411,684SH DFND111,68400
CROWN HOLDINGS INCCOM22836810684,2911,380,512SH DFND11,380,51200
CRYOLIFE INCCOM22890310012,951432,735SH DFND1432,73500
CRYOPORT INCCOM PAR $0.0012290503077,383403,031SH DFND1401,62701,404
CSG SYSTEMS INTL INCCOM12634910926,490542,513SH DFND1542,51300
CSI COMPRESSCO LPCOM UNIT12637A10321861,806SH DFND161,80600
CSS INDUSTRIES INCCOM12590610727556,455SH DFND156,45500
CSW INDUSTRIALS INCCOM12640210613,856203,324SH DFND1203,32400
CSX CORPCOM126408103863,56011,180,639SH DFND111,109,239071,400
CSX CORPCOM12640810362811SH DFND1 281100
CTI BIOPHARMA CORPCOM12648L601392456,654SH DFND1456,65400
CTO 4.5 03/15/20NOTE 4.500% 3/1210226AB218,04917,713,000PRN DFND1 217,713,00000
CTRIP.COM INTERNATIONAL-ADRSPONSORED ADS22943F10044,0501,199,326SH DFND11,178,680020,646
CTRP 1 07/01/20NOTE 1.000% 7/022943FAF77,8868,000,000PRN DFND1 28,000,00000
CTS CORPCOM12650110511,257408,187SH DFND1408,18700
CUBESMART COM22966310992,3982,763,118SH DFND12,763,11800
CUBIC CORPCOM22966910623,636366,570SH DFND1366,57000
CUE BIOPHARMA INCCOM22978P1061,844205,128SH DFND1205,12800
CUI GLOBAL INCCOM NEW12657620699121,210SH DFND1121,21000
CULLEN/FROST BANKERS INCCOM22989910960,242643,199SH DFND1631,648011,551
CULLEN/FROST BANKERS INCCOM22989910928307SH DFND1 230700
CULP INCCOM2302151052,315121,872SH DFND1121,87200
CUMBERLAND PHARMACEUTICALSCOM23077010930948,610SH DFND148,61000
CUMMINS INCCOM231021106427,9702,501,283SH DFND12,493,88407,399
CUMMINS INCCOM2310211067504,383SH DFND1 24,38300
CUMULUS MEDIA INC-CL ACOM CLASS A2310828011,24267,010SH DFND167,01000
CURIS INCCOM NEW231269200489262,935SH DFND1262,93500
CURO GROUP HOLDINGS CORPCOM23131L1073,640329,418SH DFND1329,41800
CURTISS-WRIGHT CORPCOM23156110157,778454,482SH DFND1446,65207,830
CUSHING RENAISSANCE FUND/THECOM23164710878855,956SH DFND1 255,95600
CUSHING RENAISSANCE-RTS W/IRIGHT 07/18/2019231647124841,366SH DFND1 241,36600
CUSHMAN & WAKEFIELD PLCSHSG2717B1088,624482,347SH DFND1482,34700
CUSTOMERS BANCORP INCCOM23204G1007,667365,118SH DFND1365,11800
CUTERA INCCOM2321091083,916188,469SH DFND1188,46900
CVB FINANCIAL CORPCOM12660010532,3811,539,768SH DFND11,539,76800
CVD EQUIPMENT CORPCOM12660110314740,414SH DFND140,41400
CVR ENERGY INCCOM12662P10818,167363,415SH DFND1363,41500
CVS HEALTH CORPCOM126650100977,01617,958,918SH DFND117,894,696064,222
CVS HEALTH CORPCOM1266501003336,129SH DFND1 26,12900
CY 2 02/01/23NOTE 2.000% 2/0232806AP43,5383,000,000PRN DFND1 23,000,00000
CY 4.5 01/15/22NOTE 4.500% 1/1232806AM18,3975,000,000PRN DFND1 25,000,00000
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V10826,356206,427SH DFND1206,42700
CYBERARK SOFTWARE LTD/ISRAELSHSM2682V1088826,906SH DFND1 26,90600
CYBEROPTICS CORPCOM23251710281950,478SH DFND150,47800
CYCLACEL PHARMACEUTICALS INCCOM PAR23254L4054381,343SH DFND181,34300
CYCLERION THERAPEUTICS INCCOM23255M1052,764241,446SH DFND1241,44600
CYMABAY THERAPEUTICS INCCOM23257D1036,305880,713SH DFND1880,71300
CYPRESS SEMICONDUCTOR CORPCOM23280610992,1054,141,449SH DFND14,072,000069,449
CYPRESS SEMICONDUCTOR CORPCOM23280610953424,014SH DFND1 224,01400
CYRUSONE INCCOM23283R10072,6631,258,896SH DFND11,238,177020,719
CYTOKINETICS INCCOM NEW23282W6058,432749,532SH DFND1749,53200
CYTOKINETICS INCCOM NEW23282W605514,601SH DFND1 24,60100
CYTOMX THERAPEUTICS INCCOM23284F1056,720598,991SH DFND1598,99100
CYTORI THERAPEUTICS INCCOM PAR23283K402316,632SH DFND116,63200
CYTOSORBENTS CORPCOM NEW23283X2062,292346,839SH DFND1346,83900
DAILY JOURNAL CORPCOM2339121042,70311,359SH DFND111,35900
DAKTRONICS INCCOM2342641092,978482,695SH DFND1482,69500
DANA INCCOM23582520537,3951,875,419SH DFND11,849,074026,345
DANA INCCOM2358252058437SH DFND1 243700
DANAHER CORPCOM2358511021,236,1928,664,831SH DFND18,634,282030,549
DANAHER CORPCOM23585110216114SH DFND1 211400
DARDEN RESTAURANTS INCCOM237194105243,4652,002,779SH DFND11,996,06606,713
DARDEN RESTAURANTS INCCOM23719410512103SH DFND1 210300
DARE BIOSCIENCE INCCOM23666P101122144,054SH DFND1144,05400
DARLING INGREDIENTS INCCOM23726610139,8792,005,013SH DFND12,004,1080905
DASAN ZHONE SOLUTIONS INCCOM NEW23305L2061,26197,112SH DFND197,11200
DASEKE INCCOM23753F1072,462683,900SH DFND1683,90000
DASEKE INC-CW20*W EXP 02/27/20223753F1154892,222,892SH DFND1 22,222,89200
DATA I/O CORPCOM23769010218440,918SH DFND140,91800
DAVE & BUSTER'S ENTERTAINMENCOM23833710919,283476,496SH DFND1476,49600
DAVIDSTEA INCCOM2386611022821,923SH DFND121,92300
DAVITA INCCOM23918K108101,2781,803,263SH DFND11,797,19806,065
DAWSON GEOPHYSICAL COCOM239360100357143,015SH DFND1143,01500
DBV TECHNOLOGIES SA-SPON ADRSPONSORED ADR23306J10115218,600SH DFND118,60000
DEAN FOODS COCOM NEW2423702031,0041,087,887SH DFND11,083,83904,048
DECIPHERA PHARMACEUTICALS INCOM24344T1014,888216,807SH DFND1216,80700
DECKERS OUTDOOR CORPCOM24353710786,528491,721SH DFND1486,38505,336
DEERE & COCOM244199105686,1114,148,177SH DFND14,132,784015,393
DEL FRISCO'S RESTAURANT GROUCOM2450771023,445432,823SH DFND1432,82300
DEL FRISCO'S RESTAURANT GROUCOM24507710239850,000SH DFND1 250,00000
DEL TACO RESTAURANTS INCCOM2454961045,750448,566SH DFND1448,56600
DELAWARE ENHANCED GLOBAL DIVCOM24606010784385,200SH DFND1 285,20000
DELEK LOGISTICS PARTNERS LPCOM UNT RP INT24664T10346214,451SH DFND1 214,45100
DELEK US HOLDINGS INCCOM24665A10340,5391,000,482SH DFND11,000,48200
DELL TECHNOLOGIES -CCL C24703L20277,7461,531,559SH DFND11,530,53301,026
DELL TECHNOLOGIES -CCL C24703L20277115,193SH DFND1 215,19300
DELPHI TECHNOLOGIES PLCSHSG2709G10713,742687,129SH DFND1671,028016,101
DELTA AIR LINES INCCOM NEW247361702451,3907,965,635SH DFND17,936,265029,370
DELTA AIR LINES INCCOM NEW24736170224430SH DFND1 243000
DELTA APPAREL INCCOM2473681031,77076,389SH DFND176,38900
DELUXE CORPCOM24801910129,087715,387SH DFND1707,40107,986
DENALI THERAPEUTICS INCCOM24823R10517,098823,633SH DFND1823,63300
DENBURY RESOURCES INCCOM NEW2479162087,0175,659,000SH DFND15,659,00000
DENNY'S CORPCOM24869P10417,641859,286SH DFND1859,28600
DENTSPLY SIRONA INCCOM24906P109228,6043,922,860SH DFND13,911,726011,134
DENTSPLY SIRONA INCCOM24906P10947819SH DFND1 281900
DERMIRA INCCOM24983L1045,845611,462SH DFND1611,46200
DESCARTES SYSTEMS GRP/THECOM2499061082,40364,977SH DFND164,97700
DESIGNER BRANDS INC-CLASS ACL A25056510815,935831,249SH DFND1831,24900
DESTINATION MATERNITY CORPCOM25065D10012494,509SH DFND194,50900
DESTINATION XL GROUP INCCOM25065K104431245,099SH DFND1245,09900
DEVON ENERGY CORPCOM25179M103180,5946,342,693SH DFND16,322,956019,737
DEVON ENERGY CORPCOM25179M1031946,826SH DFND1 26,82600
DEXCOM INCCOM252131107167,7431,120,138SH DFND11,120,13800
DEXCOM INCCOM2521311072811,877SH DFND1 21,87700
DFB HEALTHCARE ACQUISIT - WA*W EXP 04/11/20223291E117330266,867SH DFND1 2266,86700
DHI GROUP INCCOM23331S1002,166606,886SH DFND1606,88600
DHT HOLDINGS INCSHS NEWY2065G1212,629444,910SH DFND1444,91000
DHT HOLDINGS INCSHS NEWY2065G121152,596SH DFND1 22,59600
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2054,07823,669SH DFND123,66900
DIAGEO PLC-SPONSORED ADRSPON ADR NEW25243Q2052181,268SH DFND1 21,26800
DIAMOND EAGLE ACQUISITION COUNIT 06/30/202625258L2082,076206,416SH DFND1 2206,41600
DIAMOND HILL INVESTMENT GRPCOM NEW25264R2076,62346,737SH DFND146,73700
DIAMOND HILL INVESTMENT GRPCOM NEW25264R20779564SH DFND1 256400
DIAMOND OFFSHORE DRILLINGCOM25271C1026,985787,583SH DFND1787,58300
DIAMOND S SHIPPING INCCOMY206761051,316103,072SH DFND1103,07200
DIAMONDBACK ENERGY INCCOM25278X109253,3332,328,644SH DFND12,321,26807,376
DIAMONDROCK HOSPITALITY COCOM25278430136,0403,485,576SH DFND13,485,57600
DICERNA PHARMACEUTICALS INCCOM25303110811,193710,713SH DFND1710,71300
DICK'S SPORTING GOODS INCCOM25339310233,479966,774SH DFND1954,409012,365
DICK'S SPORTING GOODS INCCOM253393102371,084SH DFND1 21,08400
DIEBOLD NIXDORF INCCOM2536511039,121995,824SH DFND1995,6240200
DIFFUSION PHARMACEUTICALS INCOM PAR2537483052810,060SH DFND110,06000
DIGI INTERNATIONAL INCCOM2537981024,599362,703SH DFND1362,70300
DIGIMARC CORPCOM25381B1016,763152,357SH DFND1152,35700
DIGITAL ALLY INCCOM NEW25382P20810673,408SH DFND173,40800
DIGITAL REALTY TRUST INCCOM253868103439,1203,733,163SH DFND13,723,083010,080
DIGITAL TURBINE INCCOM NEW25400W1024,572914,476SH DFND1914,47600
DIGITAL TURBINE INCCOM NEW25400W10216833,668SH DFND1 233,66800
DILLARDS INC-CL ACL A25406710111,773189,042SH DFND1185,78003,262
DIME COMMUNITY BANCSHARESCOM2539221088,160429,746SH DFND1429,74600
DINE BRANDS GLOBAL INCCOM25442310621,249222,582SH DFND1222,58200
DIODES INCCOM25454310120,606566,573SH DFND1566,57300
DIODES INCCOM25454310184023,120SH DFND1 223,12000
DIPLOMAT PHARMACY INCCOM25456K1014,275702,114SH DFND1702,11400
DISCOVER FINANCIAL SERVICESCOM254709108385,8144,978,607SH DFND14,961,789016,818
DISCOVER FINANCIAL SERVICESCOM25470910875972SH DFND1 297200
DISCOVERY INC - ACOM SER A25470F10481,8292,669,641SH DFND12,661,88307,758
DISCOVERY INC - ACOM SER A25470F1041113,639SH DFND1 23,63900
DISCOVERY INC-CCOM SER C25470F302151,3125,327,169SH DFND15,309,534017,635
DISH NETWORK CORP-ACL A25470M109144,9073,778,361SH DFND13,767,296011,065
DISH NETWORK CORP-ACL A25470M1093589,321SH DFND1 29,32100
DIVERSICARE HEALTHCARE SERVICOM2551041015113,755SH DFND113,75500
DIVERSIFIED RESTAURANT HOLDICOM25532M1055168,936SH DFND168,93600
DIVIDEND AND INCOME FUNDCOM NEW25538A2043,407295,797SH DFND1 2295,79700
DIXIE GROUP INCCL A2555191003764,152SH DFND164,15200
DMC GLOBAL INCCOM23291C10311,768185,776SH DFND1185,77600
DNB FINANCIAL CORPCOM2332371062,23550,270SH DFND150,27000
DOCUMENT SECURITY SYSTEMSCOM NEW25614T2002653,936SH DFND153,93600
DOCUSIGN INCCOM25616310633,834681,356SH DFND1681,35600
DOLBY LABORATORIES INC-CL ACOM CL A25659T10753,075821,606SH DFND1821,60600
DOLLAR GENERAL CORPCOM256677105502,8273,726,669SH DFND13,714,343012,326
DOLLAR GENERAL CORPCOM25667710530226SH DFND1 222600
DOLLAR TREE INCCOM256746108375,6803,504,174SH DFND13,483,134021,040
DOLLAR TREE INCCOM256746108333SH DFND1 23300
DOMINION ENERGY INCCOM25746U109844,26210,917,647SH DFND110,878,662038,985
DOMINION ENERGY INCCOM25746U10916207SH DFND1 220700
DOMINO'S PIZZA INCCOM25754A201124,387447,272SH DFND1439,74707,525
DOMINO'S PIZZA INCCOM25754A2012593SH DFND1 29300
DOMO INC - CLASS BCOM CL B2575541054,769174,568SH DFND1174,56800
DOMTAR CORPCOM NEW25755920344,292994,666SH DFND1982,020012,646
DOMTAR CORPCOM NEW2575592032615,874SH DFND1 25,87400
DONALDSON CO INCCOM25765110970,6451,389,013SH DFND11,365,666023,347
DONEGAL GROUP INC-CL ACL A2577012012,847186,494SH DFND1186,49400
DONNELLEY FINANCIAL SOLUTIONCOM25787G1005,933444,775SH DFND1444,77500
DONNELLEY FINANCIAL SOLUTIONCOM25787G10021015,749SH DFND1 215,74900
DORCHESTER MINERALS LPCOM UNIT25820R10550527,616SH DFND127,61600
DORCHESTER MINERALS LPCOM UNIT25820R1051065,792SH DFND1 25,79200
DORIAN LPG LTDSHS USDY2106R1103,577396,619SH DFND1396,61900
DORIAN LPG LTDSHS USDY2106R11018420,430SH DFND1 220,43000
DORMAN PRODUCTS INCCOM25827810033,949389,601SH DFND1389,60100
DOUGLAS DYNAMICS INCCOM25960R10511,194281,345SH DFND1280,7160629
DOUGLAS EMMETT INCCOM25960P10991,5822,298,751SH DFND12,269,135029,616
DOVA PHARMACEUTICALS INCCOM25985T1022,436172,812SH DFND1172,81200
DOVER CORPCOM260003108216,1862,161,153SH DFND12,153,42907,724
DOVER CORPCOM26000310848482SH DFND1 248200
DOVER MOTORSPORTS INCCOM2601741076732,679SH DFND132,67900
DOW INCCOM260557103475,8349,667,103SH DFND19,626,803040,300
DOW INCCOM26055710373915,000SH DFND1 215,00000
DPW HOLDINGS INCCOM NEW26140E501413,968SH DFND113,96800
DR HORTON INCCOM23331A109218,9655,085,384SH DFND15,069,228016,156
DR HORTON INCCOM23331A109431,000SH DFND1 21,00000
DR. REDDY'S LABORATORIES-ADRADR2561352032547,259SH DFND16,00601,253
DRIL-QUIP INCCOM26203710421,556449,091SH DFND1449,09100
DRIL-QUIP INCCOM26203710435744SH DFND1 274400
DRIVE SHACK INCCOM2620771003,263695,820SH DFND1695,82000
DROPBOX INC-CLASS ACL A26210C10449,2661,968,067SH DFND11,968,06700
DSP GROUP INCCOM23332B1064,148288,903SH DFND1288,90300
DTE ENERGY COMPANYCOM233331107359,4782,815,598SH DFND12,806,55109,047
DTE ENERGY COMPANYCOM233331107216SH DFND1 21600
DTF TAX-FREE INCOME INCCOM23334J10723617,117SH DFND1 217,11700
DUCOMMUN INCCOM2641471096,031133,815SH DFND1133,81500
DUKE ENERGY CORPCOM NEW26441C204911,63510,344,422SH DFND110,309,210035,212
DUKE REALTY CORPCOM NEW264411505211,1026,687,305SH DFND16,670,069017,236
DULUTH HOLDINGS INC - CL BCOM CL B26443V1011,990146,501SH DFND1146,50100
DUNKIN' BRANDS GROUP INCCOM26550410075,112942,918SH DFND1927,787015,131
DUPONT DE NEMOURS INCCOM26614N102772,42010,307,128SH DFND110,270,985036,143
DUPONT DE NEMOURS INCCOM26614N1022,54533,913SH DFND1 233,91300
DURECT CORPORATIONCOM2666051047491,150,049SH DFND11,150,04900
DWS MUNICIPAL INCOME TRUSTCOM23336810915613,845SH DFND1 213,84500
DXC TECHNOLOGY COCOM23355L106226,8874,120,665SH DFND14,107,616013,049
DXC TECHNOLOGY COCOM23355L1061,55128,135SH DFND1 228,13500
DXCM 0.75 05/15/22NOTE 0.750% 5/1252131AF47,9785,000,000PRN DFND1 25,000,00000
DXP ENTERPRISES INCCOM NEW2333774077,926209,188SH DFND1209,18800
DXP ENTERPRISES INCCOM NEW23337740711308SH DFND1 230800
DYADIC INTERNATIONAL INCCOM26745T1011,081172,760SH DFND1172,76000
DYCOM INDUSTRIES INCCOM26747510122,888388,797SH DFND1382,67106,126
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582013,139786,871SH DFND1786,87100
DYNEX CAPITAL INCCOM26817Q8865,184309,510SH DFND1300,82308,687
E TRADE FINANCIAL CORPCOM NEW269246401165,3123,712,645SH DFND13,700,603012,042
E TRADE FINANCIAL CORPCOM NEW26924640145810,289SH DFND1 210,28900
EAGLE BANCORP INCCOM26894810623,263429,775SH DFND1429,77500
EAGLE BULK SHIPPING INCSHS NEWY2187A1434,539866,322SH DFND1866,32200
EAGLE MATERIALS INCCOM26969P10846,188498,258SH DFND1490,18108,077
EAGLE PHARMACEUTICALS INCCOM2697961088,573153,982SH DFND1153,98200
EAGLE PHARMACEUTICALS INCCOM2697961081562,806SH DFND1 22,80600
EARTHSTONE ENERGY INC - ACL A27032D3041,527249,631SH DFND1249,63100
EAST WEST BANCORP INCCOM27579R10478,5731,679,503SH DFND11,652,858026,645
EAST WEST BANCORP INCCOM27579R1043477,424SH DFND1 27,42400
EASTERLY GOVERNMENT PROPERTICOM27616P10319,8781,097,643SH DFND11,097,64300
EASTERN CO/THECOM2763171041,90167,872SH DFND167,87200
EASTGROUP PROPERTIES INCCOM27727610173,941637,534SH DFND1630,80406,730
EASTMAN CHEMICAL COCOM277432100173,5792,233,695SH DFND12,226,83006,865
EASTMAN CHEMICAL COCOM27743210072928SH DFND1 292800
EASTMAN KODAK COCOM NEW277461406631262,934SH DFND1262,93400
EATON CORP PLCSHSG29183103471,8305,673,787SH DFND15,651,536022,251
EATON CORP PLCSHSG291831031802,165SH DFND1 22,16500
EATON VANCE CA MUNI INC TRSTSH BEN INT27826F10151841,895SH DFND1 241,89500
EATON VANCE CAL MUNI BONDCOM27828A10047042,695SH DFND1 242,69500
EATON VANCE CORPCOM NON VTG27826510366,5841,544,599SH DFND11,523,708020,891
EATON VANCE NY MUNICIPAL INCSH BEN INT27826W10423518,182SH DFND1 218,18200
EATON VANCE TAX-MANAGED GLOBCOM27829F10812715,379SH DFND1 215,37900
EATON VANCE TAX-MGD B/W STRCOM SH BEN INT27829M10335737,916SH DFND1 237,91600
EBAY INCCOM278642103444,42911,272,036SH DFND111,195,964076,072
EBAY INCCOM278642103972,478SH DFND1 22,47800
EBIX INCCOM NEW27871520615,271304,100SH DFND1304,10000
ECHO GLOBAL LOGISTICS INCCOM27875T1017,664367,272SH DFND1367,27200
ECHO GLOBAL LOGISTICS INCCOM27875T101442,119SH DFND1 22,11900
ECHOSTAR CORP-ACL A27876810625,390572,882SH DFND1572,88200
ECHOSTAR CORP-ACL A2787681061,34930,444SH DFND1 230,44400
ECOLAB INCCOM278865100688,8913,493,225SH DFND13,481,020012,205
ECOPETROL SA-SPONSORED ADRSPONSORED ADS27915810935819,614SH DFND1 219,61400
ECOPETROL SA-SPONSORED ADRSPONSORED ADS279158109201,134SH DFND11,13400
ECPG 3 07/01/20NOTE 3.000% 7/0292554AF910,99811,000,000PRN DFND1 211,000,00000
ECPG 4.5 09/01/23NOTE 4.500% 9/029260UAA59,1599,000,000PRN DFND1 29,000,00000
EDAP TMS SA -ADRSPONSORED ADR2683111079033,404SH DFND133,40400
EDGEWELL PERSONAL CARE COCOM28035Q10218,905701,496SH DFND1691,58809,908
EDGEWELL PERSONAL CARE COCOM28035Q10246117,141SH DFND1 217,14100
EDISON INTERNATIONALCOM281020107317,6884,721,496SH DFND14,705,949015,547
EDISON INTERNATIONALCOM28102010710159SH DFND1 215900
EDITAS MEDICINE INCCOM28106W10314,977605,402SH DFND1605,40200
EDUCATIONAL DEVELOPMENT CORPCOM28147910534649,636SH DFND149,63600
EDWARDS LIFESCIENCES CORPCOM28176E108505,0332,738,266SH DFND12,728,31209,954
EGAIN CORPCOM NEW28225C8062,023248,561SH DFND1248,56100
EHEALTH INCCOM28238P10923,376271,506SH DFND1271,50600
EIDOS THERAPEUTICS INCCOM28249H1043,846123,775SH DFND1123,77500
EIGER BIOPHARMACEUTICALS INCCOM28249U1053,066289,246SH DFND1289,24600
EKSO BIONICS HOLDINGS INCCOM NEW282644202503396,526SH DFND1396,52600
EL PASO ELECTRIC COCOM NEW28367785432,894502,981SH DFND1502,98100
EL PASO ELECTRIC COCOM NEW2836778541,68025,703SH DFND1 225,70300
EL POLLO LOCO HOLDINGS INCCOM2686031073,216301,757SH DFND1301,75700
ELANCO ANIMAL HEALTH INCCOM28414H103119,3203,532,211SH DFND13,532,21100
ELANCO ANIMAL HEALTH INCCOM28414H103451,345SH DFND1 21,34500
ELASTIC NVORD SHSN1450610410,615142,184SH DFND1142,18400
ELBIT SYSTEMS LTDORDM3760D1014,89732,758SH DFND132,75800
ELDORADO RESORTS INCCOM28470R10239,145849,686SH DFND1837,772011,914
ELECTROCORE INCCOM28531P103252126,409SH DFND1126,40900
ELECTROMED INCCOM28540910810018,483SH DFND118,48300
ELECTRONIC ARTS INCCOM285512109406,1044,017,578SH DFND13,990,781026,797
ELECTRONIC ARTS INCCOM285512109119SH DFND1 21900
ELECTRONICS FOR IMAGINGCOM28608210221,871592,561SH DFND1592,56100
ELEMENT SOLUTIONS INCCOM28618M10624,5662,375,877SH DFND12,374,80101,076
ELEMENT SOLUTIONS INCCOM28618M106323,110SH DFND1 23,11000
ELEVATE CREDIT INCCOM28621V101905219,850SH DFND1219,85000
ELEVATE CREDIT INCCOM28621V10114936,270SH DFND1 236,27000
ELF BEAUTY INCCOM26856L1034,075289,030SH DFND1289,03000
ELI LILLY & COCOM5324571081,387,76312,543,856SH DFND112,500,240043,616
ELI LILLY & COCOM5324571084854,381SH DFND1 24,38100
ELLINGTON FINANCIAL INCCOM28852N1095,626313,128SH DFND1313,12800
ELLINGTON FINANCIAL INCCOM28852N10936820,480SH DFND1 220,48000
ELLINGTON RESIDENTIAL MORTGACOM SHS BEN INT28857810764559,968SH DFND159,96800
ELOXX PHARMACEUTICALS INCCOM29014R1032,704271,298SH DFND1271,29800
EMAGIN CORPORATIONCOM NEW29076N2062965,621SH DFND165,62100
EMC INS GROUP INCCOM2686641094,766132,288SH DFND1132,28800
EMCOR GROUP INCCOM29084Q10088,7571,007,461SH DFND1997,191010,270
EMCORE CORPCOM NEW290846203617187,590SH DFND1187,59000
EMERALD EXPOSITIONS EVENTS ICOM29103B1003,540317,508SH DFND1317,50800
EMERGENT BIOSOLUTIONS INCCOM29089Q10528,617592,373SH DFND1592,1870186
EMERSON ELECTRIC COCOM291011104539,0068,091,190SH DFND18,058,439032,751
EMERSON RADIO CORPCOM NEW2910872034948,121SH DFND148,12100
EMMIS COMMUNICATIONS-CLASS ACOM NEW CL A29152540016133,957SH DFND133,95700
EMPIRE RESORTS INCCOM PAR $0 0129205230557459,823SH DFND159,82300
EMPIRE STATE REALTY TRUST-ACL A29210410630,2122,039,979SH DFND12,039,97900
EMPLOYERS HOLDINGS INCCOM29221810417,211407,181SH DFND1407,18100
ENANTA PHARMACEUTICALS INCCOM29251M10618,504219,301SH DFND1219,30100
ENBRIDGE INCCOMSTK29250N10580,9732,218,852SH DFND12,218,85200
ENBRIDGE INCCOM29250N1051,38640,614SH DFND140,61400
ENCANA CORPCOMSTK2925051048,1741,603,644SH DFND11,603,64400
ENCANA CORPCOMSTK292505104214,111SH DFND1 24,11100
ENCANA CORPCOM29250510411422,374SH DFND1 222,37400
ENCANA CORPCOM292505104122,368SH DFND12,36800
ENCOMPASS HEALTH CORPCOM29261A10072,9441,151,265SH DFND11,132,466018,799
ENCORE CAPITAL GROUP INCCOM29255410212,535370,110SH DFND1370,11000
ENCORE WIRE CORPCOM29256210516,838287,438SH DFND1287,43800
ENCORE WIRE CORPCOM2925621052534,320SH DFND1 24,32000
ENDO INTERNATIONAL PLCSHSG3040110612,4883,031,145SH DFND13,031,14500
ENDOLOGIX INCCOM NEW29266S304886122,463SH DFND1122,46300
ENDRA LIFE SCIENCES INCCOM29273B10410762,875SH DFND162,87500
ENDURANCE INTERNATIONAL GROUCOM29272B1055,0821,058,954SH DFND11,058,95400
ENEL AMERICAS SA-ADRSPONSORED ADR29274F10468577,289SH DFND1 277,28900
ENEL AMERICAS SA-ADRSPONSORED ADR29274F104767,256SH DFND14,85702,399
ENEL CHILE SA-ADRSPONSORED ADR29278D105639133,775SH DFND1 2133,77500
ENEL CHILE SA-ADRSPONSORED ADR29278D105275,746SH DFND14,34401,402
ENERGIZER HOLDINGS INCCOM29272W10925,864669,384SH DFND1657,744011,640
ENERGOUS CORPCOM29272C1031,346308,178SH DFND1308,17800
ENERGY FOCUS INCCOM NEW29268T3002357,940SH DFND157,94000
ENERGY FUELS INCCOM NEW2926717081,308420,900SH DFND1420,90000
ENERGY RECOVERY INCCOM29270J1004,596441,118SH DFND1441,11800
ENERGY TRANSFER LPCOM UT LTD PTN29273V10026518,848SH DFND118,84800
ENERPLUS CORPCOMSTK29276610234145,416SH DFND145,41600
ENERPLUS CORPCOMSTK29276610223030,614SH DFND1 230,61400
ENERSYSCOM29275Y10242,721623,672SH DFND1615,82707,845
ENGLOBAL CORPCOM2933061066370,044SH DFND170,04400
ENI SPA-SPONSORED ADRSPONSORED ADR26874R10896129,106SH DFND129,10600
ENNIS INCCOM2933891026,630323,113SH DFND1322,2360877
ENNIS INCCOM29338910210491SH DFND1 249100
ENOCHIAN BIOSCIENCES INCCOM29350E10424053,519SH DFND153,51900
ENOVA INTERNATIONAL INCCOM29357K10313,833600,131SH DFND1598,86601,265
ENPHASE ENERGY INCCOM29355A10720,8621,144,401SH DFND11,144,40100
ENPHASE ENERGY INCCOM29355A10742523,352SH DFND1 223,35200
ENPRO INDUSTRIES INCCOM29355X10716,247254,510SH DFND1254,51000
ENSCO ROWAN PLC - CLASS ASHS CLASS AG3166L10012,7941,499,963SH DFND11,463,925036,038
ENSERVCO CORPCOM29358Y1023698,285SH DFND198,28500
ENSIGN GROUP INC/THECOM29358P10137,502658,858SH DFND1658,85800
ENSTAR GROUP LTDSHSG3075P10131,336179,803SH DFND1179,80300
ENTEGRA FINANCIAL CORPCOM29363J1083,041100,964SH DFND1100,96400
ENTEGRIS INCCOM29362U10453,6631,437,925SH DFND11,437,92500
ENTERCOM COMMUNICATIONS-CL ACL A2936391009,6071,656,509SH DFND11,652,98703,522
ENTERGY CORPCOM29364G103290,0852,822,981SH DFND12,813,59209,389
ENTERPRISE BANCORP INCCOM2936681093,361106,012SH DFND1106,01200
ENTERPRISE FINANCIAL SERVICECOM29371210513,140315,881SH DFND1315,88100
ENTERPRISE PRODUCTS PARTNERSCOM29379210738313,268SH DFND113,26800
ENTRAVISION COMMUNICATIONS-ACL A29382R1072,331747,223SH DFND1747,22300
ENTRAVISION COMMUNICATIONS-ACL A29382R10725882,918SH DFND1 282,91800
ENV 1.75 12/15/19NOTE 1.750%12/129404KAA411,30510,000,000PRN DFND1 210,000,00000
ENVESTNET INCCOM29404K10640,122586,849SH DFND1586,84900
ENZO BIOCHEM INCCOM2941001021,624482,181SH DFND1482,18100
EOG RESOURCES INCCOM26875P101694,7927,472,409SH DFND17,444,711027,698
EOG RESOURCES INCCOM26875P10128302SH DFND1 230200
EPAM SYSTEMS INCCOM29414B10498,196567,678SH DFND1567,67800
EPAM SYSTEMS INCCOM29414B1041588SH DFND1 28800
EPIZYME INCCOM29428V10412,018957,672SH DFND1957,67200
EPLUS INCCOM29426810712,394179,785SH DFND1179,78500
EPR 5 3/4 PERP S-CPFD C CNV 5.75%26884U20829,701926,908PRN DFND1 2926,90800
EPR PROPERTIESCOM SH BEN INT26884U10963,277848,345SH DFND1834,522013,823
EPR PROPERTIESCOM SH BEN INT26884U10934456SH DFND1 245600
EQT CORPCOM26884L10945,1842,857,958SH DFND12,811,181046,777
EQT CORPCOM26884L109342,181SH DFND1 22,18100
EQUIFAX INCCOM294429105225,7651,672,369SH DFND11,666,61305,756
EQUINIX INCCOM29444U700561,8891,116,277SH DFND11,112,26404,013
EQUINOR ASA-SPON ADRSPONSORED ADR29446M1022,080105,193SH DFND1 2105,19300
EQUINOR ASA-SPON ADRSPONSORED ADR29446M10256728,703SH DFND128,70300
EQUITRANS MIDSTREAM CORPCOM29460010144,8352,274,751SH DFND12,237,399037,352
EQUITY BANCSHARES INC - CL ACOM CL A29460X1095,165193,767SH DFND1193,76700
EQUITY COMMONWEALTHCOM SH BEN INT29462810260,3431,855,583SH DFND11,855,58300
EQUITY COMMONWEALTHCOM SH BEN INT2946281021,19936,884SH DFND1 236,88400
EQUITY LIFESTYLE PROPERTIESCOM29472R108159,2471,310,107SH DFND11,310,10700
EQUITY RESIDENTIALSH BEN INT29476L107511,3146,744,082SH DFND16,726,386017,696
EQUITY RESIDENTIALSH BEN INT29476L10711148SH DFND1 214800
ERA GROUP INCCOM26885G1091,858222,870SH DFND1222,87000
ERICSSON (LM) TEL-SP ADRADR B SEK 102948216082,621275,990SH DFND1271,23704,753
ERIE INDEMNITY COMPANY-CL ACL A29530P10288,975350,255SH DFND1350,25500
ERIE INDEMNITY COMPANY-CL ACL A29530P10286340SH DFND1 234000
EROS INTERNATIONAL PLCSHS NEWG3788M114244180,895SH DFND1180,6160279
EROS INTERNATIONAL PLCSHS NEWG3788M11464,737SH DFND1 24,73700
ESCALADE INCCOM2960561041,13298,770SH DFND198,77000
ESCO TECHNOLOGIES INCCOM29631510426,833324,785SH DFND1324,78500
ESPERION THERAPEUTICS INCCOM29664W10516,237349,046SH DFND1349,04600
ESQUIRE FINANCIAL HOLDINGS ICOM29667J1011,16746,440SH DFND146,44000
ESSA BANCORP INCCOM29667D1041,30285,399SH DFND185,39900
ESSENT GROUP LTDCOMG3198U10281,4101,730,121SH DFND11,730,12100
ESSENTIAL PROPERTIES REALTYCOM29670E10712,250611,296SH DFND1611,29600
ESSEX PROPERTY TRUST INCCOM297178105354,1731,214,883SH DFND11,211,74803,135
ESSEX PROPERTY TRUST INCCOM2971781052174SH DFND1 27400
ESTEE LAUDER COMPANIES-CL ACL A518439104596,4253,262,595SH DFND13,251,830010,765
ETHAN ALLEN INTERIORS INCCOM29760210410,246486,561SH DFND1486,56100
ETHAN ALLEN INTERIORS INCCOM29760210462429,641SH DFND1 229,64100
ETSY INCCOM29786A10683,5941,362,140SH DFND11,362,14000
ETSY INCCOM29786A1064707,660SH DFND1 27,66000
EURONET WORLDWIDE INCCOM29873610993,486555,672SH DFND1555,67200
EVANS BANCORP INCCOM NEW29911Q2081,78247,243SH DFND147,24300
EVELO BIOSCIENCES INCCOM2997341031,067118,870SH DFND1118,87000
EVENTBRITE INC-CLASS ACOM CL A29975E1094,330267,317SH DFND1267,31700
EVERBRIDGE INCCOM29978A10435,588397,998SH DFND1397,99800
EVERBRIDGE INCCOM29978A1041431,607SH DFND1 21,60700
EVERCORE INC - ACLASS A29977A10548,224544,482SH DFND1536,49207,990
EVEREST RE GROUP LTDCOMG3223R108158,830642,959SH DFND1641,00601,953
EVERGY INCCOM30034W106212,1103,532,470SH DFND13,520,848011,622
EVERI HOLDINGS INCCOM30034T10310,362868,620SH DFND1868,62000
EVERI HOLDINGS INCCOM30034T10316313,700SH DFND1 213,70000
EVERQUOTE INC - CLASS ACOM CL A30041R1081,484114,189SH DFND1114,18900
EVERSOURCE ENERGYCOM30040W108371,4164,910,460SH DFND14,895,127015,333
EVERSPIN TECHNOLOGIES INCCOM30041T10453582,191SH DFND182,19100
EVERTEC INCCOM30040P10331,731970,396SH DFND1968,95501,441
EVERTEC INCCOM30040P10319601SH DFND1 260100
EVI INDUSTRIES INCCOM26929N1021,99352,096SH DFND152,09600
EVINE LIVE INCCL A300487105162374,408SH DFND1374,40800
EVO PAYMENTS INC-CLASS ACL A COM26927E10411,939378,658SH DFND1378,65800
EVOFEM BIOSCIENCES INCCOM30048L1041,875282,395SH DFND1282,39500
EVOKE PHARMA INCCOM30049G10467107,361SH DFND1107,36100
EVOLENT HEALTH INC - ACL A30050B1017,034884,780SH DFND1884,78000
EVOLUS INCCOM30052C1072,245153,578SH DFND1153,57800
EVOLUTION PETROLEUM CORPCOM30049A1072,542355,613SH DFND1355,61300
EVOLVING SYSTEMS INCCOM NEW30049R2093139,807SH DFND139,80700
EVOQUA WATER TECHNOLOGIES COCOM30057T10511,433802,914SH DFND1802,91400
EW SCRIPPS CO/THE-ACL A NEW81105440211,070724,018SH DFND1724,01800
EXACT SCIENCES CORPCOM30063P105159,1901,349,530SH DFND11,349,2860244
EXACT SCIENCES CORPCOM30063P10546391SH DFND1 239100
EXANTAS CAPITAL CORPCOM NEW30068N1054,469395,176SH DFND1395,17600
EXANTAS CAPITAL CORPCOM NEW30068N10560353,373SH DFND1 253,37300
EXELA TECHNOLOGIES INCCOM30162V1021,427651,659SH DFND1651,65900
EXELIXIS INCCOM30161Q10471,2723,335,156SH DFND13,279,331055,825
EXELON CORPCOM30161N101691,20714,442,514SH DFND114,395,357047,157
EXELON CORPCOM30161N10139833SH DFND1 283300
EXFO INCSUB VTG SHS3020461074411,624SH DFND111,62400
EXLSERVICE HOLDINGS INCCOM30208110429,549446,837SH DFND1446,83700
EXONE CO/THECOM30210410485892,129SH DFND192,12900
EXP WORLD HOLDINGS INCCOM30212W1004,568410,426SH DFND1410,42600
EXPEDIA GROUP INCCOM NEW30212P303228,6211,721,524SH DFND11,710,183011,341
EXPEDIA GROUP INCCOM NEW30212P30335267SH DFND1 226700
EXPEDITORS INTL WASH INCCOM302130109203,1502,679,784SH DFND12,671,51608,268
EXPEDITORS INTL WASH INCCOM302130109569SH DFND1 26900
EXPONENT INCCOM30214U10242,016717,740SH DFND1717,74000
EXPONENT INCCOM30214U1021712,930SH DFND1 22,93000
EXPRESS INCCOM30219E1032,300842,767SH DFND1842,76700
EXTENDED STAY AMERICA INCUNIT 99/99/9999B30224P20056,6863,356,222SH DFND13,356,22200
EXTERRAN CORPCOM30227H1065,422381,313SH DFND1381,31300
EXTRA SPACE STORAGE INCCOM30225T102245,3512,315,645SH DFND12,309,58106,064
EXTRA SPACE STORAGE INCCOM30225T10205SH DFND1 2500
EXTRACTION OIL & GAS INCCOM30227M1056,9971,616,064SH DFND11,616,06400
EXTREME NETWORKS INCCOM30226D10610,5191,625,962SH DFND11,625,96200
EXTREME NETWORKS INCCOM30226D10634453,222SH DFND1 253,22200
EXXON MOBIL CORPCOM30231G1024,489,45458,677,588SH DFND158,475,6370201,951
EXXON MOBIL CORPCOM30231G10262813SH DFND1 281300
EYENOVIA INCCOM30234E10431773,760SH DFND173,76000
EYEPOINT PHARMACEUTICALS INCCOM30233G1001,238754,979SH DFND1754,97900
EZCORP INC-CL ACL A NON VTG3023011066,413677,247SH DFND1677,24700
F5 NETWORKS INCCOM315616102152,6941,048,963SH DFND11,046,10002,863
FABRINETSHSG3323L10022,506453,125SH DFND1453,12500
FACEBOOK INC-CLASS ACL A30303M1026,211,25332,241,165SH DFND132,033,5160207,649
FACEBOOK INC-CLASS ACL A30303M1029815,087SH DFND1 25,08700
FACTSET RESEARCH SYSTEMS INCCOM303075105166,029579,215SH DFND1572,21107,004
FACTSET RESEARCH SYSTEMS INCCOM3030751056862,396SH DFND1 22,39600
FAIR ISAAC CORPCOM30325010499,621317,247SH DFND1311,93905,308
FALCON MINERALS CORPCL A COM30607B1094,178497,462SH DFND1497,46200
FAMOUS DAVE'S OF AMERICACOM30706810614132,050SH DFND132,05000
FANG HOLDINGS LTD - ADRADR30711Y102611,108SH DFND18,42602,682
FANHUA INC-SPONSORED ADRSPONSORED ADR30712A1031,31639,334SH DFND139,33400
FARMER BROS COCOM3076751082,407147,038SH DFND1147,03800
FARMERS & MERCHANTS BANCO/OHCOM30779N1053,653125,456SH DFND1125,45600
FARMERS NATL BANC CORPCOM3096271074,928332,310SH DFND1332,31000
FARMLAND PARTNERS INCCOM31154R1092,785395,136SH DFND1395,13600
FARO TECHNOLOGIES INCCOM31164210212,012228,463SH DFND1228,46300
FASTENAL COCOM311900104323,2019,931,396SH DFND19,879,919051,477
FASTLY INC - CLASS ACL A31188V1001,79688,587SH DFND188,58700
FATE THERAPEUTICS INCCOM31189P10216,299802,953SH DFND1802,95300
FB FINANCIAL CORPCOM30257X1048,032219,458SH DFND1219,45800
FB FINANCIAL CORPCOM30257X10414401SH DFND1 240100
FBL FINANCIAL GROUP INC-CL ACL A30239F1068,203128,586SH DFND1128,58600
FEDERAL AGRIC MTG CORP-CL CCL C31314830610,225140,731SH DFND1140,73100
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206178,9471,391,652SH DFND11,388,06003,592
FEDERAL REALTY INVS TRUSTSH BEN INT NEW313747206331SH DFND1 23100
FEDERAL SIGNAL CORPCOM31385510819,855742,251SH DFND1742,25100
FEDERATED INVESTORS INC-CL BCL B31421110348,3111,486,522SH DFND11,468,469018,053
FEDEX CORPCOM31428X106522,9893,191,254SH DFND13,179,812011,442
FEDEX CORPCOM31428X1062061,256SH DFND1 21,25600
FEDNAT HOLDING COCOM31431B1091,887132,274SH DFND1132,27400
FEDNAT HOLDING COCOM31431B109664,685SH DFND1 24,68500
FERRARI NVCOMN3167Y1035033,117SH DFND1 23,11700
FERRARI NVCOMN3167Y10370437SH DFND143700
FERRO CORPCOM31540510016,0681,016,998SH DFND11,016,99800
FERROGLOBE PLCSHSG3385610815390,348SH DFND190,34800
FERROGLOBE PLCSHSG3385610813579,600SH DFND1 279,60000
FGL HOLDINGSORD SHSG3402M10217,0332,027,798SH DFND12,027,79800
FIBROCELL SCIENCE INCCOM31572140718497,043SH DFND197,04300
FIBROGEN INCCOM31572Q80846,3571,026,057SH DFND11,026,05700
FIDELITY D&D BANCORP INCCOM31609R1002,10931,388SH DFND131,38800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303120,9753,003,888SH DFND13,003,88800
FIDELITY NATIONAL INFO SERVCOM31620M106529,8664,326,872SH DFND14,310,773016,099
FIDELITY NATIONAL INFO SERVCOM31620M10676621SH DFND1 262100
FIESTA RESTAURANT GROUPCOM31660B1013,989303,630SH DFND1303,63000
FIFTH THIRD BANCORPCOM316773100322,84511,590,155SH DFND111,553,771036,384
FIFTH THIRD BANCORPCOM316773100411,478SH DFND1 21,47800
FINANCIAL INSTITUTIONS INCCOM3175854046,388219,176SH DFND1219,17600
FINANCIAL INSTITUTIONS INCCOM317585404602,072SH DFND1 22,07200
FINISAR CORPORATIONCOM NEW31787A50735,3731,546,724SH DFND11,546,72400
FINISAR CORPORATIONCOM NEW31787A50755224,179SH DFND1 224,17900
FINJAN HOLDINGS INCCOM NEW31788H303262118,269SH DFND1118,26900
FINJAN HOLDINGS INCCOM NEW31788H303209,043SH DFND1 29,04300
FIREEYE INCCOM31816Q10131,9162,155,032SH DFND12,155,03200
FIRST AMERICAN FINANCIALCOM31847R102100,0691,863,486SH DFND11,842,963020,523
FIRST BANCORP INC/MECOM31866P1023,059113,946SH DFND1113,94600
FIRST BANCORP PUERTO RICOCOM NEW31867270635,2813,195,790SH DFND13,195,79000
FIRST BANCORP/NCCOM31891010614,431396,240SH DFND1396,24000
FIRST BANCSHARES INC/MSCOM3189161035,276173,898SH DFND1173,89800
FIRST BANK/HAMILTON NJCOM31931U1022,246191,347SH DFND1191,34700
FIRST BUSEY CORPCOM NEW31938320416,932641,125SH DFND1640,6090516
FIRST BUSINESS FINANCIAL SERCOM3193901002,18693,054SH DFND193,05400
FIRST CAPITAL INCCOM31942S1041,61531,960SH DFND131,96000
FIRST CHOICE BANCORPCOM31948P1042,433107,002SH DFND1107,00200
FIRST CITIZENS BCSHS -CL ACL A31946M10343,58396,794SH DFND196,79400
FIRST COMMONWEALTH FINL CORPCOM31982910716,4151,218,670SH DFND11,218,67000
FIRST COMMUNITY BANKSHARESCOM31983A1036,184183,200SH DFND1183,20000
FIRST COMMUNITY CORPCOM3198351041,43777,635SH DFND177,63500
FIRST DATA CORP- CLASS ACOM CL A32008D106146,2695,407,510SH DFND15,407,51000
FIRST DATA CORP- CLASS ACOM CL A32008D10660022,171SH DFND1 222,17100
FIRST DEFIANCE FINL CORPCOM32006W1068,079282,789SH DFND1282,78900
FIRST FINANCIAL BANCORPCOM32020910930,7811,270,930SH DFND11,270,93000
FIRST FINANCIAL CORP/INDIANACOM3202181006,291156,649SH DFND1156,64900
FIRST FINANCIAL CORP/INDIANACOM320218100399SH DFND1 29900
FIRST FINANCIAL NORTHWESTCOM32022K1021,32593,692SH DFND193,69200
FIRST FINL BANKSHARES INCCOM32020R10957,9781,883,020SH DFND11,858,172024,848
FIRST FOUNDATION INCCOM32026V1046,869511,141SH DFND1511,14100
FIRST GUARANTY BANCSHARES INCOM32043P10665231,281SH DFND131,28100
FIRST HAWAIIAN INCCOM32051X10830,0701,162,354SH DFND11,162,35400
FIRST HORIZON NATIONAL CORPCOM32051710551,5873,455,276SH DFND13,397,540057,736
FIRST INDUSTRIAL REALTY TRCOM32054K10374,8572,037,484SH DFND12,014,327023,157
FIRST INTERNET BANCORPCOM3205571012,740127,206SH DFND1127,20600
FIRST INTERSTATE BANCSYS-ACOM CL A32055Y20122,123558,523SH DFND1558,52300
FIRST MAJESTIC SILVER CORPCOMSTK32076V10313316,859SH DFND116,85900
FIRST MERCHANTS CORPCOM32081710925,343668,685SH DFND1668,68500
FIRST MID BANCSHARES INCCOM3208661065,340152,944SH DFND1152,94400
FIRST MIDWEST BANCORP INC/ILCOM32086710428,7171,402,914SH DFND11,402,91400
FIRST NORTHWEST BANCORPCOM3358341071,53094,176SH DFND194,17600
FIRST OF LONG ISLAND CORPCOM3207341066,330315,252SH DFND1315,25200
FIRST REPUBLIC BANK/CACOM33616C100237,0382,431,569SH DFND12,423,71907,850
FIRST REPUBLIC BANK/CACOM33616C10035359SH DFND1 235900
FIRST SAVINGS FINANCIAL GRPCOM33621E1093085,147SH DFND15,14700
FIRST SOLAR INCCOM33643310758,807895,360SH DFND1881,473013,887
FIRST TRUST ABERDEEN EMG OPPCOM33731K10245832,637SH DFND1 232,63700
FIRST TRUST HIGH INCOME LONGCOM33738E1092,473164,703SH DFND1 2164,70300
FIRST UNITED CORPCOM33741H10772636,848SH DFND136,84800
FIRST US BANCSHARES INCCOM33744V10310911,875SH DFND111,87500
FIRSTCASH INCCOM33767D10556,029560,182SH DFND1560,18200
FIRSTCASH INCCOM33767D105337SH DFND1 23700
FIRSTENERGY CORPCOM337932107316,4887,405,542SH DFND17,378,274027,268
FIRSTSERVICE CORPCOM33767E2022,91630,401SH DFND130,40100
FISERV INCCOM337738108560,4066,156,742SH DFND16,121,981034,761
FISERV INCCOM3377381082,20924,240SH DFND1 224,24000
FITBIT INC - ACL A33812L10211,4752,608,089SH DFND12,608,08900
FITBIT INC - ACL A33812L10224555,749SH DFND1 255,74900
FIVE BELOWCOM33829M10172,566604,622SH DFND1594,377010,245
FIVE POINT HOLDINGS LLC-CL ACOM CL A33833Q10651168,000SH DFND1 268,00000
FIVE PRIME THERAPEUTICS INCCOM33830X1042,715450,414SH DFND1450,41400
FIVE STAR SENIOR LIVING INCCOM33832D106133288,827SH DFND1288,82700
FIVE9 INCCOM33830710139,813776,235SH DFND1776,23500
FLAGSTAR BANCORP INCCOM PAR .00133793070511,809356,341SH DFND1356,34100
FLEETCOR TECHNOLOGIES INCCOM339041105336,0091,198,534SH DFND11,194,41904,115
FLEETCOR TECHNOLOGIES INCCOM33904110559212SH DFND1 221200
FLEX LTDORDY2573F1023,863407,372SH DFND1407,37200
FLEX PHARMA INCCOM33938A10597175,716SH DFND1175,71600
FLEXION THERAPEUTICS INCCOM33938J1065,321432,678SH DFND1432,67800
FLEXSHOPPER INCCOM NEW33939J3036760,932SH DFND160,93200
FLEXSTEEL INDSCOM3393821032,506146,895SH DFND1146,89500
FLEXSTEEL INDSCOM33938210337421,931SH DFND1 221,93100
FLIR SYSTEMS INCCOM302445101121,0102,240,175SH DFND12,233,68106,494
FLOOR & DECOR HOLDINGS INC-ACL A33975010124,903594,346SH DFND1594,34600
FLOTEK INDUSTRIES INCCOM3433891022,245678,371SH DFND1672,18206,189
FLOWERS FOODS INCCOM34349810150,9092,187,763SH DFND12,153,707034,056
FLOWSERVE CORPCOM34354P105102,9451,957,010SH DFND11,950,42106,589
FLUENT INCCOM34380C1023,160587,393SH DFND1587,39300
FLUIDIGM CORPCOM34385P1089,952807,793SH DFND1807,79300
FLUOR CORPCOM34341210254,6071,621,851SH DFND11,596,236025,615
FLUOR CORPCOM3434121021845,468SH DFND1 25,46800
FLUSHING FINANCIAL CORPCOM3438731058,065363,332SH DFND1363,33200
FLY LEASING LTD-ADRSPONSORED ADR34407D10918110,429SH DFND1 210,42900
FMC CORPCOM NEW302491303155,7231,880,588SH DFND11,874,33406,254
FNB CORPCOM30252010141,9463,563,823SH DFND13,500,331063,492
FNCB BANCORP INCCOM3025781091,509195,038SH DFND1195,03800
FOAMIX PHARMACEUTICALS LTDSHSM4613510510443,737SH DFND143,73700
FOCUS FINANCIAL PARTNERS-ACOM CL A34417P1009,068332,050SH DFND1332,05000
FONAR CORPCOM NEW3444374051,21756,592SH DFND156,59200
FONAR CORPCOM NEW344437405813,769SH DFND1 23,76900
FOOT LOCKER INCCOM34484910476,4101,824,732SH DFND11,818,79605,936
FOOT LOCKER INCCOM344849104511,232SH DFND1 21,23200
FORD MOTOR COCOM345370860574,93656,234,644SH DFND156,031,3770203,267
FORD MOTOR COCOM34537086037736,926SH DFND1 236,92600
FORESCOUT TECHNOLOGIES INCCOM34553D10116,272480,577SH DFND1480,57700
FORESTAR GROUP INCCOM3462321012,469126,302SH DFND1126,30200
FORMFACTOR INCCOM34637510815,7541,005,407SH DFND11,005,40700
FORRESTER RESEARCH INCCOM3465631097,107151,126SH DFND1151,12600
FORTERRA INCCOM34960W1061,086218,679SH DFND1218,67900
FORTINET INCCOM34959E109197,3232,571,920SH DFND12,564,95906,961
FORTINET INCCOM34959E1092623,420SH DFND1 23,42000
FORTIS INCCOMSTK34955310718,973480,442SH DFND1480,44200
FORTIS INCCOMSTK349553107256SH DFND1 25600
FORTIS INCCOM34955310742810,852SH DFND19,22201,630
FORTIVE CORPCOM34959J108353,4664,343,288SH DFND14,328,975014,313
FORTIVE CORPCOM34959J1086117,500SH DFND1 27,50000
FORTRESS BIOTECH INCCOM34960Q109534356,140SH DFND1356,14000
FORTUNA SILVER MINES INCCOMSTK349915108258,792SH DFND18,79200
FORTUNA SILVER MINES INCCOMSTK349915108217,500SH DFND1 27,50000
FORTUNE BRANDS HOME & SECURICOM34964C106118,2352,072,902SH DFND12,066,28106,621
FORTUNE BRANDS HOME & SECURICOM34964C106661,156SH DFND1 21,15600
FORTY SEVEN INCCOM34983P1041,642154,979SH DFND1154,97900
FORUM ENERGY TECHNOLOGIES INCOM34984V1003,5161,028,248SH DFND11,028,24800
FORUM ENERGY TECHNOLOGIES INCOM34984V10018654,674SH DFND1 254,67400
FORUM MERGER II CORP - W*W EXP 09/30/20234986F111252400,000SH DFND1 2400,00000
FORWARD AIR CORPCOM34985310121,963371,321SH DFND1371,32100
FORWARD AIR CORPCOM3498531011182,006SH DFND1 22,00600
FORWARD INDUSTRIES INCCOM NEW3498623002118,823SH DFND118,82300
FOSSIL GROUP INCCOM34988V1067,314636,002SH DFND1636,00200
FOSTER (LB) CO-ACOM3500601093,517128,664SH DFND1128,66400
FOSTER (LB) CO-ACOM350060109782,880SH DFND1 22,88000
FOUNDATION BUILDING MATERIALCOM3503921063,585201,665SH DFND1201,66500
FOUNDATION BUILDING MATERIALCOM35039210684247,360SH DFND1 247,36000
FOUR CORNERS PROPERTY TRUSTCOM35086T10923,432857,391SH DFND1856,6620729
FOX CORP - CLASS ACL A COM35137L105194,6775,321,925SH DFND15,290,997030,928
FOX CORP - CLASS ACL A COM35137L10521593SH DFND1 259300
FOX CORP - CLASS BCL B COM35137L20491,8442,518,409SH DFND12,499,821018,588
FOX FACTORY HOLDING CORPCOM35138V10240,895495,640SH DFND1495,64000
FOX FACTORY HOLDING CORPCOM35138V1022473,001SH DFND1 23,00100
FRANCESCAS HOLDINGS CORPCOM351793104116235,584SH DFND1235,58400
FRANCO-NEVADA CORPCOM3518581052332,750SH DFND12,5110239
FRANKLIN COVEY COCOM3534691094,873143,338SH DFND1143,33800
FRANKLIN ELECTRIC CO INCCOM35351410226,579559,574SH DFND1559,57400
FRANKLIN ELECTRIC CO INCCOM3535141021052,217SH DFND1 22,21700
FRANKLIN FINANCIAL NETWORKCOM35352P1044,278153,562SH DFND1153,56200
FRANKLIN FINANCIAL SERVICESCOM3535251081,52540,023SH DFND140,02300
FRANKLIN RESOURCES INCCOM354613101145,3034,182,245SH DFND14,168,132014,113
FRANKLIN RESOURCES INCCOM35461310111321SH DFND1 232100
FRANKLIN STREET PROPERTIES CCOM35471R10612,6591,715,330SH DFND11,715,33000
FRANK'S INTERNATIONAL NVCOMN334621076,0091,100,579SH DFND11,100,57900
FRED'S INC-CLASS ACL A356108100113230,585SH DFND1230,58500
FREEPORT-MCMORAN INCCL B35671D857252,69521,801,443SH DFND121,725,844075,599
FREEPORT-MCMORAN INCCL B35671D85798484,837SH DFND1 284,83700
FREIGHTCAR AMERICA INCCOM35702310048783,046SH DFND183,04600
FREQUENCY ELECTRONICS INCCOM35801010629125,616SH DFND125,61600
FRESENIUS MEDICAL CARE-ADRSPONSORED ADR35802910655614,166SH DFND113,2060960
FRESH DEL MONTE PRODUCE INCORDG3673810510,177377,645SH DFND1377,64500
FRESHPET INCCOM35803910519,385425,965SH DFND1425,96500
FRESHPET INCCOM3580391051493,289SH DFND1 23,28900
FRIEDMAN INDUSTRIESCOM35843510519828,460SH DFND128,46000
FRONT YARD RESIDENTIAL CORPCOM35904G1079,650789,719SH DFND1789,71900
FRONTDOOR INCCOM35905A10960,8081,396,299SH DFND11,396,29900
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3062,6281,501,940SH DFND11,496,11205,828
FRONTIER COMMUNICATIONS CORPCOM NEW35906A3068749,741SH DFND1 249,74100
FRONTLINE LTDSHS NEWG3682E1921,277159,682SH DFND1159,68200
FRP HOLDINGS INCCOM30292L1075,581100,086SH DFND1100,08600
FS BANCORP INCCOM30263Y1042,47747,759SH DFND147,75900
FS KKR CAPITAL CORPCOM30263510728948,512SH DFND1 248,51200
FTE NETWORKS INCCOM PAR30283R4022020,485SH DFND120,48500
FTI CONSULTING INCCOM30294110949,195586,783SH DFND1586,78300
FTS INTERNATIONAL INCCOM30283W1042,330417,740SH DFND1417,74000
FUEL TECH INCCOM359523107271193,817SH DFND1193,81700
FUELCELL ENERGY INCCOM35952H6011586,189SH DFND186,18900
FULL HOUSE RESORTS INCCOM3596781096434,413SH DFND134,41300
FULTON FINANCIAL CORPCOM36027110042,1392,574,164SH DFND12,543,258030,906
FUNKO INC-CLASS ACOM CL A3610081055,253216,928SH DFND1216,92800
FUTURE FINTECH GROUP INCCOM36117V1052823,108SH DFND123,10800
FUTUREFUEL CORPCOM36116M1066,114523,063SH DFND1523,06300
FVCBANKCORP INCCOM36120Q1011,42773,515SH DFND173,51500
G1 THERAPEUTICS INCCOM3621LQ10911,669380,600SH DFND1380,60000
GABELLI CONV AND INCOME SECCOM36240B10913325,961SH DFND1 225,96100
GABELLI GLOBAL SMALL & MCOM36249W10455347,683SH DFND1 247,68300
GAIA INCCL A36269P1041,259166,166SH DFND1166,16600
GAIN CAPITAL HOLDINGS INCCOM36268W1001,165282,308SH DFND1282,30800
GALAPAGOS NV-SPON ADRSPON ADR36315X1017405,742SH DFND15,74200
GALECTIN THERAPEUTICS INCCOM NEW3632252021,946469,063SH DFND1469,06300
GALMED PHARMACEUTICALS LTDSHSM4723810614619,960SH DFND119,96000
GAMCO INVESTORS INC-ACL A COM36143810499151,700SH DFND151,70000
GAMCO NATURAL RESOURCES GOLDSH BEN INT36465E10120034,371SH DFND1 234,37100
GAMESTOP CORP-CLASS ACL A36467W1096,8221,247,195SH DFND11,244,04703,148
GAMESTOP CORP-CLASS ACL A36467W109755138,111SH DFND1 2138,11100
GAMING AND LEISURE PROPERTIECOM36467J108114,9842,949,867SH DFND12,949,86700
GAMING AND LEISURE PROPERTIECOM36467J10851913,338SH DFND1 213,33800
GANNETT CO INCCOM36473H10411,1771,369,807SH DFND11,369,1530654
GAP INC/THECOM36476010856,5763,153,717SH DFND13,141,917011,800
GAP INC/THECOM36476010819510,859SH DFND1 210,85900
GARDNER DENVER HOLDINGS INCCOM36555P10748,4531,400,394SH DFND11,400,39400
GARMIN LTDSHSH2906T109180,7052,267,571SH DFND12,261,51906,052
GARRETT MOTION INCCOM3665051058,665564,497SH DFND1564,49700
GARTNER INCCOM366651107199,6971,243,064SH DFND11,238,76304,301
GASLOG LTDSHSG375851093,713257,896SH DFND1257,89600
GASLOG LTDSHSG3758510914410,011SH DFND1 210,01100
GATES INDUSTRIAL CORP PLCORD SHSG391081086,590577,574SH DFND1577,57400
GATES INDUSTRIAL CORP PLCORD SHSG3910810857150,129SH DFND1 250,12900
GATX CORPCOM36144810335,592448,884SH DFND1442,25706,627
GCI 4.75 04/15/24NOTE 4.750% 4/136473HAB04,0334,000,000PRN DFND1 24,000,00000
GCI LIBERTY INC - CLASS ACOM CLASS A36164V30566,5391,082,653SH DFND11,082,65300
GCP APPLIED TECHNOLOGIESCOM36164Y10118,139801,228SH DFND1801,22800
GDS HOLDINGS LTD - ADRSPONSORED ADS36165L1086,530174,685SH DFND1174,68500
GEMPHIRE THERAPEUTICS INCCOM36870A1085163,151SH DFND163,15100
GENCO SHIPPING & TRADING LTDSHSY2685T1311,743206,597SH DFND1206,59700
GENCOR INDUSTRIES INCCOM3686781081,363104,861SH DFND1104,86100
GENERAC HOLDINGS INCCOM36873610459,921863,303SH DFND1863,30300
GENERAL AMERICAN INVESTORSCOM3688021045,270148,495SH DFND1 2148,49500
GENERAL DYNAMICS CORPCOM369550108663,5313,655,921SH DFND13,642,962012,959
GENERAL ELECTRIC COCOM3696041031,188,084113,366,953SH DFND1112,937,3110429,642
GENERAL FINANCE CORPCOM3698221011,594190,496SH DFND1190,49600
GENERAL MILLS INCCOM370334104437,7428,347,759SH DFND18,316,507031,252
GENERAL MOLY INCCOM37037310292263,354SH DFND1263,35400
GENERAL MOTORS COCOM37045V100678,64617,630,873SH DFND117,567,942062,931
GENERAL MOTORS COCOM37045V1007196SH DFND1 219600
GENESCO INCCOM3715321029,349221,074SH DFND1221,07400
GENESEE & WYOMING INC-CL ACL A37155910559,694596,947SH DFND1586,600010,347
GENESIS HEALTHCARE INCCL A COM37185X106823663,765SH DFND1663,76500
GENIE ENERGY LTD-BCL B3722842082,283214,417SH DFND1214,41700
GENMARK DIAGNOSTICS INCCOM3723091044,618711,600SH DFND1711,60000
GENMARK DIAGNOSTICS INCCOM3723091046810,560SH DFND1 210,56000
GENOCEA BIOSCIENCES INCCOM NEW37242740111629,765SH DFND129,76500
GENOMIC HEALTH INCCOM37244C10120,155346,494SH DFND1346,49400
GENOMIC HEALTH INCCOM37244C10140700SH DFND1 270000
GENPACT LTDSHSG3922B10769,6221,826,586SH DFND11,826,58600
GENTEX CORPCOM371901109104,1034,230,130SH DFND14,181,737048,393
GENTHERM INCCOM37253A10318,824450,027SH DFND1449,947080
GENUINE PARTS COCOM372460105214,0912,070,547SH DFND12,062,74507,802
GENWORTH FINANCIAL INC-CL ACOM CL A37247D10623,2056,254,941SH DFND16,158,575096,366
GEO GROUP INC/THECOM36162J10634,1101,623,537SH DFND11,601,350022,187
GEO GROUP INC/THECOM36162J10635716,997SH DFND1 216,99700
GEOSPACE TECHNOLOGIES CORPCOM37364X1092,718179,933SH DFND1179,93300
GERDAU SA -SPON ADRSPON ADR REP PFD3737371056617,120SH DFND112,11805,002
GERMAN AMERICAN BANCORPCOM3738651049,365310,941SH DFND1310,94100
GERON CORPCOM3741631033,3152,351,158SH DFND12,350,9620196
GETTY REALTY CORPCOM37429710913,569441,146SH DFND1441,14600
GEVO INCCOM PAR3743964068744,256SH DFND144,25600
GIBRALTAR INDUSTRIES INCCOM37468910717,256427,554SH DFND1427,55400
GIGCAPITAL INC - CW23*W EXP 06/08/20237518N1226952,485,200SH DFND1 22,485,20000
GIGCAPITAL INC - RTSRIGHT 03/06/202037518N114177341,300SH DFND1 2341,30000
G-III APPAREL GROUP LTDCOM36237H10117,015578,358SH DFND1578,35800
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411819423,036SH DFND123,03600
GILDAN ACTIVEWEAR INCCOMSTK3759161038,924232,044SH DFND1232,04400
GILDAN ACTIVEWEAR INCCOMSTK375916103147SH DFND1 24700
GILDAN ACTIVEWEAR INCCOM3759161032857,385SH DFND16,33101,054
GILEAD SCIENCES INCCOM3755581031,239,23618,369,789SH DFND118,253,2180116,571
GILEAD SCIENCES INCCOM3755581032022,999SH DFND1 22,99900
GLACIER BANCORP INCCOM37637Q10545,1691,113,914SH DFND11,113,91400
GLADSTONE COMMERCIAL CORPCOM3765361088,565403,644SH DFND1403,64400
GLADSTONE LAND CORPCOM3765491012,328201,925SH DFND1201,92500
GLATFELTERCOM3773161049,286550,160SH DFND1548,03002,130
GLAUKOS CORPCOM37732210231,876422,770SH DFND1422,77000
GLAUKOS CORPCOM3773221025517,310SH DFND1 27,31000
GLAXOSMITHKLINE PLC-SPON ADRSPONSORED ADR37733W1056,233155,769SH DFND1153,79301,976
GLEN BURNIE BANCORPCOM37740710120518,661SH DFND118,66100
GLOBAL BLOOD THERAPEUTICS INCOM37890U10838,551732,923SH DFND1732,92300
GLOBAL BRASS & COPPER HOLDINCOM37953G10311,547264,065SH DFND1264,06500
GLOBAL BRASS & COPPER HOLDINCOM37953G1031593,649SH DFND1 23,64900
GLOBAL EAGLE ENTERTAINMENT ICOM37951D102316487,346SH DFND1487,34600
GLOBAL INDEMNITY LTDUSD CL A SHSG3933F1052,81390,869SH DFND190,86900
GLOBAL MEDICAL REIT INCCOM NEW37954A2043,981379,181SH DFND1379,18100
GLOBAL NET LEASE INCCOM NEW37937820120,4931,044,507SH DFND11,044,50700
GLOBAL PAYMENTS INCCOM37940X102351,4052,198,395SH DFND12,190,91307,482
GLOBAL PAYMENTS INCCOM37940X10205SH DFND1 2500
GLOBAL SELF STORAGE INCCOM37955N10628174,849SH DFND174,84900
GLOBAL WATER RESOURCES INCCOM37946310279676,304SH DFND176,30400
GLOBALSCAPE INCCOM37940G1091,044102,232SH DFND1102,23200
GLOBALSCAPE INCCOM37940G10941140,221SH DFND1 240,22100
GLOBALSTAR INCCOM3789734082,4415,087,360SH DFND15,087,36000
GLOBALSTAR INCCOM378973408184385,000SH DFND1 2385,00000
GLOBANT SACOML443851097,52974,951SH DFND174,95100
GLOBANT SACOML443851091771,761SH DFND1 21,76100
GLOBUS MEDICAL INC - ACL A37957720840,033946,425SH DFND1932,411014,014
GLOWPOINT INCCOM3798875083634,074SH DFND134,07400
GLU MOBILE INCCOM37989010614,9392,080,764SH DFND12,076,95403,810
GLU MOBILE INCCOM3798901061,269176,744SH DFND1 2176,74400
GLYCOMIMETICS INCCOM38000Q1025,569467,267SH DFND1467,26700
GMS INCCOM36251C1038,801400,046SH DFND1399,1770869
GNC HOLDINGS INC-CL ACOM CL A36191G1071,5671,044,900SH DFND11,044,0270873
GODADDY INC - CLASS ACL A380237107125,4511,789,599SH DFND11,789,59900
GOGO INCCOM38046C1093,005755,110SH DFND1755,11000
GOLAR LNG LTDSHSG9456A1009,747527,437SH DFND1527,43700
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10260153,199SH DFND153,19900
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T1069116,991SH DFND1 216,99100
GOLD FIELDS LTD-SPONS ADRSPONSORED ADR38059T106458,345SH DFND16,50001,845
GOLD RESOURCE CORPCOM38068T1052,570760,597SH DFND1760,59700
GOLDEN ENTERTAINMENT INCCOM3810131013,586256,211SH DFND1256,21100
GOLDEN MINERALS COCOM38111910666236,143SH DFND1236,14300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205691119,009SH DFND1119,00900
GOLDFIELD CORPCOM381370105335145,817SH DFND1145,81700
GOLDMAN SACHS GROUP INCCOM38141G104924,9104,528,950SH DFND14,512,715016,235
GOLDMAN SACHS GROUP INCCOM38141G1044422,165SH DFND1 22,16500
GOOD TIMES RESTAURANTS INCCOM PAR $.001NEW38214087910056,983SH DFND156,98300
GOODRICH PETROLEUM CORPCOM PAR3824108431,346103,672SH DFND1103,67200
GOODYEAR TIRE & RUBBER COCOM38255010141,7582,729,335SH DFND12,686,779042,556
GOOSEHEAD INSURANCE INC -ACOM CL A38267D10911,835247,615SH DFND1247,61500
GOPRO INC-CLASS ACL A38268T10310,2261,872,952SH DFND11,872,95200
GORES HOLDINGS INC-CW20*W EXP 11/04/20244109J1143,5101,847,875SH DFND1 21,847,87500
GORMAN-RUPP COCOM3830821048,005243,843SH DFND1243,84300
GOSSAMER BIO INCCOM38341P1025,389242,989SH DFND1242,98900
GP STRATEGIES CORPCOM36225V1042,620173,778SH DFND1173,77800
GPMT 6.375 10/01/23NOTE 6.375%10/038741LAC17,2317,000,000PRN DFND1 27,000,00000
GPRE 4.125 09/01/22NOTE 4.125% 9/0393222AF12,5863,000,000PRN DFND1 23,000,00000
GRACO INCCOM38410910494,3041,872,355SH DFND11,841,869030,486
GRAF INDUSTRIAL CORP-CW25*W EXP 12/31/202384278115175500,000SH DFND1 2500,00000
GRAFTECH INTERNATIONAL LTDCOM3843135087,331637,509SH DFND1636,6970812
GRAHAM CORPCOM3845561062,324114,997SH DFND1114,99700
GRAHAM HOLDINGS CO-CLASS BCOM38463710433,29648,253SH DFND147,4560797
GRAND CANYON EDUCATION INCCOM38526M10662,145531,071SH DFND1531,07100
GRANITE CONSTRUCTION INCCOM38732810727,962580,380SH DFND1571,81008,570
GRANITE POINT MORTGAGE TRUSTCOM38741L10712,417647,081SH DFND1647,08100
GRAPHIC PACKAGING HOLDING COCOM38868910151,3373,672,179SH DFND13,672,17900
GRAVITY CO LTD-SPONSORED ADRSPONSORED ADS NE38911N2063507,594SH DFND1 27,59400
GRAVITY CO LTD-SPONSORED ADRSPONSORED ADS NE38911N2061964,254SH DFND14,25400
GRAY TELEVISION INCCOM38937510616,7281,020,665SH DFND11,019,9890676
GREAT AJAX CORPCOM38983D3003,770269,305SH DFND1269,30500
GREAT ELM CAPITAL GROUP INCCOM NEW39036P209785182,705SH DFND1182,70500
GREAT LAKES DREDGE & DOCK COCOM39060710910,072912,387SH DFND1900,033012,354
GREAT LAKES DREDGE & DOCK COCOM3906071091,640148,556SH DFND1 2148,55600
GREAT SOUTHERN BANCORP INCCOM39090510712,205203,943SH DFND1203,94300
GREAT WESTERN BANCORP INCCOM39141610425,742720,678SH DFND1720,67800
GREEN BRICK PARTNERS INCCOM3927091012,607313,809SH DFND1313,80900
GREEN DOT CORP-CLASS ACL A39304D10229,477602,815SH DFND1594,05708,758
GREEN DOT CORP-CLASS ACL A39304D1024889,999SH DFND1 29,99900
GREEN PLAINS INCCOM3932221045,717530,355SH DFND1530,35500
GREEN PLAINS PARTNERS LPCOM REP PTR IN39322110621715,501SH DFND115,50100
GREENBRIER COMPANIES INCCOM39365710111,977393,998SH DFND1393,8790119
GREENBRIER COMPANIES INCCOM3936571011093,603SH DFND1 23,60300
GREENE COUNTY BANCORP INCCOM39435710765422,243SH DFND122,24300
GREENHILL & CO INCCOM3952591042,895213,045SH DFND1212,6600385
GREENHILL & CO INCCOM395259104795,840SH DFND1 25,84000
GREENLIGHT CAPITAL RE LTD-ACLASS AG4095J1093,116367,096SH DFND1367,09600
GREENSKY INC-CLASS ACL A39572G1004,299349,824SH DFND1349,82400
GREIF INC-CL ACL A39762410710,754330,402SH DFND1325,39505,007
GREIF INC-CL BCL B3976242063,32676,203SH DFND176,20300
GRIFFIN INDUSTRIAL REALTY INCOM39823110059216,748SH DFND116,74800
GRIFFON CORPCOM3984331027,559446,761SH DFND1446,76100
GRIFOLS SA-ADRSP ADR REP B NVT3984384082,832134,228SH DFND1133,17001,058
GRITSTONE ONCOLOGY INCCOM39868T1053,165284,135SH DFND1284,13500
GROUP 1 AUTOMOTIVE INCCOM39890510920,450249,734SH DFND1249,73400
GROUP 1 AUTOMOTIVE INCCOM398905109971,187SH DFND1 21,18700
GROUPON INCCOM39947310720,2475,655,619SH DFND15,655,61900
GRUBHUB INCCOM40011010270,935910,186SH DFND1910,18600
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011021,57732,273SH DFND1 232,27300
GRUPO AEROPORTUARIO CEN-ADRSPON ADR4005011022054,198SH DFND14,19800
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B4005061011,11010,647SH DFND1 210,64700
GRUPO AEROPORTUARIO PAC-ADRSPON ADR B40050610148468SH DFND12120256
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E2023462,136SH DFND1 22,13600
GRUPO AEROPORTUARIO SUR-ADRSPON ADR SER B40051E20272449SH DFND13070142
GRUPO FINANCIERO GALICIA-ADRSPONSORED ADR3999091009,651273,392SH DFND1273,39200
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J2061,123133,078SH DFND1 2133,07800
GRUPO TELEVISA SA-SPON ADRSPON ADR REP ORD40049J2062250SH DFND100250
GS ACQUISITION HOLDINGS- ACOM CL A36255F1021,010100,000SH DFND1 2100,00000
GSCCN 7 08/15/21NOTE 7.000% 8/138119TAG96,8326,000,000PRN DFND1 26,000,00000
GSE SYSTEMS INCCOM36227K1067833,536SH DFND133,53600
GSI TECHNOLOGY INCCOM36241U1061,459170,338SH DFND1170,33800
GSVC 4.75 03/28/23NOTE 4.750% 3/236191JAC55,1415,530,000PRN DFND1 25,530,00000
GTT COMMUNICATIONS INCCOM3623931007,251411,993SH DFND1411,99300
GTY TECHNOLOGY HOLDINGS INCCOM3624091043,088450,855SH DFND1450,85500
GUARANTY BANCSHARES INCCOM4007641063,782121,437SH DFND1121,43700
GUARDANT HEALTH INCCOM40131M10936,752425,722SH DFND1425,72200
GUESS INCCOM40161710510,804669,003SH DFND1669,00300
GUIDEWIRE SOFTWARE INCCOM40171V10081,668805,573SH DFND1805,57300
GULF ISLAND FABRICATION INCCOM40230710266493,620SH DFND193,62000
GULF RESOURCES INCCOM PAR40251W3091718,051SH DFND118,05100
GULFPORT ENERGY CORPCOM NEW4026353049,8972,015,793SH DFND12,015,79300
GW PHARMACEUTICALS -ADRADS36197T1033,85122,341SH DFND122,34100
GWG HOLDINGS INCCOM36192A1098712,283SH DFND112,28300
H&E EQUIPMENT SERVICES INCCOM40403010812,180418,710SH DFND1418,71000
H&R BLOCK INCCOM093671105105,3033,599,569SH DFND13,589,156010,413
H.B. FULLER CO.COM35969410628,831621,376SH DFND1621,37600
HABIT RESTAURANTS INC/THE-ACOM CL A40449J1032,919278,349SH DFND1278,34900
HACKETT GROUP INC/THECOM4046091095,732341,431SH DFND1341,43100
HAEMONETICS CORP/MASSCOM40502410084,539702,502SH DFND1692,64009,862
HAIN CELESTIAL GROUP INCCOM40521710022,6111,032,480SH DFND11,016,084016,396
HALCON RESOURCES CORPCOM40537Q6052041,156,786SH DFND11,156,78600
HALLADOR ENERGY COCOM40609P1051,315233,595SH DFND1233,59500
HALLIBURTON COCOM406216101281,75212,411,857SH DFND112,370,161041,696
HALLIBURTON COCOM40621610130513,428SH DFND1 213,42800
HALLMARK FINL SERVICES INCCOM NEW40624Q2032,382167,430SH DFND1167,43000
HALOZYME THERAPEUTICS INCCOM40637H10931,5051,833,838SH DFND11,833,83800
HAMILTON BEACH BRAND-ACOM CL A40701T1041,62685,355SH DFND185,35500
HAMILTON LANE INC-CLASS ACL A40749710615,018263,207SH DFND1263,20700
HAMILTON LANE INC-CLASS ACL A4074971061853,247SH DFND1 23,24700
HANCOCK WHITNEY CORPCOM41012010951,1091,275,829SH DFND11,260,136015,693
HANESBRANDS INCCOM41034510290,6625,273,869SH DFND15,255,118018,751
HANGER INCCOM NEW41043F2088,720455,402SH DFND1455,40200
HANMI FINANCIAL CORPORATIONCOM NEW4104952049,489426,113SH DFND1426,11300
HANNON ARMSTRONG SUSTAINABLECOM41068X10021,483762,374SH DFND1762,37400
HANNON ARMSTRONG SUSTAINABLECOM41068X100371,339SH DFND1 21,33900
HANOVER INSURANCE GROUP INC/COM41086710560,249469,602SH DFND1462,15007,452
HARBORONE BANCORP INCCOM41165F1016,696357,517SH DFND1357,51700
HARLEY-DAVIDSON INCCOM41282210893,6512,617,696SH DFND12,609,22808,468
HARLEY-DAVIDSON INCCOM412822108541,509SH DFND1 21,50900
HARMONIC INCCOM4131601026,3211,138,978SH DFND11,138,97800
HARPOON THERAPEUTICS INCCOM41358P10645735,154SH DFND135,15400
HARRIS CORPCOM413875105308,7121,632,526SH DFND11,626,46906,057
HARRIS CORPCOM41387510538200SH DFND1 220000
HARROW HEALTH INCCOM4158581091,705195,978SH DFND1195,97800
HARSCO CORPCOM41586410726,936981,659SH DFND1980,6740985
HARTE-HANKS INCCOM4161962025525,337SH DFND125,0880249
HARTFORD FINANCIAL SVCS GRPCOM416515104307,9485,535,301SH DFND15,517,356017,945
HARTFORD FINANCIAL SVCS GRPCOM416515104611,095SH DFND1 21,09500
HARVARD BIOSCIENCE INCCOM416906105462231,130SH DFND1231,13000
HASBRO INCCOM418056107178,1811,688,944SH DFND11,678,030010,914
HAVERTY FURNITURECOM4195961015,328312,914SH DFND1312,91400
HAVERTY FURNITURECOM41959610117310,201SH DFND1 210,20100
HAWAIIAN ELECTRIC INDSCOM41987010051,7921,189,256SH DFND11,169,314019,942
HAWAIIAN HOLDINGS INCCOM41987910117,173626,092SH DFND1626,09200
HAWKINS INCCOM4202611095,549127,836SH DFND1127,83600
HAWKINS INCCOM42026110925587SH DFND1 258700
HAWTHORN BANCSHARES INCCOM4204761032,40889,864SH DFND189,86400
HAYNES INTERNATIONAL INCCOM NEW4208772015,147161,816SH DFND1161,81600
HC2 HOLDINGS INCCOM404139107646273,935SH DFND1259,137014,798
HCA HEALTHCARE INCCOM40412C101499,9173,704,760SH DFND13,692,011012,749
HCA HEALTHCARE INCCOM40412C1013382,502SH DFND1 22,50200
HCI GROUP INCCOM40416E1033,56588,107SH DFND188,027080
HCP INCCOM40414L109281,3308,808,953SH DFND18,785,792023,161
HCP INCCOM40414L109431,374SH DFND1 21,37400
HD SUPPLY HOLDINGS INCCOM40416M10576,7681,907,130SH DFND11,907,13000
HDFC BANK LTD-ADRSPONSORED ADS40415F1012,22017,076SH DFND116,8480228
HEALTH INSURANCE INNOVATIO-ACOM CL A42225K1067,503289,482SH DFND1289,0560426
HEALTHCARE REALTY TRUST INCCOM42194610464,7322,066,802SH DFND12,043,144023,658
HEALTHCARE SERVICES GROUPCOM42190610829,372968,760SH DFND1955,200013,560
HEALTHCARE TRUST OF AME-CL ACL A NEW42225P50159,0512,152,793SH DFND12,152,79300
HEALTHEQUITY INCCOM42226A10760,127919,383SH DFND1909,39309,990
HEALTHEQUITY INCCOM42226A1071111,700SH DFND1 21,70000
HEALTHSTREAM INCCOM42222N10310,339399,840SH DFND1399,84000
HEARTLAND EXPRESS INCCOM42234710412,121670,828SH DFND1670,82800
HEARTLAND FINANCIAL USA INCCOM42234Q10219,292431,311SH DFND1431,31100
HEAT BIOLOGICS INCCOM NEW42237K300124181,516SH DFND1181,51600
HECLA MINING COCOM42270410610,9376,076,510SH DFND16,071,56504,945
HEICO CORPCOM42280610972,731543,893SH DFND1543,89300
HEICO CORP-CLASS ACL A42280620871,568692,859SH DFND1692,85900
HEIDRICK & STRUGGLES INTLCOM42281910210,874362,860SH DFND1362,4700390
HEIDRICK & STRUGGLES INTLCOM42281910276325,477SH DFND1 225,47700
HELEN OF TROY LTDCOMG4388N10646,918359,283SH DFND1354,70404,579
HELIOS TECHNOLOGIES INCCOM42328H10918,508398,799SH DFND1398,79900
HELIUS MEDICAL TECHNOLOGIESCOM CL A42328V504295134,183SH DFND1134,18300
HELIX ENERGY SOLUTIONS GROUPCOM42330P10715,0821,747,664SH DFND11,747,66400
HELMERICH & PAYNECOM42345210183,4971,652,205SH DFND11,646,90505,300
HEMISPHERE MEDIA GROUP INCCL A42365Q1032,913225,538SH DFND1225,53800
HENNESSY ADVISORS INCCOM42588510012713,164SH DFND113,16400
HENNESSY CAPITAL ACQUIS-CW25*W EXP 09/05/20242589C112547912,512SH DFND1 2912,51200
HENNESSY CAPITAL ACQUISITI-ACL A COM42589C10473073,808SH DFND1 273,80800
HENRY SCHEIN INCCOM806407102155,5932,229,661SH DFND12,216,424013,237
HERBALIFE NUTRITION LTDCOM SHSG4412G10158,1441,359,829SH DFND11,359,82900
HERBALIFE NUTRITION LTDCOM SHSG4412G10130722SH DFND1 272200
HERC HOLDINGS INCCOM42704L10413,552295,717SH DFND1295,71700
HERITAGE COMMERCE CORPCOM4269271096,805555,549SH DFND1555,54900
HERITAGE FINANCIAL CORPCOM42722X10613,529458,000SH DFND1458,00000
HERITAGE INSURANCE HOLDINGSCOM42727J1024,745307,945SH DFND1307,94500
HERITAGE-CRYSTAL CLEAN INCCOM42726M1065,038191,499SH DFND1191,49900
HERMAN MILLER INCCOM60054410041,573930,061SH DFND1919,296010,765
HERON THERAPEUTICS INCCOM42774610216,676897,080SH DFND1897,08000
HERSHA HOSPITALITY TRUSTPR SHS BEN INT4278255009,625581,955SH DFND1581,95500
HERSHEY CO/THECOM427866108304,9872,278,982SH DFND12,272,03906,943
HERTZ GLOBAL HOLDINGS INCCOM42806J10618,6331,167,495SH DFND11,167,49500
HESKA CORPCOM RESTRC NEW42805E3067,92993,102SH DFND193,10200
HESS CORPCOM42809H107232,3723,661,832SH DFND13,649,685012,147
HEWLETT PACKARD ENTERPRISECOM42824C109315,47921,123,558SH DFND121,059,671063,887
HEWLETT PACKARD ENTERPRISECOM42824C109875,834SH DFND1 25,83400
HEXCEL CORPCOM42829110869,204855,644SH DFND1854,11601,528
HEXINDAI INC-ADRADR4282951095824,760SH DFND124,76000
HF FOODS GROUP INCCOM40417F1091,78951,404SH DFND151,40400
HFF INC-CLASS ACL A40418F10823,114508,241SH DFND1506,48801,753
HIBBETT SPORTS INCCOM4285671014,397241,622SH DFND1241,62200
HIGH INCOME SECURITIES FUNDSHS BEN INT42968F10833039,988SH DFND1 239,98800
HIGHPOINT RESOURCES CORPCOM43114K1082,4831,364,571SH DFND11,364,57100
HIGHPOWER INTERNATIONAL INCCOM43113X1016415,239SH DFND115,23900
HIGHWOODS PROPERTIES INCCOM43128410860,6361,468,199SH DFND11,449,219018,980
HILL INTERNATIONAL INCCOM431466101577213,875SH DFND1213,87500
HILLENBRAND INCCOM43157110833,782853,732SH DFND1853,73200
HILLENBRAND INCCOM4315711081,06726,980SH DFND1 226,98000
HILL-ROM HOLDINGS INCCOM43147510291,367873,326SH DFND1860,901012,425
HILL-ROM HOLDINGS INCCOM4314751022832,709SH DFND1 22,70900
HILLTOP HOLDINGS INCCOM43274810119,303907,556SH DFND1907,55600
HILTON GRAND VACATIONS INCCOM43283X10529,831937,503SH DFND1937,50300
HILTON WORLDWIDE HOLDINGS INCOM43300A203391,7474,015,192SH DFND14,001,299013,893
HILTON WORLDWIDE HOLDINGS INCOM43300A20347489SH DFND1 248900
HIMAX TECHNOLOGIES INC-ADRSPONSORED ADR43289P10626175,192SH DFND175,19200
HINGHAM INSTITUTION FOR SVGSCOM4333231024,07520,584SH DFND120,58400
HISTOGENICS CORPCOM43358V10967351,684SH DFND1351,68400
HMS HOLDINGS CORPCOM40425J10143,0421,328,874SH DFND11,328,87400
HMS HOLDINGS CORPCOM40425J1011173,616SH DFND1 23,61600
HNI CORPCOM40425110019,250544,098SH DFND1535,40708,691
HNI CORPCOM4042511001203,401SH DFND1 23,40100
HOLLYFRONTIER CORPCOM436106108117,9792,553,148SH DFND12,545,61407,534
HOLLYFRONTIER CORPCOM4361061084579,884SH DFND1 29,88400
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051,21363,882SH DFND163,88200
HOLLYSYS AUTOMATION TECHNOLOSHSG456671051457,676SH DFND1 27,67600
HOLOGIC INCCOM436440101204,4434,264,144SH DFND14,251,394012,750
HOLOGIC INCCOM43644010138804SH DFND1 280400
HOME BANCORP INCCOM43689E1073,55492,379SH DFND192,37900
HOME BANCSHARES INCCOM43689320039,7952,066,220SH DFND12,037,924028,296
HOME DEPOT INCCOM4370761023,292,80215,852,964SH DFND115,798,501054,463
HOMESTREET INCCOM43785V10210,863366,523SH DFND1366,52300
HOMETRUST BANCSHARES INCCOM4378721045,305211,057SH DFND1211,05700
HOMOLOGY MEDICINES INCCOM4380831076,230318,363SH DFND1318,36300
HONDA MOTOR CO LTD-SPONS ADRAMERN SHS43812830857822,396SH DFND119,69302,703
HONEYWELL INTERNATIONAL INCCOM4385161061,682,3409,651,207SH DFND19,616,465034,742
HONEYWELL INTERNATIONAL INCCOM43851610617101SH DFND1 210100
HOOKER FURNITURE CORPCOM4390381003,081149,420SH DFND1149,42000
HOOKIPA PHARMA INCCOM43906K10011617,296SH DFND117,29600
HOPE BANCORP INCCOM43940T10921,8701,587,152SH DFND11,587,15200
HOPFED BANCORP INCCOM43973410487746,264SH DFND146,26400
HORACE MANN EDUCATORSCOM44032710423,543584,348SH DFND1584,34800
HORIZON BANCORP INC/INCOM4404071049,138559,291SH DFND1559,29100
HORIZON GLOBAL CORPCOM44052W104573159,644SH DFND1159,64400
HORIZON TECHNOLOGY FINANCE CCOM44045A10214312,178SH DFND112,17800
HORIZON THERAPEUTICS PLCSHSG4618810149,9052,074,196SH DFND12,074,19600
HORIZON THERAPEUTICS PLCSHSG46188101361,518SH DFND1 21,51800
HORMEL FOODS CORPCOM440452100170,7394,218,688SH DFND14,204,831013,857
HORMEL FOODS CORPCOM440452100011SH DFND1 21100
HORNBECK OFFSHORE SERVICESCOM440543106256204,926SH DFND1204,92600
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M10270,8632,834,781SH DFND12,803,384031,397
HOSPITALITY PROPERTIES TRUSTCOM SH BEN INT44106M1021,64965,977SH DFND1 265,97700
HOST HOTELS & RESORTS INCCOM44107P104260,26614,302,047SH DFND114,263,484038,563
HOST HOTELS & RESORTS INCCOM44107P104713,943SH DFND1 23,94300
HOSTESS BRANDS INCCL A44109J10620,0881,391,138SH DFND11,391,13800
HOUGHTON MIFFLIN HARCOURT COCOM44157R1098,0011,389,068SH DFND11,389,06800
HOULIHAN LOKEY INCCL A44159310021,238476,958SH DFND1476,95800
HOULIHAN LOKEY INCCL A44159310054112,164SH DFND1 212,16400
HOUSTON AMERICAN ENERGY CORPCOM44183U10027135,281SH DFND1135,28100
HOUSTON WIRE & CABLE COCOM44244K10949794,970SH DFND194,97000
HOVNANIAN ENTERPRISES-ACL A NEW44248740153770,661SH DFND170,3140347
HOWARD BANCORP INCCOM4424961052,060135,845SH DFND1135,84500
HOWARD HUGHES CORP/THECOM44267D10750,108404,625SH DFND1404,62500
HP INCCOM40434L105440,36321,209,288SH DFND121,128,781080,507
HSBC HOLDINGS PLC-SPONS ADRSPON ADR NEW40428040621,369511,963SH DFND1509,19202,771
HTG MOLECULAR DIAGNOSTICSCOM40434H104404243,633SH DFND1243,63300
HUAZHU GROUP LTD-ADRSPONSORED ADS44332N10614,231394,476SH DFND1393,7880688
HUB GROUP INC-CL ACL A44332010618,787447,530SH DFND1447,53000
HUBBELL INCCOM44351060780,274615,601SH DFND1605,62209,979
HUBBELL INCCOM4435106071401,075SH DFND1 21,07500
HUBSPOT INCCOM44357310069,192405,776SH DFND1405,77600
HUBSPOT INCCOM4435731003271,923SH DFND1 21,92300
HUDBAY MINERALS INCCOMSTK44362810230957,200SH DFND1 257,20000
HUDBAY MINERALS INCCOMSTK44362810215528,641SH DFND128,64100
HUDSON GLOBAL INCCOM NEW44378720512610,140SH DFND110,14000
HUDSON LTD-CLASS ACOM CL AG464081032,570186,399SH DFND1186,39900
HUDSON PACIFIC PROPERTIES INCOM44409710971,7182,155,651SH DFND12,155,65100
HUDSON TECHNOLOGIES INCCOM444144109248289,555SH DFND1289,55500
HUMANA INCCOM444859102458,1321,730,191SH DFND11,723,69506,496
HUMANA INCCOM4448591022077SH DFND1 27700
HUNT (JB) TRANSPRT SVCS INCCOM445658107118,2261,295,528SH DFND11,286,91508,613
HUNT (JB) TRANSPRT SVCS INCCOM44565810754594SH DFND1 259400
HUNT COMPANIES FINANCE TRUSTCOM44558T10033397,862SH DFND197,86200
HUNTINGTON BANCSHARES INCCOM446150104222,77016,145,432SH DFND116,095,221050,211
HUNTINGTON BANCSHARES INCCOM4461501049685SH DFND1 268500
HUNTINGTON INGALLS INDUSTRIECOM446413106136,407607,982SH DFND1605,98901,993
HUNTSMAN CORPCOM44701110778,6223,846,487SH DFND13,844,67301,814
HUNTSMAN CORPCOM4470111072029,924SH DFND1 29,92400
HURCO COMPANIES INCCOM4473241043,795106,742SH DFND1106,74200
HURON CONSULTING GROUP INCCOM44746210215,190301,517SH DFND1301,51700
HUTCHISON CHINA MEDITECH-ADRSPONSORED ADR44842L1032,799128,016SH DFND1128,01600
HUTTIG BUILDING PRODUCTS INCCOM448451104293113,703SH DFND1113,70300
HYATT HOTELS CORP - CL ACOM CL A44857910232,418425,834SH DFND1425,83400
HYDROGENICS CORPCOM NEW44888320718312,364SH DFND112,36400
HYRECAR INCCOM44916T10712830,692SH DFND130,69200
HYSTER-YALE MATERIALSCL A4491721057,967144,190SH DFND1144,19000
I3 VERTICALS INC-CLASS ACOM CL A46571Y1073,827129,962SH DFND1129,96200
IAA INCCOM44925310364,2541,656,894SH DFND11,655,53301,361
IAC/INTERACTIVECORPCOM44919P508182,174838,037SH DFND1838,03700
IAC/INTERACTIVECORPCOM44919P50890414SH DFND1 241400
IAMGOLD CORPCOMSTK45091310815345,413SH DFND145,41300
IBERIABANK CORPCOM45082810858,476770,950SH DFND1770,95000
IBERIABANK CORPCOM4508281081011,335SH DFND1 21,33500
IBIO INCCOM NEW4510332032434,266SH DFND134,26600
ICAD INCCOM NEW44934S206799125,470SH DFND1125,47000
ICAD INCCOM NEW44934S20624839,049SH DFND1 239,04900
ICAHN ENTERPRISES LPDEPOSITARY UNIT45110010110,049138,788SH DFND1138,78800
ICF INTERNATIONAL INCCOM44925C10317,918246,139SH DFND1246,13900
ICHOR HOLDINGS LTDSHSG4740B1056,866290,449SH DFND1290,44900
ICICI BANK LTD-SPON ADRADR45104G10441933,358SH DFND130,38602,972
ICON PLCSHSG4705A1006,58842,791SH DFND142,79100
ICONIX BRAND GROUP INCCOM NEW4510553053137,615SH DFND137,61500
ICU MEDICAL INCCOM44930G10749,024194,611SH DFND1191,55403,057
ID SYSTEMS INCCOM44948910345276,959SH DFND176,95900
IDACORP INCCOM45110710654,162539,280SH DFND1530,05609,224
IDEAL POWER INCCOM4516221042065,278SH DFND165,27800
IDEANOMICS INCCOM45166V106864351,591SH DFND1351,59100
IDENTIV INCCOM NEW45170X20536771,726SH DFND171,72600
IDERA PHARMACEUTICALS INCCOM PAR45168K405480180,058SH DFND1180,05800
IDEX CORPCOM45167R104141,047819,813SH DFND1805,952013,861
IDEX CORPCOM45167R104638SH DFND1 23800
IDEXX LABORATORIES INCCOM45168D104396,4341,441,702SH DFND11,434,08307,619
IDT CORP-CLASS BCL B NEW4489475072,242236,819SH DFND1236,81900
IDT CORP-CLASS BCL B NEW44894750733835,791SH DFND1 235,79100
IEC ELECTRONICS CORPCOM44949L10533853,954SH DFND153,95400
IES HOLDINGS INCCOM44951W1061,983105,206SH DFND1105,20600
IFRESH INCCOM4495381076350,723SH DFND150,72300
IHS MARKIT LTDSHSG47567105378,2365,945,032SH DFND15,927,668017,364
IHS MARKIT LTDSHSG4756710534537SH DFND1 253700
II-VI INCCOM90210410829,038794,278SH DFND1794,27800
II-VI INCCOM9021041081624,436SH DFND1 24,43600
ILLINOIS TOOL WORKSCOM452308109680,8244,518,395SH DFND14,503,087015,308
ILLINOIS TOOL WORKSCOM45230810927184SH DFND1 218400
ILLUMINA INCCOM452327109722,3581,965,763SH DFND11,952,537013,226
IMAX CORPCOM45245E1094,972246,186SH DFND1246,18600
IMMERSION CORPORATIONCOM4525211073,028397,932SH DFND1397,93200
IMMUNIC INCCOM4525EP10112110,611SH DFND110,61100
IMMUNOGEN INCCOM45253H1014,7102,170,841SH DFND12,169,9890852
IMMUNOMEDICS INCCOM45290710831,9262,301,844SH DFND12,301,84400
IMPAC MORTGAGE HOLDINGS INCCOM NEW45254P50827990,056SH DFND190,05600
IMPERIAL OIL LTDCOMSTK4530384087,901286,389SH DFND1286,38900
IMPERIAL OIL LTDCOMSTK453038408913,303SH DFND1 23,30300
IMPINJ INCCOM4532041095,414189,170SH DFND1189,17000
INCYTE CORPCOM45337C102220,7752,603,031SH DFND12,585,796017,235
INCYTE CORPCOM45337C1021,51117,786SH DFND1 217,78600
INDEPENDENCE CONTRACT DRILLICOM453415309725459,420SH DFND1459,42000
INDEPENDENCE HOLDING COCOM NEW4534403073,15981,594SH DFND181,59400
INDEPENDENCE REALTY TRUST INCOM45378A10616,7331,446,323SH DFND11,446,32300
INDEPENDENT BANK CORP - MICHCOM NEW4538386096,856314,679SH DFND1314,67900
INDEPENDENT BANK CORP - MICHCOM NEW453838609251,173SH DFND1 21,17300
INDEPENDENT BANK CORP/MACOM45383610834,190448,992SH DFND1448,99200
INDEPENDENT BANK GROUP INCCOM45384B10626,605484,093SH DFND1484,09300
INDIA FUND INCCOM4540891031,49570,266SH DFND1 270,26600
INDIA GLOBALIZATION CAPITALCOM NEW45408X308325198,608SH DFND1198,60800
INDUSTRIAL LOGISTICS PROPERTCOM SHS BEN INT45623710618,759901,031SH DFND1901,03100
INDUSTRIAL SVCS OF AMERICACOM4563141031415,157SH DFND115,15700
INDUSTRIAS BACHOCO SAB SP ADSPON ADR B4564631082084,115SH DFND1 24,11500
INFINERA CORPCOM45667G1036,1192,102,852SH DFND12,102,85200
INFINITY PHARMACEUTICALS INCCOM45665G303654363,617SH DFND1363,2910326
INFLARX NVCOMN448211014514,516SH DFND114,51600
INFORMATION SERVICES GROUPCOM45675Y104974308,484SH DFND1308,48400
INFOSYS LTD-SP ADRSPONSORED ADR4567881084,431419,369SH DFND1413,92105,448
INFRASTRUCTURE AND ENERGY ALCOM45686J1049346,065SH DFND146,06500
INFUSYSTEM HOLDINGS INCCOM45685K10220046,642SH DFND146,64200
ING GROEP N.V.-SPONSORED ADRSPONSORED ADR45683710332828,417SH DFND125,38903,028
INGERSOLL-RAND PLCSHSG47791101449,0533,551,043SH DFND13,538,959012,084
INGERSOLL-RAND PLCSHSG4779110125199SH DFND1 219900
INGEVITY CORPCOM45688C10755,040523,352SH DFND1515,62607,726
INGLES MARKETS INC-CLASS ACL A4570301048,721280,158SH DFND1280,15800
INGLES MARKETS INC-CLASS ACL A4570301041514,872SH DFND1 24,87200
INGREDION INCCOM45718710269,644844,747SH DFND1832,339012,408
INGREDION INCCOM4571871021,32616,077SH DFND1 216,07700
INNERWORKINGS INCCOM45773Y1052,230584,012SH DFND1584,01200
INNODATA INCCOM NEW4576422056572,296SH DFND172,29600
INNOPHOS HOLDINGS INCCOM45774N1087,784267,411SH DFND1267,41100
INNOSPEC INCCOM45768S10529,576324,161SH DFND1324,16100
INNOVATE BIOPHARMACEUTICALSCOM PAR45782F105135116,630SH DFND1116,63000
INNOVATIVE INDUSTRIAL PROPERCOM45781V1013903,164SH DFND12,8960268
INNOVATIVE SOLUTIONS & SUPPCOM45769N10528656,144SH DFND156,14400
INNOVIVA INCCOM45781M10113,007893,360SH DFND1893,36000
INOGEN INCCOM45780L10415,984239,430SH DFND1235,90903,521
INOGEN INCCOM45780L1041251,886SH DFND1 21,88600
INOVALON HOLDINGS INC - ACOM CL A45781D10113,889957,237SH DFND1957,23700
INOVIO PHARMACEUTICALS INCCOM NEW45773H2013,5261,199,559SH DFND11,199,55900
INPHI CORPCOM45772F10727,574550,393SH DFND1550,39300
INSEEGO CORPCOM45782B1043,249678,330SH DFND1678,33000
INSIGHT ENTERPRISES INCCOM45765U10330,573525,320SH DFND1525,32000
INSIGNIA SYSTEMS INCCOM45765Y1053735,506SH DFND135,50600
INSMED INCCOM PAR $.0145766930728,2001,101,569SH DFND11,101,56900
INSPERITY INCCOM45778Q10789,234730,596SH DFND1723,25207,344
INSPERITY INCCOM45778Q1075874,807SH DFND1 24,80700
INSPIRE MEDICAL SYSTEMS INCCOM4577301099,812161,797SH DFND1161,79700
INSPIRED ENTERTAINMENT INCCOM45782N1081,294153,366SH DFND1153,36600
INSTALLED BUILDING PRODUCTSCOM45780R10116,132272,418SH DFND1272,41800
INSTEEL INDUSTRIES INCCOM45774W1084,991239,740SH DFND1239,74000
INSTRUCTURE INCCOM45781U10317,183404,319SH DFND1404,31900
INSULET CORPCOM45784P10176,117637,610SH DFND1637,61000
INTEC PHARMA LTDSHSM5364410611727,156SH DFND127,15600
INTEGER HOLDINGS CORPCOM45826H10935,483422,822SH DFND1422,0670755
INTEGRA LIFESCIENCES HOLDINGCOM NEW45798520846,246828,042SH DFND1815,054012,988
INTEL CORPCOM4581401003,199,77566,936,545SH DFND166,531,7000404,845
INTEL CORPCOM458140100511,076SH DFND1 21,07600
INTELLIA THERAPEUTICS INCCOM45826J1058,251504,085SH DFND1504,08500
INTELLICHECK INCCOM NEW45817G20145678,867SH DFND178,86700
INTELLIGENT SYSTEMS CORPCOM45816D1002,14174,377SH DFND174,37700
INTELSAT SACOML5140P10111,227577,233SH DFND1577,23300
INTER PARFUMS INCCOM45833410916,298245,131SH DFND1245,13100
INTER PARFUMS INCCOM458334109120SH DFND1 22000
INTERACTIVE BROKERS GRO-CL ACOM CL A45841N10741,405762,445SH DFND1748,144014,301
INTERCEPT PHARMACEUTICALS INCOM45845P10826,152328,670SH DFND1328,654016
INTERCONTINENTAL EXCHANGE INCOM45866F104647,2277,543,179SH DFND17,516,260026,919
INTERCONTINENTAL EXCHANGE INCOM45866F10406SH DFND1 2600
INTERCONTINENTAL HOTELS-ADRSPONSORED ADS45857P80679411,885SH DFND110,9890896
INTERDIGITAL INCCOM45867G10126,806416,249SH DFND1410,18006,069
INTERFACE INCCOM45866530412,086788,400SH DFND1788,40000
INTERMOLECULAR INCCOM45882D1098169,386SH DFND169,38600
INTERNAP CORPCOM PAR45885A409433143,921SH DFND1143,5780343
INTERNATIONAL BANCSHARES CRPCOM45904410333,709893,904SH DFND1883,93109,973
INTERNATIONAL BANCSHARES CRPCOM45904410314385SH DFND1 238500
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1083,697285,085SH DFND1285,08500
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10833325,694SH DFND1 225,69400
INTERNATIONAL MONEY EXPRESSCOM46005L1012,287162,221SH DFND1162,22100
INTERNATIONAL PAPER COCOM460146103266,5296,160,186SH DFND16,139,753020,433
INTERNATIONAL PAPER COCOM4601461032385,507SH DFND1 25,50700
INTERNATIONAL SEAWAYS INCCOMY410531026,654350,256SH DFND1350,25600
INTERNET GOLD-GOLDEN LINESORDM56595107310,302SH DFND110,30200
INTERPACE DIAGNOSTICS GROUPCOM NEW46062X204235324,725SH DFND1324,72500
INTERPUBLIC GROUP OF COS INCCOM460690100132,0505,850,018SH DFND15,830,657019,361
INTERSECT ENT INCCOM46071F1039,135401,389SH DFND1401,38900
INTERXION HOLDING NVSHSN4727910998412,938SH DFND112,93800
INTEST CORPCOM46114710019139,775SH DFND139,77500
INTEVAC INCCOM461148108707146,265SH DFND1146,26500
INTL BUSINESS MACHINES CORPCOM4592001011,676,62012,177,600SH DFND112,133,441044,159
INTL BUSINESS MACHINES CORPCOM45920010127199SH DFND1 219900
INTL FCSTONE INCCOM46116V10511,327286,120SH DFND1286,12000
INTL FLAVORS & FRAGRANCESCOM459506101211,2581,458,596SH DFND11,453,60804,988
INTL SPEEDWAY CORP-CL ACL A46033520114,157315,388SH DFND1311,01404,374
INTRA-CELLULAR THERAPIES INCCOM46116X1018,364644,414SH DFND1644,41400
INTREPID POTASH INCCOM46121Y1024,0791,214,202SH DFND11,214,20200
INTREXON CORPCOM46122T1027,9131,033,158SH DFND11,033,15800
INTRICON CORPCOM46121H1092,31599,114SH DFND199,11400
INTUIT INCCOM4612021031,113,8674,268,635SH DFND14,245,071023,564
INTUIT INCCOM4612021031,4025,365SH DFND1 25,36500
INTUITIVE SURGICAL INCCOM NEW46120E602934,3941,784,000SH DFND11,773,720010,280
INUVO INCCOM NEW46122W20444106,848SH DFND1106,84800
INVACARE CORPCOM4612031012,144413,217SH DFND1413,21700
INVESCO LTDSHSG491BT108154,4987,537,241SH DFND17,518,031019,210
INVESCO LTDSHSG491BT108351,759SH DFND1 21,75900
INVESCO MORTGAGE CAPITALCOM46131B10025,2421,565,892SH DFND11,564,42001,472
INVESCO MORTGAGE CAPITALCOM46131B1001147,124SH DFND1 27,12400
INVESTAR HOLDING CORPCOM46134L1052,868120,283SH DFND1120,28300
INVESTORS BANCORP INCCOM46146L10137,1463,331,510SH DFND13,331,51000
INVESTORS BANCORP INCCOM46146L101302,717SH DFND1 22,71700
INVESTORS REAL ESTATE TRUSTSH BEN INT4617305098,936152,312SH DFND1152,31200
INVESTORS TITLE COCOM4618041062,79716,749SH DFND116,74900
INVITAE CORPCOM46185L10326,1111,111,147SH DFND11,111,14700
INVITATION HOMES INCCOM46187W107144,6215,413,418SH DFND15,413,41800
INVIVO THERAPEUTICS HOLDINGSCOM PAR46186M407710,036SH DFND110,03600
ION GEOPHYSICAL CORPCOM NEW46204420768785,368SH DFND185,36800
IONIS PHARMACEUTICALS INCCOM462222100100,1751,559,628SH DFND11,559,4280200
IONIS PHARMACEUTICALS INCCOM4622221001522,369SH DFND1 22,36900
IOVANCE BIOTHERAPEUTICS INCCOM46226010040,0301,632,556SH DFND11,632,55600
IPG PHOTONICS CORPCOM44980X10989,248579,480SH DFND1577,77201,708
IQIYI INC-ADRSPONSORED ADS46267X1089,861479,473SH DFND1479,47300
IQVIA HOLDINGS INCCOM46266C105379,1192,360,230SH DFND12,352,69507,535
IQVIA HOLDINGS INCCOM46266C10516103SH DFND1 210300
IRADIMED CORPCOM46266A1091,22860,092SH DFND160,09200
IRHYTHM TECHNOLOGIES INCCOM45005610623,957302,949SH DFND1302,6900259
IRIDEX CORPCOM46268410122549,568SH DFND149,56800
IRIDIUM COMMUNICATIONS INCCOM46269C10230,0721,292,887SH DFND11,292,2560631
IROBOT CORPCOM46272610032,907359,100SH DFND1359,10000
IRON MOUNTAIN INCCOM46284V101135,7814,345,451SH DFND14,331,409014,042
IRON MOUNTAIN INCCOM46284V10135811,445SH DFND1 211,44500
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10823,2332,123,714SH DFND12,123,71400
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1084386SH DFND1 238600
ISHA CURR HEDGED MSCI EAFEHDG MSCI EAFE46434V8031,10337,000PRN DFND137,00000
ISHARES CORE MSCI EMERGINGCORE MSCI EMKT46434G10314,669285,168PRN DFND1285,16800
ISHARES CORE S&P 500 ETFCORE S&P500 ETF4642872001,3434,555PRN DFND14,55500
ISHARES GLOBAL HEALTHCARE ETGLOB HLTHCRE ETF4642873254557,380PRN DFND17,38000
ISHARES MSCI EMERGING MARKETMSCI EMG MKT ETF46428723411,394265,553PRN DFND1265,55300
ISHARES MSCI INDIA ETFMSCI INDIA ETF46429B59821,187600,214PRN DFND1600,21400
ISHARES MSCI SAUDI ARABIA ETMSCI SAUDI ARBIA46434V4238,122246,000PRN DFND1246,00000
ISHARES MSCI TAIWAN ETFMSCI TAIWAN ETF46434G77222,056630,903PRN DFND1630,90300
ISORAY INCCOM46489V104110269,778SH DFND1269,77800
ISRAMCO INCCOM NEW4651414061,0528,883SH DFND18,88300
ISSUER DIRECT CORPCOM NEW46520M20440235,897SH DFND135,89700
ISTAR INCCOM45031U1019,998805,022SH DFND1805,02200
ITAU UNIBANCO H-SPON PRF ADRSPON ADR REP PFD4655621061,079114,595SH DFND1110,83303,762
ITERIS INCCOM46564T1071,927372,825SH DFND1372,82500
ITERIS INCCOM46564T10781,559SH DFND1 21,55900
ITRON INCCOM46574110628,340452,934SH DFND1452,93400
ITT INCCOM45073V10865,375998,402SH DFND1982,327016,075
ITURAN LOCATION AND CONTROLSHSM6158M10466222,033SH DFND122,03300
ITURAN LOCATION AND CONTROLSHSM6158M104142SH DFND1 24200
IVERIC BIO INCCOM46583P102225173,774SH DFND1173,77400
IVY HIGH INCOME OPPORTUNITYCOM4658931051,450106,875SH DFND1 2106,87500
IZEA WORLDWIDE INCCOM46604H1051224,901SH DFND124,90100
J & J SNACK FOODS CORPCOM46603210934,143212,140SH DFND1212,14000
J ALEXANDER'S HOLDINGSCOM46609J1061,613143,659SH DFND1143,65900
J. JILL INCCOM46620W102372187,011SH DFND1174,702012,309
J.C. PENNEY CO INCCOM7081601064,5363,979,305SH DFND13,979,30500
J2 GLOBAL INCCOM48123V10261,563692,585SH DFND1683,43809,147
J2 GLOBAL INCCOM48123V1021792,022SH DFND1 22,02200
JABIL INCCOM46631310349,5511,568,087SH DFND11,542,617025,470
JABIL INCCOM46631310329928SH DFND1 292800
JACK HENRY & ASSOCIATES INCCOM426281101166,2851,243,302SH DFND11,239,63703,665
JACK HENRY & ASSOCIATES INCCOM42628110145343SH DFND1 234300
JACK IN THE BOX INCCOM46636710929,517362,671SH DFND1357,94504,726
JACOBS ENGINEERING GROUP INCCOM469814107149,1821,770,809SH DFND11,765,36605,443
JAGGED PEAK ENERGY INCCOM47009K1076,663805,798SH DFND1805,79800
JAKKS PACIFIC INCCOM47012E10687124,489SH DFND1122,95101,538
JAMES RIVER GROUP HOLDINGS LCOMG5005R10718,751399,813SH DFND1399,81300
JANUS HENDERSON GROUP PLCORD SHSG4474Y21438,1821,784,249SH DFND11,754,043030,206
JAPAN SMALLER CAPITALIZATIONCOM47109U1042,427285,198SH DFND1 2285,19800
JASON INDUSTRIES INCCOM4711721065484,439SH DFND184,43900
JAZZ 1.875 08/15/21NOTE 1.875% 8/1472145AB75,0885,000,000PRN DFND1 25,000,00000
JAZZ PHARMACEUTICALS PLCSHS USDG50871105110,961778,750SH DFND1778,75000
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,1688,194SH DFND1 28,19400
JBG SMITH PROPERTIESCOM46590V10067,2481,709,417SH DFND11,687,322022,095
JD.COM INC-ADRSPON ADR CL A47215P10665,7762,182,119SH DFND12,143,386038,733
JEFFERIES FINANCIAL GROUP INCOM47233W10973,4563,826,135SH DFND13,813,985012,150
JEFFERIES FINANCIAL GROUP INCOM47233W10919310,081SH DFND1 210,08100
JELD-WEN HOLDING INCCOM47580P10317,414820,273SH DFND1820,27300
JERNIGAN CAPITAL INCCOM4764051055,057246,702SH DFND1246,70200
JETBLUE AIRWAYS CORPCOM47714310171,0033,840,079SH DFND13,784,983055,096
JM SMUCKER CO/THECOM NEW832696405202,3061,759,103SH DFND11,753,24005,863
JM SMUCKER CO/THECOM NEW83269640568594SH DFND1 259400
JOHN B. SANFILIPPO & SON INCCOM8004221079,618120,694SH DFND1120,3570337
JOHN BEAN TECHNOLOGIES CORPCOM47783910446,992387,948SH DFND1387,94800
JOHN HANCOCK TAX-ADVANTAGEDTAX ADV GLB SH41013P7491,011148,049SH DFND1 2148,04900
JOHNSON & JOHNSONCOM4781601045,048,67936,306,406SH DFND136,176,1960130,210
JOHNSON & JOHNSONCOM47816010438279SH DFND1 227900
JOHNSON CONTROLS INTERNATIONSHSG51502105467,68811,339,503SH DFND111,300,061039,442
JOHNSON CONTROLS INTERNATIONSHSG515021055141SH DFND1 214100
JOHNSON OUTDOORS INC-ACL A4791671089,457126,825SH DFND1126,82500
JOINT CORP/THECOM47973J1022,782152,902SH DFND1152,90200
JONES LANG LASALLE INCCOM48020Q10767,954483,328SH DFND1474,95408,374
JOUNCE THERAPEUTICS INCCOM4811161011,067215,700SH DFND1215,4650235
JPMORGAN CHASE & COCOM46625H1004,834,90943,319,213SH DFND143,161,2430157,970
JPMORGAN CHASE & COCOM46625H10036329SH DFND1 232900
JUNIPER NETWORKS INCCOM48203R104157,6735,923,036SH DFND15,905,523017,513
JUST ENERGY GROUP INCCOMSTK48213W1016114,385SH DFND114,38500
K12 INCCOM48273U10219,091627,787SH DFND1627,4610326
KADANT INCCOM48282T10412,405136,604SH DFND1136,60400
KADMON HOLDINGS INCCOM48283N1063,2911,597,921SH DFND11,597,92100
KAISER ALUMINUM CORPCOM PAR $0.0148300770420,561210,646SH DFND1210,64600
KALA PHARMACEUTICALS INCCOM4831191031,945304,886SH DFND1304,88600
KALEIDO BIOSCIENCES INCCOM48334710090277,818SH DFND177,81800
KALVISTA PHARMACEUTICALS INCCOM4834971033,142141,869SH DFND1141,86900
KAMADA LTDSHSM6240T10911621,224SH DFND121,22400
KAMAN CORPCOM48354810322,934360,098SH DFND1360,09800
KANDI TECHNOLOGIES GROUP INCCOM48370910122345,300SH DFND145,30000
KANSAS CITY SOUTHERNCOM NEW485170302202,3551,663,604SH DFND11,658,82504,779
KANSAS CITY SOUTHERNCOM NEW485170302109899SH DFND1 289900
KAR AUCTION SERVICES INCCOM48238T10941,4671,658,708SH DFND11,657,34701,361
KAR AUCTION SERVICES INCCOM48238T10925010,000SH DFND1 210,00000
KARYOPHARM THERAPEUTICS INCCOM48576U1064,622771,703SH DFND1771,70300
KB FINANCIAL GROUP INC-ADRSPONSORED ADR48241A1053749,490SH DFND17,85401,636
KB HOMECOM48666K10930,9201,201,726SH DFND11,186,240015,486
KB HOMECOM48666K10988534,400SH DFND1 234,40000
KBR INCCOM48242W10645,3101,816,763SH DFND11,789,553027,210
KEANE GROUP INCCOM48669A1083,804566,127SH DFND1566,12700
KEARNY FINANCIAL CORP/MDCOM48716P10816,0241,205,783SH DFND11,205,78300
KELLOGG COCOM487836108191,3403,578,003SH DFND13,565,502012,501
KELLOGG COCOM48783610840765SH DFND1 276500
KELLY SERVICES INC -ACL A48815220813,525516,434SH DFND1516,43400
KEMET CORPCOM NEW48836020713,406712,728SH DFND1712,72800
KEMPER CORPCOM48840110058,478677,698SH DFND1666,256011,442
KEMPHARM INCCOM488445107344196,997SH DFND1196,99700
KENNAMETAL INCCOM48917010037,6871,018,866SH DFND11,003,784015,082
KENNEDY-WILSON HOLDINGS INCCOM48939810732,0891,560,035SH DFND11,560,03500
KEURIG DR PEPPER INCCOM49271V10043,3891,501,371SH DFND11,501,37100
KEY ENERGY SERVICES INCCOM49309J10314464,014SH DFND164,01400
KEY TRONIC CORPCOM49314410917535,271SH DFND135,27100
KEYCORPCOM493267108270,16515,245,638SH DFND115,195,726049,912
KEYCORPCOM49326710815885SH DFND1 288500
KEYSIGHT TECHNOLOGIES INCOM49338L103255,0252,844,025SH DFND12,835,05808,967
KEZAR LIFE SCIENCES INCCOM49372L100932120,922SH DFND1120,92200
KFORCE INCCOM49373210116,133459,784SH DFND1459,78400
KFORCE INCCOM493732101273SH DFND1 27300
KILROY REALTY CORPCOM49427F108105,5791,430,420SH DFND11,411,935018,485
KIMBALL ELECTRONICS INCCOM49428J1096,820419,990SH DFND1419,99000
KIMBALL INTERNATIONAL-BCL B49427410313,584779,365SH DFND1779,36500
KIMBALL INTERNATIONAL-BCL B494274103271,581SH DFND1 21,58100
KIMBERLY-CLARK CORPCOM494368103739,4405,553,273SH DFND15,536,864016,409
KIMBERLY-CLARK CORPCOM49436810314106SH DFND1 210600
KIMCO REALTY CORPCOM49446R109147,6748,001,583SH DFND17,981,344020,239
KINDER MORGAN INCCOM49456B101566,07827,164,103SH DFND127,071,157092,946
KINDER MORGAN INCCOM49456B101331,627SH DFND1 21,62700
KINDRED BIOSCIENCES INCCOM4945771093,588430,839SH DFND1430,83900
KINGOLD JEWELRY INCCOM NEW49579A2041626,949SH DFND126,94900
KINGSTONE COS INCCOM49671910550458,313SH DFND158,31300
KINIKSA PHARMACEUTICALS-ACOM CL AG5269C1012,194162,109SH DFND1162,10900
KINROSS GOLD CORPCOMSTK4969024044,8971,276,423SH DFND11,276,42300
KINROSS GOLD CORPCOM4969024048822,733SH DFND122,1230610
KINSALE CAPITAL GROUP INCCOM49714P10824,227264,844SH DFND1264,84400
KIRBY CORPCOM49726610646,027582,630SH DFND1572,75909,871
KIRBY CORPCOM49726610610127SH DFND1 212700
KIRKLAND LAKE GOLD LTDCOMSTK49741E1009,818228,615SH DFND1228,61500
KIRKLAND LAKE GOLD LTDCOMSTK49741E1002,05547,700SH DFND1 247,70000
KIRKLAND'S INCCOM497498105301133,444SH DFND1133,44400
KITE REALTY GROUP TRUSTCOM NEW49803T30020,6071,362,040SH DFND11,362,04000
KKR & CO INC -ACL A48251W104100,6953,988,358SH DFND13,988,35800
KKR & CO INC -ACL A48251W104351,391SH DFND1 21,39100
KKR REAL ESTATE FINANCE TRUSCOM48251K1006,780340,394SH DFND1340,39400
KLA CORPCOM482480100286,9262,428,984SH DFND12,414,429014,555
KLA CORPCOM48248010032275SH DFND1 227500
KLX ENERGY SERVICES HOLDINGCOM48253L1065,950291,269SH DFND1291,26900
KLX ENERGY SERVICES HOLDINGCOM48253L1061346,601SH DFND1 26,60100
KNIGHT-SWIFT TRANSPORTATIONCL A49904910445,2091,377,565SH DFND11,354,745022,820
KNOLL INCCOM NEW49890420015,145659,075SH DFND1658,0950980
KNOLL INCCOM NEW49890420028912,583SH DFND1 212,58300
KNOWLES CORPCOM49926D10919,5701,068,831SH DFND11,068,83100
KODIAK SCIENCES INCCOM50015M1092,161184,768SH DFND1184,76800
KOHLS CORPCOM500255104121,5232,559,690SH DFND12,550,84808,842
KOHLS CORPCOM500255104831,766SH DFND1 21,76600
KONINKLIJKE PHILIPS NVR- NYNY REG SH NEW50047230373116,794SH DFND115,25401,540
KONTOOR BRANDS INCCOM50050N10315,602556,852SH DFND1556,7100142
KOPIN CORPCOM500600101502461,235SH DFND1461,23500
KOPPERS HOLDINGS INCCOM50060P1067,467254,354SH DFND1254,35400
KOREA ELEC POWER CORP-SP ADRSPONSORED ADR50063110617415,685SH DFND113,58902,096
KOREA FUND INCCOM NEW50063420987230,270SH DFND1 230,27000
KORN FERRYCOM NEW50064320030,291755,975SH DFND1755,97500
KORN FERRYCOM NEW50064320083420,838SH DFND1 220,83800
KORNIT DIGITAL LTDSHSM6372Q11390628,630SH DFND128,63000
KORNIT DIGITAL LTDSHSM6372Q113682,160SH DFND1 22,16000
KOSMOS ENERGY LTDCOM50068810617,5902,805,506SH DFND12,805,50600
KRAFT HEINZ CO/THECOM500754106298,6919,637,282SH DFND19,556,591080,691
KRAFT HEINZ CO/THECOM50075410648615,688SH DFND1 215,68800
KRATON CORPCOM50077C10617,113550,800SH DFND1550,3960404
KRATOS DEFENSE & SECURITYCOM NEW50077B20727,1411,185,749SH DFND11,185,74900
KREF 6.125 05/15/23NOTE 6.125% 5/148251KAB65,1685,000,000PRN DFND1 25,000,00000
KROGER COCOM501044101288,06413,288,655SH DFND113,250,103038,552
KROGER COCOM5010441012059,448SH DFND1 29,44800
KRONOS WORLDWIDE INCCOM50105F1054,819314,590SH DFND1313,26601,324
KRYSTAL BIOTECH INCCOM5011471024,823119,767SH DFND1119,76700
KULICKE & SOFFA INDUSTRIESCOM50124210112,212541,577SH DFND1541,57700
KULICKE & SOFFA INDUSTRIESCOM501242101321,435SH DFND1 21,43500
KURA ONCOLOGY INCCOM50127T1098,689441,330SH DFND1441,33000
KVH INDUSTRIES INCCOM4827381011,903175,123SH DFND1175,12300
L BRANDS INCCOM50179710496,9433,700,093SH DFND13,688,433011,660
L3 TECHNOLOGIES INCCOM502413107279,9801,139,234SH DFND11,135,44403,790
L3 TECHNOLOGIES INCCOM5024131071981SH DFND128110
LA JOLLA PHARMACEUTICAL COCOM PAR $.0001 25034596042,926316,421SH DFND1316,42100
LABORATORY CRP OF AMER HLDGSCOM NEW50540R409242,4501,404,701SH DFND11,400,00704,694
LABORATORY CRP OF AMER HLDGSCOM NEW50540R40961356SH DFND1 235600
LADDER CAPITAL CORP-REITCL A50574310424,1821,455,899SH DFND11,455,89900
LADENBURG THALMANN FINANCIALCOM50575Q1024,7601,387,833SH DFND11,387,83300
LADENBURG THALMANN FINANCIALCOM50575Q10231291,183SH DFND1 291,18300
LAKELAND BANCORP INCCOM51163710010,808669,230SH DFND1669,23000
LAKELAND FINANCIAL CORPCOM51165610015,978341,209SH DFND1341,20900
LAKELAND INDUSTRIES INCCOM51179510642437,914SH DFND137,91400
LAM RESEARCH CORPCOM512807108455,0742,425,258SH DFND12,411,694013,564
LAM RESEARCH CORPCOM512807108144767SH DFND1 276700
LAMAR ADVERTISING CO-ACL A51281610980,082992,225SH DFND1976,560015,665
LAMB WESTON HOLDINGS INCCOM513272104143,0652,261,623SH DFND12,254,27507,348
LANCASTER COLONY CORPCOM51384710340,996275,885SH DFND1272,31003,575
LANDEC CORPCOM5147661043,266348,623SH DFND1348,62300
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J10820312,077SH DFND112,07700
LANDMARK INFRASTRUCTURE PARTCOM UNIT LTD51508J108482,900SH DFND1 22,90000
LANDS' END INCCOM51509F1052,392195,801SH DFND1195,6740127
LANDS' END INCCOM51509F10524420,046SH DFND1 220,04600
LANDSTAR SYSTEM INCCOM51509810151,472476,639SH DFND1469,28607,353
LANDSTAR SYSTEM INCCOM51509810183772SH DFND1 277200
LANNETT CO INC